601601 中国太保 — 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: ¥1.10M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +9.52%）
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 39 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 |
2015-05-18 |
2015-05-26 |
33.052922902999995 |
35.964 |
¥8.6万 |
+8.77% |
回到中轨 |
| 2 |
2015-06-19 |
2015-07-08 |
30.890114254999997 |
28.27 |
¥-9.2万 |
-8.51% |
回到中轨 |
| 3 |
2015-07-28 |
2015-09-11 |
24.772169421999997 |
22.85712 |
¥-7.6万 |
-7.76% |
回到中轨 |
| 4 |
2016-08-12 |
2016-08-30 |
25.713391703999996 |
26.65332 |
¥3.3万 |
+3.62% |
回到中轨 |
| 5 |
2016-12-16 |
2017-01-17 |
29.187903745 |
28.48149 |
¥-2.3万 |
-2.45% |
回到中轨 |
| 6 |
2017-03-03 |
2017-03-14 |
26.774770021999995 |
27.76221 |
¥3.4万 |
+3.66% |
回到中轨 |
| 7 |
2017-04-19 |
2017-04-25 |
25.633287680000002 |
26.85312 |
¥4.5万 |
+4.73% |
回到中轨 |
| 8 |
2018-01-09 |
2018-01-16 |
39.050711699999994 |
42.29766 |
¥8.3万 |
+8.28% |
回到中轨 |
| 9 |
2018-02-12 |
2018-02-23 |
37.448631219999996 |
40.84911 |
¥9.9万 |
+9.05% |
回到中轨 |
| 10 |
2018-03-28 |
2018-05-04 |
35.566186656000006 |
32.91705 |
¥-8.7万 |
-7.48% |
回到中轨 |
| 11 |
2018-09-12 |
2018-09-19 |
31.160465336 |
33.1668 |
¥7.0万 |
+6.41% |
回到中轨 |
| 12 |
2018-12-11 |
2019-01-17 |
29.748631912999993 |
28.921050000000005 |
¥-3.3万 |
-2.81% |
回到中轨 |
| 13 |
2019-09-24 |
2019-10-15 |
36.570968 |
37.162800000000004 |
¥1.8万 |
+1.59% |
回到中轨 |
| 14 |
2020-02-03 |
2020-02-24 |
32.41209071099999 |
34.155809999999995 |
¥5.5万 |
+5.35% |
回到中轨 |
| 15 |
2020-03-02 |
2020-03-06 |
32.001557588 |
32.98698 |
¥3.7万 |
+3.05% |
回到中轨 |
| 16 |
2020-03-10 |
2020-04-15 |
31.080361312 |
28.251720000000002 |
¥-11.4万 |
-9.13% |
回到中轨 |
| 17 |
2021-02-01 |
2021-02-08 |
34.644990379999996 |
38.8611 |
¥13.7万 |
+12.14% |
回到中轨 |
| 18 |
2021-03-23 |
2021-05-17 |
38.009359388 |
33.77619 |
¥-14.2万 |
-11.16% |
回到中轨 |
| 19 |
2021-06-15 |
2021-07-23 |
32.55227275299999 |
29.01096 |
¥-12.3万 |
-10.91% |
回到中轨 |
| 20 |
2021-07-28 |
2021-08-10 |
26.384262905 |
27.3726 |
¥3.7万 |
+3.71% |
回到中轨 |
| 21 |
2021-12-01 |
2021-12-10 |
27.125225126999997 |
28.00197 |
¥3.3万 |
+3.20% |
回到中轨 |
| 22 |
2022-03-08 |
2022-04-07 |
25.603248671 |
23.55642 |
¥-8.6万 |
-8.02% |
回到中轨 |
| 23 |
2022-04-20 |
2022-05-18 |
22.028606599999996 |
21.15882 |
¥-3.9万 |
-3.98% |
回到中轨 |
| 24 |
2022-07-12 |
2022-08-18 |
21.738229513 |
20.009970000000003 |
¥-7.6万 |
-7.98% |
回到中轨 |
| 25 |
2022-10-25 |
2022-11-02 |
18.844471646 |
20.42955 |
¥7.3万 |
+8.38% |
回到中轨 |
| 26 |
2023-06-21 |
2023-07-13 |
27.215342154 |
27.92205 |
¥2.4万 |
+2.57% |
回到中轨 |
| 27 |
2023-10-30 |
2023-12-29 |
27.165277138999993 |
23.756220000000003 |
¥-12.1万 |
-12.58% |
回到中轨 |
| 28 |
2024-01-15 |
2024-01-26 |
21.748242515999998 |
24.81516 |
¥11.9万 |
+14.07% |
回到中轨 |
| 29 |
2024-03-14 |
2024-04-02 |
23.079971914999998 |
23.65632 |
¥2.4万 |
+2.47% |
回到中轨 |
| 30 |
2024-06-27 |
2024-07-02 |
27.585823265 |
28.371599999999997 |
¥2.8万 |
+2.82% |
回到中轨 |
| 31 |
2024-08-08 |
2024-08-20 |
27.115212123999996 |
28.541430000000002 |
¥5.3万 |
+5.23% |
回到中轨 |
| 32 |
