600999 招商证券 — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥60.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -39.13%）
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 40 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 |
2015-05-07 |
2015-06-09 |
33.643690080000006 |
34.55541 |
¥2.6万 |
+2.68% |
回到中轨 |
| 2 |
2015-06-19 |
2015-09-17 |
29.027695697 |
17.012970000000003 |
¥-41.6万 |
-41.41% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
18.924575669999996 |
15.864120000000002 |
¥-9.5万 |
-16.20% |
回到中轨 |
| 4 |
2016-05-09 |
2016-06-01 |
16.194857000000003 |
16.59339 |
¥1.2万 |
+2.43% |
回到中轨 |
| 5 |
2016-08-01 |
2016-08-15 |
16.731728013 |
17.45253 |
¥2.2万 |
+4.28% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-11 |
17.355205 |
17.3826 |
¥701 |
+0.13% |
回到中轨 |
| 7 |
2016-12-06 |
2017-01-17 |
18.083483417999997 |
16.4835 |
¥-4.9万 |
-8.88% |
回到中轨 |
| 8 |
2017-03-23 |
2017-04-13 |
16.501428943999997 |
16.4835 |
¥-693 |
-0.14% |
回到中轨 |
| 9 |
2017-04-19 |
2017-05-16 |
16.054815 |
16.16382 |
¥3,239 |
+0.65% |
回到中轨 |
| 10 |
2017-10-24 |
2017-11-10 |
19.465277832 |
19.380599999999998 |
¥-2,335 |
-0.46% |
回到中轨 |
| 11 |
2017-12-13 |
2018-01-04 |
18.12353543 |
17.772209999999998 |
¥-9,844 |
-1.97% |
回到中轨 |
| 12 |
2018-02-12 |
2018-03-12 |
16.881923057999998 |
17.592389999999998 |
¥2.0万 |
+4.18% |
回到中轨 |
| 13 |
2018-04-17 |
2018-05-04 |
16.641610986 |
17.03295 |
¥1.2万 |
+2.32% |
回到中轨 |
| 14 |
2018-05-30 |
2018-07-23 |
16.084823999999998 |
13.17681 |
¥-9.4万 |
-18.10% |
回到中轨 |
| 15 |
2018-09-11 |
2018-09-25 |
12.336019696 |
12.89709 |
¥1.9万 |
+4.52% |
回到中轨 |
| 16 |
2018-10-12 |
2018-10-23 |
12.055655611999999 |
13.036950000000001 |
¥3.6万 |
+8.11% |
回到中轨 |
| 17 |
2018-12-21 |
2019-01-07 |
13.287254980999998 |
14.34564 |
¥3.8万 |
+7.93% |
回到中轨 |
| 18 |
2019-04-30 |
2019-06-12 |
17.322495189999998 |
15.87411 |
¥-4.4万 |
-8.39% |
回到中轨 |
| 19 |
2019-08-05 |
2019-08-20 |
15.850583748999997 |
16.8831 |
¥3.1万 |
+6.48% |
回到中轨 |
| 20 |
2020-02-04 |
2020-02-18 |
15.810531736999998 |
18.401580000000003 |
¥7.8万 |
+16.35% |
回到中轨 |
| 21 |
2020-03-19 |
2020-04-03 |
16.571519965 |
17.772209999999998 |
¥4.2万 |
+7.21% |
回到中轨 |
| 22 |
2021-04-13 |
2021-05-17 |
18.694276600999995 |
18.981 |
¥9,471 |
+1.50% |
回到中轨 |
| 23 |
2021-07-28 |
2021-08-11 |
17.532768253 |
18.09189 |
¥2.0万 |
+3.16% |
回到中轨 |
| 24 |
2022-01-17 |
2022-04-06 |
16.972040084999996 |
14.61537 |
¥-9.2万 |
-13.91% |
回到中轨 |
| 25 |
2022-04-26 |
2022-05-23 |
12.916773869999998 |
13.026959999999999 |
¥4,666 |
+0.82% |
回到中轨 |
| 26 |
2022-08-03 |
2022-08-08 |
13.507541047 |
13.466520000000003 |
¥-1,915 |
-0.33% |
回到中轨 |
| 27 |
2022-09-21 |
2022-10-21 |
12.646422788999999 |
12.807180000000002 |
¥7,077 |
+1.24% |
回到中轨 |
| 28 |
2023-06-26 |
2023-07-04 |
13.524056 |
13.796190000000001 |
¥1.1万 |
+1.98% |
回到中轨 |
| 29 |
2023-10-24 |
2023-10-26 |
13.637710085999998 |
13.90608 |
¥1.1万 |
+1.94% |
回到中轨 |
| 30 |
2023-12-06 |
2023-12-12 |
13.898048163999999 |
14.19 |
¥1.2万 |
+2.07% |
回到中轨 |
| 31 |
2023-12-21 |
2024-01-25 |
13.577632067999998 |
13.136849999999999 |
¥-2.0万 |
-3.28% |
回到中轨 |
| 32 |
2024-04-11 |
2024-04-18 |
13.527567053 |
14.015970000000001 |
¥2.1万 |
+3.58% |
回到中轨 |
| 33 |
2024-07-01 |
2024-07-12 |
13.894167000000001 |
14.105879999999999 |
¥9,150 |
+1.49% |
回到中轨 |
| 34 |
2024-08-30 |
2024-09-04 |
14.498828344 |
