601021 春秋航空 — 布林下轨抄底 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥3.87M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +286.89%）
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 56 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 |
2015-06-25 |
119.15473569999997 |
132.3675 |
¥10.9万 |
+11.06% |
回到中轨 |
| 2 |
2015-07-28 |
2015-08-11 |
100.45044609599996 |
114.31557000000002 |
¥13.8万 |
+13.77% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-10 |
88.89544063399997 |
108.89100000000002 |
¥26.4万 |
+22.46% |
回到中轨 |
| 4 |
2015-10-22 |
2015-11-25 |
59.07671769999998 |
62.377559999999995 |
¥8.1万 |
+5.56% |
回到中轨 |
| 5 |
2015-11-30 |
2015-12-18 |
59.106756708999995 |
62.02 |
¥7.7万 |
+4.90% |
回到中轨 |
| 6 |
2016-01-27 |
2016-02-16 |
50.995294 |
54.47547 |
¥11.3万 |
+6.79% |
回到中轨 |
| 7 |
2016-03-01 |
2016-03-21 |
43.85695313999999 |
47.02 |
¥12.7万 |
+7.18% |
回到中轨 |
| 8 |
2016-07-01 |
2016-07-13 |
47.942258364 |
50.579370000000004 |
¥10.4万 |
+5.47% |
回到中轨 |
| 9 |
2016-08-31 |
2016-10-12 |
47.14121812399999 |
45.66429 |
¥-6.4万 |
-3.16% |
回到中轨 |
| 10 |
2016-10-27 |
2016-11-29 |
44.798175422 |
42.6573 |
¥-9.3万 |
-4.81% |
回到中轨 |
| 11 |
2016-12-02 |
2017-01-11 |
40.903117255 |
36.863099999999996 |
¥-18.2万 |
-9.90% |
回到中轨 |
| 12 |
2017-03-31 |
2017-05-05 |
35.690704000000004 |
33.68628 |
¥-9.2万 |
-5.64% |
回到中轨 |
| 13 |
2017-05-10 |
2017-05-16 |
30.659815185999996 |
33.126839999999994 |
¥12.7万 |
+8.01% |
回到中轨 |
| 14 |
2017-06-13 |
2017-06-22 |
32.121713623999995 |
33.1668 |
¥5.5万 |
+3.22% |
回到中轨 |
| 15 |
2017-07-18 |
2017-08-10 |
32.031596597 |
31.89 |
¥-8,314 |
-0.47% |
回到中轨 |
| 16 |
2018-01-17 |
2018-02-06 |
33.964106176 |
35.664300000000004 |
¥8.7万 |
+4.97% |
回到中轨 |
| 17 |
2018-02-09 |
2018-02-23 |
32.031596597 |
34.97499 |
¥16.1万 |
+9.16% |
回到中轨 |
| 18 |
2018-03-20 |
2018-04-12 |
32.659795 |
32.03793 |
¥-3.8万 |
-1.93% |
回到中轨 |
| 19 |
2018-06-28 |
2018-07-23 |
34.30454827799999 |
34.99497 |
¥3.8万 |
+1.98% |
回到中轨 |
| 20 |
2018-08-07 |
2018-08-22 |
30.719893203999998 |
31.958009999999998 |
¥8.0万 |
+4.00% |
回到中轨 |
| 21 |
2018-10-17 |
2018-10-23 |
31.040309299999997 |
34.455510000000004 |
¥22.8万 |
+10.97% |
回到中轨 |
| 22 |
2018-12-17 |
2019-01-18 |
32.54225975 |
31.37859 |
¥-8.3万 |
-3.60% |
回到中轨 |
| 23 |
2019-07-15 |
2019-08-14 |
43.796875122 |
43.416540000000005 |
¥-2.0万 |
-0.90% |
回到中轨 |
| 24 |
2019-10-08 |
2019-10-16 |
42.605327765000006 |
44.165789999999994 |
¥8.0万 |
+3.63% |
回到中轨 |
| 25 |
2019-11-13 |
2019-12-12 |
42.732816 |
41.90805 |
¥-4.5万 |
-1.96% |
回到中轨 |
| 26 |
2020-01-21 |
2020-02-20 |
40.903117255 |
39.53 |
¥-7.5万 |
-3.39% |
回到中轨 |
| 27 |
