601225 陕西煤业 — 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: ¥92.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -8.03%）
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 31 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 |
2015-06-23 |
2015-07-24 |
9.972950988000001 |
6.993 |
¥-29.8万 |
-29.90% |
回到中轨 |
| 2 |
2015-08-25 |
2015-10-12 |
4.836280448999999 |
4.6953000000000005 |
¥-1.9万 |
-2.94% |
回到中轨 |
| 3 |
2016-01-05 |
2016-01-07 |
4.315604292999999 |
4.995 |
¥10.4万 |
+15.71% |
回到中轨 |
| 4 |
2016-01-18 |
2016-02-22 |
4.135370238999999 |
4.11588 |
¥-3,826 |
-0.50% |
回到中轨 |
| 5 |
2016-05-11 |
2016-06-02 |
4.415734323 |
4.465529999999999 |
¥8,596 |
+1.10% |
回到中轨 |
| 6 |
2016-11-25 |
2017-01-11 |
6.107931829999999 |
4.96503 |
¥-14.8万 |
-18.74% |
回到中轨 |
| 7 |
2017-04-20 |
2017-05-26 |
5.817554742999999 |
6.013979999999999 |
¥2.1万 |
+3.35% |
回到中轨 |
| 8 |
2017-08-14 |
2017-08-28 |
7.60988228 |
8.091899999999999 |
¥4.2万 |
+6.30% |
回到中轨 |
| 9 |
2017-10-13 |
2017-11-09 |
8.190636454 |
8.211780000000001 |
¥1,606 |
+0.23% |
回到中轨 |
| 10 |
2018-03-20 |
2018-04-12 |
7.750064321999998 |
7.8021899999999995 |
¥4,496 |
+0.64% |
回到中轨 |
| 11 |
2018-07-04 |
2018-07-25 |
7.790116334 |
7.80219 |
¥891 |
+0.12% |
回到中轨 |
| 12 |
2018-11-26 |
2018-12-10 |
7.780103330999998 |
7.7922 |
¥895 |
+0.13% |
回到中轨 |
| 13 |
2018-12-26 |
2019-01-11 |
7.5498042619999985 |
7.612380000000001 |
¥5,704 |
+0.80% |
回到中轨 |
| 14 |
2019-09-30 |
2019-11-26 |
8.791416633999999 |
8.601389999999999 |
¥-1.6万 |
-2.19% |
回到中轨 |
| 15 |
2020-02-03 |
2020-02-28 |
7.569830267999999 |
7.92207 |
¥2.9万 |
+4.62% |
回到中轨 |
| 16 |
2020-03-10 |
2020-04-02 |
7.710012309999998 |
7.52247 |
¥-1.8万 |
-2.46% |
回到中轨 |
| 17 |
2021-07-09 |
2021-07-26 |
10.373471107999999 |
11.25873 |
¥5.7万 |
+8.50% |
回到中轨 |
| 18 |
2021-10-29 |
2021-11-24 |
12.556305761999997 |
12.357629999999999 |
¥-1.2万 |
-1.61% |
回到中轨 |
| 19 |
2022-11-01 |
2022-11-08 |
19.855784948999997 |
21.84813 |
¥7.6万 |
+10.00% |
回到中轨 |
| 20 |
2023-03-22 |
2023-03-28 |
18.724315609999998 |
19.55043 |
¥3.7万 |
+4.38% |
回到中轨 |
| 21 |
2023-05-26 |
2023-06-19 |
18.635589 |
17.95203 |
¥-3.2万 |
-3.70% |
回到中轨 |
| 22 |
2023-07-13 |
2023-08-11 |
16.681662998 |
16.5834 |
¥-5,152 |
-0.62% |
回到中轨 |
| 23 |
2023-10-24 |
2023-11-10 |
18.083483417999997 |
18.11187 |
¥1,058 |
+0.13% |
回到中轨 |
| 24 |
2024-07-11 |
2024-08-16 |
25.312871584 |
23.83614 |
¥-4.9万 |
-5.86% |
回到中轨 |
| 25 |
2024-09-10 |
2024-09-23 |
