601169 北京银行 — 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: ¥66.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -33.08%）
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 38 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 |
2015-07-20 |
2015-08-31 |
10.443132 |
8.45 |
¥-18.9万 |
-19.11% |
回到中轨 |
| 2 |
2016-01-28 |
2016-03-01 |
9.242001769 |
9.53046 |
¥2.5万 |
+3.09% |
回到中轨 |
| 3 |
2016-07-12 |
2016-08-11 |
8.571130568000001 |
8.4915 |
¥-7,988 |
-0.96% |
回到中轨 |
| 4 |
2016-12-23 |
2017-01-16 |
9.712612909999999 |
9.88011 |
¥1.4万 |
+1.69% |
回到中轨 |
| 5 |
2017-03-03 |
2017-04-06 |
9.862807955 |
9.7902 |
¥-6,421 |
-0.77% |
回到中轨 |
| 6 |
2017-04-27 |
2017-05-26 |
8.911572669999998 |
8.92107 |
¥630 |
+0.08% |
回到中轨 |
| 7 |
2017-07-13 |
2017-08-28 |
7.619895282999999 |
7.66 |
¥4,113 |
+0.50% |
回到中轨 |
| 8 |
2017-09-26 |
2017-10-11 |
7.389596214 |
7.53246 |
¥1.6万 |
+1.90% |
回到中轨 |
| 9 |
2017-11-17 |
2017-11-20 |
7.269440177999999 |
7.35264 |
¥9,509 |
+1.11% |
回到中轨 |
| 10 |
2017-12-28 |
2018-01-04 |
7.089206123999999 |
7.2727200000000005 |
¥2.2万 |
+2.56% |
回到中轨 |
| 11 |
2018-02-12 |
2018-05-09 |
7.1893361539999985 |
6.8331599999999995 |
¥-4.4万 |
-4.98% |
回到中轨 |
| 12 |
2018-05-30 |
2018-07-11 |
6.698699006999999 |
5.9840100000000005 |
¥-9.0万 |
-10.70% |
回到中轨 |
| 13 |
2018-07-17 |
2018-07-24 |
5.727437715999999 |
5.86413 |
¥1.8万 |
+2.36% |
回到中轨 |
| 14 |
2018-11-28 |
2018-12-04 |
5.8976587669999985 |
6.06393 |
¥2.1万 |
+2.79% |
回到中轨 |
| 15 |
2018-12-21 |
2019-01-16 |
5.787515734 |
5.71428 |
¥-1.0万 |
-1.30% |
回到中轨 |
| 16 |
2019-05-14 |
2019-06-12 |
5.937710778999999 |
5.90409 |
¥-4,615 |
-0.60% |
回到中轨 |
| 17 |
2019-07-12 |
2019-09-03 |
5.597268676999999 |
5.2847100000000005 |
¥-4.4万 |
-5.61% |
回到中轨 |
| 18 |
2020-01-22 |
2020-03-05 |
5.5572166649999994 |
5.25474 |
¥-4.0万 |
-5.47% |
回到中轨 |
| 19 |
2020-03-17 |
2020-04-29 |
4.9764624909999995 |
4.83516 |
¥-2.0万 |
-2.87% |
回到中轨 |
| 20 |
2020-09-25 |
2020-10-13 |
4.726137415999999 |
4.76523 |
¥5,363 |
+0.80% |
回到中轨 |
| 21 |
2021-07-13 |
2021-08-17 |
4.846293451999999 |
4.35564 |
¥-6.9万 |
-10.15% |
回到中轨 |
| 22 |
2021-12-01 |
2021-12-03 |
4.395708317 |
4.41558 |
¥2,578 |
+0.42% |
回到中轨 |
| 23 |
2022-03-09 |
2022-03-29 |
4.465799338 |
4.435560000000001 |
¥-4,338 |
-0.71% |
回到中轨 |
| 24 |
2022-07-15 |
2022-08-31 |
4.175422251 |
4.11 |
¥-9,072 |
-1.60% |
回到中轨 |
| 25 |
2022-10-25 |
2022-11-09 |
4.065279218 |
4.07592 |
¥1,387 |
+0.23% |
回到中轨 |
| 26 |
2023-06-27 |
2023-07-14 |
4.545903362 |
4.5954 |
¥6,366 |
+1.06% |
回到中轨 |
| 27 |
2023-08-14 |
2023-08-29 |
4.475812341 |
4.5854099999999995 |
¥1.5万 |
+2.42% |
回到中轨 |
| 28 |
2023-10-20 |
2023-11-22 |
4.535890359 |
4.515479999999999 |
¥-2,980 |
-0.48% |
回到中轨 |
| 29 |
2023-12-22 |
2023-12-29 |
4.40572132 |
4.515479999999999 |
¥1.5万 |
+2.46% |
回到中轨 |
| 30 |
2024-04-29 |
2024-05-14 |
5.487125643999999 |
5.67432 |
¥2.1万 |
+3.38% |
回到中轨 |
| 31 |
2024-06-18 |
2024-06-28 |
5.5672296679999995 |
5.804189999999999 |
¥2.8万 |
+4.23% |
回到中轨 |
| 32 |
2024-07-26 |
