601318 中国平安 — 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: ¥78.7万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -21.29%）
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 37 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 |
2015-05-19 |
2015-05-25 |
82.657339765 |
90.909 |
¥9.9万 |
+9.95% |
回到中轨 |
| 2 |
2015-07-28 |
2015-09-11 |
35.055523502999996 |
30.12984 |
¥-14.8万 |
-14.08% |
回到中轨 |
| 3 |
2016-05-10 |
2016-05-24 |
31.120413323999994 |
31.68828 |
¥1.7万 |
+1.79% |
回到中轨 |
| 4 |
2016-12-19 |
2017-01-06 |
35.52613464399999 |
35.694269999999996 |
¥4,266 |
+0.44% |
回到中轨 |
| 5 |
2017-08-11 |
2017-08-21 |
50.26527505999999 |
53.346599999999995 |
¥5.9万 |
+6.10% |
回到中轨 |
| 6 |
2018-02-08 |
2018-03-09 |
70.70181418299998 |
70.929 |
¥2,944 |
+0.29% |
回到中轨 |
| 7 |
2018-03-29 |
2018-04-25 |
65.50506562599999 |
65.97396 |
¥7,051 |
+0.69% |
回到中轨 |
| 8 |
2018-06-26 |
2018-07-20 |
59.17684773 |
58.5414 |
¥-1.1万 |
-1.10% |
回到中轨 |
| 9 |
2018-12-18 |
2019-01-16 |
60.979188269999995 |
58.361580000000004 |
¥-4.4万 |
-4.32% |
回到中轨 |
| 10 |
2019-08-06 |
2019-08-19 |
83.20805492999999 |
88.2117 |
¥5.8万 |
+5.98% |
回到中轨 |
| 11 |
2019-11-22 |
2019-12-16 |
86.532371926 |
85.5144 |
¥-1.3万 |
-1.21% |
回到中轨 |
| 12 |
2020-02-03 |
2020-02-21 |
76.60948595299999 |
82.4175 |
¥7.1万 |
+7.55% |
回到中轨 |
| 13 |
2020-03-13 |
2020-04-13 |
72.23380364199998 |
70.37955000000001 |
¥-2.7万 |
-2.60% |
回到中轨 |
| 14 |
2020-05-25 |
2020-06-03 |
70.091021 |
75.0 |
¥7.4万 |
+6.97% |
回到中轨 |
| 15 |
2021-01-27 |
2021-02-19 |
83.08789889399998 |
81.918 |
¥-1.6万 |
-1.44% |
回到中轨 |
| 16 |
2021-03-19 |
2021-05-26 |
81.30558436000001 |
73.01691000000001 |
¥-11.5万 |
-10.22% |
回到中轨 |
| 17 |
2021-06-16 |
2021-08-12 |
67.097133103 |
55.67427 |
¥-17.3万 |
-17.05% |
回到中轨 |
| 18 |
2021-08-25 |
2021-10-11 |
51.987511575999996 |
52.0479 |
¥725 |
+0.09% |
回到中轨 |
| 19 |
2021-11-29 |
2021-12-08 |
48.553051546999995 |
50.33961 |
¥3.1万 |
+3.65% |
回到中轨 |
| 20 |
2022-03-08 |
2022-03-25 |
48.78335061599999 |
47.96199 |
¥-1.5万 |
-1.71% |
回到中轨 |
| 21 |
2022-04-21 |
2022-05-31 |
45.939657764 |
44.18577 |
¥-3.3万 |
-3.85% |
回到中轨 |
| 22 |
2022-07-15 |
2022-08-25 |
43.666706082999994 |
41.808150000000005 |
¥-3.5万 |
-4.28% |
回到中轨 |
| 23 |
2022-09-30 |
2022-11-14 |
41.403767404999996 |
41.618339999999996 |
¥3,860 |
+0.49% |
回到中轨 |
| 24 |
2023-03-09 |
2023-04-11 |
47.394214000000005 |
45.973980000000005 |
¥-2.4万 |
-3.03% |
回到中轨 |
| 25 |
2023-06-27 |
2023-07-04 |
45.97970977599999 |
48.14181 |
¥3.6万 |
+4.67% |
回到中轨 |
| 26 |
2023-08-22 |
2023-09-01 |
46.96098406999999 |
49.300650000000005 |
¥4.0万 |
+4.95% |
回到中轨 |
| 27 |
2023-10-20 |
2023-12-29 |
45.65929367999999 |
40.05 |
¥-10.3万 |
-12.31% |
回到中轨 |
| 28 |
2024-01-11 |
2024-01-19 |
37.84915133999999 |
38.761199999999995 |
¥1.8万 |
+2.38% |
回到中轨 |
| 29 |
2024-03-20 |
2024-04-24 |
41.80428752499999 |
40.34961 |
¥-2.7万 |
-3.51% |
回到中轨 |
| 30 |
2024-07-09 |
2024-07-11 |
40.88309124899999 |
42.22773 |
¥2.4万 |
+3.26% |
回到中轨 |
| 31 |
