601336 新华保险 — 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: ¥92.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -7.46%）
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 39 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 |
2015-07-28 |
2015-09-17 |
42.85565283999998 |
36.85311 |
¥-13.5万 |
-14.03% |
回到中轨 |
| 2 |
2016-03-01 |
2016-03-07 |
33.763846115999996 |
37.4625 |
¥9.4万 |
+10.92% |
回到中轨 |
| 3 |
2016-05-09 |
2016-05-17 |
38.55006155 |
39.63033 |
¥2.6万 |
+2.77% |
回到中轨 |
| 4 |
2016-09-14 |
2016-10-12 |
41.17346833599999 |
42.04791 |
¥2.0万 |
+2.09% |
回到中轨 |
| 5 |
2016-12-19 |
2017-01-04 |
43.927044161 |
44.94501 |
¥2.3万 |
+2.29% |
回到中轨 |
| 6 |
2017-02-28 |
2017-04-13 |
44.17736923599999 |
42.34761 |
¥-4.3万 |
-4.17% |
回到中轨 |
| 7 |
2017-04-19 |
2017-04-25 |
40.95318226999999 |
42.73722 |
¥4.3万 |
+4.32% |
回到中轨 |
| 8 |
2017-10-11 |
2017-10-13 |
54.27047626 |
57.3 |
¥5.7万 |
+5.55% |
回到中轨 |
| 9 |
2018-03-22 |
2018-05-04 |
49.194754 |
44.2557 |
¥-10.8万 |
-10.07% |
回到中轨 |
| 10 |
2018-12-24 |
2019-01-07 |
41.303637375 |
43.42653 |
¥5.0万 |
+5.11% |
回到中轨 |
| 11 |
2019-01-08 |
2019-01-21 |
39.501296835 |
40.93902 |
¥3.6万 |
+3.61% |
回到中轨 |
| 12 |
2019-05-08 |
2019-05-30 |
51.06631529999999 |
53.096849999999996 |
¥4.1万 |
+3.95% |
回到中轨 |
| 13 |
2019-08-12 |
2019-09-06 |
50.014949985 |
51.5484 |
¥3.3万 |
+3.04% |
回到中轨 |
| 14 |
2019-11-01 |
2019-12-09 |
47.802076322000005 |
46.253699999999995 |
¥-3.7万 |
-3.27% |
回到中轨 |
| 15 |
2020-02-05 |
2020-02-21 |
45.85955373999999 |
48.03192 |
¥5.2万 |
+4.71% |
回到中轨 |
| 16 |
2020-03-17 |
2020-04-08 |
40.85305223999999 |
41.37858 |
¥1.4万 |
+1.26% |
回到中轨 |
| 17 |
2020-11-06 |
2020-11-27 |
59.08673070299998 |
61.538399999999996 |
¥4.8万 |
+4.12% |
回到中轨 |
| 18 |
2021-01-06 |
2021-01-20 |
54.93133445799999 |
56.89305 |
¥4.3万 |
+3.54% |
回到中轨 |
| 19 |
2021-01-25 |
2021-02-19 |
53.088941905999995 |
50.65929 |
¥-5.8万 |
-4.61% |
回到中轨 |
| 20 |
2021-03-22 |
2021-04-29 |
48.75331160699999 |
47.2527 |
¥-3.7万 |
-3.11% |
回到中轨 |
| 21 |
2021-06-15 |
2021-08-19 |
47.66189428 |
41.0589 |
¥-16.0万 |
-13.88% |
回到中轨 |
| 22 |
2021-11-01 |
2021-11-25 |
38.95058167 |
39.060900000000004 |
¥2,514 |
+0.25% |
回到中轨 |
| 23 |
2022-03-09 |
2022-04-01 |
36.64759098 |
35.2647 |
¥-3.8万 |
-3.80% |
回到中轨 |
| 24 |
2022-04-26 |
2022-06-01 |
31.290634374999996 |
28.101869999999998 |
¥-9.6万 |
-10.22% |
回到中轨 |
| 25 |
2022-07-15 |
2022-08-26 |
30.039008999999997 |
28.35162 |
¥-4.9万 |
-5.65% |
回到中轨 |
| 26 |
2022-09-21 |
2022-10-18 |
27.185303144999995 |
27.73224 |
¥1.6万 |
+1.98% |
回到中轨 |
| 27 |
2022-10-25 |
2022-11-08 |
24.822234436999995 |
25.64433 |
¥2.7万 |
+3.28% |
回到中轨 |
| 28 |
2023-03-13 |
2023-04-03 |
29.818722933999997 |
30.51945 |
¥2.0万 |
+2.32% |
回到中轨 |
| 29 |
2023-06-27 |
2023-07-04 |
35.325874584 |
39.30066 |
¥9.9万 |
+11.22% |
回到中轨 |
| 30 |
2023-09-13 |
2023-10-18 |
38.369827496 |
37.442519999999995 |
¥-2.4万 |
-2.45% |
回到中轨 |
| 31 |
2023-10-30 |
2023-12-29 |
33.723794104 |
30.84912 |
¥-8.0万 |
-8.55% |
回到中轨 |
| 32 |
2024-04-11 |
2024-04-19 |
28.907539660999998 |
30.12984 |
¥3.7万 |
+4.20% |
