601066 中信建投 — 布林下轨抄底 回测明细
数据区间: 2018-06-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.31M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +31.48%）
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 33 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 |
2018-08-06 |
2018-09-25 |
8.821455643 |
8.10189 |
¥-8.2万 |
-8.18% |
回到中轨 |
| 2 |
2018-10-10 |
2018-10-23 |
7.3094921899999985 |
8.25174 |
¥11.7万 |
+12.86% |
回到中轨 |
| 3 |
2018-12-25 |
2019-01-07 |
9.021715702999998 |
10.189800000000002 |
¥12.9万 |
+12.91% |
回到中轨 |
| 4 |
2019-05-07 |
2019-05-28 |
21.047332305999994 |
23.3766 |
¥12.8万 |
+11.03% |
回到中轨 |
| 5 |
2019-08-05 |
2019-08-20 |
17.642911285999997 |
18.77121 |
¥8.1万 |
+6.36% |
回到中轨 |
| 6 |
2020-05-25 |
2020-06-02 |
31.751232513 |
33.95601 |
¥9.4万 |
+6.91% |
回到中轨 |
| 7 |
2020-10-21 |
2020-11-23 |
47.66189427999999 |
43.39656 |
¥-13.0万 |
-8.98% |
回到中轨 |
| 8 |
2020-12-10 |
2020-12-14 |
41.784261519 |
43.6563 |
¥5.9万 |
+4.45% |
回到中轨 |
| 9 |
2020-12-17 |
2021-01-04 |
41.523923441 |
41.97798 |
¥1.5万 |
+1.06% |
回到中轨 |
| 10 |
2021-02-05 |
2021-03-08 |
36.857864043 |
37.7622 |
¥3.4万 |
+2.42% |
回到中轨 |
| 11 |
2021-03-11 |
2021-04-07 |
32.942779869999995 |
32.767199999999995 |
¥-8,102 |
-0.56% |
回到中轨 |
| 12 |
2021-04-13 |
2021-05-17 |
29.68855389499999 |
29.89008 |
¥9,301 |
+0.65% |
回到中轨 |
| 13 |
2021-07-28 |
2021-08-17 |
26.874900051999994 |
27.54 |
¥3.5万 |
+2.44% |
回到中轨 |
| 14 |
2021-10-12 |
2021-11-12 |
29.63848888 |
29.410560000000004 |
¥-1.2万 |
-0.80% |
回到中轨 |
| 15 |
2022-01-07 |
2022-02-22 |
28.336798489999996 |
26.693279999999998 |
¥-8.5万 |
-5.83% |
回到中轨 |
| 16 |
2022-03-08 |
2022-04-15 |
25.102598520999997 |
23.7762 |
¥-7.3万 |
-5.31% |
回到中轨 |
| 17 |
2022-04-27 |
2022-05-17 |
20.236279063 |
22.4775 |
¥13.9万 |
+11.04% |
回到中轨 |
| 18 |
2022-08-03 |
2022-08-12 |
24.862286448999996 |
26.873099999999997 |
¥11.7万 |
+8.06% |
回到中轨 |
| 19 |
2022-09-19 |
2022-10-21 |
24.992455487999997 |
24.6753 |
¥-2.0万 |
-1.30% |
回到中轨 |
| 20 |
2023-04-24 |
2023-05-08 |
24.772169421999994 |
26.33364 |
¥9.7万 |
+6.27% |
回到中轨 |
| 21 |
2023-06-07 |
2023-07-03 |
23.710791104 |
24.13 |
¥2.8万 |
+1.74% |
回到中轨 |
| 22 |
2023-10-24 |
2023-11-07 |
23.850973146 |
25.974 |
¥14.8万 |
+8.87% |
回到中轨 |
| 23 |
2023-12-06 |
2024-01-25 |
25.202728551 |
22.5774 |
¥-18.9万 |
-10.44% |
回到中轨 |
| 24 |
2024-03-25 |
2024-04-29 |
22.356704999999998 |
22.53744 |
¥1.2万 |
+0.78% |
回到中轨 |
| 25 |
2024-05-29 |
2024-06-19 |
21.237579363 |
21.558419999999998 |
¥2.4万 |
+1.48% |
回到中轨 |
| 26 |
2024-06-25 |
2024-07-22 |
20.176201044999996 |
19.77021 |
¥-3.4万 |
-2.04% |
回到中轨 |
| 27 |
2024-08-23 |
2024-09-02 |
18.724315609999998 |
19.200779999999998 |
¥4.1万 |
+2.51% |
回到中轨 |
| 28 |
