601166 兴业银行 — 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: ¥1.20M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +20.29%）
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 46 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 |
2015-03-06 |
2015-03-10 |
13.477502037999999 |
14.49549 |
¥7.5万 |
+7.52% |
回到中轨 |
| 2 |
2015-05-07 |
2015-05-25 |
18.123535429999997 |
19.8 |
¥9.9万 |
+9.22% |
回到中轨 |
| 3 |
2015-06-23 |
2015-07-13 |
17.242391166 |
17.45253 |
¥1.4万 |
+1.19% |
回到中轨 |
| 4 |
2015-07-28 |
2015-08-11 |
14.969439484999995 |
16.22376 |
¥9.7万 |
+8.35% |
回到中轨 |
| 5 |
2015-08-21 |
2015-09-02 |
14.659036391999997 |
14.4855 |
¥-1.5万 |
-1.21% |
回到中轨 |
| 6 |
2016-06-08 |
2016-07-05 |
15.444631999999999 |
15.45453 |
¥432 |
+0.03% |
回到中轨 |
| 7 |
2016-09-13 |
2016-09-23 |
15.820544739999997 |
15.984 |
¥1.3万 |
+1.00% |
回到中轨 |
| 8 |
2016-12-21 |
2017-01-16 |
16.201038854 |
16.21377 |
¥620 |
+0.05% |
回到中轨 |
| 9 |
2017-03-03 |
2017-04-06 |
16.52145495 |
16.31367 |
¥-1.6万 |
-1.29% |
回到中轨 |
| 10 |
2017-04-17 |
2017-05-12 |
15.800518733999997 |
15.54444 |
¥-2.1万 |
-1.65% |
回到中轨 |
| 11 |
2017-08-09 |
2017-08-24 |
17.432638222999998 |
17.46252 |
¥1,755 |
+0.14% |
回到中轨 |
| 12 |
2017-11-07 |
2017-11-20 |
16.881923057999995 |
17.222759999999997 |
¥2.5万 |
+1.99% |
回到中轨 |
| 13 |
2018-03-19 |
2018-05-09 |
17.475241 |
16.2837 |
¥-8.7万 |
-6.85% |
回到中轨 |
| 14 |
2018-06-19 |
2018-07-23 |
15.319894589999999 |
14.605379999999997 |
¥-5.5万 |
-4.69% |
回到中轨 |
| 15 |
2018-12-20 |
2019-01-10 |
15.490115641 |
15.284700000000003 |
¥-1.5万 |
-1.36% |
回到中轨 |
| 16 |
2019-07-09 |
2019-07-16 |
17.823145339999996 |
18.26172 |
¥2.7万 |
+2.43% |
回到中轨 |
| 17 |
2019-08-29 |
2019-09-09 |
17.375211 |
18.031950000000002 |
¥4.3万 |
+3.75% |
回到中轨 |
| 18 |
2020-01-16 |
2020-02-21 |
19.555394858999996 |
18.02196 |
¥-9.3万 |
-7.87% |
回到中轨 |
| 19 |
2020-03-16 |
2020-04-08 |
16.885064 |
16.10388 |
¥-5.1万 |
-4.66% |
回到中轨 |
| 20 |
2020-04-24 |
2020-04-28 |
15.744722 |
16.05393 |
¥2.0万 |
+1.93% |
回到中轨 |
| 21 |
2021-01-05 |
2021-01-11 |
19.545381855999995 |
20.559419999999996 |
¥5.4万 |
+5.16% |
回到中轨 |
| 22 |
2021-04-19 |
2021-05-07 |
20.927176269999997 |
22.467509999999997 |
¥8.2万 |
+7.33% |
回到中轨 |
| 23 |
2021-06-21 |
2021-07-02 |
20.126136030000005 |
21.06891 |
¥5.5万 |
+4.65% |
回到中轨 |
| 24 |
2021-07-30 |
2021-08-16 |
17.873210355 |
18.75123 |
¥6.1万 |
+4.88% |
回到中轨 |
| 25 |
2021-11-03 |
2021-11-12 |
18.053444409 |
18.8811 |
¥6.0万 |
+4.55% |
回到中轨 |
| 26 |
2022-03-08 |
2022-04-01 |
21.177501344999996 |
20.53944 |
¥-4.1万 |
-3.04% |
回到中轨 |
| 27 |
2022-05-10 |
2022-06-09 |
19.495316840999998 |
