603259 药明康德 — 布林下轨抄底 回测明细
数据区间: 2018-05-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.12M
策略: 布林下轨抄底
K线 & 交易信号(策略收益 +112.46%)
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 28 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 |
2018-08-02 |
2018-08-22 |
77.20025312999998 |
82.18773000000002 |
¥6.4万 |
+6.43% |
回到中轨 |
| 2 |
2018-10-12 |
2018-10-23 |
74.39661229 |
86.23368 |
¥16.4万 |
+15.88% |
回到中轨 |
| 3 |
2019-04-26 |
2019-06-12 |
88.164491415 |
80.75916000000001 |
¥-10.3万 |
-8.43% |
回到中轨 |
| 4 |
2019-07-03 |
2019-07-29 |
67.750319 |
66.94299000000001 |
¥-1.4万 |
-1.22% |
回到中轨 |
| 5 |
2020-01-07 |
2020-01-14 |
87.063061085 |
93.7062 |
¥8.4万 |
+7.60% |
回到中轨 |
| 6 |
2020-03-13 |
2020-04-08 |
96.74563498599998 |
97.66224000000001 |
¥1.0万 |
+0.92% |
回到中轨 |
| 7 |
2020-06-05 |
2020-06-24 |
81.10532429999998 |
92.98692 |
¥17.4万 |
+14.62% |
回到中轨 |
| 8 |
2020-09-08 |
2020-09-30 |
100.440433093 |
101.15874000000001 |
¥9,356 |
+0.68% |
回到中轨 |
| 9 |
2021-02-26 |
2021-03-29 |
143.296085933 |
136.85301 |
¥-6.1万 |
-4.52% |
回到中轨 |
| 10 |
2021-06-09 |
2021-06-28 |
143.1859429 |
157.54229999999998 |
¥13.0万 |
+9.99% |
回到中轨 |
| 11 |
2021-08-18 |
2021-09-06 |
130.06890897 |
134.0 |
¥4.3万 |
+2.99% |
回到中轨 |
| 12 |
2021-11-02 |
2021-11-17 |
131.17033929999997 |
138.861 |
¥8.7万 |
+5.83% |
回到中轨 |
| 13 |
2021-12-16 |
2022-01-13 |
119.95577593999997 |
116.7831 |
¥-4.1万 |
-2.67% |
回到中轨 |
| 14 |
2022-01-27 |
2022-02-24 |
102.63328074999998 |
98.901 |
¥-5.6万 |
-3.67% |
回到中轨 |
| 15 |
2022-04-22 |
2022-06-07 |
96.62547895 |
98.89101 |
¥3.4万 |
+2.31% |
回到中轨 |
| 16 |
2022-07-28 |
2022-10-14 |
96.485296908 |
74.32560000000001 |
¥-34.8万 |
-22.99% |
回到中轨 |
| 17 |
2022-12-21 |
2022-12-28 |
75.908575743 |
78.70122 |
¥4.3万 |
+3.65% |
回到中轨 |
| 18 |
2023-04-26 |
2023-05-24 |
66.97697706699999 |
68.68125 |
¥3.0万 |
+2.51% |
回到中轨 |
| 19 |
2023-06-01 |
2023-06-05 |
64.58386935 |
67.77216 |
¥6.1万 |
+4.91% |
回到中轨 |
| 20 |
2023-06-08 |
2023-06-12 |
63.262152953999994 |
67.28264999999999 |
¥8.2万 |
+6.32% |
回到中轨 |
| 21 |
2023-12-05 |
2024-01-12 |
76.0988228 |
70.93899 |
¥-9.3万 |
-6.81% |
回到中轨 |
| 22 |
2024-01-30 |
2024-03-04 |
56.47333691999999 |
55.56 |
¥-2.0万 |
-1.65% |
回到中轨 |
| 23 |
2024-08-23 |
2024-09-05 |
37.538748247 |
39.35 |
¥6.1万 |
+4.79% |
回到中轨 |
| 24 |
2025-04-09 |
2025-04-28 |
49.86475493999999 |
57.29265 |
¥19.2万 |
+14.86% |
回到中轨 |
| 25 |
2025-10-15 |
2025-10-27 |
96.22495882999998 |
110.48939999999999 |
¥22.6万 |
+14.79% |
回到中轨 |
| 26 |
2025-12-03 |
2025-12-11 |
89.21585672999998 |
92.89701 |
¥7.2万 |
+4.09% |
回到中轨 |
| 27 |
2026-06-10 |
2026-06-22 |
93.47138300499998 |
103.05684 |
¥18.6万 |
+10.22% |
回到中轨 |
| 28 |
2026-10-19 |
2026-11-05 |
143.1859429 |
150.81903 |
¥10.5万 |
+5.30% |
回到中轨 |
逐笔成交记录(共 56 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2018-08-02 |
跌破下轨 |
买入 |
77.17709999999998 |
12800.0 |
¥98.8万 |
|
| 2018-08-22 |
回到中轨 |
卖出 |
82.18773000000002 |
12800.0 |
¥1.05M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
74.37429999999999 |
13900.0 |
¥1.03M |
|
| 2018-10-23 |
回到中轨 |
卖出 |
86.23368 |
13900.0 |
¥1.20M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
88.13804999999999 |
13800.0 |
¥1.22M |
|
| 2019-06-12 |
回到中轨 |
卖出 |
80.75916000000001 |
13800.0 |
¥1.11M |
|
| 2019-07-03 |
跌破下轨 |
买入 |
67.73 |
16400.0 |
¥1.11M |
|
| 2019-07-29 |
回到中轨 |
卖出 |
66.94299000000001 |
16400.0 |
