601881 中国银河 — 布林下轨抄底 回测明细
数据区间: 2017-01-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.20M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +20.02%）
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 39 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 |
2017-04-19 |
2017-06-02 |
12.165798644999997 |
11.63835 |
¥-4.3万 |
-4.36% |
回到中轨 |
| 2 |
2017-07-18 |
2017-07-20 |
11.334719395999999 |
12.05793 |
¥6.0万 |
+6.35% |
回到中轨 |
| 3 |
2017-10-20 |
2018-01-08 |
13.527567052999999 |
10.83915 |
¥-20.0万 |
-19.90% |
回到中轨 |
| 4 |
2018-05-30 |
2018-07-24 |
9.652895 |
7.772220000000001 |
¥-15.7万 |
-19.51% |
回到中轨 |
| 5 |
2018-09-06 |
2018-09-25 |
7.1893361539999985 |
7.152840000000001 |
¥-3,543 |
-0.54% |
回到中轨 |
| 6 |
2018-10-09 |
2018-10-23 |
6.778803030999998 |
6.963029999999999 |
¥1.8万 |
+2.69% |
回到中轨 |
| 7 |
2018-12-25 |
2019-01-07 |
6.822046 |
7.592399999999999 |
¥7.5万 |
+11.26% |
回到中轨 |
| 8 |
2019-04-30 |
2019-06-12 |
11.544992458999998 |
10.569420000000001 |
¥-6.3万 |
-8.48% |
回到中轨 |
| 9 |
2019-08-05 |
2019-08-20 |
10.633809185999999 |
10.989 |
¥2.2万 |
+3.31% |
回到中轨 |
| 10 |
2020-02-04 |
2020-02-18 |
9.502339847 |
10.789200000000001 |
¥9.0万 |
+13.51% |
回到中轨 |
| 11 |
2020-03-19 |
2020-04-15 |
9.852794952 |
9.66033 |
¥-1.6万 |
-1.98% |
回到中轨 |
| 12 |
2020-04-27 |
2020-04-30 |
9.262027775 |
9.64035 |
¥3.2万 |
+4.05% |
回到中轨 |
| 13 |
2020-09-08 |
2020-09-22 |
12.566318764999998 |
12.687299999999999 |
¥7,581 |
+0.93% |
回到中轨 |
| 14 |
2020-10-27 |
2020-11-10 |
12.145772638999999 |
12.90708 |
¥5.1万 |
+6.24% |
回到中轨 |
| 15 |
2021-01-26 |
2021-02-26 |
11.484914440999999 |
10.779209999999999 |
¥-5.3万 |
-6.17% |
回到中轨 |
| 16 |
2021-04-13 |
2021-05-17 |
10.143172039 |
10.2897 |
¥1.2万 |
+1.41% |
回到中轨 |
| 17 |
2021-07-05 |
2021-07-26 |
10.113133029999998 |
10.29969 |
¥1.5万 |
+1.81% |
回到中轨 |
| 18 |
2021-07-30 |
2021-08-10 |
9.542862 |
9.8901 |
¥3.0万 |
+3.61% |
回到中轨 |
| 19 |
2021-10-28 |
2021-11-02 |
9.832768946 |
10.5894 |
¥6.7万 |
+7.66% |
回到中轨 |
| 20 |
2022-01-17 |
2022-01-19 |
10.603770176999998 |
10.90908 |
¥2.7万 |
+2.85% |
回到中轨 |
| 21 |
2022-04-27 |
2022-06-01 |
9.091806724 |
8.82117 |
¥-2.9万 |
-3.01% |
回到中轨 |
| 22 |
2022-07-18 |
2022-08-12 |
8.621195582999999 |
8.90109 |
¥3.0万 |
+3.22% |
回到中轨 |
| 23 |
2022-09-30 |
2022-10-13 |
8.851494652 |
9.46053 |
¥6.6万 |
+6.85% |
回到中轨 |
| 24 |
2022-12-20 |
2023-01-13 |
9.472300837999999 |
9.40059 |
¥-8,116 |
-0.79% |
回到中轨 |
| 25 |
2023-02-17 |
2023-02-23 |
9.41222282 |
9.690299999999999 |
¥3.0万 |
+2.92% |
回到中轨 |
| 26 |
2023-04-24 |
2023-05-04 |
9.942911979 |
10.66 |
¥7.6万 |
+7.18% |
回到中轨 |
| 27 |
2023-12-21 |
2024-01-26 |
11.925486572999999 |
11.79819 |
¥-1.2万 |
-1.10% |
回到中轨 |
| 28 |
2024-02-06 |
2024-02-19 |
10.393497114000002 |
11.32866 |
¥10.0万 |
+8.96% |
回到中轨 |
| 29 |
2024-04-11 |
2024-04-29 |
11.154485342000001 |
12.407579999999998 |
¥13.6万 |
+11.20% |
回到中轨 |
| 30 |
2024-05-29 |
2024-06-17 |
11.514953449999998 |
11.548440000000001 |
¥3,522 |
+0.26% |
回到中轨 |
| 31 |
2024-06-26 |
2024-08-01 |
11.134459335999997 |
10.6893 |
¥-5.5万 |
-4.03% |
回到中轨 |
| 32 |
2025-01-03 |
2025-01-27 |
14.138360235999999 |
14.275709999999998 |
¥1.2万 |
+0.94% |
回到中轨 |
| 33 |
