601077 渝农商行 — 布林下轨抄底 回测明细
数据区间: 2019-10-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥94.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -5.36%）
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 24 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 |
2020-01-22 |
2020-02-21 |
6.558516964999998 |
6.02397 |
¥-8.2万 |
-8.18% |
回到中轨 |
| 2 |
2020-03-17 |
2020-06-03 |
5.667359698 |
4.94505 |
¥-11.7万 |
-12.77% |
回到中轨 |
| 3 |
2020-06-22 |
2020-07-03 |
4.756176425 |
4.94505 |
¥3.2万 |
+3.94% |
回到中轨 |
| 4 |
2020-10-29 |
2020-11-24 |
4.766189427999999 |
4.53546 |
¥-4.0万 |
-4.87% |
回到中轨 |
| 5 |
2021-01-08 |
2021-01-19 |
4.305591289999999 |
4.38561 |
¥1.4万 |
+1.83% |
回到中轨 |
| 6 |
2021-01-29 |
2021-02-22 |
4.221266 |
4.255739999999999 |
¥6,341 |
+0.79% |
回到中轨 |
| 7 |
2021-04-02 |
2021-05-07 |
4.215474263 |
4.16583 |
¥-9,797 |
-1.21% |
回到中轨 |
| 8 |
2021-06-30 |
2021-08-17 |
4.005201199999999 |
3.8461499999999997 |
¥-3.2万 |
-4.00% |
回到中轨 |
| 9 |
2022-04-27 |
2022-05-23 |
3.734850119 |
3.85614 |
¥2.5万 |
+3.22% |
回到中轨 |
| 10 |
2022-07-01 |
2022-08-15 |
3.70481111 |
3.5564400000000003 |
¥-3.2万 |
-4.03% |
回到中轨 |
| 11 |
2022-10-25 |
2022-11-14 |
3.524577056 |
3.5264699999999993 |
¥181 |
+0.02% |
回到中轨 |
| 12 |
2023-06-30 |
2023-07-20 |
3.5446030619999997 |
3.68631 |
¥3.0万 |
+3.97% |
回到中轨 |
| 13 |
2023-11-09 |
2023-11-28 |
4.005201199999999 |
4.05594 |
¥9,800 |
+1.24% |
回到中轨 |
| 14 |
2024-06-18 |
2024-06-21 |
4.846293451999999 |
5.004989999999999 |
¥2.6万 |
+3.24% |
回到中轨 |
| 15 |
2024-08-07 |
2024-08-16 |
5.016514502999999 |
5.16483 |
¥2.4万 |
+2.93% |
回到中轨 |
| 16 |
2024-09-12 |
2024-09-25 |
4.846293451999999 |
5.16483 |
¥5.5万 |
+6.54% |
回到中轨 |
| 17 |
2024-11-12 |
2024-12-02 |
5.467099637999999 |
5.61438 |
¥2.4万 |
+2.66% |
回到中轨 |
| 18 |
2025-02-24 |
2025-03-18 |
5.767489727999999 |
5.6943 |
¥-1.2万 |
-1.30% |
回到中轨 |
| 19 |
2025-07-23 |
2025-09-03 |
6.9690500879999995 |
6.6933 |
¥-3.7万 |
-3.99% |
回到中轨 |
| 20 |
2025-11-19 |
2025-12-22 |
6.678673000999999 |
6.4635299999999996 |
¥-2.9万 |
-3.25% |
回到中轨 |
| 21 |
2026-01-20 |
2026-01-30 |
6.147983841999999 |
6.45354 |
¥4.2万 |
+4.94% |
回到中轨 |
| 22 |
2026-05-12 |
2026-06-10 |
7.009102099999999 |
6.92307 |
¥-1.1万 |
-1.26% |
回到中轨 |
| 23 |
2026-06-22 |
2026-07-14 |
6.228087865999998 |
6.54345 |
¥4.4万 |
+5.03% |
回到中轨 |
| 24 |
2026-09-17 |
2026-10-08 |
6.578542970999999 |
6.6833100000000005 |
¥1.4万 |
+1.56% |
回到中轨 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-22 |
跌破下轨 |
买入 |
6.556549999999999 |
152100.0 |
¥99.8万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
6.02397 |
152100.0 |
¥91.6万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
5.66566 |
162000.0 |
¥91.8万 |
|
| 2020-06-03 |
回到中轨 |
卖出 |
4.94505 |
162000.0 |
¥80.1万 |
|
| 2020-06-22 |
跌破下轨 |
买入 |
4.75475 |
168400.0 |
¥80.1万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
