601009 南京银行 — 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: ¥1.50M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +50.05%）
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 43 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 |
2015-07-09 |
2015-07-27 |
15.760466721999997 |
18.2817 |
¥15.9万 |
+15.96% |
回到中轨 |
| 2 |
2015-08-19 |
2015-09-15 |
15.940700775999995 |
14.935049999999999 |
¥-7.2万 |
-6.34% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
16.0208048 |
15.23475 |
¥-5.2万 |
-4.93% |
回到中轨 |
| 4 |
2016-06-08 |
2016-07-07 |
9.672560897999999 |
9.680309999999999 |
¥513 |
+0.05% |
回到中轨 |
| 5 |
2016-09-12 |
2016-10-24 |
10.393497114 |
10.469520000000001 |
¥7,164 |
+0.70% |
回到中轨 |
| 6 |
2016-12-20 |
2017-01-04 |
10.804030236999997 |
11.188799999999999 |
¥3.7万 |
+3.53% |
回到中轨 |
| 7 |
2017-03-23 |
2017-03-28 |
11.494927444 |
11.91807 |
¥3.9万 |
+3.65% |
回到中轨 |
| 8 |
2017-04-17 |
2017-05-15 |
11.344732399 |
10.81917 |
¥-5.2万 |
-4.66% |
回到中轨 |
| 9 |
2017-07-19 |
2017-08-24 |
8.210662459999996 |
7.8021899999999995 |
¥-5.3万 |
-5.00% |
回到中轨 |
| 10 |
2017-09-28 |
2017-10-11 |
7.920285372999999 |
8.04195 |
¥1.5万 |
+1.51% |
回到中轨 |
| 11 |
2017-10-27 |
2017-10-31 |
7.840181348999999 |
8.02197 |
¥2.3万 |
+2.29% |
回到中轨 |
| 12 |
2017-11-07 |
2017-11-14 |
7.730038315999999 |
7.912079999999999 |
¥2.4万 |
+2.32% |
回到中轨 |
| 13 |
2017-12-15 |
2018-01-05 |
7.810142339999999 |
7.83216 |
¥2,702 |
+0.25% |
回到中轨 |
| 14 |
2018-03-26 |
2018-04-11 |
8.062418 |
8.50149 |
¥5.8万 |
+5.41% |
回到中轨 |
| 15 |
2018-05-30 |
2018-07-23 |
8.11053243 |
7.892099999999999 |
¥-3.1万 |
-2.72% |
回到中轨 |
| 16 |
2018-08-09 |
2018-08-28 |
7.239401168999999 |
7.382609999999999 |
¥2.1万 |
+1.95% |
回到中轨 |
| 17 |
2018-12-11 |
2019-01-16 |
6.838881048999999 |
6.53346 |
¥-5.1万 |
-4.49% |
回到中轨 |
| 18 |
2019-08-05 |
2019-09-05 |
8.122436 |
8.121870000000001 |
¥-398 |
-0.04% |
回到中轨 |
| 19 |
2019-11-12 |
2019-12-12 |
8.581143571 |
8.41158 |
¥-2.2万 |
-2.01% |
回到中轨 |
| 20 |
2020-01-22 |
2020-02-21 |
8.460987534999997 |
8.06193 |
¥-5.0万 |
-4.75% |
回到中轨 |
| 21 |
2020-03-16 |
2020-04-09 |
7.639921288999998 |
7.5924 |
¥-6,544 |
-0.65% |
回到中轨 |
| 22 |
2020-06-22 |
2020-07-03 |
7.409622219999999 |
7.75224 |
¥4.6万 |
+4.59% |
回到中轨 |
| 23 |
2020-09-25 |
2020-10-19 |
8.130558436 |
8.44155 |
¥4.0万 |
+3.79% |
回到中轨 |
| 24 |
2020-11-03 |
2020-11-10 |
7.599869276999999 |
8.181809999999999 |
¥8.3万 |
+7.62% |
回到中轨 |
| 25 |
2021-04-16 |
2021-04-22 |
9.262027775 |
9.82017 |
¥7.0万 |
+5.99% |
回到中轨 |
| 26 |
2021-11-30 |
