601916 浙商银行 — 布林下轨抄底 回测明细
数据区间: 2019-11-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥99.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -0.37%）
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 29 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 |
2020-01-20 |
2020-02-21 |
4.636020389 |
4.36563 |
¥-5.8万 |
-5.86% |
回到中轨 |
| 2 |
2020-03-17 |
2020-04-15 |
4.135370239 |
4.05594 |
¥-1.8万 |
-1.95% |
回到中轨 |
| 3 |
2020-04-27 |
2020-04-28 |
4.005201199999999 |
4.02597 |
¥4,499 |
+0.49% |
回到中轨 |
| 4 |
2020-05-27 |
2020-06-22 |
3.8850451639999997 |
3.93606 |
¥1.2万 |
+1.28% |
回到中轨 |
| 5 |
2020-10-27 |
2020-11-19 |
4.125357235999999 |
4.05594 |
¥-1.6万 |
-1.71% |
回到中轨 |
| 6 |
2021-01-12 |
2021-01-14 |
3.961188 |
4.02 |
¥1.3万 |
+1.45% |
回到中轨 |
| 7 |
2021-06-29 |
2021-07-08 |
3.9851751939999995 |
3.9860100000000003 |
¥-85 |
-0.01% |
回到中轨 |
| 8 |
2021-07-09 |
2021-07-16 |
3.9551361849999993 |
3.97602 |
¥4,655 |
+0.50% |
回到中轨 |
| 9 |
2021-07-21 |
2021-09-08 |
3.8850451639999997 |
3.5964 |
¥-7.0万 |
-7.46% |
回到中轨 |
| 10 |
2021-10-28 |
2021-11-23 |
3.4845250439999993 |
3.44 |
¥-1.1万 |
-1.31% |
回到中轨 |
| 11 |
2022-01-26 |
2022-02-09 |
3.444473032 |
3.54 |
¥2.4万 |
+2.74% |
回到中轨 |
| 12 |
2022-03-11 |
2022-04-01 |
3.3143039929999993 |
3.30669 |
¥-2,275 |
-0.26% |
回到中轨 |
| 13 |
2022-04-22 |
2022-05-06 |
3.2241869660000004 |
3.32667 |
¥2.8万 |
+3.15% |
回到中轨 |
| 14 |
2022-08-02 |
2022-08-12 |
3.224186966 |
3.26673 |
¥1.2万 |
+1.29% |
回到中轨 |
| 15 |
2022-09-08 |
2022-11-14 |
3.20416096 |
2.92707 |
¥-8.0万 |
-8.68% |
回到中轨 |
| 16 |
2022-12-26 |
2023-01-05 |
2.873731861 |
2.9670300000000003 |
¥2.7万 |
+3.22% |
回到中轨 |
| 17 |
2023-03-13 |
2023-04-06 |
2.8937578669999997 |
2.8771199999999997 |
¥-5,238 |
-0.60% |
回到中轨 |
| 18 |
2023-06-28 |
2023-07-26 |
2.5433027619999997 |
2.65734 |
¥3.8万 |
+4.45% |
回到中轨 |
| 19 |
2023-10-11 |
2023-10-31 |
2.510753 |
2.5274699999999997 |
¥5,710 |
+0.64% |
回到中轨 |
| 20 |
2024-04-29 |
2024-05-06 |
2.9137838729999994 |
3.01698 |
¥3.2万 |
+3.51% |
回到中轨 |
| 21 |
2024-06-27 |
2024-07-03 |
2.693497807 |
2.85714 |
¥5.7万 |
+6.04% |
回到中轨 |
| 22 |
2024-08-07 |
2024-08-15 |
2.7535758249999995 |
2.7971999999999997 |
¥1.5万 |
+1.55% |
回到中轨 |
| 23 |
2024-08-30 |
2024-09-25 |
2.643432792 |
