601229 上海银行 — 布林下轨抄底 回测明细
数据区间: 2016-11-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥84.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -15.51%）
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 |
2017-01-12 |
2017-01-24 |
22.509230743999996 |
23.016959999999997 |
¥2.2万 |
+2.22% |
回到中轨 |
| 2 |
2017-03-31 |
2017-04-05 |
23.130036929999996 |
23.676299999999998 |
¥2.4万 |
+2.33% |
回到中轨 |
| 3 |
2017-04-17 |
2017-05-11 |
23.026906 |
22.58739 |
¥-2.0万 |
-1.94% |
回到中轨 |
| 4 |
2017-07-21 |
2017-08-29 |
20.256075 |
19.13085 |
¥-5.6万 |
-5.58% |
回到中轨 |
| 5 |
2017-09-26 |
2017-11-14 |
17.953314379 |
17.43255 |
¥-2.8万 |
-2.93% |
回到中轨 |
| 6 |
2017-11-17 |
2018-01-04 |
14.058256211999998 |
14.545440000000001 |
¥2.9万 |
+3.43% |
回到中轨 |
| 7 |
2018-03-28 |
2018-04-12 |
14.699088404 |
14.975010000000001 |
¥1.8万 |
+1.85% |
回到中轨 |
| 8 |
2018-07-03 |
2018-07-11 |
15.369959604999998 |
15.39459 |
¥1,285 |
+0.13% |
回到中轨 |
| 9 |
2018-07-18 |
2018-08-13 |
10.613783179999997 |
11.24874 |
¥5.9万 |
+5.95% |
回到中轨 |
| 10 |
2018-10-12 |
2018-10-23 |
11.164498344999998 |
11.838149999999999 |
¥6.2万 |
+6.00% |
回到中轨 |
| 11 |
2018-12-24 |
2019-01-15 |
11.134459335999997 |
11.268719999999998 |
¥1.3万 |
+1.18% |
回到中轨 |
| 12 |
2019-05-08 |
2019-06-10 |
11.985564590999997 |
11.4885 |
¥-4.6万 |
-4.18% |
回到中轨 |
| 13 |
2019-07-04 |
2019-07-30 |
9.081793721 |
9.18081 |
¥1.1万 |
+1.06% |
回到中轨 |
| 14 |
2019-11-14 |
2019-11-26 |
9.111832729999998 |
9.290700000000001 |
¥2.1万 |
+1.93% |
回到中轨 |
| 15 |
2020-01-14 |
2020-02-18 |
9.262027775 |
8.83116 |
¥-5.2万 |
-4.68% |
回到中轨 |
| 16 |
2020-03-13 |
2020-04-08 |
8.280753481 |
8.30169 |
¥2,276 |
+0.22% |
回到中轨 |
| 17 |
2020-04-22 |
2020-05-29 |
8.162448 |
8.10189 |
¥-8,163 |
-0.77% |
回到中轨 |
| 18 |
2020-09-28 |
2020-10-14 |
8.190636453999998 |
8.31168 |
¥1.5万 |
+1.45% |
回到中轨 |
| 19 |
2020-10-29 |
2020-11-20 |
7.830168346 |
7.91208 |
¥1.1万 |
+1.02% |
回到中轨 |
| 20 |
2021-04-15 |
2021-04-30 |
8.380883510999999 |
8.34165 |
¥-5,355 |
-0.50% |
回到中轨 |
| 21 |
2021-07-07 |
2021-08-17 |
7.830168345999999 |
7.25274 |
¥-7.9万 |
-7.40% |
回到中轨 |
| 22 |
2021-08-31 |
2021-09-02 |
7.129258136 |
7.34265 |
¥2.9万 |
+2.96% |
回到中轨 |
| 23 |
2021-11-30 |
2021-12-10 |
7.179323150999999 |
7.1928 |
¥1,608 |
+0.16% |
回到中轨 |
| 24 |
2022-03-09 |
2022-04-01 |
6.818855042999998 |
6.6 |
¥-3.3万 |
-3.24% |
回到中轨 |
| 25 |
2022-04-27 |
2022-05-27 |
6.358256904999999 |
6.41358 |
¥8,277 |
+0.84% |
回到中轨 |
| 26 |
2022-07-11 |
2022-08-31 |
6.107931829999998 |
5.85414 |
¥-4.2万 |
-4.18% |
回到中轨 |
| 27 |
2022-09-30 |
2022-10-13 |
5.857606754999999 |
5.94405 |
¥1.4万 |
+1.45% |
回到中轨 |
| 28 |
2022-10-25 |
2022-11-14 |
5.767489728 |
5.78421 |
¥2,517 |
+0.26% |
回到中轨 |
| 29 |
2023-05-25 |
2023-06-09 |
6.117944833 |
6.293699999999999 |
¥2.8万 |
+2.84% |
回到中轨 |
| 30 |
2023-06-27 |
2023-07-18 |
6.057866814999999 |
5.88411 |
¥-2.9万 |
-2.90% |
回到中轨 |
| 31 |
2023-10-20 |
2023-12-21 |
6.047853812 |
5.894100000000001 |
¥-2.5万 |
-2.57% |
回到中轨 |
| 32 |
2024-06-18 |
