601899 紫金矿业 — 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: ¥1.74M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +74.12%）
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 36 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 |
2015-02-09 |
2015-03-02 |
3.3042909899999993 |
3.5764200000000006 |
¥8.1万 |
+8.20% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-24 |
4.6059813799999985 |
4.45554 |
¥-3.4万 |
-3.30% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-15 |
3.494538047 |
3.57642 |
¥2.4万 |
+2.31% |
回到中轨 |
| 4 |
2016-01-05 |
2016-01-07 |
3.2542259749999998 |
3.54645 |
¥9.4万 |
+8.95% |
回到中轨 |
| 5 |
2016-01-13 |
2016-02-16 |
3.2942779869999996 |
3.2767199999999996 |
¥-6,539 |
-0.56% |
回到中轨 |
| 6 |
2016-05-10 |
2016-06-07 |
3.063978917999999 |
3.11688 |
¥1.9万 |
+1.70% |
回到中轨 |
| 7 |
2016-08-23 |
2016-10-18 |
3.4244470259999997 |
3.20679 |
¥-7.5万 |
-6.38% |
回到中轨 |
| 8 |
2017-03-07 |
2017-03-28 |
3.461038 |
3.44655 |
¥-4,914 |
-0.45% |
回到中轨 |
| 9 |
2017-10-31 |
2017-11-23 |
3.6747721009999994 |
3.75 |
¥2.2万 |
+2.02% |
回到中轨 |
| 10 |
2018-05-03 |
2018-06-07 |
3.9951881969999996 |
4.02597 |
¥8,269 |
+0.74% |
回到中轨 |
| 11 |
2018-07-03 |
2018-07-25 |
3.4544860349999995 |
3.61638 |
¥5.2万 |
+4.66% |
回到中轨 |
| 12 |
2018-10-19 |
2018-10-26 |
3.2642389779999994 |
3.51648 |
¥9.0万 |
+7.70% |
回到中轨 |
| 13 |
2018-11-27 |
2018-12-11 |
3.3443430019999996 |
3.43 |
¥3.2万 |
+2.53% |
回到中轨 |
| 14 |
2018-12-28 |
2019-02-12 |
3.324316996 |
3.03696 |
¥-11.3万 |
-8.67% |
回到中轨 |
| 15 |
2019-04-26 |
2019-06-03 |
3.374382011 |
3.2966999999999995 |
¥-2.7万 |
-2.33% |
回到中轨 |
| 16 |
2019-09-09 |
2019-10-29 |
3.5446030619999997 |
3.3266700000000005 |
¥-7.2万 |
-6.18% |
回到中轨 |
| 17 |
2020-02-04 |
2020-02-17 |
3.8650191579999995 |
4.54545 |
¥19.1万 |
+17.57% |
回到中轨 |
| 18 |
2020-03-17 |
2020-04-08 |
3.624707086 |
3.8961 |
¥9.5万 |
+7.46% |
回到中轨 |
| 19 |
2021-06-16 |
2021-07-12 |
10.283354080999997 |
10.469520000000001 |
¥2.4万 |
+1.78% |
回到中轨 |
| 20 |
2021-12-03 |
2021-12-10 |
10.063068015 |
10.29969 |
¥3.2万 |
+2.32% |
回到中轨 |
| 21 |
2022-03-15 |
2022-03-22 |
10.083094020999999 |
10.92906 |
¥11.5万 |
+8.36% |
回到中轨 |
| 22 |
2022-04-26 |
2022-05-31 |
10.633809185999999 |
10.06992 |
¥-8.2万 |
-5.33% |
回到中轨 |
| 23 |
2022-06-21 |
2022-07-29 |
9.582874 |
9.05094 |
¥-8.1万 |
-5.58% |
回到中轨 |
| 24 |
2022-09-02 |
2022-09-08 |
8.631208585999998 |
8.991 |
¥5.7万 |
+4.14% |
回到中轨 |
| 25 |
2022-09-27 |
2022-10-28 |
7.720025312999999 |
8.15184 |
¥7.9万 |
+5.56% |
回到中轨 |
| 26 |
2023-05-12 |
2023-06-05 |
11.413423 |
11.39859 |
¥-2,366 |
-0.16% |
回到中轨 |
| 27 |
2023-08-17 |
2023-08-31 |
12.075681617999999 |
12.47751 |
¥4.9万 |
+3.30% |
回到中轨 |
| 28 |
2023-09-28 |
2023-10-31 |
12.426136722999999 |
12.3876 |
¥-5,311 |
-0.34% |
回到中轨 |
| 29 |
2024-01-18 |
2024-01-29 |
11.675161498 |
12.21777 |
¥7.2万 |
+4.62% |
回到中轨 |
| 30 |
2024-07-24 |
2024-08-20 |
16.471389935 |
