601088 中国神华 — 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: ¥2.62M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +161.86%）
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 38 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 |
2015-08-26 |
2015-09-17 |
13.807931136999997 |
15.634350000000001 |
¥13.2万 |
+13.19% |
回到中轨 |
| 2 |
2016-01-05 |
2016-01-07 |
14.018204200000001 |
15.2847 |
¥10.1万 |
+9.00% |
回到中轨 |
| 3 |
2016-05-10 |
2016-06-01 |
13.527567052999997 |
13.916070000000001 |
¥3.5万 |
+2.84% |
回到中轨 |
| 4 |
2016-06-14 |
2016-06-23 |
13.437450025999999 |
13.766219999999999 |
¥3.1万 |
+2.42% |
回到中轨 |
| 5 |
2016-12-15 |
2017-01-09 |
16.621584979999998 |
16.35 |
¥-2.1万 |
-1.66% |
回到中轨 |
| 6 |
2017-03-13 |
2017-03-21 |
16.401298913999995 |
19.4805 |
¥23.8万 |
+18.74% |
回到中轨 |
| 7 |
2018-03-20 |
2018-04-25 |
21.728216509999996 |
20.91906 |
¥-5.6万 |
-3.75% |
回到中轨 |
| 8 |
2018-06-28 |
2018-07-25 |
19.805719934 |
18.581400000000002 |
¥-9.0万 |
-6.21% |
回到中轨 |
| 9 |
2018-11-28 |
2018-12-13 |
18.494016540999997 |
19.330650000000002 |
¥6.1万 |
+4.49% |
回到中轨 |
| 10 |
2018-12-26 |
2019-01-15 |
18.413912516999996 |
18.631349999999998 |
¥1.6万 |
+1.15% |
回到中轨 |
| 11 |
2019-05-08 |
2019-05-31 |
18.664237591999996 |
18.57141 |
¥-7,498 |
-0.53% |
回到中轨 |
| 12 |
2019-08-05 |
2019-08-20 |
18.60558 |
18.82 |
¥1.6万 |
+1.12% |
回到中轨 |
| 13 |
2019-09-30 |
2019-11-26 |
18.654224588999995 |
17.832150000000002 |
¥-6.4万 |
-4.44% |
回到中轨 |
| 14 |
2020-02-04 |
2020-03-03 |
15.910661767 |
16.7832 |
¥7.5万 |
+5.45% |
回到中轨 |
| 15 |
2020-03-19 |
2020-03-30 |
15.50465 |
16.07391 |
¥5.3万 |
+3.64% |
回到中轨 |
| 16 |
2020-04-22 |
2020-05-06 |
15.299868583999997 |
15.654329999999998 |
¥3.4万 |
+2.29% |
回到中轨 |
| 17 |
2020-06-17 |
2020-07-06 |
14.639010385999997 |
15.88 |
¥13.1万 |
+8.44% |
回到中轨 |
| 18 |
2021-02-01 |
2021-02-22 |
17.052144109 |
18.18 |
¥10.8万 |
+6.58% |
回到中轨 |
| 19 |
2021-06-22 |
2021-06-28 |
19.505329844 |
19.950029999999998 |
¥4.0万 |
+2.25% |
回到中轨 |
| 20 |
2021-07-13 |
2021-08-09 |
17.62288528 |
17.50248 |
¥-1.3万 |
-0.71% |
回到中轨 |
| 21 |
2021-10-29 |
2021-11-25 |
19.985953988 |
20.24973 |
¥2.3万 |
+1.29% |
回到中轨 |
| 22 |
2022-06-21 |
2022-07-01 |
31.040309299999993 |
32.97699 |
¥11.4万 |
+6.21% |
回到中轨 |
| 23 |
2022-07-12 |
2022-08-15 |
29.047721702999997 |
28.93104 |
¥-8,424 |
-0.43% |
回到中轨 |
| 24 |
2022-10-27 |
2022-11-08 |
29.087773714999997 |
30.24972 |
¥7.7万 |
+3.96% |
回到中轨 |
| 25 |
2023-02-14 |
2023-02-24 |
27.535758249999997 |
27.90207 |
¥2.6万 |
+1.30% |
回到中轨 |
| 26 |
2023-03-30 |
2023-04-14 |
27.315472184 |
28.15182 |
¥6.2万 |
+3.03% |
回到中轨 |
| 27 |
2023-06-01 |
2023-06-13 |
28.13653843 |
29.72025 |
¥11.7万 |
+5.60% |
回到中轨 |
| 28 |
2023-07-07 |
2023-08-02 |
28.567097558999997 |
28.451520000000002 |
¥-9,631 |
-0.43% |
回到中轨 |
| 29 |
2023-10-31 |
2023-11-10 |
29.728605906999995 |
30.65931 |
¥6.9万 |
+3.10% |
回到中轨 |
| 30 |
2024-03-13 |
2024-03-26 |
37.181151 |
38.951010000000004 |
¥10.8万 |
+4.73% |
