601618 中国中冶 — 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: ¥69.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -30.17%）
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 |
2015-02-09 |
2015-02-27 |
3.7448631219999995 |
4.57542 |
¥21.9万 |
+22.14% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-14 |
7.9002593669999985 |
6.98301 |
¥-14.2万 |
-11.64% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
5.156696545 |
4.50549 |
¥-12.9万 |
-12.65% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-03 |
4.065279218 |
3.9860100000000003 |
¥-1.9万 |
-1.98% |
回到中轨 |
| 5 |
2016-09-27 |
2016-10-14 |
3.9451231819999997 |
4.14585 |
¥4.7万 |
+5.06% |
回到中轨 |
| 6 |
2017-05-23 |
2017-06-08 |
4.846293451999999 |
5.004989999999999 |
¥3.1万 |
+3.24% |
回到中轨 |
| 7 |
2017-08-25 |
2017-08-28 |
4.9764624909999995 |
5.04495 |
¥1.4万 |
+1.35% |
回到中轨 |
| 8 |
2017-10-18 |
2017-10-25 |
5.066579517999999 |
5.12487 |
¥1.1万 |
+1.12% |
回到中轨 |
| 9 |
2017-11-17 |
2017-12-06 |
4.936410478999999 |
5.06493 |
¥2.6万 |
+2.57% |
回到中轨 |
| 10 |
2017-12-26 |
2018-05-09 |
4.846293452 |
3.72627 |
¥-24.4万 |
-23.13% |
回到中轨 |
| 11 |
2018-06-20 |
2018-07-13 |
3.3042909899999993 |
3.2767199999999996 |
¥-6,970 |
-0.86% |
回到中轨 |
| 12 |
2018-09-04 |
2018-09-19 |
3.434460029 |
3.46653 |
¥7,270 |
+0.90% |
回到中轨 |
| 13 |
2018-10-12 |
2018-11-14 |
3.2542259749999993 |
3.20679 |
¥-1.2万 |
-1.49% |
回到中轨 |
| 14 |
2018-11-26 |
2018-12-05 |
3.0940179269999994 |
3.11688 |
¥5,668 |
+0.71% |
回到中轨 |
| 15 |
2019-01-09 |
2019-02-13 |
3.033939909 |
2.997 |
¥-1.0万 |
-1.25% |
回到中轨 |
| 16 |
2019-03-29 |
2019-04-03 |
3.4044210199999996 |
3.5964 |
¥4.5万 |
+5.61% |
回到中轨 |
| 17 |
2019-04-26 |
2019-06-12 |
3.4044210199999996 |
3.03696 |
¥-9.1万 |
-10.82% |
回到中轨 |
| 18 |
2019-07-22 |
2019-08-30 |
2.983874894 |
2.7971999999999997 |
¥-4.7万 |
-6.28% |
回到中轨 |
| 19 |
2019-10-31 |
2019-11-26 |
2.7535758249999995 |
2.72727 |
¥-6,919 |
-0.99% |
回到中轨 |
| 20 |
2020-02-03 |
2020-02-21 |
2.420726 |
2.56743 |
¥3.8万 |
+6.03% |
回到中轨 |
| 21 |
2020-04-29 |
2020-05-07 |
2.5132637529999995 |
2.5874099999999998 |
¥2.1万 |
+2.92% |
回到中轨 |
| 22 |
2020-09-25 |
2020-11-10 |
2.730819 |
2.6673299999999998 |
¥-1.8万 |
-2.35% |
回到中轨 |
| 23 |
2021-05-06 |
2021-05-11 |
3.084004924 |
3.2867100000000002 |
¥4.8万 |
+6.54% |
回到中轨 |
| 24 |
2021-06-16 |
2021-06-25 |
2.953835885 |
3.0069899999999996 |
¥1.4万 |
+1.77% |
回到中轨 |
| 25 |
2021-09-30 |
2021-11-24 |
4.365669308 |
3.85614 |
¥-9.4万 |
-11.70% |
回到中轨 |
| 26 |
2022-04-21 |
2022-05-20 |
3.5245770559999996 |
3.46653 |
¥-1.2万 |
-1.68% |
回到中轨 |
| 27 |
2022-06-23 |
2022-07-04 |
3.4144340229999997 |
3.52647 |
¥2.3万 |
+3.25% |
