600926 杭州银行 — 布林下轨抄底 回测明细
数据区间: 2016-10-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥88.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -11.90%）
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 42 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 |
2016-12-01 |
2017-02-09 |
23.33029699 |
20.039939999999998 |
¥-14.1万 |
-14.13% |
回到中轨 |
| 2 |
2017-03-30 |
2017-04-05 |
21.427826419999995 |
22.7772 |
¥5.4万 |
+6.27% |
回到中轨 |
| 3 |
2017-06-07 |
2017-07-13 |
15.279842577999998 |
14.845139999999999 |
¥-2.6万 |
-2.87% |
回到中轨 |
| 4 |
2017-08-14 |
2017-08-29 |
14.408711317 |
14.99499 |
¥3.6万 |
+4.04% |
回到中轨 |
| 5 |
2017-09-26 |
2017-11-14 |
14.278542277999998 |
13.146840000000001 |
¥-7.3万 |
-7.95% |
回到中轨 |
| 6 |
2017-11-17 |
2017-12-27 |
12.215863659999997 |
11.55843 |
¥-4.5万 |
-5.41% |
回到中轨 |
| 7 |
2018-02-12 |
2018-03-13 |
11.41482342 |
11.8881 |
¥3.3万 |
+4.11% |
回到中轨 |
| 8 |
2018-03-26 |
2018-04-12 |
11.004290296999999 |
11.39859 |
¥2.9万 |
+3.55% |
回到中轨 |
| 9 |
2018-06-20 |
2018-07-30 |
11.044342308999997 |
8.08191 |
¥-23.1万 |
-26.85% |
回到中轨 |
| 10 |
2018-09-18 |
2018-10-08 |
7.509752249999999 |
7.68231 |
¥1.4万 |
+2.27% |
回到中轨 |
| 11 |
2018-10-19 |
2018-10-23 |
7.399609217 |
7.832160000000001 |
¥3.7万 |
+5.81% |
回到中轨 |
| 12 |
2018-12-21 |
2019-01-07 |
7.459687234999999 |
7.5824099999999985 |
¥1.1万 |
+1.61% |
回到中轨 |
| 13 |
2019-07-09 |
2019-07-24 |
8.090506423999999 |
8.26173 |
¥1.5万 |
+2.09% |
回到中轨 |
| 14 |
2020-02-04 |
2020-02-21 |
8.491026543999999 |
8.91108 |
¥3.5万 |
+4.92% |
回到中轨 |
| 15 |
2020-03-16 |
2020-04-20 |
8.390896514 |
7.75224 |
¥-5.7万 |
-7.64% |
回到中轨 |
| 16 |
2021-04-14 |
2021-04-22 |
15.460076631999996 |
16.263720000000003 |
¥3.5万 |
+5.17% |
回到中轨 |
| 17 |
2021-06-09 |
2021-07-08 |
15.82054474 |
15.104880000000001 |
¥-3.3万 |
-4.55% |
回到中轨 |
| 18 |
2021-07-13 |
2021-08-11 |
13.137059935999998 |
13.38 |
¥1.3万 |
+1.82% |
回到中轨 |
| 19 |
2021-11-01 |
2021-11-16 |
14.278542277999998 |
14.95503 |
¥3.3万 |
+4.71% |
回到中轨 |
| 20 |
2021-11-30 |
2021-12-10 |
13.777892127999996 |
14.185799999999999 |
¥2.2万 |
+2.93% |
回到中轨 |
| 21 |
2021-12-28 |
2022-01-11 |
13.036929905999997 |
13.42656 |
¥2.2万 |
+2.96% |
回到中轨 |
| 22 |
2022-05-10 |
2022-06-08 |
14.138360235999997 |
13.856129999999999 |
¥-1.6万 |
-2.03% |
回到中轨 |
| 23 |
2022-07-25 |
2022-08-26 |
13.908061166999998 |
13.82 |
¥-5,081 |
-0.66% |
回到中轨 |
| 24 |
2022-09-27 |
2022-11-14 |
13.797918133999998 |
13.13685 |
¥-3.6万 |
-4.82% |
回到中轨 |
| 25 |
2022-12-21 |
2023-01-03 |
12.646422788999997 |
13.09689 |
