601901 方正证券 — 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: ¥93.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -7.00%）
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 |
2015-05-07 |
2015-05-26 |
14.328607292999997 |
15.12486 |
¥5.5万 |
+5.53% |
回到中轨 |
| 2 |
2015-06-23 |
2015-08-14 |
12.966838884999996 |
9.64035 |
¥-27.1万 |
-25.68% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-23 |
7.760077324999998 |
6.66333 |
¥-10.6万 |
-14.16% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-22 |
8.260727474999998 |
7.17282 |
¥-8.5万 |
-13.20% |
回到中轨 |
| 5 |
2016-05-09 |
2016-06-01 |
7.182154 |
7.382610000000001 |
¥1.6万 |
+2.76% |
回到中轨 |
| 6 |
2016-07-29 |
2016-08-15 |
7.269440177999999 |
7.392600000000002 |
¥1.0万 |
+1.66% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-11 |
7.359557204999998 |
7.4225699999999994 |
¥5,082 |
+0.83% |
回到中轨 |
| 8 |
2017-05-10 |
2017-05-17 |
8.060467415 |
8.33166 |
¥2.1万 |
+3.33% |
回到中轨 |
| 9 |
2017-07-13 |
2017-08-29 |
9.171910748 |
9.10089 |
¥-5,133 |
-0.80% |
回到中轨 |
| 10 |
2017-09-25 |
2017-11-09 |
8.621195582999999 |
8.2917 |
¥-2.5万 |
-3.85% |
回到中轨 |
| 11 |
2017-12-01 |
2018-01-04 |
7.60988228 |
7.17282 |
¥-3.5万 |
-5.77% |
回到中轨 |
| 12 |
2018-03-26 |
2018-05-04 |
5.877632760999999 |
6.16383 |
¥2.8万 |
+4.84% |
回到中轨 |
| 13 |
2018-05-30 |
2018-06-21 |
5.887645763999999 |
6.17382 |
¥2.9万 |
+4.83% |
回到中轨 |
| 14 |
2018-08-09 |
2018-10-23 |
6.037840808999999 |
5.4945 |
¥-5.7万 |
-9.03% |
回到中轨 |
| 15 |
2019-04-30 |
2019-05-21 |
6.969050087999999 |
7.062930000000001 |
¥7,616 |
+1.32% |
回到中轨 |
| 16 |
2019-08-05 |
2019-08-20 |
6.718725012999999 |
6.92307 |
¥1.8万 |
+3.01% |
回到中轨 |
| 17 |
2019-11-14 |
2019-11-27 |
6.508451949999998 |
6.643350000000001 |
¥1.2万 |
+2.04% |
回到中轨 |
| 18 |
2020-02-04 |
2020-02-18 |
6.668659997999999 |
8.06193 |
¥11.8万 |
+20.86% |
回到中轨 |
| 19 |
2020-05-25 |
2020-06-02 |
6.908972069999999 |
7.14285 |
¥2.5万 |
+3.35% |
回到中轨 |
| 20 |
2020-09-11 |
2020-09-29 |
8.280753480999998 |
8.48151 |
¥1.8万 |
+2.39% |
回到中轨 |
| 21 |
2020-12-10 |
2020-12-31 |
8.661247594999999 |
10.25973 |
¥14.2万 |
+18.42% |
回到中轨 |
| 22 |
2021-07-02 |
2021-07-16 |
8.911572669999998 |
9.0909 |
¥1.8万 |
+1.98% |
回到中轨 |
| 23 |
2021-08-03 |
2021-08-19 |
8.531078555999999 |
8.82117 |
¥3.1万 |
+3.37% |
回到中轨 |
| 24 |
2021-11-03 |
2021-12-06 |
7.9102723699999995 |
7.88211 |
¥-3,730 |
-0.39% |
回到中轨 |
| 25 |
2022-01-26 |
2022-04-06 |
7.579843271 |
6.993 |
¥-7.5万 |
-7.77% |
回到中轨 |
| 26 |
2022-04-27 |
2022-05-20 |
5.957736785 |
6.293699999999999 |
¥4.9万 |
+5.61% |
回到中轨 |
| 27 |
2022-08-03 |
2022-08-12 |
6.218074862999999 |
6.74325 |
¥7.9万 |
+8.41% |
回到中轨 |
| 28 |
2022-09-21 |
2022-10-18 |
6.538490959 |
6.6933 |
¥2.4万 |
+2.34% |
回到中轨 |
| 29 |
2022-10-25 |
2022-11-02 |
6.398308917 |
6.47 |
¥1.1万 |
+1.09% |
回到中轨 |
| 30 |
2022-12-12 |
2023-01-06 |
6.5084519499999995 |
6.48351 |
¥-4,326 |
-0.41% |
回到中轨 |
| 31 |
2023-04-24 |
2023-05-05 |
6.858907054999999 |
7.062930000000001 |
¥3.1万 |
+2.94% |
回到中轨 |
| 32 |
2023-06-27 |
2023-07-10 |
6.448373932000001 |
6.643350000000001 |
¥3.2万 |
+2.99% |
回到中轨 |
| 33 |
2023-12-21 |
2024-02-22 |
7.9102723699999995 |
6.98301 |
¥-12.6万 |
-11.75% |
回到中轨 |
| 34 |
2024-06-26 |
2024-08-01 |
7.950324381999999 |
7.722270000000001 |
¥-2.8万 |
-2.90% |
回到中轨 |
| 35 |
2024-08-23 |
2024-09-20 |
6.8488940519999995 |
6.87312 |
¥3,079 |
+0.32% |
回到中轨 |
