601628 中国人寿 — 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: ¥71.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -28.72%）
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 43 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 |
36.41092 |
38.980979999999995 |
¥6.9万 |
+7.03% |
回到中轨 |
| 2 |
2015-06-19 |
2015-07-08 |
32.972818878999995 |
30.7692 |
¥-7.0万 |
-6.71% |
回到中轨 |
| 3 |
2015-08-21 |
2015-09-02 |
24.992455487999997 |
24.575400000000002 |
¥-1.7万 |
-1.70% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
25.63328768 |
21.96801 |
¥-13.7万 |
-14.32% |
回到中轨 |
| 5 |
2016-04-22 |
2016-06-01 |
22.228866659999994 |
21.578400000000002 |
¥-2.5万 |
-2.96% |
回到中轨 |
| 6 |
2016-12-19 |
2017-01-04 |
23.780882124999998 |
24.975 |
¥4.1万 |
+4.99% |
回到中轨 |
| 7 |
2017-03-23 |
2017-04-05 |
24.461766328999996 |
25.254720000000002 |
¥2.8万 |
+3.21% |
回到中轨 |
| 8 |
2017-04-19 |
2017-04-26 |
24.0312072 |
25.0 |
¥3.5万 |
+4.00% |
回到中轨 |
| 9 |
2017-11-30 |
2017-12-21 |
31.319393 |
31.708259999999996 |
¥1.1万 |
+1.21% |
回到中轨 |
| 10 |
2018-02-09 |
2018-03-16 |
27.618282999999998 |
26.973 |
¥-2.1万 |
-2.37% |
回到中轨 |
| 11 |
2018-03-28 |
2018-05-08 |
26.013781794 |
24.7752 |
¥-4.3万 |
-4.79% |
回到中轨 |
| 12 |
2018-06-22 |
2018-07-17 |
22.969828881999998 |
22.73724 |
¥-8,978 |
-1.04% |
回到中轨 |
| 13 |
2018-08-07 |
2018-08-24 |
21.668138491999997 |
22.12785 |
¥1.8万 |
+2.09% |
回到中轨 |
| 14 |
2018-09-11 |
2018-09-25 |
21.227566359999997 |
21.83814 |
¥2.5万 |
+2.85% |
回到中轨 |
| 15 |
2018-12-25 |
2019-01-17 |
20.716213 |
20.95 |
¥9,783 |
+1.10% |
回到中轨 |
| 16 |
2019-05-08 |
2019-05-30 |
26.874900051999994 |
26.4735 |
¥-1.3万 |
-1.52% |
回到中轨 |
| 17 |
2019-10-08 |
2019-10-15 |
27.525745246999996 |
29.120849999999997 |
¥5.2万 |
+5.76% |
回到中轨 |
| 18 |
2020-02-03 |
2020-02-21 |
29.067747708999992 |
31.5684 |
¥7.3万 |
+8.57% |
回到中轨 |
| 19 |
2020-03-10 |
2020-04-08 |
29.087773715 |
26.61336 |
¥-8.7万 |
-8.53% |
回到中轨 |
| 20 |
2020-05-27 |
2020-06-03 |
25.573209661999996 |
26.89 |
¥4.8万 |
+5.12% |
回到中轨 |
| 21 |
2020-11-06 |
2020-11-30 |
42.815600827999994 |
43.0569 |
¥5,253 |
+0.53% |
回到中轨 |
| 22 |
2020-12-11 |
2021-01-07 |
40.45253212 |
39.04092 |
¥-3.5万 |
-3.52% |
回到中轨 |
| 23 |
2021-02-05 |
2021-04-02 |
33.673729089 |
32.15781 |
¥-4.3万 |
-4.53% |
回到中轨 |
| 24 |
2021-04-14 |
2021-04-26 |
30.789984224999998 |
31.87809 |
¥3.2万 |
+3.50% |
回到中轨 |
| 25 |
2021-06-15 |
2021-06-28 |
33.193104944999995 |
35.11485 |
¥5.4万 |
+5.76% |
回到中轨 |
| 26 |
2021-07-05 |
2021-08-19 |
31.941479569999995 |
29.61036 |
¥-7.3万 |
-7.33% |
回到中轨 |
