601668 中国建筑 — 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: ¥1.15M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +14.96%）
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 45 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 |
2015-06-17 |
2015-07-13 |
9.021715702999998 |
8.641350000000001 |
¥-4.2万 |
-4.24% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-17 |
6.298178887 |
6.15384 |
¥-2.1万 |
-2.32% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
5.937710779 |
5.36463 |
¥-8.9万 |
-9.68% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-01 |
5.50715165 |
5.47452 |
¥-5,223 |
-0.62% |
回到中轨 |
| 5 |
2016-06-17 |
2016-06-30 |
5.176722551 |
5.31468 |
¥2.2万 |
+2.63% |
回到中轨 |
| 6 |
2016-09-19 |
2016-10-14 |
6.188035854 |
6.343649999999999 |
¥2.1万 |
+2.48% |
回到中轨 |
| 7 |
2017-05-04 |
2017-05-26 |
9.071780718 |
9.25074 |
¥1.7万 |
+1.94% |
回到中轨 |
| 8 |
2017-12-29 |
2018-01-08 |
8.91157267 |
9.46053 |
¥5.5万 |
+6.13% |
回到中轨 |
| 9 |
2018-04-09 |
2018-05-09 |
8.51105255 |
8.47152 |
¥-4,716 |
-0.49% |
回到中轨 |
| 10 |
2018-06-26 |
2018-07-24 |
7.980363390999999 |
5.72 |
¥-26.7万 |
-28.35% |
回到中轨 |
| 11 |
2019-05-08 |
2019-06-04 |
5.797528736999999 |
5.64435 |
¥-1.8万 |
-2.67% |
回到中轨 |
| 12 |
2019-08-06 |
2019-08-29 |
5.567229667999999 |
5.52447 |
¥-5,237 |
-0.80% |
回到中轨 |
| 13 |
2019-10-30 |
2019-11-26 |
5.361608 |
5.24475 |
¥-1.5万 |
-2.21% |
回到中轨 |
| 14 |
2020-02-04 |
2020-02-18 |
5.0065015 |
5.51448 |
¥6.5万 |
+10.11% |
回到中轨 |
| 15 |
2020-04-24 |
2020-05-06 |
5.146683541999999 |
5.19 |
¥5,771 |
+0.81% |
回到中轨 |
| 16 |
2020-05-22 |
2020-06-03 |
5.066579517999999 |
5.13486 |
¥9,464 |
+1.32% |
回到中轨 |
| 17 |
2020-06-29 |
2020-07-06 |
4.831449 |
5.1948 |
¥5.4万 |
+7.49% |
回到中轨 |
| 18 |
2020-12-09 |
2021-01-14 |
5.186735553999999 |
5.054939999999999 |
¥-2.0万 |
-2.57% |
回到中轨 |
| 19 |
2021-02-05 |
2021-02-22 |
4.696098407 |
4.995 |
¥4.8万 |
+6.33% |
回到中轨 |
| 20 |
2021-04-26 |
2021-06-15 |
5.10663153 |
4.8951 |
¥-3.4万 |
-4.17% |
回到中轨 |
| 21 |
2021-07-01 |
2021-07-26 |
4.656046395000001 |
4.66533 |
¥1,312 |
+0.17% |
回到中轨 |
| 22 |
2021-07-28 |
2021-08-10 |
4.5058513499999995 |
4.62537 |
¥2.0万 |
+2.62% |
回到中轨 |
| 23 |
2022-02-28 |
2022-03-04 |
5.066579517999998 |
5.45454 |
¥6.1万 |
+7.62% |
回到中轨 |
| 24 |
2022-06-07 |
2022-06-22 |
5.286865583999999 |
5.53446 |
¥4.0万 |
+4.65% |
回到中轨 |
| 25 |
2022-07-22 |
2022-08-23 |
5.166709547999999 |
4.995 |
¥-3.0万 |
-3.35% |
回到中轨 |
| 26 |
2022-10-27 |
2022-11-14 |
4.896358466999999 |
5.27472 |
¥6.7万 |
+7.70% |
回到中轨 |
| 27 |
2023-03-30 |
2023-04-06 |
5.747463721999999 |
6.133859999999999 |
¥6.3万 |
+6.69% |
回到中轨 |
| 28 |
2023-06-27 |
