601238 广汽集团 — 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: ¥1.02M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +1.74%）
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 |
2015-07-09 |
2015-07-14 |
11.044342309 |
15.734249999999998 |
¥38.0万 |
+42.42% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-14 |
15.640310685999998 |
18.6813 |
¥24.0万 |
+19.41% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-03 |
20.056045009 |
20.35962 |
¥2.4万 |
+1.48% |
回到中轨 |
| 4 |
2016-06-14 |
2016-06-28 |
22.118723627 |
23.22675 |
¥8.2万 |
+4.98% |
回到中轨 |
| 5 |
2016-12-05 |
2017-01-13 |
24.652013386 |
23.2767 |
¥-9.6万 |
-5.61% |
回到中轨 |
| 6 |
2017-06-30 |
2017-07-24 |
25.933677769999996 |
26.483490000000003 |
¥3.4万 |
+2.09% |
回到中轨 |
| 7 |
2017-08-15 |
2017-08-21 |
25.573209661999993 |
25.97 |
¥2.5万 |
+1.52% |
回到中轨 |
| 8 |
2017-11-21 |
2017-12-25 |
24.682052394999996 |
24.46 |
¥-1.5万 |
-0.93% |
回到中轨 |
| 9 |
2018-02-02 |
2018-03-08 |
20.226266059999997 |
21.6783 |
¥11.2万 |
+7.15% |
回到中轨 |
| 10 |
2018-04-12 |
2018-05-15 |
20.236279062999998 |
18.33 |
¥-16.8万 |
-9.45% |
回到中轨 |
| 11 |
2018-06-13 |
2018-07-25 |
13.514053 |
10.89909 |
¥-31.2万 |
-19.37% |
回到中轨 |
| 12 |
2018-11-21 |
2018-12-14 |
10.273341078 |
10.5 |
¥2.8万 |
+2.18% |
回到中轨 |
| 13 |
2019-05-07 |
2019-06-21 |
11.544992458999998 |
10.91907 |
¥-7.2万 |
-5.45% |
回到中轨 |
| 14 |
2019-08-06 |
2019-08-20 |
10.513653149999998 |
10.889100000000001 |
¥4.4万 |
+3.54% |
回到中轨 |
| 15 |
2019-10-31 |
2019-11-26 |
11.404810416999998 |
11.59839 |
¥2.2万 |
+1.67% |
回到中轨 |
| 16 |
2019-12-24 |
2019-12-31 |
11.374771407999997 |
11.64834 |
¥3.1万 |
+2.37% |
回到中轨 |
| 17 |
2020-02-03 |
2020-02-18 |
9.872820958 |
11.01897 |
¥14.2万 |
+11.58% |
回到中轨 |
| 18 |
2020-03-23 |
2020-05-07 |
10.503640146999999 |
9.99 |
¥-7.2万 |
-4.92% |
回到中轨 |
| 19 |
2020-09-28 |
2020-10-14 |
9.642521889 |
10.26972 |
¥9.2万 |
+6.47% |
回到中轨 |
| 20 |
2021-01-15 |
2021-01-19 |
11.31469339 |
12.56742 |
¥16.6万 |
+11.04% |
回到中轨 |
| 21 |
2021-02-01 |
2021-03-10 |
10.453575131999997 |
11.088899999999999 |
¥10.1万 |
+6.05% |
回到中轨 |
| 22 |
2021-12-21 |
2022-01-13 |
14.999478494 |
15.164819999999999 |
¥1.9万 |
+1.07% |
回到中轨 |
| 23 |
2022-01-26 |
2022-04-07 |
14.008191196999999 |
11.30868 |
¥-34.8万 |
-19.30% |
回到中轨 |
| 24 |
2022-08-25 |
2022-08-31 |
13.988165191 |
14.75523 |
¥8.0万 |
+5.45% |
回到中轨 |
| 25 |
2022-09-16 |
2022-11-03 |
13.354004999999999 |
12.157829999999999 |
¥-13.8万 |
-8.98% |
回到中轨 |
| 26 |
2023-03-13 |
2023-03-29 |
10.914173270000001 |
11.17 |
¥3.2万 |
+2.31% |
回到中轨 |
| 27 |
2023-04-21 |
2023-05-11 |
10.784004230999999 |
10.859129999999999 |
¥9,537 |
+0.67% |
回到中轨 |
| 28 |
2023-09-22 |
2023-10-13 |
9.912872969999999 |
10.22976 |
¥4.5万 |
+3.17% |
回到中轨 |
| 29 |
2023-12-06 |
2024-01-26 |
9.542391859 |
8.41158 |
¥-17.6万 |
-11.88% |
回到中轨 |
| 30 |
2024-06-21 |
2024-07-16 |
8.100519427 |
7.78221 |
¥-5.2万 |
-3.96% |
回到中轨 |
| 31 |
2024-09-18 |
2024-09-23 |
7.159297145000001 |
7.33266 |
¥3.0万 |
+2.39% |
回到中轨 |
