601138 工业富联 — 布林下轨抄底 回测明细
数据区间: 2018-06-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥61.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -38.16%）
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 29 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 |
2018-08-03 |
2018-11-05 |
16.291155880999998 |
12.60738 |
¥-22.6万 |
-22.64% |
回到中轨 |
| 2 |
2018-11-26 |
2018-12-06 |
11.825356543 |
12.13785 |
¥2.0万 |
+2.61% |
回到中轨 |
| 3 |
2019-05-07 |
2019-06-03 |
13.978152187999997 |
13.586400000000001 |
¥-2.2万 |
-2.83% |
回到中轨 |
| 4 |
2019-06-11 |
2019-07-02 |
11.605070476999998 |
13.4865 |
¥12.4万 |
+16.18% |
回到中轨 |
| 5 |
2020-05-25 |
2020-06-02 |
13.267228974999998 |
13.8861 |
¥4.1万 |
+4.63% |
回到中轨 |
| 6 |
2020-09-08 |
2020-10-12 |
13.958126181999999 |
13.8861 |
¥-5,097 |
-0.55% |
回到中轨 |
| 7 |
2020-11-03 |
2020-11-06 |
13.197137953999997 |
13.83615 |
¥4.5万 |
+4.81% |
回到中轨 |
| 8 |
2020-12-11 |
2020-12-31 |
13.397398013999998 |
13.65633 |
¥1.8万 |
+1.90% |
回到中轨 |
| 9 |
2021-02-04 |
2021-03-04 |
13.217163959999997 |
13.786200000000001 |
¥4.2万 |
+4.27% |
回到中轨 |
| 10 |
2021-03-16 |
2021-03-25 |
13.357346001999998 |
13.8861 |
¥4.1万 |
+3.93% |
回到中轨 |
| 11 |
2021-05-06 |
2021-06-21 |
13.627697082999997 |
12.3876 |
¥-9.7万 |
-9.13% |
回到中轨 |
| 12 |
2021-07-05 |
2021-08-03 |
11.965538585 |
11.838149999999999 |
¥-1.1万 |
-1.09% |
回到中轨 |
| 13 |
2021-08-31 |
2021-09-06 |
11.544992459 |
11.99799 |
¥3.8万 |
+3.89% |
回到中轨 |
| 14 |
2021-11-29 |
2021-12-09 |
11.104420327 |
11.4885 |
¥3.4万 |
+3.43% |
回到中轨 |
| 15 |
2022-01-14 |
2022-02-22 |
11.483444 |
11.32866 |
¥-1.4万 |
-1.38% |
回到中轨 |
| 16 |
2022-03-08 |
2022-05-23 |
10.784004230999999 |
9.50049 |
¥-12.2万 |
-11.93% |
回到中轨 |
| 17 |
2022-07-18 |
2022-07-20 |
9.372170808 |
9.86013 |
¥4.7万 |
+5.17% |
回到中轨 |
| 18 |
2022-09-19 |
2022-11-02 |
9.131858735999998 |
8.48151 |
¥-6.8万 |
-7.15% |
回到中轨 |
| 19 |
2023-04-28 |
2023-05-19 |
16.150973838999995 |
16.4835 |
¥1.8万 |
+2.03% |
回到中轨 |
| 20 |
2023-09-08 |
2023-09-25 |
19.034718703 |
19.74024 |
¥3.3万 |
+3.68% |
回到中轨 |
| 21 |
2023-10-18 |
2023-11-10 |
16.621584979999998 |
15.3846 |
¥-6.7万 |
-7.47% |
回到中轨 |
| 22 |
2023-12-06 |
2023-12-11 |
14.158386241999999 |
15.75423 |
¥9.7万 |
+11.24% |
回到中轨 |
| 23 |
2024-06-03 |
2024-06-07 |
22.939789872999995 |
25.82415 |
¥12.1万 |
+12.54% |
回到中轨 |
| 24 |
2024-07-19 |
2024-09-25 |
25.002468490999995 |
21.29868 |
¥-15.8万 |
-14.84% |
回到中轨 |
| 25 |
2025-01-03 |
2025-01-22 |
20.666838191999997 |
21.41 |
¥3.3万 |
+3.56% |
回到中轨 |
| 26 |
2025-03-28 |
2025-04-28 |
20.226266059999997 |
18.24174 |
¥-9.4万 |
-9.84% |
回到中轨 |
| 27 |
2026-01-30 |
2026-02-26 |
57.074117099999995 |
57.3426 |
¥3,769 |
+0.44% |
回到中轨 |
| 28 |
2026-07-03 |
2026-08-06 |
63.58256904999999 |
65.48445 |
¥2.5万 |
+2.96% |
回到中轨 |
| 29 |
2026-09-29 |
2026-11-13 |
58.49596352599999 |
40.1 |
¥-27.8万 |
-31.47% |
强平 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-08-03 |
跌破下轨 |
买入 |
16.28627 |
61300.0 |
¥99.9万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
12.60738 |
61300.0 |
¥77.3万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
11.82181 |
65300.0 |
¥77.2万 |
|
| 2018-12-06 |
回到中轨 |
卖出 |
12.13785 |
65300.0 |
¥79.2万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
13.97396 |
56800.0 |
¥79.4万 |
|
| 2019-06-03 |
回到中轨 |
卖出 |
13.586400000000001 |
56800.0 |
¥77.1万 |
|
| 2019-06-11 |
跌破下轨 |
买入 |
11.601589999999998 |
65800.0 |
¥76.4万 |
|
| 2019-07-02 |
回到中轨 |
卖出 |
13.4865 |
65800.0 |
