601319 中国人保 — 布林下轨抄底 回测明细
数据区间: 2018-11-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥92.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -7.71%）
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 33 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 |
2019-01-02 |
2019-01-28 |
5.397008616999998 |
5.52447 |
¥2.3万 |
+2.33% |
回到中轨 |
| 2 |
2019-04-29 |
2019-05-28 |
9.151884741999998 |
8.43156 |
¥-8.1万 |
-7.90% |
回到中轨 |
| 3 |
2019-08-05 |
2019-08-26 |
8.761377625 |
8.38161 |
¥-4.1万 |
-4.36% |
回到中轨 |
| 4 |
2019-11-13 |
2019-12-16 |
8.262478 |
7.092899999999999 |
¥-12.7万 |
-14.18% |
回到中轨 |
| 5 |
2020-02-03 |
2020-02-18 |
6.538490959 |
7.2227700000000015 |
¥7.3万 |
+10.43% |
回到中轨 |
| 6 |
2020-03-19 |
2020-04-13 |
6.338230899 |
6.30369 |
¥-4,838 |
-0.57% |
回到中轨 |
| 7 |
2020-04-27 |
2020-05-06 |
6.178022850999999 |
6.26373 |
¥1.1万 |
+1.36% |
回到中轨 |
| 8 |
2020-11-02 |
2020-11-24 |
6.618594983 |
6.643350000000001 |
¥2,920 |
+0.34% |
回到中轨 |
| 9 |
2021-01-25 |
2021-02-22 |
6.238100869 |
6.15384 |
¥-1.2万 |
-1.38% |
回到中轨 |
| 10 |
2021-04-27 |
2021-04-30 |
5.877632760999999 |
5.994 |
¥1.6万 |
+1.95% |
回到中轨 |
| 11 |
2021-06-15 |
2021-07-16 |
6.007801799999999 |
5.85414 |
¥-2.2万 |
-2.59% |
回到中轨 |
| 12 |
2021-07-27 |
2021-08-19 |
5.421626 |
5.20479 |
¥-3.4万 |
-4.03% |
回到中轨 |
| 13 |
2021-11-02 |
2021-12-09 |
4.976462490999999 |
4.72527 |
¥-4.1万 |
-5.08% |
回到中轨 |
| 14 |
2022-01-26 |
2022-02-09 |
4.595968376999999 |
4.6953000000000005 |
¥1.6万 |
+2.13% |
回到中轨 |
| 15 |
2022-03-09 |
2022-03-23 |
4.525877355999999 |
4.54545 |
¥3,143 |
+0.40% |
回到中轨 |
| 16 |
2022-04-26 |
2022-05-06 |
4.335630299 |
4.54545 |
¥3.8万 |
+4.81% |
回到中轨 |
| 17 |
2022-07-18 |
2022-08-24 |
4.7461634219999995 |
4.67532 |
¥-1.2万 |
-1.52% |
回到中轨 |
| 18 |
2022-10-31 |
2022-11-14 |
4.806241439999999 |
5.024970000000001 |
¥3.6万 |
+4.52% |
回到中轨 |
| 19 |
2023-02-06 |
2023-02-21 |
5.056566515 |
5.184810000000001 |
¥2.1万 |
+2.51% |
回到中轨 |
| 20 |
2023-06-21 |
2023-07-04 |
5.857606754999999 |
6.03396 |
¥2.6万 |
+2.98% |
回到中轨 |
| 21 |
2023-10-20 |
2024-01-02 |
5.617294682999999 |
4.83516 |
¥-12.4万 |
-13.95% |
回到中轨 |
| 22 |
2024-01-23 |
2024-01-25 |
4.595968376999999 |
4.88511 |
¥4.8万 |
+6.26% |
回到中轨 |
| 23 |
2024-03-14 |
2024-04-01 |
5.046553511999999 |
5.20479 |
¥2.5万 |
+3.10% |
回到中轨 |
| 24 |
2024-06-12 |
2024-07-02 |
5.181554 |
5.24475 |
¥9,971 |
+1.19% |
回到中轨 |
| 25 |
2025-01-07 |
2025-01-24 |
6.979063090999999 |
7.03296 |
¥6,302 |
+0.74% |
回到中轨 |
| 26 |
2025-03-04 |
2025-03-17 |
6.6085819799999985 |
7.02297 |
¥5.3万 |
+6.24% |
回到中轨 |
| 27 |
2025-04-08 |
2025-04-16 |
6.478412940999999 |
6.94305 |
¥6.5万 |
+7.14% |
回到中轨 |
| 28 |
