601816 京沪高铁 — 布林下轨抄底 回测明细
数据区间: 2020-01-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥98.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -1.47%）
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 28 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 |
2020-03-19 |
2020-04-09 |
6.258126874999999 |
6.40359 |
¥2.3万 |
+2.29% |
回到中轨 |
| 2 |
2020-09-25 |
2020-11-09 |
6.087905823999999 |
5.73426 |
¥-6.0万 |
-5.84% |
回到中轨 |
| 3 |
2021-01-13 |
2021-01-25 |
5.437060628999999 |
5.64435 |
¥3.6万 |
+3.78% |
回到中轨 |
| 4 |
2021-02-02 |
2021-02-18 |
5.316904592999999 |
5.5943999999999985 |
¥5.2万 |
+5.19% |
回到中轨 |
| 5 |
2021-03-25 |
2021-03-29 |
5.487125643999999 |
5.724270000000001 |
¥4.5万 |
+4.29% |
回到中轨 |
| 6 |
2021-06-22 |
2021-08-26 |
5.487125643999999 |
4.57542 |
¥-18.2万 |
-16.64% |
回到中轨 |
| 7 |
2021-10-19 |
2021-11-15 |
4.615994383 |
4.53546 |
¥-1.6万 |
-1.77% |
回到中轨 |
| 8 |
2022-04-29 |
2022-05-23 |
4.565929368 |
4.68531 |
¥2.3万 |
+2.58% |
回到中轨 |
| 9 |
2022-08-02 |
2022-08-26 |
4.545903361999999 |
4.55544 |
¥1,645 |
+0.18% |
回到中轨 |
| 10 |
2023-02-06 |
2023-02-21 |
4.786215434 |
4.85 |
¥1.2万 |
+1.30% |
回到中轨 |
| 11 |
2023-06-21 |
2023-07-10 |
5.286865583999999 |
5.50449 |
¥3.8万 |
+4.09% |
回到中轨 |
| 12 |
2023-08-09 |
2023-08-31 |
5.376982610999999 |
5.3346599999999995 |
¥-7,928 |
-0.82% |
回到中轨 |
| 13 |
2023-09-01 |
2023-09-25 |
5.116644533 |
5.15484 |
¥6,908 |
+0.72% |
回到中轨 |
| 14 |
2023-10-11 |
2023-10-27 |
4.936410478999999 |
5.03496 |
¥1.9万 |
+1.97% |
回到中轨 |
| 15 |
2023-12-18 |
2024-01-17 |
4.866319458 |
4.8551400000000005 |
¥-2,556 |
-0.26% |
回到中轨 |
| 16 |
2024-03-25 |
2024-04-01 |
4.956436484999999 |
5.024970000000001 |
¥1.3万 |
+1.35% |
回到中轨 |
| 17 |
2024-06-03 |
2024-06-11 |
5.066579517999999 |
5.2347600000000005 |
¥3.3万 |
+3.29% |
回到中轨 |
| 18 |
2024-08-30 |
2024-09-25 |
5.417034623 |
5.43456 |
¥3,028 |
+0.29% |
回到中轨 |
| 19 |
2024-11-01 |
2024-11-08 |
5.417034622999999 |
5.74425 |
¥6.2万 |
+6.01% |
回到中轨 |
| 20 |
2025-01-07 |
2025-02-17 |
5.937710779 |
5.65434 |
¥-5.3万 |
-4.80% |
回到中轨 |
| 21 |
2025-02-26 |
2025-03-07 |
5.487125644 |
5.594399999999999 |
¥2.0万 |
+1.92% |
回到中轨 |
| 22 |
2025-06-05 |
2025-06-26 |
5.7975287369999995 |
5.78421 |
¥-2,768 |
-0.26% |
回到中轨 |
| 23 |
2025-07-16 |
2025-08-27 |
5.577242671 |
5.3846099999999995 |
¥-3.7万 |
-3.48% |
回到中轨 |
| 24 |
2025-09-23 |
2025-10-22 |
5.166709548 |
5.18 |
¥2,327 |
+0.23% |
回到中轨 |
| 25 |
2025-11-19 |
2025-12-04 |
5.176722551 |
5.184810000000001 |
¥1,299 |
+0.13% |
回到中轨 |
| 26 |
2026-01-16 |
2026-02-06 |
5.076592520999999 |
4.98501 |
¥-1.9万 |
-1.83% |
回到中轨 |
| 27 |
2026-06-17 |
2026-07-13 |
4.7561764250000005 |
4.6453500000000005 |
¥-2.4万 |
-2.36% |
回到中轨 |
| 28 |
2026-09-10 |
2026-10-09 |
4.816254442999998 |
4.80519 |
¥-2,565 |
-0.26% |
回到中轨 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-03-19 |
跌破下轨 |
买入 |
6.25625 |
158200.0 |
¥99.0万 |
|
| 2020-04-09 |
回到中轨 |
卖出 |
6.40359 |
158200.0 |
¥1.01M |
|
| 2020-09-25 |
跌破下轨 |
买入 |
6.086079999999999 |
167900.0 |
¥1.02M |
|
| 2020-11-09 |
回到中轨 |
卖出 |
5.73426 |
167900.0 |
¥96.2万 |
|
| 2021-01-13 |
跌破下轨 |
买入 |
5.435429999999999 |
176100.0 |
¥95.7万 |
|
| 2021-01-25 |
回到中轨 |
卖出 |
5.64435 |
176100.0 |
¥99.4万 |
|
| 2021-02-02 |
跌破下轨 |
买入 |
5.315309999999999 |
187500.0 |
¥99.7万 |
|
| 2021-02-18 |
