601888 中国国旅 — 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: ¥2.83M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +183.08%）
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 42 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 |
2015-07-08 |
2015-07-14 |
48.76332461 |
61.81812 |
¥24.0万 |
+26.73% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-17 |
46.26007385999999 |
52.95699 |
¥16.6万 |
+14.44% |
回到中轨 |
| 3 |
2016-01-28 |
2016-02-25 |
44.00714818499999 |
46.953 |
¥9.3万 |
+6.66% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
42.274898666 |
44.19576 |
¥6.8万 |
+4.51% |
回到中轨 |
| 5 |
2016-11-07 |
2016-11-23 |
44.678019385999995 |
44.91504 |
¥7,824 |
+0.50% |
回到中轨 |
| 6 |
2016-12-13 |
2017-01-03 |
42.75552281 |
43.0 |
¥8,453 |
+0.54% |
回到中轨 |
| 7 |
2017-06-19 |
2017-07-14 |
27.715992303999993 |
29.35062 |
¥9.1万 |
+5.87% |
回到中轨 |
| 8 |
2017-08-08 |
2017-08-18 |
28.276720471999994 |
28.6713 |
¥2.3万 |
+1.37% |
回到中轨 |
| 9 |
2018-04-02 |
2018-04-16 |
53.17905893299999 |
59.920019999999994 |
¥21.4万 |
+12.64% |
回到中轨 |
| 10 |
2018-06-28 |
2018-07-11 |
62.38100868999999 |
64.6353 |
¥6.7万 |
+3.58% |
回到中轨 |
| 11 |
2018-08-08 |
2018-08-28 |
60.378408089999986 |
63.936 |
¥11.3万 |
+5.86% |
回到中轨 |
| 12 |
2018-10-18 |
2018-11-05 |
52.98881187599999 |
58.131809999999994 |
¥19.2万 |
+9.67% |
回到中轨 |
| 13 |
2019-01-04 |
2019-01-09 |
56.12288181499999 |
59.55039000000001 |
¥13.6万 |
+6.08% |
回到中轨 |
| 14 |
2019-01-25 |
2019-02-13 |
55.32184157499999 |
58.18 |
¥12.2万 |
+5.13% |
回到中轨 |
| 15 |
2019-10-25 |
2019-12-06 |
88.74524558899999 |
86.79312 |
¥-5.6万 |
-2.23% |
回到中轨 |
| 16 |
2020-01-22 |
2020-02-20 |
83.10792489999999 |
84.75516 |
¥4.8万 |
+1.95% |
回到中轨 |
| 17 |
2020-10-27 |
2020-11-05 |
182.84744778299998 |
204.795 |
¥29.5万 |
+11.97% |
回到中轨 |
| 18 |
2020-11-19 |
2020-11-25 |
175.94848871599996 |
194.73507 |
¥30.0万 |
+10.64% |
回到中轨 |
| 19 |
2021-03-09 |
2021-03-19 |
280.364084 |
304.695 |
¥26.9万 |
+8.65% |
回到中轨 |
| 20 |
2021-04-14 |
2021-04-28 |
260.338078 |
306.36333 |
¥58.3万 |
+17.64% |
回到中轨 |
| 21 |
2021-06-17 |
2021-06-29 |
290.07669690999995 |
307.62207 |
¥23.7万 |
+6.02% |
回到中轨 |
| 22 |
2021-07-28 |
2021-08-11 |
250.42520502999997 |
267.2325 |
¥27.6万 |
+6.68% |
回到中轨 |
| 23 |
2021-11-02 |
2021-12-10 |
230.29906899999995 |
226.0 |
¥-8.1万 |
-1.90% |
回到中轨 |
| 24 |
2022-01-12 |
2022-01-25 |
201.26136029999995 |
204.80498999999998 |
¥7.6万 |
+1.73% |
回到中轨 |
| 25 |
2022-03-15 |
2022-04-06 |
167.797904274 |
168.03179999999998 |
¥4,789 |
