601800 中国交建 — 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: ¥1.05M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +5.35%）
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 46 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 |
2015-06-17 |
2015-07-10 |
17.282443177999998 |
16.933049999999998 |
¥-2.0万 |
-2.05% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-07 |
11.534979455999999 |
13.366620000000001 |
¥14.7万 |
+15.84% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-28 |
14.118334229999999 |
13.92606 |
¥-1.6万 |
-1.39% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-21 |
11.81534354 |
11.988 |
¥1.5万 |
+1.43% |
回到中轨 |
| 5 |
2016-04-21 |
2016-06-01 |
11.81534354 |
10.96902 |
¥-8.1万 |
-7.19% |
回到中轨 |
| 6 |
2016-06-14 |
2016-06-30 |
10.343432099 |
10.659330000000002 |
¥3.1万 |
+3.02% |
回到中轨 |
| 7 |
2016-09-27 |
2016-10-14 |
11.044342309 |
11.63835 |
¥5.7万 |
+5.35% |
回到中轨 |
| 8 |
2017-04-25 |
2017-06-08 |
17.12223513 |
15.76422 |
¥-8.8万 |
-7.96% |
回到中轨 |
| 9 |
2017-06-27 |
2017-06-28 |
15.229777562999999 |
15.784200000000002 |
¥3.8万 |
+3.61% |
回到中轨 |
| 10 |
2017-08-04 |
2017-08-18 |
15.490115640999997 |
16.17381 |
¥4.7万 |
+4.38% |
回到中轨 |
| 11 |
2017-09-29 |
2017-10-27 |
15.359946602 |
15.3846 |
¥1,475 |
+0.13% |
回到中轨 |
| 12 |
2017-11-14 |
2018-01-08 |
14.608971376999996 |
13.466520000000001 |
¥-8.9万 |
-7.85% |
回到中轨 |
| 13 |
2018-02-12 |
2018-02-27 |
12.716513809999999 |
14.035950000000001 |
¥10.7万 |
+10.34% |
回到中轨 |
| 14 |
2018-05-07 |
2018-06-25 |
12.836669845999998 |
12.167819999999999 |
¥-6.0万 |
-5.24% |
回到中轨 |
| 15 |
2018-06-28 |
2018-07-24 |
11.214563359999998 |
12.91 |
¥16.2万 |
+15.08% |
回到中轨 |
| 16 |
2018-09-07 |
2018-09-19 |
11.565018465 |
12.21777 |
¥7.0万 |
+5.61% |
回到中轨 |
| 17 |
2019-01-24 |
2019-02-12 |
10.784004230999997 |
10.93905 |
¥1.9万 |
+1.41% |
回到中轨 |
| 18 |
2019-05-08 |
2019-06-12 |
11.174511347999998 |
11.418569999999999 |
¥2.8万 |
+2.15% |
回到中轨 |
| 19 |
2019-08-05 |
2019-09-03 |
10.723215999999999 |
10.25973 |
¥-5.9万 |
-4.35% |
回到中轨 |
| 20 |
2019-10-30 |
2019-11-26 |
9.772690927999998 |
9.1908 |
¥-7.8万 |
-5.98% |
回到中轨 |
| 21 |
2020-02-03 |
2020-02-27 |
7.569830267999999 |
8.4915 |
¥13.4万 |
+12.14% |
回到中轨 |
| 22 |
2020-04-29 |
2020-05-07 |
7.860207355 |
8.31168 |
¥7.7万 |
+5.71% |
回到中轨 |
| 23 |
2020-05-25 |
2020-06-17 |
7.772330999999999 |
7.762230000000001 |
¥-2,301 |
-0.16% |
回到中轨 |
| 24 |
2020-06-29 |
2020-07-03 |
7.40962222 |
7.8521399999999995 |
¥8.5万 |
+5.94% |
回到中轨 |
| 25 |
2021-02-04 |
2021-02-22 |
6.732019 |
7.042949999999999 |
¥7.0万 |
+4.59% |
回到中轨 |
| 26 |
2021-06-16 |
2021-07-27 |
6.598568976999999 |
6.41358 |
¥-4.5万 |
-2.83% |
回到中轨 |
| 27 |
2021-10-13 |
2021-11-24 |
7.740051319 |
7.17282 |
