601698 中国卫通 — 布林下轨抄底 回测明细
数据区间: 2019-06-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.21M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +20.61%）
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 26 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 |
2019-10-09 |
2019-11-15 |
11.524966453 |
10.87911 |
¥-5.5万 |
-5.63% |
回到中轨 |
| 2 |
2020-09-10 |
2020-10-13 |
20.496617140999994 |
20.26971 |
¥-1.1万 |
-1.14% |
回到中轨 |
| 3 |
2020-10-27 |
2020-11-10 |
18.213652457 |
18.541439999999998 |
¥1.6万 |
+1.77% |
回到中轨 |
| 4 |
2020-12-23 |
2021-01-05 |
17.562807261999996 |
19.21077 |
¥8.8万 |
+9.35% |
回到中轨 |
| 5 |
2021-02-09 |
2021-03-30 |
15.700388703999998 |
15.73425 |
¥1,926 |
+0.19% |
回到中轨 |
| 6 |
2021-05-06 |
2021-05-27 |
15.630297682999997 |
16.183799999999998 |
¥3.6万 |
+3.51% |
回到中轨 |
| 7 |
2021-07-02 |
2021-08-06 |
15.510141647 |
14.24574 |
¥-8.8万 |
-8.18% |
回到中轨 |
| 8 |
2021-10-29 |
2021-11-09 |
13.677762097999997 |
14.37561 |
¥5.0万 |
+5.07% |
回到中轨 |
| 9 |
2021-12-08 |
2021-12-30 |
14.268529274999999 |
14.76522 |
¥3.6万 |
+3.45% |
回到中轨 |
| 10 |
2022-01-26 |
2022-02-24 |
13.677762097999997 |
13.4865 |
¥-1.5万 |
-1.43% |
回到中轨 |
| 11 |
2022-03-08 |
2022-05-11 |
13.016903899999999 |
10.569420000000001 |
¥-19.8万 |
-18.83% |
回到中轨 |
| 12 |
2022-06-23 |
2022-06-27 |
10.393497114 |
11.00898 |
¥5.1万 |
+5.89% |
回到中轨 |
| 13 |
2022-08-25 |
2022-08-31 |
10.623796182999998 |
11.49849 |
¥7.5万 |
+8.20% |
回到中轨 |
| 14 |
2023-04-26 |
2023-05-31 |
18.724315609999998 |
17.852130000000002 |
¥-4.6万 |
-4.69% |
回到中轨 |
| 15 |
2023-07-21 |
2023-08-31 |
18.003379393999996 |
16.97301 |
¥-5.4万 |
-5.75% |
回到中轨 |
| 16 |
2023-12-19 |
2024-01-26 |
17.172300144999998 |
15.914069999999999 |
¥-6.5万 |
-7.35% |
回到中轨 |
| 17 |
2024-02-06 |
2024-02-20 |
12.896747864 |
14.70528 |
¥11.3万 |
+13.99% |
回到中轨 |
| 18 |
2024-03-26 |
2024-04-23 |
15.820544739999999 |
15.54444 |
¥-1.7万 |
-1.77% |
回到中轨 |
| 19 |
2024-06-21 |
2024-07-11 |
14.308581286999999 |
14.49549 |
¥1.2万 |
+1.28% |
回到中轨 |
| 20 |
2025-01-03 |
2025-01-22 |
19.685563897999998 |
19.81017 |
¥5,601 |
+0.60% |
回到中轨 |
| 21 |
2025-04-08 |
2025-04-14 |
17.843171345999995 |
20.079900000000002 |
¥11.7万 |
+12.50% |
回到中轨 |
| 22 |
2025-11-21 |
2025-12-05 |
20.536669153 |
21.2787 |
¥3.7万 |
+3.58% |
回到中轨 |
| 23 |
2026-03-18 |
2026-04-14 |
33.072948909 |
32.8671 |
¥-7,097 |
-0.65% |
回到中轨 |
| 24 |
2026-06-26 |
2026-07-06 |
28.0364084 |
31.41855 |
¥13.0万 |
+12.03% |
回到中轨 |
| 25 |
2026-08-25 |
2026-09-21 |
23.540570053 |
24.195780000000003 |
¥3.3万 |
+2.75% |
回到中轨 |
| 26 |
2026-09-29 |
2026-10-30 |
23.0299069 |
22.307669999999998 |
¥-3.9万 |
-3.17% |
回到中轨 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-10-09 |
跌破下轨 |
买入 |
11.52151 |
85400.0 |
¥98.4万 |
|
| 2019-11-15 |
回到中轨 |
卖出 |
10.87911 |
85400.0 |
¥92.9万 |
|
| 2020-09-10 |
跌破下轨 |
买入 |
20.490469999999995 |
46000.0 |
¥94.3万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
20.26971 |
46000.0 |
¥93.2万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
18.20819 |
50500.0 |
¥92.0万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
18.541439999999998 |
50500.0 |
¥93.6万 |
