601688 华泰证券 — 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: ¥76.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -23.70%）
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 44 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 |
2015-06-26 |
2015-09-22 |
25.13263753 |
14.31 |
¥-42.1万 |
-43.08% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-17 |
16.901949063999997 |
14.845139999999999 |
¥-6.7万 |
-12.20% |
回到中轨 |
| 3 |
2016-05-10 |
2016-05-26 |
16.070869815000002 |
16.84314 |
¥2.4万 |
+4.77% |
回到中轨 |
| 4 |
2016-08-01 |
2016-08-15 |
18.864497651999997 |
19.69 |
¥2.3万 |
+4.34% |
回到中轨 |
| 5 |
2016-09-13 |
2016-10-14 |
19.0247057 |
18.5814 |
¥-1.3万 |
-2.36% |
回到中轨 |
| 6 |
2016-12-06 |
2017-01-05 |
18.964627682 |
18.39159 |
¥-1.7万 |
-3.05% |
回到中轨 |
| 7 |
2017-03-22 |
2017-04-13 |
17.30519 |
17.24274 |
¥-2,049 |
-0.39% |
回到中轨 |
| 8 |
2017-05-04 |
2017-05-16 |
16.471389934999998 |
16.96302 |
¥1.5万 |
+2.95% |
回到中轨 |
| 9 |
2017-10-24 |
2017-11-22 |
20.526656149999997 |
20.079900000000006 |
¥-1.2万 |
-2.21% |
回到中轨 |
| 10 |
2017-12-15 |
2018-01-04 |
18.213652457000002 |
18.491490000000002 |
¥7,869 |
+1.49% |
回到中轨 |
| 11 |
2018-02-08 |
2018-03-12 |
18.323795489999995 |
18.04194 |
¥-8,388 |
-1.57% |
回到中轨 |
| 12 |
2018-03-26 |
2018-04-03 |
16.170999845 |
17.52 |
¥4.4万 |
+8.31% |
回到中轨 |
| 13 |
2018-05-30 |
2018-07-13 |
16.771780024999998 |
14.70528 |
¥-7.0万 |
-12.35% |
回到中轨 |
| 14 |
2018-09-11 |
2018-09-25 |
14.448763328999998 |
15.184799999999997 |
¥2.5万 |
+5.06% |
回到中轨 |
| 15 |
2018-12-24 |
2019-01-07 |
15.960726781999997 |
17.75223 |
¥5.9万 |
+11.19% |
回到中轨 |
| 16 |
2019-04-30 |
2019-05-28 |
20.496617140999994 |
19.12086 |
¥-4.0万 |
-6.74% |
回到中轨 |
| 17 |
2019-08-02 |
2019-08-20 |
19.505329844 |
20.199780000000004 |
¥1.9万 |
+3.53% |
回到中轨 |
| 18 |
2019-11-18 |
2019-12-03 |
17.112222127 |
17.26272 |
¥4,796 |
+0.85% |
回到中轨 |
| 19 |
2020-02-03 |
2020-02-18 |
17.072170115 |
19.680300000000003 |
¥7.8万 |
+15.24% |
回到中轨 |
| 20 |
2020-03-19 |
2020-04-08 |
17.302469184 |
17.73225 |
¥1.6万 |
+2.45% |
回到中轨 |
| 21 |
2020-05-25 |
2020-06-02 |
17.272430174999997 |
17.852130000000002 |
¥2.2万 |
+3.33% |
回到中轨 |
| 22 |
2020-09-11 |
2020-09-21 |
20.246292065999995 |
21.578400000000002 |
¥4.5万 |
+6.55% |
回到中轨 |
| 23 |
2020-11-03 |
2020-11-30 |
19.415212816999997 |
19.43055 |
¥358 |
+0.05% |
回到中轨 |
| 24 |
2020-12-23 |
2021-01-07 |
17.652924288999998 |
18.31167 |
¥2.7万 |
+3.70% |
回到中轨 |
| 25 |
2021-04-27 |
2021-05-17 |
16.404919999999997 |
16.37361 |
¥-1,673 |
-0.22% |
回到中轨 |
| 26 |
2021-06-16 |
2021-07-23 |
15.810531736999998 |
15.57441 |
¥-1.2万 |
-1.52% |
回到中轨 |
| 27 |
2021-07-28 |
2021-08-19 |
14.749153419 |
16.05393 |
¥6.6万 |
+8.81% |
回到中轨 |
| 28 |
2021-10-13 |
2021-11-15 |
16.451363929 |
16.11387 |
¥-1.7万 |
-2.08% |
回到中轨 |
| 29 |
2022-01-17 |
2022-01-20 |
16.751754019 |
17.50248 |
¥3.5万 |
+4.45% |
回到中轨 |
| 30 |
2022-04-21 |
2022-05-24 |
14.228477262999998 |
13.25673 |
¥-5.7万 |
-6.86% |
回到中轨 |
| 31 |
2022-07-18 |
2022-08-12 |
13.167098944999998 |
13.146840000000001 |
¥-1,426 |
-0.18% |
回到中轨 |
| 32 |
2022-09-19 |
2022-10-18 |
12.446162729 |
12.47751 |
¥1,714 |
+0.22% |
回到中轨 |
| 33 |
2023-01-04 |
2023-01-17 |
11.825356543 |
12.63735 |
¥5.3万 |
+6.83% |
回到中轨 |
| 34 |
2023-10-09 |
2023-10-26 |
15.630297682999998 |
15.84414 |
¥1.1万 |
+1.34% |
回到中轨 |
| 35 |
2023-11-27 |
2024-01-25 |
15.284584 |
14.035950000000001 |
¥-6.9万 |
-8.20% |
回到中轨 |
| 36 |
2024-03-26 |
2024-04-29 |
13.857996151999998 |
14.225760000000001 |
¥2.0万 |
+2.62% |
回到中轨 |
| 37 |
2024-06-04 |
2024-07-17 |
13.056955911999996 |
12.5 |
¥-3.4万 |
