601456 国联民生 — 布林下轨抄底 回测明细
数据区间: 2020-07-31 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥78.7万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -21.34%）
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 22 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 |
2020-11-03 |
2020-11-10 |
14.628997382999998 |
17.1828 |
¥16.9万 |
+17.42% |
回到中轨 |
| 2 |
2021-01-18 |
2021-03-23 |
17.412612216999996 |
14.77521 |
¥-17.5万 |
-15.17% |
回到中轨 |
| 3 |
2021-05-07 |
2021-05-17 |
13.407411017 |
15.134850000000002 |
¥12.6万 |
+12.85% |
回到中轨 |
| 4 |
2021-07-30 |
2021-08-11 |
13.197137953999999 |
13.816169999999998 |
¥5.2万 |
+4.66% |
回到中轨 |
| 5 |
2021-10-21 |
2021-11-12 |
12.71651381 |
12.84714 |
¥1.2万 |
+1.00% |
回到中轨 |
| 6 |
2022-03-07 |
2022-05-18 |
14.078282217999998 |
10.0899 |
¥-33.5万 |
-28.35% |
回到中轨 |
| 7 |
2022-08-03 |
2022-08-09 |
10.21326306 |
10.889100000000001 |
¥5.6万 |
+6.59% |
回到中轨 |
| 8 |
2022-09-19 |
2022-10-24 |
10.083094020999997 |
9.74025 |
¥-3.0万 |
-3.43% |
回到中轨 |
| 9 |
2023-03-08 |
2023-03-24 |
10.884134260999998 |
11.04894 |
¥1.3万 |
+1.48% |
回到中轨 |
| 10 |
2023-04-25 |
2023-05-10 |
10.163198045 |
10.65933 |
¥4.3万 |
+4.85% |
回到中轨 |
| 11 |
2023-05-31 |
2023-07-04 |
9.652895 |
9.15084 |
¥-4.8万 |
-5.23% |
回到中轨 |
| 12 |
2023-12-21 |
2024-01-25 |
11.074381318 |
10.1898 |
¥-7.0万 |
-8.02% |
回到中轨 |
| 13 |
2024-02-06 |
2024-02-07 |
9.362157804999999 |
10.039950000000001 |
¥5.7万 |
+7.21% |
回到中轨 |
| 14 |
2024-06-26 |
2024-07-22 |
9.932898975999999 |
9.97002 |
¥2,973 |
+0.34% |
回到中轨 |
| 15 |
2025-01-06 |
2025-02-10 |
11.534979455999999 |
11.39859 |
¥-1.0万 |
-1.21% |
回到中轨 |
| 16 |
2025-03-31 |
2025-05-06 |
10.51365315 |
9.7902 |
¥-5.9万 |
-6.91% |
回到中轨 |
| 17 |
2025-09-11 |
2025-09-30 |
10.944212278999998 |
11.13885 |
¥1.4万 |
+1.75% |
回到中轨 |
| 18 |
2025-11-05 |
2025-12-02 |
10.723926213 |
10.4895 |
¥-1.8万 |
-2.22% |
回到中轨 |
| 19 |
2026-01-06 |
2026-02-10 |
9.842781949 |
9.82017 |
¥-2,065 |
-0.26% |
回到中轨 |
| 20 |
2026-03-04 |
2026-04-09 |
9.60288 |
9.1908 |
¥-3.4万 |
-4.32% |
回到中轨 |
| 21 |
2026-05-29 |
2026-06-12 |
8.601169577 |
9.2 |
¥5.3万 |
+6.93% |
回到中轨 |
| 22 |
2026-09-15 |
2026-11-05 |
8.661247595 |
8.36163 |
¥-2.8万 |
-3.49% |
回到中轨 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-11-03 |
跌破下轨 |
买入 |
14.624609999999997 |
66400.0 |
¥97.1万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
17.1828 |
66400.0 |
¥1.14M |
|
| 2021-01-18 |
跌破下轨 |
买入 |
17.40739 |
66200.0 |
¥1.15M |
|
| 2021-03-23 |
回到中轨 |
卖出 |
14.77521 |
66200.0 |
¥97.8万 |
|
| 2021-05-07 |
跌破下轨 |
买入 |
13.40339 |
73300.0 |
¥98.3万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
15.134850000000002 |
73300.0 |
