601766 中国南车 — 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: ¥67.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -32.07%）
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 49 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 |
2015-06-15 |
2015-07-14 |
23.931077169999995 |
18.981 |
¥-20.1万 |
-20.71% |
回到中轨 |
| 2 |
2015-07-28 |
2015-09-10 |
15.560206661999997 |
13.336649999999999 |
¥-11.0万 |
-14.32% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
11.314693389999999 |
10.24974 |
¥-6.2万 |
-9.44% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-01 |
9.852794951999998 |
9.64035 |
¥-1.4万 |
-2.19% |
回到中轨 |
| 5 |
2016-08-01 |
2016-08-15 |
9.031728706 |
9.1 |
¥4,431 |
+0.73% |
回到中轨 |
| 6 |
2016-09-27 |
2016-10-14 |
8.991676693999999 |
9.13086 |
¥9,333 |
+1.52% |
回到中轨 |
| 7 |
2017-03-13 |
2017-03-22 |
10.053055011999996 |
10.25973 |
¥1.3万 |
+2.03% |
回到中轨 |
| 8 |
2017-05-04 |
2017-05-26 |
9.81274294 |
9.98001 |
¥1.1万 |
+1.67% |
回到中轨 |
| 9 |
2017-09-26 |
2017-10-11 |
9.772690927999998 |
9.84015 |
¥4,270 |
+0.66% |
回到中轨 |
| 10 |
2018-01-31 |
2018-03-12 |
11.514953449999998 |
10.72926 |
¥-4.4万 |
-6.85% |
回到中轨 |
| 11 |
2018-05-29 |
2018-07-24 |
9.412222819999998 |
7.8 |
¥-10.4万 |
-17.15% |
回到中轨 |
| 12 |
2019-01-24 |
2019-02-14 |
8.681273600999997 |
8.86113 |
¥1.0万 |
+2.04% |
回到中轨 |
| 13 |
2019-04-26 |
2019-06-11 |
8.831468646 |
8.12 |
¥-4.1万 |
-8.08% |
回到中轨 |
| 14 |
2019-07-09 |
2019-07-29 |
7.970350387999998 |
8.02197 |
¥2,923 |
+0.62% |
回到中轨 |
| 15 |
2019-08-06 |
2019-09-03 |
7.452235 |
7.37262 |
¥-5,155 |
-1.10% |
回到中轨 |
| 16 |
2019-10-31 |
2019-11-27 |
7.179323150999999 |
7.0529399999999995 |
¥-8,442 |
-1.79% |
回到中轨 |
| 17 |
2020-02-03 |
2020-02-21 |
6.087905823999998 |
6.44355 |
¥2.4万 |
+5.81% |
回到中轨 |
| 18 |
2020-06-15 |
2020-07-03 |
5.6773727009999995 |
5.82417 |
¥1.2万 |
+2.55% |
回到中轨 |
| 19 |
2020-11-02 |
2020-11-09 |
5.40702162 |
5.564430000000001 |
¥1.4万 |
+2.88% |
回到中轨 |
| 20 |
2020-12-14 |
2021-01-07 |
5.457086635 |
6.00399 |
¥5.1万 |
+9.99% |
回到中轨 |
| 21 |
2021-04-27 |
2021-05-14 |
6.017814802999999 |
6.1438500000000005 |
¥1.2万 |
+2.06% |
回到中轨 |
| 22 |
2021-07-06 |
2021-07-26 |
5.937710779 |
6.11388 |
¥1.7万 |
+2.94% |
回到中轨 |
| 23 |
2021-10-29 |
2021-11-09 |
5.857606754999999 |
6.05394 |
¥2.0万 |
+3.32% |
回到中轨 |
| 24 |
2021-12-28 |
2022-01-07 |
6.037840808999999 |
6.17382 |
¥1.4万 |
+2.22% |
回到中轨 |
| 25 |
2022-01-26 |
2022-02-11 |
5.8976587669999985 |
6.05394 |
¥1.6万 |
+2.62% |
回到中轨 |
| 26 |
2022-03-09 |
2022-04-07 |
5.60728168 |
5.4445500000000004 |
¥-1.9万 |
-2.93% |
回到中轨 |
| 27 |
2022-04-22 |
2022-05-23 |
5.116644533 |
5.004989999999999 |
¥-1.4万 |
-2.21% |
回到中轨 |
| 28 |
2022-07-18 |
2022-07-21 |
5.076592520999999 |
5.1748199999999995 |
¥1.2万 |
+1.90% |
回到中轨 |
| 29 |
2022-08-03 |
2022-08-12 |
4.946423482 |
4.995 |
¥5,918 |
+0.95% |
回到中轨 |
| 30 |
2022-09-19 |
2022-10-24 |
4.886345463999999 |
4.83516 |
¥-6,774 |
-1.08% |
回到中轨 |
| 31 |
2022-12-20 |