2024-11-25 |
2024-12-09 |
53.06891589999999 |
54.895050000000005 |
¥2.6万 |
+3.41% |
回到中轨 |
| 32 |
2025-01-03 |
2025-01-27 |
51.0663153 |
50.978970000000004 |
¥-1,581 |
-0.20% |
回到中轨 |
| 33 |
2025-04-08 |
2025-04-23 |
48.61312956499999 |
50.70924 |
¥3.4万 |
+4.28% |
回到中轨 |
| 34 |
2025-09-19 |
2025-10-15 |
55.361893587 |
56.423519999999996 |
¥1.5万 |
+1.89% |
回到中轨 |
| 35 |
2026-03-03 |
2026-04-09 |
62.531203735 |
58.941 |
¥-4.8万 |
-5.77% |
回到中轨 |
| 36 |
2026-05-18 |
2026-06-15 |
55.47203662 |
54.2457 |
¥-1.8万 |
-2.24% |
回到中轨 |
| 37 |
2026-06-22 |
2026-07-16 |
49.454221817 |
50.649300000000004 |
¥1.8万 |
+2.39% |
回到中轨 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-19 |
跌破下轨 |
买入 |
82.63255 |
12000.0 |
¥99.2万 |
|
| 2015-05-25 |
回到中轨 |
卖出 |
90.909 |
12000.0 |
¥1.09M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
35.04500999999999 |
29900.0 |
¥1.05M |
|
| 2015-09-11 |
回到中轨 |
卖出 |
30.12984 |
29900.0 |
¥90.1万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
31.111079999999994 |
30400.0 |
¥94.6万 |
|
| 2016-05-24 |
回到中轨 |
卖出 |
31.68828 |
30400.0 |
¥96.3万 |
|
| 2016-12-19 |
跌破下轨 |
买入 |
35.51547999999999 |
27100.0 |
¥96.3万 |
|
| 2017-01-06 |
回到中轨 |
卖出 |
35.694269999999996 |
27100.0 |
¥96.7万 |
|
| 2017-08-11 |
跌破下轨 |
买入 |
50.2502 |
19100.0 |
¥96.0万 |
|
| 2017-08-21 |
回到中轨 |
卖出 |
53.346599999999995 |
19100.0 |
¥1.02M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
70.68060999999999 |
14300.0 |
¥1.01M |
|
| 2018-03-09 |
回到中轨 |
卖出 |
70.929 |
14300.0 |
¥1.01M |
|
| 2018-03-29 |
跌破下轨 |
买入 |
65.48541999999999 |
15700.0 |
¥1.03M |
|
| 2018-04-25 |
回到中轨 |
卖出 |
65.97396 |
15700.0 |
¥1.04M |
|
| 2018-06-26 |
跌破下轨 |
买入 |
59.159099999999995 |
17300.0 |
¥1.02M |
|
| 2018-07-20 |
回到中轨 |
卖出 |
58.5414 |
17300.0 |
¥1.01M |
|
| 2018-12-18 |
跌破下轨 |
买入 |
60.960899999999995 |
16700.0 |
¥1.02M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
58.361580000000004 |
16700.0 |
¥97.4万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
83.18309999999998 |
11600.0 |
¥96.5万 |
|
| 2019-08-19 |
回到中轨 |
卖出 |
88.2117 |
11600.0 |
¥1.02M |
|
| 2019-11-22 |
跌破下轨 |
买入 |
86.50641999999999 |
12000.0 |
¥1.04M |
|
| 2019-12-16 |
回到中轨 |
卖出 |
85.5144 |
12000.0 |
¥1.03M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
76.58650999999999 |
12300.0 |
¥94.2万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
82.4175 |
12300.0 |
¥1.01M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
72.21213999999999 |
14300.0 |
¥1.03M |
|
| 2020-04-13 |
回到中轨 |
卖出 |
70.37955000000001 |
14300.0 |
¥1.01M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
70.07 |
15200.0 |
¥1.07M |
|
| 2020-06-03 |
回到中轨 |
卖出 |
75.0 |
15200.0 |
¥1.14M |
|
| 2021-01-27 |
跌破下轨 |
买入 |
83.06297999999998 |
13800.0 |
¥1.15M |
|
| 2021-02-19 |
回到中轨 |
卖出 |
81.918 |
13800.0 |
¥1.13M |
|
| 2021-03-19 |
跌破下轨 |
买入 |
81.2812 |
13800.0 |
¥1.12M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
73.01691000000001 |
13800.0 |
¥1.01M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