+0.11% |
回到中轨 |
| 26 |
2022-09-05 |
2022-09-13 |
179.2327537 |
194.79501000000002 |
¥38.4万 |
+8.65% |
回到中轨 |
| 27 |
2023-03-07 |
2023-03-31 |
192.08944955200002 |
187.33248 |
¥-12.2万 |
-2.51% |
回到中轨 |
| 28 |
2023-04-06 |
2023-06-16 |
175.23756550299998 |
130.3695 |
¥-1.19M |
-25.63% |
回到中轨 |
| 29 |
2023-06-30 |
2023-07-14 |
110.904021228 |
120.01986 |
¥29.1万 |
+8.19% |
回到中轨 |
| 30 |
2023-10-12 |
2023-11-07 |
100.43042008999998 |
95.48442 |
¥-19.1万 |
-4.95% |
回到中轨 |
| 31 |
2023-11-27 |
2023-12-29 |
92.129640603 |
84.16575 |
¥-31.6万 |
-8.67% |
回到中轨 |
| 32 |
2024-04-11 |
2024-05-20 |
78.18152742399998 |
77.48244 |
¥-3.0万 |
-0.92% |
回到中轨 |
| 33 |
2024-06-21 |
2024-07-04 |
65.0845195 |
66.25367999999999 |
¥5.8万 |
+1.77% |
回到中轨 |
| 34 |
2024-08-23 |
2024-09-25 |
60.328343075 |
58.09185 |
¥-12.6万 |
-3.74% |
回到中轨 |
| 35 |
2025-01-02 |
2025-02-10 |
67.117159109 |
61.58834999999999 |
¥-26.8万 |
-8.27% |
回到中轨 |
| 36 |
2025-04-01 |
2025-04-10 |
60.29830406599999 |
68.931 |
¥42.5万 |
+14.28% |
回到中轨 |
| 37 |
2025-05-23 |
2025-06-10 |
61.31963037199999 |
61.59834 |
¥1.4万 |
+0.42% |
回到中轨 |
| 38 |
2025-10-14 |
2025-10-22 |
68.27866745699998 |
70.30962 |
¥10.0万 |
+2.94% |
回到中轨 |
| 39 |
2025-12-19 |
2025-12-22 |
76.59947294999999 |
83.916 |
¥33.4万 |
+9.52% |
回到中轨 |
| 40 |
2026-02-25 |
2026-06-11 |
83.10792489999999 |
57.46248 |
¥-1.15M |
-30.88% |
回到中轨 |
| 41 |
2026-06-29 |
2026-07-16 |
52.648369773999995 |
53.646300000000004 |
¥4.9万 |
+1.86% |
回到中轨 |
| 42 |
2026-10-15 |
2026-10-27 |
48.983610676000005 |
50.499449999999996 |
¥8.3万 |
+3.06% |
回到中轨 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-08 |
跌破下轨 |
买入 |
48.7487 |
18400.0 |
¥89.7万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
61.81812 |
18400.0 |
¥1.14M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
46.246199999999995 |
24900.0 |
¥1.15M |
|
| 2015-09-17 |
回到中轨 |
卖出 |
52.95699 |
24900.0 |
¥1.32M |
|
| 2016-01-28 |
跌破下轨 |
买入 |
43.99395 |
31700.0 |
¥1.40M |
|
| 2016-02-25 |
回到中轨 |
卖出 |
46.953 |
31700.0 |
¥1.49M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
42.26221999999999 |
35400.0 |
¥1.50M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
44.19576 |
35400.0 |
¥1.56M |
|
| 2016-11-07 |
跌破下轨 |
买入 |
44.66461999999999 |
35000.0 |
¥1.56M |
|
| 2016-11-23 |
回到中轨 |
卖出 |
44.91504 |
35000.0 |
¥1.57M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
42.7427 |
36500.0 |
¥1.56M |
|
| 2017-01-03 |
回到中轨 |
卖出 |
43.0 |
36500.0 |
¥1.57M |
|
| 2017-06-19 |
跌破下轨 |
买入 |
27.707679999999996 |
