601058 赛轮轮胎 — 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: ¥1.87M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +86.70%）
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 |
2015-05-11 |
2015-06-03 |
9.852794951999998 |
14.545440000000001 |
¥46.2万 |
+47.58% |
回到中轨 |
| 2 |
2015-06-30 |
2015-08-11 |
9.51235285 |
8.78121 |
¥-10.1万 |
-7.71% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-23 |
6.208061860000001 |
6.3936 |
¥3.6万 |
+2.96% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-10 |
7.399609216999998 |
7.85214 |
¥8.4万 |
+6.08% |
回到中轨 |
| 5 |
2016-01-18 |
2016-02-23 |
6.518464952999999 |
7.03296 |
¥11.3万 |
+7.86% |
回到中轨 |
| 6 |
2016-05-09 |
2016-06-03 |
3.664759098 |
3.3966000000000003 |
¥-11.1万 |
-7.35% |
回到中轨 |
| 7 |
2016-06-14 |
2016-06-20 |
3.20416096 |
3.426570000000001 |
¥10.2万 |
+6.91% |
回到中轨 |
| 8 |
2016-09-27 |
2016-10-11 |
3.975162191 |
4.08591 |
¥4.4万 |
+2.76% |
回到中轨 |
| 9 |
2016-12-06 |
2017-01-05 |
4.185435254 |
4.24575 |
¥2.3万 |
+1.41% |
回到中轨 |
| 10 |
2017-03-16 |
2017-06-20 |
4.175422251 |
3.37662 |
¥-31.5万 |
-19.16% |
回到中轨 |
| 11 |
2017-08-16 |
2017-08-30 |
3.4544860349999995 |
3.5264699999999998 |
¥2.7万 |
+2.05% |
回到中轨 |
| 12 |
2017-09-26 |
2017-09-29 |
3.444473031999999 |
3.6363600000000003 |
¥7.5万 |
+5.54% |
回到中轨 |
| 13 |
2017-11-21 |
2017-12-04 |
3.4810440000000002 |
3.5564400000000003 |
¥3.1万 |
+2.14% |
回到中轨 |
| 14 |
2018-01-16 |
2018-03-02 |
3.4644990379999996 |
3.18 |
¥-12.1万 |
-8.24% |
回到中轨 |
| 15 |
2018-03-21 |
2018-05-04 |
3.094017927 |
2.92707 |
¥-7.3万 |
-5.42% |
回到中轨 |
| 16 |
2018-06-01 |
2018-07-10 |
2.8136538429999995 |
2.47752 |
¥-15.0万 |
-11.97% |
回到中轨 |
| 17 |
2018-09-18 |
2018-10-09 |
2.4531857349999995 |
2.55744 |
¥4.7万 |
+4.22% |
回到中轨 |
| 18 |
2018-10-16 |
2018-10-31 |
2.262938678 |
2.44755 |
¥9.5万 |
+8.13% |
回到中轨 |
| 19 |
2019-05-27 |
2019-06-25 |
2.9938878969999996 |
2.9770199999999996 |
¥-7,493 |
-0.59% |
回到中轨 |
| 20 |
2020-02-05 |
2020-02-18 |
4.095318227 |
4.845149999999999 |
¥23.0万 |
+18.27% |
回到中轨 |
| 21 |
2020-03-13 |
2020-04-10 |
4.145383241999999 |
3.88611 |
¥-9.0万 |
-6.28% |
回到中轨 |
| 22 |
2020-06-18 |
2020-07-06 |
3.494538047 |
3.91 |
¥16.6万 |
+11.86% |
回到中轨 |
| 23 |
2021-05-11 |
2021-05-18 |
9.211962759999997 |
10.40958 |
¥20.2万 |
+12.97% |
回到中轨 |
| 24 |
2021-07-28 |
2021-08-03 |
8.721325613 |
9.390600000000001 |
¥13.4万 |
+7.64% |
回到中轨 |
| 25 |
2021-08-11 |
2021-08-13 |
8.731338615999999 |
9.600389999999999 |
¥18.7万 |
+9.92% |
回到中轨 |
| 26 |
2022-01-06 |
2022-02-24 |
13.557606061999998 |
11.72826 |
¥-28.0万 |
-13.52% |
回到中轨 |
| 27 |
2022-03-04 |
2022-03-31 |
10.323406093 |
9.93006 |
¥-6.8万 |
-3.84% |
