603019 中科曙光 — 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: ¥1.67M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +66.83%）
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 |
2015-06-16 |
2015-07-20 |
108.44082248999999 |
83.916 |
¥-21.8万 |
-22.64% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-21 |
56.37320688999999 |
54.62532 |
¥-2.2万 |
-3.13% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-03 |
74.92730144899998 |
64.4355 |
¥-9.7万 |
-14.03% |
回到中轨 |
| 4 |
2016-03-01 |
2016-03-18 |
52.24784965399999 |
59.94 |
¥9.7万 |
+14.69% |
回到中轨 |
| 5 |
2016-04-26 |
2016-06-01 |
35.05552350299999 |
37.0629 |
¥4.2万 |
+5.69% |
回到中轨 |
| 6 |
2016-07-29 |
2016-08-16 |
36.797786025 |
36.963 |
¥3,345 |
+0.42% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-11 |
32.54225975 |
33.5 |
¥2.3万 |
+2.91% |
回到中轨 |
| 8 |
2016-12-05 |
2017-02-10 |
30.039008999999997 |
25.374599999999997 |
¥-12.8万 |
-15.55% |
回到中轨 |
| 9 |
2017-07-18 |
2017-08-10 |
24.031207199999997 |
25.464509999999997 |
¥4.1万 |
+5.93% |
回到中轨 |
| 10 |
2018-01-16 |
2018-01-25 |
36.547460949999994 |
40.70925 |
¥8.3万 |
+11.35% |
回到中轨 |
| 11 |
2018-05-28 |
2018-07-02 |
47.0611141 |
45.854099999999995 |
¥-2.1万 |
-2.59% |
回到中轨 |
| 12 |
2018-10-12 |
2018-10-23 |
40.722883200999995 |
45.31464 |
¥9.0万 |
+11.24% |
回到中轨 |
| 13 |
2019-01-02 |
2019-01-22 |
35.926654764 |
37.84212 |
¥4.7万 |
+5.30% |
回到中轨 |
| 14 |
2019-04-24 |
2019-05-23 |
41.303637375 |
42.49746 |
¥2.7万 |
+2.86% |
回到中轨 |
| 15 |
2019-08-12 |
2019-08-20 |
31.020283294 |
35.15481 |
¥12.8万 |
+13.29% |
回到中轨 |
| 16 |
2019-09-27 |
2019-10-29 |
34.925354464 |
35.21475 |
¥8,727 |
+0.80% |
回到中轨 |
| 17 |
2019-11-12 |
2019-11-18 |
32.632376777 |
33.756209999999996 |
¥3.7万 |
+3.41% |
回到中轨 |
| 18 |
2020-03-10 |
2020-03-18 |
43.20610794499999 |
49.140809999999995 |
¥15.5万 |
+13.70% |
回到中轨 |
| 19 |
2020-05-12 |
2020-06-15 |
39.050711699999994 |
39.4605 |
¥1.3万 |
+1.02% |
回到中轨 |
| 20 |
2020-09-07 |
2020-10-13 |
42.925743860999994 |
40.28967 |
¥-8.1万 |
-6.17% |
回到中轨 |
| 21 |
2020-10-29 |
2020-11-23 |
35.74642071 |
36.25371 |
¥1.7万 |
+1.39% |
回到中轨 |
| 22 |
2020-12-09 |
2020-12-31 |
34.494795335000006 |
33.82614 |
¥-2.4万 |
-1.97% |
回到中轨 |
| 23 |
2021-04-27 |
2021-05-25 |
28.196616447999993 |
26.973000000000003 |
¥-5.3万 |
-4.37% |
回到中轨 |
| 24 |
2021-08-18 |
2021-09-13 |
29.147851733 |
29.39058 |
¥9,356 |
+0.80% |
回到中轨 |
| 25 |
2021-09-17 |
2021-10-18 |
27.155264135999992 |
28.161810000000003 |