2024-07-03 |
7.3195051929999995 |
7.512479999999999 |
¥2.5万 |
+2.61% |
回到中轨 |
| 33 |
2025-08-18 |
2025-10-13 |
10.002989996999998 |
9.170819999999999 |
¥-8.1万 |
-8.35% |
回到中轨 |
| 34 |
2025-12-09 |
2025-12-19 |
9.692586903999999 |
10.11987 |
¥3.9万 |
+4.38% |
回到中轨 |
| 35 |
2026-01-19 |
2026-02-06 |
9.622495883 |
9.76023 |
¥1.3万 |
+1.40% |
回到中轨 |
| 36 |
2026-05-06 |
2026-06-02 |
9.382814000000002 |
9.24075 |
¥-1.5万 |
-1.54% |
回到中轨 |
| 37 |
2026-06-22 |
2026-07-07 |
8.81144264 |
9.01098 |
¥2.1万 |
+2.23% |
回到中轨 |
| 38 |
2026-10-22 |
2026-11-13 |
9.402209817 |
8.37 |
¥-10.4万 |
-11.01% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-01-12 |
跌破下轨 |
买入 |
22.50248 |
44200.0 |
¥99.5万 |
|
| 2017-01-24 |
回到中轨 |
卖出 |
23.016959999999997 |
44200.0 |
¥1.02M |
|
| 2017-03-31 |
跌破下轨 |
买入 |
23.123099999999997 |
44100.0 |
¥1.02M |
|
| 2017-04-05 |
回到中轨 |
卖出 |
23.676299999999998 |
44100.0 |
¥1.04M |
|
| 2017-04-17 |
跌破下轨 |
买入 |
23.02 |
45100.0 |
¥1.04M |
|
| 2017-05-11 |
回到中轨 |
卖出 |
22.58739 |
45100.0 |
¥1.02M |
|
| 2017-07-21 |
跌破下轨 |
买入 |
20.25 |
49900.0 |
¥1.01M |
|
| 2017-08-29 |
回到中轨 |
卖出 |
19.13085 |
49900.0 |
¥95.4万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
17.94793 |
53800.0 |
¥96.6万 |
|
| 2017-11-14 |
回到中轨 |
卖出 |
17.43255 |
53800.0 |
¥93.8万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
14.054039999999997 |
60800.0 |
¥85.5万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
14.545440000000001 |
60800.0 |
¥88.4万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
14.694679999999998 |
65500.0 |
¥96.3万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
14.975010000000001 |
65500.0 |
¥98.1万 |
|
| 2018-07-03 |
跌破下轨 |
买入 |
15.365349999999998 |
64200.0 |
¥98.7万 |
|
| 2018-07-11 |
回到中轨 |
卖出 |
15.39459 |
64200.0 |
¥98.8万 |
|
| 2018-07-18 |
跌破下轨 |
买入 |
10.610599999999998 |
93200.0 |
¥98.9万 |
|
| 2018-08-13 |
回到中轨 |
卖出 |
11.24874 |
93200.0 |
¥1.05M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
11.16115 |
92700.0 |
¥1.03M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
11.838149999999999 |
92700.0 |
¥1.10M |
|
| 2018-12-24 |
跌破下轨 |
买入 |
11.131119999999997 |
98600.0 |
¥1.10M |
|
| 2019-01-15 |
回到中轨 |
卖出 |
11.268719999999998 |
98600.0 |
¥1.11M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
11.981969999999997 |
92300.0 |
¥1.11M |
|
| 2019-06-10 |
回到中轨 |
卖出 |
11.4885 |
92300.0 |
¥1.06M |
|
| 2019-07-04 |
跌破下轨 |
买入 |
9.07907 |
117900.0 |
¥1.07M |
|
| 2019-07-30 |
回到中轨 |
卖出 |
9.18081 |
117900.0 |
¥1.08M |
|
| 2019-11-14 |
跌破下轨 |
买入 |
9.109099999999998 |
118900.0 |
¥1.08M |
|
| 2019-11-26 |
回到中轨 |
卖出 |
9.290700000000001 |
118900.0 |
¥1.10M |
|
| 2020-01-14 |
跌破下轨 |
买入 |
9.25925 |
119500.0 |
¥1.11M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
8.83116 |
119500.0 |
¥1.06M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
8.27827 |
123400.0 |
¥1.02M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
8.30169 |
123400.0 |
¥1.02M |
|
| 2020-04-22 |
跌破下轨 |
买入 |
8.16 |
129600.0 |
¥1.06M |
