601669 中国水电 — 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: ¥48.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -51.78%）
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 42 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 |
2015-07-21 |
13.978152188 |
10.6893 |
¥-23.4万 |
-23.55% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-21 |
8.460987535 |
7.792200000000001 |
¥-5.8万 |
-7.93% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-22 |
8.190636454 |
8.37162 |
¥1.5万 |
+2.18% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-18 |
7.099219126999999 |
6.6833100000000005 |
¥-4.1万 |
-5.89% |
回到中轨 |
| 5 |
2016-04-22 |
2016-06-06 |
6.258126875 |
5.97402 |
¥-3.1万 |
-4.57% |
回到中轨 |
| 6 |
2016-06-14 |
2016-06-30 |
5.70741171 |
5.78421 |
¥8,527 |
+1.32% |
回到中轨 |
| 7 |
2016-09-27 |
2016-10-17 |
6.047853811999999 |
6.23376 |
¥2.0万 |
+3.04% |
回到中轨 |
| 8 |
2017-05-23 |
2017-06-08 |
7.489726244 |
8.01198 |
¥4.7万 |
+6.94% |
回到中轨 |
| 9 |
2017-10-13 |
2017-10-27 |
7.930298375999999 |
8.04195 |
¥9,974 |
+1.38% |
回到中轨 |
| 10 |
2017-11-01 |
2017-12-05 |
7.820155342999999 |
7.4 |
¥-4.0万 |
-5.40% |
回到中轨 |
| 11 |
2018-03-26 |
2018-07-10 |
6.658646995 |
5.53446 |
¥-11.7万 |
-16.91% |
回到中轨 |
| 12 |
2018-10-12 |
2018-11-15 |
4.896358466999999 |
4.76523 |
¥-1.6万 |
-2.71% |
回到中轨 |
| 13 |
2019-04-26 |
2019-06-12 |
5.557216665 |
5.13486 |
¥-4.3万 |
-7.63% |
回到中轨 |
| 14 |
2019-07-12 |
2019-08-28 |
5.026527505999999 |
4.77522 |
¥-2.6万 |
-5.03% |
回到中轨 |
| 15 |
2019-10-28 |
2019-12-16 |
4.495838347 |
4.11588 |
¥-4.2万 |
-8.48% |
回到中轨 |
| 16 |
2020-02-03 |
2020-02-21 |
3.6647590979999998 |
4.01598 |
¥3.9万 |
+9.55% |
回到中轨 |
| 17 |
2020-05-25 |
2020-06-17 |
3.434460029 |
3.45654 |
¥3,011 |
+0.61% |
回到中轨 |
| 18 |
2020-08-27 |
2020-09-21 |
4.015214202999999 |
4.0459499999999995 |
¥3,611 |
+0.74% |
回到中轨 |
| 19 |
2021-02-05 |
2021-02-22 |
3.624707086 |
3.91608 |
¥4.0万 |
+8.01% |
回到中轨 |
| 20 |
2021-06-18 |
2021-06-30 |
3.811143 |
3.86613 |
¥7,611 |
+1.41% |
回到中轨 |
| 21 |
2021-10-13 |
2021-10-27 |
6.588555974 |
8.24175 |
¥13.5万 |
+25.05% |
回到中轨 |
| 22 |
2022-02-23 |
2022-04-07 |
8.260727475 |
7.382610000000001 |
¥-7.2万 |
-10.66% |
回到中轨 |
| 23 |
2022-08-03 |
2022-08-16 |
6.898959066999999 |
7.33266 |
¥3.8万 |
+6.25% |
回到中轨 |
| 24 |
2022-09-21 |
2022-10-18 |
7.249414172 |
7.44255 |
¥1.7万 |
+2.63% |
回到中轨 |
| 25 |
2023-03-29 |
2023-04-14 |
7.289466183999998 |
7.70229 |
¥3.7万 |
+5.63% |
回到中轨 |
| 26 |
2023-05-15 |
2023-07-04 |
7.1893361539999985 |
5.85414 |
¥-13.0万 |
-18.60% |
回到中轨 |
| 27 |
2023-08-21 |
2023-09-28 |
5.617294682999998 |
5.22477 |
¥-4.0万 |
-7.02% |
回到中轨 |
| 28 |
2023-11-30 |
2023-12-29 |
4.956436484999999 |
4.8551400000000005 |
¥-1.1万 |
-2.07% |
回到中轨 |
| 29 |
2024-01-19 |
2024-01-26 |
4.575942371 |
5.004989999999999 |
¥4.8万 |
+9.34% |
回到中轨 |
| 30 |
2024-03-25 |
2024-04-02 |
4.966449487999999 |
5.104889999999999 |
¥1.6万 |
+2.76% |
回到中轨 |
| 31 |
2024-06-12 |
2024-06-19 |
5.2167745629999995 |
5.544449999999999 |
¥3.6万 |
+6.25% |
回到中轨 |
| 32 |
2024-07-24 |
2024-07-30 |
5.246813572000001 |
5.4445500000000004 |
¥2.3万 |
+3.74% |
回到中轨 |
| 33 |
2024-08-27 |
2024-09-25 |
5.336930599 |
4.73526 |
¥-7.2万 |
-11.30% |
回到中轨 |
| 34 |
2025-01-03 |
2025-02-07 |
5.2067615599999995 |
5.04495 |
¥-1.8万 |
-3.14% |
回到中轨 |
| 35 |
2025-03-04 |
2025-03-26 |
4.951485 |
