601788 光大证券 — 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: ¥1.34M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +34.45%）
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 48 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 |
2015-06-30 |
2015-07-24 |
24.912351463999997 |
24.0759 |
¥-3.4万 |
-3.39% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-23 |
18.183613448 |
16.51347 |
¥-8.4万 |
-9.21% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
19.805719934 |
17.36262 |
¥-10.4万 |
-12.36% |
回到中轨 |
| 4 |
2016-05-09 |
2016-06-01 |
16.561506962 |
16.85313 |
¥1.3万 |
+1.73% |
回到中轨 |
| 5 |
2016-07-29 |
2016-08-15 |
16.901949063999997 |
17.52246 |
¥2.9万 |
+3.64% |
回到中轨 |
| 6 |
2016-09-19 |
2016-10-11 |
16.22106486 |
16.49349 |
¥1.3万 |
+1.65% |
回到中轨 |
| 7 |
2016-12-07 |
2017-01-05 |
16.851884048999995 |
16.16382 |
¥-3.4万 |
-4.11% |
回到中轨 |
| 8 |
2017-01-13 |
2017-01-17 |
15.740440715999998 |
15.83415 |
¥4,501 |
+0.57% |
回到中轨 |
| 9 |
2017-03-23 |
2017-05-17 |
15.520154649999997 |
14.785200000000001 |
¥-3.8万 |
-4.76% |
回到中轨 |
| 10 |
2017-08-16 |
2017-08-29 |
14.849283448999998 |
15.70428 |
¥4.4万 |
+5.73% |
回到中轨 |
| 11 |
2017-09-26 |
2017-10-11 |
15.440050625999998 |
15.64434 |
¥1.0万 |
+1.29% |
回到中轨 |
| 12 |
2017-10-18 |
2017-11-09 |
15.369959604999998 |
15.15483 |
¥-1.2万 |
-1.43% |
回到中轨 |
| 13 |
2017-12-13 |
2018-01-18 |
14.618984379999999 |
14.115870000000001 |
¥-2.8万 |
-3.47% |
回到中轨 |
| 14 |
2018-03-26 |
2018-04-11 |
11.945512578999999 |
12.63735 |
¥4.5万 |
+5.76% |
回到中轨 |
| 15 |
2018-05-28 |
2018-07-16 |
12.195837653999998 |
10.83915 |
¥-9.2万 |
-11.15% |
回到中轨 |
| 16 |
2018-09-04 |
2018-10-23 |
10.033029005999998 |
9.77022 |
¥-1.9万 |
-2.65% |
回到中轨 |
| 17 |
2018-12-26 |
2019-01-07 |
8.771390627999999 |
9.77022 |
¥8.1万 |
+11.35% |
回到中轨 |
| 18 |
2019-03-28 |
2019-04-04 |
12.315993689999999 |
13.74624 |
¥9.1万 |
+11.58% |
回到中轨 |
| 19 |
2019-05-08 |
2019-06-03 |
11.014303299999998 |
10.889100000000001 |
¥-1.0万 |
-1.17% |
回到中轨 |
| 20 |
2019-06-04 |
2019-06-12 |
10.123146032999998 |
10.87911 |
¥6.4万 |
+7.44% |
回到中轨 |
| 21 |
2019-08-05 |
2019-08-20 |
10.773991228 |
11.13885 |
¥3.1万 |
+3.36% |
回到中轨 |
| 22 |
2019-11-18 |
2019-12-04 |
10.994277293999998 |
11.37861 |
¥3.4万 |
+3.46% |
回到中轨 |
| 23 |
2020-02-04 |
2020-02-18 |
10.613783179999999 |
12.21777 |
¥14.4万 |
+15.08% |
回到中轨 |
| 24 |
2020-03-18 |
2020-04-13 |
11.474901438 |
11.13885 |
¥-3.4万 |
-2.96% |
回到中轨 |
| 25 |
2020-10-26 |
2020-11-19 |
20.986294 |
18.781200000000002 |
¥-11.6万 |
-10.53% |
回到中轨 |
| 26 |
2020-12-25 |
2021-01-04 |
17.082183117999996 |
18.55143 |
¥8.5万 |
+8.57% |
回到中轨 |
| 27 |
2021-02-05 |
2021-03-08 |
15.610271677 |
17.30268 |
¥11.7万 |
+10.81% |
回到中轨 |
| 28 |
2021-04-02 |
2021-05-17 |
16.010791796999996 |
15.8 |
¥-1.6万 |
-1.35% |
回到中轨 |
| 29 |
2021-07-05 |
2021-07-26 |
15.850583748999997 |
16.61337 |
¥5.7万 |
+4.78% |
回到中轨 |
| 30 |
2021-08-02 |
2021-08-19 |
15.069569514999998 |
