601100 恒立液压 — 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: ¥1.84M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +84.02%）
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 |
2015-02-09 |
2015-02-17 |
11.464888434999997 |
12.69729 |
¥10.6万 |
+10.72% |
回到中轨 |
| 2 |
2015-11-30 |
2015-12-22 |
16.551493959 |
16.82316 |
¥1.8万 |
+1.61% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-19 |
14.618984379999995 |
11.20878 |
¥-25.4万 |
-23.35% |
回到中轨 |
| 4 |
2016-07-29 |
2016-08-18 |
11.745252519 |
12.12786 |
¥2.8万 |
+3.23% |
回到中轨 |
| 5 |
2016-12-15 |
2016-12-28 |
14.418724319999999 |
15.46452 |
¥6.4万 |
+7.22% |
回到中轨 |
| 6 |
2017-04-19 |
2017-05-03 |
14.91937447 |
15.444540000000002 |
¥3.3万 |
+3.49% |
回到中轨 |
| 7 |
2017-09-22 |
2017-10-16 |
17.963327382 |
18.31167 |
¥1.9万 |
+1.91% |
回到中轨 |
| 8 |
2018-03-26 |
2018-04-27 |
29.037708699999996 |
29.55 |
¥1.7万 |
+1.73% |
回到中轨 |
| 9 |
2018-06-20 |
2018-07-17 |
29.047721703 |
22.2777 |
¥-24.0万 |
-23.33% |
回到中轨 |
| 10 |
2018-10-12 |
2018-11-05 |
20.436539122999996 |
20.1798 |
¥-1.0万 |
-1.29% |
回到中轨 |
| 11 |
2019-01-04 |
2019-01-08 |
18.423925519999994 |
20.29968 |
¥7.9万 |
+10.15% |
回到中轨 |
| 12 |
2019-04-12 |
2019-05-16 |
30.559685155999993 |
29.22075 |
¥-3.7万 |
-4.41% |
回到中轨 |
| 13 |
2019-06-10 |
2019-06-12 |
27.635888279999996 |
30.549419999999998 |
¥8.6万 |
+10.51% |
回到中轨 |
| 14 |
2019-08-07 |
2019-08-20 |
28.697266598 |
30.05991 |
¥4.3万 |
+4.72% |
回到中轨 |
| 15 |
2020-02-04 |
2020-02-12 |
43.336276983999994 |
49.17078 |
¥12.1万 |
+13.43% |
回到中轨 |
| 16 |
2020-07-02 |
2020-07-22 |
53.179058933 |
61.52841 |
¥16.7万 |
+15.67% |
回到中轨 |
| 17 |
2021-02-23 |
2021-03-30 |
101.00116126099998 |
91.6083 |
¥-11.2万 |
-9.33% |
回到中轨 |
| 18 |
2021-05-11 |
2021-05-21 |
70.89206123999999 |
84.16575 |
¥20.3万 |
+18.69% |
回到中轨 |
| 19 |
2021-09-17 |
2021-10-20 |
88.02430937300001 |
85.914 |
¥-3.2万 |
-2.43% |
回到中轨 |
| 20 |
2021-10-28 |
2021-11-02 |
81.315597363 |
87.82209 |
¥10.2万 |
+7.97% |
回到中轨 |
| 21 |
2021-12-02 |
2021-12-08 |
76.329121869 |
83.01689999999999 |
¥12.1万 |
+8.73% |
回到中轨 |
| 22 |
2022-01-06 |
2022-01-10 |
78.10142339999999 |
84.7152 |
¥12.7万 |
+8.44% |
回到中轨 |
| 23 |
2022-02-10 |
2022-04-11 |
69.89076093999999 |
53.95599 |
¥-36.7万 |
-22.82% |
回到中轨 |
| 24 |
2022-04-25 |
2022-05-12 |
44.933476 |
47.43252 |
¥7.0万 |
+5.53% |
回到中轨 |
| 25 |
2022-08-03 |
2022-08-12 |
50.335366081 |
53.98596 |
¥9.6万 |
+7.22% |
回到中轨 |
| 26 |
2022-09-05 |
2022-09-13 |
47.331465181000006 |
51.02892 |
¥11.2万 |
+7.78% |
回到中轨 |
| 27 |
2022-09-30 |
2022-10-13 |
45.098565511999986 |
47.8521 |
¥9.5万 |
+6.07% |
回到中轨 |
| 28 |
2023-03-16 |
2023-03-31 |
64.25344025099999 |
65.934 |
¥4.2万 |
+2.58% |
回到中轨 |
| 29 |
2023-04-26 |
2023-06-13 |
59.62743286499999 |
56.853089999999995 |
¥-7.9万 |
-4.68% |
回到中轨 |
| 30 |
2023-10-10 |
2023-11-07 |
61.579968449999996 |
57.17277 |
¥-11.5万 |
-7.18% |
回到中轨 |
| 31 |
2023-12-11 |
2024-01-02 |
52.48816172599999 |
54.645300000000006 |
¥6.1万 |
+4.08% |
回到中轨 |
| 32 |
2024-01-29 |
2024-02-07 |
51.256562356999986 |
53.23671 |
