601288 农业银行 — 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: ¥1.20M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +20.40%）
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 30 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 |
2015-03-06 |
2015-03-10 |
3.1340699389999993 |
3.24675 |
¥3.5万 |
+3.56% |
回到中轨 |
| 2 |
2015-05-07 |
2015-05-26 |
3.724837116 |
3.9260699999999997 |
¥5.5万 |
+5.37% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-07 |
2.9037708699999993 |
3.2567399999999997 |
¥12.7万 |
+12.12% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
3.10403093 |
2.997 |
¥-4.2万 |
-3.48% |
回到中轨 |
| 5 |
2016-04-22 |
2016-05-26 |
3.1140439329999996 |
3.0969 |
¥-6,812 |
-0.58% |
回到中轨 |
| 6 |
2016-09-14 |
2016-10-19 |
3.1440829420000003 |
3.14 |
¥-1,859 |
-0.16% |
回到中轨 |
| 7 |
2016-12-19 |
2017-01-17 |
3.1540959449999995 |
3.1468499999999997 |
¥-3,025 |
-0.26% |
回到中轨 |
| 8 |
2017-10-27 |
2017-11-23 |
3.6947981069999996 |
3.8061899999999995 |
¥3.5万 |
+2.98% |
回到中轨 |
| 9 |
2018-03-28 |
2018-04-12 |
3.814954143 |
3.9760200000000006 |
¥5.0万 |
+4.19% |
回到中轨 |
| 10 |
2018-05-28 |
2018-07-10 |
3.6310890000000002 |
3.5064899999999994 |
¥-4.3万 |
-3.46% |
回到中轨 |
| 11 |
2018-11-12 |
2018-12-14 |
3.6447330919999996 |
3.5764200000000006 |
¥-2.3万 |
-1.90% |
回到中轨 |
| 12 |
2018-12-20 |
2018-12-27 |
3.534590059 |
3.6063899999999993 |
¥2.4万 |
+2.00% |
回到中轨 |
| 13 |
2019-05-09 |
2019-05-24 |
3.6046810799999998 |
3.67632 |
¥2.3万 |
+1.96% |
回到中轨 |
| 14 |
2019-08-05 |
2019-09-05 |
3.541062 |
3.4465500000000002 |
¥-3.3万 |
-2.70% |
回到中轨 |
| 15 |
2020-01-16 |
2020-02-21 |
3.6610979999999995 |
3.4865100000000004 |
¥-5.7万 |
-4.80% |
回到中轨 |
| 16 |
2020-03-17 |
2020-03-31 |
3.374382011 |
3.4165799999999997 |
¥1.4万 |
+1.22% |
回到中轨 |
| 17 |
2020-09-03 |
2020-09-21 |
3.1841349539999997 |
3.1968 |
¥4,218 |
+0.37% |
回到中轨 |
| 18 |
2021-04-23 |
2021-05-17 |
3.3042909899999993 |
3.2767199999999996 |
¥-9,982 |
-0.86% |
回到中轨 |
| 19 |
2021-06-18 |
2021-08-19 |
3.0809239999999996 |
2.95704 |
¥-4.6万 |
-4.05% |
回到中轨 |
| 20 |
2022-05-18 |
2022-06-13 |
3.0239269059999994 |
3.00699 |
¥-6,483 |
-0.59% |
回到中轨 |
| 21 |
2022-07-15 |
2022-08-12 |
2.7836148339999993 |
2.83716 |
¥1.9万 |
+1.89% |
回到中轨 |
| 22 |
2022-10-28 |
2022-11-15 |
2.803640839999999 |
2.80719 |
¥1,074 |
+0.10% |
回到中轨 |
| 23 |
2023-07-19 |
2023-07-28 |
3.40442102 |
3.5264699999999993 |
¥4.0万 |
+3.55% |
回到中轨 |