回到中轨 |
| 28 |
2022-04-12 |
2022-05-05 |
9.111832729999998 |
9.75024 |
¥12.1万 |
+6.97% |
回到中轨 |
| 29 |
2022-08-31 |
2022-09-08 |
11.534979455999999 |
12.03795 |
¥8.0万 |
+4.33% |
回到中轨 |
| 30 |
2022-09-16 |
2022-11-03 |
10.854095251999997 |
9.16083 |
¥-30.1万 |
-15.63% |
回到中轨 |
| 31 |
2023-03-29 |
2023-03-30 |
10.473601138 |
10.859129999999999 |
¥6.0万 |
+3.65% |
回到中轨 |
| 32 |
2023-04-10 |
2023-04-19 |
10.243302068999999 |
10.81917 |
¥9.5万 |
+5.59% |
回到中轨 |
| 33 |
2023-04-26 |
2023-05-23 |
9.792716933999998 |
9.99999 |
¥3.7万 |
+2.09% |
回到中轨 |
| 34 |
2023-11-01 |
2023-11-20 |
11.194537353999998 |
11.46852 |
¥4.4万 |
+2.42% |
回到中轨 |
| 35 |
2024-06-28 |
2024-07-10 |
13.617684079999998 |
14.365620000000002 |
¥10.2万 |
+5.46% |
回到中轨 |
| 36 |
2024-07-24 |
2024-08-20 |
12.346032698999998 |
12.67731 |
¥5.3万 |
+2.65% |
回到中轨 |
| 37 |
2024-11-26 |
2024-12-02 |
14.148373239 |
14.59539 |
¥6.3万 |
+3.13% |
回到中轨 |
| 38 |
2025-03-31 |
2025-05-07 |
14.558906361999998 |
12.917069999999999 |
¥-23.7万 |
-11.30% |
回到中轨 |
| 39 |
2025-06-04 |
2025-06-19 |
12.366058704999997 |
12.42756 |
¥8,672 |
+0.47% |
回到中轨 |
| 40 |
2025-08-01 |
2025-08-07 |
12.896747864 |
13.286700000000002 |
¥5.6万 |
+2.99% |
回到中轨 |
| 41 |
2026-03-04 |
2026-04-09 |
14.51885435 |
13.6863 |
¥-10.9万 |
-5.76% |
回到中轨 |
| 42 |
2026-05-15 |
2026-06-16 |
12.906760867 |
12.93705 |
¥3,694 |
+0.20% |
回到中轨 |
| 43 |
2026-06-18 |
2026-07-06 |
11.825356543 |
12.267719999999999 |
¥6.7万 |
+3.71% |
回到中轨 |
| 44 |
2026-10-13 |
2026-11-06 |
12.566318765 |
12.43755 |
¥-2.0万 |
-1.05% |
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 |
|---|
| 2015-05-11 |
跌破下轨 |
买入 |
9.849839999999999 |
98600.0 |
¥97.1万 |
|
| 2015-06-03 |
回到中轨 |
卖出 |
14.545440000000001 |
98600.0 |
¥1.43M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
9.5095 |
138000.0 |
¥1.31M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
8.78121 |
138000.0 |
¥1.21M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
6.206200000000001 |
198000.0 |
¥1.23M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
6.3936 |
198000.0 |
¥1.27M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
7.397389999999999 |
187400.0 |
¥1.39M |
|
| 2015-12-10 |
回到中轨 |
卖出 |
7.85214 |
187400.0 |
¥1.47M |
|
| 2016-01-18 |
跌破下轨 |
买入 |
6.516509999999999 |
221400.0 |
¥1.44M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
7.03296 |
221400.0 |
¥1.56M |
|
| 2016-05-09 |
跌破下轨 |
买入 |
3.6636599999999997 |
410800.0 |
¥1.51M |
|
| 2016-06-03 |
回到中轨 |
卖出 |
3.3966000000000003 |
410800.0 |
¥1.39M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
3.2032 |
459500.0 |
¥1.47M |
|
| 2016-06-20 |
回到中轨 |
卖出 |