4.95504 |
¥231 |
+0.04% |
回到中轨 |
| 36 |
2025-04-01 |
2025-04-28 |
4.806241439999999 |
4.815180000000001 |
¥865 |
+0.16% |
回到中轨 |
| 37 |
2025-09-01 |
2025-10-10 |
5.907671769999999 |
5.794199999999999 |
¥-1.1万 |
-1.95% |
回到中轨 |
| 38 |
2025-11-24 |
2025-12-25 |
5.447073632 |
5.27472 |
¥-1.7万 |
-3.19% |
回到中轨 |
| 39 |
2026-05-22 |
2026-07-21 |
5.487125644000001 |
4.845149999999999 |
¥-6.2万 |
-11.73% |
回到中轨 |
| 40 |
2026-08-20 |
2026-09-09 |
4.6260073859999995 |
4.6453500000000005 |
¥1,802 |
+0.39% |
回到中轨 |
| 41 |
2026-09-16 |
2026-09-18 |
4.541362 |
4.5954 |
¥5,413 |
+1.16% |
回到中轨 |
| 42 |
2026-10-23 |
2026-11-04 |
4.445773332 |
4.53546 |
¥9,327 |
+1.99% |
回到中轨 |
逐笔成交记录（共 84 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 |
13.97396 |
71100.0 |
¥99.4万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
10.6893 |
71100.0 |
¥76.0万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
8.45845 |
86400.0 |
¥73.1万 |
|
| 2015-09-21 |
回到中轨 |
卖出 |
7.792200000000001 |
86400.0 |
¥67.3万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
8.18818 |
86300.0 |
¥70.7万 |
|
| 2015-12-22 |
回到中轨 |
卖出 |
8.37162 |
86300.0 |
¥72.2万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
7.09709 |
98300.0 |
¥69.8万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
6.6833100000000005 |
98300.0 |
¥65.7万 |
|
| 2016-04-22 |
跌破下轨 |
买入 |
6.25625 |
108400.0 |
¥67.8万 |
|
| 2016-06-06 |
回到中轨 |
卖出 |
5.97402 |
108400.0 |
¥64.7万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
5.705699999999999 |
113600.0 |
¥64.8万 |
|
| 2016-06-30 |
回到中轨 |
卖出 |
5.78421 |
113600.0 |
¥65.7万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
6.04604 |
108700.0 |
¥65.7万 |
|
| 2016-10-17 |
回到中轨 |
卖出 |
6.23376 |
108700.0 |
¥67.7万 |
|
| 2017-05-23 |
跌破下轨 |
买入 |
7.48748 |
89700.0 |
¥67.2万 |
|
| 2017-06-08 |
回到中轨 |
卖出 |
8.01198 |
89700.0 |
¥71.8万 |
|
| 2017-10-13 |
跌破下轨 |
买入 |
7.9279199999999985 |
91300.0 |
¥72.4万 |
|
| 2017-10-27 |
回到中轨 |
卖出 |
8.04195 |
91300.0 |
¥73.4万 |
|
| 2017-11-01 |
跌破下轨 |
买入 |
7.817809999999999 |
93800.0 |
¥73.4万 |
|
| 2017-12-05 |
回到中轨 |
卖出 |
7.4 |
93800.0 |
¥69.4万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
6.65665 |
103500.0 |
¥68.9万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
5.53446 |
103500.0 |
¥57.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
4.894889999999999 |
118500.0 |
¥58.0万 |
|
| 2018-11-15 |
回到中轨 |
卖出 |
4.76523 |
118500.0 |
¥56.5万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
5.555549999999999 |
100600.0 |
¥55.9万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
5.13486 |
100600.0 |
¥51.6万 |
|
| 2019-07-12 |
跌破下轨 |
买入 |
5.025019999999999 |
103800.0 |
¥52.2万 |
|
| 2019-08-28 |
回到中轨 |
卖出 |
4.77522 |
103800.0 |
¥49.6万 |
|
| 2019-10-28 |
跌破下轨 |
买入 |
4.49449 |
109700.0 |
¥49.3万 |
|
| 2019-12-16 |
回到中轨 |
卖出 |
4.11588 |
109700.0 |
¥45.1万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
3.6636599999999997 |
111100.0 |
¥40.7万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
4.01598 |
111100.0 |
¥44.6万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
3.43343 |
143100.0 |
¥49.1万 |
|
| 2020-06-17 |
回到中轨 |
卖出 |
3.45654 |
143100.0 |
¥49.4万 |
|
| 2020-08-27 |
跌破下轨 |
买入 |
4.014009999999999 |
122300.0 |
¥49.1万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
4.0459499999999995 |
122300.0 |
¥49.5万 |
|
| 2021-02-05 |
跌破下轨 |