2023-07-26 |
5.70741171 |
5.804189999999999 |
¥1.7万 |
+1.67% |
回到中轨 |
| 29 |
2023-08-25 |
2023-09-25 |
5.577242671 |
5.71428 |
¥2.5万 |
+2.43% |
回到中轨 |
| 30 |
2023-10-11 |
2023-11-07 |
5.236800569 |
5.22477 |
¥-2,695 |
-0.26% |
回到中轨 |
| 31 |
2023-11-28 |
2023-12-29 |
5.026527505999999 |
4.80519 |
¥-4.6万 |
-4.43% |
回到中轨 |
| 32 |
2024-01-23 |
2024-01-25 |
4.6059813799999985 |
4.8551400000000005 |
¥5.3万 |
+5.38% |
回到中轨 |
| 33 |
2024-04-10 |
2024-04-16 |
5.116644533 |
5.214779999999999 |
¥2.0万 |
+1.89% |
回到中轨 |
| 34 |
2024-06-28 |
2024-07-15 |
5.236800568999999 |
5.3946000000000005 |
¥3.2万 |
+2.98% |
回到中轨 |
| 35 |
2024-09-04 |
2024-09-25 |
5.1166445330000005 |
5.31 |
¥4.1万 |
+3.75% |
回到中轨 |
| 36 |
2025-01-03 |
2025-02-27 |
5.827567745999999 |
5.52447 |
¥-5.9万 |
-5.23% |
回到中轨 |
| 37 |
2025-03-05 |
2025-03-17 |
5.427047626 |
5.4945 |
¥1.3万 |
+1.21% |
回到中轨 |
| 38 |
2025-04-02 |
2025-04-10 |
5.266839578 |
5.414579999999999 |
¥3.0万 |
+2.77% |
回到中轨 |
| 39 |
2025-09-29 |
2025-10-10 |
5.4370606289999985 |
5.53446 |
¥2.0万 |
+1.76% |
回到中轨 |
| 40 |
2025-12-10 |
2025-12-30 |
5.146683541999999 |
5.204789999999999 |
¥1.3万 |
+1.10% |
回到中轨 |
| 41 |
2026-01-16 |
2026-02-05 |
5.126657536 |
5.14485 |
¥3,738 |
+0.32% |
回到中轨 |
| 42 |
2026-03-25 |
2026-04-02 |
4.896358467 |
5.004989999999999 |
¥2.5万 |
+2.19% |
回到中轨 |
| 43 |
2026-04-22 |
2026-05-07 |
4.856306454999999 |
4.91508 |
¥1.4万 |
+1.18% |
回到中轨 |
| 44 |
2026-06-22 |
2026-07-09 |
4.615994383 |
4.55544 |
¥-1.6万 |
-1.34% |
回到中轨 |
| 45 |
2026-08-14 |
2026-10-08 |
4.441332 |
4.33566 |
¥-2.8万 |
-2.41% |
回到中轨 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-17 |
跌破下轨 |
买入 |
9.019009999999998 |
110600.0 |
¥99.8万 |
|
| 2015-07-13 |
回到中轨 |
卖出 |
8.641350000000001 |
110600.0 |
¥95.5万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
6.296289999999999 |
145900.0 |
¥91.9万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
6.15384 |
145900.0 |
¥89.8万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.935929999999999 |
155200.0 |
¥92.2万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
5.36463 |
155200.0 |
¥83.2万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
5.5055 |
152400.0 |
¥83.9万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
5.47452 |
152400.0 |
¥83.4万 |
|
| 2016-06-17 |
跌破下轨 |
买入 |
5.17517 |
162600.0 |
¥84.2万 |
|
| 2016-06-30 |
回到中轨 |
卖出 |
5.31468 |
162600.0 |
¥86.4万 |
|
| 2016-09-19 |
跌破下轨 |
买入 |
6.186179999999999 |
139300.0 |
¥86.2万 |
|
| 2016-10-14 |
回到中轨 |
卖出 |
6.343649999999999 |
139300.0 |
¥88.3万 |
|
| 2017-05-04 |
跌破下轨 |
买入 |
9.06906 |
96800.0 |
¥87.8万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
9.25074 |