| 24 |
2023-12-07 |
2023-12-19 |
3.5345900589999992 |
3.62637 |
¥3.0万 |
+2.57% |
回到中轨 |
| 25 |
2024-06-11 |
2024-06-28 |
4.265539277999999 |
4.32567 |
¥1.6万 |
+1.38% |
回到中轨 |
| 26 |
2025-09-19 |
2025-10-14 |
6.728738015999999 |
6.87312 |
¥2.5万 |
+2.12% |
回到中轨 |
| 27 |
2025-12-16 |
2026-01-05 |
7.459687235 |
7.642350000000001 |
¥2.9万 |
+2.42% |
回到中轨 |
| 28 |
2026-01-16 |
2026-03-04 |
7.339531199 |
6.71328 |
¥-10.7万 |
-8.56% |
回到中轨 |
| 29 |
2026-05-21 |
2026-06-09 |
6.458386935 |
6.493500000000001 |
¥5,874 |
+0.51% |
回到中轨 |
| 30 |
2026-07-01 |
2026-07-14 |
6.067879818 |
6.333659999999999 |
¥5.0万 |
+4.35% |
回到中轨 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
3.1331299999999995 |
317400.0 |
¥99.5万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
3.24675 |
317400.0 |
¥1.03M |
|
| 2015-05-07 |
跌破下轨 |
买入 |
3.7237199999999997 |
277400.0 |
¥1.03M |
|
| 2015-05-26 |
回到中轨 |
卖出 |
3.9260699999999997 |
277400.0 |
¥1.09M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
2.9028999999999994 |
361200.0 |
¥1.05M |
|
| 2015-09-07 |
回到中轨 |
卖出 |
3.2567399999999997 |
361200.0 |
¥1.18M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
3.1031 |
389100.0 |
¥1.21M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
2.997 |
389100.0 |
¥1.17M |
|
| 2016-04-22 |
跌破下轨 |
买入 |
3.1131099999999994 |
376900.0 |
¥1.17M |
|
| 2016-05-26 |
回到中轨 |
卖出 |
3.0969 |
376900.0 |
¥1.17M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
3.1431400000000003 |
369900.0 |
¥1.16M |
|
| 2016-10-19 |
回到中轨 |
卖出 |
3.14 |
369900.0 |
¥1.16M |
|
| 2016-12-19 |
跌破下轨 |
买入 |
3.1531499999999997 |
369300.0 |
¥1.16M |
|
| 2017-01-17 |
回到中轨 |
卖出 |
3.1468499999999997 |
369300.0 |
¥1.16M |
|
| 2017-10-27 |
跌破下轨 |
买入 |
3.6936899999999997 |
313600.0 |
¥1.16M |
|
| 2017-11-23 |
回到中轨 |
卖出 |
3.8061899999999995 |
313600.0 |
¥1.19M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
3.81381 |
311200.0 |
¥1.19M |
|
| 2018-04-12 |
回到中轨 |
卖出 |
3.9760200000000006 |
311200.0 |
¥1.24M |
|
| 2018-05-28 |
跌破下轨 |
买入 |
3.63 |
342800.0 |
¥1.24M |
|
| 2018-07-10 |
回到中轨 |
卖出 |
3.5064899999999994 |
342800.0 |
¥1.20M |
|
| 2018-11-12 |
跌破下轨 |
买入 |
3.64364 |
329200.0 |
¥1.20M |
|
| 2018-12-14 |
回到中轨 |
卖出 |
3.5764200000000006 |
329200.0 |
¥1.18M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
3.53353 |
333900.0 |
¥1.18M |
|
| 2018-12-27 |
回到中轨 |
卖出 |
3.6063899999999993 |
333900.0 |
¥1.20M |
|
| 2019-05-09 |
跌破下轨 |
