601919 中国远洋 — 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: ¥82.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -17.78%）
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 40 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 |
5.7975287369999995 |
6.24375 |
¥7.6万 |
+7.66% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-23 |
12.406110716999999 |
10.02 |
¥-20.6万 |
-19.26% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-18 |
7.810142339999999 |
6.06393 |
¥-18.7万 |
-22.38% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-03 |
5.226787565999999 |
5.2947 |
¥8,596 |
+1.27% |
回到中轨 |
| 5 |
2016-12-13 |
2017-01-09 |
5.386995613999999 |
5.37462 |
¥-1,779 |
-0.26% |
回到中轨 |
| 6 |
2017-03-10 |
2017-03-27 |
5.877632760999998 |
5.9840100000000005 |
¥1.2万 |
+1.78% |
回到中轨 |
| 7 |
2017-04-21 |
2017-07-27 |
5.607281679999999 |
6.473520000000001 |
¥10.8万 |
+15.41% |
回到中轨 |
| 8 |
2017-09-22 |
2017-10-24 |
7.239401168999999 |
7.12287 |
¥-1.3万 |
-1.64% |
回到中轨 |
| 9 |
2017-11-03 |
2017-12-05 |
6.678673000999999 |
6.75324 |
¥8,560 |
+1.09% |
回到中轨 |
| 10 |
2018-04-04 |
2018-05-02 |
5.70741171 |
5.57442 |
¥-1.9万 |
-2.36% |
回到中轨 |
| 11 |
2018-06-27 |
2018-07-25 |
4.976462490999999 |
4.67532 |
¥-4.8万 |
-6.08% |
回到中轨 |
| 12 |
2018-08-03 |
2018-09-25 |
4.285565284 |
4.05594 |
¥-3.9万 |
-5.39% |
回到中轨 |
| 13 |
2018-10-12 |
2018-10-31 |
3.634720089 |
3.76623 |
¥2.5万 |
+3.59% |
回到中轨 |
| 14 |
2019-05-08 |
2019-06-20 |
5.2067615599999995 |
4.7951999999999995 |
¥-5.6万 |
-7.93% |
回到中轨 |
| 15 |
2019-08-05 |
2019-08-22 |
4.475812340999999 |
4.57542 |
¥1.4万 |
+2.19% |
回到中轨 |
| 16 |
2019-10-09 |
2019-10-11 |
4.636020389 |
5.16483 |
¥7.7万 |
+11.37% |
回到中轨 |
| 17 |
2020-01-22 |
2020-02-21 |
4.716124412999999 |
4.465529999999999 |
¥-4.0万 |
-5.34% |
回到中轨 |
| 18 |
2020-04-16 |
2020-06-03 |
3.7248371159999993 |
3.4165799999999997 |
¥-5.9万 |
-8.30% |
回到中轨 |
| 19 |
2021-02-01 |
2021-02-26 |
11.735239515999998 |
12.7872 |
¥5.6万 |
+8.93% |
回到中轨 |
| 20 |
2021-07-15 |
2021-08-12 |
22.379061704999998 |
20.979 |
¥-4.3万 |
-6.28% |
回到中轨 |
| 21 |
2021-09-29 |
2021-11-04 |
17.923275369999995 |
16.533450000000002 |
¥-5.1万 |
-7.78% |
回到中轨 |
| 22 |
2021-11-16 |
2021-11-30 |
14.618984379999997 |
16.61337 |
¥8.4万 |
+13.61% |
回到中轨 |
| 23 |
2022-01-18 |
2022-02-21 |
17.322495189999998 |
