601878 浙商证券 — 布林下轨抄底 回测明细
数据区间: 2017-06-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.84M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +84.32%）
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 45 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 |
2017-09-25 |
2017-11-13 |
21.046312 |
18.36162 |
¥-12.6万 |
-12.78% |
回到中轨 |
| 2 |
2017-11-20 |
2017-12-12 |
15.870609754999997 |
16.34364 |
¥2.5万 |
+2.95% |
回到中轨 |
| 3 |
2018-01-16 |
2018-01-18 |
15.369959604999996 |
16.983 |
¥9.3万 |
+10.46% |
回到中轨 |
| 4 |
2018-02-02 |
2018-03-07 |
14.999478493999996 |
13.6863 |
¥-8.6万 |
-8.78% |
回到中轨 |
| 5 |
2018-03-26 |
2018-05-23 |
12.045642608999998 |
12.027959999999998 |
¥-1,573 |
-0.18% |
回到中轨 |
| 6 |
2018-05-29 |
2018-07-24 |
11.524966453 |
8.01198 |
¥-27.4万 |
-30.50% |
回到中轨 |
| 7 |
2018-08-03 |
2018-08-28 |
7.149284141999998 |
7.0929 |
¥-5,155 |
-0.82% |
回到中轨 |
| 8 |
2018-08-31 |
2018-09-18 |
6.7287380159999985 |
6.8331599999999995 |
¥9,490 |
+1.52% |
回到中轨 |
| 9 |
2018-10-12 |
2018-10-25 |
6.097918827000001 |
6.4735200000000015 |
¥3.8万 |
+6.13% |
回到中轨 |
| 10 |
2018-12-25 |
2019-01-07 |
7.412223000000001 |
8.01198 |
¥5.3万 |
+8.06% |
回到中轨 |
| 11 |
2019-05-06 |
2019-06-12 |
9.482313840999998 |
9.14085 |
¥-2.5万 |
-3.63% |
回到中轨 |
| 12 |
2019-08-05 |
2019-08-20 |
8.320805493 |
8.41158 |
¥7,351 |
+1.06% |
回到中轨 |
| 13 |
2019-11-18 |
2019-12-05 |
8.320805493 |
8.56143 |
¥2.0万 |
+2.86% |
回到中轨 |
| 14 |
2020-02-04 |
2020-02-18 |
8.641221588999999 |
10.789200000000001 |
¥16.4万 |
+24.82% |
回到中轨 |
| 15 |
2020-03-19 |
2020-04-15 |
10.323406093 |
10.29969 |
¥-2,305 |
-0.26% |
回到中轨 |
| 16 |
2020-04-22 |
2020-05-08 |
9.762677924999998 |
10.029959999999999 |
¥2.4万 |
+2.71% |
回到中轨 |
| 17 |
2020-09-11 |
2020-09-21 |
13.868009154999998 |
16.91307 |
¥19.8万 |
+21.92% |
回到中轨 |
| 18 |
2020-10-27 |
2020-11-10 |
14.719114409999998 |
16.25373 |
¥11.4万 |
+10.39% |
回到中轨 |
| 19 |
2020-12-14 |
2021-01-04 |
14.959426481999996 |
15.43455 |
¥3.9万 |
+3.15% |
回到中轨 |
| 20 |
2021-02-08 |
2021-02-22 |
12.215863659999995 |
13.366620000000001 |
¥11.8万 |
+9.39% |
回到中轨 |
| 21 |
2021-04-14 |
2021-05-17 |
11.905460567 |
12.50748 |
¥6.9万 |
+5.03% |
回到中轨 |
| 22 |
2021-06-16 |
2021-06-28 |
12.205850656999997 |
13.12686 |
¥10.9万 |
+7.51% |
回到中轨 |
| 23 |
2021-07-28 |
2021-08-11 |
11.484914440999999 |
11.71827 |
¥3.1万 |
+2.00% |
回到中轨 |
| 24 |
2021-11-19 |
2021-11-24 |
11.91547357 |
12.597389999999999 |
¥9.0万 |
+5.69% |
回到中轨 |
| 25 |
2022-01-17 |
2022-01-21 |
12.426136722999999 |
13.026959999999999 |
¥8.0万 |
+4.80% |
回到中轨 |
| 26 |
2022-02-08 |
2022-04-06 |
12.215863659999998 |
10.57941 |
¥-23.5万 |
-13.42% |
回到中轨 |
| 27 |
2022-04-22 |
2022-05-23 |
10.083094020999999 |
9.24075 |
¥-12.7万 |
-8.38% |
回到中轨 |
| 28 |
2022-08-03 |
2022-08-12 |
