600989 宝丰能源 — 布林下轨抄底 回测明细
数据区间: 2019-05-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.85M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +84.65%）
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 26 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 |
2019-07-12 |
2019-08-30 |
11.504940447 |
10.65933 |
¥-7.3万 |
-7.38% |
回到中轨 |
| 2 |
2019-09-30 |
2019-11-20 |
10.023016002999999 |
9.52047 |
¥-4.7万 |
-5.04% |
回到中轨 |
| 3 |
2020-02-03 |
2020-02-18 |
8.172451 |
8.991 |
¥7.9万 |
+9.98% |
回到中轨 |
| 4 |
2020-09-08 |
2020-10-13 |
11.384784410999998 |
10.769219999999999 |
¥-5.2万 |
-5.44% |
回到中轨 |
| 5 |
2020-11-02 |
2020-11-10 |
10.013002999999998 |
10.96902 |
¥8.5万 |
+9.51% |
回到中轨 |
| 6 |
2021-06-18 |
2021-06-24 |
13.227176963000002 |
14.46552 |
¥9.2万 |
+9.33% |
回到中轨 |
| 7 |
2022-01-17 |
2022-02-08 |
16.070869815 |
16.70328 |
¥4.2万 |
+3.90% |
回到中轨 |
| 8 |
2022-03-18 |
2022-04-11 |
15.119634529999997 |
15.84414 |
¥5.3万 |
+4.76% |
回到中轨 |
| 9 |
2022-04-26 |
2022-05-17 |
12.886734860999995 |
14.4 |
¥13.7万 |
+11.71% |
回到中轨 |
| 10 |
2022-09-16 |
2022-09-21 |
12.676461797999997 |
13.936049999999998 |
¥12.9万 |
+9.90% |
回到中轨 |
| 11 |
2022-10-31 |
2022-11-04 |
12.275941677999997 |
12.83715 |
¥6.5万 |
+4.54% |
回到中轨 |
| 12 |
2022-12-23 |
2023-01-12 |
12.516253749999999 |
12.70728 |
¥2.2万 |
+1.50% |
回到中轨 |
| 13 |
2023-03-20 |
2023-04-18 |
14.829257442999998 |
14.625360000000002 |
¥-2.1万 |
-1.40% |
回到中轨 |
| 14 |
2023-04-24 |
2023-05-18 |
12.956825881999999 |
13.346639999999999 |
¥4.5万 |
+2.98% |
回到中轨 |
| 15 |
2023-05-26 |
2023-06-09 |
12.596357773999998 |
12.64734 |
¥5,818 |
+0.37% |
回到中轨 |
| 16 |
2023-10-20 |
2023-10-26 |
13.817944139999998 |
14.095889999999999 |
¥3.1万 |
+1.98% |
回到中轨 |
| 17 |
2023-12-06 |
2023-12-13 |
13.958126181999997 |
14.67531 |
¥8.1万 |
+5.11% |
回到中轨 |
| 18 |
2024-01-23 |
2024-02-07 |
13.597658073999998 |
13.93605 |
¥4.1万 |
+2.46% |
回到中轨 |
| 19 |
2024-07-24 |
2024-08-16 |
16.201038853999997 |
15.56442 |
¥-6.7万 |
-3.96% |
回到中轨 |
| 20 |
2024-09-06 |
2024-09-25 |
14.618984379999997 |
15.7 |
¥12.0万 |
+7.36% |
回到中轨 |
| 21 |
2025-02-24 |
2025-02-28 |
15.660336691999998 |
16.55343 |
¥10.0万 |
+5.67% |
回到中轨 |
| 22 |
2025-03-28 |
2025-04-23 |
15.019504499999998 |
15.79419 |
¥9.0万 |
+5.13% |
回到中轨 |
| 23 |
2025-07-11 |
2025-07-22 |
15.640310686 |
16.34364 |
¥8.7万 |
+4.47% |
回到中轨 |
| 24 |
2025-09-23 |
2025-09-30 |
16.471389934999998 |
17.1828 |
¥8.8万 |
+4.29% |
回到中轨 |
| 25 |
2026-05-26 |
2026-07-15 |
24.942390472999996 |
21.718259999999997 |
¥-27.6万 |
-12.95% |
回到中轨 |
| 26 |
2026-09-28 |
2026-11-02 |
22.248892665999996 |
22.11786 |
¥-1.1万 |
-0.62% |
回到中轨 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-07-12 |
跌破下轨 |
买入 |
11.501489999999999 |
86300.0 |
¥99.3万 |
|
| 2019-08-30 |
回到中轨 |
卖出 |
10.65933 |
86300.0 |
¥92.0万 |
|
| 2019-09-30 |
跌破下轨 |
买入 |
10.02001 |
92200.0 |
¥92.4万 |
|
| 2019-11-20 |
回到中轨 |
卖出 |
9.52047 |
92200.0 |
¥87.8万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
8.17 |
96600.0 |
¥78.9万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
8.991 |
96600.0 |
¥86.8万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
11.381369999999999 |
84100.0 |
¥95.7万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