16.6833 |
¥-2.6万 |
-3.72% |
回到中轨 |
| 24 |
2022-04-26 |
2022-05-06 |
13.607671077 |
14.55543 |
¥4.7万 |
+6.93% |
回到中轨 |
| 25 |
2022-06-22 |
2022-07-08 |
13.928087172999998 |
15.00498 |
¥5.6万 |
+7.70% |
回到中轨 |
| 26 |
2022-09-19 |
2022-10-28 |
12.51625375 |
11.47851 |
¥-6.5万 |
-8.32% |
回到中轨 |
| 27 |
2022-12-15 |
2023-01-30 |
11.004290296999999 |
10.4895 |
¥-3.4万 |
-4.71% |
回到中轨 |
| 28 |
2023-04-04 |
2023-04-14 |
10.743952218999999 |
11.13885 |
¥2.5万 |
+3.64% |
回到中轨 |
| 29 |
2023-06-01 |
2023-06-19 |
10.423536123 |
10.83915 |
¥2.8万 |
+3.96% |
回到中轨 |
| 30 |
2023-06-29 |
2023-07-24 |
9.41222282 |
9.84015 |
¥3.3万 |
+4.52% |
回到中轨 |
| 31 |
2023-08-15 |
2023-08-31 |
9.652534891999998 |
9.87012 |
¥1.7万 |
+2.22% |
回到中轨 |
| 32 |
2024-07-09 |
2024-09-02 |
14.308581286999999 |
12.44754 |
¥-10.1万 |
-13.03% |
回到中轨 |
| 33 |
2024-09-06 |
2024-09-19 |
11.985564591 |
12.3876 |
¥2.3万 |
+3.32% |
回到中轨 |
| 34 |
2025-02-26 |
2025-03-13 |
13.797918134 |
14.04594 |
¥1.2万 |
+1.77% |
回到中轨 |
| 35 |
2025-04-09 |
2025-04-16 |
13.31729399 |
14.23575 |
¥4.9万 |
+6.86% |
回到中轨 |
| 36 |
2025-06-26 |
2025-07-22 |
14.979452487999998 |
15.614370000000001 |
¥3.2万 |
+4.21% |
回到中轨 |
| 37 |
2025-09-23 |
2025-10-15 |
14.468789334999999 |
14.845139999999999 |
¥2.1万 |
+2.57% |
回到中轨 |
| 38 |
2026-01-19 |
2026-02-05 |
14.41872432 |
14.55543 |
¥7,504 |
+0.92% |
回到中轨 |
| 39 |
2026-04-20 |
2026-05-21 |
14.719114409999996 |
14.46552 |
¥-1.4万 |
-1.75% |
回到中轨 |
| 40 |
2026-06-22 |
2026-07-09 |
13.797918133999996 |
13.91607 |
¥6,702 |
+0.83% |
回到中轨 |
逐笔成交记录（共 80 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 |
5.795789999999999 |
171200.0 |
¥99.3万 |
|
| 2015-03-02 |
回到中轨 |
卖出 |
6.24375 |
171200.0 |
¥1.07M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
12.402389999999997 |
86400.0 |
¥1.07M |
|
| 2015-07-23 |
回到中轨 |
卖出 |
10.02 |
86400.0 |
¥86.5万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
7.807799999999999 |
106700.0 |
¥83.3万 |
|
| 2016-02-18 |
回到中轨 |
卖出 |
6.06393 |
106700.0 |
¥64.7万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
5.225219999999999 |
129600.0 |
¥67.7万 |
|
| 2016-06-03 |
回到中轨 |
卖出 |
5.2947 |
129600.0 |
¥68.6万 |
|
| 2016-12-13 |
跌破下轨 |
买入 |
5.385379999999999 |
127200.0 |
¥68.5万 |
|
| 2017-01-09 |
回到中轨 |
卖出 |
5.37462 |
127200.0 |
¥68.3万 |
|
| 2017-03-10 |
跌破下轨 |
买入 |
5.875869999999999 |