2020-03-18 |
2020-04-09 |
32.24186966 |
33.84612 |
¥10.5万 |
+4.94% |
回到中轨 |
| 28 |
2020-10-26 |
2020-11-10 |
41.58400145899999 |
48.851099999999995 |
¥39.0万 |
+17.44% |
回到中轨 |
| 29 |
2021-07-28 |
2021-08-18 |
51.06631529999999 |
51.4485 |
¥1.9万 |
+0.72% |
回到中轨 |
| 30 |
2021-12-16 |
2021-12-28 |
51.987511576 |
54.945 |
¥15.1万 |
+5.66% |
回到中轨 |
| 31 |
2022-02-24 |
2022-04-13 |
53.799865118999996 |
45.71423999999999 |
¥-42.2万 |
-15.05% |
回到中轨 |
| 32 |
2022-05-10 |
2022-05-17 |
41.44381941699999 |
46.16379 |
¥27.3万 |
+11.36% |
回到中轨 |
| 33 |
2022-08-05 |
2022-08-26 |
49.66449488 |
49.43 |
¥-1.3万 |
-0.50% |
回到中轨 |
| 34 |
2022-09-05 |
2022-09-13 |
46.580489955999994 |
49.430519999999994 |
¥16.0万 |
+6.09% |
回到中轨 |
| 35 |
2022-11-01 |
2022-11-02 |
48.172557432999994 |
53.0 |
¥28.0万 |
+9.99% |
回到中轨 |
| 36 |
2023-02-01 |
2023-02-09 |
60.28829106299999 |
61.84809 |
¥7.9万 |
+2.56% |
回到中轨 |
| 37 |
2023-03-16 |
2023-03-30 |
58.876457639999984 |
59.94 |
¥5.6万 |
+1.78% |
回到中轨 |
| 38 |
2023-06-06 |
2023-06-13 |
53.749800103999995 |
56.673269999999995 |
¥17.5万 |
+5.41% |
回到中轨 |
| 39 |
2023-08-07 |
2023-08-11 |
58.27567745999999 |
61.438500000000005 |
¥18.4万 |
+5.40% |
回到中轨 |
| 40 |
2023-10-10 |
2023-10-31 |
52.91872085499999 |
54.36558 |
¥9.7万 |
+2.70% |
回到中轨 |
| 41 |
2023-12-04 |
2023-12-29 |
51.36670538999999 |
50.71923 |
¥-4.8万 |
-1.29% |
回到中轨 |
| 42 |
2024-05-09 |
2024-05-20 |
55.14160752099999 |
56.66 |
¥9.9万 |
+2.72% |
回到中轨 |
| 43 |
2024-06-21 |
2024-06-27 |
55.72236169499999 |
56.573370000000004 |
¥5.6万 |
+1.50% |
回到中轨 |
| 44 |
2024-07-04 |
2024-07-18 |
55.17654799999999 |
55.26468 |
¥4,937 |
+0.13% |
回到中轨 |
| 45 |
2024-08-13 |
2024-09-05 |
52.267875659999994 |
51.57837 |
¥-5.1万 |
-1.35% |
回到中轨 |
| 46 |
2025-01-14 |
2025-02-25 |
53.379318993 |
51.948 |
¥-10.2万 |
-2.71% |
回到中轨 |
| 47 |
2025-06-18 |
2025-07-10 |
55.17164653 |
55.79415 |
¥4.0万 |
+1.10% |
回到中轨 |
| 48 |
2025-07-16 |
2025-07-24 |
54.180359233 |
56.12382 |
¥13.1万 |
+3.56% |
回到中轨 |
| 49 |
2025-08-01 |
2025-08-22 |
52.347979683999995 |
53.25669 |
¥6.5万 |
+1.71% |
回到中轨 |
| 50 |
2025-10-14 |
2025-10-16 |
52.147719624 |
53.346599999999995 |
¥8.8万 |
+2.27% |
回到中轨 |
| 51 |
2025-12-15 |
2025-12-18 |
52.317940674999996 |
54.2457 |
¥14.5万 |
+3.65% |
回到中轨 |
| 52 |
2026-01-29 |
2026-02-05 |
56.10285580899999 |
58.67127000000001 |
¥18.7万 |
+4.55% |
回到中轨 |
| 53 |
2026-03-04 |
2026-04-02 |
51.116380314999994 |
47.062889999999996 |
¥-34.1万 |
-7.96% |
回到中轨 |
| 54 |
2026-05-15 |
2026-05-22 |
46.05981379999999 |
47.27268 |
¥10.3万 |
+2.60% |
回到中轨 |
| 55 |
2026-08-17 |
2026-09-08 |
44.167356233 |
44.02593 |
¥-1.4万 |
-0.35% |