| 27 |
2022-01-17 |
2022-02-11 |
28.957604676 |
29.41056 |
¥1.4万 |
+1.53% |
回到中轨 |
| 28 |
2022-03-09 |
2022-04-01 |
26.83484804 |
26.04393 |
¥-2.8万 |
-2.98% |
回到中轨 |
| 29 |
2022-04-27 |
2022-06-06 |
24.642000382999996 |
24.975 |
¥1.2万 |
+1.32% |
回到中轨 |
| 30 |
2022-07-18 |
2022-08-15 |
27.736018309999995 |
27.592380000000002 |
¥-4,998 |
-0.55% |
回到中轨 |
| 31 |
2023-01-31 |
2023-02-15 |
34.90532845799999 |
35.01495 |
¥2,607 |
+0.28% |
回到中轨 |
| 32 |
2023-06-20 |
2023-07-28 |
36.430926 |
34.43553 |
¥-5.1万 |
-5.51% |
回到中轨 |
| 33 |
2023-10-23 |
2023-12-29 |
34.044210199999995 |
28.39158 |
¥-14.3万 |
-16.63% |
回到中轨 |
| 34 |
2024-01-05 |
2024-01-25 |
26.834848039999997 |
27.0 |
¥4,256 |
+0.59% |
回到中轨 |
| 35 |
2024-04-11 |
2024-04-19 |
27.555784255999995 |
28.24173 |
¥1.8万 |
+2.46% |
回到中轨 |
| 36 |
2024-07-08 |
2024-07-11 |
30.039008999999993 |
31.07889 |
¥2.6万 |
+3.43% |
回到中轨 |
| 37 |
2024-08-08 |
2024-08-20 |
29.678540891999997 |
31.368599999999997 |
¥4.4万 |
+5.66% |
回到中轨 |
| 38 |
2025-01-03 |
2025-01-24 |
39.871777946 |
40.559400000000004 |
¥1.4万 |
+1.69% |
回到中轨 |
| 39 |
2025-03-04 |
2025-03-17 |
38.359814492999995 |
39.07089 |
¥1.5万 |
+1.82% |
回到中轨 |
| 40 |
2025-04-08 |
2025-04-25 |
34.454743322999995 |
36.81315 |
¥5.7万 |
+6.81% |
回到中轨 |
| 41 |
2026-02-27 |
2026-04-21 |
44.778149416 |
37.63233 |
¥-14.5万 |
-15.98% |
回到中轨 |
| 42 |
2026-05-15 |
2026-06-11 |
36.026784793999994 |
34.515449999999994 |
¥-3.2万 |
-4.22% |
回到中轨 |
| 43 |
2026-09-29 |
2026-11-04 |
36.66761698599999 |
35.71425 |
¥-1.9万 |
-2.63% |
回到中轨 |
逐笔成交记录（共 86 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 |
36.4 |
26900.0 |
¥97.9万 |
|
| 2015-05-26 |
回到中轨 |
卖出 |
38.980979999999995 |
26900.0 |
¥1.05M |
|
| 2015-06-19 |
跌破下轨 |
买入 |
32.96292999999999 |
31800.0 |
¥1.05M |
|
| 2015-07-08 |
回到中轨 |
卖出 |
30.7692 |
31800.0 |
¥97.8万 |
|
| 2015-08-21 |
跌破下轨 |
买入 |
24.984959999999997 |
39600.0 |
¥99.0万 |
|
| 2015-09-02 |
回到中轨 |
卖出 |
24.575400000000002 |
39600.0 |
¥97.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
25.6256 |
37200.0 |
¥95.4万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
21.96801 |
37200.0 |
¥81.7万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
22.222199999999997 |
37500.0 |
¥83.4万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
21.578400000000002 |
37500.0 |
¥80.9万 |
|
| 2016-12-19 |
跌破下轨 |
买入 |
23.773749999999996 |
34300.0 |
¥81.6万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
24.975 |
34300.0 |
¥85.6万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
24.45443 |
35100.0 |
¥85.9万 |