2025-08-01 |
2025-08-07 |
8.170610447999998 |
8.43156 |
¥3.1万 |
+3.16% |
回到中轨 |
| 29 |
2025-09-19 |
2025-10-15 |
7.770090327999999 |
8.16183 |
¥5.0万 |
+5.01% |
回到中轨 |
| 30 |
2025-12-02 |
2025-12-08 |
8.250714472 |
8.72127 |
¥6.0万 |
+5.67% |
回到中轨 |
| 31 |
2026-02-26 |
2026-05-12 |
8.781403630999998 |
7.3726199999999995 |
¥-17.9万 |
-16.07% |
回到中轨 |
| 32 |
2026-05-18 |
2026-06-15 |
6.918985073 |
7.03296 |
¥1.5万 |
+1.62% |
回到中轨 |
| 33 |
2026-10-21 |
2026-11-13 |
7.369570208 |
7.14 |
¥-3.0万 |
-3.14% |
强平 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-01-02 |
跌破下轨 |
买入 |
5.395389999999999 |
185200.0 |
¥100.0万 |
|
| 2019-01-28 |
回到中轨 |
卖出 |
5.52447 |
185200.0 |
¥1.02M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
9.14914 |
111400.0 |
¥1.02M |
|
| 2019-05-28 |
回到中轨 |
卖出 |
8.43156 |
111400.0 |
¥93.9万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
8.75875 |
107000.0 |
¥93.7万 |
|
| 2019-08-26 |
回到中轨 |
卖出 |
8.38161 |
107000.0 |
¥89.7万 |
|
| 2019-11-13 |
跌破下轨 |
买入 |
8.26 |
108300.0 |
¥89.5万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
7.092899999999999 |
108300.0 |
¥76.8万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
6.53653 |
106300.0 |
¥69.5万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
7.2227700000000015 |
106300.0 |
¥76.8万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
6.336329999999999 |
132800.0 |
¥84.2万 |
|
| 2020-04-13 |
回到中轨 |
卖出 |
6.30369 |
132800.0 |
¥83.7万 |
|
| 2020-04-27 |
跌破下轨 |
买入 |
6.176169999999999 |
136100.0 |
¥84.1万 |
|
| 2020-05-06 |
回到中轨 |
卖出 |
6.26373 |
136100.0 |
¥85.2万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
6.61661 |
128300.0 |
¥84.9万 |
|
| 2020-11-24 |
回到中轨 |
卖出 |
6.643350000000001 |
128300.0 |
¥85.2万 |
|
| 2021-01-25 |
跌破下轨 |
买入 |
6.23623 |
137100.0 |
¥85.5万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
6.15384 |
137100.0 |
¥84.3万 |
|
| 2021-04-27 |
跌破下轨 |
买入 |
5.875869999999999 |
143500.0 |
¥84.3万 |
|
| 2021-04-30 |
回到中轨 |
卖出 |
5.994 |
143500.0 |
¥86.0万 |
|
| 2021-06-15 |
跌破下轨 |
买入 |
6.005999999999999 |
142800.0 |
¥85.8万 |
|
| 2021-07-16 |
回到中轨 |
卖出 |
5.85414 |
142800.0 |
¥83.6万 |
|
| 2021-07-27 |
跌破下轨 |
买入 |
5.42 |
153700.0 |
¥83.3万 |
|
| 2021-08-19 |
回到中轨 |
卖出 |
5.20479 |
153700.0 |
¥80.0万 |
|
| 2021-11-02 |
跌破下轨 |
买入 |
4.974969999999999 |
161600.0 |
¥80.4万 |
|
| 2021-12-09 |
回到中轨 |
卖出 |
4.72527 |
161600.0 |
¥76.3万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
4.594589999999999 |
166400.0 |
¥76.5万 |
|
| 2022-02-09 |
回到中轨 |
卖出 |
4.6953000000000005 |
166400.0 |
¥78.1万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
4.524519999999999 |
172600.0 |
¥78.1万 |
|
| 2022-03-23 |
回到中轨 |
卖出 |
4.54545 |
