601838 成都银行 — 布林下轨抄底 回测明细
数据区间: 2018-01-31 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥89.3万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -10.72%）
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 27 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 |
2018-03-19 |
2018-04-13 |
11.825356542999998 |
11.548440000000001 |
¥-2.4万 |
-2.37% |
回到中轨 |
| 2 |
2018-06-11 |
2018-07-23 |
10.193237053999997 |
9.24075 |
¥-9.0万 |
-9.37% |
回到中轨 |
| 3 |
2018-10-12 |
2018-10-26 |
8.220675463 |
8.77122 |
¥5.8万 |
+6.67% |
回到中轨 |
| 4 |
2018-12-28 |
2019-01-07 |
8.020415403 |
8.23176 |
¥2.5万 |
+2.60% |
回到中轨 |
| 5 |
2019-02-01 |
2019-02-14 |
7.689986303999999 |
7.992 |
¥3.8万 |
+3.90% |
回到中轨 |
| 6 |
2019-05-09 |
2019-06-11 |
8.771390627999999 |
8.57142 |
¥-2.3万 |
-2.31% |
回到中轨 |
| 7 |
2019-07-11 |
2019-08-26 |
8.561117565 |
8.04195 |
¥-6.0万 |
-6.09% |
回到中轨 |
| 8 |
2020-02-03 |
2020-02-21 |
7.9002593669999985 |
8.46153 |
¥5.9万 |
+7.07% |
回到中轨 |
| 9 |
2020-03-10 |
2020-04-29 |
8.040441409 |
7.61238 |
¥-5.2万 |
-5.35% |
回到中轨 |
| 10 |
2021-01-05 |
2021-01-20 |
9.802940000000001 |
10.4895 |
¥6.5万 |
+6.97% |
回到中轨 |
| 11 |
2021-06-29 |
2021-07-07 |
12.676461797999998 |
13.35663 |
¥5.3万 |
+5.33% |
回到中轨 |
| 12 |
2021-07-13 |
2021-08-12 |
12.165798644999999 |
11.32866 |
¥-7.2万 |
-6.91% |
回到中轨 |
| 13 |
2021-11-05 |
2021-12-08 |
12.135759635999998 |
11.77821 |
¥-2.9万 |
-2.98% |
回到中轨 |
| 14 |
2022-03-15 |
2022-03-21 |
13.417424019999999 |
14.645340000000001 |
¥8.4万 |
+9.12% |
回到中轨 |
| 15 |
2022-07-14 |
2022-08-29 |
15.930687772999997 |
14.5854 |
¥-8.6万 |
-8.47% |
回到中轨 |
| 16 |
2022-10-17 |
2022-11-15 |
15.670349694999999 |
14.6853 |
¥-5.9万 |
-6.31% |
回到中轨 |
| 17 |
2022-12-21 |
2022-12-28 |
14.208451256999998 |
14.745239999999999 |
¥3.3万 |
+3.75% |
回到中轨 |
| 18 |
2023-02-17 |
2023-02-21 |
13.527567052999999 |
14.455530000000001 |
¥6.2万 |
+6.83% |
回到中轨 |
| 19 |
2023-05-25 |
2023-06-09 |
12.546292758999996 |
13.00698 |
¥3.5万 |
+3.64% |
回到中轨 |
| 20 |
2023-10-20 |
2023-12-28 |
13.127046932999999 |
11.04894 |
¥-16.0万 |
-15.86% |
回到中轨 |
| 21 |
2024-06-12 |
2024-07-01 |
15.149673539000002 |
15.2 |
¥2,581 |
+0.30% |
回到中轨 |
| 22 |
2024-07-08 |
2024-08-19 |
14.258516272 |
14.57 |
¥1.8万 |
+2.15% |
回到中轨 |
| 23 |
2025-02-26 |
2025-03-06 |
15.830557742999998 |
16.533450000000002 |
¥3.9万 |
+4.41% |
回到中轨 |
| 24 |
2025-07-23 |
2025-08-29 |
19.685563897999998 |
18.53145 |
¥-5.4万 |
-5.89% |
回到中轨 |
| 25 |
2025-09-19 |
2025-10-14 |
17.452664228999996 |
17.7822 |
¥1.6万 |
+1.86% |
回到中轨 |
| 26 |
2025-12-12 |
2026-01-30 |
16.481402938000002 |
16.17381 |
¥-1.7万 |
-1.90% |
回到中轨 |
| 27 |
2026-10-26 |
2026-10-28 |
18.323795489999995 |
19.00098 |
¥3.1万 |
+3.66% |
回到中轨 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-03-19 |
跌破下轨 |
买入 |
11.82181 |
84000.0 |
¥99.3万 |
|
| 2018-04-13 |
回到中轨 |
卖出 |
11.548440000000001 |
84000.0 |
¥97.0万 |
|
| 2018-06-11 |
跌破下轨 |
买入 |
10.190179999999998 |
94300.0 |
¥96.1万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
9.24075 |
94300.0 |
¥87.1万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
8.21821 |
106100.0 |
¥87.2万 |
|
| 2018-10-26 |
回到中轨 |
卖出 |
8.77122 |
106100.0 |
¥93.0万 |
|
| 2018-12-28 |
跌破下轨 |
买入 |
