601117 中国化学 — 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: ¥1.10M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +10.22%）
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 44 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 |
2015-02-25 |
7.489726244 |
8.17182 |
¥9.0万 |
+9.07% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-23 |
9.011702699999999 |
8.831160000000002 |
¥-2.2万 |
-2.03% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-23 |
6.258126875 |
6.653340000000001 |
¥6.3万 |
+6.28% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-22 |
6.888946063999999 |
7.08291 |
¥3.1万 |
+2.78% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-18 |
6.288165884 |
5.724270000000001 |
¥-10.3万 |
-8.99% |
回到中轨 |
| 6 |
2016-04-26 |
2016-06-01 |
5.637320688999999 |
5.45454 |
¥-3.5万 |
-3.27% |
回到中轨 |
| 7 |
2016-09-27 |
2016-10-12 |
5.567229667999999 |
5.65434 |
¥1.6万 |
+1.53% |
回到中轨 |
| 8 |
2017-04-25 |
2017-06-08 |
7.359557204999999 |
6.5934 |
¥-9.9万 |
-10.44% |
回到中轨 |
| 9 |
2017-08-14 |
2017-08-28 |
6.969050087999999 |
7.31268 |
¥4.6万 |
+4.90% |
回到中轨 |
| 10 |
2017-09-25 |
2017-10-27 |
7.059167114999999 |
6.95304 |
¥-1.5万 |
-1.53% |
回到中轨 |
| 11 |
2017-11-03 |
2017-12-13 |
6.598568976999999 |
6.41358 |
¥-2.7万 |
-2.83% |
回到中轨 |
| 12 |
2018-02-09 |
2018-03-13 |
6.518464952999999 |
6.86313 |
¥4.8万 |
+5.26% |
回到中轨 |
| 13 |
2018-06-26 |
2018-07-24 |
6.758777025 |
7.042949999999999 |
¥4.1万 |
+4.17% |
回到中轨 |
| 14 |
2018-08-20 |
2018-09-12 |
6.518464953 |
6.53346 |
¥2,065 |
+0.20% |
回到中轨 |
| 15 |
2018-10-12 |
2018-11-05 |
5.967749787999999 |
5.87412 |
¥-1.6万 |
-1.60% |
回到中轨 |
| 16 |
2018-12-26 |
2019-01-16 |
5.417034622999999 |
5.52447 |
¥2.0万 |
+1.95% |
回到中轨 |
| 17 |
2019-04-26 |
2019-05-23 |
6.258126874999999 |
6.06393 |
¥-3.2万 |
-3.13% |
回到中轨 |
| 18 |
2019-07-10 |
2019-08-29 |
5.897658766999999 |
5.50449 |
¥-6.7万 |
-6.69% |
回到中轨 |
| 19 |
2020-03-19 |
2020-04-15 |
6.137970839 |
6.03396 |
¥-1.6万 |
-1.72% |
回到中轨 |
| 20 |
2020-05-14 |
2020-06-19 |
5.847593751999999 |
5.58441 |
¥-4.2万 |
-4.53% |
回到中轨 |
| 21 |
2020-09-11 |
2020-10-13 |
5.507151649999999 |
5.53446 |
¥4,081 |
+0.47% |
回到中轨 |
| 22 |
2021-01-12 |
2021-01-14 |
5.557216664999999 |
6.24375 |
¥10.8万 |
+12.32% |
回到中轨 |
| 23 |
2022-01-14 |
2022-02-11 |
10.60318 |
10.67931 |
¥6,768 |
+0.69% |
回到中轨 |
| 24 |
2022-03-03 |
2022-03-24 |
9.982963991 |
9.57042 |
¥-4.2万 |
-4.16% |
回到中轨 |
| 25 |
2022-04-26 |
2022-05-17 |
8.491026543999999 |
9.380610000000003 |
¥10.0万 |
+10.44% |
回到中轨 |
| 26 |
2022-08-03 |
2022-09-07 |
9.362157804999999 |
9.18081 |
¥-2.1万 |
-1.97% |
回到中轨 |
| 27 |
2022-09-30 |
2022-10-28 |
7.960337385 |
