601939 建设银行 — 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: ¥95.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -5.00%）
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 35 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 |
2015-03-06 |
2015-03-10 |
5.356956604999999 |
5.64435 |
¥5.3万 |
+5.33% |
回到中轨 |
| 2 |
2015-07-28 |
2015-09-02 |
5.867619758 |
5.39 |
¥-8.4万 |
-8.17% |
回到中轨 |
| 3 |
2016-01-05 |
2016-03-03 |
5.527177656 |
4.6953000000000005 |
¥-14.4万 |
-15.08% |
回到中轨 |
| 4 |
2016-04-21 |
2016-05-20 |
4.696098407 |
4.68531 |
¥-2,133 |
-0.26% |
回到中轨 |
| 5 |
2016-07-01 |
2016-07-13 |
4.756176425 |
4.97 |
¥3.7万 |
+4.46% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-11 |
5.176722551 |
5.214779999999999 |
¥6,058 |
+0.70% |
回到中轨 |
| 7 |
2017-03-23 |
2017-03-28 |
5.7975287369999995 |
5.91408 |
¥1.7万 |
+1.98% |
回到中轨 |
| 8 |
2017-04-20 |
2017-04-24 |
5.757476724999999 |
5.88411 |
¥1.9万 |
+2.17% |
回到中轨 |
| 9 |
2017-11-13 |
2017-11-21 |
6.818855042999998 |
7.08291 |
¥3.5万 |
+3.84% |
回到中轨 |
| 10 |
2018-03-26 |
2018-04-11 |
7.722316 |
7.812180000000001 |
¥1.1万 |
+1.13% |
回到中轨 |
| 11 |
2018-06-26 |
2018-07-10 |
6.8488940519999995 |
6.81318 |
¥-5,162 |
-0.55% |
回到中轨 |
| 12 |
2018-12-11 |
2018-12-14 |
6.578542970999999 |
6.6933 |
¥1.6万 |
+1.71% |
回到中轨 |
| 13 |
2018-12-21 |
2019-01-16 |
6.361908 |
6.37362 |
¥1,461 |
+0.15% |
回到中轨 |
| 14 |
2020-01-17 |
2020-02-24 |
7.099219127 |
6.763229999999999 |
¥-4.6万 |
-4.76% |
回到中轨 |
| 15 |
2020-03-02 |
2020-03-06 |
6.518464952999999 |
6.65334 |
¥1.9万 |
+2.04% |
回到中轨 |
| 16 |
2020-03-10 |
2020-03-30 |
6.458386934999999 |
6.41358 |
¥-6,701 |
-0.72% |
回到中轨 |
| 17 |
2020-04-22 |
2020-04-30 |
6.238100869 |
6.41358 |
¥2.6万 |
+2.78% |
回到中轨 |
| 18 |
2021-04-27 |
2021-05-26 |
7.032108999999999 |
6.98301 |
¥-6,901 |
-0.73% |
回到中轨 |
| 19 |
2021-06-04 |
2021-07-02 |
6.778803031 |
6.6933 |
¥-1.2万 |
-1.29% |
回到中轨 |
| 20 |
2021-07-09 |
2021-08-12 |
6.558516964999998 |
5.95404 |
¥-8.6万 |
-9.24% |
回到中轨 |
| 21 |
2021-11-03 |
2021-12-07 |
5.911773 |
5.88411 |
¥-4,208 |
-0.50% |
回到中轨 |
| 22 |
2022-03-16 |
2022-03-23 |
5.827567746 |
6.013979999999999 |
¥2.7万 |
+3.17% |
回到中轨 |
| 23 |
2022-04-28 |
2022-05-27 |
5.987775794 |
6.02397 |
¥4,962 |
+0.57% |
回到中轨 |
| 24 |
2022-06-07 |
2022-06-13 |
5.927697776 |
5.97402 |
¥6,550 |
+0.75% |
回到中轨 |
| 25 |
2022-07-11 |
2022-09-01 |
5.717424713 |
5.50449 |
¥-3.3万 |
-3.75% |
回到中轨 |
| 26 |
2022-10-27 |
2022-11-15 |
5.4516350000000005 |
5.37462 |
¥-1.2万 |
-1.44% |
回到中轨 |
| 27 |
2023-02-16 |
2023-02-21 |
5.587255674 |
5.61438 |
¥3,801 |
+0.46% |
回到中轨 |
| 28 |
2023-07-17 |
2023-07-31 |
5.961788 |
