601012 隆基股份 — 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: ¥54.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -46.01%）
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 44 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 |
2015-05-06 |
2015-06-02 |
16.621584979999998 |
20.45952 |
¥21.5万 |
+23.05% |
回到中轨 |
| 2 |
2015-06-17 |
2015-07-20 |
18.023405399999998 |
13.466520000000001 |
¥-30.5万 |
-25.31% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-23 |
11.013303 |
9.1908 |
¥-14.3万 |
-16.57% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-20 |
11.91547357 |
12.85713 |
¥5.8万 |
+7.87% |
回到中轨 |
| 5 |
2016-01-28 |
2016-02-22 |
10.263328074999999 |
11.57841 |
¥10.5万 |
+12.78% |
回到中轨 |
| 6 |
2016-05-19 |
2016-06-02 |
11.645122488999998 |
11.97801 |
¥2.6万 |
+2.83% |
回到中轨 |
| 7 |
2016-09-12 |
2016-10-17 |
14.578932368 |
14.3856 |
¥-1.3万 |
-1.36% |
回到中轨 |
| 8 |
2016-12-05 |
2016-12-26 |
13.537580055999996 |
13.54644 |
¥333 |
+0.04% |
回到中轨 |
| 9 |
2017-05-17 |
2017-06-08 |
15.399998613999998 |
15.42456 |
¥1,212 |
+0.13% |
回到中轨 |
| 10 |
2018-05-30 |
2018-07-25 |
24.031207199999997 |
16.0839 |
¥-30.6万 |
-33.09% |
回到中轨 |
| 11 |
2018-08-07 |
2018-09-03 |
13.387385010999997 |
13.995989999999997 |
¥2.9万 |
+4.51% |
回到中轨 |
| 12 |
2019-04-18 |
2019-05-16 |
23.180101944999993 |
25.2747 |
¥5.9万 |
+9.00% |
回到中轨 |
| 13 |
2019-06-18 |
2019-06-21 |
21.477891434999993 |
23.43654 |
¥6.6万 |
+9.09% |
回到中轨 |
| 14 |
2019-10-17 |
2019-11-20 |
24.031207199999997 |
22.66731 |
¥-4.5万 |
-5.70% |
回到中轨 |
| 15 |
2020-03-10 |
2020-04-03 |
28.136538430000005 |
25.974 |
¥-5.6万 |
-7.71% |
回到中轨 |
| 16 |
2020-11-16 |
2020-11-30 |
66.77671700699999 |
68.94099 |
¥2.2万 |
+3.21% |
回到中轨 |
| 17 |
2021-03-05 |
2021-03-31 |
94.182306218 |
87.90200999999999 |
¥-4.5万 |
-6.70% |
回到中轨 |
| 18 |
2021-06-25 |
2021-07-16 |
84.259420245 |
92.907 |
¥6.8万 |
+10.23% |
回到中轨 |
| 19 |
2021-08-23 |
2021-08-26 |
79.653438865 |
88.6113 |
¥8.2万 |
+11.21% |
回到中轨 |
| 20 |
2021-12-02 |
2021-12-14 |
83.40831498999998 |
87.7122 |
¥4.1万 |
+5.13% |
回到中轨 |
| 21 |
2021-12-27 |
2022-01-04 |
77.80103331 |
86.39352000000001 |
¥9.4万 |
+11.01% |
回到中轨 |
| 22 |
2022-02-11 |
2022-02-24 |
67.08712009999999 |
71.57835 |
¥6.2万 |
+6.66% |
回到中轨 |
| 23 |
2022-04-01 |
2022-05-05 |
71.09232130000001 |
68.25168 |
¥-4.0万 |
-4.02% |
回到中轨 |
| 24 |
2022-06-09 |
2022-06-28 |
60.28829106299999 |
64.57536 |
¥6.9万 |
+7.08% |
回到中轨 |
| 25 |
2022-08-04 |
2022-08-16 |
56.93393505799999 |
59.99994 |
¥5.6万 |
+5.35% |
回到中轨 |
| 26 |
2022-08-23 |
2022-10-17 |
