601995 中金公司 — 布林下轨抄底 回测明细
数据区间: 2020-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥76.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -23.55%）
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 23 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 |
2021-01-27 |
2021-03-25 |
64.80415541599999 |
50.949 |
¥-21.4万 |
-21.40% |
回到中轨 |
| 2 |
2021-05-07 |
2021-05-18 |
44.373308 |
47.70225 |
¥5.8万 |
+7.47% |
回到中轨 |
| 3 |
2021-07-05 |
2021-07-22 |
53.93003415799999 |
57.991949999999996 |
¥6.2万 |
+7.50% |
回到中轨 |
| 4 |
2021-08-02 |
2021-08-19 |
50.86605524 |
56.503440000000005 |
¥9.8万 |
+11.05% |
回到中轨 |
| 5 |
2021-10-13 |
2021-11-22 |
52.16774562999999 |
48.04191 |
¥-7.9万 |
-7.94% |
回到中轨 |
| 6 |
2022-01-26 |
2022-03-17 |
45.85955373999999 |
44.32563 |
¥-3.1万 |
-3.37% |
回到中轨 |
| 7 |
2022-04-20 |
2022-05-23 |
39.591413861999996 |
37.31265 |
¥-5.2万 |
-5.78% |
回到中轨 |
| 8 |
2022-08-03 |
2022-08-12 |
41.25357236 |
42.91704 |
¥3.4万 |
+4.00% |
回到中轨 |
| 9 |
2022-09-15 |
2022-11-01 |
38.95058166999999 |
34.21 |
¥-10.6万 |
-12.20% |
回到中轨 |
| 10 |
2023-06-26 |
2023-07-20 |
36.51095 |
36.70326 |
¥3,771 |
+0.50% |
回到中轨 |
| 11 |
2023-12-21 |
2024-02-19 |
37.34850118999999 |
33.2667 |
¥-8.4万 |
-10.96% |
回到中轨 |
| 12 |
2024-03-26 |
2024-04-29 |
32.84264983999999 |
34.55541 |
¥3.6万 |
+5.18% |
回到中轨 |
| 13 |
2024-05-29 |
2024-06-17 |
31.651102482999995 |
31.65831 |
¥-52 |
-0.01% |
回到中轨 |
| 14 |
2024-06-26 |
2024-07-22 |
30.63978918 |
29.170800000000003 |
¥-3.5万 |
-4.82% |
回到中轨 |
| 15 |
2025-01-02 |
2025-02-07 |
33.573599059 |
31.7682 |
¥-3.7万 |
-5.41% |
回到中轨 |
| 16 |
2025-04-09 |
2025-05-07 |
31.741219509999993 |
34.265699999999995 |
¥5.1万 |
+7.92% |
回到中轨 |
| 17 |
2025-11-05 |
2026-01-07 |
36.16696683599999 |
36.35361 |
¥3,392 |
+0.49% |
回到中轨 |
| 18 |
2026-03-25 |
2026-04-13 |
32.572298759 |
32.847120000000004 |
¥5,723 |
+0.81% |
回到中轨 |
| 19 |
2026-05-29 |
2026-06-03 |
33.503508038 |
34.07589 |
¥1.2万 |
+1.68% |
回到中轨 |
| 20 |
2026-06-05 |
2026-06-16 |
33.082961912 |
33.62634 |
¥1.2万 |
+1.61% |
回到中轨 |
| 21 |
2026-08-25 |
2026-08-28 |
33.673729089 |
34.97499 |
¥2.8万 |
+3.83% |
回到中轨 |
| 22 |
2026-09-09 |
2026-10-16 |
32.462155726 |
31.61835 |
¥-2.0万 |
-2.63% |
回到中轨 |
| 23 |
2026-10-30 |
2026-11-13 |
26.53445795 |
27.24 |
¥1.9万 |
+2.63% |
强平 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-01-27 |
跌破下轨 |
买入 |
64.78472 |
15400.0 |
¥99.8万 |
|
| 2021-03-25 |
回到中轨 |
卖出 |
50.949 |
15400.0 |
¥78.4万 |
|
| 2021-05-07 |
跌破下轨 |
买入 |
44.36 |
17400.0 |
¥77.2万 |
|
| 2021-05-18 |
回到中轨 |
卖出 |
47.70225 |
17400.0 |
¥83.0万 |
|
| 2021-07-05 |
跌破下轨 |
买入 |
53.91385999999999 |
15400.0 |
¥83.1万 |
|
| 2021-07-22 |
回到中轨 |
卖出 |
57.991949999999996 |
15400.0 |
¥89.3万 |
|
| 2021-08-02 |