22.248892665999993 |
23.53644 |
¥4.5万 |
+5.76% |
回到中轨 |
| 26 |
2024-11-07 |
2024-12-04 |
23.911051163999996 |
23.976 |
¥1,993 |
+0.24% |
回到中轨 |
| 27 |
2025-02-19 |
2025-03-14 |
20.166048 |
20.14983 |
¥-919 |
-0.11% |
回到中轨 |
| 28 |
2025-06-26 |
2025-07-22 |
19.32509579 |
19.530450000000002 |
¥8,598 |
+1.03% |
回到中轨 |
| 29 |
2025-09-03 |
2025-09-18 |
20.196227050999997 |
20.679299999999998 |
¥2.0万 |
+2.36% |
回到中轨 |
| 30 |
2026-05-08 |
2026-05-28 |
24.111311223999998 |
24.42 |
¥1.1万 |
+1.25% |
回到中轨 |
| 31 |
2026-11-06 |
2026-11-13 |
25.653313685999997 |
26.97 |
¥4.5万 |
+5.10% |
强平 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
跌破下轨 |
买入 |
9.96996 |
100000.0 |
¥99.7万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
6.993 |
100000.0 |
¥69.9万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
4.834829999999999 |
130700.0 |
¥63.2万 |
|
| 2015-10-12 |
回到中轨 |
卖出 |
4.6953000000000005 |
130700.0 |
¥61.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
4.314309999999999 |
153700.0 |
¥66.3万 |
|
| 2016-01-07 |
回到中轨 |
卖出 |
4.995 |
153700.0 |
¥76.8万 |
|
| 2016-01-18 |
跌破下轨 |
买入 |
4.13413 |
184600.0 |
¥76.3万 |
|
| 2016-02-22 |
回到中轨 |
卖出 |
4.11588 |
184600.0 |
¥76.0万 |
|
| 2016-05-11 |
跌破下轨 |
买入 |
4.414409999999999 |
177400.0 |
¥78.3万 |
|
| 2016-06-02 |
回到中轨 |
卖出 |
4.465529999999999 |
177400.0 |
¥79.2万 |
|
| 2016-11-25 |
跌破下轨 |
买入 |
6.106099999999999 |
129400.0 |
¥79.0万 |
|
| 2017-01-11 |
回到中轨 |
卖出 |
4.96503 |
129400.0 |
¥64.2万 |
|
| 2017-04-20 |
跌破下轨 |
买入 |
5.815809999999999 |
110200.0 |
¥64.1万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
6.013979999999999 |
110200.0 |
¥66.3万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
7.6076 |
87000.0 |
¥66.2万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
8.091899999999999 |
87000.0 |
¥70.4万 |
|
| 2017-10-13 |
跌破下轨 |
买入 |
8.18818 |
86000.0 |
¥70.4万 |
|
| 2017-11-09 |
回到中轨 |
卖出 |
8.211780000000001 |
86000.0 |
¥70.6万 |
|
| 2018-03-20 |
跌破下轨 |
买入 |
7.7477399999999985 |
90300.0 |
¥70.0万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
7.8021899999999995 |
90300.0 |
¥70.4万 |
|
| 2018-07-04 |
跌破下轨 |
买入 |
7.78778 |
91500.0 |
¥71.3万 |
|
| 2018-07-25 |
回到中轨 |
卖出 |
7.80219 |
91500.0 |
¥71.4万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
7.7777699999999985 |
91700.0 |
¥71.3万 |
|
| 2018-12-10 |
回到中轨 |
卖出 |
7.7922 |
91700.0 |
¥71.4万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
7.547539999999999 |
94600.0 |
¥71.4万 |
|
| 2019-01-11 |
