600941 中国移动 — 布林下轨抄底 回测明细
数据区间: 2022-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.06M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +5.97%）
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 12 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 |
2023-05-17 |
2023-06-02 |
93.12092789999998 |
98.901 |
¥6.0万 |
+6.18% |
回到中轨 |
| 2 |
2023-10-26 |
2023-12-01 |
90.64771615899998 |
90.98892 |
¥3,610 |
+0.35% |
回到中轨 |
| 3 |
2024-04-15 |
2024-04-16 |
101.18139531499999 |
104.7951 |
¥3.7万 |
+3.54% |
回到中轨 |
| 4 |
2024-05-07 |
2024-05-31 |
101.071252282 |
100.44945 |
¥-7,041 |
-0.65% |
回到中轨 |
| 5 |
2024-08-13 |
2024-08-23 |
100.13003 |
105.21467999999997 |
¥5.5万 |
+5.05% |
回到中轨 |
| 6 |
2024-09-12 |
2024-09-25 |
99.72950988 |
104.88501 |
¥5.9万 |
+5.14% |
回到中轨 |
| 7 |
2025-06-13 |
2025-07-10 |
111.79517849499997 |
113.40648000000002 |
¥1.7万 |
+1.41% |
回到中轨 |
| 8 |
2025-07-28 |
2025-08-22 |
110.63367014699996 |
108.90099000000001 |
¥-1.9万 |
-1.60% |
回到中轨 |
| 9 |
2025-09-02 |
2025-09-11 |
107.12911909699997 |
108.15174000000002 |
¥1.1万 |
+0.92% |
回到中轨 |
| 10 |
2025-09-19 |
2025-10-13 |
105.11650549399998 |
106.0938 |
¥1.1万 |
+0.90% |
回到中轨 |
| 11 |
2025-12-05 |
2026-03-03 |
106.33809185999998 |
95.57432999999999 |
¥-12.4万 |
-10.15% |
回到中轨 |
| 12 |
2026-06-17 |
2026-07-13 |
93.15096690899998 |
89.5104 |
¥-4.3万 |
-3.94% |
回到中轨 |
逐笔成交记录（共 24 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-05-17 |
跌破下轨 |
买入 |
93.09299999999999 |
10500.0 |
¥97.8万 |
|
| 2023-06-02 |
回到中轨 |
卖出 |
98.901 |
10500.0 |
¥1.04M |
|
| 2023-10-26 |
跌破下轨 |
买入 |
90.62052999999999 |
11500.0 |
¥1.04M |
|
| 2023-12-01 |
回到中轨 |
卖出 |
90.98892 |
11500.0 |
¥1.05M |
|
| 2024-04-15 |
跌破下轨 |
买入 |
101.15105 |
10400.0 |
¥1.05M |
|
| 2024-04-16 |
回到中轨 |
卖出 |
104.7951 |
10400.0 |
¥1.09M |
|
| 2024-05-07 |
跌破下轨 |
买入 |
101.04094 |
10800.0 |
¥1.09M |
|
| 2024-05-31 |
回到中轨 |
卖出 |
100.44945 |
10800.0 |
¥1.08M |
|
| 2024-08-13 |
跌破下轨 |
买入 |
100.1 |
10800.0 |
¥1.08M |
|
| 2024-08-23 |
回到中轨 |
卖出 |
105.21467999999997 |
10800.0 |
¥1.14M |
|
| 2024-09-12 |
跌破下轨 |
买入 |
99.69959999999999 |
11500.0 |
¥1.15M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
104.88501 |
11500.0 |
¥1.21M |
|
| 2025-06-13 |
跌破下轨 |
买入 |
111.76164999999997 |
10700.0 |
¥1.20M |
|
| 2025-07-10 |
回到中轨 |
卖出 |
113.40648000000002 |
10700.0 |
¥1.21M |
|
| 2025-07-28 |
跌破下轨 |
买入 |
110.60048999999997 |
11000.0 |
¥1.22M |
|
| 2025-08-22 |
回到中轨 |
卖出 |
108.90099000000001 |
11000.0 |
¥1.20M |
|
| 2025-09-02 |
跌破下轨 |
买入 |
107.09698999999998 |
11200.0 |
¥1.20M |
|
| 2025-09-11 |
回到中轨 |
卖出 |
108.15174000000002 |
11200.0 |
¥1.21M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
105.08497999999999 |
11500.0 |
¥1.21M |
|
| 2025-10-13 |
回到中轨 |
卖出 |
106.0938 |
11500.0 |
¥1.22M |
|
| 2025-12-05 |
跌破下轨 |
买入 |
106.30619999999999 |
11500.0 |
¥1.22M |
|
| 2026-03-03 |
回到中轨 |
卖出 |
95.57432999999999 |
11500.0 |
¥1.10M |
|
| 2026-06-17 |
跌破下轨 |
买入 |
93.12302999999997 |
11800.0 |
¥1.10M |
|
| 2026-07-13 |
回到中轨 |
卖出 |
89.5104 |
11800.0 |
¥1.06M |
|