8.05194 |
¥1.2万 |
+1.12% |
回到中轨 |
| 28 |
2022-11-01 |
2022-11-15 |
7.029128105999998 |
7.8021899999999995 |
¥11.4万 |
+10.96% |
回到中轨 |
| 29 |
2023-03-30 |
2023-04-14 |
9.302079786999998 |
9.99 |
¥8.5万 |
+7.36% |
回到中轨 |
| 30 |
2023-05-15 |
2023-07-03 |
9.312092790000001 |
8.281709999999999 |
¥-13.8万 |
-11.09% |
回到中轨 |
| 31 |
2023-08-22 |
2023-09-05 |
7.990376394 |
8.091899999999999 |
¥1.4万 |
+1.24% |
回到中轨 |
| 32 |
2023-10-19 |
2023-12-29 |
7.349544201999999 |
6.343649999999999 |
¥-15.3万 |
-13.71% |
回到中轨 |
| 33 |
2024-01-18 |
2024-01-25 |
5.987775793999999 |
6.21378 |
¥3.6万 |
+3.74% |
回到中轨 |
| 34 |
2024-03-25 |
2024-04-16 |
6.658646995 |
6.993 |
¥5.0万 |
+4.99% |
回到中轨 |
| 35 |
2024-07-10 |
2024-07-31 |
7.659947294999999 |
7.54245 |
¥-1.6万 |
-1.56% |
回到中轨 |
| 36 |
2024-08-30 |
2024-09-25 |
6.70871201 |
7.01 |
¥4.6万 |
+4.46% |
回到中轨 |
| 37 |
2025-01-03 |
2025-02-11 |
7.860207355 |
7.47252 |
¥-5.4万 |
-4.96% |
回到中轨 |
| 38 |
2025-02-19 |
2025-03-05 |
7.239401169 |
7.2927 |
¥7,294 |
+0.71% |
回到中轨 |
| 39 |
2025-04-08 |
2025-04-23 |
6.778803030999999 |
7.22 |
¥6.7万 |
+6.48% |
回到中轨 |
| 40 |
2025-09-02 |
2025-10-10 |
7.770090327999999 |
7.62237 |
¥-2.1万 |
-1.93% |
回到中轨 |
| 41 |
2026-05-15 |
2026-06-18 |
8.250714471999999 |
8.24175 |
¥-1,504 |
-0.14% |
回到中轨 |
| 42 |
2026-08-17 |
2026-08-28 |
7.389596214 |
7.582409999999999 |
¥2.8万 |
+2.58% |
回到中轨 |
| 43 |
2026-09-08 |
2026-10-12 |
7.309492189999998 |
7.222770000000001 |
¥-1.3万 |
-1.22% |
回到中轨 |
| 44 |
2026-10-16 |
2026-11-02 |
7.0691801179999985 |
7.082910000000001 |
¥1,805 |
+0.16% |
回到中轨 |
逐笔成交记录（共 88 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 |
7.48748 |
132800.0 |
¥99.5万 |
|
| 2015-02-25 |
回到中轨 |
卖出 |
8.17182 |
132800.0 |
¥1.08M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
9.008999999999999 |
120600.0 |
¥1.09M |
|
| 2015-07-23 |
回到中轨 |
卖出 |
8.831160000000002 |
120600.0 |
¥1.06M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
6.25625 |
159100.0 |
¥99.6万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
6.653340000000001 |
159100.0 |
¥1.06M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
6.88688 |
163800.0 |
¥1.13M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
7.08291 |
163800.0 |
¥1.16M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
6.286279999999999 |
182400.0 |
¥1.15M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
5.724270000000001 |
182400.0 |
¥1.04M |
|
| 2016-04-26 |
跌破下轨 |
买入 |
5.63563 |
187100.0 |
¥1.05M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
5.45454 |
187100.0 |
¥1.02M |
|
| 2016-09-27 |
跌破下轨 |
买入 |
5.565559999999999 |
182900.0 |
¥1.02M |
|
| 2016-10-12 |
回到中轨 |
卖出 |