回到中轨 |
卖出 |
7.612380000000001 |
94600.0 |
¥72.0万 |
|
| 2019-09-30 |
跌破下轨 |
买入 |
8.78878 |
81800.0 |
¥71.9万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
8.601389999999999 |
81800.0 |
¥70.3万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
7.5675599999999985 |
83700.0 |
¥63.4万 |
|
| 2020-02-28 |
回到中轨 |
卖出 |
7.92207 |
83700.0 |
¥66.3万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
7.707699999999998 |
93700.0 |
¥72.2万 |
|
| 2020-04-02 |
回到中轨 |
卖出 |
7.52247 |
93700.0 |
¥70.5万 |
|
| 2021-07-09 |
跌破下轨 |
买入 |
10.370359999999998 |
65100.0 |
¥67.5万 |
|
| 2021-07-26 |
回到中轨 |
卖出 |
11.25873 |
65100.0 |
¥73.3万 |
|
| 2021-10-29 |
跌破下轨 |
买入 |
12.552539999999997 |
61500.0 |
¥77.2万 |
|
| 2021-11-24 |
回到中轨 |
卖出 |
12.357629999999999 |
61500.0 |
¥76.0万 |
|
| 2022-11-01 |
跌破下轨 |
买入 |
19.849829999999997 |
38200.0 |
¥75.8万 |
|
| 2022-11-08 |
回到中轨 |
卖出 |
21.84813 |
38200.0 |
¥83.4万 |
|
| 2023-03-22 |
跌破下轨 |
买入 |
18.7187 |
44700.0 |
¥83.7万 |
|
| 2023-03-28 |
回到中轨 |
卖出 |
19.55043 |
44700.0 |
¥87.4万 |
|
| 2023-05-26 |
跌破下轨 |
买入 |
18.63 |
46400.0 |
¥86.5万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
17.95203 |
46400.0 |
¥83.3万 |
|
| 2023-07-13 |
跌破下轨 |
买入 |
16.67666 |
49900.0 |
¥83.2万 |
|
| 2023-08-11 |
回到中轨 |
卖出 |
16.5834 |
49900.0 |
¥82.7万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
18.078059999999997 |
46100.0 |
¥83.4万 |
|
| 2023-11-10 |
回到中轨 |
卖出 |
18.11187 |
46100.0 |
¥83.5万 |
|
| 2024-07-11 |
跌破下轨 |
买入 |
25.30528 |
32800.0 |
¥83.0万 |
|
| 2024-08-16 |
回到中轨 |
卖出 |
23.83614 |
32800.0 |
¥78.2万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
22.242219999999996 |
35300.0 |
¥78.5万 |
|
| 2024-09-23 |
回到中轨 |
卖出 |
23.53644 |
35300.0 |
¥83.1万 |
|
| 2024-11-07 |
跌破下轨 |
买入 |
23.903879999999997 |
34500.0 |
¥82.5万 |
|
| 2024-12-04 |
回到中轨 |
卖出 |
23.976 |
34500.0 |
¥82.7万 |
|
| 2025-02-19 |
跌破下轨 |
买入 |
20.16 |
41300.0 |
¥83.3万 |
|
| 2025-03-14 |
回到中轨 |
卖出 |
20.14983 |
41300.0 |
¥83.2万 |
|
| 2025-06-26 |
跌破下轨 |
买入 |
19.3193 |
43100.0 |
¥83.3万 |
|
| 2025-07-22 |
回到中轨 |
卖出 |
19.530450000000002 |
43100.0 |
¥84.2万 |
|
| 2025-09-03 |
跌破下轨 |
买入 |
20.19017 |
41700.0 |
¥84.2万 |
|
| 2025-09-18 |
回到中轨 |
卖出 |
20.679299999999998 |
41700.0 |
¥86.2万 |
|
| 2026-05-08 |
跌破下轨 |
买入 |
24.104079999999996 |
35700.0 |
¥86.1万 |
|
| 2026-05-28 |
回到中轨 |
卖出 |
24.42 |
35700.0 |
¥87.2万 |
|
| 2026-11-06 |
跌破下轨 |
买入 |
25.645619999999997 |
34100.0 |
¥87.5万 |
|
| 2026-11-13 |
强平 |
卖出 |
26.97 |
34100 |
¥91.9万 |
回测结束强平 |