601377 兴业证券 — 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: ¥54.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -45.45%）
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 44 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 |
2015-06-19 |
2015-08-17 |
15.480102637999998 |
11.20878 |
¥-27.4万 |
-27.61% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-23 |
8.801429636999998 |
8.121870000000001 |
¥-5.4万 |
-7.75% |
回到中轨 |
| 3 |
2016-01-08 |
2016-02-17 |
9.201949756999998 |
8.191799999999999 |
¥-7.3万 |
-11.00% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
7.730038316 |
8.181809999999999 |
¥3.5万 |
+5.81% |
回到中轨 |
| 5 |
2016-09-13 |
2016-10-12 |
7.689986303999999 |
7.7022900000000005 |
¥821 |
+0.13% |
回到中轨 |
| 6 |
2016-12-09 |
2017-01-05 |
8.090506423999999 |
7.7922 |
¥-2.4万 |
-3.72% |
回到中轨 |
| 7 |
2017-03-23 |
2017-04-13 |
7.710012310000001 |
7.762230000000001 |
¥3,956 |
+0.65% |
回到中轨 |
| 8 |
2017-04-19 |
2017-05-18 |
7.569830267999998 |
7.522470000000001 |
¥-4,019 |
-0.66% |
回到中轨 |
| 9 |
2017-05-23 |
2017-06-16 |
7.219375163 |
7.36263 |
¥1.2万 |
+1.95% |
回到中轨 |
| 10 |
2017-10-18 |
2017-11-22 |
8.250714471999999 |
7.98201 |
¥-2.0万 |
-3.29% |
回到中轨 |
| 11 |
2017-12-13 |
2018-01-04 |
7.579843271 |
7.41258 |
¥-1.3万 |
-2.24% |
回到中轨 |
| 12 |
2018-03-26 |
2018-04-04 |
6.338230898999999 |
6.743250000000001 |
¥3.7万 |
+6.36% |
回到中轨 |
| 13 |
2018-05-29 |
2018-07-13 |
6.228087865999999 |
5.254739999999999 |
¥-9.8万 |
-15.65% |
回到中轨 |
| 14 |
2018-07-31 |
2018-09-19 |
4.836280449 |
4.47552 |
¥-3.9万 |
-7.49% |
回到中轨 |
| 15 |
2018-10-12 |
2018-10-23 |
4.021205999999999 |
4.8551400000000005 |
¥10.0万 |
+20.70% |
回到中轨 |
| 16 |
2018-12-26 |
2019-01-07 |
4.646033392 |
5.06493 |
¥5.3万 |
+8.98% |
回到中轨 |
| 17 |
2019-04-30 |
2019-05-30 |
6.6386209890000005 |
6.1938 |
¥-4.3万 |
-6.73% |
回到中轨 |
| 18 |
2019-08-02 |
2019-08-20 |
6.2681398779999995 |
6.32367 |
¥5,025 |
+0.86% |
回到中轨 |
| 19 |
2020-02-03 |
2020-02-18 |
6.121836 |
6.81318 |
¥6.1万 |
+11.26% |
回到中轨 |
| 20 |
2020-03-19 |
2020-05-11 |
6.278152880999999 |
6.0939 |
¥-2.0万 |
-2.96% |
回到中轨 |
| 21 |
2020-05-25 |
2020-06-02 |
5.6773727009999995 |
5.894100000000001 |
¥2.4万 |
+3.79% |
回到中轨 |
| 22 |
2020-10-27 |
2020-11-06 |
8.0104024 |
8.42157 |
¥3.4万 |
+5.10% |
回到中轨 |
| 23 |
2020-12-10 |
2021-01-04 |
8.330818496000001 |
8.68131 |
¥2.9万 |
+4.18% |
回到中轨 |
| 24 |
2021-05-11 |
2021-05-26 |
7.9102723699999995 |
9.48 |
¥14.1万 |
+19.81% |
回到中轨 |
| 25 |
2021-07-02 |
2021-07-23 |
9.061767714999998 |
9.54045 |
¥4.6万 |
+5.25% |
回到中轨 |
| 26 |
2021-11-02 |
2021-11-23 |
8.891546664000002 |
8.80119 |
¥-9,560 |
-1.05% |
回到中轨 |
| 27 |
2022-01-11 |
2022-04-06 |
9.432248825999999 |