6.17382 |
¥2.9万 |
+3.53% |
回到中轨 |
| 29 |
2023-12-07 |
2023-12-12 |
6.298178886999999 |
6.343649999999999 |
¥5,995 |
+0.69% |
回到中轨 |
| 30 |
2024-03-20 |
2024-03-27 |
6.70871201 |
6.92307 |
¥2.8万 |
+3.16% |
回到中轨 |
| 31 |
2025-07-28 |
2025-08-06 |
9.362157804999999 |
9.630360000000001 |
¥2.5万 |
+2.83% |
回到中轨 |
| 32 |
2025-08-18 |
2025-09-11 |
9.192757 |
9.11088 |
¥-8,529 |
-0.92% |
回到中轨 |
| 33 |
2025-09-19 |
2025-10-15 |
8.751364622 |
8.881110000000001 |
¥1.3万 |
+1.45% |
回到中轨 |
| 34 |
2025-12-12 |
2025-12-30 |
8.952684999999999 |
9.24075 |
¥3.0万 |
+3.19% |
回到中轨 |
| 35 |
2026-01-19 |
2026-02-10 |
8.961637685 |
8.85114 |
¥-1.2万 |
-1.26% |
回到中轨 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
跌破下轨 |
买入 |
5.355349999999999 |
186300.0 |
¥99.8万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
5.64435 |
186300.0 |
¥1.05M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
5.86586 |
176100.0 |
¥1.03M |
|
| 2015-09-02 |
回到中轨 |
卖出 |
5.39 |
176100.0 |
¥94.9万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
5.525519999999999 |
172400.0 |
¥95.3万 |
|
| 2016-03-03 |
回到中轨 |
卖出 |
4.6953000000000005 |
172400.0 |
¥80.9万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
4.69469 |
174900.0 |
¥82.1万 |
|
| 2016-05-20 |
回到中轨 |
卖出 |
4.68531 |
174900.0 |
¥81.9万 |
|
| 2016-07-01 |
跌破下轨 |
买入 |
4.75475 |
172700.0 |
¥82.1万 |
|
| 2016-07-13 |
回到中轨 |
卖出 |
4.97 |
172700.0 |
¥85.8万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
5.17517 |
166000.0 |
¥85.9万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
5.214779999999999 |
166000.0 |
¥86.5万 |
|
| 2017-03-23 |
跌破下轨 |
买入 |
5.795789999999999 |
148700.0 |
¥86.2万 |
|
| 2017-03-28 |
回到中轨 |
卖出 |
5.91408 |
148700.0 |
¥87.9万 |
|
| 2017-04-20 |
跌破下轨 |
买入 |
5.755749999999999 |
152700.0 |
¥87.9万 |
|
| 2017-04-24 |
回到中轨 |
卖出 |
5.88411 |
152700.0 |
¥89.8万 |
|
| 2017-11-13 |
跌破下轨 |
买入 |
6.8168099999999985 |
132100.0 |
¥90.1万 |
|
| 2017-11-21 |
回到中轨 |
卖出 |
7.08291 |
132100.0 |
¥93.5万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
7.72 |
120200.0 |
¥92.8万 |
|
| 2018-04-11 |
回到中轨 |
卖出 |
7.812180000000001 |
120200.0 |
¥93.9万 |
|
| 2018-06-26 |
跌破下轨 |
买入 |
6.846839999999999 |
136700.0 |
¥93.6万 |
|
| 2018-07-10 |
回到中轨 |
卖出 |
6.81318 |
136700.0 |
¥93.1万 |
|
| 2018-12-11 |
跌破下轨 |
买入 |
6.576569999999999 |
143100.0 |
¥94.1万 |
|
| 2018-12-14 |
回到中轨 |
卖出 |
6.6933 |
143100.0 |
¥95.8万 |
|
| 2018-12-21 |
跌破下轨 |
买入 |
6.36 |
149100.0 |
¥94.9万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
6.37362 |
149100.0 |
¥95.0万 |
|
| 2020-01-17 |
跌破下轨 |
买入 |
7.097089999999999 |
134800.0 |
¥95.7万 |
|
| 2020-02-24 |
回到中轨 |
卖出 |
6.763229999999999 |
134800.0 |