2023-01-10 |
5.096618526999999 |
5.14485 |
¥5,654 |
+0.92% |
回到中轨 |
| 32 |
2023-05-12 |
2023-05-31 |
6.598568976999999 |
6.873119999999999 |
¥2.6万 |
+4.13% |
回到中轨 |
| 33 |
2023-08-14 |
2023-11-16 |
6.258126875 |
5.3346599999999995 |
¥-9.6万 |
-14.78% |
回到中轨 |
| 34 |
2023-11-28 |
2023-12-25 |
5.196748557000001 |
5.1748199999999995 |
¥-2,512 |
-0.45% |
回到中轨 |
| 35 |
2024-05-24 |
2024-06-05 |
6.848894051999999 |
7.1028899999999995 |
¥2.0万 |
+3.68% |
回到中轨 |
| 36 |
2024-08-15 |
2024-08-20 |
7.4296482259999985 |
7.992 |
¥4.3万 |
+7.54% |
回到中轨 |
| 37 |
2024-09-03 |
2024-09-25 |
6.898959066999998 |
7.4325600000000005 |
¥4.7万 |
+7.70% |
回到中轨 |
| 38 |
2024-11-26 |
2024-12-04 |
7.860207354999998 |
8.20179 |
¥2.9万 |
+4.31% |
回到中轨 |
| 39 |
2025-01-06 |
2025-02-11 |
7.840181348999999 |
7.452540000000001 |
¥-3.5万 |
-4.97% |
回到中轨 |
| 40 |
2025-03-13 |
2025-03-17 |
7.339531199 |
7.602390000000001 |
¥2.3万 |
+3.55% |
回到中轨 |
| 41 |
2025-04-02 |
2025-04-25 |
6.999089097 |
7.03296 |
¥3,103 |
+0.45% |
回到中轨 |
| 42 |
2025-06-20 |
2025-07-04 |
7.029128105999997 |
7.092899999999999 |
¥6,023 |
+0.88% |
回到中轨 |
| 43 |
2025-09-29 |
2025-10-10 |
7.319505192999999 |
7.71228 |
¥3.7万 |
+5.33% |
回到中轨 |
| 44 |
2025-11-24 |
2026-01-06 |
7.339531199 |
6.93306 |
¥-4.0万 |
-5.57% |
回到中轨 |
| 45 |
2026-01-19 |
2026-02-25 |
6.738751018999999 |
6.48351 |
¥-2.6万 |
-3.82% |
回到中轨 |
| 46 |
2026-04-23 |
2026-05-14 |
6.0378408089999995 |
6.05394 |
¥1,568 |
+0.24% |
回到中轨 |
| 47 |
2026-05-21 |
2026-06-15 |
5.7975287369999995 |
5.774220000000001 |
¥-2,867 |
-0.43% |
回到中轨 |
| 48 |
2026-06-24 |
2026-07-13 |
5.4470736319999995 |
5.47452 |
¥3,135 |
+0.47% |
回到中轨 |
| 49 |
2026-09-17 |
2026-09-29 |
5.957736785 |
6.0839099999999995 |
¥1.4万 |
+2.09% |
回到中轨 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-15 |
跌破下轨 |
买入 |
23.923899999999996 |
40600.0 |
¥97.2万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
18.981 |
40600.0 |
¥77.0万 |
|
| 2015-07-28 |
跌破下轨 |
买入 |
15.555539999999997 |
49600.0 |
¥77.2万 |
|
| 2015-09-10 |
回到中轨 |
卖出 |
13.336649999999999 |
49600.0 |
¥66.1万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
11.311299999999997 |
57900.0 |
¥65.5万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
10.24974 |
57900.0 |
¥59.3万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
9.849839999999999 |
63200.0 |
¥62.3万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
9.64035 |
63200.0 |
¥60.9万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
9.02902 |
67600.0 |
¥61.1万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
9.1 |
67600.0 |
¥61.5万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
8.98898 |
68400.0 |
¥61.5万 |
|
| 2016-10-14 |
回到中轨 |
卖出 |
9.13086 |
68400.0 |
¥62.4万 |
|
| 2017-03-13 |
跌破下轨 |
买入 |
10.050039999999997 |
62100.0 |
¥62.4万 |
|
| 2017-03-22 |
回到中轨 |
卖出 |
10.25973 |
62100.0 |
¥63.7万 |
|
| 2017-05-04 |
跌破下轨 |
买入 |
9.8098 |
64400.0 |
¥63.2万 |
|
| 2017-05-26 |
回到中轨 |
卖出 |
9.98001 |
64400.0 |
