601018 宁波港 — 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: ¥92.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -7.88%）
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 42 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 |
2015-06-23 |
2015-07-21 |
10.393117 |
7.932060000000001 |
¥-23.5万 |
-23.70% |
回到中轨 |
| 2 |
2016-02-26 |
2016-03-21 |
6.538490959 |
6.393599999999999 |
¥-1.7万 |
-2.25% |
回到中轨 |
| 3 |
2016-04-22 |
2016-07-06 |
5.927697776 |
5.08491 |
¥-10.6万 |
-14.24% |
回到中轨 |
| 4 |
2016-08-02 |
2016-08-16 |
4.90637147 |
5.08491 |
¥2.3万 |
+3.61% |
回到中轨 |
| 5 |
2016-09-27 |
2016-10-19 |
4.966449487999999 |
5.13486 |
¥2.2万 |
+3.36% |
回到中轨 |
| 6 |
2016-12-13 |
2016-12-22 |
5.056566515 |
5.14485 |
¥1.2万 |
+1.72% |
回到中轨 |
| 7 |
2017-05-11 |
2017-05-31 |
5.356956604999999 |
5.594399999999999 |
¥3.0万 |
+4.40% |
回到中轨 |
| 8 |
2017-09-13 |
2017-09-15 |
5.867619757999999 |
5.95404 |
¥1.0万 |
+1.44% |
回到中轨 |
| 9 |
2017-11-17 |
2017-12-06 |
5.697398707 |
5.82417 |
¥1.6万 |
+2.19% |
回到中轨 |
| 10 |
2017-12-18 |
2018-01-12 |
5.557216664999999 |
5.3846099999999995 |
¥-2.4万 |
-3.14% |
回到中轨 |
| 11 |
2018-02-01 |
2018-02-27 |
5.276852580999999 |
5.3946000000000005 |
¥1.6万 |
+2.20% |
回到中轨 |
| 12 |
2018-03-27 |
2018-03-30 |
5.256826575 |
5.3346599999999995 |
¥1.1万 |
+1.45% |
回到中轨 |
| 13 |
2018-04-17 |
2018-05-22 |
5.216774562999999 |
5.14485 |
¥-1.1万 |
-1.41% |
回到中轨 |
| 14 |
2018-06-05 |
2018-07-13 |
5.016514502999999 |
4.37562 |
¥-9.5万 |
-12.80% |
回到中轨 |
| 15 |
2018-10-12 |
2018-11-05 |
3.731119 |
3.8261699999999994 |
¥1.6万 |
+2.52% |
回到中轨 |
| 16 |
2018-12-17 |
2019-01-09 |
3.50455105 |
3.48651 |
¥-3,627 |
-0.54% |
回到中轨 |
| 17 |
2019-05-09 |
2019-05-22 |
4.265539277999999 |
4.975020000000001 |
¥10.8万 |
+16.60% |
回到中轨 |
| 18 |
2019-06-11 |
2019-06-25 |
4.095318227 |
4.37562 |
¥5.3万 |
+6.81% |
回到中轨 |
| 19 |
2019-08-09 |
2019-08-28 |
3.734850119 |
4.02597 |
¥6.4万 |
+7.76% |
回到中轨 |
| 20 |
2019-11-14 |
2019-11-27 |
3.6247070859999995 |
3.65634 |
¥7,466 |
+0.84% |
回到中轨 |
| 21 |
2020-02-03 |
2020-02-21 |
3.290987 |
3.45654 |
¥4.0万 |
+5.00% |
回到中轨 |
| 22 |
2020-03-17 |
2020-03-26 |
3.2442129719999997 |
3.53646 |
¥8.4万 |
+8.98% |
回到中轨 |
| 23 |
2020-11-02 |
2020-11-06 |
3.6447330919999996 |
3.76623 |
¥3.4万 |
+3.30% |
回到中轨 |
| 24 |
2020-12-10 |
2020-12-30 |
3.814954143 |
3.9160800000000004 |
¥2.8万 |
+2.62% |
回到中轨 |
| 25 |
2021-04-26 |
2021-05-11 |
3.9851751939999986 |
4.0459499999999995 |
¥1.6万 |
+1.49% |
回到中轨 |
| 26 |
2021-07-05 |
2021-08-26 |
3.915084172999999 |
