601186 中国铁建 — 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: ¥87.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -12.66%）
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 53 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 |
2015-02-04 |
2015-02-27 |
12.075681617999997 |
13.486500000000001 |
¥11.6万 |
+11.65% |
回到中轨 |
| 2 |
2015-06-17 |
2015-07-10 |
19.0247057 |
17.46252 |
¥-9.1万 |
-8.24% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-15 |
12.165798644999999 |
13.966020000000002 |
¥13.6万 |
+14.76% |
回到中轨 |
| 4 |
2015-11-30 |
2016-02-18 |
14.028217202999997 |
10.4895 |
¥-29.3万 |
-25.25% |
回到中轨 |
| 5 |
2016-04-22 |
2016-06-01 |
10.663848194999998 |
10.09989 |
¥-4.6万 |
-5.32% |
回到中轨 |
| 6 |
2016-06-14 |
2016-06-30 |
9.51235285 |
10.16982 |
¥5.6万 |
+6.88% |
回到中轨 |
| 7 |
2016-09-27 |
2016-10-11 |
8.931598676 |
9.19 |
¥2.5万 |
+2.86% |
回到中轨 |
| 8 |
2017-03-13 |
2017-03-22 |
12.426136722999999 |
13.036950000000001 |
¥4.4万 |
+4.88% |
回到中轨 |
| 9 |
2017-05-22 |
2017-06-08 |
11.593477 |
12.13785 |
¥4.4万 |
+4.66% |
回到中轨 |
| 10 |
2017-08-14 |
2017-08-28 |
11.955525582 |
12.4875 |
¥4.4万 |
+4.42% |
回到中轨 |
| 11 |
2017-09-26 |
2017-10-27 |
11.995577594 |
12.13785 |
¥1.2万 |
+1.16% |
回到中轨 |
| 12 |
2017-12-15 |
2018-01-05 |
11.544992458999998 |
11.448540000000001 |
¥-9,050 |
-0.87% |
回到中轨 |
| 13 |
2018-02-09 |
2018-04-11 |
10.90327 |
10.07991 |
¥-7.7万 |
-7.58% |
回到中轨 |
| 14 |
2018-05-24 |
2018-07-17 |
9.632508885999997 |
8.43156 |
¥-12.0万 |
-12.49% |
回到中轨 |
| 15 |
2018-09-07 |
2018-09-19 |
9.862807955 |
10.789200000000001 |
¥7.9万 |
+9.36% |
回到中轨 |
| 16 |
2019-01-24 |
2019-02-14 |
10.353105000000001 |
10.529459999999998 |
¥1.5万 |
+1.67% |
回到中轨 |
| 17 |
2019-04-26 |
2019-06-12 |
11.134459335999997 |
10.12986 |
¥-8.5万 |
-9.05% |
回到中轨 |
| 18 |
2019-07-09 |
2019-07-22 |
9.762677924999998 |
9.98001 |
¥1.9万 |
+2.20% |
回到中轨 |
| 19 |
2019-08-07 |
2019-08-28 |
9.211962759999997 |
9.22077 |
¥570 |
+0.07% |
回到中轨 |
| 20 |
2019-11-01 |
2019-11-05 |
9.402209817000001 |
9.73026 |
¥3.0万 |
+3.46% |
回到中轨 |
| 21 |
2020-01-22 |
2020-02-20 |
9.712612909999999 |
9.290700000000001 |
¥-3.9万 |
-4.37% |
回到中轨 |
| 22 |
2020-05-22 |
2020-07-02 |
9.242772 |
8.641350000000001 |
¥-5.6万 |
-6.53% |
回到中轨 |
| 23 |
2020-09-25 |
2020-10-22 |
8.460987535 |
8.47152 |
¥762 |
+0.09% |
回到中轨 |
| 24 |
2020-11-03 |
2020-11-09 |
8.240701469 |
8.451540000000001 |
¥2.0万 |
+2.53% |
回到中轨 |
| 25 |
2020-12-10 |
2021-01-07 |
8.290766483999999 |
8.14185 |
¥-1.5万 |
-1.83% |
回到中轨 |