|
| 2020-05-29 |
回到中轨 |
卖出 |
8.10189 |
129600.0 |
¥1.05M |
|
| 2020-09-28 |
跌破下轨 |
买入 |
8.18818 |
127900.0 |
¥1.05M |
|
| 2020-10-14 |
回到中轨 |
卖出 |
8.31168 |
127900.0 |
¥1.06M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
7.827819999999999 |
134900.0 |
¥1.06M |
|
| 2020-11-20 |
回到中轨 |
卖出 |
7.91208 |
134900.0 |
¥1.07M |
|
| 2021-04-15 |
跌破下轨 |
买入 |
8.378369999999999 |
128300.0 |
¥1.08M |
|
| 2021-04-30 |
回到中轨 |
卖出 |
8.34165 |
128300.0 |
¥1.07M |
|
| 2021-07-07 |
跌破下轨 |
买入 |
7.827819999999999 |
136600.0 |
¥1.07M |
|
| 2021-08-17 |
回到中轨 |
卖出 |
7.25274 |
136600.0 |
¥99.0万 |
|
| 2021-08-31 |
跌破下轨 |
买入 |
7.12712 |
138800.0 |
¥99.0万 |
|
| 2021-09-02 |
回到中轨 |
卖出 |
7.34265 |
138800.0 |
¥1.02M |
|
| 2021-11-30 |
跌破下轨 |
买入 |
7.177169999999999 |
142100.0 |
¥1.02M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
7.1928 |
142100.0 |
¥1.02M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
6.8168099999999985 |
150000.0 |
¥1.02M |
|
| 2022-04-01 |
回到中轨 |
卖出 |
6.6 |
150000.0 |
¥99.0万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
6.356349999999999 |
155000.0 |
¥98.6万 |
|
| 2022-05-27 |
回到中轨 |
卖出 |
6.41358 |
155000.0 |
¥99.4万 |
|
| 2022-07-11 |
跌破下轨 |
买入 |
6.106099999999999 |
163500.0 |
¥99.9万 |
|
| 2022-08-31 |
回到中轨 |
卖出 |
5.85414 |
163500.0 |
¥95.7万 |
|
| 2022-09-30 |
跌破下轨 |
买入 |
5.855849999999999 |
163400.0 |
¥95.7万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
5.94405 |
163400.0 |
¥97.1万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
5.765759999999999 |
168000.0 |
¥96.9万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
5.78421 |
168000.0 |
¥97.1万 |
|
| 2023-05-25 |
跌破下轨 |
买入 |
6.11611 |
158300.0 |
¥96.8万 |
|
| 2023-06-09 |
回到中轨 |
卖出 |
6.293699999999999 |
158300.0 |
¥99.6万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
6.056049999999999 |
165200.0 |
¥1.00M |
|
| 2023-07-18 |
回到中轨 |
卖出 |
5.88411 |
165200.0 |
¥97.2万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
6.04604 |
160100.0 |
¥96.8万 |
|
| 2023-12-21 |
回到中轨 |
卖出 |
5.894100000000001 |
160100.0 |
¥94.3万 |
|
| 2024-06-18 |
跌破下轨 |
买入 |
7.317309999999999 |
128900.0 |
¥94.3万 |
|
| 2024-07-03 |
回到中轨 |
卖出 |
7.512479999999999 |
128900.0 |
¥96.8万 |
|
| 2025-08-18 |
跌破下轨 |
买入 |
9.999989999999999 |
96900.0 |
¥96.9万 |
|
| 2025-10-13 |
回到中轨 |
卖出 |
9.170819999999999 |
96900.0 |
¥88.8万 |
|
| 2025-12-09 |
跌破下轨 |
买入 |
9.68968 |
91900.0 |
¥89.1万 |
|
| 2025-12-19 |
回到中轨 |
卖出 |
10.11987 |
91900.0 |
¥93.0万 |
|
| 2026-01-19 |
跌破下轨 |
买入 |
9.619609999999998 |
96100.0 |
¥92.5万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
9.76023 |
96100.0 |
¥93.8万 |
|
| 2026-05-06 |
跌破下轨 |
买入 |
9.38 |
100200.0 |
¥94.0万 |
|
| 2026-06-02 |
回到中轨 |
卖出 |
9.24075 |
100200.0 |
¥92.6万 |
|
| 2026-06-22 |
跌破下轨 |
买入 |
8.8088 |
104600.0 |
¥92.2万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
9.01098 |
104600.0 |
¥94.2万 |
|
| 2026-10-22 |
跌破下轨 |
买入 |
9.39939 |
100900.0 |
¥94.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
8.37 |
100900 |
¥84.4万 |
回测结束强平 |