600958 东方证券 — 布林下轨抄底 回测明细
数据区间: 2015-03-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥61.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -38.38%）
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 50 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 |
2015-06-19 |
2015-07-24 |
33.543560049999996 |
26.733240000000002 |
¥-19.8万 |
-20.33% |
回到中轨 |
| 2 |
2015-08-19 |
2015-09-23 |
21.527956449999998 |
16.363619999999997 |
¥-18.7万 |
-24.01% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-02 |
20.056045008999998 |
18.42156 |
¥-4.8万 |
-8.18% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
17.012092097 |
17.66232 |
¥2.1万 |
+3.79% |
回到中轨 |
| 5 |
2016-07-29 |
2016-08-16 |
16.501428943999997 |
17.16282 |
¥2.3万 |
+3.98% |
回到中轨 |
| 6 |
2016-09-19 |
2016-10-19 |
16.281142878 |
16.153830000000003 |
¥-4,956 |
-0.81% |
回到中轨 |
| 7 |
2016-12-15 |
2017-01-17 |
15.470089634999995 |
15.274709999999999 |
¥-7,779 |
-1.29% |
回到中轨 |
| 8 |
2017-03-22 |
2017-06-20 |
14.999478494 |
13.89609 |
¥-4.4万 |
-7.38% |
回到中轨 |
| 9 |
2017-08-16 |
2017-08-29 |
14.999478493999998 |
16.86312 |
¥6.9万 |
+12.39% |
回到中轨 |
| 10 |
2017-09-28 |
2017-11-08 |
15.984794 |
15.55 |
¥-1.7万 |
-2.75% |
回到中轨 |
| 11 |
2017-12-18 |
2018-01-18 |
14.628997382999998 |
14.365620000000003 |
¥-1.1万 |
-1.83% |
回到中轨 |
| 12 |
2018-02-12 |
2018-03-13 |
13.517554049999998 |
13.62636 |
¥4,545 |
+0.77% |
回到中轨 |
| 13 |
2018-03-26 |
2018-05-04 |
12.135759635999998 |
12.197790000000003 |
¥2,884 |
+0.48% |
回到中轨 |
| 14 |
2018-05-30 |
2018-07-24 |
11.323396 |
8.99 |
¥-12.3万 |
-20.63% |
回到中轨 |
| 15 |
2018-10-12 |
2018-10-23 |
7.8902463639999985 |
9.45054 |
¥9.4万 |
+19.74% |
回到中轨 |
| 16 |
2018-12-18 |
2019-01-07 |
8.300779486999996 |
8.871120000000001 |
¥3.9万 |
+6.84% |
回到中轨 |
| 17 |
2019-04-30 |
2019-06-12 |
11.104420326999998 |
10.339649999999997 |
¥-4.2万 |
-6.92% |
回到中轨 |
| 18 |
2019-08-06 |
2019-08-20 |
9.802729936999999 |
10.369620000000001 |
¥3.2万 |
+5.75% |
回到中轨 |
| 19 |
2019-11-15 |
2019-12-04 |
9.742651919 |
9.75024 |
¥288 |
+0.05% |
回到中轨 |
| 20 |
2020-02-03 |
2020-02-18 |
9.262777999999999 |
10.139850000000003 |
¥5.1万 |
+9.44% |
回到中轨 |
| 21 |
2020-05-25 |
2020-06-02 |
9.101819726999999 |
9.45054 |
¥2.5万 |
+3.80% |
回到中轨 |
| 22 |
2020-09-08 |
2020-09-28 |
11.294667383999998 |
11.63835 |
¥2.0万 |
+3.01% |
回到中轨 |
| 23 |
2020-11-02 |
2020-11-06 |
10.763978224999999 |
11.33865 |
¥3.7万 |
+5.31% |
回到中轨 |
| 24 |
2020-12-10 |
2020-12-31 |
11.124446332999998 |
11.24 |
¥7,415 |
+1.01% |
回到中轨 |
| 25 |
2021-01-27 |
2021-03-08 |
10.293367083999998 |
9.82017 |
¥-3.4万 |
-4.63% |
回到中轨 |
| 26 |
2021-04-01 |
2021-04-30 |
8.871520657999998 |
8.7912 |
¥-6,620 |
-0.94% |
回到中轨 |
| 27 |
2021-11-01 |
2021-11-22 |
13.517554049999998 |
13.86612 |
¥1.8万 |
+2.55% |
回到中轨 |
| 28 |
2022-01-07 |
2022-03-31 |
13.707801106999998 |
10.97901 |
¥-14.3万 |
-19.93% |
回到中轨 |
| 29 |
2022-04-12 |
2022-04-15 |
10.233289066 |
10.869120000000002 |
¥3.5万 |
+6.18% |
回到中轨 |
| 30 |
2022-04-19 |
2022-05-24 |
9.562417865 |
9.45054 |