| 26 |
2021-02-05 |
2021-02-22 |
7.3295181959999995 |
8.01198 |
¥7.5万 |
+9.28% |
回到中轨 |
| 27 |
2021-04-28 |
2021-05-27 |
7.730038315999998 |
7.76223 |
¥3,416 |
+0.39% |
回到中轨 |
| 28 |
2021-06-01 |
2021-07-26 |
7.659947294999999 |
7.41258 |
¥-2.9万 |
-3.26% |
回到中轨 |
| 29 |
2022-02-28 |
2022-03-31 |
7.960337384999999 |
7.642350000000001 |
¥-3.4万 |
-4.02% |
回到中轨 |
| 30 |
2022-07-27 |
2022-08-23 |
7.5498042619999985 |
7.31268 |
¥-2.6万 |
-3.17% |
回到中轨 |
| 31 |
2022-09-27 |
2022-10-24 |
7.049154111999999 |
7.222770000000001 |
¥1.9万 |
+2.43% |
回到中轨 |
| 32 |
2022-11-01 |
2022-11-07 |
6.878933060999999 |
7.05 |
¥2.0万 |
+2.46% |
回到中轨 |
| 33 |
2023-08-25 |
2023-11-15 |
8.821455642999998 |
8.03196 |
¥-7.4万 |
-8.98% |
回到中轨 |
| 34 |
2023-11-23 |
2023-12-29 |
7.810142339999999 |
7.61238 |
¥-2.0万 |
-2.56% |
回到中轨 |
| 35 |
2024-01-23 |
2024-01-25 |
7.239401169 |
7.882110000000001 |
¥6.6万 |
+8.85% |
回到中轨 |
| 36 |
2024-03-14 |
2024-03-19 |
8.230688466 |
8.48151 |
¥2.4万 |
+3.02% |
回到中轨 |
| 37 |
2024-06-14 |
2024-07-01 |
8.380883510999999 |
8.56 |
¥1.8万 |
+2.11% |
回到中轨 |
| 38 |
2024-07-09 |
2024-07-18 |
8.210662459999998 |
8.43156 |
¥2.3万 |
+2.66% |
回到中轨 |
| 39 |
2024-07-24 |
2024-08-01 |
8.100519426999998 |
8.34165 |
¥2.6万 |
+2.95% |
回到中轨 |
| 40 |
2024-08-28 |
2024-09-26 |
8.11053243 |
7.612379999999999 |
¥-5.6万 |
-6.17% |
回到中轨 |
| 41 |
2025-01-03 |
2025-02-10 |
8.761377624999998 |
8.53 |
¥-2.2万 |
-2.67% |
回到中轨 |
| 42 |
2025-02-21 |
2025-02-25 |
8.290766483999999 |
8.50149 |
¥2.1万 |
+2.51% |
回到中轨 |
| 43 |
2025-03-11 |
2025-03-17 |
8.180623451 |
8.37 |
¥1.9万 |
+2.28% |
回到中轨 |
| 44 |
2025-04-08 |
2025-04-23 |
7.599869276999999 |
8.091899999999999 |
¥5.6万 |
+6.44% |
回到中轨 |
| 45 |
2025-06-20 |
2025-06-25 |
7.7901163339999995 |
7.98201 |
¥2.2万 |
+2.43% |
回到中轨 |
| 46 |
2025-09-04 |
2025-10-10 |
7.992397 |
8.00199 |
¥846 |
+0.09% |
回到中轨 |
| 47 |
2025-11-18 |
2025-12-15 |
7.9102723699999995 |
7.7922 |
¥-1.4万 |
-1.52% |
回到中轨 |
| 48 |
2025-12-31 |
2026-01-07 |
7.699999307 |
7.76223 |
¥7,206 |
+0.78% |
回到中轨 |
| 49 |
2026-01-15 |
2026-02-25 |
7.679973300999999 |
7.302689999999999 |
¥-4.6万 |
-4.94% |
回到中轨 |
| 50 |
2026-04-27 |
2026-06-15 |
6.812043 |
6.43356 |
¥-5.0万 |
-5.58% |
回到中轨 |
| 51 |
2026-06-26 |
2026-07-15 |
6.127957835999999 |
6.22377 |
¥1.3万 |
+1.53% |
回到中轨 |
| 52 |
2026-09-29 |
2026-10-09 |
5.927697776 |
6.06393 |
¥1.9万 |
+2.27% |
回到中轨 |
| 53 |
2026-11-03 |
2026-11-13 |
5.847593751999999 |
5.85 |
¥97 |
+0.01% |
强平 |
逐笔成交记录（共 106 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
