601988 中国银行 — 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: ¥1.47M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +46.52%）
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 34 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 |
2015-03-13 |
3.784915133999999 |
4.1958 |
¥10.7万 |
+10.82% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-07 |
3.6347200889999995 |
4.1058900000000005 |
¥13.6万 |
+12.93% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
3.8049411399999995 |
3.27672 |
¥-17.0万 |
-13.91% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
3.274251981 |
3.35664 |
¥2.7万 |
+2.49% |
回到中轨 |
| 5 |
2016-06-27 |
2016-07-13 |
3.1540959449999995 |
3.2967 |
¥4.9万 |
+4.49% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-11 |
3.384395013999999 |
3.3966000000000003 |
¥3,793 |
+0.33% |
回到中轨 |
| 7 |
2017-04-19 |
2017-05-11 |
3.564629068 |
3.57642 |
¥3,452 |
+0.30% |
回到中轨 |
| 8 |
2017-10-26 |
2017-11-21 |
4.075292220999999 |
3.9360599999999994 |
¥-4.0万 |
-3.45% |
回到中轨 |
| 9 |
2018-03-28 |
2018-05-08 |
3.9351101789999996 |
3.8261700000000003 |
¥-3.1万 |
-2.80% |
回到中轨 |
| 10 |
2018-06-27 |
2018-07-10 |
3.6447330919999996 |
3.7562399999999996 |
¥3.3万 |
+3.03% |
回到中轨 |
| 11 |
2019-01-03 |
2019-01-22 |
3.5446030619999997 |
3.5664300000000004 |
¥6,541 |
+0.59% |
回到中轨 |
| 12 |
2019-05-09 |
2019-05-23 |
3.7148241129999993 |
3.7962 |
¥2.4万 |
+2.16% |
回到中轨 |
| 13 |
2019-07-09 |
2019-07-31 |
3.7148241129999993 |
3.7062899999999996 |
¥-2,980 |
-0.26% |
回到中轨 |
| 14 |
2019-08-05 |
2019-09-05 |
3.6310890000000002 |
3.6 |
¥-1.0万 |
-0.89% |
回到中轨 |
| 15 |
2019-11-15 |
2019-11-27 |
3.6247070860000004 |
3.6663300000000003 |
¥1.3万 |
+1.12% |
回到中轨 |
| 16 |
2020-01-17 |
2020-02-18 |
3.6547460949999993 |
3.58641 |
¥-2.2万 |
-1.90% |
回到中轨 |
| 17 |
2020-03-19 |
2020-04-14 |
3.4845250439999993 |
3.5164799999999996 |
¥9,925 |
+0.89% |
回到中轨 |
| 18 |
2020-04-27 |
2020-05-21 |
3.4344600290000002 |
3.46653 |
¥1.0万 |
+0.90% |
回到中轨 |
| 19 |
2020-08-27 |
2020-09-21 |
3.2942779869999996 |
3.2267700000000006 |
¥-2.4万 |
-2.08% |
回到中轨 |
| 20 |
2021-04-27 |
2021-05-17 |
3.2542259749999998 |
3.28 |
¥8,548 |
+0.76% |
回到中轨 |
| 21 |
2021-06-08 |
2021-07-07 |
3.134069938999999 |
3.0869100000000005 |
¥-1.7万 |
-1.53% |
回到中轨 |
| 22 |
2021-07-15 |
2021-08-12 |
3.033939909 |
3.0269700000000004 |
¥-2,890 |
-0.26% |
回到中轨 |
| 23 |
2022-05-09 |
2022-05-27 |
3.1941479569999998 |
3.20679 |
¥4,060 |
+0.37% |
回到中轨 |
| 24 |
2022-11-01 |
2022-11-11 |
3.0139139029999997 |
3.0469500000000003 |
¥1.2万 |
+1.07% |
回到中轨 |
| 25 |
2023-06-27 |
2023-07-04 |
3.784915134 |
3.9760200000000006 |
¥5.7万 |
+5.02% |
回到中轨 |
| 26 |
2023-07-18 |
2023-07-31 |
3.781134 |
3.94605 |
¥5.1万 |
+4.33% |
回到中轨 |
| 27 |
2023-12-18 |
2023-12-19 |
