601658 邮储银行 — 布林下轨抄底 回测明细
数据区间: 2019-12-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.05M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +4.81%）
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 24 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 |
2020-02-04 |
2020-03-03 |
5.4270476259999985 |
5.52447 |
¥1.7万 |
+1.76% |
回到中轨 |
| 2 |
2020-03-17 |
2020-04-15 |
5.4270476259999985 |
5.27472 |
¥-2.9万 |
-2.84% |
回到中轨 |
| 3 |
2020-04-23 |
2020-05-06 |
5.161548 |
5.15484 |
¥-1,579 |
-0.16% |
回到中轨 |
| 4 |
2020-06-11 |
2020-07-06 |
4.776202431 |
4.82 |
¥8,589 |
+0.89% |
回到中轨 |
| 5 |
2020-09-25 |
2020-10-13 |
4.495838347 |
4.56543 |
¥1.5万 |
+1.52% |
回到中轨 |
| 6 |
2021-05-07 |
2021-05-27 |
5.116644532999999 |
5.3946000000000005 |
¥5.4万 |
+5.40% |
回到中轨 |
| 7 |
2021-06-23 |
2021-07-16 |
5.0065015 |
4.93506 |
¥-1.5万 |
-1.46% |
回到中轨 |
| 8 |
2021-11-18 |
2021-12-03 |
5.166709547999999 |
5.264729999999998 |
¥1.9万 |
+1.87% |
回到中轨 |
| 9 |
2021-12-30 |
2022-01-06 |
5.146683541999999 |
5.344649999999999 |
¥4.1万 |
+3.82% |
回到中轨 |
| 10 |
2022-03-14 |
2022-03-30 |
5.286865584 |
5.36463 |
¥1.6万 |
+1.44% |
回到中轨 |
| 11 |
2022-06-07 |
2022-06-10 |
5.046553511999999 |
5.214779999999999 |
¥3.7万 |
+3.30% |
回到中轨 |
| 12 |
2022-07-14 |
2022-09-01 |
4.841451999999999 |
4.485510000000001 |
¥-8.4万 |
-7.38% |
回到中轨 |
| 13 |
2022-10-11 |
2022-11-08 |
4.235500269 |
4.095899999999999 |
¥-3.6万 |
-3.32% |
回到中轨 |
| 14 |
2023-02-10 |
2023-03-03 |
4.565929367999999 |
4.65534 |
¥2.0万 |
+1.93% |
回到中轨 |
| 15 |
2023-06-27 |
2023-07-26 |
4.876332461 |
4.94505 |
¥1.5万 |
+1.38% |
回到中轨 |
| 16 |
2023-10-26 |
2023-12-29 |
4.746163421999999 |
4.34565 |
¥-9.1万 |
-8.47% |
回到中轨 |
| 17 |
2024-04-12 |
2024-04-17 |
4.636020389 |
4.75524 |
¥2.5万 |
+2.54% |
回到中轨 |
| 18 |
2024-06-12 |
2024-06-27 |
4.916384473 |
4.93506 |
¥3,522 |
+0.35% |
回到中轨 |
| 19 |
2024-08-07 |
2024-08-16 |
4.7361504189999994 |
4.8551400000000005 |
¥2.5万 |
+2.48% |
回到中轨 |
| 20 |
2025-01-14 |
2025-02-05 |
5.236800569 |
5.3946000000000005 |
¥3.1万 |
+2.98% |
回到中轨 |
| 21 |
2025-04-02 |
2025-04-17 |
5.156696545000001 |
5.25474 |
¥2.0万 |
+1.87% |
回到中轨 |
| 22 |
2025-09-30 |
2025-10-24 |
5.847593752 |
5.9840100000000005 |
¥2.5万 |
+2.30% |
回到中轨 |
| 23 |
2025-12-04 |
2025-12-31 |
5.607281679999999 |
5.4445500000000004 |
¥-3.3万 |
-2.93% |
回到中轨 |
| 24 |
2026-01-13 |
2026-02-06 |
5.346943602 |
5.1748199999999995 |
¥-3.5万 |
-3.25% |
回到中轨 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-02-04 |
跌破下轨 |
买入 |
5.425419999999999 |
181200.0 |
¥98.3万 |
|
| 2020-03-03 |
回到中轨 |
卖出 |
5.52447 |
181200.0 |
¥1.00M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
5.425419999999999 |
186300.0 |
¥1.01M |
|
| 2020-04-15 |
回到中轨 |
卖出 |
5.27472 |
186300.0 |
¥98.2万 |
|
| 2020-04-23 |
跌破下轨 |
买入 |
5.16 |
191300.0 |
¥98.7万 |
|
| 2020-05-06 |
回到中轨 |
卖出 |
5.15484 |
191300.0 |
¥98.6万 |
|
| 2020-06-11 |
跌破下轨 |
