601825 沪农商行 — 布林下轨抄底 回测明细
数据区间: 2021-08-19 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥92.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -8.02%）
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 20 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 |
2021-09-28 |
2021-11-22 |
7.3295181959999995 |
7.00299 |
¥-4.5万 |
-4.48% |
回到中轨 |
| 2 |
2021-12-08 |
2022-01-05 |
6.808842039999999 |
6.763229999999999 |
¥-6,670 |
-0.70% |
回到中轨 |
| 3 |
2022-01-28 |
2022-02-09 |
6.6185949829999995 |
6.80319 |
¥2.6万 |
+2.76% |
回到中轨 |
| 4 |
2022-03-09 |
2022-04-01 |
6.528477955999999 |
6.41 |
¥-1.8万 |
-1.84% |
回到中轨 |
| 5 |
2022-04-27 |
2022-05-11 |
5.807541739999999 |
6.28371 |
¥7.7万 |
+8.17% |
回到中轨 |
| 6 |
2022-07-01 |
2022-07-27 |
6.288165884 |
6.28371 |
¥-1,042 |
-0.10% |
回到中轨 |
| 7 |
2022-08-03 |
2022-10-17 |
6.087905823999999 |
5.4445500000000004 |
¥-10.9万 |
-10.59% |
回到中轨 |
| 8 |
2023-02-09 |
2023-03-01 |
5.847593751999999 |
5.90409 |
¥8,630 |
+0.94% |
回到中轨 |
| 9 |
2023-03-30 |
2023-04-14 |
5.777502730999999 |
5.83416 |
¥8,862 |
+0.95% |
回到中轨 |
| 10 |
2023-06-29 |
2023-07-20 |
5.471641 |
5.58441 |
¥1.9万 |
+2.03% |
回到中轨 |
| 11 |
2023-10-25 |
2023-12-21 |
5.937710778999999 |
5.68431 |
¥-4.1万 |
-4.30% |
回到中轨 |
| 12 |
2024-04-29 |
2024-05-07 |
6.578542970999999 |
6.91308 |
¥4.6万 |
+5.05% |
回到中轨 |
| 13 |
2024-07-29 |
2024-08-19 |
6.568529967999998 |
6.58341 |
¥1,893 |
+0.20% |
回到中轨 |
| 14 |
2025-01-14 |
2025-02-05 |
8.050454411999999 |
8.34165 |
¥3.5万 |
+3.59% |
回到中轨 |
| 15 |
2025-07-23 |
2025-09-03 |
9.642521889000001 |
9.05094 |
¥-6.2万 |
-6.16% |
回到中轨 |
| 16 |
2025-09-19 |
2025-10-15 |
8.420935522999999 |
8.56143 |
¥1.5万 |
+1.64% |
回到中轨 |
| 17 |
2026-01-15 |
2026-02-10 |
8.931598676 |
8.5914 |
¥-3.7万 |
-3.84% |
回到中轨 |
| 18 |
2026-04-24 |
2026-04-27 |
8.891546664 |
9.0909 |
¥2.0万 |
+2.21% |
回到中轨 |
| 19 |
2026-05-07 |
2026-06-03 |
8.711312609999998 |
8.81118 |
¥1.0万 |
+1.12% |
回到中轨 |
| 20 |
2026-06-22 |
2026-07-15 |
8.180623451 |
7.922070000000001 |
¥-3.0万 |
-3.19% |
回到中轨 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-09-28 |
跌破下轨 |
买入 |
7.327319999999999 |
135900.0 |
¥99.6万 |
|
| 2021-11-22 |
回到中轨 |
卖出 |
7.00299 |
135900.0 |
¥95.1万 |
|
| 2021-12-08 |
跌破下轨 |
买入 |
6.806799999999999 |
140000.0 |
¥95.3万 |
|
| 2022-01-05 |
回到中轨 |
卖出 |
6.763229999999999 |
140000.0 |
¥94.7万 |
|
| 2022-01-28 |
