601857 中国石油 — 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: ¥46.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -53.23%）
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 40 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 |
2015-03-16 |
10.673861198 |
11.06892 |
¥3.6万 |
+3.67% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-07 |
11.214563359999998 |
12.987 |
¥16.3万 |
+15.77% |
回到中轨 |
| 3 |
2015-08-03 |
2015-10-13 |
10.894147263999999 |
8.65134 |
¥-24.2万 |
-20.61% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-24 |
8.460987535 |
8.56143 |
¥1.1万 |
+1.16% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-17 |
8.050454411999999 |
7.2927 |
¥-9.0万 |
-9.44% |
回到中轨 |
| 6 |
2016-05-03 |
2016-06-01 |
7.409622219999999 |
7.35264 |
¥-6,984 |
-0.80% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-17 |
7.3094921899999985 |
7.28271 |
¥-3,441 |
-0.40% |
回到中轨 |
| 8 |
2017-03-06 |
2017-04-06 |
8.060467415 |
7.932060000000001 |
¥-1.4万 |
-1.62% |
回到中轨 |
| 9 |
2017-04-21 |
2017-05-16 |
7.689986303999999 |
7.66233 |
¥-3,316 |
-0.39% |
回到中轨 |
| 10 |
2017-08-14 |
2017-08-28 |
7.950324381999999 |
8.091899999999999 |
¥1.5万 |
+1.75% |
回到中轨 |
| 11 |
2017-12-18 |
2017-12-25 |
7.880233360999999 |
8.07192 |
¥2.1万 |
+2.40% |
回到中轨 |
| 12 |
2018-02-09 |
2018-03-21 |
8.170610448 |
8.10189 |
¥-7,514 |
-0.87% |
回到中轨 |
| 13 |
2018-03-26 |
2018-04-20 |
7.840181348999999 |
7.70229 |
¥-1.6万 |
-1.79% |
回到中轨 |
| 14 |
2018-06-20 |
2018-06-29 |
7.379583210999999 |
7.70229 |
¥3.7万 |
+4.34% |
回到中轨 |
| 15 |
2018-10-19 |
2018-12-14 |
8.150584442 |
7.73226 |
¥-4.5万 |
-5.16% |
回到中轨 |
| 16 |
2018-12-20 |
2019-01-17 |
7.479713240999998 |
7.34265 |
¥-1.6万 |
-1.86% |
回到中轨 |
| 17 |
2019-04-26 |
2019-09-03 |
7.499739246999999 |
6.15384 |
¥-15.0万 |
-17.97% |
回到中轨 |
| 18 |
2019-10-31 |
2019-12-06 |
5.957736784999999 |
5.62437 |
¥-3.8万 |
-5.62% |
回到中轨 |
| 19 |
2020-02-04 |
2020-05-20 |
5.0765925209999985 |
4.45554 |
¥-7.9万 |
-12.26% |
回到中轨 |
| 20 |
2020-05-26 |
2020-06-22 |
4.345643301999999 |
4.2957 |
¥-6,727 |
-1.18% |
回到中轨 |
| 21 |
2020-07-01 |
2020-07-03 |
4.195448257 |
4.32567 |
¥1.7万 |
+3.07% |
回到中轨 |
| 22 |
2020-09-03 |
2020-11-04 |
4.345643301999999 |
4.11588 |
¥-3.1万 |
-5.32% |
回到中轨 |
| 23 |
2020-12-16 |
2020-12-21 |
4.155396245 |
4.255739999999999 |
¥1.3万 |
+2.38% |
回到中轨 |
| 24 |
2021-04-22 |
2021-05-06 |
4.2412719999999995 |
4.275720000000001 |
¥4,414 |
+0.78% |
回到中轨 |
| 25 |
2021-07-13 |
2021-08-26 |
4.936410479 |
4.60539 |
¥-3.8万 |
-6.73% |
回到中轨 |
| 26 |
2021-11-03 |
2021-12-02 |
5.196748557 |
4.82517 |
¥-3.7万 |
-7.18% |
回到中轨 |
| 27 |
2022-03-15 |
2022-03-29 |
5.381614 |
5.47452 |
¥8,223 |
+1.70% |
回到中轨 |
| 28 |
2022-04-22 |
2022-05-06 |
5.096618526999999 |
5.3346599999999995 |
¥2.3万 |
+4.64% |
回到中轨 |
| 29 |
2022-09-21 |
2022-11-14 |
5.146683541999999 |
5.04495 |
¥-1.0万 |
-2.01% |
回到中轨 |
| 30 |
2023-10-12 |
2023-11-28 |
7.6699602979999995 |
7.1128800000000005 |
¥-3.7万 |
-7.29% |
回到中轨 |
| 31 |
2023-12-07 |
2023-12-26 |
6.768790027999999 |
6.91308 |
¥9,927 |
+2.10% |
回到中轨 |
| 32 |
2024-07-23 |
2024-08-19 |
9.592456874 |