8.018009999999999 |
117500.0 |
¥94.2万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
8.23176 |
117500.0 |
¥96.7万 |
|
| 2019-02-01 |
跌破下轨 |
买入 |
7.6876799999999985 |
125500.0 |
¥96.5万 |
|
| 2019-02-14 |
回到中轨 |
卖出 |
7.992 |
125500.0 |
¥1.00M |
|
| 2019-05-09 |
跌破下轨 |
买入 |
8.768759999999999 |
113700.0 |
¥99.7万 |
|
| 2019-06-11 |
回到中轨 |
卖出 |
8.57142 |
113700.0 |
¥97.4万 |
|
| 2019-07-11 |
跌破下轨 |
买入 |
8.55855 |
114700.0 |
¥98.2万 |
|
| 2019-08-26 |
回到中轨 |
卖出 |
8.04195 |
114700.0 |
¥92.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
7.8978899999999985 |
106000.0 |
¥83.7万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
8.46153 |
106000.0 |
¥89.7万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
8.03803 |
120900.0 |
¥97.2万 |
|
| 2020-04-29 |
回到中轨 |
卖出 |
7.61238 |
120900.0 |
¥92.0万 |
|
| 2021-01-05 |
跌破下轨 |
买入 |
9.8 |
94500.0 |
¥92.6万 |
|
| 2021-01-20 |
回到中轨 |
卖出 |
10.4895 |
94500.0 |
¥99.1万 |
|
| 2021-06-29 |
跌破下轨 |
买入 |
12.672659999999999 |
78400.0 |
¥99.4万 |
|
| 2021-07-07 |
回到中轨 |
卖出 |
13.35663 |
78400.0 |
¥1.05M |
|
| 2021-07-13 |
跌破下轨 |
买入 |
12.162149999999999 |
85900.0 |
¥1.05M |
|
| 2021-08-12 |
回到中轨 |
卖出 |
11.32866 |
85900.0 |
¥97.3万 |
|
| 2021-11-05 |
跌破下轨 |
买入 |
12.132119999999999 |
79800.0 |
¥96.8万 |
|
| 2021-12-08 |
回到中轨 |
卖出 |
11.77821 |
79800.0 |
¥94.0万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
13.4134 |
68600.0 |
¥92.0万 |
|
| 2022-03-21 |
回到中轨 |
卖出 |
14.645340000000001 |
68600.0 |
¥1.00M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
15.925909999999998 |
64000.0 |
¥1.02M |
|
| 2022-08-29 |
回到中轨 |
卖出 |
14.5854 |
64000.0 |
¥93.3万 |
|
| 2022-10-17 |
跌破下轨 |
买入 |
15.66565 |
60100.0 |
¥94.2万 |
|
| 2022-11-15 |
回到中轨 |
卖出 |
14.6853 |
60100.0 |
¥88.2万 |
|
| 2022-12-21 |
跌破下轨 |
买入 |
14.204189999999999 |
62300.0 |
¥88.5万 |
|
| 2022-12-28 |
回到中轨 |
卖出 |
14.745239999999999 |
62300.0 |
¥91.8万 |
|
| 2023-02-17 |
跌破下轨 |
买入 |
13.523509999999998 |
67400.0 |
¥91.2万 |
|
| 2023-02-21 |
回到中轨 |
卖出 |
14.455530000000001 |
67400.0 |
¥97.4万 |
|
| 2023-05-25 |
跌破下轨 |
买入 |
12.542529999999998 |
77700.0 |
¥97.5万 |
|
| 2023-06-09 |
回到中轨 |
卖出 |
13.00698 |
77700.0 |
¥1.01M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
13.123109999999999 |
77000.0 |
¥1.01M |
|
| 2023-12-28 |
回到中轨 |
卖出 |
11.04894 |
77000.0 |
¥85.1万 |
|
| 2024-06-12 |
跌破下轨 |
买入 |
15.145130000000002 |
56400.0 |
¥85.4万 |
|
| 2024-07-01 |
回到中轨 |
卖出 |
15.2 |
56400.0 |
¥85.7万 |
|
| 2024-07-08 |
跌破下轨 |
买入 |
14.254239999999998 |
60100.0 |
¥85.7万 |
|
| 2024-08-19 |
回到中轨 |
卖出 |
14.57 |
60100.0 |
¥87.5万 |
|
| 2025-02-26 |
跌破下轨 |
买入 |
15.825809999999999 |
55200.0 |
¥87.4万 |
|
| 2025-03-06 |
回到中轨 |
卖出 |
16.533450000000002 |
55200.0 |
¥91.2万 |
|
| 2025-07-23 |
跌破下轨 |
买入 |
19.67966 |
46400.0 |
¥91.3万 |
|
| 2025-08-29 |
回到中轨 |
卖出 |
18.53145 |
46400.0 |
¥86.0万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
17.447429999999997 |
49200.0 |
¥85.9万 |
|
| 2025-10-14 |
回到中轨 |
卖出 |
17.7822 |
49200.0 |
¥87.5万 |
|
| 2025-12-12 |
跌破下轨 |
买入 |
16.47646 |
53200.0 |
¥87.7万 |
|
| 2026-01-30 |
回到中轨 |
卖出 |
16.17381 |
53200.0 |
¥86.0万 |
|
| 2026-10-26 |
跌破下轨 |
买入 |
18.318299999999997 |
46800.0 |
¥85.8万 |
|
| 2026-10-28 |
回到中轨 |
卖出 |
19.00098 |
46800.0 |
¥88.9万 |
|