3.426570000000001 |
459500.0 |
¥1.57M |
|
| 2016-09-27 |
跌破下轨 |
买入 |
3.9739699999999996 |
397200.0 |
¥1.58M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
4.08591 |
397200.0 |
¥1.62M |
|
| 2016-12-06 |
跌破下轨 |
买入 |
4.18418 |
386700.0 |
¥1.62M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
4.24575 |
386700.0 |
¥1.64M |
|
| 2017-03-16 |
跌破下轨 |
买入 |
4.174169999999999 |
394000.0 |
¥1.65M |
|
| 2017-06-20 |
回到中轨 |
卖出 |
3.37662 |
394000.0 |
¥1.33M |
|
| 2017-08-16 |
跌破下轨 |
买入 |
3.4534499999999997 |
385200.0 |
¥1.33M |
|
| 2017-08-30 |
回到中轨 |
卖出 |
3.5264699999999998 |
385200.0 |
¥1.36M |
|
| 2017-09-26 |
跌破下轨 |
买入 |
3.4434399999999994 |
395400.0 |
¥1.36M |
|
| 2017-09-29 |
回到中轨 |
卖出 |
3.6363600000000003 |
395400.0 |
¥1.44M |
|
| 2017-11-21 |
跌破下轨 |
买入 |
3.48 |
413700.0 |
¥1.44M |
|
| 2017-12-04 |
回到中轨 |
卖出 |
3.5564400000000003 |
413700.0 |
¥1.47M |
|
| 2018-01-16 |
跌破下轨 |
买入 |
3.4634599999999995 |
422500.0 |
¥1.46M |
|
| 2018-03-02 |
回到中轨 |
卖出 |
3.18 |
422500.0 |
¥1.34M |
|
| 2018-03-21 |
跌破下轨 |
买入 |
3.0930899999999997 |
435500.0 |
¥1.35M |
|
| 2018-05-04 |
回到中轨 |
卖出 |
2.92707 |
435500.0 |
¥1.27M |
|
| 2018-06-01 |
跌破下轨 |
买入 |
2.81281 |
445100.0 |
¥1.25M |
|
| 2018-07-10 |
回到中轨 |
卖出 |
2.47752 |
445100.0 |
¥1.10M |
|
| 2018-09-18 |
跌破下轨 |
买入 |
2.4524499999999994 |
456700.0 |
¥1.12M |
|
| 2018-10-09 |
回到中轨 |
卖出 |
2.55744 |
456700.0 |
¥1.17M |
|
| 2018-10-16 |
跌破下轨 |
买入 |
2.2622599999999995 |
518000.0 |
¥1.17M |
|
| 2018-10-31 |
回到中轨 |
卖出 |
2.44755 |
518000.0 |
¥1.27M |
|
| 2019-05-27 |
跌破下轨 |
买入 |
2.99299 |
421900.0 |
¥1.26M |
|
| 2019-06-25 |
回到中轨 |
卖出 |
2.9770199999999996 |
421900.0 |
¥1.26M |
|
| 2020-02-05 |
跌破下轨 |
买入 |
4.09409 |
306800.0 |
¥1.26M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
4.845149999999999 |
306800.0 |
¥1.49M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
4.144139999999999 |
345000.0 |
¥1.43M |
|
| 2020-04-10 |
回到中轨 |
卖出 |
3.88611 |
345000.0 |
¥1.34M |
|
| 2020-06-18 |
跌破下轨 |
买入 |
3.49349 |
400400.0 |
¥1.40M |
|
| 2020-07-06 |
回到中轨 |
卖出 |
3.91 |
400400.0 |
¥1.57M |
|
| 2021-05-11 |
跌破下轨 |
买入 |
9.209199999999997 |
169100.0 |
¥1.56M |
|
| 2021-05-18 |
回到中轨 |
卖出 |
10.40958 |
169100.0 |
¥1.76M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
8.71871 |
201100.0 |
¥1.75M |
|
| 2021-08-03 |
回到中轨 |
卖出 |
9.390600000000001 |
201100.0 |
¥1.89M |
|
| 2021-08-11 |
跌破下轨 |
买入 |
8.72872 |
216300.0 |
¥1.89M |
|
| 2021-08-13 |
回到中轨 |
卖出 |
9.600389999999999 |
216300.0 |
¥2.08M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
13.553539999999998 |
152900.0 |
¥2.07M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
11.72826 |
152900.0 |
¥1.79M |
|