10.769219999999999 |
84100.0 |
¥90.5万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
10.009999999999998 |
88800.0 |
¥88.9万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
10.96902 |
88800.0 |
¥97.4万 |
|
| 2021-06-18 |
跌破下轨 |
买入 |
13.22321 |
74800.0 |
¥98.9万 |
|
| 2021-06-24 |
回到中轨 |
卖出 |
14.46552 |
74800.0 |
¥1.08M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
16.06605 |
67100.0 |
¥1.08M |
|
| 2022-02-08 |
回到中轨 |
卖出 |
16.70328 |
67100.0 |
¥1.12M |
|
| 2022-03-18 |
跌破下轨 |
买入 |
15.115099999999998 |
74100.0 |
¥1.12M |
|
| 2022-04-11 |
回到中轨 |
卖出 |
15.84414 |
74100.0 |
¥1.17M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
12.882869999999997 |
90900.0 |
¥1.17M |
|
| 2022-05-17 |
回到中轨 |
卖出 |
14.4 |
90900.0 |
¥1.31M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
12.672659999999999 |
103100.0 |
¥1.31M |
|
| 2022-09-21 |
回到中轨 |
卖出 |
13.936049999999998 |
103100.0 |
¥1.44M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
12.27226 |
117500.0 |
¥1.44M |
|
| 2022-11-04 |
回到中轨 |
卖出 |
12.83715 |
117500.0 |
¥1.51M |
|
| 2022-12-23 |
跌破下轨 |
买入 |
12.5125 |
120000.0 |
¥1.50M |
|
| 2023-01-12 |
回到中轨 |
卖出 |
12.70728 |
120000.0 |
¥1.52M |
|
| 2023-03-20 |
跌破下轨 |
买入 |
14.82481 |
103100.0 |
¥1.53M |
|
| 2023-04-18 |
回到中轨 |
卖出 |
14.625360000000002 |
103100.0 |
¥1.51M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
12.952939999999998 |
116400.0 |
¥1.51M |
|
| 2023-05-18 |
回到中轨 |
卖出 |
13.346639999999999 |
116400.0 |
¥1.55M |
|
| 2023-05-26 |
跌破下轨 |
买入 |
12.592579999999998 |
123300.0 |
¥1.55M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
12.64734 |
123300.0 |
¥1.56M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
13.813799999999999 |
112400.0 |
¥1.55M |
|
| 2023-10-26 |
回到中轨 |
卖出 |
14.095889999999999 |
112400.0 |
¥1.58M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
13.95394 |
113900.0 |
¥1.59M |
|
| 2023-12-13 |
回到中轨 |
卖出 |
14.67531 |
113900.0 |
¥1.67M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
13.59358 |
122700.0 |
¥1.67M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
13.93605 |
122700.0 |
¥1.71M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
16.19618 |
104900.0 |
¥1.70M |
|
| 2024-08-16 |
回到中轨 |
卖出 |
15.56442 |
104900.0 |
¥1.63M |
|
| 2024-09-06 |
跌破下轨 |
买入 |
14.614599999999998 |
111600.0 |
¥1.63M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
15.7 |
111600.0 |
¥1.75M |
|
| 2025-02-24 |
跌破下轨 |
买入 |
15.655639999999998 |
112200.0 |
¥1.76M |
|
| 2025-02-28 |
回到中轨 |
卖出 |
16.55343 |
112200.0 |
¥1.86M |
|
| 2025-03-28 |
跌破下轨 |
买入 |
15.014999999999999 |
117400.0 |
¥1.76M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
15.79419 |
117400.0 |
¥1.85M |
|
| 2025-07-11 |
跌破下轨 |
买入 |
15.635619999999998 |
125000.0 |
¥1.96M |
|
| 2025-07-22 |
回到中轨 |
卖出 |
16.34364 |
125000.0 |
¥2.04M |
|
| 2025-09-23 |
跌破下轨 |
买入 |
16.46645 |
124100.0 |
¥2.04M |
|
| 2025-09-30 |
回到中轨 |
卖出 |
17.1828 |
124100.0 |
¥2.13M |
|
| 2026-05-26 |
跌破下轨 |
买入 |
24.93491 |
85400.0 |
¥2.13M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
21.718259999999997 |
85400.0 |
¥1.85M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
22.242219999999996 |
82900.0 |
¥1.84M |
|
| 2026-11-02 |
回到中轨 |
卖出 |
22.11786 |
82900.0 |
¥1.83M |
|