601390 中国中铁 — 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: ¥1.12M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +12.28%）
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 47 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 |
2015-06-01 |
2015-06-04 |
17.873210355 |
20.869110000000003 |
¥16.6万 |
+16.73% |
回到中轨 |
| 2 |
2015-06-17 |
2015-07-13 |
16.82184504 |
15.03495 |
¥-12.2万 |
-10.65% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-22 |
10.053055011999998 |
12.0 |
¥18.1万 |
+19.33% |
回到中轨 |
| 4 |
2015-11-30 |
2016-02-23 |
11.444862428999999 |
8.221770000000001 |
¥-34.4万 |
-28.18% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
7.7600773249999975 |
7.24275 |
¥-5.8万 |
-6.69% |
回到中轨 |
| 6 |
2016-06-14 |
2016-06-30 |
6.718725012999999 |
7.072919999999999 |
¥4.3万 |
+5.24% |
回到中轨 |
| 7 |
2016-09-27 |
2016-10-14 |
7.0892061239999995 |
7.44255 |
¥4.3万 |
+4.95% |
回到中轨 |
| 8 |
2016-12-15 |
2017-01-03 |
8.330818496 |
8.83116 |
¥5.4万 |
+5.97% |
回到中轨 |
| 9 |
2017-08-14 |
2017-08-28 |
8.440961528999997 |
8.641350000000001 |
¥2.2万 |
+2.34% |
回到中轨 |
| 10 |
2017-09-26 |
2017-10-17 |
8.621195582999999 |
8.75124 |
¥1.5万 |
+1.48% |
回到中轨 |
| 11 |
2018-02-09 |
2018-04-11 |
7.80234 |
7.55244 |
¥-3.1万 |
-3.23% |
回到中轨 |
| 12 |
2018-08-21 |
2018-09-05 |
6.918985072999999 |
7.1928 |
¥3.8万 |
+3.93% |
回到中轨 |
| 13 |
2018-10-25 |
2018-11-05 |
7.169310147999999 |
7.64235 |
¥6.5万 |
+6.57% |
回到中轨 |
| 14 |
2019-01-25 |
2019-02-14 |
6.718725012999999 |
6.92307 |
¥3.2万 |
+3.01% |
回到中轨 |
| 15 |
2019-04-26 |
2019-06-12 |
7.169310147999998 |
6.61338 |
¥-8.6万 |
-7.78% |
回到中轨 |
| 16 |
2019-08-02 |
2019-08-28 |
6.258126875 |
6.0939 |
¥-2.7万 |
-2.65% |
回到中轨 |
| 17 |
2019-11-01 |
2019-11-06 |
5.767489727999999 |
5.934060000000001 |
¥2.8万 |
+2.86% |
回到中轨 |
| 18 |
2019-11-12 |
2019-11-26 |
5.647333691999999 |
5.82417 |
¥3.1万 |
+3.10% |
回到中轨 |
| 19 |
2020-01-22 |
2020-02-21 |
5.70741171 |
5.36463 |
¥-6.3万 |
-6.03% |
回到中轨 |
| 20 |
2020-05-22 |
2020-07-03 |
5.457086635 |
5.24475 |
¥-3.9万 |
-3.92% |
回到中轨 |
| 21 |
2020-08-27 |
2020-09-01 |
5.431629 |
5.60439 |
¥3.0万 |
+3.15% |
回到中轨 |
| 22 |
2021-04-14 |
2021-05-11 |
5.5572166649999994 |
5.50449 |
¥-9,516 |
-0.98% |
回到中轨 |
| 23 |
2021-06-16 |
2021-07-14 |
5.256826575 |
5.24475 |
¥-2,514 |
-0.26% |
回到中轨 |
| 24 |
2021-07-20 |
2021-07-23 |
5.156696545 |
5.264729999999999 |
¥2.0万 |
+2.06% |
回到中轨 |
| 25 |
2021-07-30 |
2021-08-02 |
4.9864754940000005 |
5.2847100000000005 |
¥5.8万 |
+5.95% |
回到中轨 |
| 26 |
2022-06-07 |
2022-07-04 |
6.258126874999999 |
6.27372 |
¥2,279 |
+0.22% |
回到中轨 |
| 27 |
2022-08-01 |
2022-08-23 |
5.7917369999999995 |
5.65434 |
¥-2.5万 |
-2.40% |
回到中轨 |
| 28 |
2022-09-19 |
2022-10-28 |
5.537190658999999 |
5.31468 |
¥-4.1万 |
-4.05% |
回到中轨 |
| 29 |
2022-11-01 |
2022-11-14 |
4.996488497 |
5.354640000000001 |