回到中轨 |
卖出 |
5.5943999999999985 |
187500.0 |
¥1.05M |
|
| 2021-03-25 |
跌破下轨 |
买入 |
5.48548 |
191500.0 |
¥1.05M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
5.724270000000001 |
191500.0 |
¥1.10M |
|
| 2021-06-22 |
跌破下轨 |
买入 |
5.485479999999999 |
199300.0 |
¥1.09M |
|
| 2021-08-26 |
回到中轨 |
卖出 |
4.57542 |
199300.0 |
¥91.2万 |
|
| 2021-10-19 |
跌破下轨 |
买入 |
4.61461 |
197200.0 |
¥91.0万 |
|
| 2021-11-15 |
回到中轨 |
卖出 |
4.53546 |
197200.0 |
¥89.4万 |
|
| 2022-04-29 |
跌破下轨 |
买入 |
4.564559999999999 |
196200.0 |
¥89.6万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
4.68531 |
196200.0 |
¥91.9万 |
|
| 2022-08-02 |
跌破下轨 |
买入 |
4.54454 |
201300.0 |
¥91.5万 |
|
| 2022-08-26 |
回到中轨 |
卖出 |
4.55544 |
201300.0 |
¥91.7万 |
|
| 2023-02-06 |
跌破下轨 |
买入 |
4.78478 |
192400.0 |
¥92.1万 |
|
| 2023-02-21 |
回到中轨 |
卖出 |
4.85 |
192400.0 |
¥93.3万 |
|
| 2023-06-21 |
跌破下轨 |
买入 |
5.285279999999999 |
175700.0 |
¥92.9万 |
|
| 2023-07-10 |
回到中轨 |
卖出 |
5.50449 |
175700.0 |
¥96.7万 |
|
| 2023-08-09 |
跌破下轨 |
买入 |
5.375369999999999 |
180500.0 |
¥97.1万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
5.3346599999999995 |
180500.0 |
¥96.3万 |
|
| 2023-09-01 |
跌破下轨 |
买入 |
5.11511 |
188500.0 |
¥96.4万 |
|
| 2023-09-25 |
回到中轨 |
卖出 |
5.15484 |
188500.0 |
¥97.1万 |
|
| 2023-10-11 |
跌破下轨 |
买入 |
4.93493 |
196800.0 |
¥97.1万 |
|
| 2023-10-27 |
回到中轨 |
卖出 |
5.03496 |
196800.0 |
¥99.1万 |
|
| 2023-12-18 |
跌破下轨 |
买入 |
4.86486 |
202300.0 |
¥98.4万 |
|
| 2024-01-17 |
回到中轨 |
卖出 |
4.8551400000000005 |
202300.0 |
¥98.2万 |
|
| 2024-03-25 |
跌破下轨 |
买入 |
4.954949999999999 |
198500.0 |
¥98.4万 |
|
| 2024-04-01 |
回到中轨 |
卖出 |
5.024970000000001 |
198500.0 |
¥99.7万 |
|
| 2024-06-03 |
跌破下轨 |
买入 |
5.065059999999999 |
197200.0 |
¥99.9万 |
|
| 2024-06-11 |
回到中轨 |
卖出 |
5.2347600000000005 |
197200.0 |
¥1.03M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
5.41541 |
190500.0 |
¥1.03M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
5.43456 |
190500.0 |
¥1.03M |
|
| 2024-11-01 |
跌破下轨 |
买入 |
5.41541 |
190400.0 |
¥1.03M |
|
| 2024-11-08 |
回到中轨 |
卖出 |
5.74425 |
190400.0 |
¥1.09M |
|
| 2025-01-07 |
跌破下轨 |
买入 |
5.935929999999999 |
185000.0 |
¥1.10M |
|
| 2025-02-17 |
回到中轨 |
卖出 |
5.65434 |
185000.0 |
¥1.05M |
|
| 2025-02-26 |
跌破下轨 |
买入 |
5.48548 |
190700.0 |
¥1.05M |
|
| 2025-03-07 |
回到中轨 |
卖出 |
5.594399999999999 |
190700.0 |
¥1.07M |
|
| 2025-06-05 |
跌破下轨 |
买入 |
5.79579 |
183900.0 |
¥1.07M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
5.78421 |
183900.0 |
¥1.06M |
|
| 2025-07-16 |
跌破下轨 |
买入 |
5.57557 |
190700.0 |
¥1.06M |
|
| 2025-08-27 |
回到中轨 |
卖出 |
5.3846099999999995 |
190700.0 |
¥1.03M |
|
| 2025-09-23 |
跌破下轨 |
买入 |
5.165159999999999 |
198300.0 |
¥1.02M |
|
| 2025-10-22 |
回到中轨 |
卖出 |
5.18 |
198300.0 |
¥1.03M |
|
| 2025-11-19 |
跌破下轨 |
买入 |
5.17517 |
198800.0 |
¥1.03M |
|
| 2025-12-04 |
回到中轨 |
卖出 |
5.184810000000001 |
198800.0 |
¥1.03M |
|
| 2026-01-16 |
跌破下轨 |
买入 |
5.075069999999999 |
202900.0 |
¥1.03M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
4.98501 |
202900.0 |
¥1.01M |
|
| 2026-06-17 |
跌破下轨 |
买入 |
4.75475 |
212200.0 |
¥1.01M |
|
| 2026-07-13 |
回到中轨 |
卖出 |
4.6453500000000005 |
212200.0 |
¥98.5万 |
|
| 2026-09-10 |
跌破下轨 |
买入 |
4.814809999999999 |
205100.0 |
¥98.8万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
4.80519 |
205100.0 |
¥98.5万 |
|