601727 上海电气 — 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: ¥81.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -18.57%）
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 38 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 |
2015-06-19 |
2015-07-21 |
18.624185580000002 |
13.8861 |
¥-24.7万 |
-25.46% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-21 |
10.183224051 |
11.39859 |
¥8.0万 |
+11.90% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
9.872820957999998 |
8.41158 |
¥-11.7万 |
-14.83% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-01 |
8.330818496 |
7.782210000000001 |
¥-4.7万 |
-6.61% |
回到中轨 |
| 5 |
2016-06-14 |
2016-06-17 |
7.509752250000001 |
7.742250000000001 |
¥2.0万 |
+3.07% |
回到中轨 |
| 6 |
2016-06-27 |
2016-07-05 |
7.219375162999998 |
7.662329999999999 |
¥4.2万 |
+6.10% |
回到中轨 |
| 7 |
2016-08-02 |
2016-08-04 |
7.720025313 |
8.10189 |
¥3.6万 |
+4.91% |
回到中轨 |
| 8 |
2017-05-11 |
2017-06-16 |
7.109232129999999 |
7.0429499999999985 |
¥-7,181 |
-0.96% |
回到中轨 |
| 9 |
2017-11-17 |
2018-01-03 |
7.449674232 |
6.903089999999999 |
¥-5.6万 |
-7.36% |
回到中轨 |
| 10 |
2018-02-02 |
2018-03-07 |
6.348243901999998 |
5.94405 |
¥-4.5万 |
-6.40% |
回到中轨 |
| 11 |
2018-04-09 |
2018-05-04 |
5.757476724999999 |
5.804189999999999 |
¥5,118 |
+0.78% |
回到中轨 |
| 12 |
2018-08-08 |
2018-09-12 |
5.186735553999999 |
5.06493 |
¥-1.4万 |
-2.38% |
回到中轨 |
| 13 |
2018-10-19 |
2018-10-22 |
4.946423482 |
5.37462 |
¥5.5万 |
+8.62% |
回到中轨 |
| 14 |
2018-11-26 |
2019-01-04 |
5.086605523999999 |
4.95504 |
¥-1.8万 |
-2.62% |
回到中轨 |
| 15 |
2019-08-05 |
2019-08-23 |
5.176722550999999 |
5.24475 |
¥8,772 |
+1.28% |
回到中轨 |
| 16 |
2019-09-27 |
2019-10-29 |
5.036540509 |
5.054939999999999 |
¥2,335 |
+0.34% |
回到中轨 |
| 17 |
2019-11-14 |
2019-12-06 |
4.7461634219999995 |
4.72527 |
¥-3,264 |
-0.47% |
回到中轨 |
| 18 |
2020-02-03 |
2020-02-19 |
4.371311 |
4.74525 |
¥5.3万 |
+8.52% |
回到中轨 |
| 19 |
2021-04-13 |
2021-05-31 |
5.346943601999999 |
4.61 |
¥-10.3万 |
-13.81% |
回到中轨 |
| 20 |
2021-06-01 |
2021-08-02 |
4.30559129 |
4.17582 |
¥-1.8万 |
-3.04% |
回到中轨 |
| 21 |
2022-01-27 |
2022-02-11 |
4.315604292999999 |
4.56543 |
¥3.6万 |
+5.76% |
回到中轨 |
| 22 |
2022-03-15 |
2022-05-18 |
4.175422251 |
3.8561399999999995 |
¥-5.1万 |
-7.67% |
回到中轨 |
| 23 |
2022-09-02 |
2022-09-08 |
4.185435254 |
4.4955 |
¥4.5万 |
+7.38% |
回到中轨 |
| 24 |
2022-12-20 |
2023-01-17 |
4.015214202999998 |
4.02597 |
¥1,557 |
+0.24% |
回到中轨 |
| 25 |
2023-05-24 |
2023-06-01 |
4.445773332 |
4.74525 |
¥4.4万 |
+6.70% |
回到中轨 |
| 26 |
2023-08-17 |
2023-09-05 |
4.5158643529999996 |
4.50549 |
¥-1,814 |
-0.26% |
回到中轨 |
| 27 |
2023-10-23 |
2023-11-14 |
4.495838347 |
4.53546 |
¥5,957 |
+0.85% |
回到中轨 |
| 28 |
2023-12-06 |
2024-01-03 |
4.315604292999999 |
4.1958 |
¥-2.0万 |
-2.81% |
回到中轨 |
| 29 |
2024-01-23 |
2024-01-26 |
3.814954143 |
4.13586 |
¥5.7万 |
+8.38% |
回到中轨 |
| 30 |
2024-02-06 |
2024-02-19 |
3.7648891279999996 |
4.065930000000001 |
¥5.9万 |
+7.96% |
回到中轨 |
| 31 |
2024-05-24 |
2024-07-23 |
4.205461260000001 |
3.696300000000001 |
¥-9.7万 |
-12.13% |
回到中轨 |
| 32 |