回到中轨 |
| 31 |
2024-07-11 |
2024-08-16 |
41.383741399 |
40.149809999999995 |
¥-7.1万 |
-3.01% |
回到中轨 |
| 32 |
2024-09-09 |
2024-09-25 |
38.0494114 |
41.958 |
¥23.7万 |
+10.24% |
回到中轨 |
| 33 |
2024-11-12 |
2024-11-19 |
39.27099776599999 |
41.38857 |
¥13.6万 |
+5.36% |
回到中轨 |
| 34 |
2025-01-08 |
2025-03-12 |
41.003247285 |
36.31365 |
¥-30.7万 |
-11.46% |
回到中轨 |
| 35 |
2025-07-08 |
2025-07-23 |
37.799086325 |
39.64032000000001 |
¥11.6万 |
+4.84% |
回到中轨 |
| 36 |
2025-12-10 |
2025-12-23 |
40.482141000000006 |
40.84 |
¥2.1万 |
+0.85% |
回到中轨 |
| 37 |
2026-02-04 |
2026-02-05 |
39.701556894999996 |
41.8581 |
¥13.6万 |
+5.40% |
回到中轨 |
| 38 |
2026-06-17 |
2026-07-09 |
42.705457794999994 |
41.958 |
¥-4.7万 |
-1.78% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-26 |
跌破下轨 |
买入 |
13.803789999999998 |
72200.0 |
¥99.7万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
15.634350000000001 |
72200.0 |
¥1.13M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
14.014000000000001 |
79700.0 |
¥1.12M |
|
| 2016-01-07 |
回到中轨 |
卖出 |
15.2847 |
79700.0 |
¥1.22M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
13.523509999999996 |
90300.0 |
¥1.22M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
13.916070000000001 |
90300.0 |
¥1.26M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
13.433419999999998 |
94000.0 |
¥1.26M |
|
| 2016-06-23 |
回到中轨 |
卖出 |
13.766219999999999 |
94000.0 |
¥1.29M |
|
| 2016-12-15 |
跌破下轨 |
买入 |
16.6166 |
77600.0 |
¥1.29M |
|
| 2017-01-09 |
回到中轨 |
卖出 |
16.35 |
77600.0 |
¥1.27M |
|
| 2017-03-13 |
跌破下轨 |
买入 |
16.396379999999997 |
77500.0 |
¥1.27M |
|
| 2017-03-21 |
回到中轨 |
卖出 |
19.4805 |
77500.0 |
¥1.51M |
|
| 2018-03-20 |
跌破下轨 |
买入 |
21.7217 |
68600.0 |
¥1.49M |
|
| 2018-04-25 |
回到中轨 |
卖出 |
20.91906 |
68600.0 |
¥1.43M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
19.79978 |
72800.0 |
¥1.44M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
18.581400000000002 |
72800.0 |
¥1.35M |
|
| 2018-11-28 |
跌破下轨 |
买入 |
18.488469999999996 |
73900.0 |
¥1.37M |
|
| 2018-12-13 |
回到中轨 |
卖出 |
19.330650000000002 |
73900.0 |
¥1.43M |
|
| 2018-12-26 |
跌破下轨 |
买入 |
18.408389999999997 |
77300.0 |
¥1.42M |
|
| 2019-01-15 |
回到中轨 |
卖出 |
18.631349999999998 |
77300.0 |
¥1.44M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
18.65864 |
76200.0 |
¥1.42M |
|
| 2019-05-31 |
回到中轨 |
卖出 |
18.57141 |
76200.0 |
¥1.41M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
18.6 |
76900.0 |
¥1.43M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
18.82 |
76900.0 |
¥1.45M |
|
| 2019-09-30 |
跌破下轨 |
买入 |
18.648629999999997 |
77500.0 |
¥1.45M |
|
| 2019-11-26 |
回到中轨 |
卖出 |
17.832150000000002 |
77500.0 |
¥1.38M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
15.90589 |
86700.0 |
¥1.38M |
|
| 2020-03-03 |
回到中轨 |
卖出 |
16.7832 |
86700.0 |
¥1.45M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
15.5 |
94100.0 |
¥1.46M |
|
| 2020-03-30 |
回到中轨 |
卖出 |
16.07391 |
94100.0 |
¥1.51M |
|
| 2020-04-22 |
跌破下轨 |
买入 |
