601111 中国国航 — 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: ¥1.92M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +91.75%）
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 40 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 |
2015-08-25 |
2015-09-23 |
7.619895282999999 |
7.8921 |
¥3.2万 |
+3.54% |
回到中轨 |
| 2 |
2015-11-30 |
2015-12-18 |
8.200649456999999 |
8.65 |
¥5.6万 |
+5.45% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-17 |
7.579843271 |
7.03296 |
¥-7.6万 |
-7.24% |
回到中轨 |
| 4 |
2016-05-31 |
2016-07-06 |
6.768790027999998 |
7.14285 |
¥5.5万 |
+5.49% |
回到中轨 |
| 5 |
2016-12-13 |
2017-01-05 |
7.289466183999998 |
7.282710000000001 |
¥-1,298 |
-0.12% |
回到中轨 |
| 6 |
2017-07-11 |
2017-08-11 |
9.101819726999999 |
9.07092 |
¥-3,900 |
-0.37% |
回到中轨 |
| 7 |
2017-09-28 |
2017-10-23 |
8.721325613 |
8.82 |
¥1.2万 |
+1.10% |
回到中轨 |
| 8 |
2017-12-13 |
2017-12-14 |
10.203250057 |
11.218770000000001 |
¥10.5万 |
+9.92% |
回到中轨 |
| 9 |
2018-01-17 |
2018-01-26 |
11.514953449999998 |
12.4 |
¥8.9万 |
+7.65% |
回到中轨 |
| 10 |
2018-03-20 |
2018-04-12 |
12.0156036 |
11.997990000000001 |
¥-2,208 |
-0.18% |
回到中轨 |
| 11 |
2018-06-26 |
2018-07-26 |
9.502849999999999 |
8.281709999999999 |
¥-15.8万 |
-12.88% |
回到中轨 |
| 12 |
2018-08-07 |
2018-08-22 |
7.039141108999999 |
7.51248 |
¥7.3万 |
+6.69% |
回到中轨 |
| 13 |
2019-08-02 |
2019-09-05 |
8.521065553 |
8.121870000000001 |
¥-5.4万 |
-4.71% |
回到中轨 |
| 14 |
2019-10-09 |
2019-10-14 |
7.830168345999999 |
8.521469999999999 |
¥9.8万 |
+8.80% |
回到中轨 |
| 15 |
2020-01-22 |
2020-02-21 |
8.450974531999998 |
8.2917 |
¥-2.3万 |
-1.91% |
回到中轨 |
| 16 |
2020-03-18 |
2020-04-16 |
7.279453180999998 |
6.6933 |
¥-9.7万 |
-8.08% |
回到中轨 |
| 17 |
2020-05-25 |
2020-06-03 |
6.431928999999999 |
6.75324 |
¥5.5万 |
+4.96% |
回到中轨 |
| 18 |
2020-11-02 |
2020-11-10 |
6.788816034 |
7.792199999999999 |
¥17.0万 |
+14.75% |
回到中轨 |
| 19 |
2020-12-23 |
2021-01-20 |
7.119245132999999 |
7.1928 |
¥1.3万 |
+1.00% |
回到中轨 |
| 20 |
2021-05-06 |
2021-05-19 |
8.11053243 |
8.77122 |
¥10.8万 |
+8.11% |
回到中轨 |
| 21 |
2021-06-17 |
2021-08-18 |
8.060467415 |
6.90309 |
¥-20.7万 |
-14.38% |
回到中轨 |
| 22 |
2021-11-30 |
2021-12-08 |
7.960337385 |
8.57142 |
¥9.5万 |
+7.64% |
回到中轨 |
| 23 |
2022-03-08 |
2022-03-21 |
9.031728705999999 |
9.44 |
¥5.8万 |
+4.49% |
回到中轨 |
| 24 |
2022-05-09 |
2022-05-26 |
8.51105255 |
9.35064 |
¥13.4万 |
+9.83% |
回到中轨 |
| 25 |
2022-08-01 |
2022-08-15 |
9.602469876999999 |
9.93006 |
¥5.1万 |
+3.38% |
回到中轨 |
| 26 |
2022-11-01 |
2022-11-07 |
9.552404861999998 |
10.64934 |
¥17.8万 |
+11.45% |
回到中轨 |
| 27 |
2023-02-06 |
2023-02-14 |
10.013002999999998 |
10.90908 |
¥15.6万 |
+8.92% |
回到中轨 |
| 28 |
2023-03-27 |
2023-04-04 |
10.31339309 |
10.89909 |
¥10.8万 |
+5.65% |
回到中轨 |
| 29 |
2023-04-26 |
2023-06-20 |
10.163198045 |
8.56143 |
¥-31.8万 |
-15.79% |
回到中轨 |
| 30 |
2023-08-23 |
2023-10-30 |
8.652595 |
7.77222 |
¥-17.3万 |
-10.20% |
回到中轨 |
| 31 |
2023-12-19 |
2024-01-16 |
7.4596872350000005 |
7.3226700000000005 |
¥-2.8万 |
-1.87% |
回到中轨 |
| 32 |
2024-06-26 |
2024-07-18 |
7.199349157000001 |
7.252740000000001 |
¥1.1万 |
+0.71% |
回到中轨 |
| 33 |
2024-08-23 |
2024-09-27 |
6.989076094 |
7.06 |
¥1.5万 |
+0.98% |
回到中轨 |
