601872 招商轮船 — 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: ¥1.21M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +21.00%）
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 37 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 |
2015-02-10 |
2015-02-27 |
5.166709547999999 |
5.84415 |
¥13.0万 |
+13.08% |
回到中轨 |
| 2 |
2015-07-07 |
2015-07-24 |
7.592277 |
9.06093 |
¥19.6万 |
+19.31% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-23 |
7.169310147999999 |
7.402589999999999 |
¥4.3万 |
+3.22% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-17 |
6.20806186 |
4.985010000000001 |
¥-26.0万 |
-19.73% |
回到中轨 |
| 5 |
2016-05-10 |
2016-06-03 |
4.806241439999999 |
4.86513 |
¥1.3万 |
+1.19% |
回到中轨 |
| 6 |
2016-06-14 |
2016-06-20 |
4.686085403999999 |
4.82517 |
¥3.3万 |
+2.94% |
回到中轨 |
| 7 |
2016-06-27 |
2016-07-05 |
4.565929367999999 |
5.2347600000000005 |
¥16.7万 |
+14.61% |
回到中轨 |
| 8 |
2016-12-13 |
2017-01-10 |
5.2067615599999995 |
5.06493 |
¥-3.6万 |
-2.75% |
回到中轨 |
| 9 |
2017-11-16 |
2018-01-03 |
4.716124412999998 |
4.45554 |
¥-7.1万 |
-5.55% |
回到中轨 |
| 10 |
2018-02-01 |
2018-03-02 |
4.30559129 |
4.065930000000001 |
¥-6.7万 |
-5.59% |
回到中轨 |
| 11 |
2018-03-26 |
2018-04-11 |
3.5846550739999996 |
3.78621 |
¥6.2万 |
+5.59% |
回到中轨 |
| 12 |
2018-06-11 |
2018-07-25 |
3.70481111 |
3.51648 |
¥-6.2万 |
-5.11% |
回到中轨 |
| 13 |
2019-05-08 |
2019-06-12 |
4.225487265999999 |
4.0 |
¥-6.1万 |
-5.36% |
回到中轨 |
| 14 |
2019-08-05 |
2019-08-15 |
4.005201199999999 |
4.095899999999999 |
¥2.4万 |
+2.23% |
回到中轨 |
| 15 |
2020-02-03 |
2020-03-05 |
5.681704 |
5.564430000000001 |
¥-2.1万 |
-2.09% |
回到中轨 |
| 16 |
2020-11-03 |
2020-11-10 |
5.547203661999999 |
6.293699999999999 |
¥14.6万 |
+13.42% |
回到中轨 |
| 17 |
2021-01-29 |
2021-02-23 |
5.306891589999998 |
5.4445500000000004 |
¥3.1万 |
+2.56% |
回到中轨 |
| 18 |
2021-06-08 |
2021-06-18 |
5.136670538999999 |
5.46453 |
¥8.0万 |
+6.35% |
回到中轨 |
| 19 |
2021-06-28 |
2021-08-13 |
4.6260073859999995 |
3.9860100000000003 |
¥-18.6万 |
-13.86% |
回到中轨 |
| 20 |
2021-10-14 |
2021-11-22 |
4.6313889999999995 |
4.305689999999999 |
¥-8.1万 |
-7.06% |
回到中轨 |
| 21 |
2021-12-15 |
2022-01-10 |
4.125357235999999 |
4.13586 |
¥2,419 |
+0.22% |
回到中轨 |
| 22 |
2022-01-17 |
2022-02-08 |
4.031209 |
4.07 |
¥1.0万 |
+0.93% |
回到中轨 |
| 23 |
2022-03-18 |
2022-03-29 |
3.8950581669999997 |
4.275720000000001 |
¥10.6万 |
+9.74% |
回到中轨 |
| 24 |
2022-12-01 |
2023-01-12 |
6.438360928999998 |
5.86413 |
¥-10.5万 |
-8.95% |
回到中轨 |
| 25 |
2023-04-04 |
2023-04-14 |
6.398308917 |
6.95 |
¥9.3万 |
+8.59% |
回到中轨 |
| 26 |
2023-05-08 |
2023-06-05 |
6.127957835999999 |
5.97402 |
¥-3.0万 |
-2.54% |
回到中轨 |
| 27 |
2023-08-17 |
2023-09-05 |
6.087905824 |
6.283709999999999 |
¥3.7万 |
+3.19% |
回到中轨 |
| 28 |
2023-09-08 |
2023-09-19 |
5.837580749 |
6.05 |
¥4.3万 |
+3.61% |
回到中轨 |
| 29 |
2023-11-21 |
2023-12-19 |
5.987775794 |
5.9840100000000005 |
¥-1,144 |
-0.09% |
回到中轨 |
| 30 |
2024-06-17 |
2024-07-02 |
8.410922520000002 |
8.77122 |
¥5.2万 |
