601985 中国核电 — 布林下轨抄底 回测明细
数据区间: 2015-06-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.32M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +31.74%）
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 |
2015-08-25 |
2015-09-17 |
8.190636454 |
9.1908 |
¥11.1万 |
+12.18% |
回到中轨 |
| 2 |
2015-11-30 |
2015-12-18 |
9.642521889 |
9.90009 |
¥2.9万 |
+2.64% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
8.511052549999999 |
7.38261 |
¥-14.7万 |
-13.28% |
回到中轨 |
| 4 |
2016-04-21 |
2016-06-01 |
7.169310147999999 |
6.91308 |
¥-3.5万 |
-3.60% |
回到中轨 |
| 5 |
2016-08-01 |
2016-08-16 |
6.748764021999999 |
6.883109999999999 |
¥1.9万 |
+1.96% |
回到中轨 |
| 6 |
2016-09-27 |
2016-10-11 |
6.6085819799999985 |
6.6833100000000005 |
¥1.1万 |
+1.10% |
回到中轨 |
| 7 |
2017-08-03 |
2017-08-18 |
7.689986303999998 |
7.7922 |
¥1.3万 |
+1.30% |
回到中轨 |
| 8 |
2017-09-11 |
2017-10-19 |
7.609882279999998 |
7.55244 |
¥-7,816 |
-0.78% |
回到中轨 |
| 9 |
2017-11-17 |
2017-12-08 |
7.4296482259999985 |
7.4925 |
¥8,054 |
+0.82% |
回到中轨 |
| 10 |
2018-02-12 |
2018-03-09 |
7.139271138999999 |
7.24275 |
¥1.4万 |
+1.42% |
回到中轨 |
| 11 |
2018-03-23 |
2018-05-02 |
6.972091 |
6.65334 |
¥-4.6万 |
-4.60% |
回到中轨 |
| 12 |
2018-05-29 |
2018-07-19 |
6.40832192 |
5.594399999999999 |
¥-12.3万 |
-12.73% |
回到中轨 |
| 13 |
2018-10-12 |
2018-11-05 |
5.567229667999999 |
5.61438 |
¥6,843 |
+0.82% |
回到中轨 |
| 14 |
2018-11-26 |
2018-12-18 |
5.3369305989999996 |
5.34465 |
¥975 |
+0.11% |
回到中轨 |
| 15 |
2019-04-30 |
2019-05-28 |
5.837580748999999 |
5.6943 |
¥-2.1万 |
-2.48% |
回到中轨 |
| 16 |
2019-06-04 |
2019-06-21 |
5.471641 |
5.594399999999999 |
¥1.8万 |
+2.21% |
回到中轨 |
| 17 |
2019-07-23 |
2019-07-29 |
5.4370606289999985 |
5.61438 |
¥2.7万 |
+3.23% |
回到中轨 |
| 18 |
2019-08-07 |
2019-08-20 |
5.376982610999999 |
5.45454 |
¥1.2万 |
+1.41% |
回到中轨 |
| 19 |
2019-09-27 |
2019-11-27 |
5.3369305989999996 |
4.90509 |
¥-7.2万 |
-8.12% |
回到中轨 |
| 20 |
2020-02-03 |
2020-02-19 |
4.3856953139999995 |
4.77522 |
¥6.5万 |
+8.85% |
回到中轨 |
| 21 |
2020-03-17 |
2020-04-08 |
4.475812340999999 |
4.47552 |
¥-321 |
-0.04% |
回到中轨 |
| 22 |
2020-04-27 |
2020-06-19 |
4.345643301999999 |
4.13586 |
¥-4.3万 |
-4.86% |
回到中轨 |
| 23 |
2020-09-25 |
2020-10-13 |
4.40572132 |
4.54545 |
¥2.6万 |
+3.14% |
回到中轨 |
| 24 |
2021-02-05 |
2021-02-22 |
4.716124412999999 |
5.03 |
¥5.7万 |
+6.62% |
回到中轨 |
| 25 |
2021-04-26 |
2021-05-10 |
5.106631529999999 |
5.34465 |
¥4.3万 |
+4.63% |
回到中轨 |
| 26 |
2021-06-22 |
2021-06-24 |
4.916384473 |
5.12487 |
¥4.1万 |
+4.21% |
回到中轨 |
| 27 |
2021-07-19 |
2021-08-03 |
4.756176425 |
4.8951 |
¥2.9万 |
+2.89% |
回到中轨 |
| 28 |
2022-04-22 |
2022-05-23 |
7.3094921899999985 |
7.17282 |
¥-1.9万 |
-1.90% |
回到中轨 |
| 29 |
2022-06-14 |
2022-07-01 |
6.728738015999999 |
6.87312 |
¥2.1万 |
+2.12% |
回到中轨 |
| 30 |
2022-07-18 |
2022-08-12 |
6.3782829109999994 |
6.25374 |
¥-2.0万 |
-1.98% |
回到中轨 |
| 31 |
2022-09-19 |
2022-10-12 |
6.151845000000001 |
6.27372 |
¥2.0万 |
+1.95% |
回到中轨 |
| 32 |
2022-12-20 |
2023-01-30 |
6.047853812 |
6.04395 |
¥-975 |
-0.09% |
回到中轨 |
| 33 |
2023-06-07 |
2023-06-28 |
6.698699006999999 |
6.86 |
¥2.5万 |
+2.38% |
回到中轨 |
| 34 |
2023-08-25 |
2023-09-05 |
7.019115102999999 |
7.302689999999999 |
¥4.2万 |
+4.01% |
回到中轨 |
| 35 |
2023-10-24 |
2023-10-31 |
7.149284141999999 |
7.3726199999999995 |
¥3.4万 |
+3.09% |
回到中轨 |
| 36 |
2024-09-04 |
2024-09-25 |
10.393497114 |
