601360 三六零 — 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: ¥94.7万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -5.30%）
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 49 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 |
2015-06-30 |
2015-07-23 |
17.322495189999998 |
17.5824 |
¥1.4万 |
+1.47% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-22 |
11.424836422999999 |
12.3 |
¥7.0万 |
+7.63% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-17 |
13.527567052999997 |
11.69829 |
¥-14.0万 |
-13.55% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-02 |
11.364758404999996 |
11.02896 |
¥-2.8万 |
-2.98% |
回到中轨 |
| 5 |
2016-07-28 |
2016-08-17 |
12.926786873 |
12.99699 |
¥4,674 |
+0.51% |
回到中轨 |
| 6 |
2016-09-14 |
2016-09-26 |
12.185824650999999 |
12.66732 |
¥3.6万 |
+3.92% |
回到中轨 |
| 7 |
2016-12-05 |
2017-01-04 |
12.426136722999999 |
11.90808 |
¥-4.0万 |
-4.20% |
回到中轨 |
| 8 |
2017-01-17 |
2017-02-08 |
11.104420327 |
11.57841 |
¥3.9万 |
+4.24% |
回到中轨 |
| 9 |
2017-03-31 |
2017-11-07 |
11.174511348 |
9.67 |
¥-12.9万 |
-13.49% |
回到中轨 |
| 10 |
2018-05-16 |
2018-06-08 |
35.34590059 |
35.74422 |
¥8,682 |
+1.10% |
回到中轨 |
| 11 |
2018-06-19 |
2018-07-25 |
31.319393 |
27.7722 |
¥-9.2万 |
-11.35% |
回到中轨 |
| 12 |
2018-08-02 |
2018-08-30 |
25.833547739999997 |
25.814160000000005 |
¥-771 |
-0.11% |
回到中轨 |
| 13 |
2018-10-09 |
2018-11-05 |
24.031207199999997 |
22.78719 |
¥-3.9万 |
-5.21% |
回到中轨 |
| 14 |
2018-12-26 |
2019-01-16 |
20.887124257999997 |
20.789189999999998 |
¥-3,500 |
-0.50% |
回到中轨 |
| 15 |
2019-01-30 |
2019-02-12 |
19.755654919 |
20.859119999999997 |
¥3.9万 |
+5.55% |
回到中轨 |
| 16 |
2019-04-12 |
2019-05-23 |
24.742130413 |
21.978 |
¥-8.3万 |
-11.20% |
回到中轨 |
| 17 |
2019-08-05 |
2019-08-21 |
19.305069784 |
18.8811 |
¥-1.4万 |
-2.23% |
回到中轨 |
| 18 |
2019-11-12 |
2019-12-10 |
21.387774407999995 |
21.34863 |
¥-1,362 |
-0.21% |
回到中轨 |
| 19 |
2020-02-04 |
2020-02-11 |
20.086084017999998 |
23.72625 |
¥10.5万 |
+18.09% |
回到中轨 |
| 20 |
2020-04-29 |
2020-06-02 |
18.153574438999996 |
18.21177 |
¥2,130 |
+0.29% |
回到中轨 |
| 21 |
2020-08-27 |
2020-10-13 |
18.373860505 |
17.5824 |
¥-3.2万 |
-4.34% |
回到中轨 |
| 22 |
2020-10-29 |
2020-11-25 |
15.890635760999999 |
16.75323 |
¥3.8万 |
+5.40% |
回到中轨 |
| 23 |
2020-12-23 |
2021-01-07 |
15.510141646999998 |
16.293689999999998 |
¥3.7万 |
+5.02% |
回到中轨 |
| 24 |
2021-02-04 |
2021-02-22 |
15.420024619999998 |
16.57341 |
¥5.8万 |
+7.45% |
回到中轨 |
| 25 |
2021-03-11 |
2021-04-07 |
14.348633299 |
14.26572 |
¥-5,144 |
-0.61% |
回到中轨 |
| 26 |
2021-04-13 |
2021-04-19 |
13.637710085999995 |
13.93605 |
¥1.8万 |
+2.16% |
回到中轨 |
| 27 |
2021-04-26 |
2021-05-28 |
13.066968915 |
12.33765 |
¥-4.8万 |
-5.61% |
回到中轨 |
| 28 |
2022-01-25 |
2022-03-03 |
12.045642608999998 |
10.789200000000001 |
¥-8.5万 |
-10.46% |
回到中轨 |
| 29 |
2022-03-15 |
2022-05-19 |
10.123146033 |
8.15184 |
¥-14.1万 |
-19.50% |
回到中轨 |
| 30 |
2022-07-07 |
2022-08-08 |
8.140571439 |