2024-08-23 |
2024-09-04 |
3.6146940829999994 |
3.71 |
¥1.8万 |
+2.61% |
回到中轨 |
| 33 |
2025-01-06 |
2025-01-24 |
6.979063090999998 |
7.6923 |
¥7.2万 |
+10.19% |
回到中轨 |
| 34 |
2025-03-31 |
2025-05-06 |
7.782334 |
7.3226700000000005 |
¥-4.7万 |
-5.93% |
回到中轨 |
| 35 |
2025-11-18 |
2025-12-15 |
8.861507654999999 |
8.85114 |
¥-1,099 |
-0.15% |
回到中轨 |
| 36 |
2026-08-20 |
2026-09-08 |
6.528477955999998 |
6.713279999999999 |
¥2.1万 |
+2.80% |
回到中轨 |
| 37 |
2026-09-18 |
2026-09-23 |
6.3682699079999985 |
6.6833100000000005 |
¥3.8万 |
+4.92% |
回到中轨 |
| 38 |
2026-10-20 |
2026-11-05 |
6.1479838419999995 |
6.20379 |
¥7,045 |
+0.88% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
跌破下轨 |
买入 |
18.6186 |
52000.0 |
¥96.8万 |
|
| 2015-07-21 |
回到中轨 |
卖出 |
13.8861 |
52000.0 |
¥72.2万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
10.180169999999999 |
66400.0 |
¥67.6万 |
|
| 2015-09-21 |
回到中轨 |
卖出 |
11.39859 |
66400.0 |
¥75.7万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
9.86986 |
79900.0 |
¥78.9万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
8.41158 |
79900.0 |
¥67.2万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
8.32832 |
84800.0 |
¥70.6万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
7.782210000000001 |
84800.0 |
¥66.0万 |
|
| 2016-06-14 |
跌破下轨 |
买入 |
7.5075 |
88700.0 |
¥66.6万 |
|
| 2016-06-17 |
回到中轨 |
卖出 |
7.742250000000001 |
88700.0 |
¥68.7万 |
|
| 2016-06-27 |
跌破下轨 |
买入 |
7.217209999999999 |
94500.0 |
¥68.2万 |
|
| 2016-07-05 |
回到中轨 |
卖出 |
7.662329999999999 |
94500.0 |
¥72.4万 |
|
| 2016-08-02 |
跌破下轨 |
买入 |
7.717709999999999 |
94600.0 |
¥73.0万 |
|
| 2016-08-04 |
回到中轨 |
卖出 |
8.10189 |
94600.0 |
¥76.6万 |
|
| 2017-05-11 |
跌破下轨 |
买入 |
7.107099999999999 |
105000.0 |
¥74.6万 |
|
| 2017-06-16 |
回到中轨 |
卖出 |
7.0429499999999985 |
105000.0 |
¥73.9万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
7.44744 |
101800.0 |
¥75.8万 |
|
| 2018-01-03 |
回到中轨 |
卖出 |
6.903089999999999 |
101800.0 |
¥70.3万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
6.346339999999999 |
110800.0 |
¥70.3万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
5.94405 |
110800.0 |
¥65.8万 |
|
| 2018-04-09 |
跌破下轨 |
买入 |
5.755749999999999 |
113800.0 |
¥65.5万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
5.804189999999999 |
113800.0 |
¥66.0万 |
|
| 2018-08-08 |
跌破下轨 |
买入 |
5.185179999999999 |
116100.0 |
¥60.2万 |
|
| 2018-09-12 |
回到中轨 |
卖出 |
5.06493 |
116100.0 |
¥58.8万 |
|
| 2018-10-19 |
跌破下轨 |
买入 |
4.94494 |
129700.0 |
¥64.2万 |
|
| 2018-10-22 |
回到中轨 |
卖出 |
5.37462 |
129700.0 |
¥69.7万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
5.08508 |
138500.0 |
¥70.4万 |
|
| 2019-01-04 |
回到中轨 |
卖出 |
4.95504 |
138500.0 |
¥68.6万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
5.17517 |
132000.0 |
¥68.3万 |
|
| 2019-08-23 |
回到中轨 |
卖出 |
5.24475 |
132000.0 |
¥69.2万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
5.03503 |
138300.0 |
¥69.7万 |
|
| 2019-10-29 |
回到中轨 |
卖出 |
5.054939999999999 |
138300.0 |
¥69.9万 |
|
| 2019-11-14 |
跌破下轨 |
买入 |
4.744739999999999 |
146300.0 |
¥69.4万 |
|
| 2019-12-06 |
回到中轨 |
