601211 国泰君安 — 布林下轨抄底 回测明细
数据区间: 2015-06-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥75.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -24.07%）
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 39 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 |
2015-08-19 |
2015-09-23 |
24.121324227 |
19.52046 |
¥-18.7万 |
-19.10% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-23 |
21.327696389999996 |
18.1818 |
¥-11.7万 |
-14.78% |
回到中轨 |
| 3 |
2016-04-29 |
2016-06-01 |
18.273730474999997 |
18.3816 |
¥3,879 |
+0.56% |
回到中轨 |
| 4 |
2016-08-01 |
2016-08-15 |
17.702989304 |
18.47151 |
¥3.0万 |
+4.31% |
回到中轨 |
| 5 |
2016-09-21 |
2016-10-25 |
18.043431405999996 |
18.031950000000002 |
¥-681 |
-0.09% |
回到中轨 |
| 6 |
2017-03-23 |
2017-03-28 |
18.504029543999994 |
18.781200000000002 |
¥1.1万 |
+1.47% |
回到中轨 |
| 7 |
2017-03-31 |
2017-04-25 |
18.223665459999996 |
18.33165 |
¥4,161 |
+0.56% |
回到中轨 |
| 8 |
2017-08-08 |
2017-08-28 |
20.12613603 |
20.78 |
¥2.4万 |
+3.22% |
回到中轨 |
| 9 |
2017-10-23 |
2017-11-20 |
20.877111255000003 |
20.129849999999998 |
¥-2.8万 |
-3.61% |
回到中轨 |
| 10 |
2017-12-13 |
2018-01-08 |
19.62548588 |
19.16082 |
¥-1.8万 |
-2.40% |
回到中轨 |
| 11 |
2018-02-14 |
2018-03-12 |
17.542781255999998 |
18.2817 |
¥3.0万 |
+4.18% |
回到中轨 |
| 12 |
2018-03-26 |
2018-04-11 |
16.611571976999997 |
17.51247 |
¥4.0万 |
+5.39% |
回到中轨 |
| 13 |
2018-05-25 |
2018-07-23 |
17.22236516 |
14.51547 |
¥-12.5万 |
-15.74% |
回到中轨 |
| 14 |
2018-10-12 |
2018-10-23 |
13.797918134 |
15.4845 |
¥8.1万 |
+12.19% |
回到中轨 |
| 15 |
2018-12-26 |
2019-01-07 |
15.169699544999999 |
16.65333 |
¥7.3万 |
+9.75% |
回到中轨 |
| 16 |
2019-04-30 |
2019-06-12 |
18.954614678999995 |
16.5834 |
¥-10.3万 |
-12.54% |
回到中轨 |
| 17 |
2019-08-05 |
2019-08-20 |
17.232378163 |
17.42 |
¥7,569 |
+1.06% |
回到中轨 |
| 18 |
2019-11-14 |
2019-12-04 |
16.881923057999995 |
16.83315 |
¥-2,320 |
-0.32% |
回到中轨 |
| 19 |
2020-02-03 |
2020-02-18 |
15.830557743 |
17.62236 |
¥7.3万 |
+11.29% |
回到中轨 |
| 20 |
2020-03-19 |
2020-04-08 |
16.130947832999997 |
16.60338 |
¥2.3万 |
+2.90% |
回到中轨 |
| 21 |
2020-05-13 |
2020-06-09 |
16.231077863 |
16.17381 |
¥-3,125 |
-0.38% |
回到中轨 |
| 22 |
2020-09-11 |
2020-10-12 |
18.413912516999996 |
18.581400000000002 |
¥7,173 |
+0.88% |
回到中轨 |
| 23 |
2021-01-27 |
2021-02-22 |
16.871910055 |
16.903080000000003 |
¥1,276 |
+0.15% |
回到中轨 |
| 24 |
2021-04-14 |
2021-04-30 |
16.080882818 |
16.80318 |
¥3.7万 |
+4.46% |
回到中轨 |
| 25 |
2021-10-13 |
2021-10-26 |
17.632898283 |
18.24174 |
¥2.9万 |
+3.42% |
回到中轨 |
| 26 |
2022-02-28 |
2022-03-31 |
16.721715009999993 |
15.63435 |
¥-5.8万 |
-6.53% |
回到中轨 |
| 27 |
2022-04-26 |
2022-05-24 |
14.759166421999998 |
14.37561 |
¥-2.2万 |
-2.63% |
回到中轨 |
| 28 |
2022-09-19 |
2022-11-14 |
14.138360235999999 |
13.82616 |
¥-1.8万 |
-2.24% |
回到中轨 |
| 29 |
2022-12-23 |
2023-01-10 |
13.477502037999999 |
13.73625 |
¥1.5万 |
+1.89% |
回到中轨 |
| 30 |
2023-03-13 |
2023-03-23 |
14.008191196999999 |
14.215770000000001 |
¥1.2万 |
+1.45% |
回到中轨 |
| 31 |
2023-06-27 |
2023-07-12 |
14.258516272 |
14.455530000000001 |
¥1.1万 |
+1.35% |
回到中轨 |
| 32 |
2023-12-06 |
2024-01-02 |
14.919374469999998 |
14.84 |
¥-4,669 |
-0.56% |
回到中轨 |
| 33 |
2024-01-11 |
2024-01-17 |
14.428737322999998 |
14.675310000000001 |