买入 |
4.774769999999999 |
202800.0 |
¥96.9万 |
|
| 2020-07-06 |
回到中轨 |
卖出 |
4.82 |
202800.0 |
¥97.7万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
4.49449 |
221000.0 |
¥99.4万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
4.56543 |
221000.0 |
¥1.01M |
|
| 2021-05-07 |
跌破下轨 |
买入 |
5.11511 |
197100.0 |
¥1.01M |
|
| 2021-05-27 |
回到中轨 |
卖出 |
5.3946000000000005 |
197100.0 |
¥1.06M |
|
| 2021-06-23 |
跌破下轨 |
买入 |
5.004999999999999 |
212300.0 |
¥1.06M |
|
| 2021-07-16 |
回到中轨 |
卖出 |
4.93506 |
212300.0 |
¥1.05M |
|
| 2021-11-18 |
跌破下轨 |
买入 |
5.165159999999999 |
201500.0 |
¥1.04M |
|
| 2021-12-03 |
回到中轨 |
卖出 |
5.264729999999998 |
201500.0 |
¥1.06M |
|
| 2021-12-30 |
跌破下轨 |
买入 |
5.145139999999999 |
207300.0 |
¥1.07M |
|
| 2022-01-06 |
回到中轨 |
卖出 |
5.344649999999999 |
207300.0 |
¥1.11M |
|
| 2022-03-14 |
跌破下轨 |
买入 |
5.28528 |
206300.0 |
¥1.09M |
|
| 2022-03-30 |
回到中轨 |
卖出 |
5.36463 |
206300.0 |
¥1.11M |
|
| 2022-06-07 |
跌破下轨 |
买入 |
5.045039999999999 |
222100.0 |
¥1.12M |
|
| 2022-06-10 |
回到中轨 |
卖出 |
5.214779999999999 |
222100.0 |
¥1.16M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
4.84 |
236400.0 |
¥1.14M |
|
| 2022-09-01 |
回到中轨 |
卖出 |
4.485510000000001 |
236400.0 |
¥1.06M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
4.23423 |
253400.0 |
¥1.07M |
|
| 2022-11-08 |
回到中轨 |
卖出 |
4.095899999999999 |
253400.0 |
¥1.04M |
|
| 2023-02-10 |
跌破下轨 |
买入 |
4.564559999999999 |
227800.0 |
¥1.04M |
|
| 2023-03-03 |
回到中轨 |
卖出 |
4.65534 |
227800.0 |
¥1.06M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
4.874869999999999 |
217000.0 |
¥1.06M |
|
| 2023-07-26 |
回到中轨 |
卖出 |
4.94505 |
217000.0 |
¥1.07M |
|
| 2023-10-26 |
跌破下轨 |
买入 |
4.744739999999999 |
226000.0 |
¥1.07M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
4.34565 |
226000.0 |
¥98.2万 |
|
| 2024-04-12 |
跌破下轨 |
买入 |
4.63463 |
211800.0 |
¥98.2万 |
|
| 2024-04-17 |
回到中轨 |
卖出 |
4.75524 |
211800.0 |
¥1.01M |
|
| 2024-06-12 |
跌破下轨 |
买入 |
4.91491 |
204800.0 |
¥1.01M |
|
| 2024-06-27 |
回到中轨 |
卖出 |
4.93506 |
204800.0 |
¥1.01M |
|
| 2024-08-07 |
跌破下轨 |
买入 |
4.73473 |
213800.0 |
¥1.01M |
|
| 2024-08-16 |
回到中轨 |
卖出 |
4.8551400000000005 |
213800.0 |
¥1.04M |
|
| 2025-01-14 |
跌破下轨 |
买入 |
5.23523 |
197800.0 |
¥1.04M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
5.3946000000000005 |
197800.0 |
¥1.07M |
|
| 2025-04-02 |
跌破下轨 |
买入 |
5.15515 |
206800.0 |
¥1.07M |
|
| 2025-04-17 |
回到中轨 |
卖出 |
5.25474 |
206800.0 |
¥1.09M |
|
| 2025-09-30 |
跌破下轨 |
买入 |
5.845839999999999 |
186400.0 |
¥1.09M |
|
| 2025-10-24 |
回到中轨 |
卖出 |
5.9840100000000005 |
186400.0 |
¥1.12M |
|
| 2025-12-04 |
跌破下轨 |
买入 |
5.605599999999999 |
198500.0 |
¥1.11M |
|
| 2025-12-31 |
回到中轨 |
卖出 |
5.4445500000000004 |
198500.0 |
¥1.08M |
|
| 2026-01-13 |
跌破下轨 |
买入 |
5.345339999999999 |
202100.0 |
¥1.08M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
5.1748199999999995 |
202100.0 |
¥1.05M |
|