116900.0 |
¥68.7万 |
|
| 2017-03-27 |
回到中轨 |
卖出 |
5.9840100000000005 |
116900.0 |
¥69.9万 |
|
| 2017-04-21 |
跌破下轨 |
买入 |
5.605599999999999 |
124900.0 |
¥70.0万 |
|
| 2017-07-27 |
回到中轨 |
卖出 |
6.473520000000001 |
124900.0 |
¥80.8万 |
|
| 2017-09-22 |
跌破下轨 |
买入 |
7.237229999999999 |
110600.0 |
¥80.1万 |
|
| 2017-10-24 |
回到中轨 |
卖出 |
7.12287 |
110600.0 |
¥78.8万 |
|
| 2017-11-03 |
跌破下轨 |
买入 |
6.676669999999999 |
118000.0 |
¥78.8万 |
|
| 2017-12-05 |
回到中轨 |
卖出 |
6.75324 |
118000.0 |
¥79.7万 |
|
| 2018-04-04 |
跌破下轨 |
买入 |
5.705699999999999 |
141100.0 |
¥80.5万 |
|
| 2018-05-02 |
回到中轨 |
卖出 |
5.57442 |
141100.0 |
¥78.6万 |
|
| 2018-06-27 |
跌破下轨 |
买入 |
4.974969999999999 |
158000.0 |
¥78.6万 |
|
| 2018-07-25 |
回到中轨 |
卖出 |
4.67532 |
158000.0 |
¥73.8万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
4.28428 |
170800.0 |
¥73.2万 |
|
| 2018-09-25 |
回到中轨 |
卖出 |
4.05594 |
170800.0 |
¥69.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
3.6336299999999997 |
190900.0 |
¥69.4万 |
|
| 2018-10-31 |
回到中轨 |
卖出 |
3.76623 |
190900.0 |
¥71.9万 |
|
| 2019-05-08 |
跌破下轨 |
买入 |
5.2052 |
136400.0 |
¥71.0万 |
|
| 2019-06-20 |
回到中轨 |
卖出 |
4.7951999999999995 |
136400.0 |
¥65.4万 |
|
| 2019-08-05 |
跌破下轨 |
买入 |
4.474469999999999 |
147600.0 |
¥66.1万 |
|
| 2019-08-22 |
回到中轨 |
卖出 |
4.57542 |
147600.0 |
¥67.5万 |
|
| 2019-10-09 |
跌破下轨 |
买入 |
4.63463 |
146500.0 |
¥67.9万 |
|
| 2019-10-11 |
回到中轨 |
卖出 |
5.16483 |
146500.0 |
¥75.6万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
4.714709999999999 |
160000.0 |
¥75.5万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
4.465529999999999 |
160000.0 |
¥71.4万 |
|
| 2020-04-16 |
跌破下轨 |
买入 |
3.7237199999999997 |
191700.0 |
¥71.4万 |
|
| 2020-06-03 |
回到中轨 |
卖出 |
3.4165799999999997 |
191700.0 |
¥65.5万 |
|
| 2021-02-01 |
跌破下轨 |
买入 |
11.73172 |
53000.0 |
¥62.2万 |
|
| 2021-02-26 |
回到中轨 |
卖出 |
12.7872 |
53000.0 |
¥67.8万 |
|
| 2021-07-15 |
跌破下轨 |
买入 |
22.372349999999997 |
30700.0 |
¥68.7万 |
|
| 2021-08-12 |
回到中轨 |
卖出 |
20.979 |
30700.0 |
¥64.4万 |
|
| 2021-09-29 |
跌破下轨 |
买入 |
17.917899999999996 |
36800.0 |
¥66.0万 |
|
| 2021-11-04 |
回到中轨 |
卖出 |
16.533450000000002 |
36800.0 |
¥60.8万 |
|
| 2021-11-16 |
跌破下轨 |
买入 |
14.614599999999996 |
42300.0 |
¥61.8万 |
|
| 2021-11-30 |
回到中轨 |
卖出 |
16.61337 |
42300.0 |
¥70.3万 |
|
| 2022-01-18 |
跌破下轨 |
买入 |
17.3173 |
40300.0 |
¥69.8万 |