5.65434 |
182900.0 |
¥1.03M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
7.3573499999999985 |
129500.0 |
¥95.3万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
6.5934 |
129500.0 |
¥85.4万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
6.966959999999999 |
134700.0 |
¥93.9万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
7.31268 |
134700.0 |
¥98.5万 |
|
| 2017-09-25 |
跌破下轨 |
买入 |
7.057049999999999 |
138800.0 |
¥98.0万 |
|
| 2017-10-27 |
回到中轨 |
卖出 |
6.95304 |
138800.0 |
¥96.5万 |
|
| 2017-11-03 |
跌破下轨 |
买入 |
6.596589999999999 |
146700.0 |
¥96.8万 |
|
| 2017-12-13 |
回到中轨 |
卖出 |
6.41358 |
146700.0 |
¥94.1万 |
|
| 2018-02-09 |
跌破下轨 |
买入 |
6.516509999999999 |
139200.0 |
¥90.7万 |
|
| 2018-03-13 |
回到中轨 |
卖出 |
6.86313 |
139200.0 |
¥95.5万 |
|
| 2018-06-26 |
跌破下轨 |
买入 |
6.756749999999999 |
146600.0 |
¥99.1万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
7.042949999999999 |
146600.0 |
¥1.03M |
|
| 2018-08-20 |
跌破下轨 |
买入 |
6.516509999999999 |
158400.0 |
¥1.03M |
|
| 2018-09-12 |
回到中轨 |
卖出 |
6.53346 |
158400.0 |
¥1.03M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
5.965959999999999 |
172800.0 |
¥1.03M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
5.87412 |
172800.0 |
¥1.01M |
|
| 2018-12-26 |
跌破下轨 |
买入 |
5.41541 |
187600.0 |
¥1.02M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
5.52447 |
187600.0 |
¥1.04M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
6.25625 |
164800.0 |
¥1.03M |
|
| 2019-05-23 |
回到中轨 |
卖出 |
6.06393 |
164800.0 |
¥99.9万 |
|
| 2019-07-10 |
跌破下轨 |
买入 |
5.895889999999999 |
170000.0 |
¥1.00M |
|
| 2019-08-29 |
回到中轨 |
卖出 |
5.50449 |
170000.0 |
¥93.5万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
6.13613 |
151700.0 |
¥93.1万 |
|
| 2020-04-15 |
回到中轨 |
卖出 |
6.03396 |
151700.0 |
¥91.5万 |
|
| 2020-05-14 |
跌破下轨 |
买入 |
5.845839999999999 |
157500.0 |
¥92.1万 |
|
| 2020-06-19 |
回到中轨 |
卖出 |
5.58441 |
157500.0 |
¥87.9万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
5.5055 |
159100.0 |
¥87.6万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
5.53446 |
159100.0 |
¥88.0万 |
|
| 2021-01-12 |
跌破下轨 |
买入 |
5.555549999999999 |
158100.0 |
¥87.9万 |
|
| 2021-01-14 |
回到中轨 |
卖出 |
6.24375 |
158100.0 |
¥98.7万 |
|
| 2022-01-14 |
跌破下轨 |
买入 |
10.6 |
92800.0 |
¥98.4万 |
|
| 2022-02-11 |
回到中轨 |
卖出 |
10.67931 |
92800.0 |
¥99.1万 |
|
| 2022-03-03 |
跌破下轨 |
买入 |
9.97997 |
100000.0 |
¥99.8万 |
|
| 2022-03-24 |
回到中轨 |
卖出 |
9.57042 |
100000.0 |
¥95.7万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
8.48848 |
112800.0 |
¥95.8万 |
|
| 2022-05-17 |
回到中轨 |
卖出 |
9.380610000000003 |
112800.0 |
¥1.06M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