172600.0 |
¥78.4万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
4.33433 |
180500.0 |
¥78.3万 |
|
| 2022-05-06 |
回到中轨 |
卖出 |
4.54545 |
180500.0 |
¥82.0万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
4.744739999999999 |
172800.0 |
¥82.0万 |
|
| 2022-08-24 |
回到中轨 |
卖出 |
4.67532 |
172800.0 |
¥80.8万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
4.804799999999999 |
167000.0 |
¥80.3万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
5.024970000000001 |
167000.0 |
¥83.9万 |
|
| 2023-02-06 |
跌破下轨 |
买入 |
5.05505 |
165900.0 |
¥83.9万 |
|
| 2023-02-21 |
回到中轨 |
卖出 |
5.184810000000001 |
165900.0 |
¥86.0万 |
|
| 2023-06-21 |
跌破下轨 |
买入 |
5.855849999999999 |
146600.0 |
¥85.9万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
6.03396 |
146600.0 |
¥88.4万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
5.615609999999999 |
158200.0 |
¥88.9万 |
|
| 2024-01-02 |
回到中轨 |
卖出 |
4.83516 |
158200.0 |
¥76.5万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
4.594589999999999 |
165700.0 |
¥76.2万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
4.88511 |
165700.0 |
¥80.9万 |
|
| 2024-03-14 |
跌破下轨 |
买入 |
5.045039999999999 |
160700.0 |
¥81.1万 |
|
| 2024-04-01 |
回到中轨 |
卖出 |
5.20479 |
160700.0 |
¥83.6万 |
|
| 2024-06-12 |
跌破下轨 |
买入 |
5.18 |
161800.0 |
¥83.8万 |
|
| 2024-07-02 |
回到中轨 |
卖出 |
5.24475 |
161800.0 |
¥84.8万 |
|
| 2025-01-07 |
跌破下轨 |
买入 |
6.976969999999999 |
121700.0 |
¥84.9万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
7.03296 |
121700.0 |
¥85.6万 |
|
| 2025-03-04 |
跌破下轨 |
买入 |
6.6065999999999985 |
129300.0 |
¥85.4万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
7.02297 |
129300.0 |
¥90.8万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
6.476469999999999 |
140300.0 |
¥90.9万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
6.94305 |
140300.0 |
¥97.4万 |
|
| 2025-08-01 |
跌破下轨 |
买入 |
8.168159999999999 |
118900.0 |
¥97.1万 |
|
| 2025-08-07 |
回到中轨 |
卖出 |
8.43156 |
118900.0 |
¥1.00M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
7.767759999999999 |
128100.0 |
¥99.5万 |
|
| 2025-10-15 |
回到中轨 |
卖出 |
8.16183 |
128100.0 |
¥1.05M |
|
| 2025-12-02 |
跌破下轨 |
买入 |
8.24824 |
127900.0 |
¥1.06M |
|
| 2025-12-08 |
回到中轨 |
卖出 |
8.72127 |
127900.0 |
¥1.12M |
|
| 2026-02-26 |
跌破下轨 |
买入 |
8.778769999999998 |
126700.0 |
¥1.11M |
|
| 2026-05-12 |
回到中轨 |
卖出 |
7.3726199999999995 |
126700.0 |
¥93.4万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
6.91691 |
134200.0 |
¥92.9万 |
|
| 2026-06-15 |
回到中轨 |
卖出 |
7.03296 |
134200.0 |
¥94.4万 |
|
| 2026-10-21 |
跌破下轨 |
买入 |
7.36736 |
128900.0 |
¥95.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
7.14 |
128900 |
¥92.0万 |
回测结束强平 |