¥6.0万 |
+3.83% |
回到中轨 |
| 33 |
2024-03-28 |
2024-04-16 |
51.647069474 |
52.83711 |
¥3.7万 |
+2.27% |
回到中轨 |
| 34 |
2024-06-28 |
2024-07-22 |
47.26137416 |
46.613339999999994 |
¥-2.3万 |
-1.40% |
回到中轨 |
| 35 |
2025-04-09 |
2025-04-30 |
69.59037085 |
73.5264 |
¥9.0万 |
+5.62% |
回到中轨 |
| 36 |
2026-03-24 |
2026-04-03 |
92.11962759999997 |
102.35754 |
¥19.1万 |
+11.08% |
回到中轨 |
| 37 |
2026-08-20 |
2026-08-24 |
101.29153834799999 |
105.88400999999999 |
¥8.6万 |
+4.50% |
回到中轨 |
| 38 |
2026-08-27 |
2026-10-26 |
97.27632414499999 |
89.4105 |
¥-16.2万 |
-8.11% |
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 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
11.461449999999997 |
86200.0 |
¥98.8万 |
|
| 2015-02-17 |
回到中轨 |
卖出 |
12.69729 |
86200.0 |
¥1.09M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
16.54653 |
66600.0 |
¥1.10M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
16.82316 |
66600.0 |
¥1.12M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
14.614599999999998 |
74300.0 |
¥1.09M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
11.20878 |
74300.0 |
¥83.3万 |
|
| 2016-07-29 |
跌破下轨 |
买入 |
11.741729999999999 |
73700.0 |
¥86.6万 |
|
| 2016-08-18 |
回到中轨 |
卖出 |
12.12786 |
73700.0 |
¥89.4万 |
|
| 2016-12-15 |
跌破下轨 |
买入 |
14.414399999999999 |
61500.0 |
¥88.7万 |
|
| 2016-12-28 |
回到中轨 |
卖出 |
15.46452 |
61500.0 |
¥95.1万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
14.9149 |
62600.0 |
¥93.4万 |
|
| 2017-05-03 |
回到中轨 |
卖出 |
15.444540000000002 |
62600.0 |
¥96.7万 |
|
| 2017-09-22 |
跌破下轨 |
买入 |
17.95794 |
55300.0 |
¥99.3万 |
|
| 2017-10-16 |
回到中轨 |
卖出 |
18.31167 |
55300.0 |
¥1.01M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
29.028999999999996 |
34400.0 |
¥99.9万 |
|
| 2018-04-27 |
回到中轨 |
卖出 |
29.55 |
34400.0 |
¥1.02M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
29.039009999999998 |
35400.0 |
¥1.03M |
|
| 2018-07-17 |
回到中轨 |
卖出 |
22.2777 |
35400.0 |
¥78.8万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
20.43041 |
38600.0 |
¥78.9万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
20.1798 |
38600.0 |
¥77.9万 |
|
| 2019-01-04 |
跌破下轨 |
买入 |
18.418399999999995 |
42000.0 |
¥77.4万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
20.29968 |
42000.0 |
¥85.2万 |
|
| 2019-04-12 |
跌破下轨 |
买入 |
30.550519999999995 |
27600.0 |
¥84.3万 |
|
| 2019-05-16 |
回到中轨 |
卖出 |
29.22075 |
27600.0 |
¥80.6万 |
|
| 2019-06-10 |
跌破下轨 |
买入 |
27.627599999999997 |
29700.0 |
¥82.1万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
30.549419999999998 |
29700.0 |
¥90.7万 |
|
| 2019-08-07 |
跌破下轨 |
买入 |
28.68866 |
31600.0 |
¥90.7万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
30.05991 |
31600.0 |
¥95.0万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
43.32328 |
20800.0 |
¥90.1万 |
|
| 2020-02-12 |
回到中轨 |
卖出 |
49.17078 |
20800.0 |
¥1.02M |
|
| 2020-07-02 |
跌破下轨 |
买入 |
53.163109999999996 |
20000.0 |
¥1.06M |
|
| 2020-07-22 |
回到中轨 |
卖出 |
61.52841 |
20000.0 |
¥1.23M |
|
| 2021-02-23 |
跌破下轨 |
买入 |
100.97086999999999 |
11900.0 |
¥1.20M |
|
| 2021-03-30 |