15.984 |
¥7.4万 |
+6.04% |
回到中轨 |
| 31 |
2021-11-01 |
2021-12-06 |
15.079582517999999 |
14.945039999999999 |
¥-1.2万 |
-0.92% |
回到中轨 |
| 32 |
2022-01-17 |
2022-04-06 |
14.458776331999998 |
12.687299999999999 |
¥-15.9万 |
-12.28% |
回到中轨 |
| 33 |
2022-04-21 |
2022-05-23 |
11.755265521999998 |
11.39859 |
¥-3.5万 |
-3.06% |
回到中轨 |
| 34 |
2022-08-03 |
2022-08-12 |
14.018204199999998 |
15.983999999999998 |
¥15.5万 |
+13.99% |
回到中轨 |
| 35 |
2022-09-16 |
2022-10-19 |
14.829257443000001 |
13.796190000000001 |
¥-8.8万 |
-6.99% |
回到中轨 |
| 36 |
2023-04-24 |
2023-05-08 |
14.91937447 |
15.80418 |
¥6.9万 |
+5.90% |
回到中轨 |
| 37 |
2023-12-06 |
2024-01-25 |
15.900648763999998 |
15.97401 |
¥5,342 |
+0.43% |
回到中轨 |
| 38 |
2024-03-26 |
2024-04-29 |
16.351233898999997 |
16.4835 |
¥9,715 |
+0.78% |
回到中轨 |
| 39 |
2024-05-29 |
2024-06-18 |
15.920674769999998 |
15.91 |
¥-1,220 |
-0.10% |
回到中轨 |
| 40 |
2024-06-26 |
2024-07-22 |
15.159686542 |
14.875110000000003 |
¥-2.4万 |
-1.91% |
回到中轨 |
| 41 |
2025-01-03 |
2025-02-07 |
17.362547202 |
17.3826 |
¥1,055 |
+0.09% |
回到中轨 |
| 42 |
2025-04-09 |
2025-05-07 |
15.730427712999997 |
16.80318 |
¥8.3万 |
+6.79% |
回到中轨 |
| 43 |
2025-11-24 |
2025-12-10 |
17.542781255999994 |
17.742240000000002 |
¥1.5万 |
+1.11% |
回到中轨 |
| 44 |
2026-03-03 |
2026-04-13 |
16.361246902 |
15.4845 |
¥-7.2万 |
-5.39% |
回到中轨 |
| 45 |
2026-04-24 |
2026-05-07 |
14.889335460999996 |
15.43455 |
¥4.6万 |
+3.63% |
回到中轨 |
| 46 |
2026-08-20 |
2026-08-28 |
14.298568283999996 |
14.555429999999998 |
¥2.3万 |
+1.77% |
回到中轨 |
| 47 |
2026-09-14 |
2026-10-27 |
13.958126181999999 |
13.63635 |
¥-3.1万 |
-2.33% |
回到中轨 |
| 48 |
2026-10-30 |
2026-11-03 |
13.227176963 |
13.676309999999999 |
¥4.4万 |
+3.36% |
回到中轨 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
24.904879999999995 |
39900.0 |
¥99.4万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
24.0759 |
39900.0 |
¥96.0万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
18.17816 |
50300.0 |
¥91.5万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
16.51347 |
50300.0 |
¥83.0万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
19.79978 |
42500.0 |
¥84.2万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
17.36262 |
42500.0 |
¥73.8万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
16.55654 |
46200.0 |
¥76.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
16.85313 |
46200.0 |
¥77.8万 |
|
| 2016-07-29 |
跌破下轨 |
买入 |
16.896879999999996 |
46600.0 |
¥78.8万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
17.52246 |
46600.0 |
¥81.6万 |
|
| 2016-09-19 |
跌破下轨 |
买入 |
16.216199999999997 |
50300.0 |
¥81.6万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
16.49349 |
50300.0 |
¥82.9万 |
|
| 2016-12-07 |
跌破下轨 |
买入 |
16.846829999999997 |
49400.0 |
¥83.2万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
16.16382 |
49400.0 |
¥79.8万 |
|
| 2017-01-13 |
跌破下轨 |
买入 |
15.735719999999999 |
50600.0 |
¥79.6万 |
|
| 2017-01-17 |
回到中轨 |
卖出 |
15.83415 |