¥-11.4万 |
-7.36% |
回到中轨 |
| 28 |
2022-06-14 |
2022-06-30 |
8.91157267 |
9.290700000000001 |
¥6.0万 |
+4.22% |
回到中轨 |
| 29 |
2022-07-08 |
2022-07-14 |
8.791416633999999 |
9.200790000000001 |
¥6.9万 |
+4.63% |
回到中轨 |
| 30 |
2022-08-01 |
2022-08-23 |
8.130558436 |
7.992 |
¥-2.7万 |
-1.73% |
回到中轨 |
| 31 |
2022-09-21 |
2022-10-24 |
7.639921288999998 |
7.35264 |
¥-5.8万 |
-3.79% |
回到中轨 |
| 32 |
2022-10-31 |
2022-11-08 |
6.842052 |
7.10289 |
¥5.5万 |
+3.78% |
回到中轨 |
| 33 |
2023-05-15 |
2023-06-09 |
11.244602369 |
10.699290000000001 |
¥-7.5万 |
-4.88% |
回到中轨 |
| 34 |
2023-08-25 |
2023-11-16 |
9.652534892 |
8.05194 |
¥-23.7万 |
-16.61% |
回到中轨 |
| 35 |
2023-11-28 |
2023-12-29 |
7.710012309999999 |
7.64235 |
¥-1.1万 |
-0.91% |
回到中轨 |
| 36 |
2024-01-12 |
2024-01-25 |
7.2093621599999995 |
7.462530000000001 |
¥4.2万 |
+3.48% |
回到中轨 |
| 37 |
2024-07-09 |
2024-07-31 |
8.380883510999999 |
8.3916 |
¥1,223 |
+0.10% |
回到中轨 |
| 38 |
2024-08-30 |
2024-09-26 |
8.380883510999999 |
8.01198 |
¥-5.6万 |
-4.43% |
回到中轨 |
| 39 |
2025-01-03 |
2025-02-10 |
9.952924981999997 |
9.52047 |
¥-5.2万 |
-4.37% |
回到中轨 |
| 40 |
2025-04-01 |
2025-04-10 |
9.181923751 |
9.52047 |
¥4.2万 |
+3.66% |
回到中轨 |
| 41 |
2025-06-20 |
2025-06-25 |
8.651234592000002 |
8.91108 |
¥3.5万 |
+2.97% |
回到中轨 |
| 42 |
2025-09-04 |
2025-10-10 |
8.901559666999999 |
8.8911 |
¥-1,801 |
-0.15% |
回到中轨 |
| 43 |
2025-11-24 |
2026-01-08 |
8.521065552999998 |
8.36163 |
¥-2.3万 |
-1.90% |
回到中轨 |
| 44 |
2026-04-22 |
2026-06-18 |
7.359557204999999 |
6.293699999999999 |
¥-17.3万 |
-14.51% |
回到中轨 |
| 45 |
2026-06-25 |
2026-07-15 |
5.937710779 |
5.94405 |
¥784 |
+0.08% |
回到中轨 |
| 46 |
2026-09-17 |
2026-10-08 |
5.7975287369999995 |
5.94405 |
¥2.6万 |
+2.50% |
回到中轨 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-17 |
跌破下轨 |
买入 |
17.27726 |
57700.0 |
¥99.7万 |
|
| 2015-07-10 |
回到中轨 |
卖出 |
16.933049999999998 |
57700.0 |
¥97.7万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
11.531519999999999 |
80400.0 |
¥92.7万 |
|
| 2015-09-07 |
回到中轨 |
卖出 |
13.366620000000001 |
80400.0 |
¥1.07M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
14.114099999999999 |
79500.0 |
¥1.12M |
|
| 2015-12-28 |
回到中轨 |
卖出 |
13.92606 |
79500.0 |
¥1.11M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
11.8118 |
90300.0 |
¥1.07M |
|
| 2016-01-21 |
回到中轨 |
卖出 |
11.988 |
90300.0 |
¥1.08M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
11.811800000000002 |
95200.0 |
¥1.12M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
10.96902 |
95200.0 |
¥1.04M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
10.34033 |
100200.0 |
¥1.04M |
|
| 2016-06-30 |
回到中轨 |
卖出 |
10.659330000000002 |
100200.0 |
¥1.07M |
|
| 2016-09-27 |
跌破下轨 |
买入 |
11.041029999999997 |
97100.0 |
¥1.07M |