56100.0 |
¥1.55M |
|
| 2017-07-14 |
回到中轨 |
卖出 |
29.35062 |
56100.0 |
¥1.65M |
|
| 2017-08-08 |
跌破下轨 |
买入 |
28.268239999999995 |
59100.0 |
¥1.67M |
|
| 2017-08-18 |
回到中轨 |
卖出 |
28.6713 |
59100.0 |
¥1.69M |
|
| 2018-04-02 |
跌破下轨 |
买入 |
53.163109999999996 |
31900.0 |
¥1.70M |
|
| 2018-04-16 |
回到中轨 |
卖出 |
59.920019999999994 |
31900.0 |
¥1.91M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
62.36229999999999 |
30200.0 |
¥1.88M |
|
| 2018-07-11 |
回到中轨 |
卖出 |
64.6353 |
30200.0 |
¥1.95M |
|
| 2018-08-08 |
跌破下轨 |
买入 |
60.36029999999999 |
31800.0 |
¥1.92M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
63.936 |
31800.0 |
¥2.03M |
|
| 2018-10-18 |
跌破下轨 |
买入 |
52.972919999999995 |
37400.0 |
¥1.98M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
58.131809999999994 |
37400.0 |
¥2.17M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
56.10604999999999 |
39900.0 |
¥2.24M |
|
| 2019-01-09 |
回到中轨 |
卖出 |
59.55039000000001 |
39900.0 |
¥2.38M |
|
| 2019-01-25 |
跌破下轨 |
买入 |
55.30524999999999 |
43000.0 |
¥2.38M |
|
| 2019-02-13 |
回到中轨 |
卖出 |
58.18 |
43000.0 |
¥2.50M |
|
| 2019-10-25 |
跌破下轨 |
买入 |
88.71862999999999 |
28500.0 |
¥2.53M |
|
| 2019-12-06 |
回到中轨 |
卖出 |
86.79312 |
28500.0 |
¥2.47M |
|
| 2020-01-22 |
跌破下轨 |
买入 |
83.08299999999998 |
29500.0 |
¥2.45M |
|
| 2020-02-20 |
回到中轨 |
卖出 |
84.75516 |
29500.0 |
¥2.50M |
|
| 2020-10-27 |
跌破下轨 |
买入 |
182.79261 |
13500.0 |
¥2.47M |
|
| 2020-11-05 |
回到中轨 |
卖出 |
204.795 |
13500.0 |
¥2.76M |
|
| 2020-11-19 |
跌破下轨 |
买入 |
175.89571999999998 |
16000.0 |
¥2.82M |
|
| 2020-11-25 |
回到中轨 |
卖出 |
194.73507 |
16000.0 |
¥3.11M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
280.28 |
11100.0 |
¥3.11M |
|
| 2021-03-19 |
回到中轨 |
卖出 |
304.695 |
11100.0 |
¥3.38M |
|
| 2021-04-14 |
跌破下轨 |
买入 |
260.26 |
12700.0 |
¥3.31M |
|
| 2021-04-28 |
回到中轨 |
卖出 |
306.36333 |
12700.0 |
¥3.89M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
289.98969999999997 |
13600.0 |
¥3.95M |
|
| 2021-06-29 |
回到中轨 |
卖出 |
307.62207 |
13600.0 |
¥4.18M |
|
| 2021-07-28 |
跌破下轨 |
买入 |
250.35009999999997 |
16500.0 |
¥4.13M |
|
| 2021-08-11 |
回到中轨 |
卖出 |
267.2325 |
16500.0 |
¥4.41M |
|
| 2021-11-02 |
跌破下轨 |
买入 |
230.22999999999996 |
18500.0 |
¥4.26M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
226.0 |
18500.0 |
¥4.18M |
|
| 2022-01-12 |
跌破下轨 |
买入 |
201.20099999999994 |
21800.0 |
¥4.39M |
|
| 2022-01-25 |
回到中轨 |
卖出 |
204.80498999999998 |
21800.0 |
¥4.46M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
167.74757999999997 |
26100.0 |