¥4.3万 |
+3.68% |
回到中轨 |
| 26 |
2021-12-21 |
2022-01-05 |
27.065147108999998 |
28.541430000000002 |
¥6.6万 |
+5.42% |
回到中轨 |
| 27 |
2022-04-26 |
2022-06-06 |
26.724705006999997 |
25.26 |
¥-7.1万 |
-5.51% |
回到中轨 |
| 28 |
2022-10-11 |
2022-10-21 |
21.107410323999996 |
23.186790000000002 |
¥11.8万 |
+9.82% |
回到中轨 |
| 29 |
2022-11-25 |
2023-01-04 |
23.180101944999997 |
22.79718 |
¥-2.2万 |
-1.68% |
回到中轨 |
| 30 |
2023-08-10 |
2023-09-05 |
42.15474263 |
41.548410000000004 |
¥-1.9万 |
-1.47% |
回到中轨 |
| 31 |
2024-01-10 |
2024-02-19 |
35.31059 |
35.97399 |
¥2.4万 |
+1.85% |
回到中轨 |
| 32 |
2024-05-27 |
2024-06-17 |
41.44381941699999 |
42.13782 |
¥2.2万 |
+1.64% |
回到中轨 |
| 33 |
2024-06-26 |
2024-06-27 |
38.550061549999995 |
41.508449999999996 |
¥10.2万 |
+7.64% |
回到中轨 |
| 34 |
2024-08-08 |
2024-09-20 |
39.040698696999996 |
36.2637 |
¥-10.1万 |
-7.14% |
回到中轨 |
| 35 |
2025-01-03 |
2025-01-27 |
67.50766622600001 |
69.93 |
¥4.7万 |
+3.56% |
回到中轨 |
| 36 |
2025-03-26 |
2025-04-17 |
65.515078629 |
65.30463 |
¥-4,831 |
-0.35% |
回到中轨 |
| 37 |
2025-11-17 |
2025-12-09 |
100.440433093 |
100.19969999999999 |
¥-3,683 |
-0.27% |
回到中轨 |
| 38 |
2025-12-11 |
2026-01-07 |
89.13575270599998 |
89.41050000000001 |
¥3,768 |
+0.28% |
回到中轨 |
| 39 |
2026-02-05 |
2026-02-13 |
85.23068153599999 |
90.909 |
¥9.0万 |
+6.63% |
回到中轨 |
| 40 |
2026-03-04 |
2026-03-13 |
81.10532429999999 |
91.28862 |
¥17.8万 |
+12.52% |
回到中轨 |
| 41 |
2026-06-03 |
2026-06-22 |
85.67125366799999 |
88.66125 |
¥5.6万 |
+3.46% |
回到中轨 |
| 42 |
2026-10-08 |
2026-10-26 |
79.90376393999999 |
78.24167999999999 |
¥-3.6万 |
-2.11% |
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 |
|---|
| 2015-06-16 |
跌破下轨 |
买入 |
108.40829999999998 |
8900.0 |
¥96.5万 |
|
| 2015-07-20 |
回到中轨 |
卖出 |
83.916 |
8900.0 |
¥74.7万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
56.35629999999999 |
12500.0 |
¥70.5万 |
|
| 2015-09-21 |
回到中轨 |
卖出 |
54.62532 |
12500.0 |
¥68.3万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
74.90482999999999 |
9200.0 |
¥68.9万 |
|
| 2016-02-03 |
回到中轨 |
卖出 |
64.4355 |
9200.0 |
¥59.3万 |
|
| 2016-03-01 |
跌破下轨 |
买入 |
52.23217999999999 |
12600.0 |
¥65.8万 |
|
| 2016-03-18 |
回到中轨 |
卖出 |
59.94 |
12600.0 |
¥75.5万 |
|
| 2016-04-26 |
跌破下轨 |
买入 |
35.04500999999999 |
20900.0 |
¥73.3万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
37.0629 |
20900.0 |
¥77.4万 |
|
| 2016-07-29 |
跌破下轨 |
买入 |
36.78675 |
21700.0 |
¥79.9万 |
|
| 2016-08-16 |
回到中轨 |
卖出 |
36.963 |
21700.0 |