回到中轨 |
| 56 |
2026-09-14 |
2026-11-02 |
42.244859657 |
40.15 |
¥-20.1万 |
-4.99% |
回到中轨 |
逐笔成交记录（共 112 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 |
119.11899999999999 |
8300.0 |
¥98.9万 |
|
| 2015-06-25 |
回到中轨 |
卖出 |
132.3675 |
8300.0 |
¥1.10M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
100.42031999999998 |
10000.0 |
¥1.00M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
114.31557000000002 |
10000.0 |
¥1.14M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
88.86877999999997 |
13200.0 |
¥1.17M |
|
| 2015-09-10 |
回到中轨 |
卖出 |
108.89100000000002 |
13200.0 |
¥1.44M |
|
| 2015-10-22 |
跌破下轨 |
买入 |
59.05899999999999 |
24800.0 |
¥1.47M |
|
| 2015-11-25 |
回到中轨 |
卖出 |
62.377559999999995 |
24800.0 |
¥1.55M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
59.089029999999994 |
26700.0 |
¥1.58M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
62.02 |
26700.0 |
¥1.66M |
|
| 2016-01-27 |
跌破下轨 |
买入 |
50.98 |
32600.0 |
¥1.66M |
|
| 2016-02-16 |
回到中轨 |
卖出 |
54.47547 |
32600.0 |
¥1.78M |
|
| 2016-03-01 |
跌破下轨 |
买入 |
43.843799999999995 |
40300.0 |
¥1.77M |
|
| 2016-03-21 |
回到中轨 |
卖出 |
47.02 |
40300.0 |
¥1.89M |
|
| 2016-07-01 |
跌破下轨 |
买入 |
47.927879999999995 |
39700.0 |
¥1.90M |
|
| 2016-07-13 |
回到中轨 |
卖出 |
50.579370000000004 |
39700.0 |
¥2.01M |
|
| 2016-08-31 |
跌破下轨 |
买入 |
47.12707999999999 |
42600.0 |
¥2.01M |
|
| 2016-10-12 |
回到中轨 |
卖出 |
45.66429 |
42600.0 |
¥1.94M |
|
| 2016-10-27 |
跌破下轨 |
买入 |
44.78474 |
43400.0 |
¥1.94M |
|
| 2016-11-29 |
回到中轨 |
卖出 |
42.6573 |
43400.0 |
¥1.85M |
|
| 2016-12-02 |
跌破下轨 |
买入 |
40.89085 |
44900.0 |
¥1.84M |
|
| 2017-01-11 |
回到中轨 |
卖出 |
36.863099999999996 |
44900.0 |
¥1.65M |
|
| 2017-03-31 |
跌破下轨 |
买入 |
35.68 |
45700.0 |
¥1.63M |
|
| 2017-05-05 |
回到中轨 |
卖出 |
33.68628 |
45700.0 |
¥1.54M |
|
| 2017-05-10 |
跌破下轨 |
买入 |
30.650619999999993 |
51500.0 |
¥1.58M |
|
| 2017-05-16 |
回到中轨 |
卖出 |
33.126839999999994 |
51500.0 |
¥1.71M |
|
| 2017-06-13 |
跌破下轨 |
买入 |
32.11207999999999 |
53100.0 |
¥1.71M |
|
| 2017-06-22 |
回到中轨 |
卖出 |
33.1668 |
53100.0 |
¥1.76M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
32.021989999999995 |
55000.0 |
¥1.76M |
|
| 2017-08-10 |
回到中轨 |
卖出 |
31.89 |
55000.0 |
¥1.75M |
|
| 2018-01-17 |
跌破下轨 |
买入 |
33.95392 |
51500.0 |
¥1.75M |
|
| 2018-02-06 |
回到中轨 |
卖出 |
35.664300000000004 |
51500.0 |
¥1.84M |
|
| 2018-02-09 |
跌破下轨 |
买入 |
32.021989999999995 |
54800.0 |
¥1.76M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
34.97499 |
54800.0 |
¥1.92M |
|
| 2018-03-20 |
跌破下轨 |
买入 |
32.65 |
60900.0 |
¥1.99M |
|
| 2018-04-12 |
回到中轨 |
卖出 |
32.03793 |
60900.0 |
¥1.95M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
