601998 中信银行 — 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: ¥75.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -24.76%）
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 38 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 |
2015-05-06 |
2015-05-25 |
7.529778255999998 |
7.68 |
¥2.0万 |
+1.96% |
回到中轨 |
| 2 |
2015-08-03 |
2015-10-13 |
7.489726244 |
6.1438500000000005 |
¥-18.0万 |
-17.99% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-23 |
6.528477956 |
5.754239999999999 |
¥-9.6万 |
-11.89% |
回到中轨 |
| 4 |
2016-05-10 |
2016-06-01 |
5.597268677000001 |
5.774220000000001 |
¥2.3万 |
+3.13% |
回到中轨 |
| 5 |
2016-09-14 |
2016-10-18 |
5.941782 |
5.95 |
¥826 |
+0.11% |
回到中轨 |
| 6 |
2016-12-21 |
2017-01-04 |
6.468399937999999 |
6.74325 |
¥3.2万 |
+4.22% |
回到中轨 |
| 7 |
2017-03-13 |
2017-04-06 |
6.70871201 |
6.75324 |
¥5,053 |
+0.63% |
回到中轨 |
| 8 |
2017-04-17 |
2017-05-15 |
6.491947 |
6.12387 |
¥-4.6万 |
-5.70% |
回到中轨 |
| 9 |
2017-10-31 |
2017-11-21 |
6.218074863 |
6.24375 |
¥2,894 |
+0.38% |
回到中轨 |
| 10 |
2017-12-18 |
2018-01-03 |
6.127957835999999 |
6.29 |
¥2.0万 |
+2.61% |
回到中轨 |
| 11 |
2018-03-28 |
2018-04-12 |
6.40832192 |
6.61338 |
¥2.5万 |
+3.17% |
回到中轨 |
| 12 |
2018-06-01 |
2018-07-23 |
6.411923 |
6.03396 |
¥-4.8万 |
-5.92% |
回到中轨 |
| 13 |
2018-12-11 |
2019-01-10 |
5.5572166649999994 |
5.45454 |
¥-1.4万 |
-1.88% |
回到中轨 |
| 14 |
2019-05-07 |
2019-06-06 |
6.1018300000000005 |
5.84415 |
¥-3.2万 |
-4.25% |
回到中轨 |
| 15 |
2019-07-23 |
2019-07-31 |
5.6773727009999995 |
5.934060000000001 |
¥3.2万 |
+4.49% |
回到中轨 |
| 16 |
2020-01-16 |
2020-02-21 |
6.0378408089999995 |
5.70429 |
¥-4.1万 |
-5.55% |
回到中轨 |
| 17 |
2020-03-17 |
2020-04-29 |
5.3269175959999995 |
5.12487 |
¥-2.7万 |
-3.82% |
回到中轨 |
| 18 |
2020-05-25 |
2020-06-03 |
5.016514503 |
5.11488 |
¥1.3万 |
+1.93% |
回到中轨 |
| 19 |
2021-03-03 |
2021-03-12 |
5.1166445330000005 |
5.264729999999999 |
¥2.0万 |
+2.86% |
回到中轨 |
| 20 |
2021-04-27 |
2021-05-12 |
5.256826575 |
5.30469 |
¥6,247 |
+0.88% |
回到中轨 |
| 21 |
2021-06-16 |
2021-09-02 |
5.186735553999999 |
4.66533 |
¥-7.2万 |
-10.08% |
回到中轨 |
| 22 |
2021-11-03 |
2021-11-30 |
4.5058513499999995 |
4.52547 |
¥2,604 |
+0.41% |
回到中轨 |
| 23 |
2022-05-06 |
2022-06-06 |
4.656046395000001 |
4.65534 |
¥-288 |
-0.05% |
回到中轨 |
| 24 |
2022-07-08 |
2022-07-26 |
4.696098407 |
4.73526 |
¥5,193 |
+0.80% |
回到中轨 |
| 25 |
2022-07-29 |
2022-08-24 |
4.3957083169999995 |
4.32567 |
¥-1.1万 |
-1.62% |
回到中轨 |
| 26 |
2022-10-26 |
2022-11-14 |
4.475812340999999 |
4.5954 |
¥1.7万 |
+2.64% |
回到中轨 |
| 27 |
2023-02-06 |
2023-02-22 |
4.946423482 |
4.975020000000001 |
¥3,575 |
+0.55% |
回到中轨 |
| 28 |
2023-07-24 |
2023-07-31 |
5.607281679999999 |
6.07392 |
¥5.4万 |
+8.29% |
回到中轨 |
| 29 |
2023-10-31 |
2023-11-22 |
5.3269175959999995 |
5.4445500000000004 |
¥1.6万 |
+2.18% |
回到中轨 |
| 30 |
2023-12-06 |
2023-12-29 |
5.3169045929999985 |
5.30469 |
¥-1,896 |
-0.26% |
回到中轨 |
| 31 |
2024-06-12 |