96800.0 |
¥89.5万 |
|
| 2017-12-29 |
跌破下轨 |
买入 |
8.9089 |
100600.0 |
¥89.7万 |
|
| 2018-01-08 |
回到中轨 |
卖出 |
9.46053 |
100600.0 |
¥95.1万 |
|
| 2018-04-09 |
跌破下轨 |
买入 |
8.5085 |
112100.0 |
¥95.4万 |
|
| 2018-05-09 |
回到中轨 |
卖出 |
8.47152 |
112100.0 |
¥94.9万 |
|
| 2018-06-26 |
跌破下轨 |
买入 |
7.977969999999999 |
118200.0 |
¥94.3万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
5.72 |
118200.0 |
¥67.6万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
5.795789999999999 |
116900.0 |
¥67.8万 |
|
| 2019-06-04 |
回到中轨 |
卖出 |
5.64435 |
116900.0 |
¥66.0万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
5.565559999999999 |
117900.0 |
¥65.6万 |
|
| 2019-08-29 |
回到中轨 |
卖出 |
5.52447 |
117900.0 |
¥65.1万 |
|
| 2019-10-30 |
跌破下轨 |
买入 |
5.36 |
123100.0 |
¥66.0万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
5.24475 |
123100.0 |
¥64.5万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
5.004999999999999 |
129000.0 |
¥64.6万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
5.51448 |
129000.0 |
¥71.1万 |
|
| 2020-04-24 |
跌破下轨 |
买入 |
5.145139999999999 |
138200.0 |
¥71.1万 |
|
| 2020-05-06 |
回到中轨 |
卖出 |
5.19 |
138200.0 |
¥71.7万 |
|
| 2020-05-22 |
跌破下轨 |
买入 |
5.065059999999999 |
141800.0 |
¥71.8万 |
|
| 2020-06-03 |
回到中轨 |
卖出 |
5.13486 |
141800.0 |
¥72.8万 |
|
| 2020-06-29 |
跌破下轨 |
买入 |
4.83 |
149900.0 |
¥72.4万 |
|
| 2020-07-06 |
回到中轨 |
卖出 |
5.1948 |
149900.0 |
¥77.8万 |
|
| 2020-12-09 |
跌破下轨 |
买入 |
5.185179999999999 |
150800.0 |
¥78.2万 |
|
| 2021-01-14 |
回到中轨 |
卖出 |
5.054939999999999 |
150800.0 |
¥76.2万 |
|
| 2021-02-05 |
跌破下轨 |
买入 |
4.69469 |
161900.0 |
¥76.0万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
4.995 |
161900.0 |
¥80.8万 |
|
| 2021-04-26 |
跌破下轨 |
买入 |
5.105099999999999 |
158600.0 |
¥81.0万 |
|
| 2021-06-15 |
回到中轨 |
卖出 |
4.8951 |
158600.0 |
¥77.6万 |
|
| 2021-07-01 |
跌破下轨 |
买入 |
4.65465 |
166400.0 |
¥77.5万 |
|
| 2021-07-26 |
回到中轨 |
卖出 |
4.66533 |
166400.0 |
¥77.6万 |
|
| 2021-07-28 |
跌破下轨 |
买入 |
4.504499999999999 |
171500.0 |
¥77.3万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
4.62537 |
171500.0 |
¥79.3万 |
|
| 2022-02-28 |
跌破下轨 |
买入 |
5.065059999999999 |
156800.0 |
¥79.4万 |
|
| 2022-03-04 |
回到中轨 |
卖出 |
5.45454 |
156800.0 |
¥85.5万 |
|
| 2022-06-07 |
跌破下轨 |
买入 |
5.285279999999999 |
161100.0 |
¥85.2万 |
|
| 2022-06-22 |
回到中轨 |
卖出 |
5.53446 |
161100.0 |
¥89.1万 |
|
| 2022-07-22 |
跌破下轨 |
买入 |
5.165159999999999 |
173800.0 |
¥89.8万 |
|
| 2022-08-23 |
回到中轨 |
卖出 |
4.995 |
173800.0 |
¥86.8万 |
|
| 2022-10-27 |
跌破下轨 |
买入 |
4.894889999999999 |
176900.0 |
¥86.6万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
5.27472 |
176900.0 |
¥93.3万 |
|
| 2023-03-30 |
跌破下轨 |
买入 |