2.63736 |
¥-2,619 |
-0.26% |
回到中轨 |
| 24 |
2025-01-06 |
2025-01-24 |
2.8436928519999993 |
2.8771199999999997 |
¥1.2万 |
+1.15% |
回到中轨 |
| 25 |
2025-08-18 |
2025-10-15 |
3.2942779869999996 |
3.0669299999999997 |
¥-7.0万 |
-6.93% |
回到中轨 |
| 26 |
2025-12-08 |
2025-12-16 |
3.0539659149999996 |
3.0969 |
¥1.3万 |
+1.38% |
回到中轨 |
| 27 |
2026-01-16 |
2026-02-06 |
3.0039008999999997 |
2.95704 |
¥-1.5万 |
-1.59% |
回到中轨 |
| 28 |
2026-06-29 |
2026-07-16 |
2.7736018309999992 |
2.85714 |
¥2.8万 |
+2.98% |
回到中轨 |
| 29 |
2026-09-24 |
2026-10-09 |
2.863718858 |
2.92707 |
¥2.1万 |
+2.18% |
回到中轨 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-20 |
跌破下轨 |
买入 |
4.63463 |
215200.0 |
¥99.8万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
4.36563 |
215200.0 |
¥93.9万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
4.13413 |
226600.0 |
¥93.7万 |
|
| 2020-04-15 |
回到中轨 |
卖出 |
4.05594 |
226600.0 |
¥91.9万 |
|
| 2020-04-27 |
跌破下轨 |
买入 |
4.004 |
230000.0 |
¥92.1万 |
|
| 2020-04-28 |
回到中轨 |
卖出 |
4.02597 |
230000.0 |
¥92.6万 |
|
| 2020-05-27 |
跌破下轨 |
买入 |
3.8838799999999996 |
237100.0 |
¥92.1万 |
|
| 2020-06-22 |
回到中轨 |
卖出 |
3.93606 |
237100.0 |
¥93.3万 |
|
| 2020-10-27 |
跌破下轨 |
买入 |
4.12412 |
226200.0 |
¥93.3万 |
|
| 2020-11-19 |
回到中轨 |
卖出 |
4.05594 |
226200.0 |
¥91.7万 |
|
| 2021-01-12 |
跌破下轨 |
买入 |
3.96 |
232400.0 |
¥92.1万 |
|
| 2021-01-14 |
回到中轨 |
卖出 |
4.02 |
232400.0 |
¥93.4万 |
|
| 2021-06-29 |
跌破下轨 |
买入 |
3.9839799999999994 |
234600.0 |
¥93.5万 |
|
| 2021-07-08 |
回到中轨 |
卖出 |
3.9860100000000003 |
234600.0 |
¥93.5万 |
|
| 2021-07-09 |
跌破下轨 |
买入 |
3.9539499999999994 |
236400.0 |
¥93.5万 |
|
| 2021-07-16 |
回到中轨 |
卖出 |
3.97602 |
236400.0 |
¥94.0万 |
|
| 2021-07-21 |
跌破下轨 |
买入 |
3.8838799999999996 |
241800.0 |
¥93.9万 |
|
| 2021-09-08 |
回到中轨 |
卖出 |
3.5964 |
241800.0 |
¥86.9万 |
|
| 2021-10-28 |
跌破下轨 |
买入 |
3.4834799999999997 |
249600.0 |
¥87.0万 |
|
| 2021-11-23 |
回到中轨 |
卖出 |
3.44 |
249600.0 |
¥85.8万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
3.44344 |
249200.0 |
¥85.8万 |
|
| 2022-02-09 |
回到中轨 |
卖出 |
3.54 |
249200.0 |
¥88.2万 |
|
| 2022-03-11 |
跌破下轨 |
买入 |
3.3133099999999995 |
264400.0 |
¥87.6万 |
|
| 2022-04-01 |
回到中轨 |
卖出 |
3.30669 |
264400.0 |
¥87.4万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
3.22322 |
271900.0 |