¥7.0万 |
+7.14% |
回到中轨 |
| 30 |
2023-06-27 |
2023-07-04 |
7.089206123999999 |
7.732259999999999 |
¥9.5万 |
+9.04% |
回到中轨 |
| 31 |
2023-08-25 |
2023-09-25 |
6.788816034 |
6.84315 |
¥8,741 |
+0.77% |
回到中轨 |
| 32 |
2023-10-11 |
2023-12-28 |
6.238100868999999 |
5.564430000000001 |
¥-12.5万 |
-10.83% |
回到中轨 |
| 33 |
2024-06-12 |
2024-07-01 |
6.428347926 |
6.51 |
¥1.3万 |
+1.24% |
回到中轨 |
| 34 |
2024-07-09 |
2024-07-25 |
6.188035853999999 |
6.44355 |
¥4.2万 |
+4.10% |
回到中轨 |
| 35 |
2024-08-09 |
2024-08-27 |
6.027827805999999 |
6.11388 |
¥1.5万 |
+1.40% |
回到中轨 |
| 36 |
2024-08-30 |
2024-09-26 |
5.727437715999998 |
5.564430000000001 |
¥-3.1万 |
-2.88% |
回到中轨 |
| 37 |
2025-01-06 |
2025-02-10 |
6.0478538120000005 |
5.92 |
¥-2.3万 |
-2.14% |
回到中轨 |
| 38 |
2025-03-11 |
2025-03-17 |
5.737450719000001 |
5.894100000000001 |
¥2.8万 |
+2.70% |
回到中轨 |
| 39 |
2025-04-01 |
2025-04-17 |
5.537190658999999 |
5.674319999999999 |
¥2.6万 |
+2.45% |
回到中轨 |
| 40 |
2025-06-17 |
2025-06-25 |
5.517164652999999 |
5.57442 |
¥1.1万 |
+1.01% |
回到中轨 |
| 41 |
2025-09-05 |
2025-10-10 |
5.547203661999999 |
5.81418 |
¥5.3万 |
+4.78% |
回到中轨 |
| 42 |
2025-11-19 |
2025-12-19 |
5.5672296679999995 |
5.4445500000000004 |
¥-2.6万 |
-2.23% |
回到中轨 |
| 43 |
2026-05-06 |
2026-06-18 |
5.081524 |
4.6453500000000005 |
¥-9.8万 |
-8.61% |
回到中轨 |
| 44 |
2026-06-26 |
2026-07-16 |
4.335630298999999 |
4.42557 |
¥2.1万 |
+2.04% |
回到中轨 |
| 45 |
2026-08-17 |
2026-08-27 |
4.365669307999999 |
4.44555 |
¥1.9万 |
+1.80% |
回到中轨 |
| 46 |
2026-09-17 |
2026-10-13 |
4.275552280999999 |
4.32567 |
¥1.2万 |
+1.14% |
回到中轨 |
| 47 |
2026-10-23 |
2026-10-27 |
4.1553962449999995 |
4.275720000000001 |
¥3.1万 |
+2.86% |
回到中轨 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-01 |
跌破下轨 |
买入 |
17.86785 |
55600.0 |
¥99.4万 |
|
| 2015-06-04 |
回到中轨 |
卖出 |
20.869110000000003 |
55600.0 |
¥1.16M |
|
| 2015-06-17 |
跌破下轨 |
买入 |
16.8168 |
68200.0 |
¥1.15M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
15.03495 |
68200.0 |
¥1.03M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
10.050039999999997 |
93200.0 |
¥93.7万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
12.0 |
93200.0 |
¥1.12M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
11.441429999999999 |
106700.0 |
¥1.22M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
8.221770000000001 |
106700.0 |
¥87.7万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
7.757749999999998 |
112200.0 |
¥87.1万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
7.24275 |
112200.0 |
¥81.2万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
6.716709999999999 |
121600.0 |
¥81.7万 |
|
| 2016-06-30 |
回到中轨 |
卖出 |
7.072919999999999 |
121600.0 |
¥86.0万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
7.087079999999999 |
121600.0 |
¥86.2万 |
|
| 2016-10-14 |
回到中轨 |
卖出 |
7.44255 |
121600.0 |