回到中轨 |
| 28 |
2022-07-18 |
2022-08-23 |
3.3843950139999994 |
3.2367600000000003 |
¥-3.2万 |
-4.39% |
回到中轨 |
| 29 |
2022-09-27 |
2022-10-24 |
3.0339399089999994 |
3.04695 |
¥2,741 |
+0.40% |
回到中轨 |
| 30 |
2022-11-01 |
2022-11-08 |
2.883744863999999 |
3.01698 |
¥3.2万 |
+4.59% |
回到中轨 |
| 31 |
2023-08-14 |
2023-09-21 |
3.855006155 |
3.6863099999999998 |
¥-3.2万 |
-4.40% |
回到中轨 |
| 32 |
2023-11-28 |
2023-12-29 |
3.1340699389999993 |
3.0669299999999997 |
¥-1.5万 |
-2.17% |
回到中轨 |
| 33 |
2024-01-23 |
2024-01-25 |
2.933809879 |
3.10689 |
¥3.9万 |
+5.87% |
回到中轨 |
| 34 |
2024-06-12 |
2024-07-02 |
3.1440829419999994 |
3.1368600000000004 |
¥-1,856 |
-0.26% |
回到中轨 |
| 35 |
2024-08-30 |
2024-09-26 |
3.0339399089999994 |
2.85714 |
¥-4.1万 |
-5.86% |
回到中轨 |
| 36 |
2025-01-06 |
2025-02-07 |
3.1340699389999997 |
3.10689 |
¥-6,027 |
-0.90% |
回到中轨 |
| 37 |
2025-04-01 |
2025-05-08 |
3.0239269060000002 |
2.95704 |
¥-1.5万 |
-2.24% |
回到中轨 |
| 38 |
2025-06-20 |
2025-06-25 |
2.8837448639999996 |
2.93706 |
¥1.2万 |
+1.82% |
回到中轨 |
| 39 |
2025-12-10 |
2026-01-07 |
2.993887897 |
3.06 |
¥1.4万 |
+2.18% |
回到中轨 |
| 40 |
2026-04-27 |
2026-05-08 |
2.9137838729999994 |
2.95704 |
¥9,842 |
+1.45% |
回到中轨 |
| 41 |
2026-05-18 |
2026-06-18 |
2.873731861 |
2.71728 |
¥-3.7万 |
-5.47% |
回到中轨 |
| 42 |
2026-06-25 |
2026-07-13 |
2.543302762 |
2.56743 |
¥5,942 |
+0.92% |
回到中轨 |
| 43 |
2026-08-14 |
2026-08-27 |
2.5633287680000003 |
2.63736 |
¥1.9万 |
+2.86% |
回到中轨 |
| 44 |
2026-09-29 |
2026-10-09 |
2.4631987379999996 |
2.54745 |
¥2.3万 |
+3.39% |
回到中轨 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
3.74374 |
264300.0 |
¥99.0万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
4.57542 |
264300.0 |
¥1.21M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
7.8978899999999985 |
154000.0 |
¥1.22M |
|
| 2015-07-14 |
回到中轨 |
卖出 |
6.98301 |
154000.0 |
¥1.08M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.15515 |
198100.0 |
¥1.02M |
|
| 2016-02-18 |
回到中轨 |
卖出 |
4.50549 |
198100.0 |
¥89.2万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
4.06406 |
231600.0 |
¥94.2万 |
|
| 2016-06-03 |
回到中轨 |
卖出 |
3.9860100000000003 |
231600.0 |
¥92.3万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
3.9439399999999996 |
233900.0 |
¥92.3万 |
|
| 2016-10-14 |
回到中轨 |
卖出 |
4.14585 |
233900.0 |
¥96.9万 |
|
| 2017-05-23 |
跌破下轨 |
买入 |
4.84484 |
200200.0 |
¥97.0万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
5.004989999999999 |
200200.0 |
¥1.00M |
|
| 2017-08-25 |
跌破下轨 |
买入 |
4.974969999999999 |
202100.0 |
¥1.01M |
|
| 2017-08-28 |
回到中轨 |
卖出 |
5.04495 |
202100.0 |
¥1.02M |
|
| 2017-10-18 |
跌破下轨 |
买入 |
5.065059999999999 |
201100.0 |
¥1.02M |