53.48946202599999 |
50.4495 |
¥-6.3万 |
-5.71% |
回到中轨 |
| 27 |
2022-12-23 |
2023-01-13 |
40.25227206 |
44.20575 |
¥10.0万 |
+9.79% |
回到中轨 |
| 28 |
2023-03-13 |
2023-04-10 |
41.974508576 |
40.67928 |
¥-3.5万 |
-3.11% |
回到中轨 |
| 29 |
2023-04-21 |
2023-06-19 |
37.608839268000004 |
29.300669999999997 |
¥-24.3万 |
-22.11% |
回到中轨 |
| 30 |
2023-08-23 |
2023-09-06 |
25.583222664999994 |
27.702270000000002 |
¥7.0万 |
+8.25% |
回到中轨 |
| 31 |
2023-10-24 |
2023-11-16 |
24.732117409999997 |
24.18579 |
¥-2.1万 |
-2.24% |
回到中轨 |
| 32 |
2023-11-28 |
2023-12-22 |
21.798307530999995 |
21.12885 |
¥-2.8万 |
-3.10% |
回到中轨 |
| 33 |
2024-01-30 |
2024-02-23 |
20.296357080999996 |
20.62 |
¥1.4万 |
+1.56% |
回到中轨 |
| 34 |
2024-03-25 |
2024-05-10 |
20.026005999999995 |
18.90108 |
¥-5.0万 |
-5.65% |
回到中轨 |
| 35 |
2024-06-07 |
2024-07-19 |
17.072170115 |
13.995989999999999 |
¥-15.1万 |
-18.04% |
回到中轨 |
| 36 |
2024-08-21 |
2024-09-02 |
13.267228974999998 |
13.64634 |
¥1.9万 |
+2.83% |
回到中轨 |
| 37 |
2024-11-25 |
2025-02-06 |
17.723015309999997 |
14.99499 |
¥-10.9万 |
-15.42% |
回到中轨 |
| 38 |
2025-04-01 |
2025-05-07 |
15.870609755 |
15.324659999999998 |
¥-2.1万 |
-3.47% |
回到中轨 |
| 39 |
2025-05-28 |
2025-06-13 |
14.478802338 |
14.66532 |
¥7,321 |
+1.26% |
回到中轨 |
| 40 |
2026-01-21 |
2026-01-26 |
17.332508192999995 |
19.81017 |
¥8.4万 |
+14.26% |
回到中轨 |
| 41 |
2026-04-03 |
2026-04-24 |
17.32249519 |
17.49249 |
¥6,359 |
+0.95% |
回到中轨 |
| 42 |
2026-04-30 |
2026-07-01 |
16.391285911 |
13.11687 |
¥-13.4万 |
-20.00% |
回到中轨 |
| 43 |
2026-07-09 |
2026-07-23 |
11.71521351 |
12.5874 |
¥4.0万 |
+7.41% |
回到中轨 |
| 44 |
2026-08-25 |
2026-10-23 |
12.105720627 |
11.148839999999998 |
¥-4.6万 |
-7.93% |
回到中轨 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
跌破下轨 |
买入 |
16.6166 |
56000.0 |
¥93.1万 |
|
| 2015-06-02 |
回到中轨 |
卖出 |
20.45952 |
56000.0 |
¥1.15M |
|
| 2015-06-17 |
跌破下轨 |
买入 |
18.017999999999997 |
66800.0 |
¥1.20M |
|
| 2015-07-20 |
回到中轨 |
卖出 |
13.466520000000001 |
66800.0 |
¥89.9万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
11.01 |
78200.0 |
¥86.1万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
9.1908 |
78200.0 |
¥71.9万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
11.9119 |
61800.0 |
¥73.6万 |
|
| 2016-01-20 |
回到中轨 |
卖出 |
12.85713 |
61800.0 |
¥79.4万 |
|
| 2016-01-28 |
跌破下轨 |
买入 |
10.26025 |
80100.0 |
¥82.2万 |
|
| 2016-02-22 |
回到中轨 |
卖出 |
11.57841 |
80100.0 |
¥92.7万 |
|
| 2016-05-19 |
跌破下轨 |
买入 |
11.64163 |
79200.0 |
¥92.2万 |
|
| 2016-06-02 |
回到中轨 |
卖出 |
11.97801 |
79200.0 |
¥94.8万 |
|
| 2016-09-12 |
跌破下轨 |