16.30368 |
¥-1.7万 |
-1.05% |
回到中轨 |
| 31 |
2024-09-11 |
2024-09-20 |
14.168399245000002 |
15.47451 |
¥14.7万 |
+9.19% |
回到中轨 |
| 32 |
2024-11-12 |
2024-12-10 |
16.12093483 |
16.363619999999997 |
¥2.5万 |
+1.47% |
回到中轨 |
| 33 |
2026-03-17 |
2026-04-09 |
34.775159419 |
33.95601 |
¥-4.2万 |
-2.38% |
回到中轨 |
| 34 |
2026-05-18 |
2026-06-16 |
30.940179269999994 |
30.969 |
¥1,066 |
+0.06% |
回到中轨 |
| 35 |
2026-06-26 |
2026-07-07 |
25.907770000000003 |
27.7722 |
¥12.5万 |
+7.16% |
回到中轨 |
| 36 |
2026-09-14 |
2026-11-05 |
31.821323533999998 |
29.580389999999998 |
¥-13.0万 |
-7.07% |
回到中轨 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
3.3032999999999992 |
298400.0 |
¥98.6万 |
|
| 2015-03-02 |
回到中轨 |
卖出 |
3.5764200000000006 |
298400.0 |
¥1.07M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
4.604599999999999 |
226800.0 |
¥1.04M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
4.45554 |
226800.0 |
¥1.01M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
3.49349 |
298800.0 |
¥1.04M |
|
| 2015-12-15 |
回到中轨 |
卖出 |
3.57642 |
298800.0 |
¥1.07M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
3.2532499999999995 |
322300.0 |
¥1.05M |
|
| 2016-01-07 |
回到中轨 |
卖出 |
3.54645 |
322300.0 |
¥1.14M |
|
| 2016-01-13 |
跌破下轨 |
买入 |
3.29329 |
352700.0 |
¥1.16M |
|
| 2016-02-16 |
回到中轨 |
卖出 |
3.2767199999999996 |
352700.0 |
¥1.16M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
3.0630599999999997 |
373400.0 |
¥1.14M |
|
| 2016-06-07 |
回到中轨 |
卖出 |
3.11688 |
373400.0 |
¥1.16M |
|
| 2016-08-23 |
跌破下轨 |
买入 |
3.4234199999999997 |
342100.0 |
¥1.17M |
|
| 2016-10-18 |
回到中轨 |
卖出 |
3.20679 |
342100.0 |
¥1.10M |
|
| 2017-03-07 |
跌破下轨 |
买入 |
3.46 |
316600.0 |
¥1.10M |
|
| 2017-03-28 |
回到中轨 |
卖出 |
3.44655 |
316600.0 |
¥1.09M |
|
| 2017-10-31 |
跌破下轨 |
买入 |
3.67367 |
295600.0 |
¥1.09M |
|
| 2017-11-23 |
回到中轨 |
卖出 |
3.75 |
295600.0 |
¥1.11M |
|
| 2018-05-03 |
跌破下轨 |
买入 |
3.9939899999999993 |
279600.0 |
¥1.12M |
|
| 2018-06-07 |
回到中轨 |
卖出 |
4.02597 |
279600.0 |
¥1.13M |
|
| 2018-07-03 |
跌破下轨 |
买入 |
3.4534499999999997 |
323000.0 |
¥1.12M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
3.61638 |
323000.0 |
¥1.17M |
|
| 2018-10-19 |
跌破下轨 |
买入 |
3.2632599999999994 |
357300.0 |
¥1.17M |
|
| 2018-10-26 |
回到中轨 |
卖出 |
3.51648 |
357300.0 |
¥1.26M |
|
| 2018-11-27 |
跌破下轨 |
买入 |
3.3433399999999995 |
378800.0 |
¥1.27M |
|
| 2018-12-11 |
回到中轨 |
卖出 |
3.43 |
378800.0 |
¥1.30M |
|
| 2018-12-28 |
跌破下轨 |
买入 |
3.3233199999999994 |
390700.0 |
¥1.30M |
|
| 2019-02-12 |
回到中轨 |
卖出 |
3.03696 |
390700.0 |
¥1.19M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
3.37337 |
349500.0 |
¥1.18M |
|
| 2019-06-03 |
回到中轨 |
卖出 |
3.2966999999999995 |
349500.0 |
¥1.15M |
|
| 2019-09-09 |
跌破下轨 |
买入 |
3.5435399999999997 |
327000.0 |
¥1.16M |
|
| 2019-10-29 |
回到中轨 |
卖出 |
3.3266700000000005 |
327000.0 |
¥1.09M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
3.86386 |