-4.29% |
回到中轨 |
| 38 |
2024-08-19 |
2024-09-06 |
12.486214740999998 |
12.87711 |
¥2.3万 |
+3.10% |
回到中轨 |
| 39 |
2025-01-06 |
2025-01-24 |
16.52145495 |
17.03295 |
¥2.4万 |
+3.07% |
回到中轨 |
| 40 |
2025-04-02 |
2025-04-28 |
16.391285911 |
16.04394 |
¥-1.7万 |
-2.15% |
回到中轨 |
| 41 |
2026-02-04 |
2026-04-13 |
21.698177501 |
18.59139 |
¥-11.2万 |
-14.34% |
回到中轨 |
| 42 |
2026-05-18 |
2026-06-04 |
18.343821496 |
18.981 |
¥2.3万 |
+3.44% |
回到中轨 |
| 43 |
2026-08-24 |
2026-08-28 |
18.594146571 |
19.240740000000002 |
¥2.4万 |
+3.45% |
回到中轨 |
| 44 |
2026-10-23 |
2026-11-04 |
16.901949063999997 |
17.882099999999998 |
¥4.1万 |
+5.77% |
回到中轨 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-26 |
跌破下轨 |
买入 |
25.1251 |
38900.0 |
¥97.8万 |
|
| 2015-09-22 |
回到中轨 |
卖出 |
14.31 |
38900.0 |
¥55.6万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
16.896879999999996 |
32500.0 |
¥54.9万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
14.845139999999999 |
32500.0 |
¥48.2万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
16.06605 |
31200.0 |
¥50.1万 |
|
| 2016-05-26 |
回到中轨 |
卖出 |
16.84314 |
31200.0 |
¥52.5万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
18.858839999999997 |
28300.0 |
¥53.4万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
19.69 |
28300.0 |
¥55.7万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
19.019 |
29200.0 |
¥55.6万 |
|
| 2016-10-14 |
回到中轨 |
卖出 |
18.5814 |
29200.0 |
¥54.2万 |
|
| 2016-12-06 |
跌破下轨 |
买入 |
18.95894 |
28700.0 |
¥54.4万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
18.39159 |
28700.0 |
¥52.8万 |
|
| 2017-03-22 |
跌破下轨 |
买入 |
17.3 |
30300.0 |
¥52.4万 |
|
| 2017-04-13 |
回到中轨 |
卖出 |
17.24274 |
30300.0 |
¥52.2万 |
|
| 2017-05-04 |
跌破下轨 |
买入 |
16.46645 |
31800.0 |
¥52.4万 |
|
| 2017-05-16 |
回到中轨 |
卖出 |
16.96302 |
31800.0 |
¥53.9万 |
|
| 2017-10-24 |
跌破下轨 |
买入 |
20.520499999999995 |
26300.0 |
¥54.0万 |
|
| 2017-11-22 |
回到中轨 |
卖出 |
20.079900000000006 |
26300.0 |
¥52.8万 |
|
| 2017-12-15 |
跌破下轨 |
买入 |
18.20819 |
28900.0 |
¥52.6万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
18.491490000000002 |
28900.0 |
¥53.4万 |
|
| 2018-02-08 |
跌破下轨 |
买入 |
18.318299999999997 |
29200.0 |
¥53.5万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
18.04194 |
29200.0 |
¥52.7万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
16.16615 |
32400.0 |
¥52.4万 |
|
| 2018-04-03 |
回到中轨 |
卖出 |
17.52 |
32400.0 |
¥56.7万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
16.76675 |
33600.0 |
¥56.4万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
14.70528 |
33600.0 |
¥49.4万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
14.444429999999999 |
34800.0 |
¥50.3万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
15.184799999999997 |
34800.0 |
¥52.8万 |
|
| 2018-12-24 |
跌破下轨 |
买入 |
15.955939999999996 |
33000.0 |
¥52.7万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
17.75223 |
33000.0 |
¥58.6万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
20.490469999999995 |
28600.0 |
¥58.6万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
19.12086 |
28600.0 |
¥54.7万 |
|
| 2019-08-02 |
跌破下轨 |
买入 |
19.49948 |
27400.0 |
¥53.4万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
20.199780000000004 |
27400.0 |
¥55.3万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
17.10709 |
33000.0 |
¥56.5万 |
|
| 2019-12-03 |
回到中轨 |
卖出 |
17.26272 |
33000.0 |
¥56.9万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
17.06705 |
30100.0 |
¥51.4万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
19.680300000000003 |
30100.0 |
¥59.2万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
17.29728 |