3.73626 |
¥-5.0万 |
-4.60% |
回到中轨 |
| 27 |
2021-10-15 |
2021-11-16 |
3.834980149 |
3.74625 |
¥-2.5万 |
-2.34% |
回到中轨 |
| 28 |
2022-08-03 |
2022-08-24 |
3.8049411399999995 |
3.83616 |
¥8,082 |
+0.79% |
回到中轨 |
| 29 |
2022-09-21 |
2022-11-14 |
3.7749021309999993 |
3.6063899999999998 |
¥-4.6万 |
-4.49% |
回到中轨 |
| 30 |
2022-12-21 |
2023-01-17 |
3.5746420709999995 |
3.57642 |
¥194 |
+0.02% |
回到中轨 |
| 31 |
2023-05-17 |
2023-07-04 |
3.6447330919999996 |
3.4265700000000003 |
¥-5.9万 |
-6.01% |
回到中轨 |
| 32 |
2023-10-20 |
2023-10-31 |
3.3243169959999994 |
3.4465500000000002 |
¥3.4万 |
+3.65% |
回到中轨 |
| 33 |
2023-12-29 |
2024-01-16 |
3.5746420709999995 |
3.5964 |
¥5,550 |
+0.58% |
回到中轨 |
| 34 |
2024-01-19 |
2024-01-26 |
3.4945380470000003 |
3.6063899999999998 |
¥3.0万 |
+3.17% |
回到中轨 |
| 35 |
2024-03-29 |
2024-04-02 |
3.3944080169999995 |
3.45654 |
¥1.8万 |
+1.80% |
回到中轨 |
| 36 |
2024-06-14 |
2024-07-02 |
3.394408017 |
3.46653 |
¥2.1万 |
+2.09% |
回到中轨 |
| 37 |
2024-08-30 |
2024-09-25 |
3.461038 |
3.4 |
¥-1.8万 |
-1.79% |
回到中轨 |
| 38 |
2024-12-27 |
2025-02-10 |
3.7648891279999996 |
3.62637 |
¥-3.8万 |
-3.71% |
回到中轨 |
| 39 |
2025-08-01 |
2025-08-13 |
3.6347200889999995 |
3.6963000000000004 |
¥1.6万 |
+1.66% |
回到中轨 |
| 40 |
2025-09-08 |
2025-09-16 |
3.5846550739999996 |
3.65634 |
¥2.0万 |
+1.97% |
回到中轨 |
| 41 |
2025-11-24 |
2025-12-02 |
3.684785104 |
3.76623 |
¥2.2万 |
+2.18% |
回到中轨 |
| 42 |
2026-05-06 |
2026-07-06 |
3.70481111 |
3.2867100000000002 |
¥-11.7万 |
-11.31% |
回到中轨 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
10.39 |
95300.0 |
¥99.0万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
7.932060000000001 |
95300.0 |
¥75.6万 |
|
| 2016-02-26 |
跌破下轨 |
买入 |
6.53653 |
116900.0 |
¥76.4万 |
|
| 2016-03-21 |
回到中轨 |
卖出 |
6.393599999999999 |
116900.0 |
¥74.7万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
5.92592 |
125500.0 |
¥74.4万 |
|
| 2016-07-06 |
回到中轨 |
卖出 |
5.08491 |
125500.0 |
¥63.8万 |
|
| 2016-08-02 |
跌破下轨 |
买入 |
4.9049 |
130600.0 |
¥64.1万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
5.08491 |
130600.0 |
¥66.4万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
4.96496 |
133100.0 |
¥66.1万 |
|
| 2016-10-19 |
回到中轨 |
卖出 |
5.13486 |
133100.0 |
¥68.3万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
5.05505 |
134800.0 |
¥68.2万 |
|
| 2016-12-22 |
回到中轨 |
卖出 |
5.14485 |
134800.0 |
¥69.3万 |
|
| 2017-05-11 |
跌破下轨 |
买入 |
5.355349999999999 |
128300.0 |
¥68.7万 |
|
| 2017-05-31 |
回到中轨 |
卖出 |
5.594399999999999 |
128300.0 |
¥71.8万 |
|
| 2017-09-13 |