|
| 2022-02-21 |
回到中轨 |
卖出 |
16.6833 |
40300.0 |
¥67.2万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
13.603589999999997 |
49800.0 |
¥67.8万 |
|
| 2022-05-06 |
回到中轨 |
卖出 |
14.55543 |
49800.0 |
¥72.5万 |
|
| 2022-06-22 |
跌破下轨 |
买入 |
13.92391 |
52000.0 |
¥72.4万 |
|
| 2022-07-08 |
回到中轨 |
卖出 |
15.00498 |
52000.0 |
¥78.0万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
12.5125 |
62000.0 |
¥77.6万 |
|
| 2022-10-28 |
回到中轨 |
卖出 |
11.47851 |
62000.0 |
¥71.1万 |
|
| 2022-12-15 |
跌破下轨 |
买入 |
11.00099 |
65000.0 |
¥71.5万 |
|
| 2023-01-30 |
回到中轨 |
卖出 |
10.4895 |
65000.0 |
¥68.2万 |
|
| 2023-04-04 |
跌破下轨 |
买入 |
10.74073 |
63100.0 |
¥67.8万 |
|
| 2023-04-14 |
回到中轨 |
卖出 |
11.13885 |
63100.0 |
¥70.3万 |
|
| 2023-06-01 |
跌破下轨 |
买入 |
10.420409999999999 |
67600.0 |
¥70.5万 |
|
| 2023-06-19 |
回到中轨 |
卖出 |
10.83915 |
67600.0 |
¥73.3万 |
|
| 2023-06-29 |
跌破下轨 |
买入 |
9.4094 |
78100.0 |
¥73.5万 |
|
| 2023-07-24 |
回到中轨 |
卖出 |
9.84015 |
78100.0 |
¥76.8万 |
|
| 2023-08-15 |
跌破下轨 |
买入 |
9.64964 |
79600.0 |
¥76.8万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
9.87012 |
79600.0 |
¥78.5万 |
|
| 2024-07-09 |
跌破下轨 |
买入 |
14.304289999999998 |
54400.0 |
¥77.8万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
12.44754 |
54400.0 |
¥67.7万 |
|
| 2024-09-06 |
跌破下轨 |
买入 |
11.981969999999999 |
57100.0 |
¥68.4万 |
|
| 2024-09-19 |
回到中轨 |
卖出 |
12.3876 |
57100.0 |
¥70.7万 |
|
| 2025-02-26 |
跌破下轨 |
买入 |
13.793779999999998 |
51100.0 |
¥70.5万 |
|
| 2025-03-13 |
回到中轨 |
卖出 |
14.04594 |
51100.0 |
¥71.8万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
13.3133 |
54000.0 |
¥71.9万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
14.23575 |
54000.0 |
¥76.8万 |
|
| 2025-06-26 |
跌破下轨 |
买入 |
14.974959999999998 |
50900.0 |
¥76.2万 |
|
| 2025-07-22 |
回到中轨 |
卖出 |
15.614370000000001 |
50900.0 |
¥79.5万 |
|
| 2025-09-23 |
跌破下轨 |
买入 |
14.464449999999998 |
55300.0 |
¥80.0万 |
|
| 2025-10-15 |
回到中轨 |
卖出 |
14.845139999999999 |
55300.0 |
¥82.1万 |
|
| 2026-01-19 |
跌破下轨 |
买入 |
14.4144 |
56700.0 |
¥81.8万 |
|
| 2026-02-05 |
回到中轨 |
卖出 |
14.55543 |
56700.0 |
¥82.5万 |
|
| 2026-04-20 |
跌破下轨 |
买入 |
14.714699999999997 |
56100.0 |
¥82.6万 |
|
| 2026-05-21 |
回到中轨 |
卖出 |
14.46552 |
56100.0 |
¥81.1万 |
|
| 2026-06-22 |
跌破下轨 |
买入 |
13.793779999999998 |
58800.0 |
¥81.1万 |
|
| 2026-07-09 |
回到中轨 |
卖出 |
13.91607 |
58800.0 |
¥81.8万 |
|