2021-12-08 |
9.061767715 |
9.32067 |
¥3.5万 |
+2.83% |
回到中轨 |
| 27 |
2021-12-28 |
2022-01-06 |
8.841481649 |
9.14085 |
¥4.3万 |
+3.35% |
回到中轨 |
| 28 |
2022-03-16 |
2022-03-21 |
9.592456874 |
10.15983 |
¥7.7万 |
+5.88% |
回到中轨 |
| 29 |
2022-10-25 |
2022-11-16 |
10.193237053999999 |
10.009979999999999 |
¥-2.5万 |
-1.83% |
回到中轨 |
| 30 |
2023-02-03 |
2023-04-17 |
10.263078 |
9.0909 |
¥-15.6万 |
-11.45% |
回到中轨 |
| 31 |
2023-05-26 |
2023-06-19 |
8.671260597999998 |
8.66133 |
¥-1,748 |
-0.14% |
回到中轨 |
| 32 |
2023-06-26 |
2023-07-20 |
7.962388 |
8.121870000000001 |
¥2.4万 |
+1.97% |
回到中轨 |
| 33 |
2023-09-01 |
2023-09-22 |
7.950324382 |
8.01198 |
¥9,190 |
+0.75% |
回到中轨 |
| 34 |
2023-10-20 |
2023-12-25 |
7.730038315999999 |
7.2227700000000015 |
¥-8.2万 |
-6.59% |
回到中轨 |
| 35 |
2024-06-18 |
2024-06-28 |
9.582443870999999 |
10.16 |
¥6.9万 |
+6.00% |
回到中轨 |
| 36 |
2024-08-09 |
2024-08-19 |
9.762677924999998 |
10.12986 |
¥4.6万 |
+3.73% |
回到中轨 |
| 37 |
2024-09-12 |
2024-09-20 |
9.642521889 |
10.109879999999999 |
¥6.1万 |
+4.82% |
回到中轨 |
| 38 |
2025-02-24 |
2025-03-17 |
10.233069 |
10.17981 |
¥-7,338 |
-0.55% |
回到中轨 |
| 39 |
2025-07-14 |
2025-07-21 |
11.565018465 |
11.828159999999999 |
¥3.0万 |
+2.24% |
回到中轨 |
| 40 |
2025-09-17 |
2025-09-25 |
10.834069246 |
10.99899 |
¥2.0万 |
+1.49% |
回到中轨 |
| 41 |
2026-01-09 |
2026-02-05 |
10.954225281999998 |
10.82 |
¥-1.7万 |
-1.25% |
回到中轨 |
| 42 |
2026-06-29 |
2026-07-14 |
10.273341077999998 |
10.80918 |
¥7.1万 |
+5.18% |
回到中轨 |
| 43 |
2026-10-26 |
2026-10-28 |
11.424836423 |
11.968020000000001 |
¥6.8万 |
+4.72% |
回到中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-09 |
跌破下轨 |
买入 |
15.755739999999998 |
63300.0 |
¥99.8万 |
|
| 2015-07-27 |
回到中轨 |
卖出 |
18.2817 |
63300.0 |
¥1.16M |
|
| 2015-08-19 |
跌破下轨 |
买入 |
15.935919999999996 |
71600.0 |
¥1.14M |
|
| 2015-09-15 |
回到中轨 |
卖出 |
14.935049999999999 |
71600.0 |
¥1.07M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
16.016 |
65600.0 |
¥1.05M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
15.23475 |
65600.0 |
¥99.9万 |
|
| 2016-06-08 |
跌破下轨 |
买入 |
9.669659999999999 |
105900.0 |
¥1.02M |
|
| 2016-07-07 |
回到中轨 |
卖出 |
9.680309999999999 |
105900.0 |
¥1.02M |
|
| 2016-09-12 |
跌破下轨 |
买入 |
10.39038 |
98300.0 |
¥1.02M |
|
| 2016-10-24 |
回到中轨 |
卖出 |
10.469520000000001 |
98300.0 |
¥1.03M |
|
| 2016-12-20 |
跌破下轨 |
买入 |
10.800789999999997 |
96200.0 |
¥1.04M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
11.188799999999999 |
96200.0 |
¥1.08M |
|
| 2017-03-23 |
跌破下轨 |
买入 |
11.49148 |