¥2.6万 |
+3.53% |
回到中轨 |
| 26 |
2023-02-06 |
2023-03-06 |
12.686474800999997 |
12.357629999999999 |
¥-2.0万 |
-2.62% |
回到中轨 |
| 27 |
2023-03-13 |
2023-04-04 |
11.625096482999998 |
11.67831 |
¥3,092 |
+0.43% |
回到中轨 |
| 28 |
2023-05-30 |
2023-06-09 |
11.875421557999998 |
12.277709999999999 |
¥2.5万 |
+3.36% |
回到中轨 |
| 29 |
2023-07-17 |
2023-07-26 |
11.523456 |
11.64834 |
¥7,987 |
+1.05% |
回到中轨 |
| 30 |
2023-10-17 |
2023-11-07 |
10.81404324 |
10.71927 |
¥-6,938 |
-0.91% |
回到中轨 |
| 31 |
2023-11-28 |
2023-12-29 |
10.353445101999998 |
9.99 |
¥-2.7万 |
-3.54% |
回到中轨 |
| 32 |
2024-09-10 |
2024-09-25 |
12.085694620999998 |
12.8 |
¥4.3万 |
+5.88% |
回到中轨 |
| 33 |
2024-11-25 |
2024-11-28 |
13.477502037999999 |
13.93605 |
¥2.6万 |
+3.37% |
回到中轨 |
| 34 |
2025-02-24 |
2025-03-05 |
14.418724319999999 |
14.545440000000001 |
¥6,791 |
+0.85% |
回到中轨 |
| 35 |
2025-04-01 |
2025-04-03 |
14.458776331999998 |
14.63535 |
¥9,608 |
+1.19% |
回到中轨 |
| 36 |
2025-04-08 |
2025-04-16 |
13.918074169999999 |
14.525459999999999 |
¥3.5万 |
+4.33% |
回到中轨 |
| 37 |
2025-07-23 |
2025-08-21 |
16.571519965 |
16.25373 |
¥-1.7万 |
-1.95% |
回到中轨 |
| 38 |
2025-09-19 |
2025-10-13 |
15.179712547999998 |
15.43455 |
¥1.4万 |
+1.65% |
回到中轨 |
| 39 |
2025-11-19 |
2025-12-03 |
15.339920595999999 |
15.75423 |
¥2.3万 |
+2.67% |
回到中轨 |
| 40 |
2026-05-11 |
2026-06-10 |
16.811832037 |
16.23375 |
¥-3.0万 |
-3.47% |
回到中轨 |
| 41 |
2026-06-25 |
2026-07-14 |
15.149673539 |
15.3846 |
¥1.3万 |
+1.52% |
回到中轨 |
| 42 |
2026-10-23 |
2026-10-30 |
16.601558973999996 |
17.07291 |
¥2.4万 |
+2.81% |
回到中轨 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-12-01 |
跌破下轨 |
买入 |
23.3233 |
42700.0 |
¥99.6万 |
|
| 2017-02-09 |
回到中轨 |
卖出 |
20.039939999999998 |
42700.0 |
¥85.5万 |
|
| 2017-03-30 |
跌破下轨 |
买入 |
21.421399999999995 |
40000.0 |
¥85.7万 |
|
| 2017-04-05 |
回到中轨 |
卖出 |
22.7772 |
40000.0 |
¥91.1万 |
|
| 2017-06-07 |
跌破下轨 |
买入 |
15.275259999999998 |
58900.0 |
¥90.0万 |
|
| 2017-07-13 |
回到中轨 |
卖出 |
14.845139999999999 |
58900.0 |
¥87.4万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
14.40439 |
61300.0 |
¥88.3万 |
|
| 2017-08-29 |
回到中轨 |
卖出 |
14.99499 |
61300.0 |
¥91.9万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
14.274259999999998 |
64500.0 |
¥92.1万 |
|
| 2017-11-14 |
回到中轨 |
卖出 |
13.146840000000001 |
64500.0 |
¥84.8万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
12.212199999999998 |
68700.0 |
¥83.9万 |
|
| 2017-12-27 |
回到中轨 |
卖出 |
11.55843 |
68700.0 |
¥79.4万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
11.411399999999999 |
