601006 大秦铁路 — 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: ¥1.22M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +22.42%）
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 45 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 |
2015-02-09 |
2015-02-16 |
9.722625913 |
10.469520000000001 |
¥7.6万 |
+7.65% |
回到中轨 |
| 2 |
2015-07-03 |
2015-08-11 |
11.314693389999999 |
10.84914 |
¥-4.2万 |
-4.14% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-01 |
8.260727474999998 |
9.74025 |
¥17.5万 |
+17.87% |
回到中轨 |
| 4 |
2015-11-04 |
2015-11-06 |
8.891546664 |
9.37062 |
¥6.5万 |
+5.36% |
回到中轨 |
| 5 |
2015-11-30 |
2015-12-22 |
8.831468646 |
9.22077 |
¥5.6万 |
+4.38% |
回到中轨 |
| 6 |
2016-01-05 |
2016-02-25 |
8.21066246 |
6.993 |
¥-19.3万 |
-14.86% |
回到中轨 |
| 7 |
2016-04-21 |
2016-06-01 |
6.608581979999999 |
6.48351 |
¥-2.2万 |
-1.92% |
回到中轨 |
| 8 |
2016-07-08 |
2016-08-02 |
6.091827 |
6.14385 |
¥9,148 |
+0.82% |
回到中轨 |
| 9 |
2016-09-19 |
2016-09-30 |
6.188035854 |
6.33366 |
¥2.6万 |
+2.32% |
回到中轨 |
| 10 |
2016-12-16 |
2017-01-04 |
6.918985073 |
7.23276 |
¥5.2万 |
+4.50% |
回到中轨 |
| 11 |
2017-08-08 |
2017-08-18 |
8.581143571 |
8.98101 |
¥5.5万 |
+4.63% |
回到中轨 |
| 12 |
2018-02-09 |
2018-04-25 |
9.071780718 |
8.20179 |
¥-11.7万 |
-9.62% |
回到中轨 |
| 13 |
2018-06-29 |
2018-07-13 |
8.070480417999999 |
8.67132 |
¥8.4万 |
+7.41% |
回到中轨 |
| 14 |
2018-09-04 |
2018-10-08 |
8.350844501999998 |
8.131860000000001 |
¥-3.2万 |
-2.65% |
回到中轨 |
| 15 |
2018-10-12 |
2018-10-23 |
7.609882279999999 |
8.08191 |
¥7.3万 |
+6.17% |
回到中轨 |
| 16 |
2018-11-26 |
2018-12-06 |
7.750064322 |
7.8921 |
¥2.3万 |
+1.80% |
回到中轨 |
| 17 |
2019-04-29 |
2019-05-06 |
8.260727475 |
8.3916 |
¥2.0万 |
+1.55% |
回到中轨 |
| 18 |
2019-05-09 |
2019-05-28 |
8.160597444999999 |
8.24175 |
¥1.3万 |
+0.96% |
回到中轨 |
| 19 |
2019-06-28 |
2019-07-31 |
8.160597445 |
7.902090000000001 |
¥-4.2万 |
-3.20% |
回到中轨 |
| 20 |
2019-08-06 |
2019-08-23 |
7.542262 |
7.75224 |
¥3.5万 |
+2.75% |
回到中轨 |
| 21 |
2020-01-16 |
2020-03-06 |
7.950324382 |
7.31268 |
¥-10.5万 |
-8.05% |
回到中轨 |
| 22 |
2020-03-23 |
2020-04-13 |
6.718725012999999 |
6.853140000000001 |
¥2.3万 |
+1.97% |
回到中轨 |
| 23 |
2020-07-03 |
2020-07-07 |
6.608581979999999 |
7.11288 |
¥9.3万 |
+7.60% |
回到中轨 |
| 24 |
2020-09-16 |
2020-10-13 |
6.468399937999999 |
6.50349 |
¥6,770 |
+0.51% |
回到中轨 |
| 25 |
2020-11-03 |
2020-11-09 |
6.358256904999998 |
6.48351 |
¥2.6万 |
+1.94% |
回到中轨 |
| 26 |
2021-04-23 |
2021-05-06 |
6.7920370000000005 |
6.853140000000001 |
¥1.2万 |
+0.87% |
回到中轨 |
| 27 |
2021-07-09 |
2021-08-20 |
6.097918826999999 |
5.95404 |
¥-3.3万 |
-2.39% |
回到中轨 |
| 28 |
2021-11-11 |
2021-12-06 |