|
| 2017-04-05 |
回到中轨 |
卖出 |
25.254720000000002 |
35100.0 |
¥88.6万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
24.023999999999997 |
36800.0 |
¥88.4万 |
|
| 2017-04-26 |
回到中轨 |
卖出 |
25.0 |
36800.0 |
¥92.0万 |
|
| 2017-11-30 |
跌破下轨 |
买入 |
31.31 |
29300.0 |
¥91.8万 |
|
| 2017-12-21 |
回到中轨 |
卖出 |
31.708259999999996 |
29300.0 |
¥92.9万 |
|
| 2018-02-09 |
跌破下轨 |
买入 |
27.61 |
32400.0 |
¥89.5万 |
|
| 2018-03-16 |
回到中轨 |
卖出 |
26.973 |
32400.0 |
¥87.4万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
26.005979999999997 |
34800.0 |
¥90.5万 |
|
| 2018-05-08 |
回到中轨 |
卖出 |
24.7752 |
34800.0 |
¥86.2万 |
|
| 2018-06-22 |
跌破下轨 |
买入 |
22.96294 |
37500.0 |
¥86.1万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
22.73724 |
37500.0 |
¥85.2万 |
|
| 2018-08-07 |
跌破下轨 |
买入 |
21.66164 |
39600.0 |
¥85.8万 |
|
| 2018-08-24 |
回到中轨 |
卖出 |
22.12785 |
39600.0 |
¥87.6万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
21.221199999999996 |
41200.0 |
¥87.5万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
21.83814 |
41200.0 |
¥89.9万 |
|
| 2018-12-25 |
跌破下轨 |
买入 |
20.71 |
43000.0 |
¥89.1万 |
|
| 2019-01-17 |
回到中轨 |
卖出 |
20.95 |
43000.0 |
¥90.1万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
26.866839999999996 |
32900.0 |
¥88.4万 |
|
| 2019-05-30 |
回到中轨 |
卖出 |
26.4735 |
32900.0 |
¥87.1万 |
|
| 2019-10-08 |
跌破下轨 |
买入 |
27.517489999999995 |
32600.0 |
¥89.7万 |
|
| 2019-10-15 |
回到中轨 |
卖出 |
29.120849999999997 |
32600.0 |
¥94.9万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
29.059029999999996 |
29400.0 |
¥85.5万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
31.5684 |
29400.0 |
¥92.8万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
29.07905 |
35000.0 |
¥1.02M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
26.61336 |
35000.0 |
¥93.1万 |
|
| 2020-05-27 |
跌破下轨 |
买入 |
25.565539999999995 |
36600.0 |
¥93.6万 |
|
| 2020-06-03 |
回到中轨 |
卖出 |
26.89 |
36600.0 |
¥98.4万 |
|
| 2020-11-06 |
跌破下轨 |
买入 |
42.80275999999999 |
23000.0 |
¥98.5万 |
|
| 2020-11-30 |
回到中轨 |
卖出 |
43.0569 |
23000.0 |
¥99.0万 |
|
| 2020-12-11 |
跌破下轨 |
买入 |
40.4404 |
24300.0 |
¥98.3万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
39.04092 |
24300.0 |
¥94.8万 |
|
| 2021-02-05 |
跌破下轨 |
买入 |
33.66363 |
28000.0 |
¥94.3万 |
|
| 2021-04-02 |
回到中轨 |
卖出 |
32.15781 |
28000.0 |
¥90.0万 |
|
| 2021-04-14 |
跌破下轨 |
买入 |
30.780749999999998 |
29700.0 |
¥91.4万 |
|
| 2021-04-26 |
回到中轨 |
卖出 |
31.87809 |
29700.0 |
¥94.6万 |
|
| 2021-06-15 |
跌破下轨 |
买入 |
33.18315 |
28300.0 |
¥93.9万 |
|
| 2021-06-28 |
回到中轨 |
卖出 |
35.11485 |
28300.0 |
¥99.3万 |
|