2025-04-09 |
2025-04-24 |
14.598958373999999 |
16.01397 |
¥12.5万 |
+9.66% |
回到中轨 |
| 34 |
2025-11-05 |
2025-12-18 |
17.362547202 |
16.09389 |
¥-10.5万 |
-7.33% |
回到中轨 |
| 35 |
2026-01-20 |
2026-04-30 |
15.460076631999998 |
12.7872 |
¥-23.1万 |
-17.31% |
回到中轨 |
| 36 |
2026-05-19 |
2026-06-15 |
12.326006692999998 |
12.43 |
¥8,994 |
+0.81% |
回到中轨 |
| 37 |
2026-07-29 |
2026-08-28 |
12.336019696 |
12.287700000000001 |
¥-4,691 |
-0.42% |
回到中轨 |
| 38 |
2026-09-29 |
2026-10-16 |
11.585044471 |
11.898090000000002 |
¥3.0万 |
+2.67% |
回到中轨 |
| 39 |
2026-10-30 |
2026-11-03 |
11.144472339000002 |
11.73825 |
¥6.0万 |
+5.30% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-04-19 |
跌破下轨 |
买入 |
12.162149999999999 |
81900.0 |
¥99.6万 |
|
| 2017-06-02 |
回到中轨 |
卖出 |
11.63835 |
81900.0 |
¥95.3万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
11.33132 |
83700.0 |
¥94.9万 |
|
| 2017-07-20 |
回到中轨 |
卖出 |
12.05793 |
83700.0 |
¥1.01M |
|
| 2017-10-20 |
跌破下轨 |
买入 |
13.523509999999998 |
74200.0 |
¥1.00M |
|
| 2018-01-08 |
回到中轨 |
卖出 |
10.83915 |
74200.0 |
¥80.4万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
9.65 |
83400.0 |
¥80.5万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
7.772220000000001 |
83400.0 |
¥64.8万 |
|
| 2018-09-06 |
跌破下轨 |
买入 |
7.187179999999998 |
91700.0 |
¥65.9万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
7.152840000000001 |
91700.0 |
¥65.6万 |
|
| 2018-10-09 |
跌破下轨 |
买入 |
6.776769999999999 |
96700.0 |
¥65.6万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
6.963029999999999 |
96700.0 |
¥67.3万 |
|
| 2018-12-25 |
跌破下轨 |
买入 |
6.82 |
97200.0 |
¥66.3万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
7.592399999999999 |
97200.0 |
¥73.8万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
11.541529999999998 |
64800.0 |
¥74.8万 |
|
| 2019-06-12 |
回到中轨 |
卖出 |
10.569420000000001 |
64800.0 |
¥68.5万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
10.630619999999999 |
63800.0 |
¥67.8万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
10.989 |
63800.0 |
¥70.1万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
9.49949 |
69800.0 |
¥66.3万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
10.789200000000001 |
69800.0 |
¥75.3万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
9.849839999999999 |
80400.0 |
¥79.2万 |
|
| 2020-04-15 |
回到中轨 |
卖出 |
9.66033 |
80400.0 |
¥77.6万 |
|
| 2020-04-27 |
跌破下轨 |
买入 |
9.25925 |
84200.0 |
¥78.0万 |
|
| 2020-04-30 |
回到中轨 |
卖出 |
9.64035 |
84200.0 |
¥81.1万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
12.56255 |
64700.0 |
¥81.3万 |
|
| 2020-09-22 |
回到中轨 |
卖出 |
12.687299999999999 |
64700.0 |
¥82.1万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
12.14213 |
67000.0 |
¥81.4万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
12.90708 |
67000.0 |
¥86.5万 |
|
| 2021-01-26 |
跌破下轨 |
买入 |
11.48147 |
75200.0 |
¥86.4万 |
|
| 2021-02-26 |
回到中轨 |
卖出 |
10.779209999999999 |
75200.0 |
¥81.0万 |
|
| 2021-04-13 |
跌破下轨 |
买入 |
10.14013 |
80500.0 |
¥81.7万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
10.2897 |
80500.0 |
¥82.8万 |
|
| 2021-07-05 |
跌破下轨 |
买入 |
10.1101 |
81800.0 |
¥82.7万 |
|
| 2021-07-26 |
回到中轨 |
卖出 |
10.29969 |
81800.0 |
¥84.2万 |
