600918 中泰证券 — 布林下轨抄底 回测明细
数据区间: 2020-06-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.12M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +12.01%）
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 26 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 |
2020-09-11 |
2020-09-21 |
14.008191197 |
16.20378 |
¥15.6万 |
+15.64% |
回到中轨 |
| 2 |
2020-10-26 |
2020-11-10 |
14.50435 |
14.81517 |
¥2.4万 |
+2.11% |
回到中轨 |
| 3 |
2021-01-26 |
2021-03-03 |
14.749153418999997 |
14.00598 |
¥-5.9万 |
-5.07% |
回到中轨 |
| 4 |
2021-03-16 |
2021-03-24 |
13.127046932999999 |
13.67631 |
¥4.7万 |
+4.15% |
回到中轨 |
| 5 |
2021-04-27 |
2021-05-21 |
12.135759635999998 |
11.368620000000002 |
¥-7.4万 |
-6.35% |
回到中轨 |
| 6 |
2022-01-17 |
2022-03-17 |
9.492326843999999 |
8.73126 |
¥-8.8万 |
-8.05% |
回到中轨 |
| 7 |
2022-04-26 |
2022-05-24 |
7.710012309999999 |
7.222770000000001 |
¥-6.4万 |
-6.35% |
回到中轨 |
| 8 |
2022-08-04 |
2022-08-12 |
7.039141108999999 |
7.392600000000001 |
¥4.7万 |
+4.99% |
回到中轨 |
| 9 |
2022-09-21 |
2022-11-02 |
6.798829037 |
6.5934 |
¥-3.0万 |
-3.05% |
回到中轨 |
| 10 |
2022-12-20 |
2023-01-10 |
6.468399937999999 |
6.5134799999999995 |
¥6,344 |
+0.67% |
回到中轨 |
| 11 |
2023-03-08 |
2023-03-31 |
6.818855042999998 |
6.71328 |
¥-1.5万 |
-1.58% |
回到中轨 |
| 12 |
2023-05-24 |
2023-06-16 |
7.139271138999999 |
6.98301 |
¥-2.1万 |
-2.22% |
回到中轨 |
| 13 |
2023-06-27 |
2023-07-03 |
6.678673000999998 |
6.853140000000001 |
¥2.4万 |
+2.58% |
回到中轨 |
| 14 |
2023-12-15 |
2024-01-25 |
7.059167114999999 |
6.66333 |
¥-5.4万 |
-5.64% |
回到中轨 |
| 15 |
2024-02-06 |
2024-02-08 |
6.137970838999999 |
6.6833100000000005 |
¥7.9万 |
+8.85% |
回到中轨 |
| 16 |
2024-03-26 |
2024-04-29 |
6.568529967999998 |
7.21278 |
¥9.5万 |
+9.78% |
回到中轨 |
| 17 |
2024-06-11 |
2024-07-22 |
5.977762790999999 |
5.70429 |
¥-4.9万 |
-4.60% |
回到中轨 |
| 18 |
2024-08-23 |
2024-09-02 |
5.687385703999999 |
5.82417 |
¥2.4万 |
+2.37% |
回到中轨 |
| 19 |
2024-09-05 |
2024-09-25 |
5.607281679999999 |
5.93 |
¥6.0万 |
+5.72% |
回到中轨 |
| 20 |
2025-01-02 |
2025-02-06 |
6.5719710000000005 |
6.23376 |
¥-5.7万 |
-5.17% |
回到中轨 |
| 21 |
2025-04-09 |
2025-05-07 |
5.877632760999999 |
6.293699999999999 |
¥7.3万 |
+7.05% |
回到中轨 |
| 22 |
2025-11-18 |
2025-12-08 |
6.818855042999999 |
6.81318 |
¥-1,267 |
-0.11% |
回到中轨 |
| 23 |
2026-01-05 |
2026-01-07 |
6.5084519499999995 |
6.72327 |
¥3.7万 |
+3.27% |
回到中轨 |
| 24 |
2026-03-06 |
2026-03-19 |
6.228087865999999 |
6.2937 |
¥1.2万 |
+1.02% |
回到中轨 |
| 25 |
2026-04-07 |
2026-04-15 |
5.947723782000001 |
6.12387 |
¥3.4万 |
+2.93% |
回到中轨 |
| 26 |
2026-05-18 |
2026-06-23 |
5.817554743 |
5.40459 |
¥-8.5万 |
-7.13% |
回到中轨 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-09-11 |
跌破下轨 |
买入 |
14.003989999999998 |
71000.0 |
¥99.5万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
16.20378 |
71000.0 |
¥1.15M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
14.5 |
78800.0 |
¥1.14M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
14.81517 |
78800.0 |
¥1.17M |
|
| 2021-01-26 |
跌破下轨 |
买入 |
14.744729999999999 |
79300.0 |
¥1.17M |
|
| 2021-03-03 |
回到中轨 |
卖出 |
14.00598 |
79300.0 |
¥1.11M |
|
| 2021-03-16 |
跌破下轨 |
买入 |
13.123109999999999 |
85300.0 |
¥1.12M |
|
| 2021-03-24 |
回到中轨 |
卖出 |
13.67631 |
85300.0 |
¥1.17M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
12.132119999999999 |