7.772219999999999 |
¥-16.0万 |
-17.62% |
回到中轨 |
| 28 |
2022-04-19 |
2022-05-24 |
7.049154111999999 |
6.30369 |
¥-7.6万 |
-10.60% |
回到中轨 |
| 29 |
2022-07-18 |
2022-08-12 |
6.458386935 |
6.4935 |
¥3,459 |
+0.51% |
回到中轨 |
| 30 |
2022-09-19 |
2022-10-24 |
5.847593751999999 |
5.62437 |
¥-2.6万 |
-3.85% |
回到中轨 |
| 31 |
2023-03-10 |
2023-04-04 |
6.208061860000001 |
6.35364 |
¥1.5万 |
+2.31% |
回到中轨 |
| 32 |
2023-05-22 |
2023-06-16 |
6.308191889999999 |
6.24375 |
¥-6,990 |
-1.05% |
回到中轨 |
| 33 |
2023-10-31 |
2023-11-07 |
6.258126874999999 |
6.43356 |
¥1.8万 |
+2.77% |
回到中轨 |
| 34 |
2023-11-30 |
2024-01-26 |
6.097918826999998 |
5.61438 |
¥-5.4万 |
-7.96% |
回到中轨 |
| 35 |
2024-02-06 |
2024-02-07 |
5.186735553999999 |
5.4945 |
¥3.7万 |
+5.90% |
回到中轨 |
| 36 |
2024-03-25 |
2024-04-23 |
5.60728168 |
5.46453 |
¥-1.7万 |
-2.58% |
回到中轨 |
| 37 |
2024-05-29 |
2024-07-18 |
5.376982610999999 |
5.11488 |
¥-3.2万 |
-4.90% |
回到中轨 |
| 38 |
2024-08-23 |
2024-09-09 |
5.036540508999999 |
5.12 |
¥9,970 |
+1.63% |
回到中轨 |
| 39 |
2025-01-02 |
2025-01-24 |
6.278152880999998 |
6.013979999999998 |
¥-2.6万 |
-4.24% |
回到中轨 |
| 40 |
2025-04-08 |
2025-04-21 |
5.4470736319999995 |
5.82417 |
¥4.1万 |
+6.89% |
回到中轨 |
| 41 |
2026-01-19 |
2026-02-10 |
6.888946063999998 |
6.95304 |
¥5,723 |
+0.90% |
回到中轨 |
| 42 |
2026-03-03 |
2026-04-14 |
6.638620988999999 |
6.0839099999999995 |
¥-5.4万 |
-8.38% |
回到中轨 |
| 43 |
2026-08-07 |
2026-08-27 |
5.90767177 |
5.894100000000001 |
¥-1,525 |
-0.26% |
回到中轨 |
| 44 |
2026-09-30 |
2026-11-13 |
5.727437715999999 |
5.31 |
¥-4.3万 |
-7.32% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
跌破下轨 |
买入 |
15.47546 |
64000.0 |
¥99.1万 |
|
| 2015-08-17 |
回到中轨 |
卖出 |
11.20878 |
64000.0 |
¥71.7万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
8.798789999999999 |
78800.0 |
¥69.4万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
8.121870000000001 |
78800.0 |
¥64.0万 |
|
| 2016-01-08 |
跌破下轨 |
买入 |
9.199189999999998 |
71900.0 |
¥66.2万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
8.191799999999999 |
71900.0 |
¥58.9万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
7.727719999999999 |
77400.0 |
¥59.8万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
8.181809999999999 |
77400.0 |
¥63.3万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
7.6876799999999985 |
82200.0 |
¥63.2万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
7.7022900000000005 |
82200.0 |
¥63.3万 |
|
| 2016-12-09 |
跌破下轨 |
买入 |
8.08808 |
78200.0 |
¥63.3万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
7.7922 |
78200.0 |
¥60.9万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
7.7077 |
79300.0 |
¥61.1万 |
|
| 2017-04-13 |
回到中轨 |
卖出 |
7.762230000000001 |
79300.0 |