跌破下轨 |
买入 |
5.865859999999999 |
124000.0 |
¥72.8万 |
|
| 2017-09-15 |
回到中轨 |
卖出 |
5.95404 |
124000.0 |
¥73.8万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
5.69569 |
128600.0 |
¥73.3万 |
|
| 2017-12-06 |
回到中轨 |
卖出 |
5.82417 |
128600.0 |
¥74.9万 |
|
| 2017-12-18 |
跌破下轨 |
买入 |
5.555549999999999 |
135200.0 |
¥75.1万 |
|
| 2018-01-12 |
回到中轨 |
卖出 |
5.3846099999999995 |
135200.0 |
¥72.8万 |
|
| 2018-02-01 |
跌破下轨 |
买入 |
5.275269999999999 |
138200.0 |
¥72.9万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
5.3946000000000005 |
138200.0 |
¥74.5万 |
|
| 2018-03-27 |
跌破下轨 |
买入 |
5.255249999999999 |
142300.0 |
¥74.8万 |
|
| 2018-03-30 |
回到中轨 |
卖出 |
5.3346599999999995 |
142300.0 |
¥75.9万 |
|
| 2018-04-17 |
跌破下轨 |
买入 |
5.215209999999999 |
145200.0 |
¥75.7万 |
|
| 2018-05-22 |
回到中轨 |
卖出 |
5.14485 |
145200.0 |
¥74.7万 |
|
| 2018-06-05 |
跌破下轨 |
买入 |
5.015009999999999 |
148600.0 |
¥74.5万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
4.37562 |
148600.0 |
¥65.0万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
3.73 |
172600.0 |
¥64.4万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
3.8261699999999994 |
172600.0 |
¥66.0万 |
|
| 2018-12-17 |
跌破下轨 |
买入 |
3.5035 |
190000.0 |
¥66.6万 |
|
| 2019-01-09 |
回到中轨 |
卖出 |
3.48651 |
190000.0 |
¥66.2万 |
|
| 2019-05-09 |
跌破下轨 |
买入 |
4.264259999999999 |
152900.0 |
¥65.2万 |
|
| 2019-05-22 |
回到中轨 |
卖出 |
4.975020000000001 |
152900.0 |
¥76.0万 |
|
| 2019-06-11 |
跌破下轨 |
买入 |
4.09409 |
188600.0 |
¥77.2万 |
|
| 2019-06-25 |
回到中轨 |
卖出 |
4.37562 |
188600.0 |
¥82.5万 |
|
| 2019-08-09 |
跌破下轨 |
买入 |
3.7337299999999995 |
220800.0 |
¥82.5万 |
|
| 2019-08-28 |
回到中轨 |
卖出 |
4.02597 |
220800.0 |
¥88.9万 |
|
| 2019-11-14 |
跌破下轨 |
买入 |
3.62362 |
244500.0 |
¥88.6万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
3.65634 |
244500.0 |
¥89.4万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
3.29 |
244500.0 |
¥80.5万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
3.45654 |
244500.0 |
¥84.5万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
3.2432399999999997 |
288600.0 |
¥93.6万 |
|
| 2020-03-26 |
回到中轨 |
卖出 |
3.53646 |
288600.0 |
¥1.02M |
|
| 2020-11-02 |
跌破下轨 |
买入 |
3.6436399999999995 |
279900.0 |
¥1.02M |
|
| 2020-11-06 |
回到中轨 |
卖出 |
3.76623 |
279900.0 |
¥1.05M |
|
| 2020-12-10 |
跌破下轨 |
买入 |
3.8138099999999997 |
276200.0 |
¥1.05M |
|
| 2020-12-30 |
回到中轨 |
卖出 |
3.9160800000000004 |
276200.0 |
¥1.08M |
|
| 2021-04-26 |
跌破下轨 |
买入 |
3.983979999999999 |
271300.0 |
¥1.08M |
|
| 2021-05-11 |
回到中轨 |
卖出 |
4.0459499999999995 |
271300.0 |