281400.0 |
¥1.09M |
|
| 2020-02-17 |
回到中轨 |
卖出 |
4.54545 |
281400.0 |
¥1.28M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
3.62362 |
350700.0 |
¥1.27M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
3.8961 |
350700.0 |
¥1.37M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
10.280269999999998 |
130900.0 |
¥1.35M |
|
| 2021-07-12 |
回到中轨 |
卖出 |
10.469520000000001 |
130900.0 |
¥1.37M |
|
| 2021-12-03 |
跌破下轨 |
买入 |
10.06005 |
138900.0 |
¥1.40M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
10.29969 |
138900.0 |
¥1.43M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
10.08007 |
136500.0 |
¥1.38M |
|
| 2022-03-22 |
回到中轨 |
卖出 |
10.92906 |
136500.0 |
¥1.49M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
10.630619999999999 |
145100.0 |
¥1.54M |
|
| 2022-05-31 |
回到中轨 |
卖出 |
10.06992 |
145100.0 |
¥1.46M |
|
| 2022-06-21 |
跌破下轨 |
买入 |
9.58 |
152200.0 |
¥1.46M |
|
| 2022-07-29 |
回到中轨 |
卖出 |
9.05094 |
152200.0 |
¥1.38M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
8.628619999999998 |
159400.0 |
¥1.38M |
|
| 2022-09-08 |
回到中轨 |
卖出 |
8.991 |
159400.0 |
¥1.43M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
7.717709999999999 |
183500.0 |
¥1.42M |
|
| 2022-10-28 |
回到中轨 |
卖出 |
8.15184 |
183500.0 |
¥1.50M |
|
| 2023-05-12 |
跌破下轨 |
买入 |
11.41 |
129600.0 |
¥1.48M |
|
| 2023-06-05 |
回到中轨 |
卖出 |
11.39859 |
129600.0 |
¥1.48M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
12.072059999999999 |
124000.0 |
¥1.50M |
|
| 2023-08-31 |
回到中轨 |
卖出 |
12.47751 |
124000.0 |
¥1.55M |
|
| 2023-09-28 |
跌破下轨 |
买入 |
12.42241 |
125700.0 |
¥1.56M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
12.3876 |
125700.0 |
¥1.56M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
11.67166 |
132900.0 |
¥1.55M |
|
| 2024-01-29 |
回到中轨 |
卖出 |
12.21777 |
132900.0 |
¥1.62M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
16.46645 |
98400.0 |
¥1.62M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
16.30368 |
98400.0 |
¥1.60M |
|
| 2024-09-11 |
跌破下轨 |
买入 |
14.164150000000001 |
113200.0 |
¥1.60M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
15.47451 |
113200.0 |
¥1.75M |
|
| 2024-11-12 |
跌破下轨 |
买入 |
16.1161 |
106400.0 |
¥1.72M |
|
| 2024-12-10 |
回到中轨 |
卖出 |
16.363619999999997 |
106400.0 |
¥1.74M |
|
| 2026-03-17 |
跌破下轨 |
买入 |
34.76472999999999 |
51200.0 |
¥1.78M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
33.95601 |
51200.0 |
¥1.74M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
30.930899999999994 |
54600.0 |
¥1.69M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
30.969 |
54600.0 |
¥1.69M |
|
| 2026-06-26 |
跌破下轨 |
买入 |
25.9 |
67100.0 |
¥1.74M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
27.7722 |
67100.0 |
¥1.86M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
31.81178 |
57800.0 |
¥1.84M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
29.580389999999998 |
57800.0 |
¥1.71M |
|