14.815170000000002 |
¥1.3万 |
+2.15% |
回到中轨 |
| 35 |
2025-01-03 |
2025-01-24 |
18.273730474999997 |
18.07191 |
¥-7,233 |
-1.13% |
回到中轨 |
| 36 |
2025-04-08 |
2025-05-15 |
16.711702007 |
17.1828 |
¥1.8万 |
+2.79% |
回到中轨 |
| 37 |
2025-11-19 |
2025-12-09 |
16.751754019 |
16.76322 |
¥249 |
+0.04% |
回到中轨 |
| 38 |
2026-03-03 |
2026-04-02 |
16.501428943999997 |
15.714269999999999 |
¥-3.1万 |
-4.80% |
回到中轨 |
| 39 |
2026-07-20 |
2026-08-14 |
18.974640684999994 |
18.20178 |
¥-2.5万 |
-4.10% |
回到中轨 |
| 40 |
2026-10-23 |
2026-11-05 |
15.900648763999998 |
16.31367 |
¥1.5万 |
+2.57% |
回到中轨 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
33.6336 |
29400.0 |
¥98.9万 |
|
| 2015-06-09 |
回到中轨 |
卖出 |
34.55541 |
29400.0 |
¥1.02M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
29.018989999999995 |
34600.0 |
¥1.00M |
|
| 2015-09-17 |
回到中轨 |
卖出 |
17.012970000000003 |
34600.0 |
¥58.8万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
18.918899999999997 |
31000.0 |
¥58.7万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
15.864120000000002 |
31000.0 |
¥49.2万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
16.19 |
31600.0 |
¥51.2万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
16.59339 |
31600.0 |
¥52.4万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
16.72671 |
31300.0 |
¥52.4万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
17.45253 |
31300.0 |
¥54.6万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
17.35 |
31600.0 |
¥54.8万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
17.3826 |
31600.0 |
¥54.9万 |
|
| 2016-12-06 |
跌破下轨 |
买入 |
18.078059999999997 |
30300.0 |
¥54.8万 |
|
| 2017-01-17 |
回到中轨 |
卖出 |
16.4835 |
30300.0 |
¥49.9万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
16.49648 |
30300.0 |
¥50.0万 |
|
| 2017-04-13 |
回到中轨 |
卖出 |
16.4835 |
30300.0 |
¥49.9万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
16.05 |
31100.0 |
¥49.9万 |
|
| 2017-05-16 |
回到中轨 |
卖出 |
16.16382 |
31100.0 |
¥50.3万 |
|
| 2017-10-24 |
跌破下轨 |
买入 |
19.45944 |
25800.0 |
¥50.2万 |
|
| 2017-11-10 |
回到中轨 |
卖出 |
19.380599999999998 |
25800.0 |
¥50.0万 |
|
| 2017-12-13 |
跌破下轨 |
买入 |
18.1181 |
27600.0 |
¥50.0万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
17.772209999999998 |
27600.0 |
¥49.0万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
16.876859999999997 |
28900.0 |
¥48.8万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
17.592389999999998 |
28900.0 |
¥50.8万 |
|
| 2018-04-17 |
跌破下轨 |
买入 |
16.63662 |
30700.0 |
¥51.1万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
17.03295 |
30700.0 |
¥52.3万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
16.08 |
32200.0 |
¥51.8万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
13.17681 |
32200.0 |
¥42.4万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
12.33232 |
34800.0 |
¥42.9万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
12.89709 |
34800.0 |
¥44.9万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
12.052039999999998 |
37100.0 |
¥44.7万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
13.036950000000001 |
37100.0 |
¥48.4万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
13.283269999999998 |
36300.0 |
¥48.2万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
14.34564 |
36300.0 |
¥52.1万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
17.3173 |
30100.0 |
¥52.1万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