回到中轨 |
卖出 |
91.6083 |
11900.0 |
¥1.09M |
|
| 2021-05-11 |
跌破下轨 |
买入 |
70.87079999999999 |
15300.0 |
¥1.08M |
|
| 2021-05-21 |
回到中轨 |
卖出 |
84.16575 |
15300.0 |
¥1.29M |
|
| 2021-09-17 |
跌破下轨 |
买入 |
87.99790999999999 |
14900.0 |
¥1.31M |
|
| 2021-10-20 |
回到中轨 |
卖出 |
85.914 |
14900.0 |
¥1.28M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
81.29120999999998 |
15700.0 |
¥1.28M |
|
| 2021-11-02 |
回到中轨 |
卖出 |
87.82209 |
15700.0 |
¥1.38M |
|
| 2021-12-02 |
跌破下轨 |
买入 |
76.30623 |
18200.0 |
¥1.39M |
|
| 2021-12-08 |
回到中轨 |
卖出 |
83.01689999999999 |
18200.0 |
¥1.51M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
78.07799999999999 |
19300.0 |
¥1.51M |
|
| 2022-01-10 |
回到中轨 |
卖出 |
84.7152 |
19300.0 |
¥1.63M |
|
| 2022-02-10 |
跌破下轨 |
买入 |
69.86979999999998 |
23000.0 |
¥1.61M |
|
| 2022-04-11 |
回到中轨 |
卖出 |
53.95599 |
23000.0 |
¥1.24M |
|
| 2022-04-25 |
跌破下轨 |
买入 |
44.92 |
28100.0 |
¥1.26M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
47.43252 |
28100.0 |
¥1.33M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
50.32027 |
26500.0 |
¥1.33M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
53.98596 |
26500.0 |
¥1.43M |
|
| 2022-09-05 |
跌破下轨 |
买入 |
47.31727 |
30500.0 |
¥1.44M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
51.02892 |
30500.0 |
¥1.56M |
|
| 2022-09-30 |
跌破下轨 |
买入 |
45.08503999999999 |
34500.0 |
¥1.56M |
|
| 2022-10-13 |
回到中轨 |
卖出 |
47.8521 |
34500.0 |
¥1.65M |
|
| 2023-03-16 |
跌破下轨 |
买入 |
64.23416999999999 |
25400.0 |
¥1.63M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
65.934 |
25400.0 |
¥1.67M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
59.60954999999999 |
28300.0 |
¥1.69M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
56.853089999999995 |
28300.0 |
¥1.61M |
|
| 2023-10-10 |
跌破下轨 |
买入 |
61.561499999999995 |
26100.0 |
¥1.61M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
57.17277 |
26100.0 |
¥1.49M |
|
| 2023-12-11 |
跌破下轨 |
买入 |
52.47241999999999 |
28300.0 |
¥1.49M |
|
| 2024-01-02 |
回到中轨 |
卖出 |
54.645300000000006 |
28300.0 |
¥1.55M |
|
| 2024-01-29 |
跌破下轨 |
买入 |
51.24118999999999 |
30300.0 |
¥1.55M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
53.23671 |
30300.0 |
¥1.61M |
|
| 2024-03-28 |
跌破下轨 |
买入 |
51.63157999999999 |
31200.0 |
¥1.61M |
|
| 2024-04-16 |
回到中轨 |
卖出 |
52.83711 |
31200.0 |
¥1.65M |
|
| 2024-06-28 |
跌破下轨 |
买入 |
47.2472 |
34700.0 |
¥1.64M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
46.613339999999994 |
34700.0 |
¥1.62M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
69.56949999999999 |
22900.0 |
¥1.59M |
|
| 2025-04-30 |
回到中轨 |
卖出 |
73.5264 |
22900.0 |
¥1.68M |
|
| 2026-03-24 |
跌破下轨 |
买入 |
92.09199999999998 |
18700.0 |
¥1.72M |
|
| 2026-04-03 |
回到中轨 |
卖出 |
102.35754 |
18700.0 |
¥1.91M |
|
| 2026-08-20 |
跌破下轨 |
买入 |
101.26115999999999 |
18900.0 |
¥1.91M |
|
| 2026-08-24 |
回到中轨 |
卖出 |
105.88400999999999 |
18900.0 |
¥2.00M |
|
| 2026-08-27 |
跌破下轨 |
买入 |
97.24714999999999 |
20500.0 |
¥1.99M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
89.4105 |
20500.0 |
¥1.83M |
|