7.56243 |
¥-4.2万 |
-7.13% |
回到中轨 |
| 31 |
2022-09-27 |
2022-10-18 |
6.678673000999999 |
6.992999999999999 |
¥2.6万 |
+4.68% |
回到中轨 |
| 32 |
2022-11-29 |
2022-12-05 |
6.7187250129999985 |
7.17282 |
¥3.8万 |
+6.73% |
回到中轨 |
| 33 |
2022-12-20 |
2023-01-04 |
6.6085819799999985 |
6.7332600000000005 |
¥1.1万 |
+1.86% |
回到中轨 |
| 34 |
2023-05-17 |
2023-06-02 |
13.717814109999997 |
14.545440000000003 |
¥3.6万 |
+6.00% |
回到中轨 |
| 35 |
2023-06-29 |
2023-08-02 |
12.586344771 |
11.828159999999999 |
¥-3.9万 |
-6.05% |
回到中轨 |
| 36 |
2023-08-14 |
2023-09-05 |
11.094407323999997 |
11.13885 |
¥2,252 |
+0.37% |
回到中轨 |
| 37 |
2023-09-18 |
2023-11-07 |
10.063068015 |
9.290700000000001 |
¥-4.8万 |
-7.70% |
回到中轨 |
| 38 |
2023-11-30 |
2023-12-11 |
8.761377625 |
9.35064 |
¥3.8万 |
+6.69% |
回到中轨 |
| 39 |
2024-02-01 |
2024-02-20 |
6.798829037 |
7.70229 |
¥8.0万 |
+13.25% |
回到中轨 |
| 40 |
2024-03-28 |
2024-04-30 |
8.320805493 |
8.6913 |
¥3.1万 |
+4.42% |
回到中轨 |
| 41 |
2024-06-25 |
2024-07-23 |
7.589856273999999 |
7.452540000000001 |
¥-1.3万 |
-1.84% |
回到中轨 |
| 42 |
2024-08-23 |
2024-09-20 |
6.748764022 |
6.95304 |
¥2.1万 |
+3.00% |
回到中轨 |
| 43 |
2025-01-06 |
2025-01-27 |
9.392196814 |
10.789200000000001 |
¥10.8万 |
+14.84% |
回到中轨 |
| 44 |
2025-03-26 |
2025-04-22 |
10.693887203999997 |
10.439549999999999 |
¥-2.0万 |
-2.41% |
回到中轨 |
| 45 |
2025-06-23 |
2025-06-26 |
9.622495882999997 |
10.1 |
¥4.0万 |
+4.93% |
回到中轨 |
| 46 |
2025-12-17 |
2026-01-06 |
10.263328075 |
11.29869 |
¥8.1万 |
+10.05% |
回到中轨 |
| 47 |
2026-03-04 |
2026-03-11 |
11.154485342000001 |
12.687299999999999 |
¥12.6万 |
+13.71% |
回到中轨 |
| 48 |
2026-06-01 |
2026-07-13 |
10.113133029999998 |
9.15084 |
¥-10.1万 |
-9.54% |
回到中轨 |
| 49 |
2026-10-19 |
2026-11-06 |
8.310792489999999 |
8.16 |
¥-1.8万 |
-1.84% |
回到中轨 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
17.3173 |
55900.0 |
¥96.8万 |
|
| 2015-07-23 |
回到中轨 |
卖出 |
17.5824 |
55900.0 |
¥98.3万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
11.421409999999998 |
80100.0 |
¥91.5万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
12.3 |
80100.0 |
¥98.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
13.523509999999998 |
76200.0 |
¥1.03M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
11.69829 |
76200.0 |
¥89.1万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
11.361349999999998 |
82900.0 |
¥94.2万 |
|
| 2016-06-02 |
回到中轨 |
卖出 |
11.02896 |
82900.0 |
¥91.4万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
12.922909999999998 |
70500.0 |
¥91.1万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
12.99699 |
70500.0 |
¥91.6万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
12.18217 |
74900.0 |
¥91.3万 |
|
| 2016-09-26 |
回到中轨 |
卖出 |
12.66732 |
74900.0 |
¥94.8万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
12.42241 |
76300.0 |
¥94.8万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
11.90808 |
76300.0 |
¥90.8万 |
|
| 2017-01-17 |
跌破下轨 |
买入 |
11.10109 |