¥-7,158 |
-1.20% |
回到中轨 |
| 31 |
2022-07-11 |
2022-08-12 |
9.272040778 |
8.991 |
¥-1.8万 |
-3.06% |
回到中轨 |
| 32 |
2022-09-19 |
2022-11-02 |
8.100519426999998 |
8.07192 |
¥-2,243 |
-0.38% |
回到中轨 |
| 33 |
2023-03-13 |
2023-04-04 |
9.702599907 |
10.53945 |
¥5.0万 |
+8.59% |
回到中轨 |
| 34 |
2023-05-24 |
2023-06-16 |
9.982963990999998 |
10.0899 |
¥6,557 |
+1.04% |
回到中轨 |
| 35 |
2023-06-29 |
2023-07-04 |
9.442261828999998 |
9.8901 |
¥3.0万 |
+4.71% |
回到中轨 |
| 36 |
2023-10-10 |
2023-11-02 |
9.352144801999998 |
8.77122 |
¥-4.2万 |
-6.24% |
回到中轨 |
| 37 |
2023-11-30 |
2023-12-29 |
8.721325613000001 |
8.59 |
¥-9,654 |
-1.54% |
回到中轨 |
| 38 |
2024-03-26 |
2024-04-29 |
8.360857504999997 |
8.36163 |
¥-128 |
-0.02% |
回到中轨 |
| 39 |
2024-05-29 |
2024-06-19 |
8.140571438999999 |
8.14185 |
¥-89 |
-0.01% |
回到中轨 |
| 40 |
2024-06-26 |
2024-07-18 |
7.840181349 |
7.73226 |
¥-8,698 |
-1.41% |
回到中轨 |
| 41 |
2025-01-06 |
2025-02-07 |
9.712612909999999 |
9.80019 |
¥5,290 |
+0.87% |
回到中轨 |
| 42 |
2025-04-01 |
2025-04-28 |
9.462287835 |
9.16083 |
¥-2.0万 |
-3.21% |
回到中轨 |
| 43 |
2025-09-04 |
2025-09-30 |
10.854095251999997 |
11.37861 |
¥2.9万 |
+4.80% |
回到中轨 |
| 44 |
2025-11-04 |
2025-12-08 |
10.864108255 |
10.709280000000001 |
¥-9,040 |
-1.45% |
回到中轨 |
| 45 |
2026-03-04 |
2026-04-13 |
9.792716934 |
9.1908 |
¥-3.8万 |
-6.17% |
回到中轨 |
| 46 |
2026-06-05 |
2026-06-16 |
9.001689696999998 |
9.37062 |
¥2.4万 |
+4.07% |
回到中轨 |
| 47 |
2026-07-14 |
2026-07-30 |
9.031728705999999 |
9.14085 |
¥7,074 |
+1.18% |
回到中轨 |
| 48 |
2026-08-20 |
2026-08-27 |
8.891546664 |
9.10089 |
¥1.4万 |
+2.32% |
回到中轨 |
| 49 |
2026-09-29 |
2026-10-16 |
8.611182579999998 |
8.77122 |
¥1.1万 |
+1.83% |
回到中轨 |
| 50 |
2026-10-22 |
2026-11-13 |
8.370870508 |
8.12 |
¥-1.9万 |
-3.03% |
强平 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
跌破下轨 |
买入 |
33.5335 |
29000.0 |
¥97.3万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
26.733240000000002 |
29000.0 |
¥77.5万 |
|
| 2015-08-19 |
跌破下轨 |
买入 |
21.521499999999996 |
36100.0 |
¥77.7万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
16.363619999999997 |
36100.0 |
¥59.1万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
20.050029999999996 |
29200.0 |
¥58.6万 |
|
| 2016-02-02 |
回到中轨 |
卖出 |
18.42156 |
29200.0 |
¥53.8万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
17.00699 |
33200.0 |
¥56.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
17.66232 |
33200.0 |
¥58.6万 |
|
| 2016-07-29 |
跌破下轨 |
买入 |
16.49648 |
35500.0 |
¥58.6万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
17.16282 |
35500.0 |
¥60.9万 |
|
| 2016-09-19 |
跌破下轨 |
买入 |
16.27626 |
37500.0 |
¥61.1万 |
|
| 2016-10-19 |
回到中轨 |
卖出 |
16.153830000000003 |
37500.0 |
¥60.6万 |
|
| 2016-12-15 |
跌破下轨 |
买入 |
15.465449999999997 |
38900.0 |
¥60.2万 |
|
| 2017-01-17 |
回到中轨 |
卖出 |
15.274709999999999 |
38900.0 |
¥59.4万 |
|
| 2017-03-22 |
跌破下轨 |
买入 |
14.99498 |
39600.0 |
¥59.4万 |
|
| 2017-06-20 |
回到中轨 |
卖出 |
13.89609 |
39600.0 |
¥55.0万 |
|
| 2017-08-16 |
跌破下轨 |
买入 |
14.994979999999996 |
37000.0 |
¥55.5万 |
|
| 2017-08-29 |