8.971020000000001 |
¥-3.1万 |
-6.51% |
回到中轨 |
| 33 |
2024-09-05 |
2024-09-25 |
8.220675463 |
8.50149 |
¥1.5万 |
+3.38% |
回到中轨 |
| 34 |
2024-11-13 |
2024-12-04 |
8.000389397 |
8.1 |
¥5,695 |
+1.21% |
回到中轨 |
| 35 |
2025-01-21 |
2025-03-17 |
8.541091558999998 |
7.87212 |
¥-3.7万 |
-7.86% |
回到中轨 |
| 36 |
2025-09-18 |
2025-10-17 |
8.442532 |
8.40159 |
¥-2,247 |
-0.51% |
回到中轨 |
| 37 |
2026-04-20 |
2026-04-28 |
11.494927444 |
11.90808 |
¥1.5万 |
+3.56% |
回到中轨 |
| 38 |
2026-06-18 |
2026-07-10 |
9.802729936999997 |
9.28071 |
¥-2.4万 |
-5.35% |
回到中轨 |
| 39 |
2026-09-17 |
2026-09-29 |
10.713913209999998 |
11.16882 |
¥1.8万 |
+4.21% |
回到中轨 |
| 40 |
2026-11-11 |
2026-11-13 |
11.81534354 |
12.39 |
¥2.1万 |
+4.83% |
强平 |
逐笔成交记录（共 80 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 |
10.67066 |
93000.0 |
¥99.3万 |
|
| 2015-03-16 |
回到中轨 |
卖出 |
11.06892 |
93000.0 |
¥1.03M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
11.211199999999998 |
92400.0 |
¥1.04M |
|
| 2015-07-07 |
回到中轨 |
卖出 |
12.987 |
92400.0 |
¥1.20M |
|
| 2015-08-03 |
跌破下轨 |
买入 |
10.89088 |
107800.0 |
¥1.17M |
|
| 2015-10-13 |
回到中轨 |
卖出 |
8.65134 |
107800.0 |
¥93.2万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
8.45845 |
112800.0 |
¥95.4万 |
|
| 2015-12-24 |
回到中轨 |
卖出 |
8.56143 |
112800.0 |
¥96.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.048039999999999 |
118700.0 |
¥95.6万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
7.2927 |
118700.0 |
¥86.5万 |
|
| 2016-05-03 |
跌破下轨 |
买入 |
7.4074 |
118000.0 |
¥87.4万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
7.35264 |
118000.0 |
¥86.7万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
7.307299999999999 |
118800.0 |
¥86.8万 |
|
| 2016-10-17 |
回到中轨 |
卖出 |
7.28271 |
118800.0 |
¥86.5万 |
|
| 2017-03-06 |
跌破下轨 |
买入 |
8.05805 |
107600.0 |
¥86.7万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
7.932060000000001 |
107600.0 |
¥85.3万 |
|
| 2017-04-21 |
跌破下轨 |
买入 |
7.6876799999999985 |
110700.0 |
¥85.1万 |
|
| 2017-05-16 |
回到中轨 |
卖出 |
7.66233 |
110700.0 |
¥84.8万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
7.947939999999999 |
106400.0 |
¥84.6万 |
|
| 2017-08-28 |
回到中轨 |
卖出 |
8.091899999999999 |
106400.0 |
¥86.1万 |
|
| 2017-12-18 |
跌破下轨 |
买入 |
7.877869999999999 |
109600.0 |
¥86.4万 |
|
| 2017-12-25 |
回到中轨 |
卖出 |
8.07192 |
109600.0 |
¥88.4万 |
|
| 2018-02-09 |
跌破下轨 |
买入 |
8.168159999999999 |
105600.0 |
¥86.3万 |
|
| 2018-03-21 |
回到中轨 |
卖出 |
8.10189 |
105600.0 |
¥85.5万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
7.837829999999999 |
111800.0 |
¥87.7万 |
|
| 2018-04-20 |
回到中轨 |
卖出 |
7.70229 |
111800.0 |
¥86.1万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
7.377369999999999 |
116100.0 |
¥85.7万 |
|
| 2018-06-29 |
回到中轨 |
卖出 |
7.70229 |
116100.0 |
¥89.4万 |
|
| 2018-10-19 |
跌破下轨 |
买入 |
8.14814 |
107200.0 |
¥87.4万 |
|
| 2018-12-14 |
回到中轨 |
卖出 |
7.73226 |
107200.0 |
¥82.9万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
7.4774699999999985 |
114100.0 |
¥85.3万 |
|
| 2019-01-17 |
回到中轨 |
卖出 |
7.34265 |
114100.0 |
¥83.8万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
7.497489999999999 |
111400.0 |
¥83.5万 |
|