买入 |
3.62362 |
137400.0 |
¥49.8万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
3.91608 |
137400.0 |
¥53.8万 |
|
| 2021-06-18 |
跌破下轨 |
买入 |
3.81 |
141400.0 |
¥53.9万 |
|
| 2021-06-30 |
回到中轨 |
卖出 |
3.86613 |
141400.0 |
¥54.7万 |
|
| 2021-10-13 |
跌破下轨 |
买入 |
6.58658 |
81900.0 |
¥54.0万 |
|
| 2021-10-27 |
回到中轨 |
卖出 |
8.24175 |
81900.0 |
¥67.5万 |
|
| 2022-02-23 |
跌破下轨 |
买入 |
8.258249999999999 |
82000.0 |
¥67.7万 |
|
| 2022-04-07 |
回到中轨 |
卖出 |
7.382610000000001 |
82000.0 |
¥60.5万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
6.89689 |
88200.0 |
¥60.8万 |
|
| 2022-08-16 |
回到中轨 |
卖出 |
7.33266 |
88200.0 |
¥64.7万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
7.24724 |
89300.0 |
¥64.7万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
7.44255 |
89300.0 |
¥66.4万 |
|
| 2023-03-29 |
跌破下轨 |
买入 |
7.287279999999998 |
91200.0 |
¥66.5万 |
|
| 2023-04-14 |
回到中轨 |
卖出 |
7.70229 |
91200.0 |
¥70.2万 |
|
| 2023-05-15 |
跌破下轨 |
买入 |
7.187179999999998 |
97200.0 |
¥69.9万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
5.85414 |
97200.0 |
¥56.9万 |
|
| 2023-08-21 |
跌破下轨 |
买入 |
5.615609999999998 |
101800.0 |
¥57.2万 |
|
| 2023-09-28 |
回到中轨 |
卖出 |
5.22477 |
101800.0 |
¥53.2万 |
|
| 2023-11-30 |
跌破下轨 |
买入 |
4.954949999999999 |
107100.0 |
¥53.1万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
4.8551400000000005 |
107100.0 |
¥52.0万 |
|
| 2024-01-19 |
跌破下轨 |
买入 |
4.57457 |
112900.0 |
¥51.7万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
5.004989999999999 |
112900.0 |
¥56.5万 |
|
| 2024-03-25 |
跌破下轨 |
买入 |
4.96496 |
114200.0 |
¥56.7万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
5.104889999999999 |
114200.0 |
¥58.3万 |
|
| 2024-06-12 |
跌破下轨 |
买入 |
5.215209999999999 |
111500.0 |
¥58.2万 |
|
| 2024-06-19 |
回到中轨 |
卖出 |
5.544449999999999 |
111500.0 |
¥61.8万 |
|
| 2024-07-24 |
跌破下轨 |
买入 |
5.24524 |
117700.0 |
¥61.8万 |
|
| 2024-07-30 |
回到中轨 |
卖出 |
5.4445500000000004 |
117700.0 |
¥64.1万 |
|
| 2024-08-27 |
跌破下轨 |
买入 |
5.33533 |
119800.0 |
¥63.9万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
4.73526 |
119800.0 |
¥56.7万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
5.2052 |
109900.0 |
¥57.2万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
5.04495 |
109900.0 |
¥55.4万 |
|
| 2025-03-04 |
跌破下轨 |
买入 |
4.95 |
111600.0 |
¥55.3万 |
|
| 2025-03-26 |
回到中轨 |
卖出 |
4.95504 |
111600.0 |
¥55.3万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
4.804799999999999 |
115400.0 |
¥55.5万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
4.815180000000001 |
115400.0 |
¥55.6万 |
|
| 2025-09-01 |
跌破下轨 |
买入 |
5.9059 |
93500.0 |
¥55.2万 |
|
| 2025-10-10 |
回到中轨 |
卖出 |
5.794199999999999 |
93500.0 |
¥54.2万 |
|
| 2025-11-24 |
跌破下轨 |
买入 |
5.44544 |
100000.0 |
¥54.5万 |
|
| 2025-12-25 |
回到中轨 |
卖出 |
5.27472 |
100000.0 |
¥52.7万 |
|
| 2026-05-22 |
跌破下轨 |
买入 |
5.48548 |
95900.0 |
¥52.6万 |
|
| 2026-07-21 |
回到中轨 |
卖出 |
4.845149999999999 |
95900.0 |
¥46.5万 |
|
| 2026-08-20 |
跌破下轨 |
买入 |
4.624619999999999 |
100400.0 |
¥46.4万 |
|
| 2026-09-09 |
回到中轨 |
卖出 |
4.6453500000000005 |
100400.0 |
¥46.6万 |
|
| 2026-09-16 |
跌破下轨 |
买入 |
4.54 |
102800.0 |
¥46.7万 |
|
| 2026-09-18 |
回到中轨 |
卖出 |
4.5954 |
102800.0 |
¥47.2万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
4.44444 |
105600.0 |
¥46.9万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
4.53546 |
105600.0 |
¥47.9万 |
|