2024-11-13 |
2024-12-04 |
35.54616065 |
35.2647 |
¥-8,761 |
-0.82% |
回到中轨 |
| 33 |
2025-01-03 |
2025-01-27 |
32.352012693 |
32.63733 |
¥9,092 |
+0.85% |
回到中轨 |
| 34 |
2025-03-03 |
2025-03-17 |
30.980231282 |
32.8671 |
¥6.5万 |
+6.06% |
回到中轨 |
| 35 |
2026-02-27 |
2026-03-19 |
40.943169266999995 |
40.28967 |
¥-1.9万 |
-1.63% |
回到中轨 |
| 36 |
2026-05-14 |
2026-06-15 |
35.636277677 |
32.97699 |
¥-8.4万 |
-7.49% |
回到中轨 |
| 37 |
2026-06-22 |
2026-07-15 |
29.758644915999998 |
29.94 |
¥5,964 |
+0.58% |
回到中轨 |
| 38 |
2026-08-17 |
2026-08-26 |
29.948891973 |
31.34862 |
¥4.9万 |
+4.64% |
回到中轨 |
| 39 |
2026-09-28 |
2026-10-30 |
30.749932212999997 |
30.71925 |
¥-1,408 |
-0.13% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-18 |
跌破下轨 |
买入 |
33.043009999999995 |
29700.0 |
¥98.2万 |
|
| 2015-05-26 |
回到中轨 |
卖出 |
35.964 |
29700.0 |
¥1.07M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
30.880850000000002 |
34900.0 |
¥1.08M |
|
| 2015-07-08 |
回到中轨 |
卖出 |
28.27 |
34900.0 |
¥98.6万 |
|
| 2015-07-28 |
跌破下轨 |
买入 |
24.764739999999996 |
39300.0 |
¥97.4万 |
|
| 2015-09-11 |
回到中轨 |
卖出 |
22.85712 |
39300.0 |
¥89.8万 |
|
| 2016-08-12 |
跌破下轨 |
买入 |
25.705679999999997 |
35400.0 |
¥91.0万 |
|
| 2016-08-30 |
回到中轨 |
卖出 |
26.65332 |
35400.0 |
¥94.3万 |
|
| 2016-12-16 |
跌破下轨 |
买入 |
29.179149999999996 |
32600.0 |
¥95.2万 |
|
| 2017-01-17 |
回到中轨 |
卖出 |
28.48149 |
32600.0 |
¥92.8万 |
|
| 2017-03-03 |
跌破下轨 |
买入 |
26.766739999999995 |
34500.0 |
¥92.4万 |
|
| 2017-03-14 |
回到中轨 |
卖出 |
27.76221 |
34500.0 |
¥95.8万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
25.6256 |
37300.0 |
¥95.6万 |
|
| 2017-04-25 |
回到中轨 |
卖出 |
26.85312 |
37300.0 |
¥1.00M |
|
| 2018-01-09 |
跌破下轨 |
买入 |
39.038999999999994 |
25800.0 |
¥1.01M |
|
| 2018-01-16 |
回到中轨 |
卖出 |
42.29766 |
25800.0 |
¥1.09M |
|
| 2018-02-12 |
跌破下轨 |
买入 |
37.4374 |
29100.0 |
¥1.09M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
40.84911 |
29100.0 |
¥1.19M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
35.55552 |
32800.0 |
¥1.17M |
|
| 2018-05-04 |
回到中轨 |
卖出 |
32.91705 |
32800.0 |
¥1.08M |
|
| 2018-09-12 |
跌破下轨 |
买入 |
31.15112 |
35100.0 |
¥1.09M |
|
| 2018-09-19 |
回到中轨 |
卖出 |
33.1668 |
35100.0 |
¥1.16M |
|
| 2018-12-11 |
跌破下轨 |
买入 |
29.73971 |
39300.0 |
¥1.17M |
|
| 2019-01-17 |
回到中轨 |
卖出 |
28.921050000000005 |
39300.0 |
¥1.14M |
|
| 2019-09-24 |
跌破下轨 |
买入 |
36.56 |
31100.0 |
¥1.14M |
|
| 2019-10-15 |
回到中轨 |
卖出 |
37.162800000000004 |
31100.0 |
¥1.16M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
32.40236999999999 |
32000.0 |
¥1.04M |
|
| 2020-02-24 |
回到中轨 |
卖出 |
34.155809999999995 |
32000.0 |
¥1.09M |
|
| 2020-03-02 |
跌破下轨 |
买入 |
31.99196 |
37900.0 |
¥1.21M |
|
| 2020-03-06 |
回到中轨 |
卖出 |
32.98698 |
37900.0 |
¥1.25M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
31.07104 |
40200.0 |
¥1.25M |
|
| 2020-04-15 |
回到中轨 |
卖出 |
28.251720000000002 |
40200.0 |
¥1.14M |
|
| 2021-02-01 |
跌破下轨 |
买入 |
34.6346 |
32600.0 |
¥1.13M |
|
| 2021-02-08 |
回到中轨 |
卖出 |
38.8611 |
32600.0 |
¥1.27M |
|
| 2021-03-23 |
跌破下轨 |
买入 |
37.99796 |
33400.0 |