10.789200000000001 |
¥4.3万 |
+3.78% |
回到中轨 |
| 37 |
2024-11-26 |
2024-12-05 |
9.472300838 |
9.780209999999999 |
¥3.8万 |
+3.22% |
回到中轨 |
| 38 |
2025-01-13 |
2025-02-05 |
9.282053781 |
9.75024 |
¥6.0万 |
+5.01% |
回到中轨 |
| 39 |
2025-04-01 |
2025-04-16 |
9.231988765999999 |
9.390600000000001 |
¥2.2万 |
+1.69% |
回到中轨 |
| 40 |
2025-07-21 |
2025-07-24 |
9.252014771999997 |
9.38061 |
¥1.8万 |
+1.36% |
回到中轨 |
| 41 |
2025-09-01 |
2025-09-30 |
8.931598676 |
8.70129 |
¥-3.4万 |
-2.61% |
回到中轨 |
| 42 |
2026-05-22 |
2026-06-01 |
8.761377624999998 |
9.00099 |
¥3.5万 |
+2.70% |
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 |
|---|
| 2015-08-25 |
跌破下轨 |
买入 |
8.18818 |
110800.0 |
¥90.8万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
9.1908 |
110800.0 |
¥1.02M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
9.63963 |
115000.0 |
¥1.11M |
|
| 2015-12-18 |
回到中轨 |
卖出 |
9.90009 |
115000.0 |
¥1.14M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
8.5085 |
129600.0 |
¥1.10M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
7.38261 |
129600.0 |
¥95.6万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
7.167159999999999 |
137100.0 |
¥98.3万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
6.91308 |
137100.0 |
¥94.7万 |
|
| 2016-08-01 |
跌破下轨 |
买入 |
6.746739999999999 |
141200.0 |
¥95.3万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
6.883109999999999 |
141200.0 |
¥97.2万 |
|
| 2016-09-27 |
跌破下轨 |
买入 |
6.6065999999999985 |
147200.0 |
¥97.3万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
6.6833100000000005 |
147200.0 |
¥98.3万 |
|
| 2017-08-03 |
跌破下轨 |
买入 |
7.6876799999999985 |
127900.0 |
¥98.4万 |
|
| 2017-08-18 |
回到中轨 |
卖出 |
7.7922 |
127900.0 |
¥99.6万 |
|
| 2017-09-11 |
跌破下轨 |
买入 |
7.607599999999999 |
130900.0 |
¥99.6万 |
|
| 2017-10-19 |
回到中轨 |
卖出 |
7.55244 |
130900.0 |
¥98.8万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
7.427419999999999 |
132900.0 |
¥98.7万 |
|
| 2017-12-08 |
回到中轨 |
卖出 |
7.4925 |
132900.0 |
¥99.5万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
7.137129999999999 |
139600.0 |
¥99.7万 |
|
| 2018-03-09 |
回到中轨 |
卖出 |
7.24275 |
139600.0 |
¥1.01M |
|
| 2018-03-23 |
跌破下轨 |
买入 |
6.97 |
143600.0 |
¥1.00M |
|
| 2018-05-02 |
回到中轨 |
卖出 |
6.65334 |
143600.0 |
¥95.5万 |
|
| 2018-05-29 |
跌破下轨 |
买入 |
6.4064 |
150300.0 |
¥96.3万 |
|
| 2018-07-19 |
回到中轨 |
卖出 |
5.594399999999999 |
150300.0 |
¥84.1万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
5.565559999999999 |
150500.0 |
¥83.8万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
5.61438 |
150500.0 |
¥84.5万 |
|
| 2018-11-26 |
跌破下轨 |
买入 |
5.33533 |
159400.0 |
¥85.1万 |
|
| 2018-12-18 |
回到中轨 |
卖出 |
5.34465 |
159400.0 |
¥85.2万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
5.83583 |
145400.0 |
¥84.9万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
5.6943 |
145400.0 |
¥82.8万 |
|
| 2019-06-04 |
跌破下轨 |
买入 |
5.47 |
151400.0 |
¥82.8万 |
|
| 2019-06-21 |
回到中轨 |
卖出 |
5.594399999999999 |
151400.0 |
¥84.7万 |
|
| 2019-07-23 |
跌破下轨 |
买入 |
5.435429999999999 |
156400.0 |
¥85.0万 |
|
| 2019-07-29 |
回到中轨 |
卖出 |
5.61438 |
156400.0 |
¥87.8万 |
|
| 2019-08-07 |
跌破下轨 |
买入 |
5.375369999999999 |
163300.0 |
¥87.8万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
5.45454 |
163300.0 |
¥89.0万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
5.33533 |
166500.0 |
¥88.9万 |
|
| 2019-11-27 |