跌破下轨 |
买入 |
12.072059999999999 |
82700.0 |
¥99.9万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
13.486500000000001 |
82700.0 |
¥1.11M |
|
| 2015-06-17 |
跌破下轨 |
买入 |
19.019 |
57800.0 |
¥1.10M |
|
| 2015-07-10 |
回到中轨 |
卖出 |
17.46252 |
57800.0 |
¥1.01M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
12.162149999999999 |
75800.0 |
¥92.2万 |
|
| 2015-09-15 |
回到中轨 |
卖出 |
13.966020000000002 |
75800.0 |
¥1.06M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
14.024009999999997 |
82600.0 |
¥1.16M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
10.4895 |
82600.0 |
¥86.6万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
10.660649999999999 |
80600.0 |
¥86.0万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.09989 |
80600.0 |
¥81.4万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
9.5095 |
86300.0 |
¥82.1万 |
|
| 2016-06-30 |
回到中轨 |
卖出 |
10.16982 |
86300.0 |
¥87.7万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
8.92892 |
98000.0 |
¥87.5万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
9.19 |
98000.0 |
¥90.0万 |
|
| 2017-03-13 |
跌破下轨 |
买入 |
12.42241 |
72300.0 |
¥89.8万 |
|
| 2017-03-22 |
回到中轨 |
卖出 |
13.036950000000001 |
72300.0 |
¥94.2万 |
|
| 2017-05-22 |
跌破下轨 |
买入 |
11.59 |
81600.0 |
¥94.6万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
12.13785 |
81600.0 |
¥99.0万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
11.951939999999999 |
82900.0 |
¥99.1万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
12.4875 |
82900.0 |
¥1.03M |
|
| 2017-09-26 |
跌破下轨 |
买入 |
11.99198 |
86100.0 |
¥1.03M |
|
| 2017-10-27 |
回到中轨 |
卖出 |
12.13785 |
86100.0 |
¥1.04M |
|
| 2017-12-15 |
跌破下轨 |
买入 |
11.541529999999998 |
90600.0 |
¥1.05M |
|
| 2018-01-05 |
回到中轨 |
卖出 |
11.448540000000001 |
90600.0 |
¥1.04M |
|
| 2018-02-09 |
跌破下轨 |
买入 |
10.9 |
92700.0 |
¥1.01M |
|
| 2018-04-11 |
回到中轨 |
卖出 |
10.07991 |
92700.0 |
¥93.4万 |
|
| 2018-05-24 |
跌破下轨 |
买入 |
9.629619999999997 |
99900.0 |
¥96.2万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
8.43156 |
99900.0 |
¥84.2万 |
|
| 2018-09-07 |
跌破下轨 |
买入 |
9.859849999999998 |
85300.0 |
¥84.1万 |
|
| 2018-09-19 |
回到中轨 |
卖出 |
10.789200000000001 |
85300.0 |
¥92.0万 |
|
| 2019-01-24 |
跌破下轨 |
买入 |
10.35 |
88800.0 |
¥91.9万 |
|
| 2019-02-14 |
回到中轨 |
卖出 |
10.529459999999998 |
88800.0 |
¥93.5万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
11.131119999999997 |
83900.0 |
¥93.4万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
10.12986 |
83900.0 |