买入 |
3.6035999999999992 |
333000.0 |
¥1.20M |
|
| 2019-05-24 |
回到中轨 |
卖出 |
3.67632 |
333000.0 |
¥1.22M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
3.54 |
345300.0 |
¥1.22M |
|
| 2019-09-05 |
回到中轨 |
卖出 |
3.4465500000000002 |
345300.0 |
¥1.19M |
|
| 2020-01-16 |
跌破下轨 |
买入 |
3.66 |
326800.0 |
¥1.20M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
3.4865100000000004 |
326800.0 |
¥1.14M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
3.37337 |
337000.0 |
¥1.14M |
|
| 2020-03-31 |
回到中轨 |
卖出 |
3.4165799999999997 |
337000.0 |
¥1.15M |
|
| 2020-09-03 |
跌破下轨 |
买入 |
3.1831799999999997 |
360300.0 |
¥1.15M |
|
| 2020-09-21 |
回到中轨 |
卖出 |
3.1968 |
360300.0 |
¥1.15M |
|
| 2021-04-23 |
跌破下轨 |
买入 |
3.3032999999999992 |
349600.0 |
¥1.16M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
3.2767199999999996 |
349600.0 |
¥1.15M |
|
| 2021-06-18 |
跌破下轨 |
买入 |
3.08 |
371300.0 |
¥1.14M |
|
| 2021-08-19 |
回到中轨 |
卖出 |
2.95704 |
371300.0 |
¥1.10M |
|
| 2022-05-18 |
跌破下轨 |
买入 |
3.02302 |
363400.0 |
¥1.10M |
|
| 2022-06-13 |
回到中轨 |
卖出 |
3.00699 |
363400.0 |
¥1.09M |
|
| 2022-07-15 |
跌破下轨 |
买入 |
2.7827799999999994 |
369900.0 |
¥1.03M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
2.83716 |
369900.0 |
¥1.05M |
|
| 2022-10-28 |
跌破下轨 |
买入 |
2.8027999999999995 |
396600.0 |
¥1.11M |
|
| 2022-11-15 |
回到中轨 |
卖出 |
2.80719 |
396600.0 |
¥1.11M |
|
| 2023-07-19 |
跌破下轨 |
买入 |
3.4034 |
326900.0 |
¥1.11M |
|
| 2023-07-28 |
回到中轨 |
卖出 |
3.5264699999999993 |
326900.0 |
¥1.15M |
|
| 2023-12-07 |
跌破下轨 |
买入 |
3.53353 |
326100.0 |
¥1.15M |
|
| 2023-12-19 |
回到中轨 |
卖出 |
3.62637 |
326100.0 |
¥1.18M |
|
| 2024-06-11 |
跌破下轨 |
买入 |
4.264259999999999 |
277100.0 |
¥1.18M |
|
| 2024-06-28 |
回到中轨 |
卖出 |
4.32567 |
277100.0 |
¥1.20M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
6.726719999999999 |
176700.0 |
¥1.19M |
|
| 2025-10-14 |
回到中轨 |
卖出 |
6.87312 |
176700.0 |
¥1.21M |
|
| 2025-12-16 |
跌破下轨 |
买入 |
7.45745 |
163100.0 |
¥1.22M |
|
| 2026-01-05 |
回到中轨 |
卖出 |
7.642350000000001 |
163100.0 |
¥1.25M |
|
| 2026-01-16 |
跌破下轨 |
买入 |
7.33733 |
170700.0 |
¥1.25M |
|
| 2026-03-04 |
回到中轨 |
卖出 |
6.71328 |
170700.0 |
¥1.15M |
|
| 2026-05-21 |
跌破下轨 |
买入 |
6.456449999999999 |
177100.0 |
¥1.14M |
|
| 2026-06-09 |
回到中轨 |
卖出 |
6.493500000000001 |
177100.0 |
¥1.15M |
|
| 2026-07-01 |
跌破下轨 |
买入 |
6.06606 |
189400.0 |
¥1.15M |
|
| 2026-07-14 |
回到中轨 |
卖出 |
6.333659999999999 |
189400.0 |
¥1.20M |
|