603260 合盛硅业 — 布林下轨抄底 回测明细
数据区间: 2017-10-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥60.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -39.87%）
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 41 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 |
2018-02-08 |
2018-03-07 |
55.33185457799999 |
61.28865 |
¥10.5万 |
+10.73% |
回到中轨 |
| 2 |
2018-06-05 |
2018-07-02 |
67.17723712699998 |
69.93 |
¥4.5万 |
+4.07% |
回到中轨 |
| 3 |
2018-08-03 |
2018-08-31 |
64.96436346399999 |
59.72022 |
¥-9.2万 |
-8.10% |
回到中轨 |
| 4 |
2018-09-10 |
2018-10-08 |
56.233024847999985 |
54.16578 |
¥-3.9万 |
-3.71% |
回到中轨 |
| 5 |
2018-10-12 |
2018-11-01 |
46.66059398 |
49.35059999999999 |
¥5.8万 |
+5.73% |
回到中轨 |
| 6 |
2018-11-26 |
2018-12-14 |
44.71341 |
46.4535 |
¥4.1万 |
+3.86% |
回到中轨 |
| 7 |
2019-01-04 |
2019-01-21 |
42.03458659399999 |
44.02 |
¥5.2万 |
+4.69% |
回到中轨 |
| 8 |
2019-04-29 |
2019-05-30 |
53.66969607999999 |
46.7532 |
¥-15.0万 |
-12.91% |
回到中轨 |
| 9 |
2019-07-12 |
2019-08-30 |
32.79258482499999 |
30.039930000000002 |
¥-8.5万 |
-8.42% |
回到中轨 |
| 10 |
2019-12-02 |
2019-12-05 |
27.405589211 |
28.2717 |
¥2.9万 |
+3.13% |
回到中轨 |
| 11 |
2020-02-03 |
2020-02-13 |
25.117533 |
28.371599999999997 |
¥11.1万 |
+12.92% |
回到中轨 |
| 12 |
2020-04-17 |
2020-05-12 |
23.78088212499999 |
23.676299999999998 |
¥-4,992 |
-0.47% |
回到中轨 |
| 13 |
2020-09-28 |
2020-10-12 |
27.485693234999996 |
29.490479999999994 |
¥7.7万 |
+7.26% |
回到中轨 |
| 14 |
2020-12-30 |
2021-01-11 |
32.852662843 |
37.152809999999995 |
¥14.9万 |
+13.06% |
回到中轨 |
| 15 |
2021-03-25 |
2021-04-21 |
41.694144492 |
44.7 |
¥9.1万 |
+7.18% |
回到中轨 |
| 16 |
2021-09-30 |
2021-11-22 |
180.013767934 |
161.65818 |
¥-14.2万 |
-10.22% |
回到中轨 |
| 17 |
2021-12-02 |
2022-02-16 |
142.635227735 |
114.20567999999999 |
¥-24.2万 |
-19.96% |
回到中轨 |
| 18 |
2022-03-30 |
2022-05-12 |
110.173072009 |
82.917 |
¥-24.8万 |
-24.76% |
回到中轨 |
| 19 |
2022-07-12 |
2022-08-04 |
104.20532222099999 |
106.29360000000001 |
¥1.5万 |
+1.97% |
回到中轨 |
| 20 |
2022-10-31 |
2022-12-07 |
98.08737738799998 |
97.4025 |
¥-5,570 |
-0.73% |
回到中轨 |
| 21 |
2022-12-23 |
2023-01-09 |
83.58854904399999 |
88.24167 |
¥4.2万 |
+5.54% |
回到中轨 |
| 22 |
2023-03-10 |
2023-06-05 |
90.42712 |
71.75816999999999 |
¥-16.4万 |
-20.67% |
回到中轨 |
| 23 |
2023-08-09 |
2023-09-07 |
69.04966868799997 |
63.616319999999995 |
¥-5.0万 |
-7.90% |
回到中轨 |
| 24 |
2023-09-22 |
2023-11-01 |
59.75760190399999 |
57.522420000000004 |
¥-2.2万 |
-3.77% |
回到中轨 |
| 25 |
2023-11-23 |
2023-12-26 |
52.87866884299999 |
47.802150000000005 |
¥-5.4万 |
-9.63% |
回到中轨 |
| 26 |
2024-01-30 |
2024-02-21 |
45.779449715999995 |
46.952999999999996 |
¥1.3万 |
+2.53% |
回到中轨 |
| 27 |
2024-04-24 |
2024-04-30 |
46.440307913999995 |
49.78017 |
¥3.8万 |
+7.16% |
回到中轨 |
