601728 中国电信 — 布林下轨抄底 回测明细
数据区间: 2021-08-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥87.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -12.71%）
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 18 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 |
2021-09-27 |
2021-10-29 |
4.441332 |
4.34565 |
¥-2.2万 |
-2.18% |
回到中轨 |
| 2 |
2022-01-26 |
2022-02-09 |
4.205461260000001 |
4.275720000000001 |
¥1.6万 |
+1.64% |
回到中轨 |
| 3 |
2022-04-22 |
2022-05-24 |
3.9150841729999994 |
3.87612 |
¥-1.0万 |
-1.02% |
回到中轨 |
| 4 |
2022-06-09 |
2022-07-13 |
3.744863122 |
3.73626 |
¥-2,550 |
-0.26% |
回到中轨 |
| 5 |
2022-08-04 |
2022-08-10 |
3.684785104 |
3.7162800000000002 |
¥8,075 |
+0.82% |
回到中轨 |
| 6 |
2023-05-16 |
2023-06-02 |
6.20806186 |
6.18381 |
¥-4,125 |
-0.42% |
回到中轨 |
| 7 |
2023-10-24 |
2023-12-01 |
5.697398707 |
5.1748199999999995 |
¥-9.1万 |
-9.20% |
回到中轨 |
| 8 |
2024-03-13 |
2024-03-25 |
5.667359698 |
5.804189999999999 |
¥2.1万 |
+2.38% |
回到中轨 |
| 9 |
2024-06-14 |
2024-06-27 |
5.7775027309999984 |
5.83416 |
¥8,686 |
+0.95% |
回到中轨 |
| 10 |
2024-07-29 |
2024-08-20 |
6.0278278059999995 |
6.03396 |
¥662 |
+0.07% |
回到中轨 |
| 11 |
2024-09-20 |
2024-09-25 |
5.877632760999999 |
6.26373 |
¥6.0万 |
+6.54% |
回到中轨 |
| 12 |
2025-01-14 |
2025-02-05 |
6.838881048999999 |
7.08291 |
¥3.5万 |
+3.54% |
回到中轨 |
| 13 |
2025-06-13 |
2025-06-23 |
7.619895282999999 |
7.85214 |
¥3.1万 |
+3.02% |
回到中轨 |
| 14 |
2025-07-28 |
2025-08-19 |
7.392217 |
7.47252 |
¥1.1万 |
+1.06% |
回到中轨 |
| 15 |
2025-09-17 |
2025-10-20 |
7.019115102999998 |
6.91308 |
¥-1.6万 |
-1.54% |
回到中轨 |
| 16 |
2025-12-15 |
2026-03-02 |
6.698699006999999 |
5.74425 |
¥-14.9万 |
-14.27% |
回到中轨 |
| 17 |
2026-06-18 |
2026-07-13 |
5.807541739999999 |
5.594399999999999 |
¥-3.3万 |
-3.70% |
回到中轨 |
| 18 |
2026-09-11 |
2026-10-08 |
6.20806186 |
6.27372 |
¥8,871 |
+1.03% |
回到中轨 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-09-27 |
跌破下轨 |
买入 |
4.44 |
224400.0 |
¥99.7万 |
|
| 2021-10-29 |
回到中轨 |
卖出 |
4.34565 |
224400.0 |
¥97.5万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
4.2042 |
232100.0 |
¥97.6万 |
|
| 2022-02-09 |
回到中轨 |
卖出 |
4.275720000000001 |
232100.0 |
¥99.2万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
3.9139099999999996 |
252700.0 |
¥98.9万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
3.87612 |
252700.0 |
¥97.9万 |
|
| 2022-06-09 |
跌破下轨 |
买入 |
3.74374 |
262200.0 |
¥98.2万 |
|
| 2022-07-13 |
回到中轨 |
卖出 |
3.73626 |
262200.0 |
¥97.9万 |
|
| 2022-08-04 |
跌破下轨 |
买入 |
3.68368 |
265800.0 |
¥97.9万 |
|
| 2022-08-10 |
回到中轨 |
卖出 |
3.7162800000000002 |
265800.0 |
¥98.7万 |
|
| 2023-05-16 |
跌破下轨 |
买入 |
6.2062 |
158000.0 |
¥98.1万 |
|
| 2023-06-02 |
回到中轨 |
卖出 |
6.18381 |
158000.0 |
¥97.7万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
5.69569 |
172900.0 |
¥98.5万 |
|
| 2023-12-01 |
回到中轨 |
卖出 |
5.1748199999999995 |
172900.0 |
¥89.4万 |
|
| 2024-03-13 |
跌破下轨 |
买入 |
5.66566 |
157000.0 |
¥89.0万 |
|
| 2024-03-25 |
回到中轨 |
卖出 |
5.804189999999999 |
157000.0 |
¥91.1万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
5.775769999999999 |
158200.0 |
¥91.4万 |
|
| 2024-06-27 |
回到中轨 |
卖出 |
5.83416 |
158200.0 |
¥92.3万 |
|
| 2024-07-29 |
跌破下轨 |
买入 |
6.026019999999999 |
153100.0 |
¥92.3万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
6.03396 |
153100.0 |
¥92.4万 |
|
| 2024-09-20 |
跌破下轨 |
买入 |
5.875869999999999 |
157100.0 |
¥92.3万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
6.26373 |
157100.0 |
¥98.4万 |
|
| 2025-01-14 |
跌破下轨 |
买入 |
6.836829999999999 |
143800.0 |
¥98.3万 |
|
| 2025-02-05 |
回到中轨 |
卖出 |
7.08291 |
143800.0 |
¥1.02M |
|
| 2025-06-13 |
跌破下轨 |
买入 |
7.617609999999999 |
133400.0 |
¥1.02M |
|
| 2025-06-23 |
回到中轨 |
卖出 |
7.85214 |
133400.0 |
¥1.05M |
|
| 2025-07-28 |
跌破下轨 |
买入 |
7.39 |
141900.0 |
¥1.05M |
|
| 2025-08-19 |
回到中轨 |
卖出 |
7.47252 |
141900.0 |
¥1.06M |
|
| 2025-09-17 |
跌破下轨 |
买入 |
7.017009999999998 |
151200.0 |
¥1.06M |
|
| 2025-10-20 |
回到中轨 |
卖出 |
6.91308 |
151200.0 |
¥1.04M |
|
| 2025-12-15 |
跌破下轨 |
买入 |
6.696689999999999 |
155600.0 |
¥1.04M |
|
| 2026-03-02 |
回到中轨 |
卖出 |
5.74425 |
155600.0 |
¥89.4万 |
|
| 2026-06-18 |
跌破下轨 |
买入 |
5.805799999999999 |
154400.0 |
¥89.7万 |
|
| 2026-07-13 |
回到中轨 |
卖出 |
5.594399999999999 |
154400.0 |
¥86.4万 |
|
| 2026-09-11 |
跌破下轨 |
买入 |
6.2062 |
139100.0 |
¥86.4万 |
|
| 2026-10-08 |
回到中轨 |
卖出 |
6.27372 |
139100.0 |
¥87.2万 |
|