¥61.5万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
7.5675599999999985 |
81000.0 |
¥61.3万 |
|
| 2017-05-18 |
回到中轨 |
卖出 |
7.522470000000001 |
81000.0 |
¥60.9万 |
|
| 2017-05-23 |
跌破下轨 |
买入 |
7.21721 |
84300.0 |
¥60.9万 |
|
| 2017-06-16 |
回到中轨 |
卖出 |
7.36263 |
84300.0 |
¥62.0万 |
|
| 2017-10-18 |
跌破下轨 |
买入 |
8.24824 |
75500.0 |
¥62.3万 |
|
| 2017-11-22 |
回到中轨 |
卖出 |
7.98201 |
75500.0 |
¥60.2万 |
|
| 2017-12-13 |
跌破下轨 |
买入 |
7.57757 |
79300.0 |
¥60.1万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
7.41258 |
79300.0 |
¥58.8万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
6.3363299999999985 |
91700.0 |
¥58.1万 |
|
| 2018-04-04 |
回到中轨 |
卖出 |
6.743250000000001 |
91700.0 |
¥61.8万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
6.226219999999999 |
100400.0 |
¥62.5万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
5.254739999999999 |
100400.0 |
¥52.7万 |
|
| 2018-07-31 |
跌破下轨 |
买入 |
4.834829999999999 |
108700.0 |
¥52.6万 |
|
| 2018-09-19 |
回到中轨 |
卖出 |
4.47552 |
108700.0 |
¥48.6万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
4.02 |
120700.0 |
¥48.5万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
4.8551400000000005 |
120700.0 |
¥58.6万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
4.644639999999999 |
126700.0 |
¥58.9万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
5.06493 |
126700.0 |
¥64.2万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
6.63663 |
96600.0 |
¥64.1万 |
|
| 2019-05-30 |
回到中轨 |
卖出 |
6.1938 |
96600.0 |
¥59.8万 |
|
| 2019-08-02 |
跌破下轨 |
买入 |
6.266259999999999 |
93700.0 |
¥58.7万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
6.32367 |
93700.0 |
¥59.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
6.12 |
88600.0 |
¥54.2万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
6.81318 |
88600.0 |
¥60.3万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
6.2762699999999985 |
105600.0 |
¥66.3万 |
|
| 2020-05-11 |
回到中轨 |
卖出 |
6.0939 |
105600.0 |
¥64.3万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
5.675669999999999 |
112800.0 |
¥64.0万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
5.894100000000001 |
112800.0 |
¥66.5万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
8.008 |
83100.0 |
¥66.6万 |
|
| 2020-11-06 |
回到中轨 |
卖出 |
8.42157 |
83100.0 |
¥70.0万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
8.32832 |
83800.0 |
¥69.8万 |
|
| 2021-01-04 |
回到中轨 |
卖出 |
8.68131 |
83800.0 |
¥72.7万 |
|
| 2021-05-11 |
跌破下轨 |
买入 |
7.907899999999999 |
90100.0 |
¥71.3万 |
|
| 2021-05-26 |
回到中轨 |
卖出 |
9.48 |
90100.0 |
¥85.4万 |
|
| 2021-07-02 |
跌破下轨 |
买入 |
9.05905 |
96300.0 |
¥87.3万 |
|
| 2021-07-23 |
回到中轨 |
卖出 |
9.54045 |
96300.0 |
¥91.8万 |
|
| 2021-11-02 |
跌破下轨 |