| 36 |
2025-01-02 |
2025-01-27 |
8.320805493 |
7.94205 |
¥-4.4万 |
-4.58% |
回到中轨 |
| 37 |
2025-04-09 |
2025-05-06 |
7.059167114999999 |
7.4925 |
¥5.5万 |
+6.11% |
回到中轨 |
| 38 |
2025-11-26 |
2025-12-16 |
7.770090327999999 |
7.78221 |
¥1,221 |
+0.13% |
回到中轨 |
| 39 |
2026-03-04 |
2026-04-13 |
7.379583210999999 |
7.06 |
¥-4.2万 |
-4.36% |
回到中轨 |
| 40 |
2026-05-29 |
2026-06-16 |
6.8488940519999995 |
6.80319 |
¥-6,469 |
-0.70% |
回到中轨 |
| 41 |
2026-08-17 |
2026-08-31 |
6.90897207 |
6.86313 |
¥-6,400 |
-0.69% |
回到中轨 |
| 42 |
2026-09-29 |
2026-11-03 |
6.628607985999999 |
6.71328 |
¥1.1万 |
+1.25% |
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 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
14.324309999999999 |
69200.0 |
¥99.2万 |
|
| 2015-05-26 |
回到中轨 |
卖出 |
15.12486 |
69200.0 |
¥1.05M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
12.962949999999998 |
81300.0 |
¥1.05M |
|
| 2015-08-14 |
回到中轨 |
卖出 |
9.64035 |
81300.0 |
¥78.4万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
7.757749999999999 |
96900.0 |
¥75.2万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
6.66333 |
96900.0 |
¥64.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.258249999999999 |
78100.0 |
¥64.5万 |
|
| 2016-02-22 |
回到中轨 |
卖出 |
7.17282 |
78100.0 |
¥56.0万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
7.18 |
81400.0 |
¥58.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
7.382610000000001 |
81400.0 |
¥60.1万 |
|
| 2016-07-29 |
跌破下轨 |
买入 |
7.26726 |
83600.0 |
¥60.8万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
7.392600000000002 |
83600.0 |
¥61.8万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
7.3573499999999985 |
83600.0 |
¥61.5万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
7.4225699999999994 |
83600.0 |
¥62.0万 |
|
| 2017-05-10 |
跌破下轨 |
买入 |
8.05805 |
77000.0 |
¥62.1万 |
|
| 2017-05-17 |
回到中轨 |
卖出 |
8.33166 |
77000.0 |
¥64.1万 |
|
| 2017-07-13 |
跌破下轨 |
买入 |
9.16916 |
69600.0 |
¥63.8万 |
|
| 2017-08-29 |
回到中轨 |
卖出 |
9.10089 |
69600.0 |
¥63.3万 |
|
| 2017-09-25 |
跌破下轨 |
买入 |
8.618609999999999 |
74000.0 |
¥63.8万 |
|
| 2017-11-09 |
回到中轨 |
卖出 |
8.2917 |
74000.0 |
¥61.3万 |
|
| 2017-12-01 |
跌破下轨 |
买入 |
7.607599999999999 |
80400.0 |
¥61.2万 |
|
| 2018-01-04 |
回到中轨 |
卖出 |
7.17282 |
80400.0 |
¥57.7万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
5.875869999999999 |
97200.0 |
¥57.1万 |
|
| 2018-05-04 |
回到中轨 |
卖出 |
6.16383 |
97200.0 |
¥59.9万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
5.885879999999999 |
100800.0 |
¥59.3万 |
|
| 2018-06-21 |
回到中轨 |
卖出 |
6.17382 |
100800.0 |
¥62.2万 |
|
| 2018-08-09 |
跌破下轨 |
买入 |
6.036029999999999 |
104500.0 |
¥63.1万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
5.4945 |
104500.0 |
¥57.4万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
6.966959999999999 |
83000.0 |
¥57.8万 |
|
| 2019-05-21 |
回到中轨 |
卖出 |
7.062930000000001 |
83000.0 |
¥58.6万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
6.716709999999999 |
86800.0 |
¥58.3万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
6.92307 |
86800.0 |
¥60.1万 |
|
| 2019-11-14 |
跌破下轨 |
买入 |
6.506499999999998 |
92400.0 |
¥60.1万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
6.643350000000001 |
92400.0 |
¥61.4万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
6.666659999999999 |
84800.0 |
¥56.6万 |
|
| 2020-02-18 |
回到中轨 |
卖出 |
8.06193 |
84800.0 |