6.147983841999999 |
6.20379 |
¥1.2万 |
+0.88% |
回到中轨 |
| 29 |
2022-05-06 |
2022-05-26 |
6.558516964999998 |
6.66333 |
¥2.1万 |
+1.57% |
回到中轨 |
| 30 |
2022-07-11 |
2022-08-04 |
6.067879818 |
6.053940000000001 |
¥-3,547 |
-0.26% |
回到中轨 |
| 31 |
2022-10-31 |
2022-11-15 |
6.508451949999999 |
6.60339 |
¥1.9万 |
+1.43% |
回到中轨 |
| 32 |
2022-12-21 |
2023-01-16 |
6.548503962 |
6.6833100000000005 |
¥2.8万 |
+2.03% |
回到中轨 |
| 33 |
2023-07-14 |
2023-08-16 |
7.0892061239999995 |
7.1928 |
¥2.0万 |
+1.43% |
回到中轨 |
| 34 |
2023-10-20 |
2023-10-27 |
7.129258135999999 |
7.2627299999999995 |
¥2.6万 |
+1.84% |
回到中轨 |
| 35 |
2024-01-23 |
2024-01-25 |
7.139271138999999 |
7.3726199999999995 |
¥4.7万 |
+3.24% |
回到中轨 |
| 36 |
2024-04-30 |
2024-05-28 |
7.049154111999998 |
7.10289 |
¥1.1万 |
+0.73% |
回到中轨 |
| 37 |
2024-07-12 |
2024-07-31 |
6.768790027999999 |
7.0529399999999995 |
¥6.3万 |
+4.17% |
回到中轨 |
| 38 |
2024-08-28 |
2024-09-25 |
6.70201 |
6.283710000000001 |
¥-9.9万 |
-6.27% |
回到中轨 |
| 39 |
2024-12-27 |
2025-02-05 |
6.748764021999999 |
6.61338 |
¥-3.0万 |
-2.04% |
回到中轨 |
| 40 |
2025-05-06 |
2025-05-14 |
6.5084519499999995 |
6.71328 |
¥4.5万 |
+3.12% |
回到中轨 |
| 41 |
2025-07-02 |
2025-07-09 |
6.578542970999999 |
6.643350000000001 |
¥1.4万 |
+0.95% |
回到中轨 |
| 42 |
2025-07-16 |
2025-07-24 |
6.428347925999999 |
6.66333 |
¥5.5万 |
+3.62% |
回到中轨 |
| 43 |
2025-09-01 |
2026-02-05 |
6.298178887 |
5.07492 |
¥-30.3万 |
-19.45% |
回到中轨 |
| 44 |
2026-05-28 |
2026-07-09 |
5.166709548 |
4.845149999999999 |
¥-7.9万 |
-6.25% |
回到中轨 |
| 45 |
2026-09-28 |
2026-10-09 |
4.666059398 |
4.82517 |
¥4.0万 |
+3.38% |
回到中轨 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
9.71971 |
102200.0 |
¥99.4万 |
|
| 2015-02-16 |
回到中轨 |
卖出 |
10.469520000000001 |
102200.0 |
¥1.07M |
|
| 2015-07-03 |
跌破下轨 |
买入 |
11.3113 |
89200.0 |
¥1.01M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
10.84914 |
89200.0 |
¥96.7万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
8.258249999999999 |
118600.0 |
¥98.0万 |
|
| 2015-09-01 |
回到中轨 |
卖出 |
9.74025 |
118600.0 |
¥1.15M |
|
| 2015-11-04 |
跌破下轨 |
买入 |
8.88888 |
135500.0 |
¥1.20M |
|
| 2015-11-06 |
回到中轨 |
卖出 |
9.37062 |
135500.0 |
¥1.27M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
8.828819999999999 |
143900.0 |
¥1.27M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
9.22077 |
143900.0 |
¥1.33M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.208199999999998 |
158600.0 |
¥1.30M |
|
| 2016-02-25 |
回到中轨 |
卖出 |
6.993 |
158600.0 |
¥1.11M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
6.606599999999999 |
170200.0 |
¥1.12M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