9.35935 |
112400.0 |
¥1.05M |
|
| 2022-09-07 |
回到中轨 |
卖出 |
9.18081 |
112400.0 |
¥1.03M |
|
| 2022-09-30 |
跌破下轨 |
买入 |
7.957949999999999 |
129800.0 |
¥1.03M |
|
| 2022-10-28 |
回到中轨 |
卖出 |
8.05194 |
129800.0 |
¥1.04M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
7.0270199999999985 |
148000.0 |
¥1.04M |
|
| 2022-11-15 |
回到中轨 |
卖出 |
7.8021899999999995 |
148000.0 |
¥1.15M |
|
| 2023-03-30 |
跌破下轨 |
买入 |
9.299289999999997 |
124400.0 |
¥1.16M |
|
| 2023-04-14 |
回到中轨 |
卖出 |
9.99 |
124400.0 |
¥1.24M |
|
| 2023-05-15 |
跌破下轨 |
买入 |
9.3093 |
133400.0 |
¥1.24M |
|
| 2023-07-03 |
回到中轨 |
卖出 |
8.281709999999999 |
133400.0 |
¥1.10M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
7.98798 |
138900.0 |
¥1.11M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
8.091899999999999 |
138900.0 |
¥1.12M |
|
| 2023-10-19 |
跌破下轨 |
买入 |
7.347339999999998 |
151900.0 |
¥1.12M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
6.343649999999999 |
151900.0 |
¥96.3万 |
|
| 2024-01-18 |
跌破下轨 |
买入 |
5.98598 |
161700.0 |
¥96.8万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
6.21378 |
161700.0 |
¥1.00M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
6.65665 |
150600.0 |
¥1.00M |
|
| 2024-04-16 |
回到中轨 |
卖出 |
6.993 |
150600.0 |
¥1.05M |
|
| 2024-07-10 |
跌破下轨 |
买入 |
7.65765 |
137500.0 |
¥1.05M |
|
| 2024-07-31 |
回到中轨 |
卖出 |
7.54245 |
137500.0 |
¥1.04M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
6.7067 |
154500.0 |
¥1.04M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
7.01 |
154500.0 |
¥1.08M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
7.85785 |
138100.0 |
¥1.09M |
|
| 2025-02-11 |
回到中轨 |
卖出 |
7.47252 |
138100.0 |
¥1.03M |
|
| 2025-02-19 |
跌破下轨 |
买入 |
7.237229999999999 |
142700.0 |
¥1.03M |
|
| 2025-03-05 |
回到中轨 |
卖出 |
7.2927 |
142700.0 |
¥1.04M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
6.776769999999999 |
153500.0 |
¥1.04M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
7.22 |
153500.0 |
¥1.11M |
|
| 2025-09-02 |
跌破下轨 |
买入 |
7.767759999999999 |
142600.0 |
¥1.11M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
7.62237 |
142600.0 |
¥1.09M |
|
| 2026-05-15 |
跌破下轨 |
买入 |
8.24824 |
131500.0 |
¥1.08M |
|
| 2026-06-18 |
回到中轨 |
卖出 |
8.24175 |
131500.0 |
¥1.08M |
|
| 2026-08-17 |
跌破下轨 |
买入 |
7.38738 |
146200.0 |
¥1.08M |
|
| 2026-08-28 |
回到中轨 |
卖出 |
7.582409999999999 |
146200.0 |
¥1.11M |
|
| 2026-09-08 |
跌破下轨 |
买入 |
7.307299999999998 |
151600.0 |
¥1.11M |
|
| 2026-10-12 |
回到中轨 |
卖出 |
7.222770000000001 |
151600.0 |
¥1.09M |
|
| 2026-10-16 |
跌破下轨 |
买入 |
7.067059999999999 |
155500.0 |
¥1.10M |
|
| 2026-11-02 |
回到中轨 |
卖出 |
7.082910000000001 |
155500.0 |
¥1.10M |
|