卖出 |
4.72527 |
146300.0 |
¥69.1万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
4.37 |
142900.0 |
¥62.5万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
4.74525 |
142900.0 |
¥67.8万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
5.345339999999999 |
140000.0 |
¥74.9万 |
|
| 2021-05-31 |
回到中轨 |
卖出 |
4.61 |
140000.0 |
¥64.5万 |
|
| 2021-06-01 |
跌破下轨 |
买入 |
4.3043 |
139500.0 |
¥60.1万 |
|
| 2021-08-02 |
回到中轨 |
卖出 |
4.17582 |
139500.0 |
¥58.2万 |
|
| 2022-01-27 |
跌破下轨 |
买入 |
4.314309999999999 |
145000.0 |
¥62.6万 |
|
| 2022-02-11 |
回到中轨 |
卖出 |
4.56543 |
145000.0 |
¥66.2万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
4.174169999999999 |
157700.0 |
¥65.8万 |
|
| 2022-05-18 |
回到中轨 |
卖出 |
3.8561399999999995 |
157700.0 |
¥60.8万 |
|
| 2022-09-02 |
跌破下轨 |
买入 |
4.18418 |
146100.0 |
¥61.1万 |
|
| 2022-09-08 |
回到中轨 |
卖出 |
4.4955 |
146100.0 |
¥65.7万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
4.014009999999999 |
163100.0 |
¥65.5万 |
|
| 2023-01-17 |
回到中轨 |
卖出 |
4.02597 |
163100.0 |
¥65.6万 |
|
| 2023-05-24 |
跌破下轨 |
买入 |
4.44444 |
147600.0 |
¥65.6万 |
|
| 2023-06-01 |
回到中轨 |
卖出 |
4.74525 |
147600.0 |
¥70.0万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
4.51451 |
154700.0 |
¥69.9万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
4.50549 |
154700.0 |
¥69.7万 |
|
| 2023-10-23 |
跌破下轨 |
买入 |
4.49449 |
155700.0 |
¥70.0万 |
|
| 2023-11-14 |
回到中轨 |
卖出 |
4.53546 |
155700.0 |
¥70.6万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
4.314309999999999 |
162800.0 |
¥70.3万 |
|
| 2024-01-03 |
回到中轨 |
卖出 |
4.1958 |
162800.0 |
¥68.3万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
3.81381 |
179000.0 |
¥68.3万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
4.13586 |
179000.0 |
¥74.0万 |
|
| 2024-02-06 |
跌破下轨 |
买入 |
3.7637599999999996 |
195400.0 |
¥73.6万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
4.065930000000001 |
195400.0 |
¥79.4万 |
|
| 2024-05-24 |
跌破下轨 |
买入 |
4.2042 |
190200.0 |
¥80.0万 |
|
| 2024-07-23 |
回到中轨 |
卖出 |
3.696300000000001 |
190200.0 |
¥70.3万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
3.6136099999999995 |
195000.0 |
¥70.5万 |
|
| 2024-09-04 |
回到中轨 |
卖出 |
3.71 |
195000.0 |
¥72.3万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
6.976969999999999 |
101000.0 |
¥70.5万 |
|
| 2025-01-24 |
回到中轨 |
卖出 |
7.6923 |
101000.0 |
¥77.7万 |
|
| 2025-03-31 |
跌破下轨 |
买入 |
7.78 |
102000.0 |
¥79.4万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
7.3226700000000005 |
102000.0 |
¥74.7万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
8.858849999999999 |
84400.0 |
¥74.8万 |
|
| 2025-12-15 |
回到中轨 |
卖出 |
8.85114 |
84400.0 |
¥74.7万 |
|
| 2026-08-20 |
跌破下轨 |
买入 |
6.526519999999998 |
114400.0 |
¥74.7万 |
|
| 2026-09-08 |
回到中轨 |
卖出 |
6.713279999999999 |
114400.0 |
¥76.8万 |
|
| 2026-09-18 |
跌破下轨 |
买入 |
6.366359999999999 |
120700.0 |
¥76.9万 |
|
| 2026-09-23 |
回到中轨 |
卖出 |
6.6833100000000005 |
120700.0 |
¥80.6万 |
|
| 2026-10-20 |
跌破下轨 |
买入 |
6.146139999999999 |
130600.0 |
¥80.3万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
6.20379 |
130600.0 |
¥81.0万 |
|