|
| 2017-10-25 |
回到中轨 |
卖出 |
5.12487 |
201100.0 |
¥1.03M |
|
| 2017-11-17 |
跌破下轨 |
买入 |
4.93493 |
208300.0 |
¥1.03M |
|
| 2017-12-06 |
回到中轨 |
卖出 |
5.06493 |
208300.0 |
¥1.05M |
|
| 2017-12-26 |
跌破下轨 |
买入 |
4.84484 |
217200.0 |
¥1.05M |
|
| 2018-05-09 |
回到中轨 |
卖出 |
3.72627 |
217200.0 |
¥80.9万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
3.3032999999999992 |
244100.0 |
¥80.7万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
3.2767199999999996 |
244100.0 |
¥80.0万 |
|
| 2018-09-04 |
跌破下轨 |
买入 |
3.43343 |
234300.0 |
¥80.5万 |
|
| 2018-09-19 |
回到中轨 |
卖出 |
3.46653 |
234300.0 |
¥81.2万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
3.2532499999999995 |
246400.0 |
¥80.2万 |
|
| 2018-11-14 |
回到中轨 |
卖出 |
3.20679 |
246400.0 |
¥79.0万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
3.0930899999999997 |
258500.0 |
¥80.0万 |
|
| 2018-12-05 |
回到中轨 |
卖出 |
3.11688 |
258500.0 |
¥80.5万 |
|
| 2019-01-09 |
跌破下轨 |
买入 |
3.0330299999999997 |
266300.0 |
¥80.8万 |
|
| 2019-02-13 |
回到中轨 |
卖出 |
2.997 |
266300.0 |
¥79.8万 |
|
| 2019-03-29 |
跌破下轨 |
买入 |
3.4033999999999995 |
234400.0 |
¥79.8万 |
|
| 2019-04-03 |
回到中轨 |
卖出 |
3.5964 |
234400.0 |
¥84.3万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
3.4033999999999995 |
246000.0 |
¥83.7万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
3.03696 |
246000.0 |
¥74.7万 |
|
| 2019-07-22 |
跌破下轨 |
买入 |
2.9829799999999995 |
252100.0 |
¥75.2万 |
|
| 2019-08-30 |
回到中轨 |
卖出 |
2.7971999999999997 |
252100.0 |
¥70.5万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
2.75275 |
255100.0 |
¥70.2万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
2.72727 |
255100.0 |
¥69.6万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
2.42 |
259200.0 |
¥62.7万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
2.56743 |
259200.0 |
¥66.5万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
2.5125099999999994 |
292800.0 |
¥73.6万 |
|
| 2020-05-07 |
回到中轨 |
卖出 |
2.5874099999999998 |
292800.0 |
¥75.7万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
2.73 |
277000.0 |
¥75.6万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
2.6673299999999998 |
277000.0 |
¥73.9万 |
|
| 2021-05-06 |
跌破下轨 |
买入 |
3.08308 |
239800.0 |
¥74.0万 |
|
| 2021-05-11 |
回到中轨 |
卖出 |
3.2867100000000002 |
239800.0 |
¥78.8万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
2.95295 |
266700.0 |
¥78.8万 |
|
| 2021-06-25 |
回到中轨 |
卖出 |
3.0069899999999996 |
266700.0 |
¥80.2万 |
|
| 2021-09-30 |
跌破下轨 |
买入 |
4.36436 |
183600.0 |
¥80.2万 |
|
| 2021-11-24 |
回到中轨 |
卖出 |
3.85614 |
183600.0 |
¥70.8万 |
|
| 2022-04-21 |
跌破下轨 |
买入 |
3.5235199999999995 |
198600.0 |
¥70.0万 |
|
| 2022-05-20 |
回到中轨 |