+4.25% |
回到中轨 |
| 31 |
2024-07-15 |
2024-08-19 |
7.950324382 |
8.00199 |
¥7,892 |
+0.62% |
回到中轨 |
| 32 |
2024-09-06 |
2024-09-27 |
6.888946063999999 |
7.042949999999999 |
¥2.8万 |
+2.20% |
回到中轨 |
| 33 |
2024-11-25 |
2024-12-19 |
6.478412941 |
6.37362 |
¥-2.2万 |
-1.65% |
回到中轨 |
| 34 |
2025-02-19 |
2025-03-18 |
6.6185949829999995 |
6.373619999999999 |
¥-4.8万 |
-3.73% |
回到中轨 |
| 35 |
2025-04-08 |
2025-04-29 |
5.797528736999999 |
6.063930000000001 |
¥5.7万 |
+4.56% |
回到中轨 |
| 36 |
2026-05-28 |
2026-06-16 |
16.211051856999998 |
17.75223 |
¥12.3万 |
+9.47% |
回到中轨 |
| 37 |
2026-10-19 |
2026-11-13 |
18.203639453999997 |
15.35 |
¥-22.4万 |
-15.70% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
跌破下轨 |
买入 |
5.165159999999999 |
192000.0 |
¥99.2万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
5.84415 |
192000.0 |
¥1.12M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
7.59 |
133500.0 |
¥1.01M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
9.06093 |
133500.0 |
¥1.21M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
7.167159999999999 |
184700.0 |
¥1.32M |
|
| 2015-12-23 |
回到中轨 |
卖出 |
7.402589999999999 |
184700.0 |
¥1.37M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
6.2062 |
212700.0 |
¥1.32M |
|
| 2016-02-17 |
回到中轨 |
卖出 |
4.985010000000001 |
212700.0 |
¥1.06M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
4.804799999999999 |
230000.0 |
¥1.11M |
|
| 2016-06-03 |
回到中轨 |
卖出 |
4.86513 |
230000.0 |
¥1.12M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
4.684679999999999 |
238700.0 |
¥1.12M |
|
| 2016-06-20 |
回到中轨 |
卖出 |
4.82517 |
238700.0 |
¥1.15M |
|
| 2016-06-27 |
跌破下轨 |
买入 |
4.564559999999999 |
251000.0 |
¥1.15M |
|
| 2016-07-05 |
回到中轨 |
卖出 |
5.2347600000000005 |
251000.0 |
¥1.31M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
5.2052 |
251700.0 |
¥1.31M |
|
| 2017-01-10 |
回到中轨 |
卖出 |
5.06493 |
251700.0 |
¥1.27M |
|
| 2017-11-16 |
跌破下轨 |
买入 |
4.714709999999999 |
271900.0 |
¥1.28M |
|
| 2018-01-03 |
回到中轨 |
卖出 |
4.45554 |
271900.0 |
¥1.21M |
|
| 2018-02-01 |
跌破下轨 |
买入 |
4.3043 |
279400.0 |
¥1.20M |
|
| 2018-03-02 |
回到中轨 |
卖出 |
4.065930000000001 |
279400.0 |
¥1.14M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
3.5835799999999995 |
309700.0 |
¥1.11M |
|
| 2018-04-11 |
回到中轨 |
卖出 |
3.78621 |
309700.0 |
¥1.17M |
|
| 2018-06-11 |
跌破下轨 |
买入 |
3.7037000000000004 |
325500.0 |
¥1.21M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
3.51648 |
325500.0 |
¥1.14M |
|
| 2019-05-08 |
跌破下轨 |
买入 |
4.224219999999999 |
267700.0 |
¥1.13M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
4.0 |
267700.0 |
¥1.07M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
4.004 |
270000.0 |
¥1.08M |
|
| 2019-08-15 |
回到中轨 |
卖出 |
4.095899999999999 |
270000.0 |
¥1.11M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
5.68 |
175400.0 |
¥99.7万 |
|
| 2020-03-05 |
回到中轨 |
卖出 |
5.564430000000001 |
175400.0 |
¥97.6万 |
|
| 2020-11-03 |
跌破下轨 |
买入 |
5.545539999999999 |
196300.0 |
