600919 江苏银行 — 布林下轨抄底 回测明细
数据区间: 2016-08-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.33M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +32.98%）
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 38 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 |
2016-09-27 |
2016-10-25 |
10.083094020999999 |
10.369620000000001 |
¥2.8万 |
+2.81% |
回到中轨 |
| 2 |
2016-12-20 |
2017-02-03 |
10.10303 |
9.57042 |
¥-5.4万 |
-5.30% |
回到中轨 |
| 3 |
2017-04-17 |
2017-05-11 |
9.542862 |
9.21078 |
¥-3.4万 |
-3.51% |
回到中轨 |
| 4 |
2017-05-24 |
2017-06-02 |
8.831468645999998 |
9.360629999999999 |
¥5.5万 |
+5.96% |
回到中轨 |
| 5 |
2017-09-26 |
2017-12-11 |
8.460987535 |
7.872119999999999 |
¥-6.9万 |
-6.99% |
回到中轨 |
| 6 |
2017-12-21 |
2018-01-11 |
7.609882279999999 |
7.5924 |
¥-2,391 |
-0.26% |
回到中轨 |
| 7 |
2018-03-26 |
2018-04-12 |
7.2621780000000005 |
7.34265 |
¥9,823 |
+1.08% |
回到中轨 |
| 8 |
2018-06-11 |
2018-07-23 |
6.8488940519999995 |
6.27372 |
¥-7.8万 |
-8.43% |
回到中轨 |
| 9 |
2018-10-12 |
2018-10-23 |
6.0278278059999995 |
6.30369 |
¥3.9万 |
+4.55% |
回到中轨 |
| 10 |
2018-12-07 |
2019-01-07 |
6.318204892999999 |
6.0939 |
¥-3.2万 |
-3.58% |
回到中轨 |
| 11 |
2019-07-15 |
2019-09-04 |
6.8589070549999995 |
6.723269999999999 |
¥-1.7万 |
-2.01% |
回到中轨 |
| 12 |
2020-02-03 |
2020-03-06 |
6.318204892999998 |
6.5934 |
¥3.3万 |
+4.32% |
回到中轨 |
| 13 |
2020-03-13 |
2020-04-30 |
6.20806186 |
6.02397 |
¥-2.6万 |
-2.99% |
回到中轨 |
| 14 |
2020-07-01 |
2020-07-03 |
5.687385703999999 |
6.013979999999999 |
¥4.9万 |
+5.71% |
回到中轨 |
| 15 |
2020-11-02 |
2020-11-19 |
6.017814802999999 |
6.0839099999999995 |
¥9,602 |
+1.07% |
回到中轨 |
| 16 |
2020-12-18 |
2021-01-18 |
5.587255674 |
5.4945 |
¥-1.5万 |
-1.69% |
回到中轨 |
| 17 |
2021-06-21 |
2021-07-23 |
7.212162999999999 |
7.07292 |
¥-1.7万 |
-1.96% |
回到中轨 |
| 18 |
2021-07-28 |
2021-08-11 |
6.528477955999999 |
6.8931000000000004 |
¥4.8万 |
+5.55% |
回到中轨 |
| 19 |
2021-09-22 |
2021-10-14 |
5.80174 |
6.0839099999999995 |
¥4.3万 |
+4.83% |
回到中轨 |
| 20 |
2021-12-21 |
2022-01-05 |
5.737450719 |
5.97402 |
¥4.0万 |
+4.09% |
回到中轨 |
| 21 |
2022-03-15 |
2022-03-23 |
6.318204892999999 |
6.5734200000000005 |
¥4.0万 |
+4.01% |
回到中轨 |
| 22 |
2022-05-09 |
2022-06-15 |
6.818855042999998 |
6.80319 |
¥-2,686 |
-0.26% |
回到中轨 |
| 23 |
2022-10-25 |
2022-11-14 |
7.0892061239999995 |
7.1928 |
¥1.5万 |
+1.43% |
回到中轨 |
| 24 |
2022-12-21 |
2022-12-29 |
7.119245133 |
7.2927 |
¥2.5万 |
+2.41% |
回到中轨 |
| 25 |
2023-02-17 |
2023-03-06 |
7.189336153999998 |
7.31268 |
¥1.8万 |
+1.69% |
回到中轨 |
| 26 |
2023-03-13 |
2023-03-24 |
6.999089096999999 |
7.13286 |
¥2.1万 |
+1.88% |
回到中轨 |
| 27 |
2023-06-20 |
2023-07-04 |
7.349544201999999 |
7.3926 |
¥6,240 |
+0.56% |
回到中轨 |
| 28 |
2023-07-18 |
2023-07-31 |
7.009102099999999 |
7.192799999999999 |
¥2.9万 |
+2.59% |
回到中轨 |
| 29 |
2023-09-06 |
2023-09-13 |
6.8689200580000005 |
7.062930000000001 |
¥3.2万 |
+2.79% |
回到中轨 |
| 30 |
2023-11-30 |
2023-12-28 |
6.6185949829999995 |
6.64335 |
¥4,095 |
+0.34% |
回到中轨 |
| 31 |
2024-04-29 |
2024-05-06 |
7.649934291999998 |
8.11188 |