2024-08-15 |
5.376982610999999 |
5.40459 |
¥3,303 |
+0.48% |
回到中轨 |
| 33 |
2024-09-10 |
2024-09-25 |
5.046553511999999 |
5.36463 |
¥4.3万 |
+6.27% |
回到中轨 |
| 34 |
2025-08-18 |
2025-10-16 |
6.248113871999999 |
5.69 |
¥-6.5万 |
-8.96% |
回到中轨 |
| 35 |
2025-12-08 |
2026-01-07 |
5.597268677 |
5.57442 |
¥-2,906 |
-0.44% |
回到中轨 |
| 36 |
2026-01-15 |
2026-02-06 |
5.386995614 |
5.40459 |
¥1,958 |
+0.30% |
回到中轨 |
| 37 |
2026-04-29 |
2026-06-10 |
5.286865583999999 |
5.13486 |
¥-1.9万 |
-2.90% |
回到中轨 |
| 38 |
2026-06-29 |
2026-07-07 |
4.936410478999999 |
5.12487 |
¥2.4万 |
+3.79% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-20 |
跌破下轨 |
买入 |
10.44 |
94900.0 |
¥99.1万 |
|
| 2015-08-31 |
回到中轨 |
卖出 |
8.45 |
94900.0 |
¥80.2万 |
|
| 2016-01-28 |
跌破下轨 |
买入 |
9.23923 |
87300.0 |
¥80.7万 |
|
| 2016-03-01 |
回到中轨 |
卖出 |
9.53046 |
87300.0 |
¥83.2万 |
|
| 2016-07-12 |
跌破下轨 |
买入 |
8.56856 |
97200.0 |
¥83.3万 |
|
| 2016-08-11 |
回到中轨 |
卖出 |
8.4915 |
97200.0 |
¥82.5万 |
|
| 2016-12-23 |
跌破下轨 |
买入 |
9.709699999999998 |
84600.0 |
¥82.2万 |
|
| 2017-01-16 |
回到中轨 |
卖出 |
9.88011 |
84600.0 |
¥83.6万 |
|
| 2017-03-03 |
跌破下轨 |
买入 |
9.859849999999998 |
85000.0 |
¥83.8万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
9.7902 |
85000.0 |
¥83.2万 |
|
| 2017-04-27 |
跌破下轨 |
买入 |
8.9089 |
92400.0 |
¥82.3万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
8.92107 |
92400.0 |
¥82.4万 |
|
| 2017-07-13 |
跌破下轨 |
买入 |
7.617609999999999 |
108800.0 |
¥82.9万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
7.66 |
108800.0 |
¥83.3万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
7.387379999999999 |
113100.0 |
¥83.6万 |
|
| 2017-10-11 |
回到中轨 |
卖出 |
7.53246 |
113100.0 |
¥85.2万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
7.267259999999999 |
117400.0 |
¥85.3万 |
|
| 2017-11-20 |
回到中轨 |
卖出 |
7.35264 |
117400.0 |
¥86.3万 |
|
| 2017-12-28 |
跌破下轨 |
买入 |
7.087079999999999 |
121900.0 |
¥86.4万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
7.2727200000000005 |
121900.0 |
¥88.6万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
7.187179999999999 |
122600.0 |
¥88.1万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
6.8331599999999995 |
122600.0 |
¥83.7万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
6.696689999999999 |
125000.0 |
¥83.7万 |
|
| 2018-07-11 |
回到中轨 |
卖出 |
5.9840100000000005 |
125000.0 |
¥74.8万 |
|
| 2018-07-17 |
跌破下轨 |
买入 |
5.725719999999999 |
131500.0 |
¥75.3万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
5.86413 |
131500.0 |
¥77.1万 |
|
| 2018-11-28 |
跌破下轨 |
买入 |
5.895889999999999 |
130700.0 |
¥77.1万 |
|
| 2018-12-04 |
回到中轨 |
卖出 |
6.06393 |
130700.0 |
¥79.2万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
5.78578 |
136500.0 |
¥79.0万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
5.71428 |
136500.0 |
¥78.0万 |
|
| 2019-05-14 |
跌破下轨 |
买入 |
5.935929999999999 |
130400.0 |
¥77.4万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
5.90409 |
130400.0 |
¥77.0万 |
|
| 2019-07-12 |
跌破下轨 |
买入 |
5.59559 |
139000.0 |
¥77.8万 |
|
| 2019-09-03 |