¥68.3万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
6.906899999999999 |
106000.0 |
¥73.2万 |
|
| 2020-06-02 |
回到中轨 |
卖出 |
7.14285 |
106000.0 |
¥75.7万 |
|
| 2020-09-11 |
跌破下轨 |
买入 |
8.27827 |
91600.0 |
¥75.9万 |
|
| 2020-09-29 |
回到中轨 |
卖出 |
8.48151 |
91600.0 |
¥77.7万 |
|
| 2020-12-10 |
跌破下轨 |
买入 |
8.65865 |
89300.0 |
¥77.3万 |
|
| 2020-12-31 |
回到中轨 |
卖出 |
10.25973 |
89300.0 |
¥91.6万 |
|
| 2021-07-02 |
跌破下轨 |
买入 |
8.9089 |
102300.0 |
¥91.2万 |
|
| 2021-07-16 |
回到中轨 |
卖出 |
9.0909 |
102300.0 |
¥93.0万 |
|
| 2021-08-03 |
跌破下轨 |
买入 |
8.528519999999999 |
108400.0 |
¥92.5万 |
|
| 2021-08-19 |
回到中轨 |
卖出 |
8.82117 |
108400.0 |
¥95.6万 |
|
| 2021-11-03 |
跌破下轨 |
买入 |
7.9079 |
122200.0 |
¥96.7万 |
|
| 2021-12-06 |
回到中轨 |
卖出 |
7.88211 |
122200.0 |
¥96.3万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
7.57757 |
127200.0 |
¥96.4万 |
|
| 2022-04-06 |
回到中轨 |
卖出 |
6.993 |
127200.0 |
¥88.9万 |
|
| 2022-04-27 |
跌破下轨 |
买入 |
5.95595 |
147600.0 |
¥87.9万 |
|
| 2022-05-20 |
回到中轨 |
卖出 |
6.293699999999999 |
147600.0 |
¥92.9万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
6.216209999999999 |
150200.0 |
¥93.4万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
6.74325 |
150200.0 |
¥1.01M |
|
| 2022-09-21 |
跌破下轨 |
买入 |
6.53653 |
155300.0 |
¥1.02M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
6.6933 |
155300.0 |
¥1.04M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
6.396389999999999 |
162400.0 |
¥1.04M |
|
| 2022-11-02 |
回到中轨 |
卖出 |
6.47 |
162400.0 |
¥1.05M |
|
| 2022-12-12 |
跌破下轨 |
买入 |
6.506499999999999 |
160900.0 |
¥1.05M |
|
| 2023-01-06 |
回到中轨 |
卖出 |
6.48351 |
160900.0 |
¥1.04M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
6.856849999999999 |
152300.0 |
¥1.04M |
|
| 2023-05-05 |
回到中轨 |
卖出 |
7.062930000000001 |
152300.0 |
¥1.08M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
6.44644 |
167300.0 |
¥1.08M |
|
| 2023-07-10 |
回到中轨 |
卖出 |
6.643350000000001 |
167300.0 |
¥1.11M |
|
| 2023-12-21 |
跌破下轨 |
买入 |
7.907900000000001 |
135200.0 |
¥1.07M |
|
| 2024-02-22 |
回到中轨 |
卖出 |
6.98301 |
135200.0 |
¥94.4万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
7.947939999999999 |
123400.0 |
¥98.1万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
7.722270000000001 |
123400.0 |
¥95.3万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
6.846839999999999 |
138900.0 |
¥95.1万 |
|
| 2024-09-20 |
回到中轨 |
卖出 |
6.87312 |
138900.0 |
¥95.4万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
8.31831 |
114900.0 |
¥95.6万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
7.94205 |
114900.0 |
¥91.2万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
7.057049999999999 |
128500.0 |
¥90.7万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
7.4925 |
128500.0 |
¥96.2万 |
|
| 2025-11-26 |
跌破下轨 |
买入 |
7.767759999999999 |
124800.0 |
¥97.0万 |
|
| 2025-12-16 |
回到中轨 |
卖出 |
7.78221 |
124800.0 |
¥97.1万 |
|
| 2026-03-04 |
跌破下轨 |
买入 |
7.377369999999999 |
130700.0 |
¥96.5万 |
|
| 2026-04-13 |
回到中轨 |
卖出 |
7.06 |
130700.0 |
¥92.2万 |
|
| 2026-05-29 |
跌破下轨 |
买入 |
6.846839999999999 |
135500.0 |
¥92.8万 |
|
| 2026-06-16 |
回到中轨 |
卖出 |
6.80319 |
135500.0 |
¥92.2万 |
|
| 2026-08-17 |
跌破下轨 |
买入 |
6.906899999999999 |
133600.0 |
¥92.3万 |
|
| 2026-08-31 |
回到中轨 |
卖出 |
6.86313 |
133600.0 |
¥91.7万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
6.626619999999999 |
138300.0 |
¥91.7万 |
|
| 2026-11-03 |
回到中轨 |
卖出 |
6.71328 |
138300.0 |
¥92.8万 |
|