19.73025 |
¥1.5万 |
+1.17% |
回到中轨 |
| 28 |
2022-07-14 |
2022-08-12 |
18.435529 |
17.75223 |
¥-5.0万 |
-3.74% |
回到中轨 |
| 29 |
2022-08-30 |
2022-09-14 |
16.901949063999997 |
17.3826 |
¥3.6万 |
+2.81% |
回到中轨 |
| 30 |
2022-09-30 |
2022-11-14 |
16.591545971 |
16.5 |
¥-7,749 |
-0.58% |
回到中轨 |
| 31 |
2023-02-06 |
2023-03-02 |
17.195157000000002 |
17.132849999999998 |
¥-5,160 |
-0.39% |
回到中轨 |
| 32 |
2023-03-13 |
2023-03-24 |
16.591545971 |
16.83315 |
¥1.9万 |
+1.43% |
回到中轨 |
| 33 |
2023-06-20 |
2023-07-20 |
15.820544739999999 |
15.754230000000002 |
¥-6,003 |
-0.45% |
回到中轨 |
| 34 |
2023-10-20 |
2023-12-22 |
15.850583748999997 |
14.495489999999998 |
¥-11.4万 |
-8.58% |
回到中轨 |
| 35 |
2024-03-20 |
2024-03-27 |
16.201038853999997 |
16.46352 |
¥1.9万 |
+1.59% |
回到中轨 |
| 36 |
2024-04-01 |
2024-04-18 |
15.820544739999999 |
16.11387 |
¥2.3万 |
+1.82% |
回到中轨 |
| 37 |
2024-07-10 |
2024-08-16 |
16.441350926 |
16.61337 |
¥1.3万 |
+1.02% |
回到中轨 |
| 38 |
2024-11-01 |
2024-12-04 |
18.233678462999993 |
18.42156 |
¥1.3万 |
+1.00% |
回到中轨 |
| 39 |
2025-04-08 |
2025-04-21 |
20.156175039 |
21.32865 |
¥7.4万 |
+5.79% |
回到中轨 |
| 40 |
2025-07-30 |
2025-08-26 |
22.749542815999995 |
22.8771 |
¥7,205 |
+0.53% |
回到中轨 |
| 41 |
2025-09-02 |
2025-10-17 |
21.82834654 |
20.40957 |
¥-8.9万 |
-6.53% |
回到中轨 |
| 42 |
2025-12-04 |
2025-12-19 |
20.967228281999997 |
20.879099999999998 |
¥-5,739 |
-0.45% |
回到中轨 |
| 43 |
2026-01-19 |
2026-03-12 |
20.086084018 |
18.66132 |
¥-9.0万 |
-7.12% |
回到中轨 |
| 44 |
2026-04-23 |
2026-05-27 |
18.243691465999998 |
17.83 |
¥-2.7万 |
-2.30% |
回到中轨 |
| 45 |
2026-06-22 |
2026-07-13 |
17.292456181 |
17.26272 |
¥-2,322 |
-0.20% |
回到中轨 |
| 46 |
2026-08-31 |
2026-09-07 |
17.462677231999997 |
18.22176 |
¥5.0万 |
+4.32% |
回到中轨 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
13.47346 |
74000.0 |
¥99.7万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
14.49549 |
74000.0 |
¥1.07M |
|
| 2015-05-07 |
跌破下轨 |
买入 |
18.118099999999995 |
59200.0 |
¥1.07M |
|
| 2015-05-25 |
回到中轨 |
卖出 |
19.8 |
59200.0 |
¥1.17M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
17.237219999999997 |
67900.0 |
¥1.17M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
17.45253 |
67900.0 |
¥1.18M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
14.964949999999996 |
77500.0 |
¥1.16M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
16.22376 |
77500.0 |
¥1.26M |
|
| 2015-08-21 |
跌破下轨 |
买入 |
14.654639999999999 |
87000.0 |
¥1.28M |
|
| 2015-09-02 |
回到中轨 |
卖出 |
14.4855 |
87000.0 |
¥1.26M |
|
| 2016-06-08 |
跌破下轨 |
买入 |
15.44 |
82100.0 |
¥1.27M |
|
| 2016-07-05 |
回到中轨 |
卖出 |
15.45453 |
82100.0 |