6.48351 |
170200.0 |
¥1.10M |
|
| 2016-07-08 |
跌破下轨 |
买入 |
6.09 |
182300.0 |
¥1.11M |
|
| 2016-08-02 |
回到中轨 |
卖出 |
6.14385 |
182300.0 |
¥1.12M |
|
| 2016-09-19 |
跌破下轨 |
买入 |
6.186179999999999 |
181200.0 |
¥1.12M |
|
| 2016-09-30 |
回到中轨 |
卖出 |
6.33366 |
181200.0 |
¥1.15M |
|
| 2016-12-16 |
跌破下轨 |
买入 |
6.916909999999999 |
165800.0 |
¥1.15M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
7.23276 |
165800.0 |
¥1.20M |
|
| 2017-08-08 |
跌破下轨 |
买入 |
8.57857 |
139000.0 |
¥1.19M |
|
| 2017-08-18 |
回到中轨 |
卖出 |
8.98101 |
139000.0 |
¥1.25M |
|
| 2018-02-09 |
跌破下轨 |
买入 |
9.06906 |
133600.0 |
¥1.21M |
|
| 2018-04-25 |
回到中轨 |
卖出 |
8.20179 |
133600.0 |
¥1.10M |
|
| 2018-06-29 |
跌破下轨 |
买入 |
8.06806 |
140400.0 |
¥1.13M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
8.67132 |
140400.0 |
¥1.22M |
|
| 2018-09-04 |
跌破下轨 |
买入 |
8.348339999999999 |
146200.0 |
¥1.22M |
|
| 2018-10-08 |
回到中轨 |
卖出 |
8.131860000000001 |
146200.0 |
¥1.19M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
7.6076 |
156400.0 |
¥1.19M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
8.08191 |
156400.0 |
¥1.26M |
|
| 2018-11-26 |
跌破下轨 |
买入 |
7.74774 |
162600.0 |
¥1.26M |
|
| 2018-12-06 |
回到中轨 |
卖出 |
7.8921 |
162600.0 |
¥1.28M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
8.258249999999999 |
155500.0 |
¥1.28M |
|
| 2019-05-06 |
回到中轨 |
卖出 |
8.3916 |
155500.0 |
¥1.30M |
|
| 2019-05-09 |
跌破下轨 |
买入 |
8.15815 |
159700.0 |
¥1.30M |
|
| 2019-05-28 |
回到中轨 |
卖出 |
8.24175 |
159700.0 |
¥1.32M |
|
| 2019-06-28 |
跌破下轨 |
买入 |
8.15815 |
161400.0 |
¥1.32M |
|
| 2019-07-31 |
回到中轨 |
卖出 |
7.902090000000001 |
161400.0 |
¥1.28M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
7.54 |
167300.0 |
¥1.26M |
|
| 2019-08-23 |
回到中轨 |
卖出 |
7.75224 |
167300.0 |
¥1.30M |
|
| 2020-01-16 |
跌破下轨 |
买入 |
7.947939999999999 |
164500.0 |
¥1.31M |
|
| 2020-03-06 |
回到中轨 |
卖出 |
7.31268 |
164500.0 |
¥1.20M |
|
| 2020-03-23 |
跌破下轨 |
买入 |
6.716709999999999 |
177200.0 |
¥1.19M |
|
| 2020-04-13 |
回到中轨 |
卖出 |
6.853140000000001 |
177200.0 |
¥1.21M |
|
| 2020-07-03 |
跌破下轨 |
买入 |
6.6065999999999985 |
185900.0 |
¥1.23M |
|
| 2020-07-07 |
回到中轨 |
卖出 |
7.11288 |
185900.0 |
¥1.32M |
|
| 2020-09-16 |
跌破下轨 |
买入 |
6.46646 |
204300.0 |
¥1.32M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
6.50349 |
204300.0 |
¥1.33M |
|
| 2020-11-03 |
跌破下轨 |
买入 |
6.356349999999998 |
209200.0 |
¥1.33M |
|
| 2020-11-09 |
回到中轨 |
卖出 |
6.48351 |
209200.0 |
¥1.36M |
|
| 2021-04-23 |
跌破下轨 |
买入 |
6.79 |
199700.0 |
¥1.36M |
|
| 2021-05-06 |
回到中轨 |
卖出 |
6.853140000000001 |
199700.0 |
¥1.37M |
|
| 2021-07-09 |
跌破下轨 |
买入 |
6.096089999999999 |
224000.0 |