93700.0 |
¥1.08M |
|
| 2017-03-28 |
回到中轨 |
卖出 |
11.91807 |
93700.0 |
¥1.12M |
|
| 2017-04-17 |
跌破下轨 |
买入 |
11.34133 |
97900.0 |
¥1.11M |
|
| 2017-05-15 |
回到中轨 |
卖出 |
10.81917 |
97900.0 |
¥1.06M |
|
| 2017-07-19 |
跌破下轨 |
买入 |
8.208199999999998 |
128500.0 |
¥1.06M |
|
| 2017-08-24 |
回到中轨 |
卖出 |
7.8021899999999995 |
128500.0 |
¥1.00M |
|
| 2017-09-28 |
跌破下轨 |
买入 |
7.917909999999999 |
127700.0 |
¥1.01M |
|
| 2017-10-11 |
回到中轨 |
卖出 |
8.04195 |
127700.0 |
¥1.03M |
|
| 2017-10-27 |
跌破下轨 |
买入 |
7.837829999999999 |
131000.0 |
¥1.03M |
|
| 2017-10-31 |
回到中轨 |
卖出 |
8.02197 |
131000.0 |
¥1.05M |
|
| 2017-11-07 |
跌破下轨 |
买入 |
7.72772 |
136200.0 |
¥1.05M |
|
| 2017-11-14 |
回到中轨 |
卖出 |
7.912079999999999 |
136200.0 |
¥1.08M |
|
| 2017-12-15 |
跌破下轨 |
买入 |
7.8077999999999985 |
137400.0 |
¥1.07M |
|
| 2018-01-05 |
回到中轨 |
卖出 |
7.83216 |
137400.0 |
¥1.08M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
8.06 |
132200.0 |
¥1.07M |
|
| 2018-04-11 |
回到中轨 |
卖出 |
8.50149 |
132200.0 |
¥1.12M |
|
| 2018-05-30 |
跌破下轨 |
买入 |
8.108099999999999 |
138900.0 |
¥1.13M |
|
| 2018-07-23 |
回到中轨 |
卖出 |
7.892099999999999 |
138900.0 |
¥1.10M |
|
| 2018-08-09 |
跌破下轨 |
买入 |
7.237229999999999 |
152200.0 |
¥1.10M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
7.382609999999999 |
152200.0 |
¥1.12M |
|
| 2018-12-11 |
跌破下轨 |
买入 |
6.836829999999998 |
164900.0 |
¥1.13M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
6.53346 |
164900.0 |
¥1.08M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
8.12 |
132700.0 |
¥1.08M |
|
| 2019-09-05 |
回到中轨 |
卖出 |
8.121870000000001 |
132700.0 |
¥1.08M |
|
| 2019-11-12 |
跌破下轨 |
买入 |
8.57857 |
125100.0 |
¥1.07M |
|
| 2019-12-12 |
回到中轨 |
卖出 |
8.41158 |
125100.0 |
¥1.05M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
8.45845 |
124100.0 |
¥1.05M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
8.06193 |
124100.0 |
¥1.00M |
|
| 2020-03-16 |
跌破下轨 |
买入 |
7.637629999999999 |
131400.0 |
¥1.00M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
7.5924 |
131400.0 |
¥99.7万 |
|
| 2020-06-22 |
跌破下轨 |
买入 |
7.4074 |
134200.0 |
¥99.4万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
7.75224 |
134200.0 |
¥1.04M |
|
| 2020-09-25 |
跌破下轨 |
买入 |
8.12812 |
128400.0 |
¥1.04M |
|
| 2020-10-19 |
回到中轨 |
卖出 |
8.44155 |
128400.0 |
¥1.08M |
|
| 2020-11-03 |
跌破下轨 |
买入 |
7.597589999999999 |
142400.0 |
¥1.08M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
8.181809999999999 |
142400.0 |
¥1.16M |
|
| 2021-04-16 |
跌破下轨 |
买入 |
9.25925 |
126000.0 |
¥1.17M |
|
| 2021-04-22 |