¥88.7万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
13.26325 |
67200.0 |
¥89.2万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
13.8861 |
67200.0 |
¥93.3万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
13.953939999999998 |
66900.0 |
¥93.4万 |
|
| 2020-10-12 |
回到中轨 |
卖出 |
13.8861 |
66900.0 |
¥92.9万 |
|
| 2020-11-03 |
跌破下轨 |
买入 |
13.193179999999998 |
70500.0 |
¥93.0万 |
|
| 2020-11-06 |
回到中轨 |
卖出 |
13.83615 |
70500.0 |
¥97.5万 |
|
| 2020-12-11 |
跌破下轨 |
买入 |
13.393379999999999 |
72400.0 |
¥97.0万 |
|
| 2020-12-31 |
回到中轨 |
卖出 |
13.65633 |
72400.0 |
¥98.8万 |
|
| 2021-02-04 |
跌破下轨 |
买入 |
13.213199999999997 |
74700.0 |
¥98.7万 |
|
| 2021-03-04 |
回到中轨 |
卖出 |
13.786200000000001 |
74700.0 |
¥1.03M |
|
| 2021-03-16 |
跌破下轨 |
买入 |
13.353339999999998 |
77500.0 |
¥1.04M |
|
| 2021-03-25 |
回到中轨 |
卖出 |
13.8861 |
77500.0 |
¥1.08M |
|
| 2021-05-06 |
跌破下轨 |
买入 |
13.623609999999998 |
78000.0 |
¥1.06M |
|
| 2021-06-21 |
回到中轨 |
卖出 |
12.3876 |
78000.0 |
¥96.6万 |
|
| 2021-07-05 |
跌破下轨 |
买入 |
11.961949999999998 |
81600.0 |
¥97.6万 |
|
| 2021-08-03 |
回到中轨 |
卖出 |
11.838149999999999 |
81600.0 |
¥96.6万 |
|
| 2021-08-31 |
跌破下轨 |
买入 |
11.541529999999998 |
83900.0 |
¥96.9万 |
|
| 2021-09-06 |
回到中轨 |
卖出 |
11.99799 |
83900.0 |
¥1.01M |
|
| 2021-11-29 |
跌破下轨 |
买入 |
11.10109 |
89800.0 |
¥99.7万 |
|
| 2021-12-09 |
回到中轨 |
卖出 |
11.4885 |
89800.0 |
¥1.03M |
|
| 2022-01-14 |
跌破下轨 |
买入 |
11.48 |
89800.0 |
¥1.03M |
|
| 2022-02-22 |
回到中轨 |
卖出 |
11.32866 |
89800.0 |
¥1.02M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
10.780769999999999 |
94600.0 |
¥1.02M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
9.50049 |
94600.0 |
¥89.8万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
9.369359999999999 |
96500.0 |
¥90.4万 |
|
| 2022-07-20 |
回到中轨 |
卖出 |
9.86013 |
96500.0 |
¥95.1万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
9.129119999999999 |
104100.0 |
¥95.1万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
8.48151 |
104100.0 |
¥88.3万 |
|
| 2023-04-28 |
跌破下轨 |
买入 |
16.146129999999996 |
54700.0 |
¥88.3万 |
|
| 2023-05-19 |
回到中轨 |
卖出 |
16.4835 |
54700.0 |
¥90.1万 |
|
| 2023-09-08 |
跌破下轨 |
买入 |
19.02901 |
46800.0 |
¥89.1万 |
|
| 2023-09-25 |
回到中轨 |
卖出 |
19.74024 |
46800.0 |
¥92.4万 |
|
| 2023-10-18 |
跌破下轨 |
买入 |
16.6166 |
53900.0 |
¥89.6万 |
|
| 2023-11-10 |
回到中轨 |
卖出 |
15.3846 |
53900.0 |
¥82.9万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
14.154139999999998 |
61100.0 |
¥86.5万 |
|
| 2023-12-11 |
回到中轨 |
卖出 |
15.75423 |
61100.0 |
¥96.2万 |
|
| 2024-06-03 |
跌破下轨 |
买入 |
22.932909999999996 |
42000.0 |
¥96.3万 |
|
| 2024-06-07 |
回到中轨 |
卖出 |
25.82415 |
42000.0 |
¥1.08M |
|
| 2024-07-19 |
跌破下轨 |
买入 |
24.994969999999995 |
42600.0 |
¥1.07M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
21.29868 |
42600.0 |
¥90.7万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
20.660639999999997 |
44600.0 |
¥92.2万 |
|
| 2025-01-22 |
回到中轨 |
卖出 |
21.41 |
44600.0 |
¥95.5万 |
|
| 2025-03-28 |
跌破下轨 |
买入 |
20.2202 |
47300.0 |
¥95.7万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
18.24174 |
47300.0 |
¥86.3万 |
|
| 2026-01-30 |
跌破下轨 |
买入 |
57.056999999999995 |
15000.0 |
¥85.6万 |
|
| 2026-02-26 |
回到中轨 |
卖出 |
57.3426 |
15000.0 |
¥86.0万 |
|
| 2026-07-03 |
跌破下轨 |
买入 |
63.56349999999999 |
13500.0 |
¥85.8万 |
|
| 2026-08-06 |
回到中轨 |
卖出 |
65.48445 |
13500.0 |
¥88.4万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
58.47841999999999 |
15100.0 |
¥88.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
40.1 |
15100 |
¥60.5万 |
回测结束强平 |