¥1.37M |
|
| 2021-08-20 |
回到中轨 |
卖出 |
5.95404 |
224000.0 |
¥1.33M |
|
| 2021-11-11 |
跌破下轨 |
买入 |
6.146139999999999 |
216800.0 |
¥1.33M |
|
| 2021-12-06 |
回到中轨 |
卖出 |
6.20379 |
216800.0 |
¥1.34M |
|
| 2022-05-06 |
跌破下轨 |
买入 |
6.556549999999999 |
203800.0 |
¥1.34M |
|
| 2022-05-26 |
回到中轨 |
卖出 |
6.66333 |
203800.0 |
¥1.36M |
|
| 2022-07-11 |
跌破下轨 |
买入 |
6.066059999999999 |
225100.0 |
¥1.37M |
|
| 2022-08-04 |
回到中轨 |
卖出 |
6.053940000000001 |
225100.0 |
¥1.36M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
6.506499999999999 |
209300.0 |
¥1.36M |
|
| 2022-11-15 |
回到中轨 |
卖出 |
6.60339 |
209300.0 |
¥1.38M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
6.546539999999999 |
211000.0 |
¥1.38M |
|
| 2023-01-16 |
回到中轨 |
卖出 |
6.6833100000000005 |
211000.0 |
¥1.41M |
|
| 2023-07-14 |
跌破下轨 |
买入 |
7.087079999999999 |
199100.0 |
¥1.41M |
|
| 2023-08-16 |
回到中轨 |
卖出 |
7.1928 |
199100.0 |
¥1.43M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
7.12712 |
200300.0 |
¥1.43M |
|
| 2023-10-27 |
回到中轨 |
卖出 |
7.2627299999999995 |
200300.0 |
¥1.45M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
7.137129999999999 |
203900.0 |
¥1.46M |
|
| 2024-01-25 |
回到中轨 |
卖出 |
7.3726199999999995 |
203900.0 |
¥1.50M |
|
| 2024-04-30 |
跌破下轨 |
买入 |
7.047039999999999 |
213500.0 |
¥1.50M |
|
| 2024-05-28 |
回到中轨 |
卖出 |
7.10289 |
213500.0 |
¥1.52M |
|
| 2024-07-12 |
跌破下轨 |
买入 |
6.766759999999999 |
223700.0 |
¥1.51M |
|
| 2024-07-31 |
回到中轨 |
卖出 |
7.0529399999999995 |
223700.0 |
¥1.58M |
|
| 2024-08-28 |
跌破下轨 |
买入 |
6.7 |
235100.0 |
¥1.58M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
6.283710000000001 |
235100.0 |
¥1.48M |
|
| 2024-12-27 |
跌破下轨 |
买入 |
6.746739999999999 |
218400.0 |
¥1.47M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
6.61338 |
218400.0 |
¥1.44M |
|
| 2025-05-06 |
跌破下轨 |
买入 |
6.506499999999999 |
222900.0 |
¥1.45M |
|
| 2025-05-14 |
回到中轨 |
卖出 |
6.71328 |
222900.0 |
¥1.50M |
|
| 2025-07-02 |
跌破下轨 |
买入 |
6.576569999999999 |
227000.0 |
¥1.49M |
|
| 2025-07-09 |
回到中轨 |
卖出 |
6.643350000000001 |
227000.0 |
¥1.51M |
|
| 2025-07-16 |
跌破下轨 |
买入 |
6.426419999999999 |
234600.0 |
¥1.51M |
|
| 2025-07-24 |
回到中轨 |
卖出 |
6.66333 |
234600.0 |
¥1.56M |
|
| 2025-09-01 |
跌破下轨 |
买入 |
6.296289999999999 |
247300.0 |
¥1.56M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
5.07492 |
247300.0 |
¥1.25M |
|
| 2026-05-28 |
跌破下轨 |
买入 |
5.165159999999999 |
243400.0 |
¥1.26M |
|
| 2026-07-09 |
回到中轨 |
卖出 |
4.845149999999999 |
243400.0 |
¥1.18M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
4.6646600000000005 |
253200.0 |
¥1.18M |
|
| 2026-10-09 |
回到中轨 |
卖出 |
4.82517 |
253200.0 |
¥1.22M |
|