¥87.7万 |
|
| 2022-05-06 |
回到中轨 |
卖出 |
3.32667 |
271900.0 |
¥90.4万 |
|
| 2022-08-02 |
跌破下轨 |
买入 |
3.22322 |
281300.0 |
¥90.7万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
3.26673 |
281300.0 |
¥91.9万 |
|
| 2022-09-08 |
跌破下轨 |
买入 |
3.2032 |
286700.0 |
¥91.9万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
2.92707 |
286700.0 |
¥83.9万 |
|
| 2022-12-26 |
跌破下轨 |
买入 |
2.87287 |
292000.0 |
¥83.9万 |
|
| 2023-01-05 |
回到中轨 |
卖出 |
2.9670300000000003 |
292000.0 |
¥86.6万 |
|
| 2023-03-13 |
跌破下轨 |
买入 |
2.89289 |
299300.0 |
¥86.6万 |
|
| 2023-04-06 |
回到中轨 |
卖出 |
2.8771199999999997 |
299300.0 |
¥86.1万 |
|
| 2023-06-28 |
跌破下轨 |
买入 |
2.54254 |
338500.0 |
¥86.1万 |
|
| 2023-07-26 |
回到中轨 |
卖出 |
2.65734 |
338500.0 |
¥89.9万 |
|
| 2023-10-11 |
跌破下轨 |
买入 |
2.51 |
357800.0 |
¥89.8万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
2.5274699999999997 |
357800.0 |
¥90.4万 |
|
| 2024-04-29 |
跌破下轨 |
买入 |
2.9129099999999997 |
310500.0 |
¥90.5万 |
|
| 2024-05-06 |
回到中轨 |
卖出 |
3.01698 |
310500.0 |
¥93.6万 |
|
| 2024-06-27 |
跌破下轨 |
买入 |
2.69269 |
347700.0 |
¥93.7万 |
|
| 2024-07-03 |
回到中轨 |
卖出 |
2.85714 |
347700.0 |
¥99.3万 |
|
| 2024-08-07 |
跌破下轨 |
买入 |
2.75275 |
360600.0 |
¥99.3万 |
|
| 2024-08-15 |
回到中轨 |
卖出 |
2.7971999999999997 |
360600.0 |
¥1.01M |
|
| 2024-08-30 |
跌破下轨 |
买入 |
2.6426399999999997 |
381500.0 |
¥1.01M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
2.63736 |
381500.0 |
¥1.01M |
|
| 2025-01-06 |
跌破下轨 |
买入 |
2.8428399999999994 |
353700.0 |
¥1.01M |
|
| 2025-01-24 |
回到中轨 |
卖出 |
2.8771199999999997 |
353700.0 |
¥1.02M |
|
| 2025-08-18 |
跌破下轨 |
买入 |
3.29329 |
307900.0 |
¥1.01M |
|
| 2025-10-15 |
回到中轨 |
卖出 |
3.0669299999999997 |
307900.0 |
¥94.4万 |
|
| 2025-12-08 |
跌破下轨 |
买入 |
3.0530499999999994 |
310100.0 |
¥94.7万 |
|
| 2025-12-16 |
回到中轨 |
卖出 |
3.0969 |
310100.0 |
¥96.0万 |
|
| 2026-01-16 |
跌破下轨 |
买入 |
3.0029999999999997 |
319600.0 |
¥96.0万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
2.95704 |
319600.0 |
¥94.5万 |
|
| 2026-06-29 |
跌破下轨 |
买入 |
2.7727699999999995 |
340700.0 |
¥94.5万 |
|
| 2026-07-16 |
回到中轨 |
卖出 |
2.85714 |
340700.0 |
¥97.3万 |
|
| 2026-09-24 |
跌破下轨 |
买入 |
2.8628599999999995 |
339800.0 |
¥97.3万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
2.92707 |
339800.0 |
¥99.4万 |
|