¥1.11M |
|
| 2021-07-30 |
跌破下轨 |
买入 |
13.193179999999998 |
84100.0 |
¥1.11M |
|
| 2021-08-11 |
回到中轨 |
卖出 |
13.816169999999998 |
84100.0 |
¥1.16M |
|
| 2021-10-21 |
跌破下轨 |
买入 |
12.712699999999998 |
92000.0 |
¥1.17M |
|
| 2021-11-12 |
回到中轨 |
卖出 |
12.84714 |
92000.0 |
¥1.18M |
|
| 2022-03-07 |
跌破下轨 |
买入 |
14.074059999999998 |
83900.0 |
¥1.18M |
|
| 2022-05-18 |
回到中轨 |
卖出 |
10.0899 |
83900.0 |
¥84.6万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
10.210199999999999 |
83100.0 |
¥84.9万 |
|
| 2022-08-09 |
回到中轨 |
卖出 |
10.889100000000001 |
83100.0 |
¥90.5万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
10.08007 |
88200.0 |
¥88.9万 |
|
| 2022-10-24 |
回到中轨 |
卖出 |
9.74025 |
88200.0 |
¥85.9万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
10.880869999999998 |
79800.0 |
¥86.9万 |
|
| 2023-03-24 |
回到中轨 |
卖出 |
11.04894 |
79800.0 |
¥88.1万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
10.16015 |
87300.0 |
¥88.7万 |
|
| 2023-05-10 |
回到中轨 |
卖出 |
10.65933 |
87300.0 |
¥93.0万 |
|
| 2023-05-31 |
跌破下轨 |
买入 |
9.65 |
95900.0 |
¥92.6万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
9.15084 |
95900.0 |
¥87.7万 |
|
| 2023-12-21 |
跌破下轨 |
买入 |
11.07106 |
78800.0 |
¥87.3万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
10.1898 |
78800.0 |
¥80.3万 |
|
| 2024-02-06 |
跌破下轨 |
买入 |
9.35935 |
84800.0 |
¥79.4万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
10.039950000000001 |
84800.0 |
¥85.1万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
9.92992 |
87100.0 |
¥86.5万 |
|
| 2024-07-22 |
回到中轨 |
卖出 |
9.97002 |
87100.0 |
¥86.8万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
11.531519999999999 |
74800.0 |
¥86.3万 |
|
| 2025-02-10 |
回到中轨 |
卖出 |
11.39859 |
74800.0 |
¥85.2万 |
|
| 2025-03-31 |
跌破下轨 |
买入 |
10.510499999999999 |
81600.0 |
¥85.8万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
9.7902 |
81600.0 |
¥79.9万 |
|
| 2025-09-11 |
跌破下轨 |
买入 |
10.940929999999998 |
72900.0 |
¥79.8万 |
|
| 2025-09-30 |
回到中轨 |
卖出 |
11.13885 |
72900.0 |
¥81.2万 |
|
| 2025-11-05 |
跌破下轨 |
买入 |
10.72071 |
75400.0 |
¥80.9万 |
|
| 2025-12-02 |
回到中轨 |
卖出 |
10.4895 |
75400.0 |
¥79.1万 |
|
| 2026-01-06 |
跌破下轨 |
买入 |
9.83983 |
80800.0 |
¥79.5万 |
|
| 2026-02-10 |
回到中轨 |
卖出 |
9.82017 |
80800.0 |
¥79.3万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
9.6 |
82400.0 |
¥79.1万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
9.1908 |
82400.0 |
¥75.7万 |
|
| 2026-05-29 |
跌破下轨 |
买入 |
8.59859 |
88300.0 |
¥75.9万 |
|
| 2026-06-12 |
回到中轨 |
卖出 |
9.2 |
88300.0 |
¥81.2万 |
|
| 2026-09-15 |
跌破下轨 |
买入 |
8.65865 |
93900.0 |
¥81.3万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
8.36163 |
93900.0 |
¥78.5万 |
|