| 34 |
2025-01-14 |
2025-01-22 |
7.289466183999999 |
7.7022900000000005 |
¥8.6万 |
+5.63% |
回到中轨 |
| 35 |
2025-02-07 |
2025-02-28 |
7.119245133 |
7.172819999999999 |
¥1.2万 |
+0.72% |
回到中轨 |
| 36 |
2025-04-08 |
2025-04-10 |
6.90897207 |
7.292700000000001 |
¥8.9万 |
+5.52% |
回到中轨 |
| 37 |
2025-06-20 |
2025-06-26 |
7.659947294999999 |
7.8921 |
¥5.1万 |
+3.00% |
回到中轨 |
| 38 |
2025-08-01 |
2025-08-19 |
7.259427175 |
7.4325600000000005 |
¥4.1万 |
+2.35% |
回到中轨 |
| 39 |
2026-06-10 |
2026-06-26 |
6.168009848 |
6.43356 |
¥7.7万 |
+4.27% |
回到中轨 |
| 40 |
2026-10-16 |
2026-10-30 |
5.607281679999999 |
5.70429 |
¥3.2万 |
+1.70% |
回到中轨 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-25 |
跌破下轨 |
买入 |
7.617609999999999 |
117900.0 |
¥89.8万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
7.8921 |
117900.0 |
¥93.0万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
8.198189999999999 |
125200.0 |
¥1.03M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
8.65 |
125200.0 |
¥1.08M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
7.57757 |
138800.0 |
¥1.05M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
7.03296 |
138800.0 |
¥97.6万 |
|
| 2016-05-31 |
跌破下轨 |
买入 |
6.766759999999999 |
148900.0 |
¥1.01M |
|
| 2016-07-06 |
回到中轨 |
卖出 |
7.14285 |
148900.0 |
¥1.06M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
7.287279999999999 |
145200.0 |
¥1.06M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
7.282710000000001 |
145200.0 |
¥1.06M |
|
| 2017-07-11 |
跌破下轨 |
买入 |
9.09909 |
116000.0 |
¥1.06M |
|
| 2017-08-11 |
回到中轨 |
卖出 |
9.07092 |
116000.0 |
¥1.05M |
|
| 2017-09-28 |
跌破下轨 |
买入 |
8.71871 |
121200.0 |
¥1.06M |
|
| 2017-10-23 |
回到中轨 |
卖出 |
8.82 |
121200.0 |
¥1.07M |
|
| 2017-12-13 |
跌破下轨 |
买入 |
10.20019 |
104000.0 |
¥1.06M |
|
| 2017-12-14 |
回到中轨 |
卖出 |
11.218770000000001 |
104000.0 |
¥1.17M |
|
| 2018-01-17 |
跌破下轨 |
买入 |
11.511499999999998 |
101400.0 |
¥1.17M |
|
| 2018-01-26 |
回到中轨 |
卖出 |
12.4 |
101400.0 |
¥1.26M |
|
| 2018-03-20 |
跌破下轨 |
买入 |
12.011999999999999 |
104100.0 |
¥1.25M |
|
| 2018-04-12 |
回到中轨 |
卖出 |
11.997990000000001 |
104100.0 |
¥1.25M |
|
| 2018-06-26 |
跌破下轨 |
买入 |
9.5 |
129000.0 |
¥1.23M |
|
| 2018-07-26 |
回到中轨 |
卖出 |
8.281709999999999 |
129000.0 |
¥1.07M |
|
| 2018-08-07 |
跌破下轨 |
买入 |
7.03703 |
155700.0 |
¥1.10M |
|
| 2018-08-22 |
回到中轨 |
卖出 |
7.51248 |
155700.0 |
¥1.17M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
8.51851 |
134800.0 |
¥1.15M |
|
| 2019-09-05 |
回到中轨 |
卖出 |
8.121870000000001 |
134800.0 |
¥1.09M |
|
| 2019-10-09 |
跌破下轨 |
买入 |
7.82782 |
142000.0 |
¥1.11M |
|
| 2019-10-14 |
回到中轨 |
卖出 |
8.521469999999999 |
142000.0 |
¥1.21M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
8.448439999999998 |
142900.0 |
¥1.21M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
8.2917 |
142900.0 |
¥1.18M |
|
| 2020-03-18 |
跌破下轨 |
买入 |
7.277269999999998 |
164700.0 |
¥1.20M |
|
| 2020-04-16 |
回到中轨 |
卖出 |
6.6933 |
164700.0 |
¥1.10M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
6.43 |
171000.0 |
¥1.10M |
|
| 2020-06-03 |
回到中轨 |
卖出 |
6.75324 |
171000.0 |
¥1.15M |
|
| 2020-11-02 |
跌破下轨 |
买入 |
6.78678 |
170200.0 |
¥1.16M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