| 2022-03-04 |
跌破下轨 |
买入 |
10.32031 |
172000.0 |
¥1.78M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
9.93006 |
172000.0 |
¥1.71M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
9.109099999999998 |
190000.0 |
¥1.73M |
|
| 2022-05-05 |
回到中轨 |
卖出 |
9.75024 |
190000.0 |
¥1.85M |
|
| 2022-08-31 |
跌破下轨 |
买入 |
11.531519999999999 |
160200.0 |
¥1.85M |
|
| 2022-09-08 |
回到中轨 |
卖出 |
12.03795 |
160200.0 |
¥1.93M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
10.850839999999998 |
177400.0 |
¥1.93M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
9.16083 |
177400.0 |
¥1.62M |
|
| 2023-03-29 |
跌破下轨 |
买入 |
10.47046 |
156600.0 |
¥1.64M |
|
| 2023-03-30 |
回到中轨 |
卖出 |
10.859129999999999 |
156600.0 |
¥1.70M |
|
| 2023-04-10 |
跌破下轨 |
买入 |
10.240229999999999 |
165800.0 |
¥1.70M |
|
| 2023-04-19 |
回到中轨 |
卖出 |
10.81917 |
165800.0 |
¥1.79M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
9.789779999999999 |
182400.0 |
¥1.79M |
|
| 2023-05-23 |
回到中轨 |
卖出 |
9.99999 |
182400.0 |
¥1.82M |
|
| 2023-11-01 |
跌破下轨 |
买入 |
11.19118 |
162800.0 |
¥1.82M |
|
| 2023-11-20 |
回到中轨 |
卖出 |
11.46852 |
162800.0 |
¥1.87M |
|
| 2024-06-28 |
跌破下轨 |
买入 |
13.613599999999998 |
137500.0 |
¥1.87M |
|
| 2024-07-10 |
回到中轨 |
卖出 |
14.365620000000002 |
137500.0 |
¥1.97M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
12.342329999999999 |
160400.0 |
¥1.98M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
12.67731 |
160400.0 |
¥2.03M |
|
| 2024-11-26 |
跌破下轨 |
买入 |
14.144129999999999 |
142900.0 |
¥2.02M |
|
| 2024-12-02 |
回到中轨 |
卖出 |
14.59539 |
142900.0 |
¥2.09M |
|
| 2025-03-31 |
跌破下轨 |
买入 |
14.554539999999998 |
143800.0 |
¥2.09M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
12.917069999999999 |
143800.0 |
¥1.86M |
|
| 2025-06-04 |
跌破下轨 |
买入 |
12.362349999999998 |
150100.0 |
¥1.86M |
|
| 2025-06-19 |
回到中轨 |
卖出 |
12.42756 |
150100.0 |
¥1.86M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
12.89288 |
144500.0 |
¥1.86M |
|
| 2025-08-07 |
回到中轨 |
卖出 |
13.286700000000002 |
144500.0 |
¥1.92M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
14.514499999999998 |
130500.0 |
¥1.89M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
13.6863 |
130500.0 |
¥1.79M |
|
| 2026-05-15 |
跌破下轨 |
买入 |
12.90289 |
139900.0 |
¥1.81M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
12.93705 |
139900.0 |
¥1.81M |
|
| 2026-06-18 |
跌破下轨 |
买入 |
11.82181 |
153600.0 |
¥1.82M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
12.267719999999999 |
153600.0 |
¥1.88M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
12.56255 |
148600.0 |
¥1.87M |
|
| 2026-11-06 |
回到中轨 |
卖出 |
12.43755 |
148600.0 |
¥1.85M |
|