| 32 |
2025-01-06 |
2025-02-06 |
8.531078555999999 |
8.74125 |
¥3.1万 |
+2.43% |
回到中轨 |
| 33 |
2025-04-07 |
2025-05-06 |
7.952385 |
8.03196 |
¥1.2万 |
+0.97% |
回到中轨 |
| 34 |
2025-05-29 |
2025-06-13 |
7.740051319 |
7.812180000000001 |
¥1.2万 |
+0.90% |
回到中轨 |
| 35 |
2025-09-24 |
2025-10-16 |
7.559817264999999 |
7.98201 |
¥7.4万 |
+5.55% |
回到中轨 |
| 36 |
2026-01-29 |
2026-02-26 |
7.980363390999998 |
8.07192 |
¥1.6万 |
+1.12% |
回到中轨 |
| 37 |
2026-03-20 |
2026-04-15 |
7.599869276999999 |
7.322670000000001 |
¥-5.3万 |
-3.68% |
回到中轨 |
| 38 |
2026-04-27 |
2026-07-21 |
7.039141108999999 |
5.1748199999999995 |
¥-36.6万 |
-26.51% |
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 |
|---|
| 2015-07-09 |
跌破下轨 |
买入 |
11.041029999999997 |
81200.0 |
¥89.7万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
15.734249999999998 |
81200.0 |
¥1.28M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
15.635619999999998 |
79200.0 |
¥1.24M |
|
| 2015-09-14 |
回到中轨 |
卖出 |
18.6813 |
79200.0 |
¥1.48M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
20.05003 |
79300.0 |
¥1.59M |
|
| 2016-02-03 |
回到中轨 |
卖出 |
20.35962 |
79300.0 |
¥1.61M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
22.11209 |
74100.0 |
¥1.64M |
|
| 2016-06-28 |
回到中轨 |
卖出 |
23.22675 |
74100.0 |
¥1.72M |
|
| 2016-12-05 |
跌破下轨 |
买入 |
24.64462 |
69400.0 |
¥1.71M |
|
| 2017-01-13 |
回到中轨 |
卖出 |
23.2767 |
69400.0 |
¥1.61M |
|
| 2017-06-30 |
跌破下轨 |
买入 |
25.925899999999995 |
62100.0 |
¥1.61M |
|
| 2017-07-24 |
回到中轨 |
卖出 |
26.483490000000003 |
62100.0 |
¥1.64M |
|
| 2017-08-15 |
跌破下轨 |
买入 |
25.565539999999995 |
65000.0 |
¥1.66M |
|
| 2017-08-21 |
回到中轨 |
卖出 |
25.97 |
65000.0 |
¥1.69M |
|
| 2017-11-21 |
跌破下轨 |
买入 |
24.674649999999996 |
67000.0 |
¥1.65M |
|
| 2017-12-25 |
回到中轨 |
卖出 |
24.46 |
67000.0 |
¥1.64M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
20.2202 |
77200.0 |
¥1.56M |
|
| 2018-03-08 |
回到中轨 |
卖出 |
21.6783 |
77200.0 |
¥1.67M |
|
| 2018-04-12 |
跌破下轨 |
买入 |
20.23021 |
88100.0 |
¥1.78M |
|
| 2018-05-15 |
回到中轨 |
卖出 |
18.33 |
88100.0 |
¥1.61M |
|
| 2018-06-13 |
跌破下轨 |
买入 |
13.51 |
119100.0 |
¥1.61M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
10.89909 |
119100.0 |
¥1.30M |
|
| 2018-11-21 |
跌破下轨 |
买入 |
10.270259999999999 |
125100.0 |
¥1.29M |
|
| 2018-12-14 |
回到中轨 |
卖出 |
10.5 |
125100.0 |
¥1.31M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
11.541529999999998 |
114700.0 |
¥1.32M |
|
| 2019-06-21 |
回到中轨 |
卖出 |
10.91907 |
114700.0 |
¥1.25M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
10.5105 |
117400.0 |
¥1.23M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
10.889100000000001 |
117400.0 |
¥1.28M |
|
| 2019-10-31 |
跌破下轨 |
买入 |
11.40139 |
114300.0 |
¥1.30M |
|
| 2019-11-26 |
回到中轨 |
卖出 |
11.59839 |
114300.0 |
¥1.33M |
|
| 2019-12-24 |
跌破下轨 |
买入 |
11.371359999999997 |
116500.0 |
¥1.33M |
|
| 2019-12-31 |
回到中轨 |
卖出 |
11.64834 |
116500.0 |
¥1.36M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
9.86986 |
124600.0 |
