601818 光大银行 — 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: ¥70.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -29.22%）
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 34 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 |
2015-03-06 |
2015-03-10 |
3.885045163999999 |
4.05594 |
¥4.4万 |
+4.37% |
回到中轨 |
| 2 |
2015-07-28 |
2015-09-02 |
4.555916364999999 |
4.11588 |
¥-9.9万 |
-9.69% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
4.005201199999999 |
3.5964 |
¥-9.5万 |
-10.23% |
回到中轨 |
| 4 |
2016-05-10 |
2016-05-31 |
3.544603062 |
3.59 |
¥1.1万 |
+1.25% |
回到中轨 |
| 5 |
2016-12-21 |
2017-01-16 |
3.895058167 |
3.91608 |
¥4,362 |
+0.51% |
回到中轨 |
| 6 |
2017-03-23 |
2017-05-12 |
4.0452532119999995 |
3.8961 |
¥-3.2万 |
-3.72% |
回到中轨 |
| 7 |
2017-08-11 |
2017-08-28 |
4.095318227 |
4.21578 |
¥2.4万 |
+2.91% |
回到中轨 |
| 8 |
2018-03-28 |
2018-04-12 |
4.0452532119999995 |
4.15584 |
¥2.3万 |
+2.70% |
回到中轨 |
| 9 |
2018-06-11 |
2018-07-23 |
3.8911670000000003 |
3.73626 |
¥-3.5万 |
-4.01% |
回到中轨 |
| 10 |
2018-12-21 |
2019-01-07 |
3.6947981069999996 |
3.87612 |
¥4.1万 |
+4.88% |
回到中轨 |
| 11 |
2019-05-09 |
2019-06-05 |
3.9751621909999995 |
3.9060900000000003 |
¥-1.6万 |
-1.77% |
回到中轨 |
| 12 |
2020-01-13 |
2020-02-21 |
4.285565284 |
3.93606 |
¥-7.1万 |
-8.18% |
回到中轨 |
| 13 |
2020-03-17 |
2020-04-14 |
3.674772101 |
3.61638 |
¥-1.3万 |
-1.62% |
回到中轨 |
| 14 |
2020-06-30 |
2020-07-02 |
3.584655073999999 |
3.77622 |
¥4.2万 |
+5.31% |
回到中轨 |
| 15 |
2020-09-25 |
2020-10-13 |
3.6247070860000004 |
3.84615 |
¥5.0万 |
+6.08% |
回到中轨 |
| 16 |
2021-04-16 |
2021-05-17 |
3.8950581669999997 |
3.87612 |
¥-4,521 |
-0.52% |
回到中轨 |
| 17 |
2021-07-06 |
2021-08-17 |
3.7148241129999993 |
3.37662 |
¥-8.0万 |
-9.13% |
回到中轨 |
| 18 |
2021-11-03 |
2021-11-26 |
3.381014 |
3.34665 |
¥-8,280 |
-1.05% |
回到中轨 |
| 19 |
2022-05-09 |
2022-06-09 |
3.1140439329999996 |
3.11688 |
¥478 |
+0.06% |
回到中轨 |
| 20 |
2022-06-30 |
2022-08-31 |
3.0239269059999994 |
2.85714 |
¥-4.3万 |
-5.54% |
回到中轨 |
| 21 |
2022-10-27 |
2022-11-09 |
2.7635888279999996 |
2.78721 |
¥6,109 |
+0.82% |
回到中轨 |
| 22 |
2023-02-09 |
2023-03-02 |
3.003900899999999 |
3.0069899999999996 |
¥544 |
+0.07% |
回到中轨 |
| 23 |
2023-07-21 |
2023-07-31 |
2.953835885 |
3.0969 |
¥3.6万 |
+4.81% |
回到中轨 |
| 24 |
2023-10-20 |
2023-12-05 |
3.0339399089999994 |
2.91708 |
¥-3.0万 |
-3.88% |
回到中轨 |
| 25 |
2023-12-07 |
2023-12-13 |
2.8637188579999995 |
2.90709 |
¥1.1万 |
+1.48% |
回到中轨 |
| 26 |
2024-03-29 |
2024-04-19 |
3.084004924 |
3.16683 |
¥2.0万 |
+2.65% |
回到中轨 |
| 27 |
2024-06-14 |
2024-06-28 |
3.1140439329999996 |
3.16683 |
¥1.3万 |
+1.66% |
回到中轨 |
| 28 |
2025-04-08 |
2025-04-17 |
3.5746420709999995 |
3.7962 |
¥4.9万 |
