601868 中国能建 — 布林下轨抄底 回测明细
数据区间: 2021-09-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥90.7万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -9.29%）
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 17 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 |
2022-03-14 |
2022-04-06 |
2.513263752999999 |
2.45754 |
¥-2.2万 |
-2.25% |
回到中轨 |
| 2 |
2022-04-22 |
2022-05-05 |
2.323016696 |
2.41758 |
¥3.9万 |
+4.04% |
回到中轨 |
| 3 |
2022-07-26 |
2022-08-18 |
2.3029906899999997 |
2.26773 |
¥-1.6万 |
-1.56% |
回到中轨 |
| 4 |
2022-12-20 |
2023-01-10 |
2.292977687 |
2.3176799999999997 |
¥1.0万 |
+1.05% |
回到中轨 |
| 5 |
2023-05-16 |
2023-07-04 |
2.563328768 |
2.35764 |
¥-8.1万 |
-8.05% |
回到中轨 |
| 6 |
2023-08-25 |
2023-11-15 |
2.272951681 |
2.1978 |
¥-3.1万 |
-3.34% |
回到中轨 |
| 7 |
2023-11-28 |
2024-01-25 |
2.152795645 |
2.08791 |
¥-2.7万 |
-3.04% |
回到中轨 |
| 8 |
2024-03-25 |
2024-04-02 |
2.1227566359999996 |
2.17782 |
¥2.2万 |
+2.56% |
回到中轨 |
| 9 |
2024-06-04 |
2024-07-02 |
2.162808648 |
2.14785 |
¥-6,439 |
-0.72% |
回到中轨 |
| 10 |
2024-08-26 |
2024-09-25 |
2.1928476569999997 |
2.11 |
¥-3.4万 |
-3.81% |
回到中轨 |
| 11 |
2025-01-03 |
2025-01-20 |
2.222886666 |
2.2577399999999996 |
¥1.3万 |
+1.54% |
回到中轨 |
| 12 |
2025-04-01 |
2025-04-10 |
2.272951681 |
2.30769 |
¥1.3万 |
+1.50% |
回到中轨 |
| 13 |
2025-06-20 |
2025-06-25 |
2.212873663 |
2.22777 |
¥5,649 |
+0.64% |
回到中轨 |
| 14 |
2025-09-04 |
2025-09-17 |
2.393107717 |
2.45754 |
¥2.3万 |
+2.66% |
回到中轨 |
| 15 |
2026-07-09 |
2026-07-24 |
2.5032507499999994 |
2.5974 |
¥3.4万 |
+3.73% |
回到中轨 |
| 16 |
2026-08-20 |
2026-09-10 |
2.5032507499999994 |
2.5074899999999998 |
¥1,311 |
+0.14% |
回到中轨 |
| 17 |
2026-09-16 |
2026-11-05 |
2.4231467259999997 |
2.32767 |
¥-3.7万 |
-3.97% |
回到中轨 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-03-14 |
跌破下轨 |
买入 |
2.5125099999999994 |
390800.0 |
¥98.2万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
2.45754 |
390800.0 |
¥96.0万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
2.3223199999999995 |
416500.0 |
¥96.8万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
2.41758 |
416500.0 |
¥1.01M |
|
| 2022-07-26 |
跌破下轨 |
买入 |
2.3022999999999993 |
440700.0 |
¥1.01M |
|
| 2022-08-18 |
回到中轨 |
卖出 |
2.26773 |
440700.0 |
¥99.9万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
2.29229 |
433800.0 |
¥99.5万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
2.3176799999999997 |
433800.0 |
¥1.01M |
|
| 2023-05-16 |
跌破下轨 |
买入 |
2.56256 |
393800.0 |
¥1.01M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
2.35764 |
393800.0 |
¥92.8万 |
|
| 2023-08-25 |
跌破下轨 |
买入 |
2.27227 |
406600.0 |
¥92.4万 |
|
| 2023-11-15 |
回到中轨 |
卖出 |
2.1978 |
406600.0 |
¥89.3万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
2.15215 |
416900.0 |
¥89.8万 |
|
| 2024-01-25 |
回到中轨 |
卖出 |
2.08791 |
416900.0 |
¥87.0万 |
|
| 2024-03-25 |
跌破下轨 |
买入 |
2.12212 |
410000.0 |
¥87.0万 |
|
| 2024-04-02 |
回到中轨 |
卖出 |
2.17782 |
410000.0 |
¥89.3万 |
|
| 2024-06-04 |
跌破下轨 |
买入 |
2.16216 |
412700.0 |
¥89.3万 |
|
| 2024-07-02 |
回到中轨 |
卖出 |
2.14785 |
412700.0 |
¥88.6万 |
|
| 2024-08-26 |
跌破下轨 |
买入 |
2.1921899999999996 |
404100.0 |
¥88.6万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
2.11 |
404100.0 |
¥85.2万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
2.22222 |
383500.0 |
¥85.2万 |
|
| 2025-01-20 |
回到中轨 |
卖出 |
2.2577399999999996 |
383500.0 |
¥86.6万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
2.27227 |
380800.0 |
¥86.6万 |
|
| 2025-04-10 |
回到中轨 |
卖出 |
2.30769 |
380800.0 |
¥87.9万 |
|
| 2025-06-20 |
跌破下轨 |
买入 |
2.21221 |
397000.0 |
¥87.9万 |
|
| 2025-06-25 |
回到中轨 |
卖出 |
2.22777 |
397000.0 |
¥88.4万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
2.39239 |
367900.0 |
¥88.0万 |
|
| 2025-09-17 |
回到中轨 |
卖出 |
2.45754 |
367900.0 |
¥90.4万 |
|
| 2026-07-09 |
跌破下轨 |
买入 |
2.5024999999999995 |
361100.0 |
¥90.4万 |
|
| 2026-07-24 |
回到中轨 |
卖出 |
2.5974 |
361100.0 |
¥93.8万 |
|
| 2026-08-20 |
跌破下轨 |
买入 |
2.5024999999999995 |
376000.0 |
¥94.1万 |
|
| 2026-09-10 |
回到中轨 |
卖出 |
2.5074899999999998 |
376000.0 |
¥94.3万 |
|
| 2026-09-16 |
跌破下轨 |
买入 |
2.42242 |
389000.0 |
¥94.3万 |
|
| 2026-11-05 |
回到中轨 |
卖出 |
2.32767 |
389000.0 |
¥90.5万 |
|