跌破下轨 |
买入 |
50.85079999999999 |
17400.0 |
¥88.5万 |
|
| 2021-08-19 |
回到中轨 |
卖出 |
56.503440000000005 |
17400.0 |
¥98.3万 |
|
| 2021-10-13 |
跌破下轨 |
买入 |
52.1521 |
19000.0 |
¥99.1万 |
|
| 2021-11-22 |
回到中轨 |
卖出 |
48.04191 |
19000.0 |
¥91.3万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
45.84579999999999 |
20000.0 |
¥91.7万 |
|
| 2022-03-17 |
回到中轨 |
卖出 |
44.32563 |
20000.0 |
¥88.6万 |
|
| 2022-04-20 |
跌破下轨 |
买入 |
39.579539999999994 |
22500.0 |
¥89.1万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
37.31265 |
22500.0 |
¥83.9万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
41.2412 |
20300.0 |
¥83.7万 |
|
| 2022-08-12 |
回到中轨 |
卖出 |
42.91704 |
20300.0 |
¥87.1万 |
|
| 2022-09-15 |
跌破下轨 |
买入 |
38.9389 |
22400.0 |
¥87.2万 |
|
| 2022-11-01 |
回到中轨 |
卖出 |
34.21 |
22400.0 |
¥76.6万 |
|
| 2023-06-26 |
跌破下轨 |
买入 |
36.5 |
20800.0 |
¥75.9万 |
|
| 2023-07-20 |
回到中轨 |
卖出 |
36.70326 |
20800.0 |
¥76.3万 |
|
| 2023-12-21 |
跌破下轨 |
买入 |
37.33729999999999 |
20600.0 |
¥76.9万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
33.2667 |
20600.0 |
¥68.5万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
32.83279999999999 |
20900.0 |
¥68.6万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
34.55541 |
20900.0 |
¥72.2万 |
|
| 2024-05-29 |
跌破下轨 |
买入 |
31.641609999999996 |
22700.0 |
¥71.8万 |
|
| 2024-06-17 |
回到中轨 |
卖出 |
31.65831 |
22700.0 |
¥71.8万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
30.630599999999998 |
23500.0 |
¥72.0万 |
|
| 2024-07-22 |
回到中轨 |
卖出 |
29.170800000000003 |
23500.0 |
¥68.5万 |
|
| 2025-01-02 |
跌破下轨 |
买入 |
33.56353 |
20400.0 |
¥68.5万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
31.7682 |
20400.0 |
¥64.8万 |
|
| 2025-04-09 |
跌破下轨 |
买入 |
31.731699999999996 |
20300.0 |
¥64.4万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
34.265699999999995 |
20300.0 |
¥69.5万 |
|
| 2025-11-05 |
跌破下轨 |
买入 |
36.156119999999994 |
19300.0 |
¥69.8万 |
|
| 2026-01-07 |
回到中轨 |
卖出 |
36.35361 |
19300.0 |
¥70.1万 |
|
| 2026-03-25 |
跌破下轨 |
买入 |
32.562529999999995 |
21600.0 |
¥70.4万 |
|
| 2026-04-13 |
回到中轨 |
卖出 |
32.847120000000004 |
21600.0 |
¥70.9万 |
|
| 2026-05-29 |
跌破下轨 |
买入 |
33.49346 |
21200.0 |
¥71.0万 |
|
| 2026-06-03 |
回到中轨 |
卖出 |
34.07589 |
21200.0 |
¥72.2万 |
|
| 2026-06-05 |
跌破下轨 |
买入 |
33.07304 |
21800.0 |
¥72.1万 |
|
| 2026-06-16 |
回到中轨 |
卖出 |
33.62634 |
21800.0 |
¥73.3万 |
|
| 2026-08-25 |
跌破下轨 |
买入 |
33.66363 |
21800.0 |
¥73.4万 |
|
| 2026-08-28 |
回到中轨 |
卖出 |
34.97499 |
21800.0 |
¥76.2万 |
|
| 2026-09-09 |
跌破下轨 |
买入 |
32.45242 |
23400.0 |
¥76.0万 |
|
| 2026-10-16 |
回到中轨 |
卖出 |
31.61835 |
23400.0 |
¥74.0万 |
|
| 2026-10-30 |
跌破下轨 |
买入 |
26.5265 |
27300.0 |
¥72.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
27.24 |
27300 |
¥74.3万 |
回测结束强平 |