¥80.2万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
32.5325 |
24700.0 |
¥80.4万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
33.5 |
24700.0 |
¥82.7万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
30.029999999999994 |
27400.0 |
¥82.3万 |
|
| 2017-02-10 |
回到中轨 |
卖出 |
25.374599999999997 |
27400.0 |
¥69.5万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
24.024 |
28900.0 |
¥69.5万 |
|
| 2017-08-10 |
回到中轨 |
卖出 |
25.464509999999997 |
28900.0 |
¥73.6万 |
|
| 2018-01-16 |
跌破下轨 |
买入 |
36.5365 |
20100.0 |
¥73.5万 |
|
| 2018-01-25 |
回到中轨 |
卖出 |
40.70925 |
20100.0 |
¥81.8万 |
|
| 2018-05-28 |
跌破下轨 |
买入 |
47.047 |
17200.0 |
¥80.9万 |
|
| 2018-07-02 |
回到中轨 |
卖出 |
45.854099999999995 |
17200.0 |
¥78.8万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
40.71067 |
19600.0 |
¥79.8万 |
|
| 2018-10-23 |
回到中轨 |
卖出 |
45.31464 |
19600.0 |
¥88.8万 |
|
| 2019-01-02 |
跌破下轨 |
买入 |
35.91588 |
24800.0 |
¥89.1万 |
|
| 2019-01-22 |
回到中轨 |
卖出 |
37.84212 |
24800.0 |
¥93.8万 |
|
| 2019-04-24 |
跌破下轨 |
买入 |
41.29125 |
22700.0 |
¥93.8万 |
|
| 2019-05-23 |
回到中轨 |
卖出 |
42.49746 |
22700.0 |
¥96.4万 |
|
| 2019-08-12 |
跌破下轨 |
买入 |
31.010979999999996 |
31100.0 |
¥96.5万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
35.15481 |
31100.0 |
¥1.09M |
|
| 2019-09-27 |
跌破下轨 |
买入 |
34.91488 |
31300.0 |
¥1.09M |
|
| 2019-10-29 |
回到中轨 |
卖出 |
35.21475 |
31300.0 |
¥1.10M |
|
| 2019-11-12 |
跌破下轨 |
买入 |
32.62259 |
33600.0 |
¥1.10M |
|
| 2019-11-18 |
回到中轨 |
卖出 |
33.756209999999996 |
33600.0 |
¥1.13M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
43.193149999999996 |
26100.0 |
¥1.13M |
|
| 2020-03-18 |
回到中轨 |
卖出 |
49.140809999999995 |
26100.0 |
¥1.28M |
|
| 2020-05-12 |
跌破下轨 |
买入 |
39.038999999999994 |
33000.0 |
¥1.29M |
|
| 2020-06-15 |
回到中轨 |
卖出 |
39.4605 |
33000.0 |
¥1.30M |
|
| 2020-09-07 |
跌破下轨 |
买入 |
42.91286999999999 |
30400.0 |
¥1.30M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
40.28967 |
30400.0 |
¥1.22M |
|
| 2020-10-29 |
跌破下轨 |
买入 |
35.7357 |
33900.0 |
¥1.21M |
|
| 2020-11-23 |
回到中轨 |
卖出 |
36.25371 |
33900.0 |
¥1.23M |
|
| 2020-12-09 |
跌破下轨 |
买入 |
34.48445 |
36000.0 |
¥1.24M |
|
| 2020-12-31 |
回到中轨 |
卖出 |
33.82614 |
36000.0 |
¥1.22M |
|
| 2021-04-27 |
跌破下轨 |
买入 |
28.188159999999993 |
43100.0 |
¥1.22M |
|
| 2021-05-25 |
回到中轨 |
卖出 |
26.973000000000003 |
43100.0 |
¥1.16M |
|
| 2021-08-18 |
跌破下轨 |
买入 |
29.13911 |
40000.0 |
¥1.17M |
|
| 2021-09-13 |
回到中轨 |
卖出 |
29.39058 |
40000.0 |
¥1.18M |
|
| 2021-09-17 |
跌破下轨 |