¥85.0万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
9.759749999999999 |
87100.0 |
¥85.0万 |
|
| 2019-07-22 |
回到中轨 |
卖出 |
9.98001 |
87100.0 |
¥86.9万 |
|
| 2019-08-07 |
跌破下轨 |
买入 |
9.209199999999997 |
94400.0 |
¥87.0万 |
|
| 2019-08-28 |
回到中轨 |
卖出 |
9.22077 |
94400.0 |
¥87.0万 |
|
| 2019-11-01 |
跌破下轨 |
买入 |
9.39939 |
92600.0 |
¥87.1万 |
|
| 2019-11-05 |
回到中轨 |
卖出 |
9.73026 |
92600.0 |
¥90.1万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
9.709699999999998 |
92300.0 |
¥89.6万 |
|
| 2020-02-20 |
回到中轨 |
卖出 |
9.290700000000001 |
92300.0 |
¥85.7万 |
|
| 2020-05-22 |
跌破下轨 |
买入 |
9.24 |
93200.0 |
¥86.1万 |
|
| 2020-07-02 |
回到中轨 |
卖出 |
8.641350000000001 |
93200.0 |
¥80.5万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
8.45845 |
95300.0 |
¥80.6万 |
|
| 2020-10-22 |
回到中轨 |
卖出 |
8.47152 |
95300.0 |
¥80.7万 |
|
| 2020-11-03 |
跌破下轨 |
买入 |
8.23823 |
97700.0 |
¥80.5万 |
|
| 2020-11-09 |
回到中轨 |
卖出 |
8.451540000000001 |
97700.0 |
¥82.5万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
8.288279999999999 |
99400.0 |
¥82.4万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
8.14185 |
99400.0 |
¥80.9万 |
|
| 2021-02-05 |
跌破下轨 |
买入 |
7.327319999999999 |
110600.0 |
¥81.1万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
8.01198 |
110600.0 |
¥88.6万 |
|
| 2021-04-28 |
跌破下轨 |
买入 |
7.727719999999999 |
114400.0 |
¥88.4万 |
|
| 2021-05-27 |
回到中轨 |
卖出 |
7.76223 |
114400.0 |
¥88.8万 |
|
| 2021-06-01 |
跌破下轨 |
买入 |
7.657649999999999 |
116200.0 |
¥89.0万 |
|
| 2021-07-26 |
回到中轨 |
卖出 |
7.41258 |
116200.0 |
¥86.1万 |
|
| 2022-02-28 |
跌破下轨 |
买入 |
7.957949999999999 |
107600.0 |
¥85.7万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
7.642350000000001 |
107600.0 |
¥82.2万 |
|
| 2022-07-27 |
跌破下轨 |
买入 |
7.547539999999999 |
109500.0 |
¥82.7万 |
|
| 2022-08-23 |
回到中轨 |
卖出 |
7.31268 |
109500.0 |
¥80.0万 |
|
| 2022-09-27 |
跌破下轨 |
买入 |
7.04704 |
113600.0 |
¥80.1万 |
|
| 2022-10-24 |
回到中轨 |
卖出 |
7.222770000000001 |
113600.0 |
¥82.0万 |
|
| 2022-11-01 |
跌破下轨 |
买入 |
6.876869999999999 |
119100.0 |
¥81.9万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
7.05 |
119100.0 |
¥83.9万 |
|
| 2023-08-25 |
跌破下轨 |
买入 |
8.81881 |
93800.0 |
¥82.7万 |
|
| 2023-11-15 |
回到中轨 |
卖出 |
8.03196 |
93800.0 |
¥75.3万 |
|
| 2023-11-23 |
跌破下轨 |
买入 |
7.8077999999999985 |
97900.0 |
¥76.5万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
7.61238 |
97900.0 |
¥74.5万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
7.237229999999999 |
102700.0 |
¥74.3万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
7.882110000000001 |