70400.0 |
¥80.4万 |
|
| 2018-03-13 |
回到中轨 |
卖出 |
11.8881 |
70400.0 |
¥83.7万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.00099 |
75300.0 |
¥82.9万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
11.39859 |
75300.0 |
¥85.8万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
11.041029999999997 |
78000.0 |
¥86.1万 |
|
| 2018-07-30 |
回到中轨 |
卖出 |
8.08191 |
78000.0 |
¥63.0万 |
|
| 2018-09-18 |
跌破下轨 |
买入 |
7.5075 |
84300.0 |
¥63.3万 |
|
| 2018-10-08 |
回到中轨 |
卖出 |
7.68231 |
84300.0 |
¥64.7万 |
|
| 2018-10-19 |
跌破下轨 |
买入 |
7.39739 |
87000.0 |
¥64.4万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
7.832160000000001 |
87000.0 |
¥68.1万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
7.457449999999999 |
91800.0 |
¥68.5万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
7.5824099999999985 |
91800.0 |
¥69.6万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
8.08808 |
86000.0 |
¥69.6万 |
|
| 2019-07-24 |
回到中轨 |
卖出 |
8.26173 |
86000.0 |
¥71.0万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
8.48848 |
83900.0 |
¥71.2万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
8.91108 |
83900.0 |
¥74.7万 |
|
| 2020-03-16 |
跌破下轨 |
买入 |
8.38838 |
88500.0 |
¥74.3万 |
|
| 2020-04-20 |
回到中轨 |
卖出 |
7.75224 |
88500.0 |
¥68.6万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
15.455439999999998 |
44100.0 |
¥68.2万 |
|
| 2021-04-22 |
回到中轨 |
卖出 |
16.263720000000003 |
44100.0 |
¥71.7万 |
|
| 2021-06-09 |
跌破下轨 |
买入 |
15.815800000000001 |
45500.0 |
¥72.0万 |
|
| 2021-07-08 |
回到中轨 |
卖出 |
15.104880000000001 |
45500.0 |
¥68.7万 |
|
| 2021-07-13 |
跌破下轨 |
买入 |
13.133119999999998 |
52500.0 |
¥69.0万 |
|
| 2021-08-11 |
回到中轨 |
卖出 |
13.38 |
52500.0 |
¥70.2万 |
|
| 2021-11-01 |
跌破下轨 |
买入 |
14.274259999999998 |
49200.0 |
¥70.3万 |
|
| 2021-11-16 |
回到中轨 |
卖出 |
14.95503 |
49200.0 |
¥73.6万 |
|
| 2021-11-30 |
跌破下轨 |
买入 |
13.773759999999998 |
53600.0 |
¥73.8万 |
|
| 2021-12-10 |
回到中轨 |
卖出 |
14.185799999999999 |
53600.0 |
¥76.0万 |
|
| 2021-12-28 |
跌破下轨 |
买入 |
13.033019999999999 |
58100.0 |
¥75.7万 |
|
| 2022-01-11 |
回到中轨 |
卖出 |
13.42656 |
58100.0 |
¥78.0万 |
|
| 2022-05-10 |
跌破下轨 |
买入 |
14.134119999999998 |
54800.0 |
¥77.5万 |
|
| 2022-06-08 |
回到中轨 |
卖出 |
13.856129999999999 |
54800.0 |
¥75.9万 |
|
| 2022-07-25 |
跌破下轨 |
买入 |
13.903889999999999 |
55100.0 |
¥76.6万 |
|
| 2022-08-26 |
回到中轨 |
卖出 |
13.82 |
55100.0 |
¥76.1万 |
|
| 2022-09-27 |
跌破下轨 |
买入 |
13.793779999999998 |
54800.0 |
¥75.6万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
13.13685 |
54800.0 |
¥72.0万 |
|
| 2022-12-21 |
跌破下轨 |