¥91.1万 |
|
| 2020-03-02 |
跌破下轨 |
买入 |
6.516509999999999 |
140100.0 |
¥91.3万 |
|
| 2020-03-06 |
回到中轨 |
卖出 |
6.65334 |
140100.0 |
¥93.2万 |
|
| 2020-03-10 |
跌破下轨 |
买入 |
6.456449999999999 |
143400.0 |
¥92.6万 |
|
| 2020-03-30 |
回到中轨 |
卖出 |
6.41358 |
143400.0 |
¥91.9万 |
|
| 2020-04-22 |
跌破下轨 |
买入 |
6.23623 |
147600.0 |
¥92.1万 |
|
| 2020-04-30 |
回到中轨 |
卖出 |
6.41358 |
147600.0 |
¥94.6万 |
|
| 2021-04-27 |
跌破下轨 |
买入 |
7.03 |
134800.0 |
¥94.8万 |
|
| 2021-05-26 |
回到中轨 |
卖出 |
6.98301 |
134800.0 |
¥94.1万 |
|
| 2021-06-04 |
跌破下轨 |
买入 |
6.776769999999999 |
139000.0 |
¥94.2万 |
|
| 2021-07-02 |
回到中轨 |
卖出 |
6.6933 |
139000.0 |
¥93.0万 |
|
| 2021-07-09 |
跌破下轨 |
买入 |
6.556549999999999 |
141400.0 |
¥92.7万 |
|
| 2021-08-12 |
回到中轨 |
卖出 |
5.95404 |
141400.0 |
¥84.2万 |
|
| 2021-11-03 |
跌破下轨 |
买入 |
5.91 |
143000.0 |
¥84.5万 |
|
| 2021-12-07 |
回到中轨 |
卖出 |
5.88411 |
143000.0 |
¥84.1万 |
|
| 2022-03-16 |
跌破下轨 |
买入 |
5.825819999999999 |
144200.0 |
¥84.0万 |
|
| 2022-03-23 |
回到中轨 |
卖出 |
6.013979999999999 |
144200.0 |
¥86.7万 |
|
| 2022-04-28 |
跌破下轨 |
买入 |
5.98598 |
144300.0 |
¥86.4万 |
|
| 2022-05-27 |
回到中轨 |
卖出 |
6.02397 |
144300.0 |
¥86.9万 |
|
| 2022-06-07 |
跌破下轨 |
买入 |
5.92592 |
147100.0 |
¥87.2万 |
|
| 2022-06-13 |
回到中轨 |
卖出 |
5.97402 |
147100.0 |
¥87.9万 |
|
| 2022-07-11 |
跌破下轨 |
买入 |
5.71571 |
153700.0 |
¥87.9万 |
|
| 2022-09-01 |
回到中轨 |
卖出 |
5.50449 |
153700.0 |
¥84.6万 |
|
| 2022-10-27 |
跌破下轨 |
买入 |
5.45 |
155000.0 |
¥84.5万 |
|
| 2022-11-15 |
回到中轨 |
卖出 |
5.37462 |
155000.0 |
¥83.3万 |
|
| 2023-02-16 |
跌破下轨 |
买入 |
5.585579999999999 |
149400.0 |
¥83.5万 |
|
| 2023-02-21 |
回到中轨 |
卖出 |
5.61438 |
149400.0 |
¥83.9万 |
|
| 2023-07-17 |
跌破下轨 |
买入 |
5.96 |
140300.0 |
¥83.6万 |
|
| 2023-07-31 |
回到中轨 |
卖出 |
6.17382 |
140300.0 |
¥86.6万 |
|
| 2023-12-07 |
跌破下轨 |
买入 |
6.296289999999999 |
137600.0 |
¥86.7万 |
|
| 2023-12-12 |
回到中轨 |
卖出 |
6.343649999999999 |
137600.0 |
¥87.3万 |
|
| 2024-03-20 |
跌破下轨 |
买入 |
6.7067 |
129700.0 |
¥87.0万 |
|
| 2024-03-27 |
回到中轨 |
卖出 |
6.92307 |
129700.0 |
¥89.8万 |
|
| 2025-07-28 |
跌破下轨 |
买入 |
9.35935 |
96100.0 |
¥90.0万 |
|
| 2025-08-06 |
回到中轨 |
卖出 |
9.630360000000001 |
96100.0 |
¥92.5万 |
|
| 2025-08-18 |
跌破下轨 |
买入 |
9.19 |
100800.0 |
¥92.7万 |
|
| 2025-09-11 |
回到中轨 |
卖出 |
9.11088 |
100800.0 |
¥91.8万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
8.74874 |
104400.0 |
¥91.4万 |
|
| 2025-10-15 |
回到中轨 |
卖出 |
8.881110000000001 |
104400.0 |
¥92.7万 |
|
| 2025-12-12 |
跌破下轨 |
买入 |
8.95 |
103900.0 |
¥93.0万 |
|
| 2025-12-30 |
回到中轨 |
卖出 |
9.24075 |
103900.0 |
¥96.0万 |
|
| 2026-01-19 |
跌破下轨 |
买入 |
8.958949999999998 |
107100.0 |
¥96.0万 |
|
| 2026-02-10 |
回到中轨 |
卖出 |
8.85114 |
107100.0 |
¥94.8万 |
|