2025-01-02 |
2025-02-07 |
25.613261673999997 |
24.28569 |
¥-8.6万 |
-5.21% |
回到中轨 |
| 29 |
2025-04-08 |
2025-05-08 |
23.460466029 |
23.56 |
¥6,241 |
+0.39% |
回到中轨 |
| 30 |
2025-11-05 |
2025-12-04 |
25.693365697999997 |
25.32 |
¥-2.3万 |
-1.48% |
回到中轨 |
| 31 |
2026-01-15 |
2026-04-14 |
25.583222664999997 |
22.01796 |
¥-21.8万 |
-13.96% |
回到中轨 |
| 32 |
2026-08-21 |
2026-08-28 |
24.852273446 |
25.74423 |
¥4.8万 |
+3.56% |
回到中轨 |
| 33 |
2026-09-14 |
2026-11-06 |
23.770869121999997 |
22.327650000000002 |
¥-8.5万 |
-6.10% |
回到中轨 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-08-06 |
跌破下轨 |
买入 |
8.81881 |
113300.0 |
¥99.9万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
8.10189 |
113300.0 |
¥91.8万 |
|
| 2018-10-10 |
跌破下轨 |
买入 |
7.307299999999999 |
124600.0 |
¥91.1万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
8.25174 |
124600.0 |
¥1.03M |
|
| 2018-12-25 |
跌破下轨 |
买入 |
9.019009999999998 |
110700.0 |
¥99.9万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
10.189800000000002 |
110700.0 |
¥1.13M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
21.041019999999996 |
55200.0 |
¥1.16M |
|
| 2019-05-28 |
回到中轨 |
卖出 |
23.3766 |
55200.0 |
¥1.29M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
17.63762 |
72000.0 |
¥1.27M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
18.77121 |
72000.0 |
¥1.35M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
31.741709999999998 |
42900.0 |
¥1.36M |
|
| 2020-06-02 |
回到中轨 |
卖出 |
33.95601 |
42900.0 |
¥1.46M |
|
| 2020-10-21 |
跌破下轨 |
买入 |
47.6476 |
30500.0 |
¥1.45M |
|
| 2020-11-23 |
回到中轨 |
卖出 |
43.39656 |
30500.0 |
¥1.32M |
|
| 2020-12-10 |
跌破下轨 |
买入 |
41.77172999999999 |
31800.0 |
¥1.33M |
|
| 2020-12-14 |
回到中轨 |
卖出 |
43.6563 |
31800.0 |
¥1.39M |
|
| 2020-12-17 |
跌破下轨 |
买入 |
41.511469999999996 |
33500.0 |
¥1.39M |
|
| 2021-01-04 |
回到中轨 |
卖出 |
41.97798 |
33500.0 |
¥1.41M |
|
| 2021-02-05 |
跌破下轨 |
买入 |
36.84681 |
38200.0 |
¥1.41M |
|
| 2021-03-08 |
回到中轨 |
卖出 |
37.7622 |
38200.0 |
¥1.44M |
|
| 2021-03-11 |
跌破下轨 |
买入 |
32.9329 |
43700.0 |
¥1.44M |
|
| 2021-04-07 |
回到中轨 |
卖出 |
32.767199999999995 |
43700.0 |
¥1.43M |
|
| 2021-04-13 |
跌破下轨 |
买入 |
29.679649999999995 |
48300.0 |
¥1.43M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
29.89008 |
48300.0 |
¥1.44M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
26.866839999999996 |
53500.0 |
¥1.44M |
|
| 2021-08-17 |
回到中轨 |
卖出 |
27.54 |
53500.0 |
¥1.47M |
|
| 2021-10-12 |
跌破下轨 |
买入 |
29.6296 |
49400.0 |
¥1.46M |
|
| 2021-11-12 |
回到中轨 |
卖出 |
29.410560000000004 |
49400.0 |
¥1.45M |
|
| 2022-01-07 |
跌破下轨 |
买入 |
28.3283 |
51700.0 |
¥1.47M |
|
| 2022-02-22 |
回到中轨 |
卖出 |
26.693279999999998 |
51700.0 |
¥1.38M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