9.962937984999996 |
10.91907 |
¥13.3万 |
+9.56% |
回到中轨 |
| 29 |
2022-09-19 |
2022-10-17 |
10.103120026999997 |
9.94005 |
¥-2.5万 |
-1.64% |
回到中轨 |
| 30 |
2022-12-20 |
2023-01-09 |
9.972950988000001 |
10.12986 |
¥2.3万 |
+1.54% |
回到中轨 |
| 31 |
2023-03-13 |
2023-03-24 |
10.023016002999999 |
10.22976 |
¥3.1万 |
+2.03% |
回到中轨 |
| 32 |
2023-04-25 |
2023-05-05 |
9.962937984999998 |
10.369620000000001 |
¥6.3万 |
+4.05% |
回到中轨 |
| 33 |
2023-06-26 |
2023-07-04 |
9.832768946 |
9.98001 |
¥2.4万 |
+1.47% |
回到中轨 |
| 34 |
2023-10-10 |
2023-10-30 |
9.932898975999999 |
9.92 |
¥-2,635 |
-0.16% |
回到中轨 |
| 35 |
2024-02-05 |
2024-02-19 |
9.392196814 |
9.74025 |
¥6.0万 |
+3.67% |
回到中轨 |
| 36 |
2025-01-02 |
2025-02-07 |
12.235889666 |
11.5884 |
¥-9.0万 |
-5.32% |
回到中轨 |
| 37 |
2025-04-09 |
2025-05-07 |
10.263328074999999 |
10.96902 |
¥10.9万 |
+6.84% |
回到中轨 |
| 38 |
2025-09-24 |
2025-09-30 |
11.244602368999999 |
11.59839 |
¥5.3万 |
+3.12% |
回到中轨 |
| 39 |
2025-11-25 |
2025-12-11 |
11.054355311999998 |
11.05893 |
¥202 |
+0.01% |
回到中轨 |
| 40 |
2026-03-04 |
2026-04-17 |
10.343102 |
9.67032 |
¥-11.5万 |
-6.53% |
回到中轨 |
| 41 |
2026-06-05 |
2026-06-16 |
9.121845732999999 |
9.40059 |
¥5.0万 |
+3.02% |
回到中轨 |
| 42 |
2026-08-19 |
2026-08-28 |
9.252014771999999 |
9.34065 |
¥1.6万 |
+0.93% |
回到中轨 |
| 43 |
2026-09-14 |
2026-10-16 |
9.081793721 |
9.04095 |
¥-8,263 |
-0.48% |
回到中轨 |
| 44 |
2026-10-23 |
2026-10-27 |
8.761377624999998 |
9.01098 |
¥4.8万 |
+2.82% |
回到中轨 |
| 45 |
2026-10-30 |
2026-11-04 |
8.551104561999999 |
8.91108 |
¥7.3万 |
+4.18% |
回到中轨 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-09-25 |
跌破下轨 |
买入 |
21.04 |
46700.0 |
¥98.3万 |
|
| 2017-11-13 |
回到中轨 |
卖出 |
18.36162 |
46700.0 |
¥85.7万 |
|
| 2017-11-20 |
跌破下轨 |
买入 |
15.865849999999998 |
53800.0 |
¥85.4万 |
|
| 2017-12-12 |
回到中轨 |
卖出 |
16.34364 |
53800.0 |
¥87.9万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
15.365349999999998 |
57800.0 |
¥88.8万 |
|
| 2018-01-18 |
回到中轨 |
卖出 |
16.983 |
57800.0 |
¥98.1万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
14.994979999999998 |
65600.0 |
¥98.4万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
13.6863 |
65600.0 |
¥89.8万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
12.042029999999999 |
73900.0 |
¥89.0万 |
|
| 2018-05-23 |
回到中轨 |
卖出 |
12.027959999999998 |
73900.0 |
¥88.9万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
11.52151 |
78000.0 |
¥89.9万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
8.01198 |
78000.0 |
¥62.5万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
7.1471399999999985 |
88100.0 |
¥63.0万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
7.0929 |
88100.0 |
¥62.5万 |
|
| 2018-08-31 |
跌破下轨 |
买入 |
6.726719999999999 |
92700.0 |
¥62.4万 |
|
| 2018-09-18 |
回到中轨 |
卖出 |