102700.0 |
¥80.9万 |
|
| 2024-03-14 |
跌破下轨 |
买入 |
8.22822 |
98400.0 |
¥81.0万 |
|
| 2024-03-19 |
回到中轨 |
卖出 |
8.48151 |
98400.0 |
¥83.4万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
8.378369999999999 |
99400.0 |
¥83.3万 |
|
| 2024-07-01 |
回到中轨 |
卖出 |
8.56 |
99400.0 |
¥85.1万 |
|
| 2024-07-09 |
跌破下轨 |
买入 |
8.208199999999998 |
103500.0 |
¥85.0万 |
|
| 2024-07-18 |
回到中轨 |
卖出 |
8.43156 |
103500.0 |
¥87.2万 |
|
| 2024-07-24 |
跌破下轨 |
买入 |
8.09809 |
107900.0 |
¥87.4万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
8.34165 |
107900.0 |
¥90.0万 |
|
| 2024-08-28 |
跌破下轨 |
买入 |
8.108099999999999 |
111000.0 |
¥90.0万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
7.612379999999999 |
111000.0 |
¥84.5万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
8.75875 |
96100.0 |
¥84.2万 |
|
| 2025-02-10 |
回到中轨 |
卖出 |
8.53 |
96100.0 |
¥81.9万 |
|
| 2025-02-21 |
跌破下轨 |
买入 |
8.288279999999999 |
99300.0 |
¥82.3万 |
|
| 2025-02-25 |
回到中轨 |
卖出 |
8.50149 |
99300.0 |
¥84.4万 |
|
| 2025-03-11 |
跌破下轨 |
买入 |
8.17817 |
102600.0 |
¥83.9万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
8.37 |
102600.0 |
¥85.9万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
7.597589999999999 |
113400.0 |
¥86.2万 |
|
| 2025-04-23 |
回到中轨 |
卖出 |
8.091899999999999 |
113400.0 |
¥91.7万 |
|
| 2025-06-20 |
跌破下轨 |
买入 |
7.78778 |
117900.0 |
¥91.8万 |
|
| 2025-06-25 |
回到中轨 |
卖出 |
7.98201 |
117900.0 |
¥94.1万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
7.99 |
117600.0 |
¥94.0万 |
|
| 2025-10-10 |
回到中轨 |
卖出 |
8.00199 |
117600.0 |
¥94.1万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
7.9079 |
118900.0 |
¥94.1万 |
|
| 2025-12-15 |
回到中轨 |
卖出 |
7.7922 |
118900.0 |
¥92.6万 |
|
| 2025-12-31 |
跌破下轨 |
买入 |
7.69769 |
120300.0 |
¥92.6万 |
|
| 2026-01-07 |
回到中轨 |
卖出 |
7.76223 |
120300.0 |
¥93.4万 |
|
| 2026-01-15 |
跌破下轨 |
买入 |
7.677669999999999 |
121700.0 |
¥93.5万 |
|
| 2026-02-25 |
回到中轨 |
卖出 |
7.302689999999999 |
121700.0 |
¥88.8万 |
|
| 2026-04-27 |
跌破下轨 |
买入 |
6.81 |
130300.0 |
¥88.8万 |
|
| 2026-06-15 |
回到中轨 |
卖出 |
6.43356 |
130300.0 |
¥83.8万 |
|
| 2026-06-26 |
跌破下轨 |
买入 |
6.126119999999999 |
136500.0 |
¥83.6万 |
|
| 2026-07-15 |
回到中轨 |
卖出 |
6.22377 |
136500.0 |
¥84.9万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
5.92592 |
143500.0 |
¥85.1万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
6.06393 |
143500.0 |
¥87.0万 |
|
| 2026-11-03 |
跌破下轨 |
买入 |
5.845839999999999 |
148400.0 |
¥86.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
5.85 |
148400 |
¥86.8万 |
回测结束强平 |