¥7.1万 |
+6.01% |
回到中轨 |
| 32 |
2024-06-05 |
2024-07-03 |
7.9102723699999995 |
7.55244 |
¥-5.8万 |
-4.55% |
回到中轨 |
| 33 |
2024-08-07 |
2024-08-19 |
7.479713240999999 |
7.75224 |
¥4.4万 |
+3.61% |
回到中轨 |
| 34 |
2025-02-24 |
2025-03-06 |
9.111832729999996 |
9.46053 |
¥4.7万 |
+3.80% |
回到中轨 |
| 35 |
2025-08-18 |
2025-10-15 |
11.014303299999998 |
10.6893 |
¥-3.9万 |
-2.98% |
回到中轨 |
| 36 |
2025-12-08 |
2025-12-19 |
10.523666152999999 |
10.53945 |
¥1,511 |
+0.12% |
回到中轨 |
| 37 |
2026-01-15 |
2026-01-30 |
10.153185042 |
10.109879999999999 |
¥-5,769 |
-0.46% |
回到中轨 |
| 38 |
2026-07-01 |
2026-07-07 |
10.784004230999997 |
11.39859 |
¥7.1万 |
+5.67% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-09-27 |
跌破下轨 |
买入 |
10.08007 |
98300.0 |
¥99.1万 |
|
| 2016-10-25 |
回到中轨 |
卖出 |
10.369620000000001 |
98300.0 |
¥1.02M |
|
| 2016-12-20 |
跌破下轨 |
买入 |
10.1 |
101500.0 |
¥1.03M |
|
| 2017-02-03 |
回到中轨 |
卖出 |
9.57042 |
101500.0 |
¥97.1万 |
|
| 2017-04-17 |
跌破下轨 |
买入 |
9.54 |
101400.0 |
¥96.8万 |
|
| 2017-05-11 |
回到中轨 |
卖出 |
9.21078 |
101400.0 |
¥93.4万 |
|
| 2017-05-24 |
跌破下轨 |
买入 |
8.828819999999999 |
105300.0 |
¥93.0万 |
|
| 2017-06-02 |
回到中轨 |
卖出 |
9.360629999999999 |
105300.0 |
¥98.5万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
8.45845 |
117200.0 |
¥99.2万 |
|
| 2017-12-11 |
回到中轨 |
卖出 |
7.872119999999999 |
117200.0 |
¥92.2万 |
|
| 2017-12-21 |
跌破下轨 |
买入 |
7.607599999999999 |
121000.0 |
¥92.1万 |
|
| 2018-01-11 |
回到中轨 |
卖出 |
7.5924 |
121000.0 |
¥91.8万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
7.26 |
125500.0 |
¥91.1万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
7.34265 |
125500.0 |
¥92.1万 |
|
| 2018-06-11 |
跌破下轨 |
买入 |
6.846839999999999 |
134700.0 |
¥92.3万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
6.27372 |
134700.0 |
¥84.5万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
6.026019999999999 |
141100.0 |
¥85.1万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
6.30369 |
141100.0 |
¥88.9万 |
|
| 2018-12-07 |
跌破下轨 |
买入 |
6.316309999999999 |
141400.0 |
¥89.3万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
6.0939 |
141400.0 |
¥86.1万 |
|
| 2019-07-15 |
跌破下轨 |
买入 |
6.856849999999999 |
125200.0 |
¥85.9万 |
|
| 2019-09-04 |
回到中轨 |
卖出 |
6.723269999999999 |
125200.0 |
¥84.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
6.316309999999999 |
121100.0 |
¥76.5万 |
|
| 2020-03-06 |
回到中轨 |
卖出 |
6.5934 |
121100.0 |
¥79.8万 |
|
| 2020-03-13 |
跌破下轨 |
买入 |
6.2062 |
138000.0 |
¥85.7万 |
|
| 2020-04-30 |
回到中轨 |
卖出 |
6.02397 |
138000.0 |
¥83.1万 |
|
| 2020-07-01 |
跌破下轨 |
买入 |
5.685679999999999 |
149800.0 |
¥85.2万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
6.013979999999999 |
149800.0 |
¥90.1万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
6.016009999999999 |
149400.0 |
¥89.9万 |
|
| 2020-11-19 |
回到中轨 |
卖出 |
6.0839099999999995 |
149400.0 |
¥90.9万 |
|
| 2020-12-18 |
跌破下轨 |
买入 |
5.585579999999999 |
162300.0 |
¥90.7万 |
|
| 2021-01-18 |
回到中轨 |
卖出 |
5.4945 |
162300.0 |
¥89.1万 |
|
| 2021-06-21 |
跌破下轨 |
买入 |
7.21 |
123500.0 |
¥89.1万 |
|