15.295279999999998 |
98500.0 |
¥1.51M |
|
| 2020-05-06 |
回到中轨 |
卖出 |
15.654329999999998 |
98500.0 |
¥1.54M |
|
| 2020-06-17 |
跌破下轨 |
买入 |
14.634619999999998 |
105600.0 |
¥1.55M |
|
| 2020-07-06 |
回到中轨 |
卖出 |
15.88 |
105600.0 |
¥1.68M |
|
| 2021-02-01 |
跌破下轨 |
买入 |
17.04703 |
96400.0 |
¥1.64M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
18.18 |
96400.0 |
¥1.75M |
|
| 2021-06-22 |
跌破下轨 |
买入 |
19.49948 |
91700.0 |
¥1.79M |
|
| 2021-06-28 |
回到中轨 |
卖出 |
19.950029999999998 |
91700.0 |
¥1.83M |
|
| 2021-07-13 |
跌破下轨 |
买入 |
17.6176 |
103600.0 |
¥1.83M |
|
| 2021-08-09 |
回到中轨 |
卖出 |
17.50248 |
103600.0 |
¥1.81M |
|
| 2021-10-29 |
跌破下轨 |
买入 |
19.97996 |
90000.0 |
¥1.80M |
|
| 2021-11-25 |
回到中轨 |
卖出 |
20.24973 |
90000.0 |
¥1.82M |
|
| 2022-06-21 |
跌破下轨 |
买入 |
31.030999999999995 |
59100.0 |
¥1.83M |
|
| 2022-07-01 |
回到中轨 |
卖出 |
32.97699 |
59100.0 |
¥1.95M |
|
| 2022-07-12 |
跌破下轨 |
买入 |
29.039009999999998 |
67200.0 |
¥1.95M |
|
| 2022-08-15 |
回到中轨 |
卖出 |
28.93104 |
67200.0 |
¥1.94M |
|
| 2022-10-27 |
跌破下轨 |
买入 |
29.07905 |
66900.0 |
¥1.95M |
|
| 2022-11-08 |
回到中轨 |
卖出 |
30.24972 |
66900.0 |
¥2.02M |
|
| 2023-02-14 |
跌破下轨 |
买入 |
27.527499999999996 |
73500.0 |
¥2.02M |
|
| 2023-02-24 |
回到中轨 |
卖出 |
27.90207 |
73500.0 |
¥2.05M |
|
| 2023-03-30 |
跌破下轨 |
买入 |
27.30728 |
74900.0 |
¥2.05M |
|
| 2023-04-14 |
回到中轨 |
卖出 |
28.15182 |
74900.0 |
¥2.11M |
|
| 2023-06-01 |
跌破下轨 |
买入 |
28.128099999999996 |
74600.0 |
¥2.10M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
29.72025 |
74600.0 |
¥2.22M |
|
| 2023-07-07 |
跌破下轨 |
买入 |
28.558529999999998 |
77600.0 |
¥2.22M |
|
| 2023-08-02 |
回到中轨 |
卖出 |
28.451520000000002 |
77600.0 |
¥2.21M |
|
| 2023-10-31 |
跌破下轨 |
买入 |
29.719689999999996 |
74500.0 |
¥2.21M |
|
| 2023-11-10 |
回到中轨 |
卖出 |
30.65931 |
74500.0 |
¥2.28M |
|
| 2024-03-13 |
跌破下轨 |
买入 |
37.17 |
61300.0 |
¥2.28M |
|
| 2024-03-26 |
回到中轨 |
卖出 |
38.951010000000004 |
61300.0 |
¥2.39M |
|
| 2024-07-11 |
跌破下轨 |
买入 |
41.37132999999999 |
57300.0 |
¥2.37M |
|
| 2024-08-16 |
回到中轨 |
卖出 |
40.149809999999995 |
57300.0 |
¥2.30M |
|
| 2024-09-09 |
跌破下轨 |
买入 |
38.038 |
60900.0 |
¥2.32M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
41.958 |
60900.0 |
¥2.55M |
|
| 2024-11-12 |
跌破下轨 |
买入 |
39.25921999999999 |
64800.0 |
¥2.54M |
|
| 2024-11-19 |
回到中轨 |
卖出 |
41.38857 |
64800.0 |
¥2.68M |
|
| 2025-01-08 |
跌破下轨 |
买入 |
40.99095 |
65400.0 |
¥2.68M |
|
| 2025-03-12 |
回到中轨 |
卖出 |
36.31365 |
65400.0 |
¥2.37M |
|
| 2025-07-08 |
跌破下轨 |
买入 |
37.787749999999996 |
63200.0 |
¥2.39M |
|
| 2025-07-23 |
回到中轨 |
卖出 |
39.64032000000001 |
63200.0 |
¥2.50M |
|
| 2025-12-10 |
跌破下轨 |
买入 |
40.47 |
61700.0 |
¥2.50M |
|
| 2025-12-23 |
回到中轨 |
卖出 |
40.84 |
61700.0 |
¥2.52M |
|
| 2026-02-04 |
跌破下轨 |
买入 |
39.68964999999999 |
63600.0 |
¥2.53M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
41.8581 |
63600.0 |
¥2.66M |
|
| 2026-06-17 |
跌破下轨 |
买入 |
42.69264999999999 |
62400.0 |
¥2.66M |
|
| 2026-07-09 |
回到中轨 |
卖出 |
41.958 |
62400.0 |
¥2.62M |
|