¥64.3万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
9.769759999999998 |
66200.0 |
¥64.7万 |
|
| 2017-10-11 |
回到中轨 |
卖出 |
9.84015 |
66200.0 |
¥65.1万 |
|
| 2018-01-31 |
跌破下轨 |
买入 |
11.511499999999998 |
56200.0 |
¥64.7万 |
|
| 2018-03-12 |
回到中轨 |
卖出 |
10.72926 |
56200.0 |
¥60.3万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
9.4094 |
64500.0 |
¥60.7万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
7.8 |
64500.0 |
¥50.3万 |
|
| 2019-01-24 |
跌破下轨 |
买入 |
8.678669999999999 |
57900.0 |
¥50.3万 |
|
| 2019-02-14 |
回到中轨 |
卖出 |
8.86113 |
57900.0 |
¥51.3万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
8.828819999999999 |
58000.0 |
¥51.2万 |
|
| 2019-06-11 |
回到中轨 |
卖出 |
8.12 |
58000.0 |
¥47.1万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
7.967959999999999 |
59400.0 |
¥47.3万 |
|
| 2019-07-29 |
回到中轨 |
卖出 |
8.02197 |
59400.0 |
¥47.6万 |
|
| 2019-08-06 |
跌破下轨 |
买入 |
7.45 |
63000.0 |
¥46.9万 |
|
| 2019-09-03 |
回到中轨 |
卖出 |
7.37262 |
63000.0 |
¥46.4万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
7.177169999999999 |
65700.0 |
¥47.2万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
7.0529399999999995 |
65700.0 |
¥46.3万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
6.086079999999999 |
68300.0 |
¥41.6万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
6.44355 |
68300.0 |
¥44.0万 |
|
| 2020-06-15 |
跌破下轨 |
买入 |
5.675669999999999 |
85000.0 |
¥48.3万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
5.82417 |
85000.0 |
¥49.5万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
5.4054 |
92500.0 |
¥50.0万 |
|
| 2020-11-09 |
回到中轨 |
卖出 |
5.564430000000001 |
92500.0 |
¥51.5万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
5.45545 |
94300.0 |
¥51.5万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
6.00399 |
94300.0 |
¥56.6万 |
|
| 2021-04-27 |
跌破下轨 |
买入 |
6.016009999999999 |
93800.0 |
¥56.4万 |
|
| 2021-05-14 |
回到中轨 |
卖出 |
6.1438500000000005 |
93800.0 |
¥57.6万 |
|
| 2021-07-06 |
跌破下轨 |
买入 |
5.93593 |
97100.0 |
¥57.7万 |
|
| 2021-07-26 |
回到中轨 |
卖出 |
6.11388 |
97100.0 |
¥59.3万 |
|
| 2021-10-29 |
跌破下轨 |
买入 |
5.855849999999999 |
100900.0 |
¥59.1万 |
|
| 2021-11-09 |
回到中轨 |
卖出 |
6.05394 |
100900.0 |
¥61.1万 |
|
| 2021-12-28 |
跌破下轨 |
买入 |
6.036029999999999 |
101500.0 |
¥61.3万 |
|
| 2022-01-07 |
回到中轨 |
卖出 |
6.17382 |
101500.0 |
¥62.6万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
5.895889999999999 |
106000.0 |
¥62.5万 |
|
| 2022-02-11 |
回到中轨 |
卖出 |
6.05394 |
106000.0 |
¥64.2万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
5.605599999999999 |
114800.0 |
¥64.4万 |
|
| 2022-04-07 |
回到中轨 |
卖出 |
5.4445500000000004 |
114800.0 |
¥62.5万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
5.11511 |
121900.0 |
¥62.4万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
5.004989999999999 |
121900.0 |
¥61.0万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
5.075069999999999 |
120200.0 |
¥61.0万 |
|
| 2022-07-21 |
回到中轨 |
卖出 |
5.1748199999999995 |
120200.0 |