| 28 |
2024-07-05 |
2024-07-12 |
44.207408244999996 |
46.79316 |
¥3.3万 |
+5.82% |
回到中轨 |
| 29 |
2024-08-20 |
2024-08-27 |
45.318851577999986 |
46.11384 |
¥1.0万 |
+1.72% |
回到中轨 |
| 30 |
2024-12-26 |
2025-02-10 |
57.624832264999995 |
52.947 |
¥-4.9万 |
-8.15% |
回到中轨 |
| 31 |
2025-04-03 |
2025-04-10 |
53.719761094999996 |
56.09385 |
¥2.4万 |
+4.39% |
回到中轨 |
| 32 |
2025-04-30 |
2025-06-27 |
51.296614369 |
47.32263 |
¥-4.5万 |
-7.77% |
回到中轨 |
| 33 |
2025-09-04 |
2025-09-08 |
50.86605523999999 |
55.294650000000004 |
¥4.6万 |
+8.67% |
回到中轨 |
| 34 |
2025-09-24 |
2025-10-31 |
48.28270046599999 |
49.06089000000001 |
¥9,162 |
+1.58% |
回到中轨 |
| 35 |
2026-01-22 |
2026-01-29 |
50.36540508999999 |
53.82612 |
¥4.0万 |
+6.84% |
回到中轨 |
| 36 |
2026-02-02 |
2026-02-26 |
47.17125713299999 |
51.93801 |
¥6.0万 |
+10.07% |
回到中轨 |
| 37 |
2026-03-20 |
2026-04-14 |
45.809488725 |
43.47648 |
¥-3.5万 |
-5.12% |
回到中轨 |
| 38 |
2026-05-14 |
2026-06-11 |
43.296224972 |
40.199760000000005 |
¥-4.7万 |
-7.18% |
回到中轨 |
| 39 |
2026-07-14 |
2026-08-06 |
37.41859221099999 |
35.154810000000005 |
¥-3.7万 |
-6.08% |
回到中轨 |
| 40 |
2026-09-29 |
2026-10-12 |
30.68985419499999 |
32.417550000000006 |
¥3.2万 |
+5.60% |
回到中轨 |
| 41 |
2026-10-20 |
2026-11-06 |
30.028995996999996 |
29.77 |
¥-5,359 |
-0.89% |
回到中轨 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-02-08 |
跌破下轨 |
买入 |
55.315259999999995 |
17600.0 |
¥97.4万 |
|
| 2018-03-07 |
回到中轨 |
卖出 |
61.28865 |
17600.0 |
¥1.08M |
|
| 2018-06-05 |
跌破下轨 |
买入 |
67.15709 |
16400.0 |
¥1.10M |
|
| 2018-07-02 |
回到中轨 |
卖出 |
69.93 |
16400.0 |
¥1.15M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
64.94487999999998 |
17500.0 |
¥1.14M |
|
| 2018-08-31 |
回到中轨 |
卖出 |
59.72022 |
17500.0 |
¥1.04M |
|
| 2018-09-10 |
跌破下轨 |
买入 |
56.21615999999999 |
18600.0 |
¥1.05M |
|
| 2018-10-08 |
回到中轨 |
卖出 |
54.16578 |
18600.0 |
¥1.01M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
46.6466 |
21500.0 |
¥1.00M |
|
| 2018-11-01 |
回到中轨 |
卖出 |
49.35059999999999 |
21500.0 |
¥1.06M |
|
| 2018-11-26 |
跌破下轨 |
买入 |
44.7 |
24000.0 |
¥1.07M |
|
| 2018-12-14 |
回到中轨 |
卖出 |
46.4535 |
24000.0 |
¥1.11M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
42.02197999999999 |
26400.0 |
¥1.11M |
|
| 2019-01-21 |
回到中轨 |
卖出 |
44.02 |
26400.0 |
¥1.16M |
|
| 2019-04-29 |
跌破下轨 |
买入 |
53.6536 |
21700.0 |
¥1.16M |
|
| 2019-05-30 |
回到中轨 |
卖出 |
46.7532 |
21700.0 |
¥1.01M |
|
| 2019-07-12 |
跌破下轨 |
买入 |
32.78274999999999 |
30900.0 |
¥1.01M |
|
| 2019-08-30 |
回到中轨 |
卖出 |
30.039930000000002 |
30900.0 |
¥92.8万 |
|
| 2019-12-02 |
跌破下轨 |
买入 |
27.39737 |
34000.0 |
¥93.2万 |
|
| 2019-12-05 |
回到中轨 |
卖出 |
28.2717 |
34000.0 |
¥96.1万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
25.11 |
34300.0 |
¥86.2万 |
|
| 2020-02-13 |
回到中轨 |
卖出 |
