601633 长城汽车 — 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: ¥20.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -79.37%）
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 38 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 |
2015-05-07 |
2015-05-25 |
50.025003 |
51.45 |
¥2.8万 |
+2.82% |
回到中轨 |
| 2 |
2015-07-13 |
2015-09-14 |
38.55006155 |
28.771200000000004 |
¥-23.4万 |
-25.39% |
回到中轨 |
| 3 |
2015-10-14 |
2015-11-10 |
12.285954681 |
12.22776 |
¥-3,712 |
-0.50% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-23 |
10.794017233999998 |
9.200790000000001 |
¥-11.5万 |
-14.79% |
回到中轨 |
| 5 |
2016-04-21 |
2016-05-05 |
8.651234592 |
8.8911 |
¥1.8万 |
+2.74% |
回到中轨 |
| 6 |
2016-08-26 |
2016-09-07 |
10.273341077999998 |
10.57941 |
¥2.0万 |
+2.95% |
回到中轨 |
| 7 |
2017-03-20 |
2017-04-06 |
12.315993689999999 |
13.986 |
¥9.6万 |
+13.53% |
回到中轨 |
| 8 |
2017-05-03 |
2017-05-25 |
12.225876663 |
12.06792 |
¥-1.1万 |
-1.32% |
回到中轨 |
| 9 |
2017-07-18 |
2017-07-25 |
12.706500806999998 |
13.13685 |
¥2.7万 |
+3.36% |
回到中轨 |
| 10 |
2017-08-31 |
2017-09-20 |
12.556305761999997 |
12.617370000000001 |
¥3,763 |
+0.46% |
回到中轨 |
| 11 |
2017-11-01 |
2017-11-28 |
11.685174500999999 |
11.42856 |
¥-1.8万 |
-2.23% |
回到中轨 |
| 12 |
2018-02-14 |
2018-02-27 |
11.81534354 |
12.64734 |
¥5.6万 |
+7.01% |
回到中轨 |
| 13 |
2018-03-26 |
2018-05-08 |
11.124446332999998 |
11.07891 |
¥-3,743 |
-0.44% |
回到中轨 |
| 14 |
2018-06-19 |
2018-09-17 |
10.21326306 |
7.25274 |
¥-24.8万 |
-29.01% |
回到中轨 |
| 15 |
2018-10-16 |
2018-11-06 |
6.178022851 |
6.33366 |
¥1.5万 |
+2.49% |
回到中轨 |
| 16 |
2018-12-10 |
2019-01-08 |
5.991797 |
5.724270000000001 |
¥-2.8万 |
-4.49% |
回到中轨 |
| 17 |
2019-05-07 |
2019-05-29 |
8.270740478 |
8.58141 |
¥2.2万 |
+3.73% |
回到中轨 |
| 18 |
2019-12-09 |
2020-01-03 |
8.951624681999999 |
9.24075 |
¥2.0万 |
+3.20% |
回到中轨 |
| 19 |
2020-02-03 |
2020-02-18 |
7.529778255999998 |
8.65134 |
¥8.6万 |
+14.86% |
回到中轨 |
| 20 |
2021-02-24 |
2021-03-29 |
35.365926595999994 |
29.6703 |
¥-11.7万 |
-16.13% |
回到中轨 |
| 21 |
2021-12-15 |
2022-05-12 |
52.56826574999999 |
25.7742 |
¥-30.8万 |
-50.98% |
回到中轨 |
| 22 |
2022-08-05 |
2022-08-23 |
32.522233744 |
33.866099999999996 |
¥1.3万 |
+4.10% |
回到中轨 |
| 23 |
2022-10-11 |
2022-10-27 |
26.103898820999998 |
28.121850000000002 |
¥2.4万 |
+7.70% |
回到中轨 |
| 24 |
2023-03-13 |
2023-04-17 |
29.097786718 |
27.27 |
¥-2.1万 |
-6.31% |
回到中轨 |
| 25 |
2023-05-26 |
2023-06-16 |
24.577371 |
24.88509 |
¥3,873 |
+1.22% |
回到中轨 |
| 26 |
2023-11-13 |
2024-02-19 |
28.236668459999997 |
22.177799999999998 |
¥-7.0万 |
-21.48% |
回到中轨 |
| 27 |
2024-07-05 |
2024-07-11 |
24.081272215 |
25.99398 |
¥2.0万 |
+7.91% |
回到中轨 |
| 28 |
2025-01-03 |
2025-02-07 |
25.292845577999998 |
25.06491 |
¥-2,566 |
-0.93% |
回到中轨 |
| 29 |
2025-04-09 |
2025-05-08 |
22.529256749999995 |
23.086889999999997 |
¥6,553 |
+2.44% |
回到中轨 |
| 30 |
2025-06-04 |
2025-07-03 |
22.549282755999997 |
21.71 |
¥-1.0万 |
-3.75% |
回到中轨 |
| 31 |
2025-10-15 |
2025-11-11 |