回到中轨 |
卖出 |
9.82017 |
126000.0 |
¥1.24M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
9.05905 |
136500.0 |
¥1.24M |
|
| 2021-12-08 |
回到中轨 |
卖出 |
9.32067 |
136500.0 |
¥1.27M |
|
| 2021-12-28 |
跌破下轨 |
买入 |
8.83883 |
143600.0 |
¥1.27M |
|
| 2022-01-06 |
回到中轨 |
卖出 |
9.14085 |
143600.0 |
¥1.31M |
|
| 2022-03-16 |
跌破下轨 |
买入 |
9.58958 |
137000.0 |
¥1.31M |
|
| 2022-03-21 |
回到中轨 |
卖出 |
10.15983 |
137000.0 |
¥1.39M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
10.190179999999998 |
136100.0 |
¥1.39M |
|
| 2022-11-16 |
回到中轨 |
卖出 |
10.009979999999999 |
136100.0 |
¥1.36M |
|
| 2023-02-03 |
跌破下轨 |
买入 |
10.26 |
132500.0 |
¥1.36M |
|
| 2023-04-17 |
回到中轨 |
卖出 |
9.0909 |
132500.0 |
¥1.20M |
|
| 2023-05-26 |
跌破下轨 |
买入 |
8.66866 |
139500.0 |
¥1.21M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
8.66133 |
139500.0 |
¥1.21M |
|
| 2023-06-26 |
跌破下轨 |
买入 |
7.96 |
151000.0 |
¥1.20M |
|
| 2023-07-20 |
回到中轨 |
卖出 |
8.121870000000001 |
151000.0 |
¥1.23M |
|
| 2023-09-01 |
跌破下轨 |
买入 |
7.94794 |
155100.0 |
¥1.23M |
|
| 2023-09-22 |
回到中轨 |
卖出 |
8.01198 |
155100.0 |
¥1.24M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
7.727719999999999 |
160100.0 |
¥1.24M |
|
| 2023-12-25 |
回到中轨 |
卖出 |
7.2227700000000015 |
160100.0 |
¥1.16M |
|
| 2024-06-18 |
跌破下轨 |
买入 |
9.579569999999999 |
120700.0 |
¥1.16M |
|
| 2024-06-28 |
回到中轨 |
卖出 |
10.16 |
120700.0 |
¥1.23M |
|
| 2024-08-09 |
跌破下轨 |
买入 |
9.759749999999999 |
125700.0 |
¥1.23M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
10.12986 |
125700.0 |
¥1.27M |
|
| 2024-09-12 |
跌破下轨 |
买入 |
9.63963 |
131500.0 |
¥1.27M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
10.109879999999999 |
131500.0 |
¥1.33M |
|
| 2025-02-24 |
跌破下轨 |
买入 |
10.23 |
130300.0 |
¥1.33M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
10.17981 |
130300.0 |
¥1.33M |
|
| 2025-07-14 |
跌破下轨 |
买入 |
11.561549999999999 |
114600.0 |
¥1.33M |
|
| 2025-07-21 |
回到中轨 |
卖出 |
11.828159999999999 |
114600.0 |
¥1.36M |
|
| 2025-09-17 |
跌破下轨 |
买入 |
10.83082 |
125200.0 |
¥1.36M |
|
| 2025-09-25 |
回到中轨 |
卖出 |
10.99899 |
125200.0 |
¥1.38M |
|
| 2026-01-09 |
跌破下轨 |
买入 |
10.950939999999997 |
125500.0 |
¥1.37M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
10.82 |
125500.0 |
¥1.36M |
|
| 2026-06-29 |
跌破下轨 |
买入 |
10.270259999999999 |
132600.0 |
¥1.36M |
|
| 2026-07-14 |
回到中轨 |
卖出 |
10.80918 |
132600.0 |
¥1.43M |
|
| 2026-10-26 |
跌破下轨 |
买入 |
11.421409999999998 |
125100.0 |
¥1.43M |
|
| 2026-10-28 |
回到中轨 |
卖出 |
11.968020000000001 |
125100.0 |
¥1.50M |
|