跌破下轨 |
买入 |
6.61661 |
143000.0 |
¥94.6万 |
|
| 2022-02-09 |
回到中轨 |
卖出 |
6.80319 |
143000.0 |
¥97.3万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
6.526519999999999 |
149000.0 |
¥97.3万 |
|
| 2022-04-01 |
回到中轨 |
卖出 |
6.41 |
149000.0 |
¥95.5万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
5.805799999999999 |
163000.0 |
¥94.7万 |
|
| 2022-05-11 |
回到中轨 |
卖出 |
6.28371 |
163000.0 |
¥1.02M |
|
| 2022-07-01 |
跌破下轨 |
买入 |
6.28628 |
164300.0 |
¥1.03M |
|
| 2022-07-27 |
回到中轨 |
卖出 |
6.28371 |
164300.0 |
¥1.03M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
6.086079999999999 |
168800.0 |
¥1.03M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
5.4445500000000004 |
168800.0 |
¥91.9万 |
|
| 2023-02-09 |
跌破下轨 |
买入 |
5.845839999999999 |
157700.0 |
¥92.2万 |
|
| 2023-03-01 |
回到中轨 |
卖出 |
5.90409 |
157700.0 |
¥93.1万 |
|
| 2023-03-30 |
跌破下轨 |
买入 |
5.775769999999999 |
161400.0 |
¥93.2万 |
|
| 2023-04-14 |
回到中轨 |
卖出 |
5.83416 |
161400.0 |
¥94.1万 |
|
| 2023-06-29 |
跌破下轨 |
买入 |
5.47 |
171900.0 |
¥94.1万 |
|
| 2023-07-20 |
回到中轨 |
卖出 |
5.58441 |
171900.0 |
¥96.0万 |
|
| 2023-10-25 |
跌破下轨 |
买入 |
5.935929999999999 |
161700.0 |
¥96.0万 |
|
| 2023-12-21 |
回到中轨 |
卖出 |
5.68431 |
161700.0 |
¥91.9万 |
|
| 2024-04-29 |
跌破下轨 |
买入 |
6.576569999999999 |
138600.0 |
¥91.2万 |
|
| 2024-05-07 |
回到中轨 |
卖出 |
6.91308 |
138600.0 |
¥95.8万 |
|
| 2024-07-29 |
跌破下轨 |
买入 |
6.566559999999999 |
146700.0 |
¥96.4万 |
|
| 2024-08-19 |
回到中轨 |
卖出 |
6.58341 |
146700.0 |
¥96.5万 |
|
| 2025-01-14 |
跌破下轨 |
买入 |
8.048039999999999 |
119900.0 |
¥96.5万 |
|
| 2025-02-05 |
回到中轨 |
卖出 |
8.34165 |
119900.0 |
¥100.0万 |
|
| 2025-07-23 |
跌破下轨 |
买入 |
9.63963 |
103600.0 |
¥99.9万 |
|
| 2025-09-03 |
回到中轨 |
卖出 |
9.05094 |
103600.0 |
¥93.7万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
8.41841 |
111400.0 |
¥93.8万 |
|
| 2025-10-15 |
回到中轨 |
卖出 |
8.56143 |
111400.0 |
¥95.3万 |
|
| 2026-01-15 |
跌破下轨 |
买入 |
8.92892 |
106900.0 |
¥95.5万 |
|
| 2026-02-10 |
回到中轨 |
卖出 |
8.5914 |
106900.0 |
¥91.8万 |
|
| 2026-04-24 |
跌破下轨 |
买入 |
8.88888 |
103000.0 |
¥91.6万 |
|
| 2026-04-27 |
回到中轨 |
卖出 |
9.0909 |
103000.0 |
¥93.6万 |
|
| 2026-05-07 |
跌破下轨 |
买入 |
8.708699999999999 |
107000.0 |
¥93.2万 |
|
| 2026-06-03 |
回到中轨 |
卖出 |
8.81118 |
107000.0 |
¥94.3万 |
|
| 2026-06-22 |
跌破下轨 |
买入 |
8.17817 |
115400.0 |
¥94.4万 |
|
| 2026-07-15 |
回到中轨 |
卖出 |
7.922070000000001 |
115400.0 |
¥91.4万 |
|