¥90.5万 |
|
| 2016-12-15 |
跌破下轨 |
买入 |
8.32832 |
107800.0 |
¥89.8万 |
|
| 2017-01-03 |
回到中轨 |
卖出 |
8.83116 |
107800.0 |
¥95.2万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
8.438429999999999 |
113700.0 |
¥96.0万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
8.641350000000001 |
113700.0 |
¥98.2万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
8.618609999999999 |
113800.0 |
¥98.1万 |
|
| 2017-10-17 |
回到中轨 |
卖出 |
8.75124 |
113800.0 |
¥99.6万 |
|
| 2018-02-09 |
跌破下轨 |
买入 |
7.8 |
122000.0 |
¥95.2万 |
|
| 2018-04-11 |
回到中轨 |
卖出 |
7.55244 |
122000.0 |
¥92.1万 |
|
| 2018-08-21 |
跌破下轨 |
买入 |
6.91691 |
138600.0 |
¥95.9万 |
|
| 2018-09-05 |
回到中轨 |
卖出 |
7.1928 |
138600.0 |
¥99.7万 |
|
| 2018-10-25 |
跌破下轨 |
买入 |
7.167159999999999 |
137600.0 |
¥98.6万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
7.64235 |
137600.0 |
¥1.05M |
|
| 2019-01-25 |
跌破下轨 |
买入 |
6.716709999999999 |
158700.0 |
¥1.07M |
|
| 2019-02-14 |
回到中轨 |
卖出 |
6.92307 |
158700.0 |
¥1.10M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
7.167159999999999 |
153400.0 |
¥1.10M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
6.61338 |
153400.0 |
¥1.01M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
6.25625 |
160300.0 |
¥1.00M |
|
| 2019-08-28 |
回到中轨 |
卖出 |
6.0939 |
160300.0 |
¥97.7万 |
|
| 2019-11-01 |
跌破下轨 |
买入 |
5.765759999999999 |
171300.0 |
¥98.8万 |
|
| 2019-11-06 |
回到中轨 |
卖出 |
5.934060000000001 |
171300.0 |
¥1.02M |
|
| 2019-11-12 |
跌破下轨 |
买入 |
5.645639999999999 |
179600.0 |
¥1.01M |
|
| 2019-11-26 |
回到中轨 |
卖出 |
5.82417 |
179600.0 |
¥1.05M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
5.705699999999999 |
183300.0 |
¥1.05M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
5.36463 |
183300.0 |
¥98.3万 |
|
| 2020-05-22 |
跌破下轨 |
买入 |
5.45545 |
180400.0 |
¥98.4万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
5.24475 |
180400.0 |
¥94.6万 |
|
| 2020-08-27 |
跌破下轨 |
买入 |
5.43 |
174400.0 |
¥94.7万 |
|
| 2020-09-01 |
回到中轨 |
卖出 |
5.60439 |
174400.0 |
¥97.7万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
5.555549999999999 |
175000.0 |
¥97.3万 |
|
| 2021-05-11 |
回到中轨 |
卖出 |
5.50449 |
175000.0 |
¥96.3万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
5.255249999999999 |
184200.0 |
¥96.8万 |
|
| 2021-07-14 |
回到中轨 |
卖出 |
5.24475 |
184200.0 |
¥96.6万 |
|
| 2021-07-20 |
跌破下轨 |
买入 |
5.15515 |
186600.0 |
¥96.2万 |
|
| 2021-07-23 |
回到中轨 |
卖出 |
5.264729999999999 |
186600.0 |
¥98.2万 |
|
| 2021-07-30 |
跌破下轨 |
买入 |
4.98498 |
196500.0 |
¥98.0万 |
|
| 2021-08-02 |
回到中轨 |
卖出 |
5.2847100000000005 |
196500.0 |
¥1.04M |
|
| 2022-06-07 |
跌破下轨 |
买入 |
6.25625 |
166200.0 |
¥1.04M |
|
| 2022-07-04 |
回到中轨 |
卖出 |
6.27372 |
166200.0 |
¥1.04M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
5.79 |
180400.0 |
¥1.04M |
|
| 2022-08-23 |
回到中轨 |
卖出 |
5.65434 |
180400.0 |