|
| 2016-10-14 |
回到中轨 |
卖出 |
11.63835 |
97100.0 |
¥1.13M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
17.1171 |
64900.0 |
¥1.11M |
|
| 2017-06-08 |
回到中轨 |
卖出 |
15.76422 |
64900.0 |
¥1.02M |
|
| 2017-06-27 |
跌破下轨 |
买入 |
15.225209999999999 |
68600.0 |
¥1.04M |
|
| 2017-06-28 |
回到中轨 |
卖出 |
15.784200000000002 |
68600.0 |
¥1.08M |
|
| 2017-08-04 |
跌破下轨 |
买入 |
15.485469999999998 |
69800.0 |
¥1.08M |
|
| 2017-08-18 |
回到中轨 |
卖出 |
16.17381 |
69800.0 |
¥1.13M |
|
| 2017-09-29 |
跌破下轨 |
买入 |
15.35534 |
73600.0 |
¥1.13M |
|
| 2017-10-27 |
回到中轨 |
卖出 |
15.3846 |
73600.0 |
¥1.13M |
|
| 2017-11-14 |
跌破下轨 |
买入 |
14.604589999999998 |
77300.0 |
¥1.13M |
|
| 2018-01-08 |
回到中轨 |
卖出 |
13.466520000000001 |
77300.0 |
¥1.04M |
|
| 2018-02-12 |
跌破下轨 |
买入 |
12.712699999999998 |
81000.0 |
¥1.03M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
14.035950000000001 |
81000.0 |
¥1.14M |
|
| 2018-05-07 |
跌破下轨 |
买入 |
12.832819999999998 |
89100.0 |
¥1.14M |
|
| 2018-06-25 |
回到中轨 |
卖出 |
12.167819999999999 |
89100.0 |
¥1.08M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
11.211199999999998 |
95800.0 |
¥1.07M |
|
| 2018-07-24 |
回到中轨 |
卖出 |
12.91 |
95800.0 |
¥1.24M |
|
| 2018-09-07 |
跌破下轨 |
买入 |
11.561549999999999 |
108100.0 |
¥1.25M |
|
| 2018-09-19 |
回到中轨 |
卖出 |
12.21777 |
108100.0 |
¥1.32M |
|
| 2019-01-24 |
跌破下轨 |
买入 |
10.780769999999999 |
122300.0 |
¥1.32M |
|
| 2019-02-12 |
回到中轨 |
卖出 |
10.93905 |
122300.0 |
¥1.34M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
11.171159999999999 |
117000.0 |
¥1.31M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
11.418569999999999 |
117000.0 |
¥1.34M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
10.72 |
127400.0 |
¥1.37M |
|
| 2019-09-03 |
回到中轨 |
卖出 |
10.25973 |
127400.0 |
¥1.31M |
|
| 2019-10-30 |
跌破下轨 |
买入 |
9.769759999999998 |
133500.0 |
¥1.30M |
|
| 2019-11-26 |
回到中轨 |
卖出 |
9.1908 |
133500.0 |
¥1.23M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
7.5675599999999985 |
146100.0 |
¥1.11M |
|
| 2020-02-27 |
回到中轨 |
卖出 |
8.4915 |
146100.0 |
¥1.24M |
|
| 2020-04-29 |
跌破下轨 |
买入 |
7.85785 |
172300.0 |
¥1.35M |
|
| 2020-05-07 |
回到中轨 |
卖出 |
8.31168 |
172300.0 |
¥1.43M |
|
| 2020-05-25 |
跌破下轨 |
买入 |
7.77 |
185100.0 |
¥1.44M |
|
| 2020-06-17 |
回到中轨 |
卖出 |
7.762230000000001 |
185100.0 |
¥1.44M |
|
| 2020-06-29 |
跌破下轨 |
买入 |
7.4074 |
192500.0 |
¥1.43M |
|
| 2020-07-03 |
回到中轨 |
卖出 |
7.8521399999999995 |
192500.0 |
¥1.51M |
|
| 2021-02-04 |
跌破下轨 |
买入 |
6.73 |
225200.0 |
¥1.52M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
7.042949999999999 |
225200.0 |
¥1.59M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
6.596589999999999 |
240500.0 |
¥1.59M |
|
| 2021-07-27 |
回到中轨 |
卖出 |
6.41358 |
240500.0 |
¥1.54M |
|