2024-07-01 |
6.688686003999998 |
6.6833100000000005 |
¥-803 |
-0.11% |
回到中轨 |
| 32 |
2025-01-14 |
2025-02-19 |
6.628607985999999 |
6.6833100000000005 |
¥5,770 |
+0.79% |
回到中轨 |
| 33 |
2025-04-08 |
2025-04-16 |
6.868920058 |
7.24275 |
¥3.9万 |
+5.41% |
回到中轨 |
| 34 |
2025-07-28 |
2025-08-06 |
8.150584442 |
8.451540000000001 |
¥2.8万 |
+3.66% |
回到中轨 |
| 35 |
2025-08-19 |
2025-10-15 |
7.970350387999999 |
7.48251 |
¥-4.9万 |
-6.15% |
回到中轨 |
| 36 |
2026-05-18 |
2026-06-11 |
8.11053243 |
7.6922999999999995 |
¥-3.9万 |
-5.19% |
回到中轨 |
| 37 |
2026-06-25 |
2026-07-14 |
7.159297144999999 |
7.292700000000001 |
¥1.3万 |
+1.83% |
回到中轨 |
| 38 |
2026-10-26 |
2026-10-28 |
8.741351619 |
9.05094 |
¥2.5万 |
+3.51% |
回到中轨 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
跌破下轨 |
买入 |
7.527519999999999 |
132700.0 |
¥99.9万 |
|
| 2015-05-25 |
回到中轨 |
卖出 |
7.68 |
132700.0 |
¥1.02M |
|
| 2015-08-03 |
跌破下轨 |
买入 |
7.48748 |
133700.0 |
¥1.00M |
|
| 2015-10-13 |
回到中轨 |
卖出 |
6.1438500000000005 |
133700.0 |
¥82.1万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
6.526519999999999 |
123700.0 |
¥80.8万 |
|
| 2016-02-23 |
回到中轨 |
卖出 |
5.754239999999999 |
123700.0 |
¥71.2万 |
|
| 2016-05-10 |
跌破下轨 |
买入 |
5.59559 |
132000.0 |
¥73.9万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
5.774220000000001 |
132000.0 |
¥76.2万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
5.94 |
128400.0 |
¥76.3万 |
|
| 2016-10-18 |
回到中轨 |
卖出 |
5.95 |
128400.0 |
¥76.4万 |
|
| 2016-12-21 |
跌破下轨 |
买入 |
6.46646 |
118400.0 |
¥76.6万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
6.74325 |
118400.0 |
¥79.8万 |
|
| 2017-03-13 |
跌破下轨 |
买入 |
6.7067 |
118900.0 |
¥79.8万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
6.75324 |
118900.0 |
¥80.3万 |
|
| 2017-04-17 |
跌破下轨 |
买入 |
6.49 |
123200.0 |
¥80.0万 |
|
| 2017-05-15 |
回到中轨 |
卖出 |
6.12387 |
123200.0 |
¥75.4万 |
|
| 2017-10-31 |
跌破下轨 |
买入 |
6.216209999999999 |
121600.0 |
¥75.6万 |
|
| 2017-11-21 |
回到中轨 |
卖出 |
6.24375 |
121600.0 |
¥75.9万 |
|
| 2017-12-18 |
跌破下轨 |
买入 |
6.126119999999999 |
124100.0 |
¥76.0万 |
|
| 2018-01-03 |
回到中轨 |
卖出 |
6.29 |
124100.0 |
¥78.0万 |
|
| 2018-03-28 |
跌破下轨 |
买入 |
6.4064 |
121300.0 |
¥77.7万 |
|
| 2018-04-12 |
回到中轨 |
卖出 |
6.61338 |
121300.0 |
¥80.2万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
6.41 |
125400.0 |
¥80.4万 |
|
| 2018-07-23 |
回到中轨 |
卖出 |
6.03396 |
125400.0 |
¥75.6万 |
|
| 2018-12-11 |
跌破下轨 |
买入 |
5.555549999999999 |
136300.0 |
¥75.7万 |
|
| 2019-01-10 |
回到中轨 |
卖出 |
5.45454 |
136300.0 |
¥74.3万 |
|
| 2019-05-07 |
跌破下轨 |
买入 |
6.1 |
121600.0 |
¥74.2万 |
|
| 2019-06-06 |
回到中轨 |
卖出 |
5.84415 |
121600.0 |
¥71.0万 |
|
| 2019-07-23 |
跌破下轨 |
买入 |
5.675669999999999 |
125300.0 |
¥71.1万 |
|
| 2019-07-31 |
回到中轨 |
卖出 |
5.934060000000001 |
125300.0 |
¥74.3万 |
|
| 2020-01-16 |
跌破下轨 |
买入 |
6.036029999999999 |
123100.0 |
¥74.3万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
5.70429 |
123100.0 |
¥70.2万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