6.8331599999999995 |
92700.0 |
¥63.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
6.09609 |
102100.0 |
¥62.3万 |
|
| 2018-10-25 |
回到中轨 |
卖出 |
6.4735200000000015 |
102100.0 |
¥66.1万 |
|
| 2018-12-25 |
跌破下轨 |
买入 |
7.41 |
88900.0 |
¥65.9万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
8.01198 |
88900.0 |
¥71.2万 |
|
| 2019-05-06 |
跌破下轨 |
买入 |
9.47947 |
72200.0 |
¥68.5万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
9.14085 |
72200.0 |
¥66.0万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
8.31831 |
83300.0 |
¥69.3万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
8.41158 |
83300.0 |
¥70.0万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
8.31831 |
84900.0 |
¥70.6万 |
|
| 2019-12-05 |
回到中轨 |
卖出 |
8.56143 |
84900.0 |
¥72.7万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
8.63863 |
76300.0 |
¥65.9万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
10.789200000000001 |
76300.0 |
¥82.3万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
10.32031 |
86000.0 |
¥88.8万 |
|
| 2020-04-15 |
回到中轨 |
卖出 |
10.29969 |
86000.0 |
¥88.6万 |
|
| 2020-04-22 |
跌破下轨 |
买入 |
9.759749999999999 |
90100.0 |
¥88.0万 |
|
| 2020-05-08 |
回到中轨 |
卖出 |
10.029959999999999 |
90100.0 |
¥90.3万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
13.863849999999998 |
65100.0 |
¥90.3万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
16.91307 |
65100.0 |
¥1.10M |
|
| 2020-10-27 |
跌破下轨 |
买入 |
14.714699999999997 |
74800.0 |
¥1.10M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
16.25373 |
74800.0 |
¥1.22M |
|
| 2020-12-14 |
跌破下轨 |
买入 |
14.954939999999995 |
81900.0 |
¥1.23M |
|
| 2021-01-04 |
回到中轨 |
卖出 |
15.43455 |
81900.0 |
¥1.26M |
|
| 2021-02-08 |
跌破下轨 |
买入 |
12.212199999999996 |
103000.0 |
¥1.26M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
13.366620000000001 |
103000.0 |
¥1.38M |
|
| 2021-04-14 |
跌破下轨 |
买入 |
11.90189 |
115800.0 |
¥1.38M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
12.50748 |
115800.0 |
¥1.45M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
12.202189999999998 |
118600.0 |
¥1.45M |
|
| 2021-06-28 |
回到中轨 |
卖出 |
13.12686 |
118600.0 |
¥1.56M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
11.48147 |
134900.0 |
¥1.55M |
|
| 2021-08-11 |
回到中轨 |
卖出 |
11.71827 |
134900.0 |
¥1.58M |
|
| 2021-11-19 |
跌破下轨 |
买入 |
11.9119 |
133200.0 |
¥1.59M |
|
| 2021-11-24 |
回到中轨 |
卖出 |
12.597389999999999 |
133200.0 |
¥1.68M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
12.42241 |
134600.0 |
¥1.67M |
|
| 2022-01-21 |
回到中轨 |
卖出 |
13.026959999999999 |
134600.0 |
¥1.75M |
|
| 2022-02-08 |
跌破下轨 |
买入 |
12.212199999999998 |
143500.0 |
¥1.75M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
10.57941 |
143500.0 |
¥1.52M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