¥62.2万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
4.94494 |
125700.0 |
¥62.2万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
4.995 |
125700.0 |
¥62.8万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
4.884879999999999 |
128700.0 |
¥62.9万 |
|
| 2022-10-24 |
回到中轨 |
卖出 |
4.83516 |
128700.0 |
¥62.2万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
5.095089999999999 |
121100.0 |
¥61.7万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
5.14485 |
121100.0 |
¥62.3万 |
|
| 2023-05-12 |
跌破下轨 |
买入 |
6.59659 |
94800.0 |
¥62.6万 |
|
| 2023-05-31 |
回到中轨 |
卖出 |
6.873119999999999 |
94800.0 |
¥65.1万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
6.25625 |
103400.0 |
¥64.7万 |
|
| 2023-11-16 |
回到中轨 |
卖出 |
5.3346599999999995 |
103400.0 |
¥55.1万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
5.195190000000001 |
107000.0 |
¥55.6万 |
|
| 2023-12-25 |
回到中轨 |
卖出 |
5.1748199999999995 |
107000.0 |
¥55.4万 |
|
| 2024-05-24 |
跌破下轨 |
买入 |
6.8468399999999985 |
80800.0 |
¥55.3万 |
|
| 2024-06-05 |
回到中轨 |
卖出 |
7.1028899999999995 |
80800.0 |
¥57.4万 |
|
| 2024-08-15 |
跌破下轨 |
买入 |
7.427419999999999 |
77300.0 |
¥57.4万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
7.992 |
77300.0 |
¥61.8万 |
|
| 2024-09-03 |
跌破下轨 |
买入 |
6.896889999999999 |
89300.0 |
¥61.6万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
7.4325600000000005 |
89300.0 |
¥66.4万 |
|
| 2024-11-26 |
跌破下轨 |
买入 |
7.857849999999999 |
84400.0 |
¥66.3万 |
|
| 2024-12-04 |
回到中轨 |
卖出 |
8.20179 |
84400.0 |
¥69.2万 |
|
| 2025-01-06 |
跌破下轨 |
买入 |
7.837829999999999 |
88500.0 |
¥69.4万 |
|
| 2025-02-11 |
回到中轨 |
卖出 |
7.452540000000001 |
88500.0 |
¥65.9万 |
|
| 2025-03-13 |
跌破下轨 |
买入 |
7.33733 |
89800.0 |
¥65.9万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
7.602390000000001 |
89800.0 |
¥68.2万 |
|
| 2025-04-02 |
跌破下轨 |
买入 |
6.996989999999999 |
97700.0 |
¥68.4万 |
|
| 2025-04-25 |
回到中轨 |
卖出 |
7.03296 |
97700.0 |
¥68.7万 |
|
| 2025-06-20 |
跌破下轨 |
买入 |
7.0270199999999985 |
97700.0 |
¥68.7万 |
|
| 2025-07-04 |
回到中轨 |
卖出 |
7.092899999999999 |
97700.0 |
¥69.3万 |
|
| 2025-09-29 |
跌破下轨 |
买入 |
7.317309999999999 |
94400.0 |
¥69.1万 |
|
| 2025-10-10 |
回到中轨 |
卖出 |
7.71228 |
94400.0 |
¥72.8万 |
|
| 2025-11-24 |
跌破下轨 |
买入 |
7.33733 |
99100.0 |
¥72.7万 |
|
| 2026-01-06 |
回到中轨 |
卖出 |
6.93306 |
99100.0 |
¥68.7万 |
|
| 2026-01-19 |
跌破下轨 |
买入 |
6.73673 |
101800.0 |
¥68.6万 |
|
| 2026-02-25 |
回到中轨 |
卖出 |
6.48351 |
101800.0 |
¥66.0万 |
|
| 2026-04-23 |
跌破下轨 |
买入 |
6.036029999999999 |
109800.0 |
¥66.3万 |
|
| 2026-05-14 |
回到中轨 |
卖出 |
6.05394 |
109800.0 |
¥66.5万 |
|
| 2026-05-21 |
跌破下轨 |
买入 |
5.795789999999999 |
114500.0 |
¥66.4万 |
|
| 2026-06-15 |
回到中轨 |
卖出 |
5.774220000000001 |
114500.0 |
¥66.1万 |
|
| 2026-06-24 |
跌破下轨 |
买入 |
5.44544 |
121500.0 |
¥66.2万 |
|
| 2026-07-13 |
回到中轨 |
卖出 |
5.47452 |
121500.0 |
¥66.5万 |
|
| 2026-09-17 |
跌破下轨 |
买入 |
5.9559500000000005 |
111200.0 |
¥66.3万 |
|
| 2026-09-29 |
回到中轨 |
卖出 |
6.0839099999999995 |
111200.0 |
¥67.6万 |
|