¥1.23M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
11.01897 |
124600.0 |
¥1.37M |
|
| 2020-03-23 |
跌破下轨 |
买入 |
10.50049 |
138400.0 |
¥1.45M |
|
| 2020-05-07 |
回到中轨 |
卖出 |
9.99 |
138400.0 |
¥1.38M |
|
| 2020-09-28 |
跌破下轨 |
买入 |
9.63963 |
148100.0 |
¥1.43M |
|
| 2020-10-14 |
回到中轨 |
卖出 |
10.26972 |
148100.0 |
¥1.52M |
|
| 2021-01-15 |
跌破下轨 |
买入 |
11.3113 |
133200.0 |
¥1.51M |
|
| 2021-01-19 |
回到中轨 |
卖出 |
12.56742 |
133200.0 |
¥1.67M |
|
| 2021-02-01 |
跌破下轨 |
买入 |
10.450439999999999 |
160100.0 |
¥1.67M |
|
| 2021-03-10 |
回到中轨 |
卖出 |
11.088899999999999 |
160100.0 |
¥1.77M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
14.994979999999998 |
118800.0 |
¥1.78M |
|
| 2022-01-13 |
回到中轨 |
卖出 |
15.164819999999999 |
118800.0 |
¥1.80M |
|
| 2022-01-26 |
跌破下轨 |
买入 |
14.003989999999998 |
128700.0 |
¥1.80M |
|
| 2022-04-07 |
回到中轨 |
卖出 |
11.30868 |
128700.0 |
¥1.45M |
|
| 2022-08-25 |
跌破下轨 |
买入 |
13.98397 |
104300.0 |
¥1.46M |
|
| 2022-08-31 |
回到中轨 |
卖出 |
14.75523 |
104300.0 |
¥1.54M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
13.35 |
115000.0 |
¥1.54M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
12.157829999999999 |
115000.0 |
¥1.40M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
10.9109 |
125900.0 |
¥1.37M |
|
| 2023-03-29 |
回到中轨 |
卖出 |
11.17 |
125900.0 |
¥1.41M |
|
| 2023-04-21 |
跌破下轨 |
买入 |
10.780769999999999 |
132700.0 |
¥1.43M |
|
| 2023-05-11 |
回到中轨 |
卖出 |
10.859129999999999 |
132700.0 |
¥1.44M |
|
| 2023-09-22 |
跌破下轨 |
买入 |
9.909899999999999 |
144900.0 |
¥1.44M |
|
| 2023-10-13 |
回到中轨 |
卖出 |
10.22976 |
144900.0 |
¥1.48M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
9.53953 |
155400.0 |
¥1.48M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
8.41158 |
155400.0 |
¥1.31M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
8.09809 |
161800.0 |
¥1.31M |
|
| 2024-07-16 |
回到中轨 |
卖出 |
7.78221 |
161800.0 |
¥1.26M |
|
| 2024-09-18 |
跌破下轨 |
买入 |
7.157150000000001 |
175600.0 |
¥1.26M |
|
| 2024-09-23 |
回到中轨 |
卖出 |
7.33266 |
175600.0 |
¥1.29M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
8.528519999999999 |
150500.0 |
¥1.28M |
|
| 2025-02-06 |
回到中轨 |
卖出 |
8.74125 |
150500.0 |
¥1.32M |
|
| 2025-04-07 |
跌破下轨 |
买入 |
7.95 |
158400.0 |
¥1.26M |
|
| 2025-05-06 |
回到中轨 |
卖出 |
8.03196 |
158400.0 |
¥1.27M |
|
| 2025-05-29 |
跌破下轨 |
买入 |
7.737729999999999 |
171700.0 |
¥1.33M |
|
| 2025-06-13 |
回到中轨 |
卖出 |
7.812180000000001 |
171700.0 |
¥1.34M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
7.557549999999998 |
176900.0 |
¥1.34M |
|
| 2025-10-16 |
回到中轨 |
卖出 |
7.98201 |
176900.0 |
¥1.41M |
|
| 2026-01-29 |
跌破下轨 |
买入 |
7.977969999999998 |
177100.0 |
¥1.41M |
|
| 2026-02-26 |
回到中轨 |
卖出 |
8.07192 |
177100.0 |
¥1.43M |
|
| 2026-03-20 |
跌破下轨 |
买入 |
7.597589999999999 |
188200.0 |
¥1.43M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
7.322670000000001 |
188200.0 |
¥1.38M |
|
| 2026-04-27 |
跌破下轨 |
买入 |
7.03703 |
196000.0 |
¥1.38M |
|
| 2026-07-21 |
回到中轨 |
卖出 |
5.1748199999999995 |
196000.0 |
¥1.01M |
|