5.74574 |
162600.0 |
¥93.5万 |
|
| 2023-04-06 |
回到中轨 |
卖出 |
6.133859999999999 |
162600.0 |
¥99.7万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
5.705699999999999 |
174700.0 |
¥99.7万 |
|
| 2023-07-26 |
回到中轨 |
卖出 |
5.804189999999999 |
174700.0 |
¥1.01M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
5.57557 |
181100.0 |
¥1.01M |
|
| 2023-09-25 |
回到中轨 |
卖出 |
5.71428 |
181100.0 |
¥1.03M |
|
| 2023-10-11 |
跌破下轨 |
买入 |
5.23523 |
198200.0 |
¥1.04M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
5.22477 |
198200.0 |
¥1.04M |
|
| 2023-11-28 |
跌破下轨 |
买入 |
5.025019999999999 |
205600.0 |
¥1.03M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
4.80519 |
205600.0 |
¥98.8万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
4.604599999999999 |
214000.0 |
¥98.6万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
4.8551400000000005 |
214000.0 |
¥1.04M |
|
| 2024-04-10 |
跌破下轨 |
买入 |
5.11511 |
203400.0 |
¥1.04M |
|
| 2024-04-16 |
回到中轨 |
卖出 |
5.214779999999999 |
203400.0 |
¥1.06M |
|
| 2024-06-28 |
跌破下轨 |
买入 |
5.235229999999999 |
201700.0 |
¥1.06M |
|
| 2024-07-15 |
回到中轨 |
卖出 |
5.3946000000000005 |
201700.0 |
¥1.09M |
|
| 2024-09-04 |
跌破下轨 |
买入 |
5.11511 |
212900.0 |
¥1.09M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
5.31 |
212900.0 |
¥1.13M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
5.825819999999999 |
194300.0 |
¥1.13M |
|
| 2025-02-27 |
回到中轨 |
卖出 |
5.52447 |
194300.0 |
¥1.07M |
|
| 2025-03-05 |
跌破下轨 |
买入 |
5.425419999999999 |
197800.0 |
¥1.07M |
|
| 2025-03-17 |
回到中轨 |
卖出 |
5.4945 |
197800.0 |
¥1.09M |
|
| 2025-04-02 |
跌破下轨 |
买入 |
5.26526 |
205900.0 |
¥1.08M |
|
| 2025-04-10 |
回到中轨 |
卖出 |
5.414579999999999 |
205900.0 |
¥1.11M |
|
| 2025-09-29 |
跌破下轨 |
买入 |
5.435429999999999 |
205300.0 |
¥1.12M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
5.53446 |
205300.0 |
¥1.14M |
|
| 2025-12-10 |
跌破下轨 |
买入 |
5.145139999999999 |
221100.0 |
¥1.14M |
|
| 2025-12-30 |
回到中轨 |
卖出 |
5.204789999999999 |
221100.0 |
¥1.15M |
|
| 2026-01-16 |
跌破下轨 |
买入 |
5.12512 |
224500.0 |
¥1.15M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
5.14485 |
224500.0 |
¥1.15M |
|
| 2026-03-25 |
跌破下轨 |
买入 |
4.894889999999999 |
235800.0 |
¥1.15M |
|
| 2026-04-02 |
回到中轨 |
卖出 |
5.004989999999999 |
235800.0 |
¥1.18M |
|
| 2026-04-22 |
跌破下轨 |
买入 |
4.854849999999999 |
242400.0 |
¥1.18M |
|
| 2026-05-07 |
回到中轨 |
卖出 |
4.91508 |
242400.0 |
¥1.19M |
|
| 2026-06-22 |
跌破下轨 |
买入 |
4.61461 |
258100.0 |
¥1.19M |
|
| 2026-07-09 |
回到中轨 |
卖出 |
4.55544 |
258100.0 |
¥1.18M |
|
| 2026-08-14 |
跌破下轨 |
买入 |
4.44 |
264400.0 |
¥1.17M |
|
| 2026-10-08 |
回到中轨 |
卖出 |
4.33566 |
264400.0 |
¥1.15M |
|