¥1.27M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
15.8158 |
80200.0 |
¥1.27M |
|
| 2016-09-23 |
回到中轨 |
卖出 |
15.984 |
80200.0 |
¥1.28M |
|
| 2016-12-21 |
跌破下轨 |
买入 |
16.19618 |
78800.0 |
¥1.28M |
|
| 2017-01-16 |
回到中轨 |
卖出 |
16.21377 |
78800.0 |
¥1.28M |
|
| 2017-03-03 |
跌破下轨 |
买入 |
16.516499999999997 |
77400.0 |
¥1.28M |
|
| 2017-04-06 |
回到中轨 |
卖出 |
16.31367 |
77400.0 |
¥1.26M |
|
| 2017-04-17 |
跌破下轨 |
买入 |
15.795779999999997 |
79800.0 |
¥1.26M |
|
| 2017-05-12 |
回到中轨 |
卖出 |
15.54444 |
79800.0 |
¥1.24M |
|
| 2017-08-09 |
跌破下轨 |
买入 |
17.42741 |
71200.0 |
¥1.24M |
|
| 2017-08-24 |
回到中轨 |
卖出 |
17.46252 |
71200.0 |
¥1.24M |
|
| 2017-11-07 |
跌破下轨 |
买入 |
16.876859999999997 |
73700.0 |
¥1.24M |
|
| 2017-11-20 |
回到中轨 |
卖出 |
17.222759999999997 |
73700.0 |
¥1.27M |
|
| 2018-03-19 |
跌破下轨 |
买入 |
17.47 |
72700.0 |
¥1.27M |
|
| 2018-05-09 |
回到中轨 |
卖出 |
16.2837 |
72700.0 |
¥1.18M |
|
| 2018-06-19 |
跌破下轨 |
买入 |
15.3153 |
76600.0 |
¥1.17M |
|
| 2018-07-23 |
回到中轨 |
卖出 |
14.605379999999997 |
76600.0 |
¥1.12M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
15.48547 |
72800.0 |
¥1.13M |
|
| 2019-01-10 |
回到中轨 |
卖出 |
15.284700000000003 |
72800.0 |
¥1.11M |
|
| 2019-07-09 |
跌破下轨 |
买入 |
17.8178 |
62400.0 |
¥1.11M |
|
| 2019-07-16 |
回到中轨 |
卖出 |
18.26172 |
62400.0 |
¥1.14M |
|
| 2019-08-29 |
跌破下轨 |
买入 |
17.37 |
65500.0 |
¥1.14M |
|
| 2019-09-09 |
回到中轨 |
卖出 |
18.031950000000002 |
65500.0 |
¥1.18M |
|
| 2020-01-16 |
跌破下轨 |
买入 |
19.54953 |
60500.0 |
¥1.18M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
18.02196 |
60500.0 |
¥1.09M |
|
| 2020-03-16 |
跌破下轨 |
买入 |
16.88 |
64500.0 |
¥1.09M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
16.10388 |
64500.0 |
¥1.04M |
|
| 2020-04-24 |
跌破下轨 |
买入 |
15.74 |
66000.0 |
¥1.04M |
|
| 2020-04-28 |
回到中轨 |
卖出 |
16.05393 |
66000.0 |
¥1.06M |
|
| 2021-01-05 |
跌破下轨 |
买入 |
19.539519999999996 |
53800.0 |
¥1.05M |
|
| 2021-01-11 |
回到中轨 |
卖出 |
20.559419999999996 |
53800.0 |
¥1.11M |
|
| 2021-04-19 |
跌破下轨 |
买入 |
20.9209 |
53200.0 |
¥1.11M |
|
| 2021-05-07 |
回到中轨 |
卖出 |
22.467509999999997 |
53200.0 |
¥1.19M |
|
| 2021-06-21 |
跌破下轨 |
买入 |
20.1201 |
59100.0 |
¥1.19M |
|
| 2021-07-02 |
回到中轨 |
卖出 |
21.06891 |
59100.0 |
¥1.24M |
|
| 2021-07-30 |
跌破下轨 |
买入 |
17.86785 |
69500.0 |
¥1.24M |
|
| 2021-08-16 |
回到中轨 |
卖出 |
18.75123 |
69500.0 |
¥1.30M |
|
| 2021-11-03 |
跌破下轨 |
买入 |
18.04803 |
72600.0 |
¥1.31M |
|
| 2021-11-12 |
回到中轨 |
卖出 |
18.8811 |
72600.0 |
¥1.37M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
21.171149999999997 |
64000.0 |
¥1.36M |
|
| 2022-04-01 |
回到中轨 |
卖出 |
20.53944 |
64000.0 |
¥1.31M |
|
| 2022-05-10 |
跌破下轨 |
买入 |