买入 |
8.88888 |
102800.0 |
¥91.4万 |
|
| 2021-11-23 |
回到中轨 |
卖出 |
8.80119 |
102800.0 |
¥90.4万 |
|
| 2022-01-11 |
跌破下轨 |
买入 |
9.429419999999999 |
96100.0 |
¥90.6万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
7.772219999999999 |
96100.0 |
¥74.7万 |
|
| 2022-04-19 |
跌破下轨 |
买入 |
7.047039999999999 |
101800.0 |
¥71.8万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
6.30369 |
101800.0 |
¥64.2万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
6.45645 |
104300.0 |
¥67.4万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
6.4935 |
104300.0 |
¥67.7万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
5.845839999999999 |
115600.0 |
¥67.6万 |
|
| 2022-10-24 |
回到中轨 |
卖出 |
5.62437 |
115600.0 |
¥65.0万 |
|
| 2023-03-10 |
跌破下轨 |
买入 |
6.206200000000001 |
104000.0 |
¥64.6万 |
|
| 2023-04-04 |
回到中轨 |
卖出 |
6.35364 |
104000.0 |
¥66.1万 |
|
| 2023-05-22 |
跌破下轨 |
买入 |
6.306299999999999 |
105400.0 |
¥66.5万 |
|
| 2023-06-16 |
回到中轨 |
卖出 |
6.24375 |
105400.0 |
¥65.8万 |
|
| 2023-10-31 |
跌破下轨 |
买入 |
6.25625 |
104800.0 |
¥65.6万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
6.43356 |
104800.0 |
¥67.4万 |
|
| 2023-11-30 |
跌破下轨 |
买入 |
6.0960899999999985 |
111000.0 |
¥67.7万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
5.61438 |
111000.0 |
¥62.3万 |
|
| 2024-02-06 |
跌破下轨 |
买入 |
5.185179999999999 |
119700.0 |
¥62.1万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
5.4945 |
119700.0 |
¥65.7万 |
|
| 2024-03-25 |
跌破下轨 |
买入 |
5.605599999999999 |
116700.0 |
¥65.4万 |
|
| 2024-04-23 |
回到中轨 |
卖出 |
5.46453 |
116700.0 |
¥63.8万 |
|
| 2024-05-29 |
跌破下轨 |
买入 |
5.375369999999998 |
119600.0 |
¥64.3万 |
|
| 2024-07-18 |
回到中轨 |
卖出 |
5.11488 |
119600.0 |
¥61.2万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
5.03503 |
121700.0 |
¥61.3万 |
|
| 2024-09-09 |
回到中轨 |
卖出 |
5.12 |
121700.0 |
¥62.3万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
6.2762699999999985 |
99200.0 |
¥62.3万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
6.013979999999998 |
99200.0 |
¥59.6万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
5.44544 |
109100.0 |
¥59.4万 |
|
| 2025-04-21 |
回到中轨 |
卖出 |
5.82417 |
109100.0 |
¥63.5万 |
|
| 2026-01-19 |
跌破下轨 |
买入 |
6.886879999999999 |
92300.0 |
¥63.6万 |
|
| 2026-02-10 |
回到中轨 |
卖出 |
6.95304 |
92300.0 |
¥64.2万 |
|
| 2026-03-03 |
跌破下轨 |
买入 |
6.636629999999999 |
96500.0 |
¥64.1万 |
|
| 2026-04-14 |
回到中轨 |
卖出 |
6.0839099999999995 |
96500.0 |
¥58.7万 |
|
| 2026-08-07 |
跌破下轨 |
买入 |
5.9059 |
99400.0 |
¥58.7万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
5.894100000000001 |
99400.0 |
¥58.6万 |
|
| 2026-09-30 |
跌破下轨 |
买入 |
5.725719999999999 |
102500.0 |
¥58.7万 |
|
| 2026-11-13 |
强平 |
卖出 |
5.31 |
102500 |
¥54.4万 |
回测结束强平 |