卖出 |
3.46653 |
198600.0 |
¥68.8万 |
|
| 2022-06-23 |
跌破下轨 |
买入 |
3.41341 |
203900.0 |
¥69.6万 |
|
| 2022-07-04 |
回到中轨 |
卖出 |
3.52647 |
203900.0 |
¥71.9万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
3.3833799999999994 |
212400.0 |
¥71.9万 |
|
| 2022-08-23 |
回到中轨 |
卖出 |
3.2367600000000003 |
212400.0 |
¥68.7万 |
|
| 2022-09-27 |
跌破下轨 |
买入 |
3.0330299999999997 |
226600.0 |
¥68.7万 |
|
| 2022-10-24 |
回到中轨 |
卖出 |
3.04695 |
226600.0 |
¥69.0万 |
|
| 2022-11-01 |
跌破下轨 |
买入 |
2.8828799999999997 |
239300.0 |
¥69.0万 |
|
| 2022-11-08 |
回到中轨 |
卖出 |
3.01698 |
239300.0 |
¥72.2万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
3.8538499999999996 |
185800.0 |
¥71.6万 |
|
| 2023-09-21 |
回到中轨 |
卖出 |
3.6863099999999998 |
185800.0 |
¥68.5万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
3.1331299999999995 |
219600.0 |
¥68.8万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
3.0669299999999997 |
219600.0 |
¥67.3万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
2.93293 |
229400.0 |
¥67.3万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
3.10689 |
229400.0 |
¥71.3万 |
|
| 2024-06-12 |
跌破下轨 |
买入 |
3.14314 |
227300.0 |
¥71.5万 |
|
| 2024-07-02 |
回到中轨 |
卖出 |
3.1368600000000004 |
227300.0 |
¥71.3万 |
|
| 2024-08-30 |
跌破下轨 |
买入 |
3.0330299999999997 |
231900.0 |
¥70.4万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
2.85714 |
231900.0 |
¥66.2万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
3.1331299999999995 |
214400.0 |
¥67.2万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
3.10689 |
214400.0 |
¥66.6万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
3.02302 |
220200.0 |
¥66.6万 |
|
| 2025-05-08 |
回到中轨 |
卖出 |
2.95704 |
220200.0 |
¥65.1万 |
|
| 2025-06-20 |
跌破下轨 |
买入 |
2.8828799999999997 |
225700.0 |
¥65.1万 |
|
| 2025-06-25 |
回到中轨 |
卖出 |
2.93706 |
225700.0 |
¥66.3万 |
|
| 2025-12-10 |
跌破下轨 |
买入 |
2.99299 |
217000.0 |
¥65.0万 |
|
| 2026-01-07 |
回到中轨 |
卖出 |
3.06 |
217000.0 |
¥66.4万 |
|
| 2026-04-27 |
跌破下轨 |
买入 |
2.9129099999999997 |
232300.0 |
¥67.7万 |
|
| 2026-05-08 |
回到中轨 |
卖出 |
2.95704 |
232300.0 |
¥68.7万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
2.87287 |
237300.0 |
¥68.2万 |
|
| 2026-06-18 |
回到中轨 |
卖出 |
2.71728 |
237300.0 |
¥64.5万 |
|
| 2026-06-25 |
跌破下轨 |
买入 |
2.54254 |
254400.0 |
¥64.7万 |
|
| 2026-07-13 |
回到中轨 |
卖出 |
2.56743 |
254400.0 |
¥65.3万 |
|
| 2026-08-14 |
跌破下轨 |
买入 |
2.56256 |
254700.0 |
¥65.3万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
2.63736 |
254700.0 |
¥67.2万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
2.4624599999999996 |
273600.0 |
¥67.4万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
2.54745 |
273600.0 |
¥69.7万 |
|