601898 中煤能源 — 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: ¥1.01M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +0.71%）
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 44 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 |
2015-07-03 |
2015-07-24 |
8.51105255 |
8.6913 |
¥1.9万 |
+2.09% |
回到中轨 |
| 2 |
2015-08-26 |
2015-09-23 |
6.5084519499999995 |
6.4635299999999996 |
¥-7,221 |
-0.72% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-18 |
6.0378408089999995 |
6.20379 |
¥2.7万 |
+2.72% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-07 |
5.437060628999999 |
6.07392 |
¥11.9万 |
+11.68% |
回到中轨 |
| 5 |
2016-01-18 |
2016-02-23 |
5.0866055239999985 |
4.94505 |
¥-3.2万 |
-2.81% |
回到中轨 |
| 6 |
2016-05-10 |
2016-06-01 |
4.776202431 |
4.78521 |
¥1,778 |
+0.16% |
回到中轨 |
| 7 |
2016-06-14 |
2016-06-20 |
4.565929368 |
4.78521 |
¥5.4万 |
+4.77% |
回到中轨 |
| 8 |
2016-12-02 |
2017-01-06 |
6.258126874999999 |
5.85414 |
¥-7.6万 |
-6.48% |
回到中轨 |
| 9 |
2017-03-10 |
2017-03-23 |
5.867619757999999 |
5.94405 |
¥1.4万 |
+1.27% |
回到中轨 |
| 10 |
2017-04-20 |
2017-06-05 |
5.777502730999999 |
5.3946000000000005 |
¥-7.4万 |
-6.66% |
回到中轨 |
| 11 |
2017-09-26 |
2017-11-15 |
6.218074862999999 |
5.87412 |
¥-5.8万 |
-5.56% |
回到中轨 |
| 12 |
2017-12-26 |
2018-01-03 |
5.587255673999999 |
5.804189999999999 |
¥3.8万 |
+3.85% |
回到中轨 |
| 13 |
2018-02-09 |
2018-03-07 |
5.687385703999999 |
5.71428 |
¥4,389 |
+0.44% |
回到中轨 |
| 14 |
2018-03-22 |
2018-05-03 |
5.427047625999999 |
5.024970000000001 |
¥-7.6万 |
-7.44% |
回到中轨 |
| 15 |
2018-06-20 |
2018-07-24 |
4.686085403999999 |
4.81 |
¥2.4万 |
+2.61% |
回到中轨 |
| 16 |
2018-10-19 |
2018-10-25 |
4.70611141 |
5.06493 |
¥7.4万 |
+7.59% |
回到中轨 |
| 17 |
2018-11-22 |
2019-01-08 |
5.106631529999999 |
4.78521 |
¥-6.6万 |
-6.32% |
回到中轨 |
| 18 |
2019-01-30 |
2019-02-14 |
4.636020389 |
4.78521 |
¥3.1万 |
+3.19% |
回到中轨 |
| 19 |
2019-03-29 |
2019-04-02 |
4.986475494 |
5.24475 |
¥5.2万 |
+5.15% |
回到中轨 |
| 20 |
2019-04-30 |
2019-06-13 |
5.036540509 |
4.76523 |
¥-5.7万 |
-5.42% |
回到中轨 |
| 21 |
2019-07-11 |
2019-08-27 |
4.70611141 |
4.47552 |
¥-5.0万 |
-4.93% |
回到中轨 |
| 22 |
2019-10-22 |
2019-10-31 |
4.716124412999999 |
4.815180000000001 |
¥2.0万 |
+2.07% |
回到中轨 |
| 23 |
2019-11-18 |
2019-11-26 |
4.656046395000001 |
4.87512 |
¥4.6万 |
+4.67% |
回到中轨 |
| 24 |
2020-02-03 |
2020-02-21 |
4.205461260000001 |
4.53546 |
¥7.2万 |
+7.81% |
回到中轨 |
| 25 |
2020-03-17 |
2020-05-28 |
4.185435254 |
3.83616 |
¥-9.1万 |
-8.37% |
回到中轨 |
| 26 |
2020-09-24 |
2020-10-13 |
3.9911969999999997 |
