600938 中国海油 — 布林下轨抄底 回测明细
数据区间: 2022-04-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.29M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +29.45%）
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 15 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 |
2022-08-08 |
2022-08-15 |
14.168399245 |
14.785200000000001 |
¥4.3万 |
+4.32% |
回到中轨 |
| 2 |
2022-09-27 |
2022-10-11 |
15.470089634999995 |
16.443540000000002 |
¥6.5万 |
+6.26% |
回到中轨 |
| 3 |
2022-11-01 |
2022-11-08 |
14.498828344 |
16.50348 |
¥15.0万 |
+13.79% |
回到中轨 |
| 4 |
2022-12-20 |
2023-01-10 |
15.319894589999999 |
15.41457 |
¥7,366 |
+0.59% |
回到中轨 |
| 5 |
2023-06-01 |
2023-06-09 |
17.492716241 |
18.33165 |
¥6.0万 |
+4.76% |
回到中轨 |
| 6 |
2023-08-17 |
2023-08-23 |
18.113522427 |
18.781200000000002 |
¥4.8万 |
+3.65% |
回到中轨 |
| 7 |
2023-10-26 |
2023-11-27 |
19.605459873999994 |
19.37061 |
¥-1.7万 |
-1.23% |
回到中轨 |
| 8 |
2024-07-23 |
2024-08-19 |
30.57971116199999 |
28.83 |
¥-7.7万 |
-5.75% |
回到中轨 |
| 9 |
2024-09-05 |
2024-09-25 |
26.784783024999992 |
28.371599999999997 |
¥7.5万 |
+5.89% |
回到中轨 |
| 10 |
2025-01-22 |
2025-03-17 |
27.535758249999997 |
25.88409 |
¥-8.1万 |
-6.03% |
回到中轨 |
| 11 |
2025-08-19 |
2025-08-26 |
25.603248670999996 |
25.973999999999997 |
¥1.8万 |
+1.42% |
回到中轨 |
| 12 |
2025-10-20 |
2025-10-23 |
25.673339691999992 |
27.422549999999994 |
¥8.7万 |
+6.78% |
回到中轨 |
| 13 |
2026-06-16 |
2026-07-14 |
31.821323533999998 |
29.480490000000003 |
¥-10.1万 |
-7.38% |
回到中轨 |
| 14 |
2026-09-18 |
2026-10-08 |
32.181791642 |
33.33663 |
¥4.5万 |
+3.56% |
回到中轨 |
| 15 |
2026-11-05 |
2026-11-13 |
31.540959449999992 |
30.85 |
¥-2.8万 |
-2.22% |
强平 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-08-08 |
跌破下轨 |
买入 |
14.16415 |
69800.0 |
¥98.9万 |
|
| 2022-08-15 |
回到中轨 |
卖出 |
14.785200000000001 |
69800.0 |
¥1.03M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
15.465449999999997 |
66900.0 |
¥1.03M |
|
| 2022-10-11 |
回到中轨 |
卖出 |
16.443540000000002 |
66900.0 |
¥1.10M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
14.49448 |
75000.0 |
¥1.09M |
|
| 2022-11-08 |
回到中轨 |
卖出 |
16.50348 |
75000.0 |
¥1.24M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
15.315299999999997 |
81800.0 |
¥1.25M |
|
| 2023-01-10 |
回到中轨 |
卖出 |
15.41457 |
81800.0 |
¥1.26M |
|
| 2023-06-01 |
跌破下轨 |
买入 |
17.48747 |
71800.0 |
¥1.26M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
18.33165 |
71800.0 |
¥1.32M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
18.108089999999997 |
72300.0 |
¥1.31M |
|
| 2023-08-23 |
回到中轨 |
卖出 |
18.781200000000002 |
72300.0 |
¥1.36M |
|
| 2023-10-26 |
跌破下轨 |
买入 |
19.599579999999996 |
69600.0 |
¥1.36M |
|
| 2023-11-27 |
回到中轨 |
卖出 |
19.37061 |
69600.0 |
¥1.35M |
|
| 2024-07-23 |
跌破下轨 |
买入 |
30.570539999999994 |
43900.0 |
¥1.34M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
28.83 |
43900.0 |
¥1.27M |
|
| 2024-09-05 |
跌破下轨 |
买入 |
26.776749999999996 |
47600.0 |
¥1.27M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
28.371599999999997 |
47600.0 |
¥1.35M |
|
| 2025-01-22 |
跌破下轨 |
买入 |
27.527499999999996 |
48600.0 |
¥1.34M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
25.88409 |
48600.0 |
¥1.26M |
|
| 2025-08-19 |
跌破下轨 |
买入 |
25.59557 |
49600.0 |
¥1.27M |
|
| 2025-08-26 |
回到中轨 |
卖出 |
25.973999999999997 |
49600.0 |
¥1.29M |
|
| 2025-10-20 |
跌破下轨 |
买入 |
25.665639999999996 |
50200.0 |
¥1.29M |
|
| 2025-10-23 |
回到中轨 |
卖出 |
27.422549999999994 |
50200.0 |
¥1.38M |
|
| 2026-06-16 |
跌破下轨 |
买入 |
31.81178 |
43100.0 |
¥1.37M |
|
| 2026-07-14 |
回到中轨 |
卖出 |
29.480490000000003 |
43100.0 |
¥1.27M |
|
| 2026-09-18 |
跌破下轨 |
买入 |
32.17214 |
39000.0 |
¥1.26M |
|
| 2026-10-08 |
回到中轨 |
卖出 |
33.33663 |
39000.0 |
¥1.30M |
|
| 2026-11-05 |
跌破下轨 |
买入 |
31.531499999999994 |
39700.0 |
¥1.25M |
|
| 2026-11-13 |
强平 |
卖出 |
30.85 |
39700 |
¥1.22M |
回测结束强平 |