回到中轨 |
| 33 |
2024-08-12 |
2024-08-26 |
28.937578669999997 |
30.28968 |
¥4.2万 |
+4.64% |
回到中轨 |
| 34 |
2025-01-03 |
2025-01-24 |
47.36150418999999 |
47.952 |
¥1.2万 |
+1.22% |
回到中轨 |
| 35 |
2025-09-22 |
2025-10-10 |
58.976587669999994 |
61.18875 |
¥3.6万 |
+3.72% |
回到中轨 |
| 36 |
2026-03-25 |
2026-04-17 |
65.78542971 |
63.19674 |
¥-4.0万 |
-3.96% |
回到中轨 |
| 37 |
2026-05-19 |
2026-06-12 |
60.378408089999986 |
58.56138 |
¥-2.9万 |
-3.04% |
回到中轨 |
| 38 |
2026-08-10 |
2026-08-27 |
60.378408089999986 |
60.0399 |
¥-5,490 |
-0.59% |
回到中轨 |
| 39 |
2026-10-15 |
2026-11-05 |
52.788551815999995 |
52.42 |
¥-6,686 |
-0.73% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-28 |
跌破下轨 |
买入 |
42.84279999999999 |
22400.0 |
¥96.0万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
36.85311 |
22400.0 |
¥82.5万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
33.753719999999994 |
25500.0 |
¥86.1万 |
|
| 2016-03-07 |
回到中轨 |
卖出 |
37.4625 |
25500.0 |
¥95.5万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
38.5385 |
24700.0 |
¥95.2万 |
|
| 2016-05-17 |
回到中轨 |
卖出 |
39.63033 |
24700.0 |
¥97.9万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
41.16111999999999 |
23700.0 |
¥97.6万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
42.04791 |
23700.0 |
¥99.6万 |
|
| 2016-12-19 |
跌破下轨 |
买入 |
43.913869999999996 |
22800.0 |
¥1.00M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
44.94501 |
22800.0 |
¥1.02M |
|
| 2017-02-28 |
跌破下轨 |
买入 |
44.16411999999999 |
23100.0 |
¥1.02M |
|
| 2017-04-13 |
回到中轨 |
卖出 |
42.34761 |
23100.0 |
¥97.8万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
40.94089999999999 |
24000.0 |
¥98.3万 |
|
| 2017-04-25 |
回到中轨 |
卖出 |
42.73722 |
24000.0 |
¥1.03M |
|
| 2017-10-11 |
跌破下轨 |
买入 |
54.2542 |
18800.0 |
¥1.02M |
|
| 2017-10-13 |
回到中轨 |
卖出 |
57.3 |
18800.0 |
¥1.08M |
|
| 2018-03-22 |
跌破下轨 |
买入 |
49.18 |
21800.0 |
¥1.07M |
|
| 2018-05-04 |
回到中轨 |
卖出 |
44.2557 |
21800.0 |
¥96.4万 |
|
| 2018-12-24 |
跌破下轨 |
买入 |
41.29125 |
23500.0 |
¥97.1万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
43.42653 |
23500.0 |
¥1.02M |
|
| 2019-01-08 |
跌破下轨 |
买入 |
39.48945 |
25200.0 |
¥99.5万 |
|
| 2019-01-21 |
回到中轨 |
卖出 |
40.93902 |
25200.0 |
¥1.03M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
51.050999999999995 |
20300.0 |
¥1.04M |
|
| 2019-05-30 |
回到中轨 |
卖出 |
53.096849999999996 |
20300.0 |
¥1.08M |
|
| 2019-08-12 |
跌破下轨 |
买入 |
49.99995 |
22000.0 |
¥1.10M |
|
| 2019-09-06 |
回到中轨 |
卖出 |
51.5484 |
22000.0 |
¥1.13M |
|
| 2019-11-01 |
跌破下轨 |
买入 |
47.78774000000001 |
23700.0 |
¥1.13M |
|
| 2019-12-09 |
回到中轨 |
卖出 |
46.253699999999995 |
23700.0 |
¥1.10M |
|
| 2020-02-05 |
跌破下轨 |
买入 |
45.84579999999998 |
23900.0 |
¥1.10M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
48.03192 |
23900.0 |
¥1.15M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
40.840799999999994 |
28100.0 |
¥1.15M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
41.37858 |
28100.0 |
¥1.16M |
|
| 2020-11-06 |
跌破下轨 |
买入 |
59.069009999999984 |
19700.0 |
¥1.16M |
|
| 2020-11-27 |
回到中轨 |
卖出 |
61.538399999999996 |
19700.0 |
¥1.21M |