¥1.02M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
5.53553 |
184400.0 |
¥1.02M |
|
| 2022-10-28 |
回到中轨 |
卖出 |
5.31468 |
184400.0 |
¥98.0万 |
|
| 2022-11-01 |
跌破下轨 |
买入 |
4.99499 |
195700.0 |
¥97.8万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
5.354640000000001 |
195700.0 |
¥1.05M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
7.087079999999999 |
147800.0 |
¥1.05M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
7.732259999999999 |
147800.0 |
¥1.14M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
6.786779999999999 |
167200.0 |
¥1.14M |
|
| 2023-09-25 |
回到中轨 |
卖出 |
6.84315 |
167200.0 |
¥1.14M |
|
| 2023-10-11 |
跌破下轨 |
买入 |
6.23623 |
184500.0 |
¥1.15M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
5.564430000000001 |
184500.0 |
¥1.03M |
|
| 2024-06-12 |
跌破下轨 |
买入 |
6.426419999999999 |
159400.0 |
¥1.02M |
|
| 2024-07-01 |
回到中轨 |
卖出 |
6.51 |
159400.0 |
¥1.04M |
|
| 2024-07-09 |
跌破下轨 |
买入 |
6.186179999999999 |
167400.0 |
¥1.04M |
|
| 2024-07-25 |
回到中轨 |
卖出 |
6.44355 |
167400.0 |
¥1.08M |
|
| 2024-08-09 |
跌破下轨 |
买入 |
6.026019999999999 |
179700.0 |
¥1.08M |
|
| 2024-08-27 |
回到中轨 |
卖出 |
6.11388 |
179700.0 |
¥1.10M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
5.725719999999998 |
191100.0 |
¥1.09M |
|
| 2024-09-26 |
回到中轨 |
卖出 |
5.564430000000001 |
191100.0 |
¥1.06M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
6.04604 |
176400.0 |
¥1.07M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
5.92 |
176400.0 |
¥1.04M |
|
| 2025-03-11 |
跌破下轨 |
买入 |
5.73573 |
180400.0 |
¥1.04M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
5.894100000000001 |
180400.0 |
¥1.06M |
|
| 2025-04-01 |
跌破下轨 |
买入 |
5.5355300000000005 |
193300.0 |
¥1.07M |
|
| 2025-04-17 |
回到中轨 |
卖出 |
5.674319999999999 |
193300.0 |
¥1.10M |
|
| 2025-06-17 |
跌破下轨 |
买入 |
5.515509999999999 |
198700.0 |
¥1.10M |
|
| 2025-06-25 |
回到中轨 |
卖出 |
5.57442 |
198700.0 |
¥1.11M |
|
| 2025-09-05 |
跌破下轨 |
买入 |
5.545539999999999 |
200000.0 |
¥1.11M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
5.81418 |
200000.0 |
¥1.16M |
|
| 2025-11-19 |
跌破下轨 |
买入 |
5.56556 |
208800.0 |
¥1.16M |
|
| 2025-12-19 |
回到中轨 |
卖出 |
5.4445500000000004 |
208800.0 |
¥1.14M |
|
| 2026-05-06 |
跌破下轨 |
买入 |
5.08 |
223000.0 |
¥1.13M |
|
| 2026-06-18 |
回到中轨 |
卖出 |
4.6453500000000005 |
223000.0 |
¥1.04M |
|
| 2026-06-26 |
跌破下轨 |
买入 |
4.33433 |
238100.0 |
¥1.03M |
|
| 2026-07-16 |
回到中轨 |
卖出 |
4.42557 |
238100.0 |
¥1.05M |
|
| 2026-08-17 |
跌破下轨 |
买入 |
4.36436 |
242400.0 |
¥1.06M |
|
| 2026-08-27 |
回到中轨 |
卖出 |
4.44555 |
242400.0 |
¥1.08M |
|
| 2026-09-17 |
跌破下轨 |
买入 |
4.274269999999999 |
251400.0 |
¥1.07M |
|
| 2026-10-13 |
回到中轨 |
卖出 |
4.32567 |
251400.0 |
¥1.09M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
4.15415 |
260300.0 |
¥1.08M |
|
| 2026-10-27 |
回到中轨 |
卖出 |
4.275720000000001 |
260300.0 |
¥1.11M |
|