|
| 2021-07-30 |
跌破下轨 |
买入 |
9.54 |
88100.0 |
¥84.1万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
9.8901 |
88100.0 |
¥87.1万 |
|
| 2021-10-28 |
跌破下轨 |
买入 |
9.82982 |
88500.0 |
¥87.0万 |
|
| 2021-11-02 |
回到中轨 |
卖出 |
10.5894 |
88500.0 |
¥93.7万 |
|
| 2022-01-17 |
跌破下轨 |
买入 |
10.600589999999999 |
88600.0 |
¥93.9万 |
|
| 2022-01-19 |
回到中轨 |
卖出 |
10.90908 |
88600.0 |
¥96.6万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
9.08908 |
105500.0 |
¥95.9万 |
|
| 2022-06-01 |
回到中轨 |
卖出 |
8.82117 |
105500.0 |
¥93.0万 |
|
| 2022-07-18 |
跌破下轨 |
买入 |
8.618609999999999 |
109000.0 |
¥94.0万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
8.90109 |
109000.0 |
¥97.0万 |
|
| 2022-09-30 |
跌破下轨 |
买入 |
8.84884 |
109300.0 |
¥96.7万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
9.46053 |
109300.0 |
¥1.03M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
9.46946 |
108900.0 |
¥1.03M |
|
| 2023-01-13 |
回到中轨 |
卖出 |
9.40059 |
108900.0 |
¥1.02M |
|
| 2023-02-17 |
跌破下轨 |
买入 |
9.4094 |
109200.0 |
¥1.03M |
|
| 2023-02-23 |
回到中轨 |
卖出 |
9.690299999999999 |
109200.0 |
¥1.06M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
9.939929999999999 |
106200.0 |
¥1.06M |
|
| 2023-05-04 |
回到中轨 |
卖出 |
10.66 |
106200.0 |
¥1.13M |
|
| 2023-12-21 |
跌破下轨 |
买入 |
11.921909999999999 |
93900.0 |
¥1.12M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
11.79819 |
93900.0 |
¥1.11M |
|
| 2024-02-06 |
跌破下轨 |
买入 |
10.390380000000002 |
107000.0 |
¥1.11M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
11.32866 |
107000.0 |
¥1.21M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
11.15114 |
108900.0 |
¥1.21M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
12.407579999999998 |
108900.0 |
¥1.35M |
|
| 2024-05-29 |
跌破下轨 |
买入 |
11.511499999999998 |
117300.0 |
¥1.35M |
|
| 2024-06-17 |
回到中轨 |
卖出 |
11.548440000000001 |
117300.0 |
¥1.35M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
11.131119999999997 |
121700.0 |
¥1.36M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
10.6893 |
121700.0 |
¥1.30M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
14.134119999999998 |
92200.0 |
¥1.30M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
14.275709999999998 |
92200.0 |
¥1.32M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
14.594579999999999 |
88300.0 |
¥1.29M |
|
| 2025-04-24 |
回到中轨 |
卖出 |
16.01397 |
88300.0 |
¥1.41M |
|
| 2025-11-05 |
跌破下轨 |
买入 |
17.357339999999997 |
82600.0 |
¥1.43M |
|
| 2025-12-18 |
回到中轨 |
卖出 |
16.09389 |
82600.0 |
¥1.33M |
|
| 2026-01-20 |
跌破下轨 |
买入 |
15.455439999999998 |
86400.0 |
¥1.34M |
|
| 2026-04-30 |
回到中轨 |
卖出 |
12.7872 |
86400.0 |
¥1.10M |
|
| 2026-05-19 |
跌破下轨 |
买入 |
12.32231 |
89700.0 |
¥1.11M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
12.43 |
89700.0 |
¥1.11M |
|
| 2026-07-29 |
跌破下轨 |
买入 |
12.33232 |
90200.0 |
¥1.11M |
|
| 2026-08-28 |
回到中轨 |
卖出 |
12.287700000000001 |
90200.0 |
¥1.11M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
11.58157 |
95600.0 |
¥1.11M |
|
| 2026-10-16 |
回到中轨 |
卖出 |
11.898090000000002 |
95600.0 |
¥1.14M |
|
| 2026-10-30 |
跌破下轨 |
买入 |
11.14113 |
101000.0 |
¥1.13M |
|
| 2026-11-03 |
回到中轨 |
卖出 |
11.73825 |
101000.0 |
¥1.19M |
|