23.470479032 |
23.74623 |
¥3,089 |
+1.14% |
回到中轨 |
| 32 |
2025-11-19 |
2025-12-11 |
22.208840654 |
21.98799 |
¥-2,798 |
-1.02% |
回到中轨 |
| 33 |
2026-01-15 |
2026-02-25 |
21.778281524999997 |
20.92 |
¥-1.1万 |
-3.97% |
回到中轨 |
| 34 |
2026-03-04 |
2026-03-13 |
20.036019003 |
20.5794 |
¥6,876 |
+2.68% |
回到中轨 |
| 35 |
2026-04-29 |
2026-06-12 |
20.026005999999995 |
17.41 |
¥-3.5万 |
-13.09% |
回到中轨 |
| 36 |
2026-06-25 |
2026-07-17 |
15.970739784999997 |
15.83415 |
¥-2,035 |
-0.88% |
回到中轨 |
| 37 |
2026-09-03 |
2026-10-13 |
14.999478493999996 |
14.085899999999999 |
¥-1.4万 |
-6.12% |
回到中轨 |
| 38 |
2026-11-12 |
2026-11-13 |
13.484043999999999 |
12.87 |
¥-9,886 |
-4.58% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
50.01 |
19900.0 |
¥99.5万 |
|
| 2015-05-25 |
回到中轨 |
卖出 |
51.45 |
19900.0 |
¥1.02M |
|
| 2015-07-13 |
跌破下轨 |
买入 |
38.5385 |
23900.0 |
¥92.1万 |
|
| 2015-09-14 |
回到中轨 |
卖出 |
28.771200000000004 |
23900.0 |
¥68.7万 |
|
| 2015-10-14 |
跌破下轨 |
买入 |
12.282269999999999 |
60000.0 |
¥73.7万 |
|
| 2015-11-10 |
回到中轨 |
卖出 |
12.22776 |
60000.0 |
¥73.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
10.790779999999998 |
71800.0 |
¥77.5万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
9.200790000000001 |
71800.0 |
¥66.0万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
8.64864 |
77600.0 |
¥67.1万 |
|
| 2016-05-05 |
回到中轨 |
卖出 |
8.8911 |
77600.0 |
¥69.0万 |
|
| 2016-08-26 |
跌破下轨 |
买入 |
10.270259999999999 |
67500.0 |
¥69.3万 |
|
| 2016-09-07 |
回到中轨 |
卖出 |
10.57941 |
67500.0 |
¥71.4万 |
|
| 2017-03-20 |
跌破下轨 |
买入 |
12.312299999999999 |
57500.0 |
¥70.8万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
13.986 |
57500.0 |
¥80.4万 |
|
| 2017-05-03 |
跌破下轨 |
买入 |
12.222209999999999 |
65900.0 |
¥80.6万 |
|
| 2017-05-25 |
回到中轨 |
卖出 |
12.06792 |
65900.0 |
¥79.5万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
12.702689999999999 |
62500.0 |
¥79.4万 |
|
| 2017-07-25 |
回到中轨 |
卖出 |
13.13685 |
62500.0 |
¥82.1万 |
|
| 2017-08-31 |
跌破下轨 |
买入 |
12.552539999999997 |
65700.0 |
¥82.5万 |
|
| 2017-09-20 |
回到中轨 |
卖出 |
12.617370000000001 |
65700.0 |
¥82.9万 |
|
| 2017-11-01 |
跌破下轨 |
买入 |
11.681669999999999 |
71000.0 |
¥83.0万 |
|
| 2017-11-28 |
回到中轨 |
卖出 |
11.42856 |
71000.0 |
¥81.1万 |
|
| 2018-02-14 |
跌破下轨 |
买入 |
11.8118 |
67900.0 |
¥80.2万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
12.64734 |
67900.0 |
¥85.8万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.121109999999998 |
76600.0 |
¥85.2万 |
|
| 2018-05-08 |
回到中轨 |
卖出 |
11.07891 |
76600.0 |
¥84.8万 |
|
| 2018-06-19 |
跌破下轨 |
买入 |
10.210199999999999 |
83700.0 |
¥85.5万 |
|
| 2018-09-17 |
回到中轨 |
卖出 |
7.25274 |
83700.0 |
¥60.7万 |
|
| 2018-10-16 |
跌破下轨 |
买入 |
6.176169999999999 |
99500.0 |
¥61.5万 |
|
| 2018-11-06 |
回到中轨 |
卖出 |
6.33366 |
99500.0 |
¥63.0万 |
|
| 2018-12-10 |
跌破下轨 |
买入 |
5.99 |
104900.0 |
¥62.9万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
5.724270000000001 |
104900.0 |
¥60.0万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
8.26826 |
