601136 首创证券 — 布林下轨抄底 回测明细
数据区间: 2022-12-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.04M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +3.59%）
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 15 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 |
2023-03-08 |
2023-04-06 |
15.530167653 |
15.094889999999998 |
¥-2.8万 |
-2.83% |
回到中轨 |
| 2 |
2023-04-24 |
2023-05-10 |
13.267228975 |
14.14584 |
¥6.4万 |
+6.59% |
回到中轨 |
| 3 |
2023-11-23 |
2023-12-08 |
21.037319302999997 |
21.65832 |
¥3.0万 |
+2.92% |
回到中轨 |
| 4 |
2023-12-20 |
2024-01-24 |
18.073470415 |
17.1828 |
¥-5.1万 |
-4.96% |
回到中轨 |
| 5 |
2024-03-26 |
2024-04-17 |
19.62548588 |
19.180799999999998 |
¥-2.3万 |
-2.30% |
回到中轨 |
| 6 |
2024-07-03 |
2024-08-01 |
19.675550895 |
20.32965 |
¥3.2万 |
+3.29% |
回到中轨 |
| 7 |
2024-09-18 |
2024-09-25 |
17.12223513 |
19.49049 |
¥14.1万 |
+13.80% |
回到中轨 |
| 8 |
2025-01-02 |
2025-01-27 |
22.018593597 |
20.42955 |
¥-8.4万 |
-7.24% |
回到中轨 |
| 9 |
2025-04-09 |
2025-05-15 |
19.285043778 |
19.80018 |
¥2.8万 |
+2.64% |
回到中轨 |
| 10 |
2025-05-29 |
2025-06-10 |
18.734328613 |
19.270709999999998 |
¥3.1万 |
+2.83% |
回到中轨 |
| 11 |
2025-11-13 |
2025-11-24 |
20.036019003 |
20.32965 |
¥1.6万 |
+1.44% |
回到中轨 |
| 12 |
2026-01-29 |
2026-02-27 |
17.993366390999995 |
18.26172 |
¥1.7万 |
+1.46% |
回到中轨 |
| 13 |
2026-03-06 |
2026-04-21 |
17.302469184000003 |
16.51347 |
¥-5.4万 |
-4.59% |
回到中轨 |
| 14 |
2026-05-21 |
2026-06-17 |
15.630297682999998 |
14.43555 |
¥-8.6万 |
-7.67% |
回到中轨 |
| 15 |
2026-10-30 |
2026-11-13 |
12.726526813 |
12.75 |
¥1,566 |
+0.15% |
强平 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-03-08 |
跌破下轨 |
买入 |
15.525509999999999 |
64300.0 |
¥99.9万 |
|
| 2023-04-06 |
回到中轨 |
卖出 |
15.094889999999998 |
64300.0 |
¥97.0万 |
|
| 2023-04-24 |
跌破下轨 |
买入 |
13.26325 |
72800.0 |
¥96.6万 |
|
| 2023-05-10 |
回到中轨 |
卖出 |
14.14584 |
72800.0 |
¥1.03M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
21.03101 |
48800.0 |
¥1.03M |
|
| 2023-12-08 |
回到中轨 |
卖出 |
21.65832 |
48800.0 |
¥1.06M |
|
| 2023-12-20 |
跌破下轨 |
买入 |
18.06805 |
56700.0 |
¥1.02M |
|
| 2024-01-24 |
回到中轨 |
卖出 |
17.1828 |
56700.0 |
¥97.4万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
19.6196 |
51500.0 |
¥1.01M |
|
| 2024-04-17 |
回到中轨 |
卖出 |
19.180799999999998 |
51500.0 |
¥98.8万 |
|
| 2024-07-03 |
跌破下轨 |
买入 |
19.669649999999997 |
49900.0 |
¥98.2万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
20.32965 |
49900.0 |
¥1.01M |
|
| 2024-09-18 |
跌破下轨 |
买入 |
17.1171 |
59700.0 |
¥1.02M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
19.49049 |
59700.0 |
¥1.16M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
22.011989999999997 |
52700.0 |
¥1.16M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
20.42955 |
52700.0 |
¥1.08M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
19.27926 |
55200.0 |
¥1.06M |
|
| 2025-05-15 |
回到中轨 |
卖出 |
19.80018 |
55200.0 |
¥1.09M |
|
| 2025-05-29 |
跌破下轨 |
买入 |
18.72871 |
59000.0 |
¥1.11M |
|
| 2025-06-10 |
回到中轨 |
卖出 |
19.270709999999998 |
59000.0 |
¥1.14M |
|
| 2025-11-13 |
跌破下轨 |
买入 |
20.03001 |
56700.0 |
¥1.14M |
|
| 2025-11-24 |
回到中轨 |
卖出 |
20.32965 |
56700.0 |
¥1.15M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
17.987969999999997 |
63900.0 |
¥1.15M |
|
| 2026-02-27 |
回到中轨 |
卖出 |
18.26172 |
63900.0 |
¥1.17M |
|
| 2026-03-06 |
跌破下轨 |
买入 |
17.29728 |
67500.0 |
¥1.17M |
|
| 2026-04-21 |
回到中轨 |
卖出 |
16.51347 |
67500.0 |
¥1.11M |
|
| 2026-05-21 |
跌破下轨 |
买入 |
15.625609999999996 |
71400.0 |
¥1.12M |
|
| 2026-06-17 |
回到中轨 |
卖出 |
14.43555 |
71400.0 |
¥1.03M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
12.72271 |
79700.0 |
¥1.01M |
|
| 2026-11-13 |
强平 |
卖出 |
12.75 |
79700 |
¥1.02M |
回测结束强平 |