买入 |
12.642629999999997 |
57200.0 |
¥72.3万 |
|
| 2023-01-03 |
回到中轨 |
卖出 |
13.09689 |
57200.0 |
¥74.9万 |
|
| 2023-02-06 |
跌破下轨 |
买入 |
12.682669999999998 |
58700.0 |
¥74.5万 |
|
| 2023-03-06 |
回到中轨 |
卖出 |
12.357629999999999 |
58700.0 |
¥72.5万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
11.621609999999999 |
62200.0 |
¥72.3万 |
|
| 2023-04-04 |
回到中轨 |
卖出 |
11.67831 |
62200.0 |
¥72.6万 |
|
| 2023-05-30 |
跌破下轨 |
买入 |
11.871859999999998 |
61700.0 |
¥73.3万 |
|
| 2023-06-09 |
回到中轨 |
卖出 |
12.277709999999999 |
61700.0 |
¥75.7万 |
|
| 2023-07-17 |
跌破下轨 |
买入 |
11.52 |
65800.0 |
¥75.8万 |
|
| 2023-07-26 |
回到中轨 |
卖出 |
11.64834 |
65800.0 |
¥76.6万 |
|
| 2023-10-17 |
跌破下轨 |
买入 |
10.8108 |
70800.0 |
¥76.6万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
10.71927 |
70800.0 |
¥75.9万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
10.35034 |
73200.0 |
¥75.8万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
9.99 |
73200.0 |
¥73.1万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
12.082069999999998 |
60500.0 |
¥73.1万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
12.8 |
60500.0 |
¥77.4万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
13.47346 |
57500.0 |
¥77.5万 |
|
| 2024-11-28 |
回到中轨 |
卖出 |
13.93605 |
57500.0 |
¥80.1万 |
|
| 2025-02-24 |
跌破下轨 |
买入 |
14.414399999999999 |
55500.0 |
¥80.0万 |
|
| 2025-03-05 |
回到中轨 |
卖出 |
14.545440000000001 |
55500.0 |
¥80.7万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
14.454439999999998 |
55800.0 |
¥80.7万 |
|
| 2025-04-03 |
回到中轨 |
卖出 |
14.63535 |
55800.0 |
¥81.6万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
13.913899999999998 |
58700.0 |
¥81.7万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
14.525459999999999 |
58700.0 |
¥85.2万 |
|
| 2025-07-23 |
跌破下轨 |
买入 |
16.56655 |
51400.0 |
¥85.2万 |
|
| 2025-08-21 |
回到中轨 |
卖出 |
16.25373 |
51400.0 |
¥83.5万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
15.175159999999998 |
55100.0 |
¥83.6万 |
|
| 2025-10-13 |
回到中轨 |
卖出 |
15.43455 |
55100.0 |
¥85.0万 |
|
| 2025-11-19 |
跌破下轨 |
买入 |
15.33532 |
55300.0 |
¥84.8万 |
|
| 2025-12-03 |
回到中轨 |
卖出 |
15.75423 |
55300.0 |
¥87.1万 |
|
| 2026-05-11 |
跌破下轨 |
买入 |
16.806789999999996 |
51900.0 |
¥87.3万 |
|
| 2026-06-10 |
回到中轨 |
卖出 |
16.23375 |
51900.0 |
¥84.2万 |
|
| 2026-06-25 |
跌破下轨 |
买入 |
15.14513 |
55300.0 |
¥83.8万 |
|
| 2026-07-14 |
回到中轨 |
卖出 |
15.3846 |
55300.0 |
¥85.1万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
16.596579999999996 |
51500.0 |
¥85.5万 |
|
| 2026-10-30 |
回到中轨 |
卖出 |
17.07291 |
51500.0 |
¥87.9万 |
|