15.87411 |
30100.0 |
¥47.8万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
15.845829999999998 |
30000.0 |
¥47.6万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
16.8831 |
30000.0 |
¥50.6万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
15.805789999999998 |
30200.0 |
¥47.7万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
18.401580000000003 |
30200.0 |
¥55.6万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
16.56655 |
35500.0 |
¥58.8万 |
|
| 2020-04-03 |
回到中轨 |
卖出 |
17.772209999999998 |
35500.0 |
¥63.1万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
18.68867 |
33700.0 |
¥63.0万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
18.981 |
33700.0 |
¥63.9万 |
|
| 2021-07-28 |
跌破下轨 |
买入 |
17.52751 |
36500.0 |
¥64.0万 |
|
| 2021-08-11 |
回到中轨 |
卖出 |
18.09189 |
36500.0 |
¥66.0万 |
|
| 2022-01-17 |
跌破下轨 |
买入 |
16.966949999999997 |
38900.0 |
¥66.0万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
14.61537 |
38900.0 |
¥56.8万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
12.912899999999999 |
43900.0 |
¥56.7万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
13.026959999999999 |
43900.0 |
¥57.2万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
13.50349 |
42500.0 |
¥57.4万 |
|
| 2022-08-08 |
回到中轨 |
卖出 |
13.466520000000003 |
42500.0 |
¥57.2万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
12.642629999999997 |
45100.0 |
¥57.0万 |
|
| 2022-10-21 |
回到中轨 |
卖出 |
12.807180000000002 |
45100.0 |
¥57.7万 |
|
| 2023-06-26 |
跌破下轨 |
买入 |
13.52 |
42500.0 |
¥57.5万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
13.796190000000001 |
42500.0 |
¥58.6万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
13.633619999999999 |
43300.0 |
¥59.1万 |
|
| 2023-10-26 |
回到中轨 |
卖出 |
13.90608 |
43300.0 |
¥60.2万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
13.893879999999998 |
43200.0 |
¥60.0万 |
|
| 2023-12-12 |
回到中轨 |
卖出 |
14.19 |
43200.0 |
¥61.3万 |
|
| 2023-12-21 |
跌破下轨 |
买入 |
13.573559999999997 |
45200.0 |
¥61.4万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
13.136849999999999 |
45200.0 |
¥59.4万 |
|
| 2024-04-11 |
跌破下轨 |
买入 |
13.52351 |
43600.0 |
¥59.0万 |
|
| 2024-04-18 |
回到中轨 |
卖出 |
14.015970000000001 |
43600.0 |
¥61.1万 |
|
| 2024-07-01 |
跌破下轨 |
买入 |
13.89 |
44100.0 |
¥61.3万 |
|
| 2024-07-12 |
回到中轨 |
卖出 |
14.105879999999999 |
44100.0 |
¥62.2万 |
|
| 2024-08-30 |
跌破下轨 |
买入 |
14.494480000000001 |
43000.0 |
¥62.3万 |
|
| 2024-09-04 |
回到中轨 |
卖出 |
14.815170000000002 |
43000.0 |
¥63.7万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
18.26825 |
34900.0 |
¥63.8万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
18.07191 |
34900.0 |
¥63.1万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
16.70669 |
37700.0 |
¥63.0万 |
|
| 2025-05-15 |
回到中轨 |
卖出 |
17.1828 |
37700.0 |
¥64.8万 |
|
| 2025-11-19 |
跌破下轨 |
买入 |
16.74673 |
38700.0 |
¥64.8万 |
|
| 2025-12-09 |
回到中轨 |
卖出 |
16.76322 |
38700.0 |
¥64.9万 |
|
| 2026-03-03 |
跌破下轨 |
买入 |
16.49648 |
39300.0 |
¥64.9万 |
|
| 2026-04-02 |
回到中轨 |
卖出 |
15.714269999999999 |
39300.0 |
¥61.7万 |
|
| 2026-07-20 |
跌破下轨 |
买入 |
18.968949999999996 |
32500.0 |
¥61.7万 |
|
| 2026-08-14 |
回到中轨 |
卖出 |
18.20178 |
32500.0 |
¥59.1万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
15.895879999999998 |
37200.0 |
¥59.2万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
16.31367 |
37200.0 |
¥60.7万 |
|