+6.17% |
回到中轨 |
| 29 |
2025-07-28 |
2025-10-17 |
4.085305224 |
3.45654 |
¥-13.0万 |
-15.42% |
回到中轨 |
| 30 |
2026-01-12 |
2026-02-12 |
3.4544860349999995 |
3.3466499999999995 |
¥-2.3万 |
-3.15% |
回到中轨 |
| 31 |
2026-02-27 |
2026-03-12 |
3.2442129719999997 |
3.28671 |
¥8,875 |
+1.28% |
回到中轨 |
| 32 |
2026-04-29 |
2026-06-02 |
3.1540959449999995 |
3.1268699999999994 |
¥-6,272 |
-0.89% |
回到中轨 |
| 33 |
2026-06-26 |
2026-07-13 |
3.0039008999999997 |
3.04695 |
¥9,729 |
+1.40% |
回到中轨 |
| 34 |
2026-08-10 |
2026-08-26 |
3.053965914999999 |
3.05694 |
¥475 |
+0.07% |
回到中轨 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
3.8838799999999996 |
256800.0 |
¥99.8万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
4.05594 |
256800.0 |
¥1.04M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
4.554549999999999 |
223600.0 |
¥1.02M |
|
| 2015-09-02 |
回到中轨 |
卖出 |
4.11588 |
223600.0 |
¥92.0万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
4.004 |
231900.0 |
¥92.9万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
3.5964 |
231900.0 |
¥83.4万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
3.5435399999999997 |
237900.0 |
¥84.3万 |
|
| 2016-05-31 |
回到中轨 |
卖出 |
3.59 |
237900.0 |
¥85.4万 |
|
| 2016-12-21 |
跌破下轨 |
买入 |
3.89389 |
219800.0 |
¥85.6万 |
|
| 2017-01-16 |
回到中轨 |
卖出 |
3.91608 |
219800.0 |
¥86.0万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
4.04404 |
213300.0 |
¥86.3万 |
|
| 2017-05-12 |
回到中轨 |
卖出 |
3.8961 |
213300.0 |
¥83.1万 |
|
| 2017-08-11 |
跌破下轨 |
买入 |
4.09409 |
201900.0 |
¥82.7万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
4.21578 |
201900.0 |
¥85.1万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
4.04404 |
210300.0 |
¥85.1万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
4.15584 |
210300.0 |
¥87.4万 |
|
| 2018-06-11 |
跌破下轨 |
买入 |
3.89 |
224800.0 |
¥87.5万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
3.73626 |
224800.0 |
¥84.0万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
3.6936899999999997 |
227500.0 |
¥84.1万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
3.87612 |
227500.0 |
¥88.2万 |
|
| 2019-05-09 |
跌破下轨 |
买入 |
3.9739699999999996 |
221700.0 |
¥88.1万 |
|
| 2019-06-05 |
回到中轨 |
卖出 |
3.9060900000000003 |
221700.0 |
¥86.6万 |
|
| 2020-01-13 |
跌破下轨 |
买入 |
4.28428 |
202600.0 |
¥86.8万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
3.93606 |
202600.0 |
¥79.7万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
3.6736699999999995 |
217000.0 |
¥79.7万 |
|
| 2020-04-14 |
回到中轨 |
卖出 |
3.61638 |
217000.0 |
¥78.5万 |
|
| 2020-06-30 |
跌破下轨 |
买入 |
3.5835799999999995 |
218800.0 |
¥78.4万 |
|
| 2020-07-02 |
回到中轨 |
卖出 |
3.77622 |
218800.0 |
¥82.6万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