回到中轨 |
卖出 |
4.90509 |
166500.0 |
¥81.6万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
4.384379999999999 |
168200.0 |
¥73.8万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
4.77522 |
168200.0 |
¥80.3万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
4.474469999999999 |
196600.0 |
¥88.0万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
4.47552 |
196600.0 |
¥88.0万 |
|
| 2020-04-27 |
跌破下轨 |
买入 |
4.344339999999999 |
202800.0 |
¥88.1万 |
|
| 2020-06-19 |
回到中轨 |
卖出 |
4.13586 |
202800.0 |
¥83.9万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
4.4044 |
190800.0 |
¥84.1万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
4.54545 |
190800.0 |
¥86.7万 |
|
| 2021-02-05 |
跌破下轨 |
买入 |
4.714709999999999 |
183100.0 |
¥86.4万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
5.03 |
183100.0 |
¥92.1万 |
|
| 2021-04-26 |
跌破下轨 |
买入 |
5.105099999999999 |
180600.0 |
¥92.2万 |
|
| 2021-05-10 |
回到中轨 |
卖出 |
5.34465 |
180600.0 |
¥96.5万 |
|
| 2021-06-22 |
跌破下轨 |
买入 |
4.91491 |
195800.0 |
¥96.3万 |
|
| 2021-06-24 |
回到中轨 |
卖出 |
5.12487 |
195800.0 |
¥1.00M |
|
| 2021-07-19 |
跌破下轨 |
买入 |
4.75475 |
211400.0 |
¥1.01M |
|
| 2021-08-03 |
回到中轨 |
卖出 |
4.8951 |
211400.0 |
¥1.03M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
7.307299999999999 |
139800.0 |
¥1.02M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
7.17282 |
139800.0 |
¥1.00M |
|
| 2022-06-14 |
跌破下轨 |
买入 |
6.726719999999999 |
149700.0 |
¥1.01M |
|
| 2022-07-01 |
回到中轨 |
卖出 |
6.87312 |
149700.0 |
¥1.03M |
|
| 2022-07-18 |
跌破下轨 |
买入 |
6.37637 |
161700.0 |
¥1.03M |
|
| 2022-08-12 |
回到中轨 |
卖出 |
6.25374 |
161700.0 |
¥1.01M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
6.15 |
164700.0 |
¥1.01M |
|
| 2022-10-12 |
回到中轨 |
卖出 |
6.27372 |
164700.0 |
¥1.03M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
6.04604 |
170600.0 |
¥1.03M |
|
| 2023-01-30 |
回到中轨 |
卖出 |
6.04395 |
170600.0 |
¥1.03M |
|
| 2023-06-07 |
跌破下轨 |
买入 |
6.696689999999999 |
154200.0 |
¥1.03M |
|
| 2023-06-28 |
回到中轨 |
卖出 |
6.86 |
154200.0 |
¥1.06M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
7.017009999999998 |
150400.0 |
¥1.06M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
7.302689999999999 |
150400.0 |
¥1.10M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
7.1471399999999985 |
154000.0 |
¥1.10M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
7.3726199999999995 |
154000.0 |
¥1.14M |
|
| 2024-09-04 |
跌破下轨 |
买入 |
10.39038 |
108800.0 |
¥1.13M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
10.789200000000001 |
108800.0 |
¥1.17M |
|
| 2024-11-26 |
跌破下轨 |
买入 |
9.46946 |
123400.0 |
¥1.17M |
|
| 2024-12-05 |
回到中轨 |
卖出 |
9.780209999999999 |
123400.0 |
¥1.21M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
9.279269999999999 |
128700.0 |
¥1.19M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
9.75024 |
128700.0 |
¥1.25M |
|
| 2025-04-01 |
跌破下轨 |
买入 |
9.22922 |
138200.0 |
¥1.28M |
|
| 2025-04-16 |
回到中轨 |
卖出 |
9.390600000000001 |
138200.0 |
¥1.30M |
|
| 2025-07-21 |
跌破下轨 |
买入 |
9.249239999999999 |
140300.0 |
¥1.30M |
|
| 2025-07-24 |
回到中轨 |
卖出 |
9.38061 |
140300.0 |
¥1.32M |
|
| 2025-09-01 |
跌破下轨 |
买入 |
8.92892 |
147300.0 |
¥1.32M |
|
| 2025-09-30 |
回到中轨 |
卖出 |
8.70129 |
147300.0 |
¥1.28M |
|
| 2026-05-22 |
跌破下轨 |
买入 |
8.75875 |
146200.0 |
¥1.28M |
|
| 2026-06-01 |
回到中轨 |
卖出 |
9.00099 |
146200.0 |
¥1.32M |
|