回到中轨 |
卖出 |
16.86312 |
37000.0 |
¥62.4万 |
|
| 2017-09-28 |
跌破下轨 |
买入 |
15.98 |
39000.0 |
¥62.3万 |
|
| 2017-11-08 |
回到中轨 |
卖出 |
15.55 |
39000.0 |
¥60.6万 |
|
| 2017-12-18 |
跌破下轨 |
买入 |
14.624609999999999 |
41200.0 |
¥60.3万 |
|
| 2018-01-18 |
回到中轨 |
卖出 |
14.365620000000003 |
41200.0 |
¥59.2万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
13.513499999999999 |
43400.0 |
¥58.7万 |
|
| 2018-03-13 |
回到中轨 |
卖出 |
13.62636 |
43400.0 |
¥59.1万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
12.132119999999997 |
49400.0 |
¥60.0万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
12.197790000000003 |
49400.0 |
¥60.2万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
11.32 |
52800.0 |
¥59.8万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
8.99 |
52800.0 |
¥47.5万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
7.887879999999999 |
60200.0 |
¥47.5万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
9.45054 |
60200.0 |
¥56.9万 |
|
| 2018-12-18 |
跌破下轨 |
买入 |
8.298289999999998 |
68300.0 |
¥56.7万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
8.871120000000001 |
68300.0 |
¥60.6万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
11.10109 |
55000.0 |
¥61.1万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
10.339649999999997 |
55000.0 |
¥56.9万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
9.799789999999998 |
57100.0 |
¥56.0万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
10.369620000000001 |
57100.0 |
¥59.2万 |
|
| 2019-11-15 |
跌破下轨 |
买入 |
9.73973 |
61800.0 |
¥60.2万 |
|
| 2019-12-04 |
回到中轨 |
卖出 |
9.75024 |
61800.0 |
¥60.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
9.26 |
58400.0 |
¥54.1万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
10.139850000000003 |
58400.0 |
¥59.2万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
9.099089999999999 |
71700.0 |
¥65.3万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
9.45054 |
71700.0 |
¥67.7万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
11.291279999999999 |
60000.0 |
¥67.8万 |
|
| 2020-09-28 |
回到中轨 |
卖出 |
11.63835 |
60000.0 |
¥69.8万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
10.760749999999998 |
64900.0 |
¥69.9万 |
|
| 2020-11-06 |
回到中轨 |
卖出 |
11.33865 |
64900.0 |
¥73.6万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
11.121109999999998 |
66100.0 |
¥73.5万 |
|
| 2020-12-31 |
回到中轨 |
卖出 |
11.24 |
66100.0 |
¥74.3万 |
|
| 2021-01-27 |
跌破下轨 |
买入 |
10.290279999999997 |
71800.0 |
¥73.9万 |
|
| 2021-03-08 |
回到中轨 |
卖出 |
9.82017 |
71800.0 |
¥70.5万 |
|
| 2021-04-01 |
跌破下轨 |
买入 |
8.868859999999998 |
79800.0 |
¥70.8万 |
|
| 2021-04-30 |
回到中轨 |
卖出 |
8.7912 |
79800.0 |
¥70.1万 |
|
| 2021-11-01 |
跌破下轨 |
买入 |
13.513499999999999 |
50900.0 |
¥68.8万 |
|
| 2021-11-22 |
回到中轨 |
卖出 |
13.86612 |
50900.0 |
¥70.6万 |
|
| 2022-01-07 |
跌破下轨 |
买入 |
13.703689999999998 |
52400.0 |
¥71.8万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
10.97901 |
52400.0 |
¥57.5万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
10.23022 |
56000.0 |
¥57.3万 |
|
| 2022-04-15 |
回到中轨 |