50600.0 |
¥80.1万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
15.5155 |
51600.0 |
¥80.1万 |
|
| 2017-05-17 |
回到中轨 |
卖出 |
14.785200000000001 |
51600.0 |
¥76.3万 |
|
| 2017-08-16 |
跌破下轨 |
买入 |
14.844829999999998 |
51300.0 |
¥76.2万 |
|
| 2017-08-29 |
回到中轨 |
卖出 |
15.70428 |
51300.0 |
¥80.5万 |
|
| 2017-09-26 |
跌破下轨 |
买入 |
15.435419999999997 |
52200.0 |
¥80.6万 |
|
| 2017-10-11 |
回到中轨 |
卖出 |
15.64434 |
52200.0 |
¥81.6万 |
|
| 2017-10-18 |
跌破下轨 |
买入 |
15.365349999999998 |
53300.0 |
¥81.9万 |
|
| 2017-11-09 |
回到中轨 |
卖出 |
15.15483 |
53300.0 |
¥80.8万 |
|
| 2017-12-13 |
跌破下轨 |
买入 |
14.614599999999998 |
55100.0 |
¥80.6万 |
|
| 2018-01-18 |
回到中轨 |
卖出 |
14.115870000000001 |
55100.0 |
¥77.8万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.94193 |
64700.0 |
¥77.3万 |
|
| 2018-04-11 |
回到中轨 |
卖出 |
12.63735 |
64700.0 |
¥81.7万 |
|
| 2018-05-28 |
跌破下轨 |
买入 |
12.192179999999999 |
67400.0 |
¥82.2万 |
|
| 2018-07-16 |
回到中轨 |
卖出 |
10.83915 |
67400.0 |
¥73.0万 |
|
| 2018-09-04 |
跌破下轨 |
买入 |
10.030019999999999 |
73000.0 |
¥73.2万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
9.77022 |
73000.0 |
¥71.3万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
8.768759999999999 |
81200.0 |
¥71.2万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
9.77022 |
81200.0 |
¥79.3万 |
|
| 2019-03-28 |
跌破下轨 |
买入 |
12.312299999999999 |
64100.0 |
¥78.9万 |
|
| 2019-04-04 |
回到中轨 |
卖出 |
13.74624 |
64100.0 |
¥88.1万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
11.011 |
78000.0 |
¥85.9万 |
|
| 2019-06-03 |
回到中轨 |
卖出 |
10.889100000000001 |
78000.0 |
¥84.9万 |
|
| 2019-06-04 |
跌破下轨 |
买入 |
10.120109999999999 |
85000.0 |
¥86.0万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
10.87911 |
85000.0 |
¥92.4万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
10.77076 |
86500.0 |
¥93.2万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
11.13885 |
86500.0 |
¥96.3万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
10.990979999999999 |
88100.0 |
¥96.9万 |
|
| 2019-12-04 |
回到中轨 |
卖出 |
11.37861 |
88100.0 |
¥1.00M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
10.610599999999998 |
89700.0 |
¥95.2万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
12.21777 |
89700.0 |
¥1.10M |
|
| 2020-03-18 |
跌破下轨 |
买入 |
11.47146 |
100000.0 |
¥1.15M |
|
| 2020-04-13 |
回到中轨 |
卖出 |
11.13885 |
100000.0 |
¥1.11M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
20.98 |
52300.0 |
¥1.10M |
|
| 2020-11-19 |
回到中轨 |
卖出 |
18.781200000000002 |
52300.0 |
¥98.2万 |
|
| 2020-12-25 |
跌破下轨 |
买入 |
17.077059999999996 |
58300.0 |
¥99.6万 |
|
| 2021-01-04 |
回到中轨 |
卖出 |
18.55143 |
58300.0 |
¥1.08M |
|
| 2021-02-05 |
跌破下轨 |
买入 |
15.605589999999998 |
69300.0 |
¥1.08M |
|
| 2021-03-08 |
回到中轨 |
卖出 |
17.30268 |
69300.0 |
¥1.20M |
|
| 2021-04-02 |
跌破下轨 |
买入 |
16.005989999999997 |
74800.0 |
¥1.20M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
15.8 |
74800.0 |
¥1.18M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
