601059 信达证券 — 布林下轨抄底 回测明细
数据区间: 2023-02-01 ~ 2026-09-14 · 初始资金: ¥1,000,000 · 终值: ¥1.47M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +47.25%）
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 17 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 |
2023-03-10 |
2023-04-04 |
16.441350926 |
16.16382 |
¥-1.7万 |
-1.72% |
回到中轨 |
| 2 |
2023-04-24 |
2023-05-10 |
14.508841346999997 |
15.984 |
¥9.8万 |
+10.13% |
回到中轨 |
| 3 |
2023-06-29 |
2023-07-19 |
13.727827112999998 |
14.115870000000001 |
¥3.0万 |
+2.80% |
回到中轨 |
| 4 |
2023-12-26 |
2024-01-19 |
17.262417172 |
17.012970000000003 |
¥-1.6万 |
-1.47% |
回到中轨 |
| 5 |
2024-01-31 |
2024-02-28 |
15.0195045 |
16.51347 |
¥10.8万 |
+9.91% |
回到中轨 |
| 6 |
2024-03-26 |
2024-04-29 |
15.399998613999998 |
15.444540000000002 |
¥3,113 |
+0.26% |
回到中轨 |
| 7 |
2024-07-25 |
2024-08-01 |
13.247202968999998 |
14.53545 |
¥11.6万 |
+9.69% |
回到中轨 |
| 8 |
2024-08-23 |
2024-09-20 |
12.326006693 |
12.497489999999999 |
¥1.8万 |
+1.36% |
回到中轨 |
| 9 |
2025-01-03 |
2025-02-07 |
14.31859429 |
13.756230000000002 |
¥-5.3万 |
-3.96% |
回到中轨 |
| 10 |
2025-04-09 |
2025-05-07 |
14.0182042 |
15.604379999999999 |
¥14.2万 |
+11.28% |
回到中轨 |
| 11 |
2025-08-01 |
2025-08-06 |
16.311181886999996 |
17.53245 |
¥10.6万 |
+7.46% |
回到中轨 |
| 12 |
2025-11-05 |
2026-01-07 |
18.443951526 |
18.19179 |
¥-2.1万 |
-1.40% |
回到中轨 |
| 13 |
2026-01-29 |
2026-02-05 |
17.492716240999997 |
17.71227 |
¥1.9万 |
+1.22% |
回到中轨 |
| 14 |
2026-03-06 |
2026-04-13 |
17.352534198999994 |
16.6833 |
¥-5.9万 |
-3.89% |
回到中轨 |
| 15 |
2026-06-05 |
2026-06-26 |
16.361246902 |
16.23375 |
¥-1.2万 |
-0.81% |
回到中轨 |
| 16 |
2026-07-29 |
2026-08-04 |
16.150973838999995 |
16.6 |
¥4.0万 |
+2.75% |
回到中轨 |
| 17 |
2026-09-10 |
2026-09-14 |
15.860596752 |
15.56 |
¥-2.9万 |
-1.92% |
强平 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-03-10 |
跌破下轨 |
买入 |
16.43642 |
60500.0 |
¥99.5万 |
|
| 2023-04-04 |
回到中轨 |
卖出 |
16.16382 |
60500.0 |
¥97.8万 |
|
| 2023-04-24 |
跌破下轨 |
买入 |
14.504489999999999 |
66700.0 |
¥96.8万 |
|
| 2023-05-10 |
回到中轨 |
卖出 |
15.984 |
66700.0 |
¥1.07M |
|
| 2023-06-29 |
跌破下轨 |
买入 |
13.723709999999999 |
77600.0 |
¥1.07M |
|
| 2023-07-19 |
回到中轨 |
卖出 |
14.115870000000001 |
77600.0 |
¥1.10M |
|
| 2023-12-26 |
跌破下轨 |
买入 |
17.257239999999996 |
64100.0 |
¥1.11M |
|
| 2024-01-19 |
回到中轨 |
卖出 |
17.012970000000003 |
64100.0 |
¥1.09M |
|
| 2024-01-31 |
跌破下轨 |
买入 |
15.015 |
72400.0 |
¥1.09M |
|
| 2024-02-28 |
回到中轨 |
卖出 |
16.51347 |
72400.0 |
¥1.20M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
15.39538 |
78000.0 |
¥1.20M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
15.444540000000002 |
78000.0 |
¥1.20M |
|
| 2024-07-25 |
跌破下轨 |
买入 |
13.243229999999997 |
90600.0 |
¥1.20M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
14.53545 |
90600.0 |
¥1.32M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
12.32231 |
106500.0 |
¥1.31M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
12.497489999999999 |
106500.0 |
¥1.33M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
14.314300000000001 |
93500.0 |
¥1.34M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
13.756230000000002 |
93500.0 |
¥1.29M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
14.014 |
89600.0 |
¥1.26M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
15.604379999999999 |
89600.0 |
¥1.40M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
16.306289999999997 |
87100.0 |
¥1.42M |
|
| 2025-08-06 |
回到中轨 |
卖出 |
17.53245 |
87100.0 |
¥1.53M |
|
| 2025-11-05 |
跌破下轨 |
买入 |
18.43842 |
81800.0 |
¥1.51M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
18.19179 |
81800.0 |
¥1.49M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
17.48747 |
86400.0 |
¥1.51M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
17.71227 |
86400.0 |
¥1.53M |
|
| 2026-03-06 |
跌破下轨 |
买入 |
17.347329999999996 |
87900.0 |
¥1.53M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
16.6833 |
87900.0 |
¥1.47M |
|
| 2026-06-05 |
跌破下轨 |
买入 |
16.35634 |
89700.0 |
¥1.47M |
|
| 2026-06-26 |
回到中轨 |
卖出 |
16.23375 |
89700.0 |
¥1.46M |
|
| 2026-07-29 |
跌破下轨 |
买入 |
16.146129999999996 |
90400.0 |
¥1.46M |
|
| 2026-08-04 |
回到中轨 |
卖出 |
16.6 |
90400.0 |
¥1.50M |
|
| 2026-09-10 |
跌破下轨 |
买入 |
15.855839999999999 |
93800.0 |
¥1.49M |
|
| 2026-09-14 |
强平 |
卖出 |
15.56 |
93800 |
¥1.46M |
回测结束强平 |