买入 |
27.147119999999994 |
43200.0 |
¥1.17M |
|
| 2021-10-18 |
回到中轨 |
卖出 |
28.161810000000003 |
43200.0 |
¥1.22M |
|
| 2021-12-21 |
跌破下轨 |
买入 |
27.057029999999997 |
45000.0 |
¥1.22M |
|
| 2022-01-05 |
回到中轨 |
卖出 |
28.541430000000002 |
45000.0 |
¥1.28M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
26.716689999999996 |
48000.0 |
¥1.28M |
|
| 2022-06-06 |
回到中轨 |
卖出 |
25.26 |
48000.0 |
¥1.21M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
21.101079999999996 |
56700.0 |
¥1.20M |
|
| 2022-10-21 |
回到中轨 |
卖出 |
23.186790000000002 |
56700.0 |
¥1.31M |
|
| 2022-11-25 |
跌破下轨 |
买入 |
23.173149999999996 |
57000.0 |
¥1.32M |
|
| 2023-01-04 |
回到中轨 |
卖出 |
22.79718 |
57000.0 |
¥1.30M |
|
| 2023-08-10 |
跌破下轨 |
买入 |
42.1421 |
30700.0 |
¥1.29M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
41.548410000000004 |
30700.0 |
¥1.28M |
|
| 2024-01-10 |
跌破下轨 |
买入 |
35.3 |
36300.0 |
¥1.28M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
35.97399 |
36300.0 |
¥1.31M |
|
| 2024-05-27 |
跌破下轨 |
买入 |
41.43138999999999 |
31700.0 |
¥1.31M |
|
| 2024-06-17 |
回到中轨 |
卖出 |
42.13782 |
31700.0 |
¥1.34M |
|
| 2024-06-26 |
跌破下轨 |
买入 |
38.5385 |
34600.0 |
¥1.33M |
|
| 2024-06-27 |
回到中轨 |
卖出 |
41.508449999999996 |
34600.0 |
¥1.44M |
|
| 2024-08-08 |
跌破下轨 |
买入 |
39.02899 |
36400.0 |
¥1.42M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
36.2637 |
36400.0 |
¥1.32M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
67.48742 |
19600.0 |
¥1.32M |
|
| 2025-01-27 |
回到中轨 |
卖出 |
69.93 |
19600.0 |
¥1.37M |
|
| 2025-03-26 |
跌破下轨 |
买入 |
65.49543 |
21000.0 |
¥1.38M |
|
| 2025-04-17 |
回到中轨 |
卖出 |
65.30463 |
21000.0 |
¥1.37M |
|
| 2025-11-17 |
跌破下轨 |
买入 |
100.41031 |
13600.0 |
¥1.37M |
|
| 2025-12-09 |
回到中轨 |
卖出 |
100.19969999999999 |
13600.0 |
¥1.36M |
|
| 2025-12-11 |
跌破下轨 |
买入 |
89.10901999999999 |
15200.0 |
¥1.35M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
89.41050000000001 |
15200.0 |
¥1.36M |
|
| 2026-02-05 |
跌破下轨 |
买入 |
85.20512 |
15900.0 |
¥1.36M |
|
| 2026-02-13 |
回到中轨 |
卖出 |
90.909 |
15900.0 |
¥1.45M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
81.08099999999999 |
17500.0 |
¥1.42M |
|
| 2026-03-13 |
回到中轨 |
卖出 |
91.28862 |
17500.0 |
¥1.60M |
|
| 2026-06-03 |
跌破下轨 |
买入 |
85.64555999999999 |
19000.0 |
¥1.63M |
|
| 2026-06-22 |
回到中轨 |
卖出 |
88.66125 |
19000.0 |
¥1.68M |
|
| 2026-10-08 |
跌破下轨 |
买入 |
79.87979999999999 |
21300.0 |
¥1.70M |
|
| 2026-10-26 |
回到中轨 |
卖出 |
78.24167999999999 |
21300.0 |
¥1.67M |
|