601328 交通银行 — 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: ¥1.17M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +16.95%）
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 |
2015-03-06 |
2015-03-10 |
5.697398707 |
6.1438500000000005 |
¥7.8万 |
+7.80% |
回到中轨 |
| 2 |
2015-07-28 |
2015-09-01 |
6.738751019 |
6.0939 |
¥-10.1万 |
-9.60% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
6.077892821 |
5.36463 |
¥-11.5万 |
-11.76% |
回到中轨 |
| 4 |
2016-04-22 |
2016-05-31 |
5.427047625999999 |
5.36463 |
¥-1.0万 |
-1.18% |
回到中轨 |
| 5 |
2016-09-13 |
2016-10-11 |
5.617294683 |
5.58441 |
¥-5,229 |
-0.62% |
回到中轨 |
| 6 |
2017-03-23 |
2017-04-05 |
6.057866814999999 |
6.23376 |
¥2.4万 |
+2.87% |
回到中轨 |
| 7 |
2017-04-19 |
2017-05-15 |
6.0178148029999985 |
6.04395 |
¥3,512 |
+0.40% |
回到中轨 |
| 8 |
2017-07-10 |
2017-07-14 |
5.907671769999999 |
6.15384 |
¥3.6万 |
+4.14% |
回到中轨 |
| 9 |
2017-08-15 |
2017-08-28 |
6.248113872 |
6.643350000000001 |
¥5.7万 |
+6.29% |
回到中轨 |
| 10 |
2017-10-27 |
2017-11-20 |
6.258126875 |
6.1938 |
¥-1.0万 |
-1.06% |
回到中轨 |
| 11 |
2017-12-18 |
2018-01-03 |
6.188035853999999 |
6.26373 |
¥1.1万 |
+1.19% |
回到中轨 |
| 12 |
2018-03-28 |
2018-04-25 |
6.168009847999999 |
6.1438500000000005 |
¥-4,051 |
-0.42% |
回到中轨 |
| 13 |
2018-06-26 |
2018-07-10 |
5.857606754999999 |
5.934060000000001 |
¥1.2万 |
+1.27% |
回到中轨 |
| 14 |
2018-12-21 |
2019-01-02 |
5.647333691999999 |
5.7642299999999995 |
¥2.0万 |
+2.04% |
回到中轨 |
| 15 |
2019-05-09 |
2019-06-05 |
6.057866815 |
6.04 |
¥-3,233 |
-0.32% |
回到中轨 |
| 16 |
2019-07-10 |
2019-09-05 |
5.777502730999999 |
5.50449 |
¥-4.7万 |
-4.75% |
回到中轨 |
| 17 |
2019-11-13 |
2019-12-16 |
5.577242671 |
5.53446 |
¥-7,529 |
-0.80% |
回到中轨 |
| 18 |
2020-01-23 |
2020-02-24 |
5.531659 |
5.354640000000001 |
¥-3.0万 |
-3.23% |
回到中轨 |
| 19 |
2020-03-17 |
2020-03-31 |
5.196748557 |
5.2347600000000005 |
¥6,363 |
+0.70% |
回到中轨 |
| 20 |
2020-09-03 |
2020-10-19 |
4.686085404 |
4.60539 |
¥-1.6万 |
-1.75% |
回到中轨 |
| 21 |
2021-05-06 |
2021-05-10 |
4.816254442999999 |
4.93506 |
¥2.2万 |
+2.44% |
回到中轨 |
| 22 |
2021-06-16 |
2021-06-25 |
4.836280448999999 |
4.88 |
¥8,033 |
+0.87% |
回到中轨 |
| 23 |
2021-07-14 |
2021-08-12 |
4.481344 |
4.37562 |
¥-2.2万 |
-2.39% |
回到中轨 |
| 24 |
2021-12-15 |
2021-12-29 |
4.545903361999999 |
4.5854099999999995 |
¥7,596 |
+0.84% |
回到中轨 |
| 25 |
2022-03-09 |
2022-03-21 |
4.756176425 |
4.87512 |
¥2.3万 |
+2.47% |
回到中轨 |
| 26 |
2022-05-06 |
2022-05-30 |
4.9864754940000005 |
4.975020000000001 |
¥-2,424 |
-0.26% |
回到中轨 |
| 27 |
2022-07-13 |
2022-08-12 |
4.641391999999999 |
4.5954 |
¥-9,512 |
-1.02% |
回到中轨 |
| 28 |
2022-10-27 |
2022-11-10 |
4.5158643529999996 |
4.52547 |
¥1,687 |
+0.18% |
回到中轨 |
| 29 |
2023-07-13 |
2023-07-28 |
5.4470736319999995 |
5.67432 |
¥3.8万 |
+4.14% |
回到中轨 |
| 30 |
2023-10-31 |
2023-11-10 |
5.587255673999999 |
5.7942 |
¥3.5万 |
+3.67% |
回到中轨 |
| 31 |
2023-12-07 |
2023-12-13 |
5.717424713 |
5.81418 |
¥1.7万 |
+1.66% |
回到中轨 |
| 32 |
2024-06-17 |