买入 |
14.574559999999998 |
65300.0 |
¥95.2万 |
|
| 2016-10-17 |
回到中轨 |
卖出 |
14.3856 |
65300.0 |
¥93.9万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
13.533519999999998 |
69500.0 |
¥94.1万 |
|
| 2016-12-26 |
回到中轨 |
卖出 |
13.54644 |
69500.0 |
¥94.1万 |
|
| 2017-05-17 |
跌破下轨 |
买入 |
15.39538 |
60800.0 |
¥93.6万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
15.42456 |
60800.0 |
¥93.8万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
24.023999999999997 |
38500.0 |
¥92.5万 |
|
| 2018-07-25 |
回到中轨 |
卖出 |
16.0839 |
38500.0 |
¥61.9万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
13.383369999999996 |
47500.0 |
¥63.6万 |
|
| 2018-09-03 |
回到中轨 |
卖出 |
13.995989999999997 |
47500.0 |
¥66.5万 |
|
| 2019-04-18 |
跌破下轨 |
买入 |
23.173149999999996 |
28400.0 |
¥65.8万 |
|
| 2019-05-16 |
回到中轨 |
卖出 |
25.2747 |
28400.0 |
¥71.8万 |
|
| 2019-06-18 |
跌破下轨 |
买入 |
21.471449999999997 |
33700.0 |
¥72.4万 |
|
| 2019-06-21 |
回到中轨 |
卖出 |
23.43654 |
33700.0 |
¥79.0万 |
|
| 2019-10-17 |
跌破下轨 |
买入 |
24.023999999999997 |
32700.0 |
¥78.6万 |
|
| 2019-11-20 |
回到中轨 |
卖出 |
22.66731 |
32700.0 |
¥74.1万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
28.1281 |
25900.0 |
¥72.9万 |
|
| 2020-04-03 |
回到中轨 |
卖出 |
25.974 |
25900.0 |
¥67.3万 |
|
| 2020-11-16 |
跌破下轨 |
买入 |
66.75668999999999 |
10300.0 |
¥68.8万 |
|
| 2020-11-30 |
回到中轨 |
卖出 |
68.94099 |
10300.0 |
¥71.0万 |
|
| 2021-03-05 |
跌破下轨 |
买入 |
94.15406 |
7200.0 |
¥67.8万 |
|
| 2021-03-31 |
回到中轨 |
卖出 |
87.90200999999999 |
7200.0 |
¥63.3万 |
|
| 2021-06-25 |
跌破下轨 |
买入 |
84.23415 |
7900.0 |
¥66.6万 |
|
| 2021-07-16 |
回到中轨 |
卖出 |
92.907 |
7900.0 |
¥73.4万 |
|
| 2021-08-23 |
跌破下轨 |
买入 |
79.62955 |
9200.0 |
¥73.3万 |
|
| 2021-08-26 |
回到中轨 |
卖出 |
88.6113 |
9200.0 |
¥81.5万 |
|
| 2021-12-02 |
跌破下轨 |
买入 |
83.38329999999999 |
9700.0 |
¥80.9万 |
|
| 2021-12-14 |
回到中轨 |
卖出 |
87.7122 |
9700.0 |
¥85.1万 |
|
| 2021-12-27 |
跌破下轨 |
买入 |
77.7777 |
11000.0 |
¥85.6万 |
|
| 2022-01-04 |
回到中轨 |
卖出 |
86.39352000000001 |
11000.0 |
¥95.0万 |
|
| 2022-02-11 |
跌破下轨 |
买入 |
67.067 |
13800.0 |
¥92.6万 |
|
| 2022-02-24 |
回到中轨 |
卖出 |
71.57835 |
13800.0 |
¥98.7万 |
|
| 2022-04-01 |
跌破下轨 |
买入 |
71.071 |
14000.0 |
¥99.5万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
68.25168 |
14000.0 |
¥95.5万 |
|
| 2022-06-09 |
跌破下轨 |
买入 |
60.27020999999999 |
16100.0 |
¥97.1万 |
|
| 2022-06-28 |
回到中轨 |
卖出 |
64.57536 |
16100.0 |
¥1.04M |
|
| 2022-08-04 |
跌破下轨 |
买入 |
56.91685999999999 |
18300.0 |
¥1.04M |
|
| 2022-08-16 |
回到中轨 |
卖出 |
59.99994 |
18300.0 |
¥1.10M |
|
| 2022-08-23 |
跌破下轨 |
买入 |
53.47341999999999 |
20500.0 |