4.07592 |
¥2.1万 |
+2.09% |
回到中轨 |
| 27 |
2020-12-15 |
2020-12-21 |
4.171251 |
4.57542 |
¥9.9万 |
+9.66% |
回到中轨 |
| 28 |
2021-10-14 |
2021-10-20 |
7.920285372999999 |
8.15 |
¥3.1万 |
+2.87% |
回到中轨 |
| 29 |
2021-10-29 |
2021-12-03 |
7.2093621599999995 |
6.20379 |
¥-16.2万 |
-13.97% |
回到中轨 |
| 30 |
2022-10-18 |
2022-11-24 |
9.842781949 |
9.200790000000001 |
¥-6.5万 |
-6.55% |
回到中轨 |
| 31 |
2023-02-17 |
2023-02-22 |
8.290766483999999 |
8.641350000000001 |
¥3.9万 |
+4.20% |
回到中轨 |
| 32 |
2023-03-27 |
2023-04-18 |
8.232469 |
8.26173 |
¥3,134 |
+0.33% |
回到中轨 |
| 33 |
2023-05-31 |
2023-06-29 |
8.41092252 |
8.32167 |
¥-1.1万 |
-1.09% |
回到中轨 |
| 34 |
2023-07-28 |
2023-08-24 |
8.370870508 |
8.2917 |
¥-9,383 |
-0.98% |
回到中轨 |
| 35 |
2024-03-13 |
2024-04-08 |
11.444862428999999 |
11.59839 |
¥1.2万 |
+1.31% |
回到中轨 |
| 36 |
2024-06-28 |
2024-07-02 |
12.195837653999998 |
12.87711 |
¥5.4万 |
+5.55% |
回到中轨 |
| 37 |
2024-07-11 |
2024-08-08 |
12.095707624 |
12.287700000000001 |
¥1.6万 |
+1.56% |
回到中轨 |
| 38 |
2024-11-13 |
2024-11-19 |
12.476201738 |
13.00698 |
¥4.4万 |
+4.22% |
回到中轨 |
| 39 |
2024-12-23 |
2025-03-14 |
11.885434560999999 |
10.39959 |
¥-13.5万 |
-12.53% |
回到中轨 |
| 40 |
2025-04-08 |
2025-04-15 |
9.612482879999998 |
10.27971 |
¥6.4万 |
+6.91% |
回到中轨 |
| 41 |
2025-08-28 |
2025-09-18 |
11.503449999999999 |
11.56842 |
¥5,387 |
+0.53% |
回到中轨 |
| 42 |
2026-04-21 |
2026-04-24 |
16.070869815000002 |
17.672309999999996 |
¥10.0万 |
+9.93% |
回到中轨 |
| 43 |
2026-06-16 |
2026-07-15 |
14.618984379999997 |
12.96702 |
¥-12.5万 |
-11.33% |
回到中轨 |
| 44 |
2026-11-06 |
2026-11-13 |
12.806630836999998 |
13.03 |
¥1.7万 |
+1.71% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-03 |
跌破下轨 |
买入 |
8.5085 |
107700.0 |
¥91.7万 |
|
| 2015-07-24 |
回到中轨 |
卖出 |
8.6913 |
107700.0 |
¥93.6万 |
|
| 2015-08-26 |
跌破下轨 |
买入 |
6.506499999999999 |
154100.0 |
¥1.00M |
|
| 2015-09-23 |
回到中轨 |
卖出 |
6.4635299999999996 |
154100.0 |
¥99.6万 |
|
| 2015-12-01 |
跌破下轨 |
买入 |
6.036029999999999 |
167200.0 |
¥1.01M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
6.20379 |
167200.0 |
¥1.04M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.435429999999999 |
186900.0 |
¥1.02M |
|
| 2016-01-07 |
回到中轨 |
卖出 |
6.07392 |
186900.0 |
¥1.13M |
|
| 2016-01-18 |
跌破下轨 |
买入 |
5.08508 |
221900.0 |
¥1.13M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
4.94505 |
221900.0 |
¥1.10M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
4.774769999999999 |
234800.0 |
¥1.12M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