7.792199999999999 |
170200.0 |
¥1.33M |
|
| 2020-12-23 |
跌破下轨 |
买入 |
7.1171099999999985 |
186600.0 |
¥1.33M |
|
| 2021-01-20 |
回到中轨 |
卖出 |
7.1928 |
186600.0 |
¥1.34M |
|
| 2021-05-06 |
跌破下轨 |
买入 |
8.108099999999999 |
163600.0 |
¥1.33M |
|
| 2021-05-19 |
回到中轨 |
卖出 |
8.77122 |
163600.0 |
¥1.43M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
8.05805 |
178700.0 |
¥1.44M |
|
| 2021-08-18 |
回到中轨 |
卖出 |
6.90309 |
178700.0 |
¥1.23M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
7.95795 |
155300.0 |
¥1.24M |
|
| 2021-12-08 |
回到中轨 |
卖出 |
8.57142 |
155300.0 |
¥1.33M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
9.02902 |
143700.0 |
¥1.30M |
|
| 2022-03-21 |
回到中轨 |
卖出 |
9.44 |
143700.0 |
¥1.36M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
8.5085 |
159900.0 |
¥1.36M |
|
| 2022-05-26 |
回到中轨 |
卖出 |
9.35064 |
159900.0 |
¥1.49M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
9.59959 |
158000.0 |
¥1.52M |
|
| 2022-08-15 |
回到中轨 |
卖出 |
9.93006 |
158000.0 |
¥1.57M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
9.549539999999999 |
163000.0 |
¥1.56M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
10.64934 |
163000.0 |
¥1.74M |
|
| 2023-02-06 |
跌破下轨 |
买入 |
10.009999999999998 |
174800.0 |
¥1.75M |
|
| 2023-02-14 |
回到中轨 |
卖出 |
10.90908 |
174800.0 |
¥1.91M |
|
| 2023-03-27 |
跌破下轨 |
买入 |
10.3103 |
185700.0 |
¥1.92M |
|
| 2023-04-04 |
回到中轨 |
卖出 |
10.89909 |
185700.0 |
¥2.02M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
10.16015 |
198500.0 |
¥2.02M |
|
| 2023-06-20 |
回到中轨 |
卖出 |
8.56143 |
198500.0 |
¥1.70M |
|
| 2023-08-23 |
跌破下轨 |
买入 |
8.65 |
196500.0 |
¥1.70M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
7.77222 |
196500.0 |
¥1.53M |
|
| 2023-12-19 |
跌破下轨 |
买入 |
7.457450000000001 |
204400.0 |
¥1.52M |
|
| 2024-01-16 |
回到中轨 |
卖出 |
7.3226700000000005 |
204400.0 |
¥1.50M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
7.19719 |
208100.0 |
¥1.50M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
7.252740000000001 |
208100.0 |
¥1.51M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
6.98698 |
215600.0 |
¥1.51M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
7.06 |
215600.0 |
¥1.52M |
|
| 2025-01-14 |
跌破下轨 |
买入 |
7.28728 |
209300.0 |
¥1.53M |
|
| 2025-01-22 |
回到中轨 |
卖出 |
7.7022900000000005 |
209300.0 |
¥1.61M |
|
| 2025-02-07 |
跌破下轨 |
买入 |
7.117109999999999 |
226000.0 |
¥1.61M |
|
| 2025-02-28 |
回到中轨 |
卖出 |
7.172819999999999 |
226000.0 |
¥1.62M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
6.906899999999999 |
234300.0 |
¥1.62M |
|
| 2025-04-10 |
回到中轨 |
卖出 |
7.292700000000001 |
234300.0 |
¥1.71M |
|
| 2025-06-20 |
跌破下轨 |
买入 |
7.657649999999999 |
223500.0 |
¥1.71M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
7.8921 |
223500.0 |
¥1.76M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
7.257249999999999 |
242300.0 |
¥1.76M |
|
| 2025-08-19 |
回到中轨 |
卖出 |
7.4325600000000005 |
242300.0 |
¥1.80M |
|
| 2026-06-10 |
跌破下轨 |
买入 |
6.16616 |
290300.0 |
¥1.79M |
|
| 2026-06-26 |
回到中轨 |
卖出 |
6.43356 |
290300.0 |
¥1.87M |
|
| 2026-10-16 |
跌破下轨 |
买入 |
5.605599999999999 |
336100.0 |
¥1.88M |
|
| 2026-10-30 |
回到中轨 |
卖出 |
5.70429 |
336100.0 |
¥1.92M |
|