¥1.4万 |
+1.68% |
回到中轨 |
| 34 |
2024-03-26 |
2024-04-29 |
14.388685310999998 |
13.83615 |
¥-3.3万 |
-3.87% |
回到中轨 |
| 35 |
2025-01-06 |
2025-01-27 |
17.482703238 |
18.15183 |
¥3.0万 |
+3.80% |
回到中轨 |
| 36 |
2025-04-09 |
2025-04-22 |
15.92067477 |
16.97301 |
¥5.5万 |
+6.58% |
回到中轨 |
| 37 |
2026-02-25 |
2026-04-13 |
19.485303838 |
16.92306 |
¥-11.8万 |
-13.18% |
回到中轨 |
| 38 |
2026-04-29 |
2026-06-02 |
16.130947832999997 |
15.83415 |
¥-1.4万 |
-1.87% |
回到中轨 |
| 39 |
2026-08-05 |
2026-08-28 |
17.923275369999995 |
17.84214 |
¥-3,658 |
-0.48% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-19 |
跌破下轨 |
买入 |
24.114089999999997 |
40500.0 |
¥97.7万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
19.52046 |
40500.0 |
¥79.0万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
21.321299999999997 |
37000.0 |
¥78.9万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
18.1818 |
37000.0 |
¥67.3万 |
|
| 2016-04-29 |
跌破下轨 |
买入 |
18.26825 |
37900.0 |
¥69.3万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
18.3816 |
37900.0 |
¥69.6万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
17.69768 |
39400.0 |
¥69.7万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
18.47151 |
39400.0 |
¥72.8万 |
|
| 2016-09-21 |
跌破下轨 |
买入 |
18.038019999999996 |
40300.0 |
¥72.7万 |
|
| 2016-10-25 |
回到中轨 |
卖出 |
18.031950000000002 |
40300.0 |
¥72.6万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
18.498479999999997 |
39300.0 |
¥72.7万 |
|
| 2017-03-28 |
回到中轨 |
卖出 |
18.781200000000002 |
39300.0 |
¥73.8万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
18.218199999999996 |
40600.0 |
¥74.0万 |
|
| 2017-04-25 |
回到中轨 |
卖出 |
18.33165 |
40600.0 |
¥74.4万 |
|
| 2017-08-08 |
跌破下轨 |
买入 |
20.1201 |
36800.0 |
¥74.1万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
20.78 |
36800.0 |
¥76.4万 |
|
| 2017-10-23 |
跌破下轨 |
买入 |
20.87085 |
36700.0 |
¥76.6万 |
|
| 2017-11-20 |
回到中轨 |
卖出 |
20.129849999999998 |
36700.0 |
¥73.9万 |
|
| 2017-12-13 |
跌破下轨 |
买入 |
19.6196 |
37700.0 |
¥74.0万 |
|
| 2018-01-08 |
回到中轨 |
卖出 |
19.16082 |
37700.0 |
¥72.2万 |
|
| 2018-02-14 |
跌破下轨 |
买入 |
17.537519999999997 |
41200.0 |
¥72.3万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
18.2817 |
41200.0 |
¥75.3万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
16.606589999999997 |
45000.0 |
¥74.8万 |
|
| 2018-04-11 |
回到中轨 |
卖出 |
17.51247 |
45000.0 |
¥78.8万 |
|
| 2018-05-25 |
跌破下轨 |
买入 |
17.2172 |
46000.0 |
¥79.2万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
14.51547 |
46000.0 |
¥66.8万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
13.793779999999998 |
48400.0 |
¥66.8万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
15.4845 |
48400.0 |
¥74.9万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
15.165149999999999 |
49400.0 |
¥74.9万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
16.65333 |
49400.0 |
¥82.2万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
18.948929999999997 |
43300.0 |
¥82.1万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
16.5834 |
43300.0 |
¥71.8万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
17.22721 |
41500.0 |
¥71.5万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
17.42 |
41500.0 |
¥72.3万 |
|
| 2019-11-14 |
跌破下轨 |
买入 |
16.876859999999997 |