4.78521 |
234800.0 |
¥1.12M |
|
| 2016-06-14 |
跌破下轨 |
买入 |
4.564559999999999 |
246500.0 |
¥1.13M |
|
| 2016-06-20 |
回到中轨 |
卖出 |
4.78521 |
246500.0 |
¥1.18M |
|
| 2016-12-02 |
跌破下轨 |
买入 |
6.25625 |
188400.0 |
¥1.18M |
|
| 2017-01-06 |
回到中轨 |
卖出 |
5.85414 |
188400.0 |
¥1.10M |
|
| 2017-03-10 |
跌破下轨 |
买入 |
5.86586 |
188300.0 |
¥1.10M |
|
| 2017-03-23 |
回到中轨 |
卖出 |
5.94405 |
188300.0 |
¥1.12M |
|
| 2017-04-20 |
跌破下轨 |
买入 |
5.77577 |
193000.0 |
¥1.12M |
|
| 2017-06-05 |
回到中轨 |
卖出 |
5.3946000000000005 |
193000.0 |
¥1.04M |
|
| 2017-09-26 |
跌破下轨 |
买入 |
6.216209999999999 |
168000.0 |
¥1.04M |
|
| 2017-11-15 |
回到中轨 |
卖出 |
5.87412 |
168000.0 |
¥98.7万 |
|
| 2017-12-26 |
跌破下轨 |
买入 |
5.585579999999999 |
176300.0 |
¥98.5万 |
|
| 2018-01-03 |
回到中轨 |
卖出 |
5.804189999999999 |
176300.0 |
¥1.02M |
|
| 2018-02-09 |
跌破下轨 |
买入 |
5.685679999999999 |
174300.0 |
¥99.1万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
5.71428 |
174300.0 |
¥99.6万 |
|
| 2018-03-22 |
跌破下轨 |
买入 |
5.425419999999999 |
189300.0 |
¥1.03M |
|
| 2018-05-03 |
回到中轨 |
卖出 |
5.024970000000001 |
189300.0 |
¥95.1万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
4.684679999999999 |
199900.0 |
¥93.7万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
4.81 |
199900.0 |
¥96.1万 |
|
| 2018-10-19 |
跌破下轨 |
买入 |
4.7047 |
206400.0 |
¥97.1万 |
|
| 2018-10-25 |
回到中轨 |
卖出 |
5.06493 |
206400.0 |
¥1.05M |
|
| 2018-11-22 |
跌破下轨 |
买入 |
5.105099999999999 |
205400.0 |
¥1.05M |
|
| 2019-01-08 |
回到中轨 |
卖出 |
4.78521 |
205400.0 |
¥98.3万 |
|
| 2019-01-30 |
跌破下轨 |
买入 |
4.63463 |
212000.0 |
¥98.3万 |
|
| 2019-02-14 |
回到中轨 |
卖出 |
4.78521 |
212000.0 |
¥1.01M |
|
| 2019-03-29 |
跌破下轨 |
买入 |
4.98498 |
203800.0 |
¥1.02M |
|
| 2019-04-02 |
回到中轨 |
卖出 |
5.24475 |
203800.0 |
¥1.07M |
|
| 2019-04-30 |
跌破下轨 |
买入 |
5.03503 |
210400.0 |
¥1.06M |
|
| 2019-06-13 |
回到中轨 |
卖出 |
4.76523 |
210400.0 |
¥1.00M |
|
| 2019-07-11 |
跌破下轨 |
买入 |
4.7047 |
214800.0 |
¥1.01M |
|
| 2019-08-27 |
回到中轨 |
卖出 |
4.47552 |
214800.0 |
¥96.1万 |
|
| 2019-10-22 |
跌破下轨 |
买入 |
4.714709999999999 |
203000.0 |
¥95.7万 |
|
| 2019-10-31 |
回到中轨 |
卖出 |
4.815180000000001 |
203000.0 |
¥97.7万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
4.65465 |
210300.0 |
¥97.9万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
4.87512 |
210300.0 |
¥1.02M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
4.2042 |
219100.0 |
¥92.1万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
4.53546 |
219100.0 |
¥99.3万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
4.18418 |
260100.0 |