4.94505 |
168400.0 |
¥83.2万 |
|
| 2020-10-29 |
跌破下轨 |
买入 |
4.764759999999999 |
172900.0 |
¥82.4万 |
|
| 2020-11-24 |
回到中轨 |
卖出 |
4.53546 |
172900.0 |
¥78.4万 |
|
| 2021-01-08 |
跌破下轨 |
买入 |
4.3043 |
183200.0 |
¥78.9万 |
|
| 2021-01-19 |
回到中轨 |
卖出 |
4.38561 |
183200.0 |
¥80.3万 |
|
| 2021-01-29 |
跌破下轨 |
买入 |
4.22 |
191000.0 |
¥80.6万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
4.255739999999999 |
191000.0 |
¥81.3万 |
|
| 2021-04-02 |
跌破下轨 |
买入 |
4.21421 |
192500.0 |
¥81.1万 |
|
| 2021-05-07 |
回到中轨 |
卖出 |
4.16583 |
192500.0 |
¥80.2万 |
|
| 2021-06-30 |
跌破下轨 |
买入 |
4.004 |
200200.0 |
¥80.2万 |
|
| 2021-08-17 |
回到中轨 |
卖出 |
3.8461499999999997 |
200200.0 |
¥77.0万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
3.7337299999999995 |
205000.0 |
¥76.6万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
3.85614 |
205000.0 |
¥79.0万 |
|
| 2022-07-01 |
跌破下轨 |
买入 |
3.7037 |
214400.0 |
¥79.4万 |
|
| 2022-08-15 |
回到中轨 |
卖出 |
3.5564400000000003 |
214400.0 |
¥76.2万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
3.5235199999999995 |
216300.0 |
¥76.2万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
3.5264699999999993 |
216300.0 |
¥76.3万 |
|
| 2023-06-30 |
跌破下轨 |
买入 |
3.5435399999999997 |
214500.0 |
¥76.0万 |
|
| 2023-07-20 |
回到中轨 |
卖出 |
3.68631 |
214500.0 |
¥79.0万 |
|
| 2023-11-09 |
跌破下轨 |
买入 |
4.004 |
197900.0 |
¥79.3万 |
|
| 2023-11-28 |
回到中轨 |
卖出 |
4.05594 |
197900.0 |
¥80.2万 |
|
| 2024-06-18 |
跌破下轨 |
买入 |
4.84484 |
165600.0 |
¥80.3万 |
|
| 2024-06-21 |
回到中轨 |
卖出 |
5.004989999999999 |
165600.0 |
¥82.9万 |
|
| 2024-08-07 |
跌破下轨 |
买入 |
5.015009999999999 |
164800.0 |
¥82.7万 |
|
| 2024-08-16 |
回到中轨 |
卖出 |
5.16483 |
164800.0 |
¥85.1万 |
|
| 2024-09-12 |
跌破下轨 |
买入 |
4.84484 |
174800.0 |
¥84.7万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
5.16483 |
174800.0 |
¥90.3万 |
|
| 2024-11-12 |
跌破下轨 |
买入 |
5.465459999999999 |
165700.0 |
¥90.6万 |
|
| 2024-12-02 |
回到中轨 |
卖出 |
5.61438 |
165700.0 |
¥93.0万 |
|
| 2025-02-24 |
跌破下轨 |
买入 |
5.765759999999999 |
161600.0 |
¥93.2万 |
|
| 2025-03-18 |
回到中轨 |
卖出 |
5.6943 |
161600.0 |
¥92.0万 |
|
| 2025-07-23 |
跌破下轨 |
买入 |
6.966959999999999 |
131600.0 |
¥91.7万 |
|
| 2025-09-03 |
回到中轨 |
卖出 |
6.6933 |
131600.0 |
¥88.1万 |
|
| 2025-11-19 |
跌破下轨 |
买入 |
6.676669999999999 |
132000.0 |
¥88.2万 |
|
| 2025-12-22 |
回到中轨 |
卖出 |
6.4635299999999996 |
132000.0 |
¥85.3万 |
|
| 2026-01-20 |
跌破下轨 |
买入 |
6.146139999999999 |
138800.0 |
¥85.3万 |
|
| 2026-01-30 |
回到中轨 |
卖出 |
6.45354 |
138800.0 |
¥89.5万 |
|
| 2026-05-12 |
跌破下轨 |
买入 |
7.007 |
127400.0 |
¥89.3万 |
|
| 2026-06-10 |
回到中轨 |
卖出 |
6.92307 |
127400.0 |
¥88.2万 |
|
| 2026-06-22 |
跌破下轨 |
买入 |
6.226219999999999 |
141300.0 |
¥88.0万 |
|
| 2026-07-14 |
回到中轨 |
卖出 |
6.54345 |
141300.0 |
¥92.4万 |
|
| 2026-09-17 |
跌破下轨 |
买入 |
6.576569999999999 |
141100.0 |
¥92.8万 |
|
| 2026-10-08 |
回到中轨 |
卖出 |
6.6833100000000005 |
141100.0 |
¥94.3万 |
|