43100.0 |
¥72.8万 |
|
| 2019-12-04 |
回到中轨 |
卖出 |
16.83315 |
43100.0 |
¥72.5万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
15.825809999999999 |
41100.0 |
¥65.1万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
17.62236 |
41100.0 |
¥72.4万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
16.126109999999997 |
49400.0 |
¥79.7万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
16.60338 |
49400.0 |
¥82.0万 |
|
| 2020-05-13 |
跌破下轨 |
买入 |
16.22621 |
50300.0 |
¥81.6万 |
|
| 2020-06-09 |
回到中轨 |
卖出 |
16.17381 |
50300.0 |
¥81.3万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
18.408389999999997 |
44300.0 |
¥81.6万 |
|
| 2020-10-12 |
回到中轨 |
卖出 |
18.581400000000002 |
44300.0 |
¥82.3万 |
|
| 2021-01-27 |
跌破下轨 |
买入 |
16.86685 |
48900.0 |
¥82.5万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
16.903080000000003 |
48900.0 |
¥82.6万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
16.07606 |
51300.0 |
¥82.5万 |
|
| 2021-04-30 |
回到中轨 |
卖出 |
16.80318 |
51300.0 |
¥86.2万 |
|
| 2021-10-13 |
跌破下轨 |
买入 |
17.627609999999997 |
48600.0 |
¥85.7万 |
|
| 2021-10-26 |
回到中轨 |
卖出 |
18.24174 |
48600.0 |
¥88.6万 |
|
| 2022-02-28 |
跌破下轨 |
买入 |
16.716699999999996 |
53300.0 |
¥89.1万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
15.63435 |
53300.0 |
¥83.3万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
14.754739999999998 |
56600.0 |
¥83.5万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
14.37561 |
56600.0 |
¥81.3万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
14.134119999999998 |
57400.0 |
¥81.2万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
13.82616 |
57400.0 |
¥79.3万 |
|
| 2022-12-23 |
跌破下轨 |
买入 |
13.47346 |
58600.0 |
¥79.0万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
13.73625 |
58600.0 |
¥80.5万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
14.003989999999998 |
57800.0 |
¥81.0万 |
|
| 2023-03-23 |
回到中轨 |
卖出 |
14.215770000000001 |
57800.0 |
¥82.1万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
14.25424 |
57600.0 |
¥82.1万 |
|
| 2023-07-12 |
回到中轨 |
卖出 |
14.455530000000001 |
57600.0 |
¥83.2万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
14.9149 |
55700.0 |
¥83.1万 |
|
| 2024-01-02 |
回到中轨 |
卖出 |
14.84 |
55700.0 |
¥82.6万 |
|
| 2024-01-11 |
跌破下轨 |
买入 |
14.424409999999998 |
57300.0 |
¥82.7万 |
|
| 2024-01-17 |
回到中轨 |
卖出 |
14.675310000000001 |
57300.0 |
¥84.1万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
14.384369999999997 |
58400.0 |
¥84.0万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
13.83615 |
58400.0 |
¥80.8万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
17.47746 |
45900.0 |
¥80.2万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
18.15183 |
45900.0 |
¥83.3万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
15.915899999999999 |
52200.0 |
¥83.1万 |
|
| 2025-04-22 |
回到中轨 |
卖出 |
16.97301 |
52200.0 |
¥88.6万 |
|
| 2026-02-25 |
跌破下轨 |
买入 |
19.47946 |
45900.0 |
¥89.4万 |
|
| 2026-04-13 |
回到中轨 |
卖出 |
16.92306 |
45900.0 |
¥77.7万 |
|
| 2026-04-29 |
跌破下轨 |
买入 |
16.126109999999997 |
48000.0 |
¥77.4万 |
|
| 2026-06-02 |
回到中轨 |
卖出 |
15.83415 |
48000.0 |
¥76.0万 |
|
| 2026-08-05 |
跌破下轨 |
买入 |
17.917899999999996 |
42300.0 |
¥75.8万 |
|
| 2026-08-28 |
回到中轨 |
卖出 |
17.84214 |
42300.0 |
¥75.4万 |
|