| 2021-10-13 |
跌破下轨 |
买入 |
7.737729999999999 |
199800.0 |
¥1.55M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
7.17282 |
199800.0 |
¥1.43M |
|
| 2022-06-14 |
跌破下轨 |
买入 |
8.9089 |
159600.0 |
¥1.42M |
|
| 2022-06-30 |
回到中轨 |
卖出 |
9.290700000000001 |
159600.0 |
¥1.48M |
|
| 2022-07-08 |
跌破下轨 |
买入 |
8.78878 |
170000.0 |
¥1.49M |
|
| 2022-07-14 |
回到中轨 |
卖出 |
9.200790000000001 |
170000.0 |
¥1.56M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
8.12812 |
192400.0 |
¥1.56M |
|
| 2022-08-23 |
回到中轨 |
卖出 |
7.992 |
192400.0 |
¥1.54M |
|
| 2022-09-21 |
跌破下轨 |
买入 |
7.637629999999999 |
200700.0 |
¥1.53M |
|
| 2022-10-24 |
回到中轨 |
卖出 |
7.35264 |
200700.0 |
¥1.48M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
6.84 |
214400.0 |
¥1.47M |
|
| 2022-11-08 |
回到中轨 |
卖出 |
7.10289 |
214400.0 |
¥1.52M |
|
| 2023-05-15 |
跌破下轨 |
买入 |
11.24123 |
136300.0 |
¥1.53M |
|
| 2023-06-09 |
回到中轨 |
卖出 |
10.699290000000001 |
136300.0 |
¥1.46M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
9.64964 |
147800.0 |
¥1.43M |
|
| 2023-11-16 |
回到中轨 |
卖出 |
8.05194 |
147800.0 |
¥1.19M |
|
| 2023-11-28 |
跌破下轨 |
买入 |
7.707699999999999 |
158200.0 |
¥1.22M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
7.64235 |
158200.0 |
¥1.21M |
|
| 2024-01-12 |
跌破下轨 |
买入 |
7.2071999999999985 |
166500.0 |
¥1.20M |
|
| 2024-01-25 |
回到中轨 |
卖出 |
7.462530000000001 |
166500.0 |
¥1.24M |
|
| 2024-07-09 |
跌破下轨 |
买入 |
8.378369999999999 |
149200.0 |
¥1.25M |
|
| 2024-07-31 |
回到中轨 |
卖出 |
8.3916 |
149200.0 |
¥1.25M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
8.378369999999999 |
149500.0 |
¥1.25M |
|
| 2024-09-26 |
回到中轨 |
卖出 |
8.01198 |
149500.0 |
¥1.20M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
9.949939999999998 |
120300.0 |
¥1.20M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
9.52047 |
120300.0 |
¥1.14M |
|
| 2025-04-01 |
跌破下轨 |
买入 |
9.17917 |
125000.0 |
¥1.15M |
|
| 2025-04-10 |
回到中轨 |
卖出 |
9.52047 |
125000.0 |
¥1.19M |
|
| 2025-06-20 |
跌破下轨 |
买入 |
8.64864 |
137200.0 |
¥1.19M |
|
| 2025-06-25 |
回到中轨 |
卖出 |
8.91108 |
137200.0 |
¥1.22M |
|
| 2025-09-04 |
跌破下轨 |
买入 |
8.89889 |
137200.0 |
¥1.22M |
|
| 2025-10-10 |
回到中轨 |
卖出 |
8.8911 |
137200.0 |
¥1.22M |
|
| 2025-11-24 |
跌破下轨 |
买入 |
8.51851 |
143400.0 |
¥1.22M |
|
| 2026-01-08 |
回到中轨 |
卖出 |
8.36163 |
143400.0 |
¥1.20M |
|
| 2026-04-22 |
跌破下轨 |
买入 |
7.3573499999999985 |
162300.0 |
¥1.19M |
|
| 2026-06-18 |
回到中轨 |
卖出 |
6.293699999999999 |
162300.0 |
¥1.02M |
|
| 2026-06-25 |
跌破下轨 |
买入 |
5.935929999999999 |
172000.0 |
¥1.02M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
5.94405 |
172000.0 |
¥1.02M |
|
| 2026-09-17 |
跌破下轨 |
买入 |
5.795789999999999 |
176600.0 |
¥1.02M |
|
| 2026-10-08 |
回到中轨 |
卖出 |
5.94405 |
176600.0 |
¥1.05M |
|