37500.0 |
¥64.9万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
17.73225 |
37500.0 |
¥66.5万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
17.267249999999997 |
38500.0 |
¥66.5万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
17.852130000000002 |
38500.0 |
¥68.7万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
20.240219999999997 |
33700.0 |
¥68.2万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
21.578400000000002 |
33700.0 |
¥72.7万 |
|
| 2020-11-03 |
跌破下轨 |
买入 |
19.40939 |
37700.0 |
¥73.2万 |
|
| 2020-11-30 |
回到中轨 |
卖出 |
19.43055 |
37700.0 |
¥73.2万 |
|
| 2020-12-23 |
跌破下轨 |
买入 |
17.647629999999996 |
41500.0 |
¥73.3万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
18.31167 |
41500.0 |
¥76.0万 |
|
| 2021-04-27 |
跌破下轨 |
买入 |
16.4 |
46200.0 |
¥75.8万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
16.37361 |
46200.0 |
¥75.6万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
15.805789999999998 |
48000.0 |
¥75.9万 |
|
| 2021-07-23 |
回到中轨 |
卖出 |
15.57441 |
48000.0 |
¥74.7万 |
|
| 2021-07-28 |
跌破下轨 |
买入 |
14.74473 |
50700.0 |
¥74.8万 |
|
| 2021-08-19 |
回到中轨 |
卖出 |
16.05393 |
50700.0 |
¥81.4万 |
|
| 2021-10-13 |
跌破下轨 |
买入 |
16.44643 |
49200.0 |
¥80.9万 |
|
| 2021-11-15 |
回到中轨 |
卖出 |
16.11387 |
49200.0 |
¥79.3万 |
|
| 2022-01-17 |
跌破下轨 |
买入 |
16.74673 |
47400.0 |
¥79.4万 |
|
| 2022-01-20 |
回到中轨 |
卖出 |
17.50248 |
47400.0 |
¥82.9万 |
|
| 2022-04-21 |
跌破下轨 |
买入 |
14.22421 |
58200.0 |
¥82.8万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
13.25673 |
58200.0 |
¥77.1万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
13.163149999999998 |
58900.0 |
¥77.6万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
13.146840000000001 |
58900.0 |
¥77.4万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
12.442429999999998 |
62100.0 |
¥77.3万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
12.47751 |
62100.0 |
¥77.5万 |
|
| 2023-01-04 |
跌破下轨 |
买入 |
11.82181 |
65000.0 |
¥76.9万 |
|
| 2023-01-17 |
回到中轨 |
卖出 |
12.63735 |
65000.0 |
¥82.1万 |
|
| 2023-10-09 |
跌破下轨 |
买入 |
15.625609999999998 |
52200.0 |
¥81.6万 |
|
| 2023-10-26 |
回到中轨 |
卖出 |
15.84414 |
52200.0 |
¥82.7万 |
|
| 2023-11-27 |
跌破下轨 |
买入 |
15.28 |
54800.0 |
¥83.8万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
14.035950000000001 |
54800.0 |
¥76.9万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
13.853839999999998 |
55500.0 |
¥76.9万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
14.225760000000001 |
55500.0 |
¥78.9万 |
|
| 2024-06-04 |
跌破下轨 |
买入 |
13.053039999999996 |
60100.0 |
¥78.5万 |
|
| 2024-07-17 |
回到中轨 |
卖出 |
12.5 |
60100.0 |
¥75.1万 |
|
| 2024-08-19 |
跌破下轨 |
买入 |
12.48247 |
60400.0 |
¥75.4万 |
|
| 2024-09-06 |
回到中轨 |
卖出 |
12.87711 |
60400.0 |
¥77.8万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
16.516499999999997 |
47000.0 |
¥77.7万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
17.03295 |
47000.0 |
¥80.0万 |
|
| 2025-04-02 |
跌破下轨 |
买入 |
16.38637 |
48800.0 |
¥80.0万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
16.04394 |
48800.0 |
¥78.3万 |
|
| 2026-02-04 |
跌破下轨 |
买入 |
21.69167 |
36000.0 |
¥78.1万 |
|
| 2026-04-13 |
回到中轨 |
卖出 |
18.59139 |
36000.0 |
¥66.9万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
18.33832 |
36300.0 |
¥66.6万 |
|
| 2026-06-04 |
回到中轨 |
卖出 |
18.981 |
36300.0 |
¥68.9万 |
|
| 2026-08-24 |
跌破下轨 |
买入 |
18.588569999999997 |
37400.0 |
¥69.5万 |
|
| 2026-08-28 |
回到中轨 |
卖出 |
19.240740000000002 |
37400.0 |
¥71.9万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
16.896879999999996 |
42000.0 |
¥71.0万 |
|
| 2026-11-04 |
回到中轨 |
卖出 |
17.882099999999998 |
42000.0 |
¥75.1万 |
|