2024-06-20 |
6.788816034 |
7.14285 |
¥5.2万 |
+5.18% |
回到中轨 |
| 33 |
2024-09-04 |
2024-09-25 |
6.8488940519999995 |
7.202789999999999 |
¥5.5万 |
+5.14% |
回到中轨 |
| 34 |
2025-07-25 |
2025-08-26 |
7.820155342999998 |
7.66233 |
¥-2.3万 |
-2.05% |
回到中轨 |
| 35 |
2025-09-23 |
2025-10-17 |
6.798829037 |
6.993 |
¥3.1万 |
+2.83% |
回到中轨 |
| 36 |
2026-01-16 |
2026-02-11 |
6.949024081999999 |
6.823170000000001 |
¥-2.1万 |
-1.84% |
回到中轨 |
| 37 |
2026-05-07 |
2026-06-02 |
6.7387510189999995 |
6.763229999999999 |
¥3,695 |
+0.33% |
回到中轨 |
| 38 |
2026-07-01 |
2026-07-09 |
6.428347926 |
6.743250000000001 |
¥5.4万 |
+4.87% |
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 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
5.69569 |
175400.0 |
¥99.9万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
6.1438500000000005 |
175400.0 |
¥1.08M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
6.73673 |
156300.0 |
¥1.05M |
|
| 2015-09-01 |
回到中轨 |
卖出 |
6.0939 |
156300.0 |
¥95.2万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
6.07607 |
160400.0 |
¥97.5万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
5.36463 |
160400.0 |
¥86.0万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
5.425419999999999 |
157900.0 |
¥85.7万 |
|
| 2016-05-31 |
回到中轨 |
卖出 |
5.36463 |
157900.0 |
¥84.7万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
5.615609999999999 |
151300.0 |
¥85.0万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
5.58441 |
151300.0 |
¥84.5万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
6.056049999999999 |
139700.0 |
¥84.6万 |
|
| 2017-04-05 |
回到中轨 |
卖出 |
6.23376 |
139700.0 |
¥87.1万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
6.016009999999999 |
144400.0 |
¥86.9万 |
|
| 2017-05-15 |
回到中轨 |
卖出 |
6.04395 |
144400.0 |
¥87.2万 |
|
| 2017-07-10 |
跌破下轨 |
买入 |
5.9059 |
147700.0 |
¥87.3万 |
|
| 2017-07-14 |
回到中轨 |
卖出 |
6.15384 |
147700.0 |
¥90.9万 |
|
| 2017-08-15 |
跌破下轨 |
买入 |
6.246239999999999 |
145700.0 |
¥91.0万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
6.643350000000001 |
145700.0 |
¥96.8万 |
|
| 2017-10-27 |
跌破下轨 |
买入 |
6.25625 |
154300.0 |
¥96.6万 |
|
| 2017-11-20 |
回到中轨 |
卖出 |
6.1938 |
154300.0 |
¥95.5万 |
|
| 2017-12-18 |
跌破下轨 |
买入 |
6.186179999999999 |
154400.0 |
¥95.5万 |
|
| 2018-01-03 |
回到中轨 |
卖出 |
6.26373 |
154400.0 |
¥96.7万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
6.16616 |
155800.0 |
¥96.1万 |
|
| 2018-04-25 |
回到中轨 |
卖出 |
6.1438500000000005 |
155800.0 |
¥95.7万 |
|
| 2018-06-26 |
跌破下轨 |
买入 |
5.855849999999999 |
163800.0 |
¥95.9万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
5.934060000000001 |
163800.0 |
¥97.2万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
5.645639999999999 |
172700.0 |
¥97.5万 |
|
| 2019-01-02 |
回到中轨 |
卖出 |
5.7642299999999995 |
172700.0 |
¥99.5万 |
|
| 2019-05-09 |
跌破下轨 |
买入 |
6.056049999999999 |
164300.0 |
¥99.5万 |
|
| 2019-06-05 |
回到中轨 |
卖出 |
6.04 |
164300.0 |
¥99.2万 |
|
| 2019-07-10 |
跌破下轨 |
买入 |
5.775769999999999 |
171700.0 |