卖出 |
10.869120000000002 |
56000.0 |
¥60.8万 |
|
| 2022-04-19 |
跌破下轨 |
买入 |
9.559550000000002 |
62400.0 |
¥59.7万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
9.45054 |
62400.0 |
¥59.0万 |
|
| 2022-07-11 |
跌破下轨 |
买入 |
9.26926 |
65000.0 |
¥60.3万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
8.991 |
65000.0 |
¥58.4万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
8.09809 |
72300.0 |
¥58.6万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
8.07192 |
72300.0 |
¥58.3万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
9.699689999999999 |
60100.0 |
¥58.3万 |
|
| 2023-04-04 |
回到中轨 |
卖出 |
10.53945 |
60100.0 |
¥63.3万 |
|
| 2023-05-24 |
跌破下轨 |
买入 |
9.97997 |
63100.0 |
¥63.0万 |
|
| 2023-06-16 |
回到中轨 |
卖出 |
10.0899 |
63100.0 |
¥63.6万 |
|
| 2023-06-29 |
跌破下轨 |
买入 |
9.439429999999998 |
67900.0 |
¥64.1万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
9.8901 |
67900.0 |
¥67.1万 |
|
| 2023-10-10 |
跌破下轨 |
买入 |
9.349339999999998 |
71800.0 |
¥67.1万 |
|
| 2023-11-02 |
回到中轨 |
卖出 |
8.77122 |
71800.0 |
¥63.0万 |
|
| 2023-11-30 |
跌破下轨 |
买入 |
8.71871 |
72100.0 |
¥62.9万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
8.59 |
72100.0 |
¥61.9万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
8.358349999999998 |
74000.0 |
¥61.9万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
8.36163 |
74000.0 |
¥61.9万 |
|
| 2024-05-29 |
跌破下轨 |
买入 |
8.13813 |
76100.0 |
¥61.9万 |
|
| 2024-06-19 |
回到中轨 |
卖出 |
8.14185 |
76100.0 |
¥61.9万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
7.83783 |
78900.0 |
¥61.9万 |
|
| 2024-07-18 |
回到中轨 |
卖出 |
7.73226 |
78900.0 |
¥61.0万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
9.709699999999998 |
62500.0 |
¥60.7万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
9.80019 |
62500.0 |
¥61.2万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
9.459449999999999 |
65100.0 |
¥61.6万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
9.16083 |
65100.0 |
¥59.6万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
10.850839999999998 |
54800.0 |
¥59.5万 |
|
| 2025-09-30 |
回到中轨 |
卖出 |
11.37861 |
54800.0 |
¥62.3万 |
|
| 2025-11-04 |
跌破下轨 |
买入 |
10.86085 |
57200.0 |
¥62.1万 |
|
| 2025-12-08 |
回到中轨 |
卖出 |
10.709280000000001 |
57200.0 |
¥61.2万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
9.789779999999999 |
62200.0 |
¥60.9万 |
|
| 2026-04-13 |
回到中轨 |
卖出 |
9.1908 |
62200.0 |
¥57.1万 |
|
| 2026-06-05 |
跌破下轨 |
买入 |
8.99899 |
64300.0 |
¥57.9万 |
|
| 2026-06-16 |
回到中轨 |
卖出 |
9.37062 |
64300.0 |
¥60.2万 |
|
| 2026-07-14 |
跌破下轨 |
买入 |
9.02902 |
66500.0 |
¥60.1万 |
|
| 2026-07-30 |
回到中轨 |
卖出 |
9.14085 |
66500.0 |
¥60.8万 |
|
| 2026-08-20 |
跌破下轨 |
买入 |
8.88888 |
68400.0 |
¥60.8万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
9.10089 |
68400.0 |
¥62.2万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
8.6086 |
72300.0 |
¥62.3万 |
|
| 2026-10-16 |
回到中轨 |
卖出 |
8.77122 |
72300.0 |
¥63.4万 |
|
| 2026-10-22 |
跌破下轨 |
买入 |
8.36836 |
75600.0 |
¥63.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
8.12 |
75600 |
¥61.4万 |
回测结束强平 |