19.489469999999997 |
67600.0 |
¥1.32M |
|
| 2022-06-09 |
回到中轨 |
卖出 |
19.73025 |
67600.0 |
¥1.33M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
18.43 |
72100.0 |
¥1.33M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
17.75223 |
72100.0 |
¥1.28M |
|
| 2022-08-30 |
跌破下轨 |
买入 |
16.896879999999996 |
76300.0 |
¥1.29M |
|
| 2022-09-14 |
回到中轨 |
卖出 |
17.3826 |
76300.0 |
¥1.33M |
|
| 2022-09-30 |
跌破下轨 |
买入 |
16.58657 |
80300.0 |
¥1.33M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
16.5 |
80300.0 |
¥1.32M |
|
| 2023-02-06 |
跌破下轨 |
买入 |
17.19 |
76500.0 |
¥1.32M |
|
| 2023-03-02 |
回到中轨 |
卖出 |
17.132849999999998 |
76500.0 |
¥1.31M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
16.58657 |
79200.0 |
¥1.31M |
|
| 2023-03-24 |
回到中轨 |
卖出 |
16.83315 |
79200.0 |
¥1.33M |
|
| 2023-06-20 |
跌破下轨 |
买入 |
15.815799999999998 |
84500.0 |
¥1.34M |
|
| 2023-07-20 |
回到中轨 |
卖出 |
15.754230000000002 |
84500.0 |
¥1.33M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
15.845829999999998 |
83800.0 |
¥1.33M |
|
| 2023-12-22 |
回到中轨 |
卖出 |
14.495489999999998 |
83800.0 |
¥1.21M |
|
| 2024-03-20 |
跌破下轨 |
买入 |
16.19618 |
75000.0 |
¥1.22M |
|
| 2024-03-27 |
回到中轨 |
卖出 |
16.46352 |
75000.0 |
¥1.23M |
|
| 2024-04-01 |
跌破下轨 |
买入 |
15.815800000000001 |
78200.0 |
¥1.24M |
|
| 2024-04-18 |
回到中轨 |
卖出 |
16.11387 |
78200.0 |
¥1.26M |
|
| 2024-07-10 |
跌破下轨 |
买入 |
16.43642 |
76400.0 |
¥1.26M |
|
| 2024-08-16 |
回到中轨 |
卖出 |
16.61337 |
76400.0 |
¥1.27M |
|
| 2024-11-01 |
跌破下轨 |
买入 |
18.228209999999997 |
69400.0 |
¥1.27M |
|
| 2024-12-04 |
回到中轨 |
卖出 |
18.42156 |
69400.0 |
¥1.28M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
20.150129999999997 |
63600.0 |
¥1.28M |
|
| 2025-04-21 |
回到中轨 |
卖出 |
21.32865 |
63600.0 |
¥1.36M |
|
| 2025-07-30 |
跌破下轨 |
买入 |
22.742719999999995 |
59700.0 |
¥1.36M |
|
| 2025-08-26 |
回到中轨 |
卖出 |
22.8771 |
59700.0 |
¥1.37M |
|
| 2025-09-02 |
跌破下轨 |
买入 |
21.8218 |
62500.0 |
¥1.36M |
|
| 2025-10-17 |
回到中轨 |
卖出 |
20.40957 |
62500.0 |
¥1.28M |
|
| 2025-12-04 |
跌破下轨 |
买入 |
20.960939999999997 |
60800.0 |
¥1.27M |
|
| 2025-12-19 |
回到中轨 |
卖出 |
20.879099999999998 |
60800.0 |
¥1.27M |
|
| 2026-01-19 |
跌破下轨 |
买入 |
20.080059999999996 |
63100.0 |
¥1.27M |
|
| 2026-03-12 |
回到中轨 |
卖出 |
18.66132 |
63100.0 |
¥1.18M |
|
| 2026-04-23 |
跌破下轨 |
买入 |
18.23822 |
64600.0 |
¥1.18M |
|
| 2026-05-27 |
回到中轨 |
卖出 |
17.83 |
64600.0 |
¥1.15M |
|
| 2026-06-22 |
跌破下轨 |
买入 |
17.287269999999996 |
66500.0 |
¥1.15M |
|
| 2026-07-13 |
回到中轨 |
卖出 |
17.26272 |
66500.0 |
¥1.15M |
|
| 2026-08-31 |
跌破下轨 |
买入 |
17.45744 |
65900.0 |
¥1.15M |
|
| 2026-09-07 |
回到中轨 |
卖出 |
18.22176 |
65900.0 |
¥1.20M |
|