72800.0 |
¥60.2万 |
|
| 2019-05-29 |
回到中轨 |
卖出 |
8.58141 |
72800.0 |
¥62.5万 |
|
| 2019-12-09 |
跌破下轨 |
买入 |
8.948939999999999 |
69500.0 |
¥62.2万 |
|
| 2020-01-03 |
回到中轨 |
卖出 |
9.24075 |
69500.0 |
¥64.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
7.527519999999999 |
77000.0 |
¥58.0万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
8.65134 |
77000.0 |
¥66.6万 |
|
| 2021-02-24 |
跌破下轨 |
买入 |
35.35532 |
20500.0 |
¥72.5万 |
|
| 2021-03-29 |
回到中轨 |
卖出 |
29.6703 |
20500.0 |
¥60.8万 |
|
| 2021-12-15 |
跌破下轨 |
买入 |
52.55249999999999 |
11500.0 |
¥60.5万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
25.7742 |
11500.0 |
¥29.6万 |
|
| 2022-08-05 |
跌破下轨 |
买入 |
32.51248 |
9400.0 |
¥30.6万 |
|
| 2022-08-23 |
回到中轨 |
卖出 |
33.866099999999996 |
9400.0 |
¥31.8万 |
|
| 2022-10-11 |
跌破下轨 |
买入 |
26.096069999999997 |
12100.0 |
¥31.6万 |
|
| 2022-10-27 |
回到中轨 |
卖出 |
28.121850000000002 |
12100.0 |
¥34.0万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
29.089059999999996 |
11300.0 |
¥32.9万 |
|
| 2023-04-17 |
回到中轨 |
卖出 |
27.27 |
11300.0 |
¥30.8万 |
|
| 2023-05-26 |
跌破下轨 |
买入 |
24.57 |
12900.0 |
¥31.7万 |
|
| 2023-06-16 |
回到中轨 |
卖出 |
24.88509 |
12900.0 |
¥32.1万 |
|
| 2023-11-13 |
跌破下轨 |
买入 |
28.228199999999998 |
11500.0 |
¥32.5万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
22.177799999999998 |
11500.0 |
¥25.5万 |
|
| 2024-07-05 |
跌破下轨 |
买入 |
24.07405 |
10600.0 |
¥25.5万 |
|
| 2024-07-11 |
回到中轨 |
卖出 |
25.99398 |
10600.0 |
¥27.5万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
25.285259999999997 |
10900.0 |
¥27.6万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
25.06491 |
10900.0 |
¥27.3万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
22.522499999999994 |
11900.0 |
¥26.8万 |
|
| 2025-05-08 |
回到中轨 |
卖出 |
23.086889999999997 |
11900.0 |
¥27.5万 |
|
| 2025-06-04 |
跌破下轨 |
买入 |
22.542519999999996 |
12400.0 |
¥28.0万 |
|
| 2025-07-03 |
回到中轨 |
卖出 |
21.71 |
12400.0 |
¥26.9万 |
|
| 2025-10-15 |
跌破下轨 |
买入 |
23.46344 |
11500.0 |
¥27.0万 |
|
| 2025-11-11 |
回到中轨 |
卖出 |
23.74623 |
11500.0 |
¥27.3万 |
|
| 2025-11-19 |
跌破下轨 |
买入 |
22.202179999999995 |
12300.0 |
¥27.3万 |
|
| 2025-12-11 |
回到中轨 |
卖出 |
21.98799 |
12300.0 |
¥27.0万 |
|
| 2026-01-15 |
跌破下轨 |
买入 |
21.771749999999997 |
12400.0 |
¥27.0万 |
|
| 2026-02-25 |
回到中轨 |
卖出 |
20.92 |
12400.0 |
¥25.9万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
20.03001 |
12800.0 |
¥25.6万 |
|
| 2026-03-13 |
回到中轨 |
卖出 |
20.5794 |
12800.0 |
¥26.3万 |
|
| 2026-04-29 |
跌破下轨 |
买入 |
20.019999999999996 |
13300.0 |
¥26.6万 |
|
| 2026-06-12 |
回到中轨 |
卖出 |
17.41 |
13300.0 |
¥23.1万 |
|
| 2026-06-25 |
跌破下轨 |
买入 |
15.965949999999998 |
14400.0 |
¥23.0万 |
|
| 2026-07-17 |
回到中轨 |
卖出 |
15.83415 |
14400.0 |
¥22.8万 |
|
| 2026-09-03 |
跌破下轨 |
买入 |
14.994979999999998 |
15300.0 |
¥22.9万 |
|
| 2026-10-13 |
回到中轨 |
卖出 |
14.085899999999999 |
15300.0 |
¥21.5万 |
|
| 2026-11-12 |
跌破下轨 |
买入 |
13.48 |
16000.0 |
¥21.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
12.87 |
16000 |
¥20.6万 |
回测结束强平 |