95800.0 |
¥1.16M |
|
| 2021-05-21 |
回到中轨 |
卖出 |
11.368620000000002 |
95800.0 |
¥1.09M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
9.489479999999999 |
114900.0 |
¥1.09M |
|
| 2022-03-17 |
回到中轨 |
卖出 |
8.73126 |
114900.0 |
¥1.00M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
7.707699999999999 |
130100.0 |
¥1.00M |
|
| 2022-05-24 |
回到中轨 |
卖出 |
7.222770000000001 |
130100.0 |
¥93.9万 |
|
| 2022-08-04 |
跌破下轨 |
买入 |
7.03703 |
133300.0 |
¥93.8万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
7.392600000000001 |
133300.0 |
¥98.5万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
6.79679 |
144800.0 |
¥98.4万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
6.5934 |
144800.0 |
¥95.4万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
6.46646 |
147100.0 |
¥95.2万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
6.5134799999999995 |
147100.0 |
¥95.8万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
6.8168099999999985 |
141200.0 |
¥96.3万 |
|
| 2023-03-31 |
回到中轨 |
卖出 |
6.71328 |
141200.0 |
¥94.8万 |
|
| 2023-05-24 |
跌破下轨 |
买入 |
7.137129999999999 |
132100.0 |
¥94.3万 |
|
| 2023-06-16 |
回到中轨 |
卖出 |
6.98301 |
132100.0 |
¥92.2万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
6.676669999999999 |
138700.0 |
¥92.6万 |
|
| 2023-07-03 |
回到中轨 |
卖出 |
6.853140000000001 |
138700.0 |
¥95.0万 |
|
| 2023-12-15 |
跌破下轨 |
买入 |
7.057049999999999 |
134800.0 |
¥95.2万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
6.66333 |
134800.0 |
¥89.8万 |
|
| 2024-02-06 |
跌破下轨 |
买入 |
6.13613 |
145200.0 |
¥89.1万 |
|
| 2024-02-08 |
回到中轨 |
卖出 |
6.6833100000000005 |
145200.0 |
¥97.0万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
6.566559999999999 |
147900.0 |
¥97.1万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
7.21278 |
147900.0 |
¥1.07M |
|
| 2024-06-11 |
跌破下轨 |
买入 |
5.975969999999999 |
178200.0 |
¥1.07M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
5.70429 |
178200.0 |
¥1.02M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
5.685679999999999 |
179900.0 |
¥1.02M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
5.82417 |
179900.0 |
¥1.05M |
|
| 2024-09-05 |
跌破下轨 |
买入 |
5.605599999999999 |
186500.0 |
¥1.05M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
5.93 |
186500.0 |
¥1.11M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
6.57 |
168000.0 |
¥1.10M |
|
| 2025-02-06 |
回到中轨 |
卖出 |
6.23376 |
168000.0 |
¥1.05M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
5.875869999999999 |
176600.0 |
¥1.04M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
6.293699999999999 |
176600.0 |
¥1.11M |
|
| 2025-11-18 |
跌破下轨 |
买入 |
6.8168099999999985 |
164200.0 |
¥1.12M |
|
| 2025-12-08 |
回到中轨 |
卖出 |
6.81318 |
164200.0 |
¥1.12M |
|
| 2026-01-05 |
跌破下轨 |
买入 |
6.506499999999999 |
172100.0 |
¥1.12M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
6.72327 |
172100.0 |
¥1.16M |
|
| 2026-03-06 |
跌破下轨 |
买入 |
6.226219999999999 |
185400.0 |
¥1.15M |
|
| 2026-03-19 |
回到中轨 |
卖出 |
6.2937 |
185400.0 |
¥1.17M |
|
| 2026-04-07 |
跌破下轨 |
买入 |
5.94594 |
196500.0 |
¥1.17M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
6.12387 |
196500.0 |
¥1.20M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
5.815809999999999 |
205700.0 |
¥1.20M |
|
| 2026-06-23 |
回到中轨 |
卖出 |
5.40459 |
205700.0 |
¥1.11M |
|