25.095069999999996 |
55000.0 |
¥1.38M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
23.7762 |
55000.0 |
¥1.31M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
20.23021 |
62100.0 |
¥1.26M |
|
| 2022-05-17 |
回到中轨 |
卖出 |
22.4775 |
62100.0 |
¥1.40M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
24.854829999999996 |
58200.0 |
¥1.45M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
26.873099999999997 |
58200.0 |
¥1.56M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
24.984959999999997 |
62500.0 |
¥1.56M |
|
| 2022-10-21 |
回到中轨 |
卖出 |
24.6753 |
62500.0 |
¥1.54M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
24.764739999999996 |
62300.0 |
¥1.54M |
|
| 2023-05-08 |
回到中轨 |
卖出 |
26.33364 |
62300.0 |
¥1.64M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
23.70368 |
68800.0 |
¥1.63M |
|
| 2023-07-03 |
回到中轨 |
卖出 |
24.13 |
68800.0 |
¥1.66M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
23.843819999999997 |
69900.0 |
¥1.67M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
25.974 |
69900.0 |
¥1.82M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
25.195169999999997 |
71700.0 |
¥1.81M |
|
| 2024-01-25 |
回到中轨 |
卖出 |
22.5774 |
71700.0 |
¥1.62M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
22.35 |
71600.0 |
¥1.60M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
22.53744 |
71600.0 |
¥1.61M |
|
| 2024-05-29 |
跌破下轨 |
买入 |
21.231209999999997 |
76900.0 |
¥1.63M |
|
| 2024-06-19 |
回到中轨 |
卖出 |
21.558419999999998 |
76900.0 |
¥1.66M |
|
| 2024-06-25 |
跌破下轨 |
买入 |
20.170149999999996 |
82400.0 |
¥1.66M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
19.77021 |
82400.0 |
¥1.63M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
18.7187 |
86800.0 |
¥1.63M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
19.200779999999998 |
86800.0 |
¥1.67M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
25.605579999999996 |
64700.0 |
¥1.66M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
24.28569 |
64700.0 |
¥1.57M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
23.453429999999997 |
67500.0 |
¥1.58M |
|
| 2025-05-08 |
回到中轨 |
卖出 |
23.56 |
67500.0 |
¥1.59M |
|
| 2025-11-05 |
跌破下轨 |
买入 |
25.68566 |
61500.0 |
¥1.58M |
|
| 2025-12-04 |
回到中轨 |
卖出 |
25.32 |
61500.0 |
¥1.56M |
|
| 2026-01-15 |
跌破下轨 |
买入 |
25.575549999999996 |
61100.0 |
¥1.56M |
|
| 2026-04-14 |
回到中轨 |
卖出 |
22.01796 |
61100.0 |
¥1.34M |
|
| 2026-08-21 |
跌破下轨 |
买入 |
24.844820000000002 |
54300.0 |
¥1.35M |
|
| 2026-08-28 |
回到中轨 |
卖出 |
25.74423 |
54300.0 |
¥1.40M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
23.763739999999995 |
58700.0 |
¥1.40M |
|
| 2026-11-06 |
回到中轨 |
卖出 |
22.327650000000002 |
58700.0 |
¥1.31M |
|