| 2021-07-23 |
回到中轨 |
卖出 |
7.07292 |
123500.0 |
¥87.3万 |
|
| 2021-07-28 |
跌破下轨 |
买入 |
6.526519999999999 |
133500.0 |
¥87.2万 |
|
| 2021-08-11 |
回到中轨 |
卖出 |
6.8931000000000004 |
133500.0 |
¥92.0万 |
|
| 2021-09-22 |
跌破下轨 |
买入 |
5.8 |
154100.0 |
¥89.4万 |
|
| 2021-10-14 |
回到中轨 |
卖出 |
6.0839099999999995 |
154100.0 |
¥93.7万 |
|
| 2021-12-21 |
跌破下轨 |
买入 |
5.73573 |
168600.0 |
¥96.7万 |
|
| 2022-01-05 |
回到中轨 |
卖出 |
5.97402 |
168600.0 |
¥1.01M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
6.316309999999999 |
157800.0 |
¥99.7万 |
|
| 2022-03-23 |
回到中轨 |
卖出 |
6.5734200000000005 |
157800.0 |
¥1.04M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
6.8168099999999985 |
151700.0 |
¥1.03M |
|
| 2022-06-15 |
回到中轨 |
卖出 |
6.80319 |
151700.0 |
¥1.03M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
7.087079999999999 |
146600.0 |
¥1.04M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
7.1928 |
146600.0 |
¥1.05M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
7.117109999999999 |
148500.0 |
¥1.06M |
|
| 2022-12-29 |
回到中轨 |
卖出 |
7.2927 |
148500.0 |
¥1.08M |
|
| 2023-02-17 |
跌破下轨 |
买入 |
7.187179999999998 |
150800.0 |
¥1.08M |
|
| 2023-03-06 |
回到中轨 |
卖出 |
7.31268 |
150800.0 |
¥1.10M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
6.9969899999999985 |
156400.0 |
¥1.09M |
|
| 2023-03-24 |
回到中轨 |
卖出 |
7.13286 |
156400.0 |
¥1.12M |
|
| 2023-06-20 |
跌破下轨 |
买入 |
7.347339999999999 |
152800.0 |
¥1.12M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
7.3926 |
152800.0 |
¥1.13M |
|
| 2023-07-18 |
跌破下轨 |
买入 |
7.006999999999999 |
161300.0 |
¥1.13M |
|
| 2023-07-31 |
回到中轨 |
卖出 |
7.192799999999999 |
161300.0 |
¥1.16M |
|
| 2023-09-06 |
跌破下轨 |
买入 |
6.86686 |
168100.0 |
¥1.15M |
|
| 2023-09-13 |
回到中轨 |
卖出 |
7.062930000000001 |
168100.0 |
¥1.19M |
|
| 2023-11-30 |
跌破下轨 |
买入 |
6.61661 |
179900.0 |
¥1.19M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
6.64335 |
179900.0 |
¥1.19M |
|
| 2024-04-29 |
跌破下轨 |
买入 |
7.647639999999998 |
155500.0 |
¥1.19M |
|
| 2024-05-06 |
回到中轨 |
卖出 |
8.11188 |
155500.0 |
¥1.26M |
|
| 2024-06-05 |
跌破下轨 |
买入 |
7.907899999999999 |
160200.0 |
¥1.27M |
|
| 2024-07-03 |
回到中轨 |
卖出 |
7.55244 |
160200.0 |
¥1.21M |
|
| 2024-08-07 |
跌破下轨 |
买入 |
7.477469999999999 |
161300.0 |
¥1.21M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
7.75224 |
161300.0 |
¥1.25M |
|
| 2025-02-24 |
跌破下轨 |
买入 |
9.109099999999998 |
136300.0 |
¥1.24M |
|
| 2025-03-06 |
回到中轨 |
卖出 |
9.46053 |
136300.0 |
¥1.29M |
|
| 2025-08-18 |
跌破下轨 |
买入 |
11.011 |
118100.0 |
¥1.30M |
|
| 2025-10-15 |
回到中轨 |
卖出 |
10.6893 |
118100.0 |
¥1.26M |
|
| 2025-12-08 |
跌破下轨 |
买入 |
10.520509999999998 |
119700.0 |
¥1.26M |
|
| 2025-12-19 |
回到中轨 |
卖出 |
10.53945 |
119700.0 |
¥1.26M |
|
| 2026-01-15 |
跌破下轨 |
买入 |
10.150139999999999 |
124500.0 |
¥1.26M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
10.109879999999999 |
124500.0 |
¥1.26M |
|
| 2026-07-01 |
跌破下轨 |
买入 |
10.780769999999999 |
116300.0 |
¥1.25M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
11.39859 |
116300.0 |
¥1.33M |
|