67.07701 |
15100.0 |
¥1.01M |
|
| 2021-08-12 |
回到中轨 |
卖出 |
55.67427 |
15100.0 |
¥84.0万 |
|
| 2021-08-25 |
跌破下轨 |
买入 |
51.97192 |
16200.0 |
¥84.2万 |
|
| 2021-10-11 |
回到中轨 |
卖出 |
52.0479 |
16200.0 |
¥84.3万 |
|
| 2021-11-29 |
跌破下轨 |
买入 |
48.538489999999996 |
17300.0 |
¥84.0万 |
|
| 2021-12-08 |
回到中轨 |
卖出 |
50.33961 |
17300.0 |
¥87.1万 |
|
| 2022-03-08 |
跌破下轨 |
买入 |
48.768719999999995 |
17800.0 |
¥86.8万 |
|
| 2022-03-25 |
回到中轨 |
卖出 |
47.96199 |
17800.0 |
¥85.3万 |
|
| 2022-04-21 |
跌破下轨 |
买入 |
45.92588 |
18700.0 |
¥85.9万 |
|
| 2022-05-31 |
回到中轨 |
卖出 |
44.18577 |
18700.0 |
¥82.6万 |
|
| 2022-07-15 |
跌破下轨 |
买入 |
43.65360999999999 |
18900.0 |
¥82.5万 |
|
| 2022-08-25 |
回到中轨 |
卖出 |
41.808150000000005 |
18900.0 |
¥79.0万 |
|
| 2022-09-30 |
跌破下轨 |
买入 |
41.391349999999996 |
19100.0 |
¥79.1万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
41.618339999999996 |
19100.0 |
¥79.5万 |
|
| 2023-03-09 |
跌破下轨 |
买入 |
47.38 |
16800.0 |
¥79.6万 |
|
| 2023-04-11 |
回到中轨 |
卖出 |
45.973980000000005 |
16800.0 |
¥77.2万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
45.96592 |
16700.0 |
¥76.8万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
48.14181 |
16700.0 |
¥80.4万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
46.94689999999999 |
17200.0 |
¥80.8万 |
|
| 2023-09-01 |
回到中轨 |
卖出 |
49.300650000000005 |
17200.0 |
¥84.8万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
45.645599999999995 |
18300.0 |
¥83.6万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
40.05 |
18300.0 |
¥73.3万 |
|
| 2024-01-11 |
跌破下轨 |
买入 |
37.837799999999994 |
19600.0 |
¥74.2万 |
|
| 2024-01-19 |
回到中轨 |
卖出 |
38.761199999999995 |
19600.0 |
¥75.9万 |
|
| 2024-03-20 |
跌破下轨 |
买入 |
41.79174999999999 |
18200.0 |
¥76.1万 |
|
| 2024-04-24 |
回到中轨 |
卖出 |
40.34961 |
18200.0 |
¥73.4万 |
|
| 2024-07-09 |
跌破下轨 |
买入 |
40.87082999999999 |
17900.0 |
¥73.2万 |
|
| 2024-07-11 |
回到中轨 |
卖出 |
42.22773 |
17900.0 |
¥75.6万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
53.05299999999999 |
14300.0 |
¥75.9万 |
|
| 2024-12-09 |
回到中轨 |
卖出 |
54.895050000000005 |
14300.0 |
¥78.5万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
51.050999999999995 |
15400.0 |
¥78.6万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
50.978970000000004 |
15400.0 |
¥78.5万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
48.59854999999999 |
16100.0 |
¥78.3万 |
|
| 2025-04-23 |
回到中轨 |
卖出 |
50.70924 |
16100.0 |
¥81.6万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
55.34528999999999 |
14700.0 |
¥81.4万 |
|
| 2025-10-15 |
回到中轨 |
卖出 |
56.423519999999996 |
14700.0 |
¥82.9万 |
|
| 2026-03-03 |
跌破下轨 |
买入 |
62.512449999999994 |
13300.0 |
¥83.2万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
58.941 |
13300.0 |
¥78.4万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
55.45539999999999 |
14100.0 |
¥78.2万 |
|
| 2026-06-15 |
回到中轨 |
卖出 |
54.2457 |
14100.0 |
¥76.5万 |
|
| 2026-06-22 |
跌破下轨 |
买入 |
49.439389999999996 |
15500.0 |
¥76.7万 |
|
| 2026-07-16 |
回到中轨 |
卖出 |
50.649300000000004 |
15500.0 |
¥78.5万 |
|