5.32532 |
131600.0 |
¥70.1万 |
|
| 2020-04-29 |
回到中轨 |
卖出 |
5.12487 |
131600.0 |
¥67.4万 |
|
| 2020-05-25 |
跌破下轨 |
买入 |
5.015009999999999 |
134900.0 |
¥67.7万 |
|
| 2020-06-03 |
回到中轨 |
卖出 |
5.11488 |
134900.0 |
¥69.0万 |
|
| 2021-03-03 |
跌破下轨 |
买入 |
5.11511 |
134000.0 |
¥68.6万 |
|
| 2021-03-12 |
回到中轨 |
卖出 |
5.264729999999999 |
134000.0 |
¥70.5万 |
|
| 2021-04-27 |
跌破下轨 |
买入 |
5.255249999999999 |
135000.0 |
¥71.0万 |
|
| 2021-05-12 |
回到中轨 |
卖出 |
5.30469 |
135000.0 |
¥71.6万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
5.185179999999999 |
137500.0 |
¥71.3万 |
|
| 2021-09-02 |
回到中轨 |
卖出 |
4.66533 |
137500.0 |
¥64.1万 |
|
| 2021-11-03 |
跌破下轨 |
买入 |
4.504499999999999 |
142600.0 |
¥64.3万 |
|
| 2021-11-30 |
回到中轨 |
卖出 |
4.52547 |
142600.0 |
¥64.5万 |
|
| 2022-05-06 |
跌破下轨 |
买入 |
4.65465 |
136800.0 |
¥63.7万 |
|
| 2022-06-06 |
回到中轨 |
卖出 |
4.65534 |
136800.0 |
¥63.7万 |
|
| 2022-07-08 |
跌破下轨 |
买入 |
4.69469 |
137600.0 |
¥64.6万 |
|
| 2022-07-26 |
回到中轨 |
卖出 |
4.73526 |
137600.0 |
¥65.1万 |
|
| 2022-07-29 |
跌破下轨 |
买入 |
4.39439 |
148200.0 |
¥65.1万 |
|
| 2022-08-24 |
回到中轨 |
卖出 |
4.32567 |
148200.0 |
¥64.1万 |
|
| 2022-10-26 |
跌破下轨 |
买入 |
4.474469999999999 |
142900.0 |
¥64.0万 |
|
| 2022-11-14 |
回到中轨 |
卖出 |
4.5954 |
142900.0 |
¥65.6万 |
|
| 2023-02-06 |
跌破下轨 |
买入 |
4.94494 |
131900.0 |
¥65.2万 |
|
| 2023-02-22 |
回到中轨 |
卖出 |
4.975020000000001 |
131900.0 |
¥65.6万 |
|
| 2023-07-24 |
跌破下轨 |
买入 |
5.605599999999999 |
117100.0 |
¥65.7万 |
|
| 2023-07-31 |
回到中轨 |
卖出 |
6.07392 |
117100.0 |
¥71.1万 |
|
| 2023-10-31 |
跌破下轨 |
买入 |
5.32532 |
133800.0 |
¥71.3万 |
|
| 2023-11-22 |
回到中轨 |
卖出 |
5.4445500000000004 |
133800.0 |
¥72.8万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
5.315309999999999 |
137300.0 |
¥73.0万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
5.30469 |
137300.0 |
¥72.8万 |
|
| 2024-06-12 |
跌破下轨 |
买入 |
6.686679999999999 |
108800.0 |
¥72.8万 |
|
| 2024-07-01 |
回到中轨 |
卖出 |
6.6833100000000005 |
108800.0 |
¥72.7万 |
|
| 2025-01-14 |
跌破下轨 |
买入 |
6.626619999999999 |
109500.0 |
¥72.6万 |
|
| 2025-02-19 |
回到中轨 |
卖出 |
6.6833100000000005 |
109500.0 |
¥73.2万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
6.86686 |
106200.0 |
¥72.9万 |
|
| 2025-04-16 |
回到中轨 |
卖出 |
7.24275 |
106200.0 |
¥76.9万 |
|
| 2025-07-28 |
跌破下轨 |
买入 |
8.14814 |
94700.0 |
¥77.2万 |
|
| 2025-08-06 |
回到中轨 |
卖出 |
8.451540000000001 |
94700.0 |
¥80.0万 |
|
| 2025-08-19 |
跌破下轨 |
买入 |
7.967959999999999 |
100300.0 |
¥79.9万 |
|
| 2025-10-15 |
回到中轨 |
卖出 |
7.48251 |
100300.0 |
¥75.0万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
8.108099999999999 |
92600.0 |
¥75.1万 |
|
| 2026-06-11 |
回到中轨 |
卖出 |
7.6922999999999995 |
92600.0 |
¥71.2万 |
|
| 2026-06-25 |
跌破下轨 |
买入 |
7.15715 |
99000.0 |
¥70.9万 |
|
| 2026-07-14 |
回到中轨 |
卖出 |
7.292700000000001 |
99000.0 |
¥72.2万 |
|
| 2026-10-26 |
跌破下轨 |
买入 |
8.73873 |
82300.0 |
¥71.9万 |
|
| 2026-10-28 |
回到中轨 |
卖出 |
9.05094 |
82300.0 |
¥74.5万 |
|