¥99.2万 |
|
| 2019-09-05 |
回到中轨 |
卖出 |
5.50449 |
171700.0 |
¥94.5万 |
|
| 2019-11-13 |
跌破下轨 |
买入 |
5.57557 |
169400.0 |
¥94.5万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
5.53446 |
169400.0 |
¥93.7万 |
|
| 2020-01-23 |
跌破下轨 |
买入 |
5.53 |
169000.0 |
¥93.5万 |
|
| 2020-02-24 |
回到中轨 |
卖出 |
5.354640000000001 |
169000.0 |
¥90.5万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
5.19519 |
174600.0 |
¥90.7万 |
|
| 2020-03-31 |
回到中轨 |
卖出 |
5.2347600000000005 |
174600.0 |
¥91.4万 |
|
| 2020-09-03 |
跌破下轨 |
买入 |
4.684679999999999 |
194500.0 |
¥91.1万 |
|
| 2020-10-19 |
回到中轨 |
卖出 |
4.60539 |
194500.0 |
¥89.5万 |
|
| 2021-05-06 |
跌破下轨 |
买入 |
4.814809999999999 |
186400.0 |
¥89.8万 |
|
| 2021-05-10 |
回到中轨 |
卖出 |
4.93506 |
186400.0 |
¥92.0万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
4.834829999999999 |
190100.0 |
¥91.9万 |
|
| 2021-06-25 |
回到中轨 |
卖出 |
4.88 |
190100.0 |
¥92.7万 |
|
| 2021-07-14 |
跌破下轨 |
买入 |
4.48 |
207200.0 |
¥92.9万 |
|
| 2021-08-12 |
回到中轨 |
卖出 |
4.37562 |
207200.0 |
¥90.6万 |
|
| 2021-12-15 |
跌破下轨 |
买入 |
4.54454 |
199200.0 |
¥90.6万 |
|
| 2021-12-29 |
回到中轨 |
卖出 |
4.5854099999999995 |
199200.0 |
¥91.3万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
4.75475 |
191900.0 |
¥91.3万 |
|
| 2022-03-21 |
回到中轨 |
卖出 |
4.87512 |
191900.0 |
¥93.5万 |
|
| 2022-05-06 |
跌破下轨 |
买入 |
4.98498 |
187200.0 |
¥93.3万 |
|
| 2022-05-30 |
回到中轨 |
卖出 |
4.975020000000001 |
187200.0 |
¥93.1万 |
|
| 2022-07-13 |
跌破下轨 |
买入 |
4.64 |
200800.0 |
¥93.2万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
4.5954 |
200800.0 |
¥92.2万 |
|
| 2022-10-27 |
跌破下轨 |
买入 |
4.51451 |
204500.0 |
¥92.3万 |
|
| 2022-11-10 |
回到中轨 |
卖出 |
4.52547 |
204500.0 |
¥92.5万 |
|
| 2023-07-13 |
跌破下轨 |
买入 |
5.44544 |
170200.0 |
¥92.7万 |
|
| 2023-07-28 |
回到中轨 |
卖出 |
5.67432 |
170200.0 |
¥96.5万 |
|
| 2023-10-31 |
跌破下轨 |
买入 |
5.585579999999999 |
172100.0 |
¥96.2万 |
|
| 2023-11-10 |
回到中轨 |
卖出 |
5.7942 |
172100.0 |
¥99.7万 |
|
| 2023-12-07 |
跌破下轨 |
买入 |
5.71571 |
174700.0 |
¥99.9万 |
|
| 2023-12-13 |
回到中轨 |
卖出 |
5.81418 |
174700.0 |
¥1.02M |
|
| 2024-06-17 |
跌破下轨 |
买入 |
6.786779999999999 |
149100.0 |
¥1.01M |
|
| 2024-06-20 |
回到中轨 |
卖出 |
7.14285 |
149100.0 |
¥1.06M |
|
| 2024-09-04 |
跌破下轨 |
买入 |
6.846839999999999 |
155000.0 |
¥1.06M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
7.202789999999999 |
155000.0 |
¥1.12M |
|
| 2025-07-25 |
跌破下轨 |
买入 |
7.817809999999998 |
143300.0 |
¥1.12M |
|
| 2025-08-26 |
回到中轨 |
卖出 |
7.66233 |
143300.0 |
¥1.10M |
|
| 2025-09-23 |
跌破下轨 |
买入 |
6.79679 |
161200.0 |
¥1.10M |
|
| 2025-10-17 |
回到中轨 |
卖出 |
6.993 |
161200.0 |
¥1.13M |
|
| 2026-01-16 |
跌破下轨 |
买入 |
6.94694 |
162800.0 |
¥1.13M |
|
| 2026-02-11 |
回到中轨 |
卖出 |
6.823170000000001 |
162800.0 |
¥1.11M |
|
| 2026-05-07 |
跌破下轨 |
买入 |
6.73673 |
164600.0 |
¥1.11M |
|
| 2026-06-02 |
回到中轨 |
卖出 |
6.763229999999999 |
164600.0 |
¥1.11M |
|
| 2026-07-01 |
跌破下轨 |
买入 |
6.426419999999999 |
172900.0 |
¥1.11M |
|
| 2026-07-09 |
回到中轨 |
卖出 |
6.743250000000001 |
172900.0 |
¥1.17M |
|