82300.0 |
¥91.4万 |
|
| 2017-02-08 |
回到中轨 |
卖出 |
11.57841 |
82300.0 |
¥95.3万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
11.171159999999999 |
85500.0 |
¥95.5万 |
|
| 2017-11-07 |
回到中轨 |
卖出 |
9.67 |
85500.0 |
¥82.7万 |
|
| 2018-05-16 |
跌破下轨 |
买入 |
35.3353 |
22400.0 |
¥79.2万 |
|
| 2018-06-08 |
回到中轨 |
卖出 |
35.74422 |
22400.0 |
¥80.0万 |
|
| 2018-06-19 |
跌破下轨 |
买入 |
31.31 |
25800.0 |
¥80.8万 |
|
| 2018-07-25 |
回到中轨 |
卖出 |
27.7722 |
25800.0 |
¥71.6万 |
|
| 2018-08-02 |
跌破下轨 |
买入 |
25.825799999999997 |
28400.0 |
¥73.4万 |
|
| 2018-08-30 |
回到中轨 |
卖出 |
25.814160000000005 |
28400.0 |
¥73.3万 |
|
| 2018-10-09 |
跌破下轨 |
买入 |
24.023999999999997 |
30800.0 |
¥74.0万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
22.78719 |
30800.0 |
¥70.2万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
20.88086 |
33600.0 |
¥70.2万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
20.789189999999998 |
33600.0 |
¥69.8万 |
|
| 2019-01-30 |
跌破下轨 |
买入 |
19.74973 |
35300.0 |
¥69.7万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
20.859119999999997 |
35300.0 |
¥73.6万 |
|
| 2019-04-12 |
跌破下轨 |
买入 |
24.73471 |
29800.0 |
¥73.7万 |
|
| 2019-05-23 |
回到中轨 |
卖出 |
21.978 |
29800.0 |
¥65.5万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
19.29928 |
33700.0 |
¥65.1万 |
|
| 2019-08-21 |
回到中轨 |
卖出 |
18.8811 |
33700.0 |
¥63.6万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
21.381359999999997 |
29900.0 |
¥63.9万 |
|
| 2019-12-10 |
回到中轨 |
卖出 |
21.34863 |
29900.0 |
¥63.8万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
20.08006 |
28900.0 |
¥58.0万 |
|
| 2020-02-11 |
回到中轨 |
卖出 |
23.72625 |
28900.0 |
¥68.5万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
18.14813 |
40400.0 |
¥73.3万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
18.21177 |
40400.0 |
¥73.6万 |
|
| 2020-08-27 |
跌破下轨 |
买入 |
18.36835 |
40600.0 |
¥74.6万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
17.5824 |
40600.0 |
¥71.4万 |
|
| 2020-10-29 |
跌破下轨 |
买入 |
15.885869999999999 |
44400.0 |
¥70.6万 |
|
| 2020-11-25 |
回到中轨 |
卖出 |
16.75323 |
44400.0 |
¥74.4万 |
|
| 2020-12-23 |
跌破下轨 |
买入 |
15.505489999999998 |
48100.0 |
¥74.6万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
16.293689999999998 |
48100.0 |
¥78.3万 |
|
| 2021-02-04 |
跌破下轨 |
买入 |
15.415399999999998 |
50400.0 |
¥77.7万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
16.57341 |
50400.0 |
¥83.5万 |
|
| 2021-03-11 |
跌破下轨 |
买入 |
14.34433 |
59000.0 |
¥84.7万 |
|
| 2021-04-07 |
回到中轨 |
卖出 |
14.26572 |
59000.0 |
¥84.1万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
13.633619999999997 |
61800.0 |
¥84.3万 |
|
| 2021-04-19 |
回到中轨 |
卖出 |
13.93605 |
61800.0 |
¥86.1万 |
|
| 2021-04-26 |
跌破下轨 |
买入 |
13.063049999999999 |
65800.0 |
¥86.0万 |
|
| 2021-05-28 |
回到中轨 |
卖出 |
12.33765 |
65800.0 |
¥81.2万 |
|
| 2022-01-25 |
跌破下轨 |
买入 |
12.042029999999999 |
67300.0 |
¥81.1万 |
|
| 2022-03-03 |
回到中轨 |
卖出 |
10.789200000000001 |
67300.0 |
