601398 工商银行 — 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: ¥93.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -6.48%）
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 29 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 |
2015-09-07 |
4.766189427999999 |
4.72527 |
¥-8,751 |
-0.89% |
回到中轨 |
| 2 |
2016-01-05 |
2016-03-03 |
4.425747326 |
4.095899999999999 |
¥-7.3万 |
-7.48% |
回到中轨 |
| 3 |
2016-05-09 |
2016-05-23 |
4.235500269 |
4.255739999999999 |
¥4,090 |
+0.45% |
回到中轨 |
| 4 |
2016-09-19 |
2016-10-11 |
4.375682311 |
4.45554 |
¥1.7万 |
+1.79% |
回到中轨 |
| 5 |
2017-11-10 |
2017-11-21 |
5.951785 |
6.07392 |
¥1.9万 |
+2.02% |
回到中轨 |
| 6 |
2018-03-28 |
2018-04-12 |
5.9276977760000005 |
6.21378 |
¥4.5万 |
+4.79% |
回到中轨 |
| 7 |
2018-05-24 |
2018-06-20 |
5.867619757999999 |
5.6943 |
¥-3.0万 |
-2.98% |
回到中轨 |
| 8 |
2018-06-27 |
2018-07-10 |
5.40702162 |
5.55444 |
¥2.6万 |
+2.70% |
回到中轨 |
| 9 |
2018-12-21 |
2019-01-18 |
5.2067615599999995 |
5.264729999999999 |
¥1.1万 |
+1.08% |
回到中轨 |
| 10 |
2019-07-09 |
2019-07-25 |
5.577242671 |
5.68431 |
¥1.9万 |
+1.89% |
回到中轨 |
| 11 |
2019-08-06 |
2019-09-05 |
5.437060628999999 |
5.47452 |
¥6,698 |
+0.66% |
回到中轨 |
| 12 |
2020-01-17 |
2020-03-06 |
5.817554742999999 |
5.41458 |
¥-7.2万 |
-6.95% |
回到中轨 |
| 13 |
2020-03-10 |
2020-04-20 |
5.296878586999999 |
5.13486 |
¥-3.0万 |
-3.09% |
回到中轨 |
| 14 |
2020-07-01 |
2020-07-07 |
4.9864754940000005 |
5.6643300000000005 |
¥12.6万 |
+13.56% |
回到中轨 |
| 15 |
2020-09-03 |
2020-09-21 |
4.926397475999999 |
4.96503 |
¥7,975 |
+0.75% |
回到中轨 |
| 16 |
2021-04-27 |
2021-05-26 |
5.266839578 |
5.24475 |
¥-4,778 |
-0.45% |
回到中轨 |
| 17 |
2021-06-04 |
2021-06-25 |
5.166709547999999 |
5.184810000000001 |
¥3,403 |
+0.32% |
回到中轨 |
| 18 |
2021-07-07 |
2021-08-12 |
4.956436485 |
4.62537 |
¥-7.1万 |
-6.71% |
回到中轨 |
| 19 |
2021-11-04 |
2021-12-07 |
4.646033391999999 |
4.6353599999999995 |
¥-2,578 |
-0.26% |
回到中轨 |
| 20 |
2022-05-12 |
2022-06-10 |
4.666059398 |
4.65534 |
¥-2,572 |
-0.26% |
回到中轨 |
| 21 |
2022-07-13 |
2022-08-29 |
4.511353 |
4.33566 |
¥-3.9万 |
-3.92% |
回到中轨 |
| 22 |
2022-10-27 |
2022-11-21 |
4.2855652840000005 |
4.16583 |
¥-2.7万 |
-2.82% |
回到中轨 |
| 23 |
2023-07-18 |
2023-07-31 |
4.575942370999999 |
4.7951999999999995 |
¥4.4万 |
+4.76% |
回到中轨 |
| 24 |
2023-12-07 |
2023-12-13 |
4.70611141 |
4.78521 |
¥1.6万 |
+1.65% |
回到中轨 |
| 25 |
2025-08-28 |
2025-09-12 |
7.419635222999999 |
7.48251 |
¥8,027 |
+0.82% |
回到中轨 |
| 26 |
2025-09-19 |
2025-09-25 |
7.282184 |
7.4325600000000005 |
¥2.0万 |
+2.03% |
回到中轨 |
| 27 |
2025-12-08 |
2026-01-05 |
8.000389397 |
7.90209 |
¥-1.3万 |
-1.26% |
回到中轨 |
| 28 |
2026-01-09 |
2026-03-13 |
7.699999307 |
7.15284 |
¥-7.1万 |
-7.13% |
回到中轨 |
| 29 |
2026-05-14 |
2026-06-02 |
7.239401169 |
7.2927 |
¥6,542 |
+0.71% |
回到中轨 |
逐笔成交记录（共 58 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 |
4.764759999999999 |
206700.0 |
¥98.5万 |
|
| 2015-09-07 |
回到中轨 |
卖出 |
4.72527 |
206700.0 |
¥97.6万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
4.42442 |
222000.0 |
¥98.3万 |
|
| 2016-03-03 |
回到中轨 |
卖出 |
4.095899999999999 |
222000.0 |
¥90.9万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
4.23423 |
215700.0 |
¥91.4万 |
|
| 2016-05-23 |
回到中轨 |
卖出 |
4.255739999999999 |
215700.0 |
¥91.8万 |
|
| 2016-09-19 |
跌破下轨 |
买入 |
4.37437 |
210200.0 |
¥92.0万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