15.845829999999998 |
74600.0 |
¥1.18M |
|
| 2021-07-26 |
回到中轨 |
卖出 |
16.61337 |
74600.0 |
¥1.24M |
|
| 2021-08-02 |
跌破下轨 |
买入 |
15.065049999999998 |
81800.0 |
¥1.23M |
|
| 2021-08-19 |
回到中轨 |
卖出 |
15.984 |
81800.0 |
¥1.31M |
|
| 2021-11-01 |
跌破下轨 |
买入 |
15.075059999999999 |
86000.0 |
¥1.30M |
|
| 2021-12-06 |
回到中轨 |
卖出 |
14.945039999999999 |
86000.0 |
¥1.28M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
14.45444 |
89700.0 |
¥1.30M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
12.687299999999999 |
89700.0 |
¥1.14M |
|
| 2022-04-21 |
跌破下轨 |
买入 |
11.751739999999998 |
96200.0 |
¥1.13M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
11.39859 |
96200.0 |
¥1.10M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
14.014 |
79100.0 |
¥1.11M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
15.983999999999998 |
79100.0 |
¥1.26M |
|
| 2022-09-16 |
跌破下轨 |
买入 |
14.82481 |
84600.0 |
¥1.25M |
|
| 2022-10-19 |
回到中轨 |
卖出 |
13.796190000000001 |
84600.0 |
¥1.17M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
14.9149 |
78700.0 |
¥1.17M |
|
| 2023-05-08 |
回到中轨 |
卖出 |
15.80418 |
78700.0 |
¥1.24M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
15.895879999999998 |
77900.0 |
¥1.24M |
|
| 2024-01-25 |
回到中轨 |
卖出 |
15.97401 |
77900.0 |
¥1.24M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
16.34633 |
76300.0 |
¥1.25M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
16.4835 |
76300.0 |
¥1.26M |
|
| 2024-05-29 |
跌破下轨 |
买入 |
15.915899999999999 |
79000.0 |
¥1.26M |
|
| 2024-06-18 |
回到中轨 |
卖出 |
15.91 |
79000.0 |
¥1.26M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
15.15514 |
82900.0 |
¥1.26M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
14.875110000000003 |
82900.0 |
¥1.23M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
17.357339999999997 |
71100.0 |
¥1.23M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
17.3826 |
71100.0 |
¥1.24M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
15.72571 |
77700.0 |
¥1.22M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
16.80318 |
77700.0 |
¥1.31M |
|
| 2025-11-24 |
跌破下轨 |
买入 |
17.537519999999997 |
75200.0 |
¥1.32M |
|
| 2025-12-10 |
回到中轨 |
卖出 |
17.742240000000002 |
75200.0 |
¥1.33M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
16.35634 |
81300.0 |
¥1.33M |
|
| 2026-04-13 |
回到中轨 |
卖出 |
15.4845 |
81300.0 |
¥1.26M |
|
| 2026-04-24 |
跌破下轨 |
买入 |
14.884869999999998 |
84300.0 |
¥1.26M |
|
| 2026-05-07 |
回到中轨 |
卖出 |
15.43455 |
84300.0 |
¥1.30M |
|
| 2026-08-20 |
跌破下轨 |
买入 |
14.294279999999997 |
91300.0 |
¥1.31M |
|
| 2026-08-28 |
回到中轨 |
卖出 |
14.555429999999998 |
91300.0 |
¥1.33M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
13.953939999999998 |
95000.0 |
¥1.33M |
|
| 2026-10-27 |
回到中轨 |
卖出 |
13.63635 |
95000.0 |
¥1.30M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
13.22321 |
98200.0 |
¥1.30M |
|
| 2026-11-03 |
回到中轨 |
卖出 |
13.676309999999999 |
98200.0 |
¥1.34M |
|