3.9050711699999994 |
3.9860100000000007 |
¥2.5万 |
+2.04% |
回到中轨 |
| 28 |
2024-03-20 |
2024-03-27 |
4.285565284 |
4.435560000000001 |
¥4.4万 |
+3.47% |
回到中轨 |
| 29 |
2025-01-23 |
2025-02-05 |
5.246813572000001 |
5.45454 |
¥5.0万 |
+3.93% |
回到中轨 |
| 30 |
2025-06-16 |
2025-06-19 |
5.326917596 |
5.48451 |
¥3.9万 |
+2.93% |
回到中轨 |
| 31 |
2025-07-28 |
2025-08-06 |
5.547203661999999 |
5.64435 |
¥2.4万 |
+1.72% |
回到中轨 |
| 32 |
2025-08-18 |
2025-08-21 |
5.4470736319999995 |
5.67432 |
¥5.9万 |
+4.14% |
回到中轨 |
| 33 |
2025-09-19 |
2025-10-17 |
5.296878586999999 |
5.37462 |
¥2.1万 |
+1.44% |
回到中轨 |
| 34 |
2026-01-09 |
2026-02-03 |
5.517164652999999 |
5.3946000000000005 |
¥-3.4万 |
-2.25% |
回到中轨 |
逐笔成交记录（共 68 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 |
3.7837799999999993 |
262200.0 |
¥99.2万 |
|
| 2015-03-13 |
回到中轨 |
卖出 |
4.1958 |
262200.0 |
¥1.10M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
3.63363 |
290400.0 |
¥1.06M |
|
| 2015-09-07 |
回到中轨 |
卖出 |
4.1058900000000005 |
290400.0 |
¥1.19M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
3.8038 |
320300.0 |
¥1.22M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
3.27672 |
320300.0 |
¥1.05M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
3.27327 |
326400.0 |
¥1.07M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
3.35664 |
326400.0 |
¥1.10M |
|
| 2016-06-27 |
跌破下轨 |
买入 |
3.1531499999999997 |
347200.0 |
¥1.10M |
|
| 2016-07-13 |
回到中轨 |
卖出 |
3.2967 |
347200.0 |
¥1.14M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
3.3833799999999994 |
339100.0 |
¥1.15M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
3.3966000000000003 |
339100.0 |
¥1.15M |
|
| 2017-04-19 |
跌破下轨 |
买入 |
3.56356 |
322100.0 |
¥1.15M |
|
| 2017-05-11 |
回到中轨 |
卖出 |
3.57642 |
322100.0 |
¥1.15M |
|
| 2017-10-26 |
跌破下轨 |
买入 |
4.07407 |
283400.0 |
¥1.15M |
|
| 2017-11-21 |
回到中轨 |
卖出 |
3.9360599999999994 |
283400.0 |
¥1.12M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
3.93393 |
280500.0 |
¥1.10M |
|
| 2018-05-08 |
回到中轨 |
卖出 |
3.8261700000000003 |
280500.0 |
¥1.07M |
|
| 2018-06-27 |
跌破下轨 |
买入 |
3.6436399999999995 |
296700.0 |
¥1.08M |
|
| 2018-07-10 |
回到中轨 |
卖出 |
3.7562399999999996 |
296700.0 |
¥1.11M |
|
| 2019-01-03 |
跌破下轨 |
买入 |
3.5435399999999997 |
315100.0 |
¥1.12M |
|
| 2019-01-22 |
回到中轨 |
卖出 |
3.5664300000000004 |
315100.0 |
¥1.12M |
|
| 2019-05-09 |
跌破下轨 |
买入 |
3.7137099999999994 |
301600.0 |
¥1.12M |
|
| 2019-05-23 |
回到中轨 |
卖出 |
3.7962 |
301600.0 |
¥1.14M |
|
| 2019-07-09 |
跌破下轨 |
买入 |
3.7137099999999994 |
308900.0 |
¥1.15M |
|
| 2019-07-31 |
回到中轨 |
卖出 |
3.7062899999999996 |
308900.0 |
¥1.14M |
|
| 2019-08-05 |
跌破下轨 |
买入 |
3.63 |
314100.0 |
¥1.14M |
|
| 2019-09-05 |
回到中轨 |
卖出 |
3.6 |
314100.0 |
¥1.13M |
|
| 2019-11-15 |
跌破下轨 |
买入 |