¥1.10M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
3.913909999999999 |
280300.0 |
¥1.10M |
|
| 2021-08-26 |
回到中轨 |
卖出 |
3.73626 |
280300.0 |
¥1.05M |
|
| 2021-10-15 |
跌破下轨 |
买入 |
3.83383 |
273000.0 |
¥1.05M |
|
| 2021-11-16 |
回到中轨 |
卖出 |
3.74625 |
273000.0 |
¥1.02M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
3.8037999999999994 |
268800.0 |
¥1.02M |
|
| 2022-08-24 |
回到中轨 |
卖出 |
3.83616 |
268800.0 |
¥1.03M |
|
| 2022-09-21 |
跌破下轨 |
买入 |
3.7737699999999994 |
272300.0 |
¥1.03M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
3.6063899999999998 |
272300.0 |
¥98.2万 |
|
| 2022-12-21 |
跌破下轨 |
买入 |
3.5735699999999992 |
275400.0 |
¥98.4万 |
|
| 2023-01-17 |
回到中轨 |
卖出 |
3.57642 |
275400.0 |
¥98.5万 |
|
| 2023-05-17 |
跌破下轨 |
买入 |
3.6436399999999995 |
270200.0 |
¥98.5万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
3.4265700000000003 |
270200.0 |
¥92.6万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
3.3233199999999994 |
278500.0 |
¥92.6万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
3.4465500000000002 |
278500.0 |
¥96.0万 |
|
| 2023-12-29 |
跌破下轨 |
买入 |
3.5735699999999992 |
268400.0 |
¥95.9万 |
|
| 2024-01-16 |
回到中轨 |
卖出 |
3.5964 |
268400.0 |
¥96.5万 |
|
| 2024-01-19 |
跌破下轨 |
买入 |
3.49349 |
275300.0 |
¥96.2万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
3.6063899999999998 |
275300.0 |
¥99.3万 |
|
| 2024-03-29 |
跌破下轨 |
买入 |
3.3933899999999997 |
293200.0 |
¥99.5万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
3.45654 |
293200.0 |
¥1.01M |
|
| 2024-06-14 |
跌破下轨 |
买入 |
3.3933899999999997 |
297600.0 |
¥1.01M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
3.46653 |
297600.0 |
¥1.03M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
3.46 |
297700.0 |
¥1.03M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
3.4 |
297700.0 |
¥1.01M |
|
| 2024-12-27 |
跌破下轨 |
买入 |
3.7637599999999996 |
269800.0 |
¥1.02M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
3.62637 |
269800.0 |
¥97.8万 |
|
| 2025-08-01 |
跌破下轨 |
买入 |
3.6336299999999997 |
269200.0 |
¥97.8万 |
|
| 2025-08-13 |
回到中轨 |
卖出 |
3.6963000000000004 |
269200.0 |
¥99.5万 |
|
| 2025-09-08 |
跌破下轨 |
买入 |
3.5835799999999995 |
277500.0 |
¥99.5万 |
|
| 2025-09-16 |
回到中轨 |
卖出 |
3.65634 |
277500.0 |
¥1.01M |
|
| 2025-11-24 |
跌破下轨 |
买入 |
3.68368 |
275200.0 |
¥1.01M |
|
| 2025-12-02 |
回到中轨 |
卖出 |
3.76623 |
275200.0 |
¥1.04M |
|
| 2026-05-06 |
跌破下轨 |
买入 |
3.7037 |
279700.0 |
¥1.04M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
3.2867100000000002 |
279700.0 |
¥91.9万 |
|