回到中轨 |
卖出 |
5.2847100000000005 |
139000.0 |
¥73.4万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
5.555549999999999 |
131600.0 |
¥73.1万 |
|
| 2020-03-05 |
回到中轨 |
卖出 |
5.25474 |
131600.0 |
¥69.1万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
4.974969999999999 |
139000.0 |
¥69.2万 |
|
| 2020-04-29 |
回到中轨 |
卖出 |
4.83516 |
139000.0 |
¥67.2万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
4.72472 |
142400.0 |
¥67.3万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
4.76523 |
142400.0 |
¥67.8万 |
|
| 2021-07-13 |
跌破下轨 |
买入 |
4.84484 |
140300.0 |
¥68.0万 |
|
| 2021-08-17 |
回到中轨 |
卖出 |
4.35564 |
140300.0 |
¥61.1万 |
|
| 2021-12-01 |
跌破下轨 |
买入 |
4.39439 |
139000.0 |
¥61.1万 |
|
| 2021-12-03 |
回到中轨 |
卖出 |
4.41558 |
139000.0 |
¥61.4万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
4.46446 |
137400.0 |
¥61.4万 |
|
| 2022-03-29 |
回到中轨 |
卖出 |
4.435560000000001 |
137400.0 |
¥60.9万 |
|
| 2022-07-15 |
跌破下轨 |
买入 |
4.174169999999999 |
136100.0 |
¥56.8万 |
|
| 2022-08-31 |
回到中轨 |
卖出 |
4.11 |
136100.0 |
¥55.9万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
4.06406 |
147300.0 |
¥59.9万 |
|
| 2022-11-09 |
回到中轨 |
卖出 |
4.07592 |
147300.0 |
¥60.0万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
4.54454 |
132300.0 |
¥60.1万 |
|
| 2023-07-14 |
回到中轨 |
卖出 |
4.5954 |
132300.0 |
¥60.8万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
4.474469999999999 |
134900.0 |
¥60.4万 |
|
| 2023-08-29 |
回到中轨 |
卖出 |
4.5854099999999995 |
134900.0 |
¥61.8万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
4.53453 |
136900.0 |
¥62.1万 |
|
| 2023-11-22 |
回到中轨 |
卖出 |
4.515479999999999 |
136900.0 |
¥61.8万 |
|
| 2023-12-22 |
跌破下轨 |
买入 |
4.4044 |
140300.0 |
¥61.8万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
4.515479999999999 |
140300.0 |
¥63.3万 |
|
| 2024-04-29 |
跌破下轨 |
买入 |
5.48548 |
115000.0 |
¥63.1万 |
|
| 2024-05-14 |
回到中轨 |
卖出 |
5.67432 |
115000.0 |
¥65.2万 |
|
| 2024-06-18 |
跌破下轨 |
买入 |
5.565559999999999 |
117800.0 |
¥65.6万 |
|
| 2024-06-28 |
回到中轨 |
卖出 |
5.804189999999999 |
117800.0 |
¥68.4万 |
|
| 2024-07-26 |
跌破下轨 |
买入 |
5.375369999999999 |
127100.0 |
¥68.3万 |
|
| 2024-08-15 |
回到中轨 |
卖出 |
5.40459 |
127100.0 |
¥68.7万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
5.045039999999999 |
135800.0 |
¥68.5万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
5.36463 |
135800.0 |
¥72.8万 |
|
| 2025-08-18 |
跌破下轨 |
买入 |
6.246239999999999 |
116400.0 |
¥72.7万 |
|
| 2025-10-16 |
回到中轨 |
卖出 |
5.69 |
116400.0 |
¥66.2万 |
|
| 2025-12-08 |
跌破下轨 |
买入 |
5.59559 |
118500.0 |
¥66.3万 |
|
| 2026-01-07 |
回到中轨 |
卖出 |
5.57442 |
118500.0 |
¥66.0万 |
|
| 2026-01-15 |
跌破下轨 |
买入 |
5.38538 |
122600.0 |
¥66.0万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
5.40459 |
122600.0 |
¥66.2万 |
|
| 2026-04-29 |
跌破下轨 |
买入 |
5.285279999999999 |
124800.0 |
¥66.0万 |
|
| 2026-06-10 |
回到中轨 |
卖出 |
5.13486 |
124800.0 |
¥64.1万 |
|
| 2026-06-29 |
跌破下轨 |
买入 |
4.93493 |
130100.0 |
¥64.2万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
5.12487 |
130100.0 |
¥66.7万 |
|