| 2019-09-03 |
回到中轨 |
卖出 |
6.15384 |
111400.0 |
¥68.5万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
5.95595 |
114800.0 |
¥68.4万 |
|
| 2019-12-06 |
回到中轨 |
卖出 |
5.62437 |
114800.0 |
¥64.5万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
5.075069999999999 |
126400.0 |
¥64.2万 |
|
| 2020-05-20 |
回到中轨 |
卖出 |
4.45554 |
126400.0 |
¥56.3万 |
|
| 2020-05-26 |
跌破下轨 |
买入 |
4.344339999999999 |
131300.0 |
¥57.1万 |
|
| 2020-06-22 |
回到中轨 |
卖出 |
4.2957 |
131300.0 |
¥56.4万 |
|
| 2020-07-01 |
跌破下轨 |
买入 |
4.19419 |
134400.0 |
¥56.4万 |
|
| 2020-07-03 |
回到中轨 |
卖出 |
4.32567 |
134400.0 |
¥58.1万 |
|
| 2020-09-03 |
跌破下轨 |
买入 |
4.344339999999999 |
133500.0 |
¥58.0万 |
|
| 2020-11-04 |
回到中轨 |
卖出 |
4.11588 |
133500.0 |
¥54.9万 |
|
| 2020-12-16 |
跌破下轨 |
买入 |
4.15415 |
132500.0 |
¥55.1万 |
|
| 2020-12-21 |
回到中轨 |
卖出 |
4.255739999999999 |
132500.0 |
¥56.4万 |
|
| 2021-04-22 |
跌破下轨 |
买入 |
4.24 |
133100.0 |
¥56.5万 |
|
| 2021-05-06 |
回到中轨 |
卖出 |
4.275720000000001 |
133100.0 |
¥56.9万 |
|
| 2021-07-13 |
跌破下轨 |
买入 |
4.93493 |
115100.0 |
¥56.8万 |
|
| 2021-08-26 |
回到中轨 |
卖出 |
4.60539 |
115100.0 |
¥53.0万 |
|
| 2021-11-03 |
跌破下轨 |
买入 |
5.19519 |
100400.0 |
¥52.2万 |
|
| 2021-12-02 |
回到中轨 |
卖出 |
4.82517 |
100400.0 |
¥48.4万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
5.38 |
90100.0 |
¥48.5万 |
|
| 2022-03-29 |
回到中轨 |
卖出 |
5.47452 |
90100.0 |
¥49.3万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
5.095089999999999 |
96900.0 |
¥49.4万 |
|
| 2022-05-06 |
回到中轨 |
卖出 |
5.3346599999999995 |
96900.0 |
¥51.7万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
5.145139999999999 |
101300.0 |
¥52.1万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
5.04495 |
101300.0 |
¥51.1万 |
|
| 2023-10-12 |
跌破下轨 |
买入 |
7.66766 |
66900.0 |
¥51.3万 |
|
| 2023-11-28 |
回到中轨 |
卖出 |
7.1128800000000005 |
66900.0 |
¥47.6万 |
|
| 2023-12-07 |
跌破下轨 |
买入 |
6.766759999999999 |
69800.0 |
¥47.2万 |
|
| 2023-12-26 |
回到中轨 |
卖出 |
6.91308 |
69800.0 |
¥48.2万 |
|
| 2024-07-23 |
跌破下轨 |
买入 |
9.58958 |
50300.0 |
¥48.3万 |
|
| 2024-08-19 |
回到中轨 |
卖出 |
8.971020000000001 |
50300.0 |
¥45.1万 |
|
| 2024-09-05 |
跌破下轨 |
买入 |
8.21821 |
55000.0 |
¥45.2万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
8.50149 |
55000.0 |
¥46.7万 |
|
| 2024-11-13 |
跌破下轨 |
买入 |
7.99799 |
58600.0 |
¥46.9万 |
|
| 2024-12-04 |
回到中轨 |
卖出 |
8.1 |
58600.0 |
¥47.5万 |
|
| 2025-01-21 |
跌破下轨 |
买入 |
8.538529999999998 |
55400.0 |
¥47.3万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
7.87212 |
55400.0 |
¥43.6万 |
|
| 2025-09-18 |
跌破下轨 |
买入 |
8.44 |
51700.0 |
¥43.6万 |
|
| 2025-10-17 |
回到中轨 |
卖出 |
8.40159 |
51700.0 |
¥43.4万 |
|
| 2026-04-20 |
跌破下轨 |
买入 |
11.49148 |
37700.0 |
¥43.3万 |
|
| 2026-04-28 |
回到中轨 |
卖出 |
11.90808 |
37700.0 |
¥44.9万 |
|
| 2026-06-18 |
跌破下轨 |
买入 |
9.799789999999998 |
46100.0 |
¥45.2万 |
|
| 2026-07-10 |
回到中轨 |
卖出 |
9.28071 |
46100.0 |
¥42.8万 |
|
| 2026-09-17 |
跌破下轨 |
买入 |
10.710699999999997 |
39400.0 |
¥42.2万 |
|
| 2026-09-29 |
回到中轨 |
卖出 |
11.16882 |
39400.0 |
¥44.0万 |
|
| 2026-11-11 |
跌破下轨 |
买入 |
11.8118 |
37600.0 |
¥44.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
12.39 |
37600 |
¥46.6万 |
回测结束强平 |