600905 三峡能源 — 布林下轨抄底 回测明细
数据区间: 2021-06-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥79.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -20.80%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 23 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2022-03-15 |
2022-05-05 |
6.511953 |
5.78421 |
¥-11.1万 |
-11.20% |
回到中轨 |
| 2 |
2022-08-03 |
2022-08-18 |
5.967749787999999 |
6.30369 |
¥4.9万 |
+5.60% |
回到中轨 |
| 3 |
2022-09-19 |
2022-10-13 |
5.687385703999999 |
5.774220000000001 |
¥1.4万 |
+1.50% |
回到中轨 |
| 4 |
2022-12-23 |
2022-12-29 |
5.467099638 |
5.66433 |
¥3.4万 |
+3.58% |
回到中轨 |
| 5 |
2023-02-09 |
2023-03-02 |
5.637320688999999 |
5.64435 |
¥930 |
+0.09% |
回到中轨 |
| 6 |
2023-03-21 |
2023-04-11 |
5.467099638 |
5.52447 |
¥1.0万 |
+1.02% |
回到中轨 |
| 7 |
2023-04-26 |
2023-05-09 |
5.346943602 |
5.52447 |
¥3.3万 |
+3.29% |
回到中轨 |
| 8 |
2023-06-07 |
2023-06-12 |
5.3269175959999995 |
5.3846099999999995 |
¥1.1万 |
+1.05% |
回到中轨 |
| 9 |
2023-08-14 |
2023-10-13 |
5.216774562999999 |
4.77522 |
¥-8.8万 |
-8.49% |
回到中轨 |
| 10 |
2023-10-24 |
2023-10-27 |
4.646033391999999 |
4.74525 |
¥2.0万 |
+2.10% |
回到中轨 |
| 11 |
2023-11-23 |
2024-01-04 |
4.686085403999999 |
4.41558 |
¥-5.6万 |
-5.80% |
回到中轨 |
| 12 |
2024-01-18 |
2024-01-25 |
4.215474262999999 |
4.35564 |
¥3.0万 |
+3.29% |
回到中轨 |
| 13 |
2024-06-19 |
2024-07-05 |
4.525877355999999 |
4.4955 |
¥-6,605 |
-0.70% |
回到中轨 |
| 14 |
2024-09-02 |
2024-09-26 |
4.505851349999999 |
4.275720000000001 |
¥-4.7万 |
-5.14% |
回到中轨 |
| 15 |
2024-11-25 |
2024-12-13 |
4.585955373999999 |
4.60539 |
¥3,499 |
+0.39% |
回到中轨 |
| 16 |
2024-12-20 |
2025-02-07 |
4.485825343999999 |
4.23576 |
¥-5.0万 |
-5.60% |
回到中轨 |
| 17 |
2025-03-06 |
2025-03-14 |
4.175422250999999 |
4.225770000000001 |
¥9,924 |
+1.18% |
回到中轨 |
| 18 |
2025-11-24 |
2026-01-07 |
4.2012599999999996 |
4.13586 |
¥-1.4万 |
-1.59% |
回到中轨 |
| 19 |
2026-02-03 |
2026-03-02 |
4.095318227 |
4.14585 |
¥1.0万 |
+1.20% |
回到中轨 |
| 20 |
2026-04-07 |
2026-05-07 |
4.085305223999999 |
4.1058900000000005 |
¥4,020 |
+0.47% |
回到中轨 |
| 21 |
2026-06-25 |
2026-07-20 |
3.8950581669999997 |
3.80619 |
¥-2.0万 |
-2.31% |
回到中轨 |
| 22 |
2026-09-18 |
2026-11-04 |
3.634720089 |
3.47652 |
¥-3.7万 |
-4.38% |
回到中轨 |
| 23 |
2026-11-13 |
2026-11-13 |
3.2642389779999994 |
3.23 |
¥-8,612 |
-1.08% |
强平 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-03-15 |
跌破下轨 |
买入 |
6.51 |
151900.0 |
¥98.9万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
5.78421 |
151900.0 |
¥87.8万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
5.965959999999999 |
146900.0 |
¥87.7万 |
|
| 2022-08-18 |
回到中轨 |
卖出 |
6.30369 |
146900.0 |
¥92.6万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
5.685679999999999 |
164600.0 |
¥93.6万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
5.774220000000001 |