|
| 2020-12-23 |
跌破下轨 |
买入 |
17.557539999999996 |
53700.0 |
¥94.3万 |
|
| 2021-01-05 |
回到中轨 |
卖出 |
19.21077 |
53700.0 |
¥1.03M |
|
| 2021-02-09 |
跌破下轨 |
买入 |
15.695679999999998 |
66100.0 |
¥1.04M |
|
| 2021-03-30 |
回到中轨 |
卖出 |
15.73425 |
66100.0 |
¥1.04M |
|
| 2021-05-06 |
跌破下轨 |
买入 |
15.625609999999998 |
66400.0 |
¥1.04M |
|
| 2021-05-27 |
回到中轨 |
卖出 |
16.183799999999998 |
66400.0 |
¥1.07M |
|
| 2021-07-02 |
跌破下轨 |
买入 |
15.50549 |
69100.0 |
¥1.07M |
|
| 2021-08-06 |
回到中轨 |
卖出 |
14.24574 |
69100.0 |
¥98.4万 |
|
| 2021-10-29 |
跌破下轨 |
买入 |
13.673659999999998 |
72100.0 |
¥98.6万 |
|
| 2021-11-09 |
回到中轨 |
卖出 |
14.37561 |
72100.0 |
¥1.04M |
|
| 2021-12-08 |
跌破下轨 |
买入 |
14.264249999999999 |
72700.0 |
¥1.04M |
|
| 2021-12-30 |
回到中轨 |
卖出 |
14.76522 |
72700.0 |
¥1.07M |
|
| 2022-01-26 |
跌破下轨 |
买入 |
13.673659999999998 |
78500.0 |
¥1.07M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
13.4865 |
78500.0 |
¥1.06M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
13.012999999999998 |
80800.0 |
¥1.05M |
|
| 2022-05-11 |
回到中轨 |
卖出 |
10.569420000000001 |
80800.0 |
¥85.4万 |
|
| 2022-06-23 |
跌破下轨 |
买入 |
10.39038 |
82600.0 |
¥85.9万 |
|
| 2022-06-27 |
回到中轨 |
卖出 |
11.00898 |
82600.0 |
¥90.9万 |
|
| 2022-08-25 |
跌破下轨 |
买入 |
10.620609999999997 |
85600.0 |
¥90.9万 |
|
| 2022-08-31 |
回到中轨 |
卖出 |
11.49849 |
85600.0 |
¥98.4万 |
|
| 2023-04-26 |
跌破下轨 |
买入 |
18.7187 |
52400.0 |
¥98.1万 |
|
| 2023-05-31 |
回到中轨 |
卖出 |
17.852130000000002 |
52400.0 |
¥93.5万 |
|
| 2023-07-21 |
跌破下轨 |
买入 |
17.99798 |
52100.0 |
¥93.8万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
16.97301 |
52100.0 |
¥88.4万 |
|
| 2023-12-19 |
跌破下轨 |
买入 |
17.167149999999996 |
51200.0 |
¥87.9万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
15.914069999999999 |
51200.0 |
¥81.5万 |
|
| 2024-02-06 |
跌破下轨 |
买入 |
12.89288 |
62700.0 |
¥80.9万 |
|
| 2024-02-20 |
回到中轨 |
卖出 |
14.70528 |
62700.0 |
¥92.2万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
15.8158 |
58900.0 |
¥93.2万 |
|
| 2024-04-23 |
回到中轨 |
卖出 |
15.54444 |
58900.0 |
¥91.5万 |
|
| 2024-06-21 |
跌破下轨 |
买入 |
14.304289999999998 |
63400.0 |
¥90.7万 |
|
| 2024-07-11 |
回到中轨 |
卖出 |
14.49549 |
63400.0 |
¥91.9万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
19.67966 |
47200.0 |
¥92.9万 |
|
| 2025-01-22 |
回到中轨 |
卖出 |
19.81017 |
47200.0 |
¥93.5万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
17.837819999999997 |
52300.0 |
¥93.3万 |
|
| 2025-04-14 |
回到中轨 |
卖出 |
20.079900000000002 |
52300.0 |
¥1.05M |
|
| 2025-11-21 |
跌破下轨 |
买入 |
20.53051 |
50600.0 |
¥1.04M |
|
| 2025-12-05 |
回到中轨 |
卖出 |
21.2787 |
50600.0 |
¥1.08M |
|
| 2026-03-18 |
跌破下轨 |
买入 |
33.06303 |
32900.0 |
¥1.09M |
|
| 2026-04-14 |
回到中轨 |
卖出 |
32.8671 |
32900.0 |
¥1.08M |
|
| 2026-06-26 |
跌破下轨 |
买入 |
28.028 |
38500.0 |
¥1.08M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
31.41855 |
38500.0 |
¥1.21M |
|
| 2026-08-25 |
跌破下轨 |
买入 |
23.53351 |
50800.0 |
¥1.20M |
|
| 2026-09-21 |
回到中轨 |
卖出 |
24.195780000000003 |
50800.0 |
¥1.23M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
23.023 |
53800.0 |
¥1.24M |
|
| 2026-10-30 |
回到中轨 |
卖出 |
22.307669999999998 |
53800.0 |
¥1.20M |
|