¥1.10M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
50.4495 |
20500.0 |
¥1.03M |
|
| 2022-12-23 |
跌破下轨 |
买入 |
40.2402 |
25300.0 |
¥1.02M |
|
| 2023-01-13 |
回到中轨 |
卖出 |
44.20575 |
25300.0 |
¥1.12M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
41.96192 |
26900.0 |
¥1.13M |
|
| 2023-04-10 |
回到中轨 |
卖出 |
40.67928 |
26900.0 |
¥1.09M |
|
| 2023-04-21 |
跌破下轨 |
买入 |
37.59756 |
29200.0 |
¥1.10M |
|
| 2023-06-19 |
回到中轨 |
卖出 |
29.300669999999997 |
29200.0 |
¥85.5万 |
|
| 2023-08-23 |
跌破下轨 |
买入 |
25.575549999999996 |
33100.0 |
¥84.7万 |
|
| 2023-09-06 |
回到中轨 |
卖出 |
27.702270000000002 |
33100.0 |
¥91.7万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
24.724699999999995 |
37400.0 |
¥92.5万 |
|
| 2023-11-16 |
回到中轨 |
卖出 |
24.18579 |
37400.0 |
¥90.4万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
21.791769999999996 |
41400.0 |
¥90.2万 |
|
| 2023-12-22 |
回到中轨 |
卖出 |
21.12885 |
41400.0 |
¥87.4万 |
|
| 2024-01-30 |
跌破下轨 |
买入 |
20.290269999999996 |
43000.0 |
¥87.3万 |
|
| 2024-02-23 |
回到中轨 |
卖出 |
20.62 |
43000.0 |
¥88.6万 |
|
| 2024-03-25 |
跌破下轨 |
买入 |
20.019999999999996 |
44300.0 |
¥88.7万 |
|
| 2024-05-10 |
回到中轨 |
卖出 |
18.90108 |
44300.0 |
¥83.7万 |
|
| 2024-06-07 |
跌破下轨 |
买入 |
17.06705 |
48900.0 |
¥83.5万 |
|
| 2024-07-19 |
回到中轨 |
卖出 |
13.995989999999999 |
48900.0 |
¥68.4万 |
|
| 2024-08-21 |
跌破下轨 |
买入 |
13.26325 |
51900.0 |
¥68.9万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
13.64634 |
51900.0 |
¥70.8万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
17.717699999999997 |
40000.0 |
¥70.9万 |
|
| 2025-02-06 |
回到中轨 |
卖出 |
14.99499 |
40000.0 |
¥60.0万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
15.86585 |
37900.0 |
¥60.1万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
15.324659999999998 |
37900.0 |
¥58.1万 |
|
| 2025-05-28 |
跌破下轨 |
买入 |
14.474459999999997 |
40200.0 |
¥58.2万 |
|
| 2025-06-13 |
回到中轨 |
卖出 |
14.66532 |
40200.0 |
¥58.9万 |
|
| 2026-01-21 |
跌破下轨 |
买入 |
17.327309999999997 |
33800.0 |
¥58.6万 |
|
| 2026-01-26 |
回到中轨 |
卖出 |
19.81017 |
33800.0 |
¥66.9万 |
|
| 2026-04-03 |
跌破下轨 |
买入 |
17.3173 |
38600.0 |
¥66.9万 |
|
| 2026-04-24 |
回到中轨 |
卖出 |
17.49249 |
38600.0 |
¥67.5万 |
|
| 2026-04-30 |
跌破下轨 |
买入 |
16.38637 |
40900.0 |
¥67.0万 |
|
| 2026-07-01 |
回到中轨 |
卖出 |
13.11687 |
40900.0 |
¥53.6万 |
|
| 2026-07-09 |
跌破下轨 |
买入 |
11.711699999999999 |
46300.0 |
¥54.2万 |
|
| 2026-07-23 |
回到中轨 |
卖出 |
12.5874 |
46300.0 |
¥58.3万 |
|
| 2026-08-25 |
跌破下轨 |
买入 |
12.102089999999999 |
48000.0 |
¥58.1万 |
|
| 2026-10-23 |
回到中轨 |
卖出 |
11.148839999999998 |
48000.0 |
¥53.5万 |
|