¥1.09M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
6.293699999999999 |
196300.0 |
¥1.24M |
|
| 2021-01-29 |
跌破下轨 |
买入 |
5.305299999999999 |
229300.0 |
¥1.22M |
|
| 2021-02-23 |
回到中轨 |
卖出 |
5.4445500000000004 |
229300.0 |
¥1.25M |
|
| 2021-06-08 |
跌破下轨 |
买入 |
5.135129999999999 |
246600.0 |
¥1.27M |
|
| 2021-06-18 |
回到中轨 |
卖出 |
5.46453 |
246600.0 |
¥1.35M |
|
| 2021-06-28 |
跌破下轨 |
买入 |
4.624619999999999 |
290000.0 |
¥1.34M |
|
| 2021-08-13 |
回到中轨 |
卖出 |
3.9860100000000003 |
290000.0 |
¥1.16M |
|
| 2021-10-14 |
跌破下轨 |
买入 |
4.63 |
248900.0 |
¥1.15M |
|
| 2021-11-22 |
回到中轨 |
卖出 |
4.305689999999999 |
248900.0 |
¥1.07M |
|
| 2021-12-15 |
跌破下轨 |
买入 |
4.12412 |
261200.0 |
¥1.08M |
|
| 2022-01-10 |
回到中轨 |
卖出 |
4.13586 |
261200.0 |
¥1.08M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
4.03 |
267700.0 |
¥1.08M |
|
| 2022-02-08 |
回到中轨 |
卖出 |
4.07 |
267700.0 |
¥1.09M |
|
| 2022-03-18 |
跌破下轨 |
买入 |
3.89389 |
279900.0 |
¥1.09M |
|
| 2022-03-29 |
回到中轨 |
卖出 |
4.275720000000001 |
279900.0 |
¥1.20M |
|
| 2022-12-01 |
跌破下轨 |
买入 |
6.436429999999999 |
181800.0 |
¥1.17M |
|
| 2023-01-12 |
回到中轨 |
卖出 |
5.86413 |
181800.0 |
¥1.07M |
|
| 2023-04-04 |
跌破下轨 |
买入 |
6.396389999999999 |
169000.0 |
¥1.08M |
|
| 2023-04-14 |
回到中轨 |
卖出 |
6.95 |
169000.0 |
¥1.17M |
|
| 2023-05-08 |
跌破下轨 |
买入 |
6.126119999999999 |
193300.0 |
¥1.18M |
|
| 2023-06-05 |
回到中轨 |
卖出 |
5.97402 |
193300.0 |
¥1.15M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
6.086079999999999 |
188400.0 |
¥1.15M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
6.283709999999999 |
188400.0 |
¥1.18M |
|
| 2023-09-08 |
跌破下轨 |
买入 |
5.83583 |
204300.0 |
¥1.19M |
|
| 2023-09-19 |
回到中轨 |
卖出 |
6.05 |
204300.0 |
¥1.24M |
|
| 2023-11-21 |
跌破下轨 |
买入 |
5.98598 |
205700.0 |
¥1.23M |
|
| 2023-12-19 |
回到中轨 |
卖出 |
5.9840100000000005 |
205700.0 |
¥1.23M |
|
| 2024-06-17 |
跌破下轨 |
买入 |
8.4084 |
146200.0 |
¥1.23M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
8.77122 |
146200.0 |
¥1.28M |
|
| 2024-07-15 |
跌破下轨 |
买入 |
7.947939999999999 |
160200.0 |
¥1.27M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
8.00199 |
160200.0 |
¥1.28M |
|
| 2024-09-06 |
跌破下轨 |
买入 |
6.886879999999998 |
186800.0 |
¥1.29M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
7.042949999999999 |
186800.0 |
¥1.32M |
|
| 2024-11-25 |
跌破下轨 |
买入 |
6.47647 |
203600.0 |
¥1.32M |
|
| 2024-12-19 |
回到中轨 |
卖出 |
6.37362 |
203600.0 |
¥1.30M |
|
| 2025-02-19 |
跌破下轨 |
买入 |
6.6166100000000005 |
195100.0 |
¥1.29M |
|
| 2025-03-18 |
回到中轨 |
卖出 |
6.373619999999999 |
195100.0 |
¥1.24M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
5.795789999999999 |
215100.0 |
¥1.25M |
|
| 2025-04-29 |
回到中轨 |
卖出 |
6.063930000000001 |
215100.0 |
¥1.30M |
|
| 2026-05-28 |
跌破下轨 |
买入 |
16.20619 |
80200.0 |
¥1.30M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
17.75223 |
80200.0 |
¥1.42M |
|
| 2026-10-19 |
跌破下轨 |
买入 |
18.198179999999997 |
78500.0 |
¥1.43M |
|
| 2026-11-13 |
强平 |
卖出 |
15.35 |
78500 |
¥1.20M |
回测结束强平 |