10.08007 |
150500.0 |
¥1.52M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
9.24075 |
150500.0 |
¥1.39M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
9.959949999999997 |
140000.0 |
¥1.39M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
10.91907 |
140000.0 |
¥1.53M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
10.100089999999998 |
151300.0 |
¥1.53M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
9.94005 |
151300.0 |
¥1.50M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
9.96996 |
150400.0 |
¥1.50M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
10.12986 |
150400.0 |
¥1.52M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
10.02001 |
152000.0 |
¥1.52M |
|
| 2023-03-24 |
回到中轨 |
卖出 |
10.22976 |
152000.0 |
¥1.55M |
|
| 2023-04-25 |
跌破下轨 |
买入 |
9.959949999999997 |
156800.0 |
¥1.56M |
|
| 2023-05-05 |
回到中轨 |
卖出 |
10.369620000000001 |
156800.0 |
¥1.63M |
|
| 2023-06-26 |
跌破下轨 |
买入 |
9.82982 |
164300.0 |
¥1.62M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
9.98001 |
164300.0 |
¥1.64M |
|
| 2023-10-10 |
跌破下轨 |
买入 |
9.92992 |
166000.0 |
¥1.65M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
9.92 |
166000.0 |
¥1.65M |
|
| 2024-02-05 |
跌破下轨 |
买入 |
9.38938 |
174900.0 |
¥1.64M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
9.74025 |
174900.0 |
¥1.70M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
12.23222 |
139000.0 |
¥1.70M |
|
| 2025-02-07 |
回到中轨 |
卖出 |
11.5884 |
139000.0 |
¥1.61M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
10.26025 |
155800.0 |
¥1.60M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
10.96902 |
155800.0 |
¥1.71M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
11.24123 |
152600.0 |
¥1.72M |
|
| 2025-09-30 |
回到中轨 |
卖出 |
11.59839 |
152600.0 |
¥1.77M |
|
| 2025-11-25 |
跌破下轨 |
买入 |
11.051039999999999 |
160900.0 |
¥1.78M |
|
| 2025-12-11 |
回到中轨 |
卖出 |
11.05893 |
160900.0 |
¥1.78M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
10.34 |
170700.0 |
¥1.77M |
|
| 2026-04-17 |
回到中轨 |
卖出 |
9.67032 |
170700.0 |
¥1.65M |
|
| 2026-06-05 |
跌破下轨 |
买入 |
9.11911 |
182000.0 |
¥1.66M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
9.40059 |
182000.0 |
¥1.71M |
|
| 2026-08-19 |
跌破下轨 |
买入 |
9.249239999999999 |
184700.0 |
¥1.71M |
|
| 2026-08-28 |
回到中轨 |
卖出 |
9.34065 |
184700.0 |
¥1.72M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
9.07907 |
189700.0 |
¥1.72M |
|
| 2026-10-16 |
回到中轨 |
卖出 |
9.04095 |
189700.0 |
¥1.71M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
8.75875 |
195400.0 |
¥1.71M |
|
| 2026-10-27 |
回到中轨 |
卖出 |
9.01098 |
195400.0 |
¥1.76M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
8.548539999999997 |
203700.0 |
¥1.74M |
|
| 2026-11-04 |
回到中轨 |
卖出 |
8.91108 |
203700.0 |
¥1.81M |
|