3.6236200000000003 |
227900.0 |
¥82.6万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
3.84615 |
227900.0 |
¥87.6万 |
|
| 2021-04-16 |
跌破下轨 |
买入 |
3.89389 |
224900.0 |
¥87.6万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
3.87612 |
224900.0 |
¥87.1万 |
|
| 2021-07-06 |
跌破下轨 |
买入 |
3.713709999999999 |
234600.0 |
¥87.1万 |
|
| 2021-08-17 |
回到中轨 |
卖出 |
3.37662 |
234600.0 |
¥79.2万 |
|
| 2021-11-03 |
跌破下轨 |
买入 |
3.38 |
234100.0 |
¥79.1万 |
|
| 2021-11-26 |
回到中轨 |
卖出 |
3.34665 |
234100.0 |
¥78.3万 |
|
| 2022-05-09 |
跌破下轨 |
买入 |
3.1131099999999994 |
251700.0 |
¥78.4万 |
|
| 2022-06-09 |
回到中轨 |
卖出 |
3.11688 |
251700.0 |
¥78.4万 |
|
| 2022-06-30 |
跌破下轨 |
买入 |
3.02302 |
259400.0 |
¥78.4万 |
|
| 2022-08-31 |
回到中轨 |
卖出 |
2.85714 |
259400.0 |
¥74.1万 |
|
| 2022-10-27 |
跌破下轨 |
买入 |
2.7627599999999997 |
268100.0 |
¥74.1万 |
|
| 2022-11-09 |
回到中轨 |
卖出 |
2.78721 |
268100.0 |
¥74.7万 |
|
| 2023-02-09 |
跌破下轨 |
买入 |
3.0029999999999992 |
248700.0 |
¥74.7万 |
|
| 2023-03-02 |
回到中轨 |
卖出 |
3.0069899999999996 |
248700.0 |
¥74.8万 |
|
| 2023-07-21 |
跌破下轨 |
买入 |
2.95295 |
253100.0 |
¥74.8万 |
|
| 2023-07-31 |
回到中轨 |
卖出 |
3.0969 |
253100.0 |
¥78.4万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
3.0330299999999997 |
258300.0 |
¥78.4万 |
|
| 2023-12-05 |
回到中轨 |
卖出 |
2.91708 |
258300.0 |
¥75.3万 |
|
| 2023-12-07 |
跌破下轨 |
买入 |
2.8628599999999995 |
263000.0 |
¥75.3万 |
|
| 2023-12-13 |
回到中轨 |
卖出 |
2.90709 |
263000.0 |
¥76.4万 |
|
| 2024-03-29 |
跌破下轨 |
买入 |
3.08308 |
244700.0 |
¥75.5万 |
|
| 2024-04-19 |
回到中轨 |
卖出 |
3.16683 |
244700.0 |
¥77.5万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
3.1131099999999994 |
251900.0 |
¥78.4万 |
|
| 2024-06-28 |
回到中轨 |
卖出 |
3.16683 |
251900.0 |
¥79.7万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
3.5735699999999997 |
221800.0 |
¥79.3万 |
|
| 2025-04-17 |
回到中轨 |
卖出 |
3.7962 |
221800.0 |
¥84.2万 |
|
| 2025-07-28 |
跌破下轨 |
买入 |
4.084079999999999 |
207100.0 |
¥84.6万 |
|
| 2025-10-17 |
回到中轨 |
卖出 |
3.45654 |
207100.0 |
¥71.6万 |
|
| 2026-01-12 |
跌破下轨 |
买入 |
3.4534499999999997 |
207300.0 |
¥71.6万 |
|
| 2026-02-12 |
回到中轨 |
卖出 |
3.3466499999999995 |
207300.0 |
¥69.4万 |
|
| 2026-02-27 |
跌破下轨 |
买入 |
3.2432399999999997 |
213800.0 |
¥69.4万 |
|
| 2026-03-12 |
回到中轨 |
卖出 |
3.28671 |
213800.0 |
¥70.2万 |
|
| 2026-04-29 |
跌破下轨 |
买入 |
3.1531499999999997 |
222700.0 |
¥70.2万 |
|
| 2026-06-02 |
回到中轨 |
卖出 |
3.1268699999999994 |
222700.0 |
¥69.6万 |
|
| 2026-06-26 |
跌破下轨 |
买入 |
3.0029999999999997 |
230900.0 |
¥69.4万 |
|
| 2026-07-13 |
回到中轨 |
卖出 |
3.04695 |
230900.0 |
¥70.3万 |
|
| 2026-08-10 |
跌破下轨 |
买入 |
3.0530499999999994 |
231100.0 |
¥70.6万 |
|
| 2026-08-26 |
回到中轨 |
卖出 |
3.05694 |
231100.0 |
¥70.6万 |
|