3.6236200000000003 |
313000.0 |
¥1.13M |
|
| 2019-11-27 |
回到中轨 |
卖出 |
3.6663300000000003 |
313000.0 |
¥1.15M |
|
| 2020-01-17 |
跌破下轨 |
买入 |
3.6536499999999994 |
313900.0 |
¥1.15M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
3.58641 |
313900.0 |
¥1.13M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
3.4834799999999997 |
321200.0 |
¥1.12M |
|
| 2020-04-14 |
回到中轨 |
卖出 |
3.5164799999999996 |
321200.0 |
¥1.13M |
|
| 2020-04-27 |
跌破下轨 |
买入 |
3.4334300000000004 |
330600.0 |
¥1.14M |
|
| 2020-05-21 |
回到中轨 |
卖出 |
3.46653 |
330600.0 |
¥1.15M |
|
| 2020-08-27 |
跌破下轨 |
买入 |
3.29329 |
347800.0 |
¥1.15M |
|
| 2020-09-21 |
回到中轨 |
卖出 |
3.2267700000000006 |
347800.0 |
¥1.12M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
3.2532499999999995 |
344800.0 |
¥1.12M |
|
| 2021-05-17 |
回到中轨 |
卖出 |
3.28 |
344800.0 |
¥1.13M |
|
| 2021-06-08 |
跌破下轨 |
买入 |
3.133129999999999 |
359600.0 |
¥1.13M |
|
| 2021-07-07 |
回到中轨 |
卖出 |
3.0869100000000005 |
359600.0 |
¥1.11M |
|
| 2021-07-15 |
跌破下轨 |
买入 |
3.0330299999999997 |
366900.0 |
¥1.11M |
|
| 2021-08-12 |
回到中轨 |
卖出 |
3.0269700000000004 |
366900.0 |
¥1.11M |
|
| 2022-05-09 |
跌破下轨 |
买入 |
3.1931899999999995 |
347600.0 |
¥1.11M |
|
| 2022-05-27 |
回到中轨 |
卖出 |
3.20679 |
347600.0 |
¥1.11M |
|
| 2022-11-01 |
跌破下轨 |
买入 |
3.0130099999999995 |
369700.0 |
¥1.11M |
|
| 2022-11-11 |
回到中轨 |
卖出 |
3.0469500000000003 |
369700.0 |
¥1.13M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
3.7837799999999993 |
297600.0 |
¥1.13M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
3.9760200000000006 |
297600.0 |
¥1.18M |
|
| 2023-07-18 |
跌破下轨 |
买入 |
3.78 |
313300.0 |
¥1.18M |
|
| 2023-07-31 |
回到中轨 |
卖出 |
3.94605 |
313300.0 |
¥1.24M |
|
| 2023-12-18 |
跌破下轨 |
买入 |
3.903899999999999 |
315100.0 |
¥1.23M |
|
| 2023-12-19 |
回到中轨 |
卖出 |
3.9860100000000007 |
315100.0 |
¥1.26M |
|
| 2024-03-20 |
跌破下轨 |
买入 |
4.28428 |
293100.0 |
¥1.26M |
|
| 2024-03-27 |
回到中轨 |
卖出 |
4.435560000000001 |
293100.0 |
¥1.30M |
|
| 2025-01-23 |
跌破下轨 |
买入 |
5.24524 |
244900.0 |
¥1.28M |
|
| 2025-02-05 |
回到中轨 |
卖出 |
5.45454 |
244900.0 |
¥1.34M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
5.32532 |
253000.0 |
¥1.35M |
|
| 2025-06-19 |
回到中轨 |
卖出 |
5.48451 |
253000.0 |
¥1.39M |
|
| 2025-07-28 |
跌破下轨 |
买入 |
5.545539999999999 |
251400.0 |
¥1.39M |
|
| 2025-08-06 |
回到中轨 |
卖出 |
5.64435 |
251400.0 |
¥1.42M |
|
| 2025-08-18 |
跌破下轨 |
买入 |
5.44544 |
259500.0 |
¥1.41M |
|
| 2025-08-21 |
回到中轨 |
卖出 |
5.67432 |
259500.0 |
¥1.47M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
5.29529 |
277800.0 |
¥1.47M |
|
| 2025-10-17 |
回到中轨 |
卖出 |
5.37462 |
277800.0 |
¥1.49M |
|
| 2026-01-09 |
跌破下轨 |
买入 |
5.515509999999999 |
270600.0 |
¥1.49M |
|
| 2026-02-03 |
回到中轨 |
卖出 |
5.3946000000000005 |
270600.0 |
¥1.46M |
|