¥1.10M |
|
| 2020-01-07 |
跌破下轨 |
买入 |
87.03694999999999 |
12700.0 |
¥1.11M |
|
| 2020-01-14 |
回到中轨 |
卖出 |
93.7062 |
12700.0 |
¥1.19M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
96.71661999999999 |
11600.0 |
¥1.12M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
97.66224000000001 |
11600.0 |
¥1.13M |
|
| 2020-06-05 |
跌破下轨 |
买入 |
81.08099999999997 |
14700.0 |
¥1.19M |
|
| 2020-06-24 |
回到中轨 |
卖出 |
92.98692 |
14700.0 |
¥1.37M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
100.41031 |
13600.0 |
¥1.37M |
|
| 2020-09-30 |
回到中轨 |
卖出 |
101.15874000000001 |
13600.0 |
¥1.38M |
|
| 2021-02-26 |
跌破下轨 |
买入 |
143.25311 |
9400.0 |
¥1.35M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
136.85301 |
9400.0 |
¥1.29M |
|
| 2021-06-09 |
跌破下轨 |
买入 |
143.14299999999997 |
9100.0 |
¥1.30M |
|
| 2021-06-28 |
回到中轨 |
卖出 |
157.54229999999998 |
9100.0 |
¥1.43M |
|
| 2021-08-18 |
跌破下轨 |
买入 |
130.0299 |
11100.0 |
¥1.44M |
|
| 2021-09-06 |
回到中轨 |
卖出 |
134.0 |
11100.0 |
¥1.49M |
|
| 2021-11-02 |
跌破下轨 |
买入 |
131.13099999999997 |
11400.0 |
¥1.50M |
|
| 2021-11-17 |
回到中轨 |
卖出 |
138.861 |
11400.0 |
¥1.58M |
|
| 2021-12-16 |
跌破下轨 |
买入 |
119.91979999999998 |
12700.0 |
¥1.52M |
|
| 2022-01-13 |
回到中轨 |
卖出 |
116.7831 |
12700.0 |
¥1.48M |
|
| 2022-01-27 |
跌破下轨 |
买入 |
102.60249999999998 |
14800.0 |
¥1.52M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
98.901 |
14800.0 |
¥1.46M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
96.59649999999999 |
15300.0 |
¥1.48M |
|
| 2022-06-07 |
回到中轨 |
卖出 |
98.89101 |
15300.0 |
¥1.51M |
|
| 2022-07-28 |
跌破下轨 |
买入 |
96.45635999999998 |
15700.0 |
¥1.51M |
|
| 2022-10-14 |
回到中轨 |
卖出 |
74.32560000000001 |
15700.0 |
¥1.17M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
75.88580999999999 |
15500.0 |
¥1.18M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
78.70122 |
15500.0 |
¥1.22M |
|
| 2023-04-26 |
跌破下轨 |
买入 |
66.95688999999999 |
18000.0 |
¥1.21M |
|
| 2023-05-24 |
回到中轨 |
卖出 |
68.68125 |
18000.0 |
¥1.24M |
|
| 2023-06-01 |
跌破下轨 |
买入 |
64.5645 |
19100.0 |
¥1.23M |
|
| 2023-06-05 |
回到中轨 |
卖出 |
67.77216 |
19100.0 |
¥1.29M |
|
| 2023-06-08 |
跌破下轨 |
买入 |
63.243179999999995 |
20600.0 |
¥1.30M |
|
| 2023-06-12 |
回到中轨 |
卖出 |
67.28264999999999 |
20600.0 |
¥1.39M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
76.076 |
17900.0 |
¥1.36M |
|
| 2024-01-12 |
回到中轨 |
卖出 |
70.93899 |
17900.0 |
¥1.27M |
|
| 2024-01-30 |
跌破下轨 |
买入 |
56.45639999999999 |
21800.0 |
¥1.23M |
|
| 2024-03-04 |
回到中轨 |
卖出 |
55.56 |
21800.0 |
¥1.21M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
37.52749 |
34000.0 |
¥1.28M |
|
| 2024-09-05 |
回到中轨 |
卖出 |
39.35 |
34000.0 |
¥1.34M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
49.849799999999995 |
25900.0 |
¥1.29M |
|
| 2025-04-28 |
回到中轨 |
卖出 |
57.29265 |
25900.0 |
¥1.48M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
96.19609999999999 |
15900.0 |
¥1.53M |
|
| 2025-10-27 |
回到中轨 |
卖出 |
110.48939999999999 |
15900.0 |
¥1.76M |
|
| 2025-12-03 |
跌破下轨 |
买入 |
89.18909999999998 |
19600.0 |
¥1.75M |
|
| 2025-12-11 |
回到中轨 |
卖出 |
92.89701 |
19600.0 |
¥1.82M |
|
| 2026-06-10 |
跌破下轨 |
买入 |
93.44334999999998 |
19500.0 |
¥1.82M |
|
| 2026-06-22 |
回到中轨 |
卖出 |
103.05684 |
19500.0 |
¥2.01M |
|
| 2026-10-19 |
跌破下轨 |
买入 |
143.14299999999997 |
13900.0 |
¥1.99M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
150.81903 |
13900.0 |
¥2.10M |
|