164600.0 |
¥95.0万 |
|
| 2022-12-23 |
跌破下轨 |
买入 |
5.465459999999999 |
173500.0 |
¥94.9万 |
|
| 2022-12-29 |
回到中轨 |
卖出 |
5.66433 |
173500.0 |
¥98.2万 |
|
| 2023-02-09 |
跌破下轨 |
买入 |
5.635629999999999 |
174200.0 |
¥98.2万 |
|
| 2023-03-02 |
回到中轨 |
卖出 |
5.64435 |
174200.0 |
¥98.3万 |
|
| 2023-03-21 |
跌破下轨 |
买入 |
5.465459999999999 |
180100.0 |
¥98.5万 |
|
| 2023-04-11 |
回到中轨 |
卖出 |
5.52447 |
180100.0 |
¥99.5万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
5.345339999999999 |
185400.0 |
¥99.1万 |
|
| 2023-05-09 |
回到中轨 |
卖出 |
5.52447 |
185400.0 |
¥1.02M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
5.32532 |
192900.0 |
¥1.03M |
|
| 2023-06-12 |
回到中轨 |
卖出 |
5.3846099999999995 |
192900.0 |
¥1.04M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
5.215209999999999 |
198300.0 |
¥1.03M |
|
| 2023-10-13 |
回到中轨 |
卖出 |
4.77522 |
198300.0 |
¥94.7万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
4.644639999999999 |
204600.0 |
¥95.1万 |
|
| 2023-10-27 |
回到中轨 |
卖出 |
4.74525 |
204600.0 |
¥97.1万 |
|
| 2023-11-23 |
跌破下轨 |
买入 |
4.684679999999999 |
207100.0 |
¥97.0万 |
|
| 2024-01-04 |
回到中轨 |
卖出 |
4.41558 |
207100.0 |
¥91.4万 |
|
| 2024-01-18 |
跌破下轨 |
买入 |
4.21421 |
216400.0 |
¥91.2万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
4.35564 |
216400.0 |
¥94.2万 |
|
| 2024-06-19 |
跌破下轨 |
买入 |
4.524519999999999 |
208200.0 |
¥94.2万 |
|
| 2024-07-05 |
回到中轨 |
卖出 |
4.4955 |
208200.0 |
¥93.6万 |
|
| 2024-09-02 |
跌破下轨 |
买入 |
4.504499999999999 |
204900.0 |
¥92.3万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
4.275720000000001 |
204900.0 |
¥87.6万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
4.58458 |
193800.0 |
¥88.9万 |
|
| 2024-12-13 |
回到中轨 |
卖出 |
4.60539 |
193800.0 |
¥89.2万 |
|
| 2024-12-20 |
跌破下轨 |
买入 |
4.48448 |
198800.0 |
¥89.2万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
4.23576 |
198800.0 |
¥84.2万 |
|
| 2025-03-06 |
跌破下轨 |
买入 |
4.174169999999999 |
202200.0 |
¥84.4万 |
|
| 2025-03-14 |
回到中轨 |
卖出 |
4.225770000000001 |
202200.0 |
¥85.4万 |
|
| 2025-11-24 |
跌破下轨 |
买入 |
4.2 |
203600.0 |
¥85.5万 |
|
| 2026-01-07 |
回到中轨 |
卖出 |
4.13586 |
203600.0 |
¥84.2万 |
|
| 2026-02-03 |
跌破下轨 |
买入 |
4.09409 |
205200.0 |
¥84.0万 |
|
| 2026-03-02 |
回到中轨 |
卖出 |
4.14585 |
205200.0 |
¥85.0万 |
|
| 2026-04-07 |
跌破下轨 |
买入 |
4.084079999999999 |
207700.0 |
¥84.9万 |
|
| 2026-05-07 |
回到中轨 |
卖出 |
4.1058900000000005 |
207700.0 |
¥85.3万 |
|
| 2026-06-25 |
跌破下轨 |
买入 |
3.89389 |
217700.0 |
¥84.8万 |
|
| 2026-07-20 |
回到中轨 |
卖出 |
3.80619 |
217700.0 |
¥82.8万 |
|
| 2026-09-18 |
跌破下轨 |
买入 |
3.63363 |
229700.0 |
¥83.5万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
3.47652 |
229700.0 |
¥79.8万 |
|
| 2026-11-13 |
跌破下轨 |
买入 |
3.2632599999999994 |
244600.0 |
¥79.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
3.23 |
244600 |
¥79.0万 |
回测结束强平 |