¥1.27M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
33.77619 |
33400.0 |
¥1.13M |
|
| 2021-06-15 |
跌破下轨 |
买入 |
32.54250999999999 |
34600.0 |
¥1.13M |
|
| 2021-07-23 |
回到中轨 |
卖出 |
29.01096 |
34600.0 |
¥1.00M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
26.37635 |
37900.0 |
¥100.0万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
27.3726 |
37900.0 |
¥1.04M |
|
| 2021-12-01 |
跌破下轨 |
买入 |
27.117089999999997 |
38400.0 |
¥1.04M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
28.00197 |
38400.0 |
¥1.07M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
25.59557 |
41900.0 |
¥1.07M |
|
| 2022-04-07 |
回到中轨 |
卖出 |
23.55642 |
41900.0 |
¥98.7万 |
|
| 2022-04-20 |
跌破下轨 |
买入 |
22.022 |
45000.0 |
¥99.1万 |
|
| 2022-05-18 |
回到中轨 |
卖出 |
21.15882 |
45000.0 |
¥95.2万 |
|
| 2022-07-12 |
跌破下轨 |
买入 |
21.73171 |
43700.0 |
¥95.0万 |
|
| 2022-08-18 |
回到中轨 |
卖出 |
20.009970000000003 |
43700.0 |
¥87.4万 |
|
| 2022-10-25 |
跌破下轨 |
买入 |
18.83882 |
46500.0 |
¥87.6万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
20.42955 |
46500.0 |
¥95.0万 |
|
| 2023-06-21 |
跌破下轨 |
买入 |
27.207179999999997 |
34800.0 |
¥94.7万 |
|
| 2023-07-13 |
回到中轨 |
卖出 |
27.92205 |
34800.0 |
¥97.1万 |
|
| 2023-10-30 |
跌破下轨 |
买入 |
27.157129999999995 |
35300.0 |
¥95.9万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
23.756220000000003 |
35300.0 |
¥83.8万 |
|
| 2024-01-15 |
跌破下轨 |
买入 |
21.741719999999997 |
38800.0 |
¥84.4万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
24.81516 |
38800.0 |
¥96.3万 |
|
| 2024-03-14 |
跌破下轨 |
买入 |
23.07305 |
41600.0 |
¥96.0万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
23.65632 |
41600.0 |
¥98.4万 |
|
| 2024-06-27 |
跌破下轨 |
买入 |
27.57755 |
35800.0 |
¥98.8万 |
|
| 2024-07-02 |
回到中轨 |
卖出 |
28.371599999999997 |
35800.0 |
¥1.02M |
|
| 2024-08-08 |
跌破下轨 |
买入 |
27.107079999999996 |
37700.0 |
¥1.02M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
28.541430000000002 |
37700.0 |
¥1.08M |
|
| 2024-11-13 |
跌破下轨 |
买入 |
35.5355 |
30000.0 |
¥1.07M |
|
| 2024-12-04 |
回到中轨 |
卖出 |
35.2647 |
30000.0 |
¥1.06M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
32.34231 |
33000.0 |
¥1.07M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
32.63733 |
33000.0 |
¥1.08M |
|
| 2025-03-03 |
跌破下轨 |
买入 |
30.970940000000002 |
34800.0 |
¥1.08M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
32.8671 |
34800.0 |
¥1.14M |
|
| 2026-02-27 |
跌破下轨 |
买入 |
40.93089 |
27800.0 |
¥1.14M |
|
| 2026-03-19 |
回到中轨 |
卖出 |
40.28967 |
27800.0 |
¥1.12M |
|
| 2026-05-14 |
跌破下轨 |
买入 |
35.62559 |
31300.0 |
¥1.12M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
32.97699 |
31300.0 |
¥1.03M |
|
| 2026-06-22 |
跌破下轨 |
买入 |
29.749719999999996 |
34600.0 |
¥1.03M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
29.94 |
34600.0 |
¥1.04M |
|
| 2026-08-17 |
跌破下轨 |
买入 |
29.939909999999998 |
34900.0 |
¥1.05M |
|
| 2026-08-26 |
回到中轨 |
卖出 |
31.34862 |
34900.0 |
¥1.09M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
30.740709999999996 |
35300.0 |
¥1.09M |
|
| 2026-10-30 |
回到中轨 |
卖出 |
30.71925 |
35300.0 |
¥1.08M |
|