34.294259999999994 |
56600.0 |
¥1.94M |
|
| 2018-07-23 |
回到中轨 |
卖出 |
34.99497 |
56600.0 |
¥1.98M |
|
| 2018-08-07 |
跌破下轨 |
买入 |
30.710679999999996 |
65100.0 |
¥2.00M |
|
| 2018-08-22 |
回到中轨 |
卖出 |
31.958009999999998 |
65100.0 |
¥2.08M |
|
| 2018-10-17 |
跌破下轨 |
买入 |
31.030999999999995 |
67000.0 |
¥2.08M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
34.455510000000004 |
67000.0 |
¥2.31M |
|
| 2018-12-17 |
跌破下轨 |
买入 |
32.5325 |
70900.0 |
¥2.31M |
|
| 2019-01-18 |
回到中轨 |
卖出 |
31.37859 |
70900.0 |
¥2.22M |
|
| 2019-07-15 |
跌破下轨 |
买入 |
43.78374 |
50600.0 |
¥2.22M |
|
| 2019-08-14 |
回到中轨 |
卖出 |
43.416540000000005 |
50600.0 |
¥2.20M |
|
| 2019-10-08 |
跌破下轨 |
买入 |
42.59255 |
51700.0 |
¥2.20M |
|
| 2019-10-16 |
回到中轨 |
卖出 |
44.165789999999994 |
51700.0 |
¥2.28M |
|
| 2019-11-13 |
跌破下轨 |
买入 |
42.72 |
53500.0 |
¥2.29M |
|
| 2019-12-12 |
回到中轨 |
卖出 |
41.90805 |
53500.0 |
¥2.24M |
|
| 2020-01-21 |
跌破下轨 |
买入 |
40.89085 |
53800.0 |
¥2.20M |
|
| 2020-02-20 |
回到中轨 |
卖出 |
39.53 |
53800.0 |
¥2.13M |
|
| 2020-03-18 |
跌破下轨 |
买入 |
32.2322 |
66100.0 |
¥2.13M |
|
| 2020-04-09 |
回到中轨 |
卖出 |
33.84612 |
66100.0 |
¥2.24M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
41.571529999999996 |
53800.0 |
¥2.24M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
48.851099999999995 |
53800.0 |
¥2.63M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
51.050999999999995 |
51700.0 |
¥2.64M |
|
| 2021-08-18 |
回到中轨 |
卖出 |
51.4485 |
51700.0 |
¥2.66M |
|
| 2021-12-16 |
跌破下轨 |
买入 |
51.971920000000004 |
51400.0 |
¥2.67M |
|
| 2021-12-28 |
回到中轨 |
卖出 |
54.945 |
51400.0 |
¥2.82M |
|
| 2022-02-24 |
跌破下轨 |
买入 |
53.78372999999999 |
52100.0 |
¥2.80M |
|
| 2022-04-13 |
回到中轨 |
卖出 |
45.71423999999999 |
52100.0 |
¥2.38M |
|
| 2022-05-10 |
跌破下轨 |
买入 |
41.43138999999999 |
58000.0 |
¥2.40M |
|
| 2022-05-17 |
回到中轨 |
卖出 |
46.16379 |
58000.0 |
¥2.68M |
|
| 2022-08-05 |
跌破下轨 |
买入 |
49.6496 |
54000.0 |
¥2.68M |
|
| 2022-08-26 |
回到中轨 |
卖出 |
49.43 |
54000.0 |
¥2.67M |
|
| 2022-09-05 |
跌破下轨 |
买入 |
46.56652 |
56600.0 |
¥2.64M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
49.430519999999994 |
56600.0 |
¥2.80M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
48.15810999999999 |
58100.0 |
¥2.80M |
|
| 2022-11-02 |
回到中轨 |
卖出 |
53.0 |
58100.0 |
¥3.08M |
|
| 2023-02-01 |
跌破下轨 |
买入 |
60.27020999999999 |
51500.0 |
¥3.10M |
|
| 2023-02-09 |
回到中轨 |
卖出 |
61.84809 |
51500.0 |
¥3.18M |
|
| 2023-03-16 |
跌破下轨 |
买入 |
58.85879999999999 |
53900.0 |
¥3.17M |
|
| 2023-03-30 |
回到中轨 |
卖出 |
59.94 |
53900.0 |
¥3.23M |
|
| 2023-06-06 |
跌破下轨 |
买入 |
53.73367999999999 |
60300.0 |