¥1.09M |
|
| 2020-05-28 |
回到中轨 |
卖出 |
3.83616 |
260100.0 |
¥99.7万 |
|
| 2020-09-24 |
跌破下轨 |
买入 |
3.99 |
251100.0 |
¥1.00M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
4.07592 |
251100.0 |
¥1.02M |
|
| 2020-12-15 |
跌破下轨 |
买入 |
4.17 |
246400.0 |
¥1.03M |
|
| 2020-12-21 |
回到中轨 |
卖出 |
4.57542 |
246400.0 |
¥1.13M |
|
| 2021-10-14 |
跌破下轨 |
买入 |
7.917909999999999 |
137200.0 |
¥1.09M |
|
| 2021-10-20 |
回到中轨 |
卖出 |
8.15 |
137200.0 |
¥1.12M |
|
| 2021-10-29 |
跌破下轨 |
买入 |
7.207199999999999 |
160400.0 |
¥1.16M |
|
| 2021-12-03 |
回到中轨 |
卖出 |
6.20379 |
160400.0 |
¥99.5万 |
|
| 2022-10-18 |
跌破下轨 |
买入 |
9.83983 |
101200.0 |
¥99.6万 |
|
| 2022-11-24 |
回到中轨 |
卖出 |
9.200790000000001 |
101200.0 |
¥93.1万 |
|
| 2023-02-17 |
跌破下轨 |
买入 |
8.288279999999999 |
112200.0 |
¥93.0万 |
|
| 2023-02-22 |
回到中轨 |
卖出 |
8.641350000000001 |
112200.0 |
¥96.9万 |
|
| 2023-03-27 |
跌破下轨 |
买入 |
8.23 |
117000.0 |
¥96.3万 |
|
| 2023-04-18 |
回到中轨 |
卖出 |
8.26173 |
117000.0 |
¥96.6万 |
|
| 2023-05-31 |
跌破下轨 |
买入 |
8.4084 |
114800.0 |
¥96.6万 |
|
| 2023-06-29 |
回到中轨 |
卖出 |
8.32167 |
114800.0 |
¥95.5万 |
|
| 2023-07-28 |
跌破下轨 |
买入 |
8.36836 |
114900.0 |
¥96.2万 |
|
| 2023-08-24 |
回到中轨 |
卖出 |
8.2917 |
114900.0 |
¥95.2万 |
|
| 2024-03-13 |
跌破下轨 |
买入 |
11.441429999999999 |
82100.0 |
¥94.0万 |
|
| 2024-04-08 |
回到中轨 |
卖出 |
11.59839 |
82100.0 |
¥95.2万 |
|
| 2024-06-28 |
跌破下轨 |
买入 |
12.192179999999999 |
79100.0 |
¥96.5万 |
|
| 2024-07-02 |
回到中轨 |
卖出 |
12.87711 |
79100.0 |
¥1.02M |
|
| 2024-07-11 |
跌破下轨 |
买入 |
12.09208 |
83800.0 |
¥1.01M |
|
| 2024-08-08 |
回到中轨 |
卖出 |
12.287700000000001 |
83800.0 |
¥1.03M |
|
| 2024-11-13 |
跌破下轨 |
买入 |
12.47246 |
82700.0 |
¥1.03M |
|
| 2024-11-19 |
回到中轨 |
卖出 |
13.00698 |
82700.0 |
¥1.08M |
|
| 2024-12-23 |
跌破下轨 |
买入 |
11.881869999999997 |
90400.0 |
¥1.07M |
|
| 2025-03-14 |
回到中轨 |
卖出 |
10.39959 |
90400.0 |
¥94.0万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
9.609599999999999 |
96800.0 |
¥93.0万 |
|
| 2025-04-15 |
回到中轨 |
卖出 |
10.27971 |
96800.0 |
¥99.5万 |
|
| 2025-08-28 |
跌破下轨 |
买入 |
11.5 |
87600.0 |
¥1.01M |
|
| 2025-09-18 |
回到中轨 |
卖出 |
11.56842 |
87600.0 |
¥1.01M |
|
| 2026-04-21 |
跌破下轨 |
买入 |
16.06605 |
62400.0 |
¥1.00M |
|
| 2026-04-24 |
回到中轨 |
卖出 |
17.672309999999996 |
62400.0 |
¥1.10M |
|
| 2026-06-16 |
跌破下轨 |
买入 |
14.6146 |
75200.0 |
¥1.10M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
12.96702 |
75200.0 |
¥97.5万 |
|
| 2026-11-06 |
跌破下轨 |
买入 |
12.802789999999998 |
76400.0 |
¥97.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
13.03 |
76400 |
¥99.5万 |
回测结束强平 |