|
| 2021-01-06 |
跌破下轨 |
买入 |
54.91485999999998 |
22000.0 |
¥1.21M |
|
| 2021-01-20 |
回到中轨 |
卖出 |
56.89305 |
22000.0 |
¥1.25M |
|
| 2021-01-25 |
跌破下轨 |
买入 |
53.07301999999999 |
23600.0 |
¥1.25M |
|
| 2021-02-19 |
回到中轨 |
卖出 |
50.65929 |
23600.0 |
¥1.20M |
|
| 2021-03-22 |
跌破下轨 |
买入 |
48.73869 |
24300.0 |
¥1.18M |
|
| 2021-04-29 |
回到中轨 |
卖出 |
47.2527 |
24300.0 |
¥1.15M |
|
| 2021-06-15 |
跌破下轨 |
买入 |
47.6476 |
24200.0 |
¥1.15M |
|
| 2021-08-19 |
回到中轨 |
卖出 |
41.0589 |
24200.0 |
¥99.3万 |
|
| 2021-11-01 |
跌破下轨 |
买入 |
38.9389 |
25500.0 |
¥99.3万 |
|
| 2021-11-25 |
回到中轨 |
卖出 |
39.060900000000004 |
25500.0 |
¥99.6万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
36.636599999999994 |
27400.0 |
¥1.00M |
|
| 2022-04-01 |
回到中轨 |
卖出 |
35.2647 |
27400.0 |
¥96.6万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
31.281249999999996 |
30100.0 |
¥94.2万 |
|
| 2022-06-01 |
回到中轨 |
卖出 |
28.101869999999998 |
30100.0 |
¥84.6万 |
|
| 2022-07-15 |
跌破下轨 |
买入 |
30.029999999999998 |
28700.0 |
¥86.2万 |
|
| 2022-08-26 |
回到中轨 |
卖出 |
28.35162 |
28700.0 |
¥81.3万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
27.177149999999994 |
30200.0 |
¥82.1万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
27.73224 |
30200.0 |
¥83.7万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
24.814789999999995 |
33300.0 |
¥82.7万 |
|
| 2022-11-08 |
回到中轨 |
卖出 |
25.64433 |
33300.0 |
¥85.4万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
29.809779999999996 |
28900.0 |
¥86.2万 |
|
| 2023-04-03 |
回到中轨 |
卖出 |
30.51945 |
28900.0 |
¥88.2万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
35.315279999999994 |
25000.0 |
¥88.3万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
39.30066 |
25000.0 |
¥98.2万 |
|
| 2023-09-13 |
跌破下轨 |
买入 |
38.35832 |
25500.0 |
¥97.8万 |
|
| 2023-10-18 |
回到中轨 |
卖出 |
37.442519999999995 |
25500.0 |
¥95.4万 |
|
| 2023-10-30 |
跌破下轨 |
买入 |
33.71368 |
27800.0 |
¥93.8万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
30.84912 |
27800.0 |
¥85.7万 |
|
| 2024-04-11 |
跌破下轨 |
买入 |
28.89887 |
30200.0 |
¥87.3万 |
|
| 2024-04-19 |
回到中轨 |
卖出 |
30.12984 |
30200.0 |
¥91.0万 |
|
| 2024-08-12 |
跌破下轨 |
买入 |
28.928899999999995 |
31500.0 |
¥91.2万 |
|
| 2024-08-26 |
回到中轨 |
卖出 |
30.28968 |
31500.0 |
¥95.4万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
47.34729999999999 |
20200.0 |
¥95.7万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
47.952 |
20200.0 |
¥96.8万 |
|
| 2025-09-22 |
跌破下轨 |
买入 |
58.95889999999999 |
16400.0 |
¥96.7万 |
|
| 2025-10-10 |
回到中轨 |
卖出 |
61.18875 |
16400.0 |
¥1.00M |
|
| 2026-03-25 |
跌破下轨 |
买入 |
65.7657 |
15300.0 |
¥1.01M |
|
| 2026-04-17 |
回到中轨 |
卖出 |
63.19674 |
15300.0 |
¥96.7万 |
|
| 2026-05-19 |
跌破下轨 |
买入 |
60.36029999999999 |
16000.0 |
¥96.6万 |
|
| 2026-06-12 |
回到中轨 |
卖出 |
58.56138 |
16000.0 |
¥93.7万 |
|
| 2026-08-10 |
跌破下轨 |
买入 |
60.36029999999999 |
15400.0 |
¥93.0万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
60.0399 |
15400.0 |
¥92.4万 |
|
| 2026-10-15 |
跌破下轨 |
买入 |
52.77271999999999 |
17400.0 |
¥91.9万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
52.42 |
17400.0 |
¥91.2万 |
|