¥3.24M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
56.673269999999995 |
60300.0 |
¥3.42M |
|
| 2023-08-07 |
跌破下轨 |
买入 |
58.258199999999995 |
58600.0 |
¥3.41M |
|
| 2023-08-11 |
回到中轨 |
卖出 |
61.438500000000005 |
58600.0 |
¥3.60M |
|
| 2023-10-10 |
跌破下轨 |
买入 |
52.902849999999994 |
68000.0 |
¥3.60M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
54.36558 |
68000.0 |
¥3.70M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
51.351299999999995 |
72100.0 |
¥3.70M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
50.71923 |
72100.0 |
¥3.66M |
|
| 2024-05-09 |
跌破下轨 |
买入 |
55.125069999999994 |
66100.0 |
¥3.64M |
|
| 2024-05-20 |
回到中轨 |
卖出 |
56.66 |
66100.0 |
¥3.74M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
55.70564999999999 |
67000.0 |
¥3.73M |
|
| 2024-06-27 |
回到中轨 |
卖出 |
56.573370000000004 |
67000.0 |
¥3.79M |
|
| 2024-07-04 |
跌破下轨 |
买入 |
55.16 |
69000.0 |
¥3.81M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
55.26468 |
69000.0 |
¥3.81M |
|
| 2024-08-13 |
跌破下轨 |
买入 |
52.252199999999995 |
72800.0 |
¥3.81M |
|
| 2024-09-05 |
回到中轨 |
卖出 |
51.57837 |
72800.0 |
¥3.75M |
|
| 2025-01-14 |
跌破下轨 |
买入 |
53.36331 |
70400.0 |
¥3.76M |
|
| 2025-02-25 |
回到中轨 |
卖出 |
51.948 |
70400.0 |
¥3.66M |
|
| 2025-06-18 |
跌破下轨 |
买入 |
55.1551 |
65900.0 |
¥3.64M |
|
| 2025-07-10 |
回到中轨 |
卖出 |
55.79415 |
65900.0 |
¥3.68M |
|
| 2025-07-16 |
跌破下轨 |
买入 |
54.164109999999994 |
68200.0 |
¥3.70M |
|
| 2025-07-24 |
回到中轨 |
卖出 |
56.12382 |
68200.0 |
¥3.83M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
52.33228 |
73100.0 |
¥3.83M |
|
| 2025-08-22 |
回到中轨 |
卖出 |
53.25669 |
73100.0 |
¥3.89M |
|
| 2025-10-14 |
跌破下轨 |
买入 |
52.132079999999995 |
74700.0 |
¥3.90M |
|
| 2025-10-16 |
回到中轨 |
卖出 |
53.346599999999995 |
74700.0 |
¥3.98M |
|
| 2025-12-15 |
跌破下轨 |
买入 |
52.302249999999994 |
75800.0 |
¥3.97M |
|
| 2025-12-18 |
回到中轨 |
卖出 |
54.2457 |
75800.0 |
¥4.11M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
56.086029999999994 |
73400.0 |
¥4.12M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
58.67127000000001 |
73400.0 |
¥4.31M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
51.101049999999994 |
83800.0 |
¥4.28M |
|
| 2026-04-02 |
回到中轨 |
卖出 |
47.062889999999996 |
83800.0 |
¥3.94M |
|
| 2026-05-15 |
跌破下轨 |
买入 |
46.04599999999999 |
86300.0 |
¥3.97M |
|
| 2026-05-22 |
回到中轨 |
卖出 |
47.27268 |
86300.0 |
¥4.08M |
|
| 2026-08-17 |
跌破下轨 |
买入 |
44.154109999999996 |
92200.0 |
¥4.07M |
|
| 2026-09-08 |
回到中轨 |
卖出 |
44.02593 |
92200.0 |
¥4.06M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
42.232189999999996 |
95300.0 |
¥4.03M |
|
| 2026-11-02 |
回到中轨 |
卖出 |
40.15 |
95300.0 |
¥3.83M |
|