4.45554 |
210200.0 |
¥93.6万 |
|
| 2017-11-10 |
跌破下轨 |
买入 |
5.95 |
157400.0 |
¥93.7万 |
|
| 2017-11-21 |
回到中轨 |
卖出 |
6.07392 |
157400.0 |
¥95.6万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
5.92592 |
159500.0 |
¥94.5万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
6.21378 |
159500.0 |
¥99.1万 |
|
| 2018-05-24 |
跌破下轨 |
买入 |
5.86586 |
170800.0 |
¥1.00M |
|
| 2018-06-20 |
回到中轨 |
卖出 |
5.6943 |
170800.0 |
¥97.2万 |
|
| 2018-06-27 |
跌破下轨 |
买入 |
5.4054 |
178800.0 |
¥96.7万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
5.55444 |
178800.0 |
¥99.3万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
5.2052 |
190300.0 |
¥99.1万 |
|
| 2019-01-18 |
回到中轨 |
卖出 |
5.264729999999999 |
190300.0 |
¥1.00M |
|
| 2019-07-09 |
跌破下轨 |
买入 |
5.57557 |
179900.0 |
¥1.00M |
|
| 2019-07-25 |
回到中轨 |
卖出 |
5.68431 |
179900.0 |
¥1.02M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
5.435429999999999 |
187000.0 |
¥1.02M |
|
| 2019-09-05 |
回到中轨 |
卖出 |
5.47452 |
187000.0 |
¥1.02M |
|
| 2020-01-17 |
跌破下轨 |
买入 |
5.815809999999999 |
177800.0 |
¥1.03M |
|
| 2020-03-06 |
回到中轨 |
卖出 |
5.41458 |
177800.0 |
¥96.2万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
5.29529 |
180800.0 |
¥95.8万 |
|
| 2020-04-20 |
回到中轨 |
卖出 |
5.13486 |
180800.0 |
¥92.8万 |
|
| 2020-07-01 |
跌破下轨 |
买入 |
4.98498 |
186800.0 |
¥93.1万 |
|
| 2020-07-07 |
回到中轨 |
卖出 |
5.6643300000000005 |
186800.0 |
¥1.06M |
|
| 2020-09-03 |
跌破下轨 |
买入 |
4.924919999999999 |
214700.0 |
¥1.06M |
|
| 2020-09-21 |
回到中轨 |
卖出 |
4.96503 |
214700.0 |
¥1.07M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
5.26526 |
201900.0 |
¥1.06M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
5.24475 |
201900.0 |
¥1.06M |
|
| 2021-06-04 |
跌破下轨 |
买入 |
5.165159999999999 |
205700.0 |
¥1.06M |
|
| 2021-06-25 |
回到中轨 |
卖出 |
5.184810000000001 |
205700.0 |
¥1.07M |
|
| 2021-07-07 |
跌破下轨 |
买入 |
4.954949999999999 |
214700.0 |
¥1.06M |
|
| 2021-08-12 |
回到中轨 |
卖出 |
4.62537 |
214700.0 |
¥99.3万 |
|
| 2021-11-04 |
跌破下轨 |
买入 |
4.644639999999999 |
213700.0 |
¥99.3万 |
|
| 2021-12-07 |
回到中轨 |
卖出 |
4.6353599999999995 |
213700.0 |
¥99.0万 |
|
| 2022-05-12 |
跌破下轨 |
买入 |
4.66466 |
212300.0 |
¥99.1万 |
|
| 2022-06-10 |
回到中轨 |
卖出 |
4.65534 |
212300.0 |
¥98.8万 |
|
| 2022-07-13 |
跌破下轨 |
买入 |
4.51 |
218700.0 |
¥98.7万 |
|
| 2022-08-29 |
回到中轨 |
卖出 |
4.33566 |
218700.0 |
¥94.8万 |
|
| 2022-10-27 |
跌破下轨 |
买入 |
4.28428 |
221500.0 |
¥94.9万 |
|
| 2022-11-21 |
回到中轨 |
卖出 |
4.16583 |
221500.0 |
¥92.2万 |
|
| 2023-07-18 |
跌破下轨 |
买入 |
4.57457 |
201600.0 |
¥92.3万 |
|
| 2023-07-31 |
回到中轨 |
卖出 |
4.7951999999999995 |
201600.0 |
¥96.6万 |
|
| 2023-12-07 |
跌破下轨 |
买入 |
4.7047 |
205300.0 |
¥96.6万 |
|
| 2023-12-13 |
回到中轨 |
卖出 |
4.78521 |
205300.0 |
¥98.2万 |
|
| 2025-08-28 |
跌破下轨 |
买入 |
7.417409999999999 |
132400.0 |
¥98.2万 |
|
| 2025-09-12 |
回到中轨 |
卖出 |
7.48251 |
132400.0 |
¥99.0万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
7.28 |
135600.0 |
¥98.7万 |
|
| 2025-09-25 |
回到中轨 |
卖出 |
7.4325600000000005 |
135600.0 |
¥1.01M |
|
| 2025-12-08 |
跌破下轨 |
买入 |
7.99799 |
126300.0 |
¥1.01M |
|
| 2026-01-05 |
回到中轨 |
卖出 |
7.90209 |
126300.0 |
¥99.8万 |
|
| 2026-01-09 |
跌破下轨 |
买入 |
7.69769 |
129500.0 |
¥99.7万 |
|
| 2026-03-13 |
回到中轨 |
卖出 |
7.15284 |
129500.0 |
¥92.6万 |
|
| 2026-05-14 |
跌破下轨 |
买入 |
7.237229999999999 |
128000.0 |
¥92.7万 |
|
| 2026-06-02 |
回到中轨 |
卖出 |
7.2927 |
128000.0 |
¥93.3万 |
|