¥72.6万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
10.120109999999999 |
71200.0 |
¥72.1万 |
|
| 2022-05-19 |
回到中轨 |
卖出 |
8.15184 |
71200.0 |
¥58.0万 |
|
| 2022-07-07 |
跌破下轨 |
买入 |
8.13813 |
72300.0 |
¥58.9万 |
|
| 2022-08-08 |
回到中轨 |
卖出 |
7.56243 |
72300.0 |
¥54.7万 |
|
| 2022-09-27 |
跌破下轨 |
买入 |
6.676669999999999 |
81700.0 |
¥54.6万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
6.992999999999999 |
81700.0 |
¥57.1万 |
|
| 2022-11-29 |
跌破下轨 |
买入 |
6.716709999999999 |
84900.0 |
¥57.0万 |
|
| 2022-12-05 |
回到中轨 |
卖出 |
7.17282 |
84900.0 |
¥60.9万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
6.6065999999999985 |
92300.0 |
¥61.0万 |
|
| 2023-01-04 |
回到中轨 |
卖出 |
6.7332600000000005 |
92300.0 |
¥62.1万 |
|
| 2023-05-17 |
跌破下轨 |
买入 |
13.713699999999998 |
44100.0 |
¥60.5万 |
|
| 2023-06-02 |
回到中轨 |
卖出 |
14.545440000000003 |
44100.0 |
¥64.1万 |
|
| 2023-06-29 |
跌破下轨 |
买入 |
12.582569999999999 |
51800.0 |
¥65.2万 |
|
| 2023-08-02 |
回到中轨 |
卖出 |
11.828159999999999 |
51800.0 |
¥61.3万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
11.091079999999998 |
54800.0 |
¥60.8万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
11.13885 |
54800.0 |
¥61.0万 |
|
| 2023-09-18 |
跌破下轨 |
买入 |
10.06005 |
61300.0 |
¥61.7万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
9.290700000000001 |
61300.0 |
¥56.9万 |
|
| 2023-11-30 |
跌破下轨 |
买入 |
8.75875 |
65300.0 |
¥57.2万 |
|
| 2023-12-11 |
回到中轨 |
卖出 |
9.35064 |
65300.0 |
¥61.0万 |
|
| 2024-02-01 |
跌破下轨 |
买入 |
6.79679 |
89300.0 |
¥60.7万 |
|
| 2024-02-20 |
回到中轨 |
卖出 |
7.70229 |
89300.0 |
¥68.8万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
8.31831 |
83000.0 |
¥69.1万 |
|
| 2024-04-30 |
回到中轨 |
卖出 |
8.6913 |
83000.0 |
¥72.1万 |
|
| 2024-06-25 |
跌破下轨 |
买入 |
7.587579999999998 |
95000.0 |
¥72.1万 |
|
| 2024-07-23 |
回到中轨 |
卖出 |
7.452540000000001 |
95000.0 |
¥70.8万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
6.74674 |
104300.0 |
¥70.4万 |
|
| 2024-09-20 |
回到中轨 |
卖出 |
6.95304 |
104300.0 |
¥72.5万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
9.38938 |
77400.0 |
¥72.7万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
10.789200000000001 |
77400.0 |
¥83.5万 |
|
| 2025-03-26 |
跌破下轨 |
买入 |
10.690679999999999 |
78200.0 |
¥83.6万 |
|
| 2025-04-22 |
回到中轨 |
卖出 |
10.439549999999999 |
78200.0 |
¥81.6万 |
|
| 2025-06-23 |
跌破下轨 |
买入 |
9.619609999999998 |
84400.0 |
¥81.2万 |
|
| 2025-06-26 |
回到中轨 |
卖出 |
10.1 |
84400.0 |
¥85.2万 |
|
| 2025-12-17 |
跌破下轨 |
买入 |
10.26025 |
78800.0 |
¥80.9万 |
|
| 2026-01-06 |
回到中轨 |
卖出 |
11.29869 |
78800.0 |
¥89.0万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
11.15114 |
82400.0 |
¥91.9万 |
|
| 2026-03-11 |
回到中轨 |
卖出 |
12.687299999999999 |
82400.0 |
¥1.05M |
|
| 2026-06-01 |
跌破下轨 |
买入 |
10.110100000000001 |
105100.0 |
¥1.06M |
|
| 2026-07-13 |
回到中轨 |
卖出 |
9.15084 |
105100.0 |
¥96.1万 |
|
| 2026-10-19 |
跌破下轨 |
买入 |
8.3083 |
114700.0 |
¥95.3万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
8.16 |
114700.0 |
¥93.6万 |
|