¥4.38M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
168.03179999999998 |
26100.0 |
¥4.38M |
|
| 2022-09-05 |
跌破下轨 |
买入 |
179.17899999999997 |
24800.0 |
¥4.44M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
194.79501000000002 |
24800.0 |
¥4.83M |
|
| 2023-03-07 |
跌破下轨 |
买入 |
192.03184000000002 |
25300.0 |
¥4.86M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
187.33248 |
25300.0 |
¥4.74M |
|
| 2023-04-06 |
跌破下轨 |
买入 |
175.18501 |
26600.0 |
¥4.66M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
130.3695 |
26600.0 |
¥3.47M |
|
| 2023-06-30 |
跌破下轨 |
买入 |
110.87075999999999 |
32000.0 |
¥3.55M |
|
| 2023-07-14 |
回到中轨 |
卖出 |
120.01986 |
32000.0 |
¥3.84M |
|
| 2023-10-12 |
跌破下轨 |
买入 |
100.40029999999999 |
38300.0 |
¥3.85M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
95.48442 |
38300.0 |
¥3.66M |
|
| 2023-11-27 |
跌破下轨 |
买入 |
92.10200999999999 |
39600.0 |
¥3.65M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
84.16575 |
39600.0 |
¥3.33M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
78.15807999999998 |
42100.0 |
¥3.29M |
|
| 2024-05-20 |
回到中轨 |
卖出 |
77.48244 |
42100.0 |
¥3.26M |
|
| 2024-06-21 |
跌破下轨 |
买入 |
65.065 |
50500.0 |
¥3.29M |
|
| 2024-07-04 |
回到中轨 |
卖出 |
66.25367999999999 |
50500.0 |
¥3.34M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
60.310249999999996 |
55700.0 |
¥3.36M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
58.09185 |
55700.0 |
¥3.23M |
|
| 2025-01-02 |
跌破下轨 |
买入 |
67.09702999999999 |
48300.0 |
¥3.24M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
61.58834999999999 |
48300.0 |
¥2.97M |
|
| 2025-04-01 |
跌破下轨 |
买入 |
60.280219999999986 |
49300.0 |
¥2.97M |
|
| 2025-04-10 |
回到中轨 |
卖出 |
68.931 |
49300.0 |
¥3.40M |
|
| 2025-05-23 |
跌破下轨 |
买入 |
61.30123999999999 |
55400.0 |
¥3.40M |
|
| 2025-06-10 |
回到中轨 |
卖出 |
61.59834 |
55400.0 |
¥3.41M |
|
| 2025-10-14 |
跌破下轨 |
买入 |
68.25818999999998 |
50000.0 |
¥3.41M |
|
| 2025-10-22 |
回到中轨 |
卖出 |
70.30962 |
50000.0 |
¥3.51M |
|
| 2025-12-19 |
跌破下轨 |
买入 |
76.5765 |
45800.0 |
¥3.51M |
|
| 2025-12-22 |
回到中轨 |
卖出 |
83.916 |
45800.0 |
¥3.84M |
|
| 2026-02-25 |
跌破下轨 |
买入 |
83.08299999999998 |
45000.0 |
¥3.74M |
|
| 2026-06-11 |
回到中轨 |
卖出 |
57.46248 |
45000.0 |
¥2.59M |
|
| 2026-06-29 |
跌破下轨 |
买入 |
52.63257999999999 |
50400.0 |
¥2.65M |
|
| 2026-07-16 |
回到中轨 |
卖出 |
53.646300000000004 |
50400.0 |
¥2.70M |
|
| 2026-10-15 |
跌破下轨 |
买入 |
48.968920000000004 |
55400.0 |
¥2.71M |
|
| 2026-10-27 |
回到中轨 |
卖出 |
50.499449999999996 |
55400.0 |
¥2.80M |
|