| 2021-07-05 |
跌破下轨 |
买入 |
31.931899999999995 |
31100.0 |
¥99.3万 |
|
| 2021-08-19 |
回到中轨 |
卖出 |
29.61036 |
31100.0 |
¥92.1万 |
|
| 2022-01-17 |
跌破下轨 |
买入 |
28.948919999999998 |
31800.0 |
¥92.1万 |
|
| 2022-02-11 |
回到中轨 |
卖出 |
29.41056 |
31800.0 |
¥93.5万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
26.8268 |
35000.0 |
¥93.9万 |
|
| 2022-04-01 |
回到中轨 |
卖出 |
26.04393 |
35000.0 |
¥91.1万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
24.634609999999995 |
36800.0 |
¥90.7万 |
|
| 2022-06-06 |
回到中轨 |
卖出 |
24.975 |
36800.0 |
¥91.9万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
27.727699999999995 |
32900.0 |
¥91.3万 |
|
| 2022-08-15 |
回到中轨 |
卖出 |
27.592380000000002 |
32900.0 |
¥90.8万 |
|
| 2023-01-31 |
跌破下轨 |
买入 |
34.894859999999994 |
26300.0 |
¥91.8万 |
|
| 2023-02-15 |
回到中轨 |
卖出 |
35.01495 |
26300.0 |
¥92.1万 |
|
| 2023-06-20 |
跌破下轨 |
买入 |
36.42 |
25200.0 |
¥91.8万 |
|
| 2023-07-28 |
回到中轨 |
卖出 |
34.43553 |
25200.0 |
¥86.8万 |
|
| 2023-10-23 |
跌破下轨 |
买入 |
34.034 |
25200.0 |
¥85.8万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
28.39158 |
25200.0 |
¥71.5万 |
|
| 2024-01-05 |
跌破下轨 |
买入 |
26.826799999999995 |
27100.0 |
¥72.7万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
27.0 |
27100.0 |
¥73.1万 |
|
| 2024-04-11 |
跌破下轨 |
买入 |
27.547519999999995 |
26600.0 |
¥73.3万 |
|
| 2024-04-19 |
回到中轨 |
卖出 |
28.24173 |
26600.0 |
¥75.1万 |
|
| 2024-07-08 |
跌破下轨 |
买入 |
30.029999999999994 |
25000.0 |
¥75.1万 |
|
| 2024-07-11 |
回到中轨 |
卖出 |
31.07889 |
25000.0 |
¥77.7万 |
|
| 2024-08-08 |
跌破下轨 |
买入 |
29.669639999999998 |
26100.0 |
¥77.5万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
31.368599999999997 |
26100.0 |
¥81.8万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
39.85982 |
20500.0 |
¥81.7万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
40.559400000000004 |
20500.0 |
¥83.1万 |
|
| 2025-03-04 |
跌破下轨 |
买入 |
38.34831 |
21700.0 |
¥83.2万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
39.07089 |
21700.0 |
¥84.8万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
34.44440999999999 |
24300.0 |
¥83.7万 |
|
| 2025-04-25 |
回到中轨 |
卖出 |
36.81315 |
24300.0 |
¥89.4万 |
|
| 2026-02-27 |
跌破下轨 |
买入 |
44.76472 |
20200.0 |
¥90.5万 |
|
| 2026-04-21 |
回到中轨 |
卖出 |
37.63233 |
20200.0 |
¥76.0万 |
|
| 2026-05-15 |
跌破下轨 |
买入 |
36.01597999999999 |
21100.0 |
¥76.0万 |
|
| 2026-06-11 |
回到中轨 |
卖出 |
34.515449999999994 |
21100.0 |
¥72.8万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
36.65662 |
19800.0 |
¥72.6万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
35.71425 |
19800.0 |
¥70.7万 |
|