28.371599999999997 |
34300.0 |
¥97.3万 |
|
| 2020-04-17 |
跌破下轨 |
买入 |
23.773749999999996 |
44700.0 |
¥1.06M |
|
| 2020-05-12 |
回到中轨 |
卖出 |
23.676299999999998 |
44700.0 |
¥1.06M |
|
| 2020-09-28 |
跌破下轨 |
买入 |
27.477449999999994 |
38800.0 |
¥1.07M |
|
| 2020-10-12 |
回到中轨 |
卖出 |
29.490479999999994 |
38800.0 |
¥1.14M |
|
| 2020-12-30 |
跌破下轨 |
买入 |
32.84281 |
34800.0 |
¥1.14M |
|
| 2021-01-11 |
回到中轨 |
卖出 |
37.152809999999995 |
34800.0 |
¥1.29M |
|
| 2021-03-25 |
跌破下轨 |
买入 |
41.681639999999994 |
30400.0 |
¥1.27M |
|
| 2021-04-21 |
回到中轨 |
卖出 |
44.7 |
30400.0 |
¥1.36M |
|
| 2021-09-30 |
跌破下轨 |
买入 |
179.95978 |
7700.0 |
¥1.39M |
|
| 2021-11-22 |
回到中轨 |
卖出 |
161.65818 |
7700.0 |
¥1.24M |
|
| 2021-12-02 |
跌破下轨 |
买入 |
142.59244999999999 |
8500.0 |
¥1.21M |
|
| 2022-02-16 |
回到中轨 |
卖出 |
114.20567999999999 |
8500.0 |
¥97.0万 |
|
| 2022-03-30 |
跌破下轨 |
买入 |
110.14003 |
9100.0 |
¥1.00M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
82.917 |
9100.0 |
¥75.4万 |
|
| 2022-07-12 |
跌破下轨 |
买入 |
104.17406999999999 |
7200.0 |
¥75.0万 |
|
| 2022-08-04 |
回到中轨 |
卖出 |
106.29360000000001 |
7200.0 |
¥76.5万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
98.05795999999998 |
7800.0 |
¥76.5万 |
|
| 2022-12-07 |
回到中轨 |
卖出 |
97.4025 |
7800.0 |
¥76.0万 |
|
| 2022-12-23 |
跌破下轨 |
买入 |
83.56348 |
9100.0 |
¥76.1万 |
|
| 2023-01-09 |
回到中轨 |
卖出 |
88.24167 |
9100.0 |
¥80.3万 |
|
| 2023-03-10 |
跌破下轨 |
买入 |
90.4 |
8800.0 |
¥79.6万 |
|
| 2023-06-05 |
回到中轨 |
卖出 |
71.75816999999999 |
8800.0 |
¥63.1万 |
|
| 2023-08-09 |
跌破下轨 |
买入 |
69.02895999999998 |
9200.0 |
¥63.5万 |
|
| 2023-09-07 |
回到中轨 |
卖出 |
63.616319999999995 |
9200.0 |
¥58.5万 |
|
| 2023-09-22 |
跌破下轨 |
买入 |
59.73967999999999 |
9800.0 |
¥58.6万 |
|
| 2023-11-01 |
回到中轨 |
卖出 |
57.522420000000004 |
9800.0 |
¥56.4万 |
|
| 2023-11-23 |
跌破下轨 |
买入 |
52.862809999999996 |
10700.0 |
¥56.6万 |
|
| 2023-12-26 |
回到中轨 |
卖出 |
47.802150000000005 |
10700.0 |
¥51.1万 |
|
| 2024-01-30 |
跌破下轨 |
买入 |
45.765719999999995 |
11200.0 |
¥51.3万 |
|
| 2024-02-21 |
回到中轨 |
卖出 |
46.952999999999996 |
11200.0 |
¥52.6万 |
|
| 2024-04-24 |
跌破下轨 |
买入 |
46.426379999999995 |
11300.0 |
¥52.5万 |
|
| 2024-04-30 |
回到中轨 |
卖出 |
49.78017 |
11300.0 |
¥56.2万 |
|
| 2024-07-05 |
跌破下轨 |
买入 |
44.19414999999999 |
12700.0 |
¥56.1万 |
|
| 2024-07-12 |
回到中轨 |
卖出 |
46.79316 |
12700.0 |
¥59.4万 |
|
| 2024-08-20 |
跌破下轨 |
买入 |
45.30525999999999 |
13100.0 |
¥59.4万 |
|
| 2024-08-27 |
回到中轨 |
卖出 |
46.11384 |
13100.0 |
¥60.4万 |
|
| 2024-12-26 |
跌破下轨 |
买入 |
57.60754999999999 |
10500.0 |
¥60.5万 |
|
| 2025-02-10 |
回到中轨 |
卖出 |
52.947 |
10500.0 |
¥55.6万 |
|
| 2025-04-03 |
跌破下轨 |
买入 |
53.703649999999996 |
10200.0 |
¥54.8万 |
|
| 2025-04-10 |
回到中轨 |
卖出 |
56.09385 |
10200.0 |
¥57.2万 |
|
| 2025-04-30 |
跌破下轨 |
买入 |
51.28123 |
11300.0 |
¥58.0万 |
|
| 2025-06-27 |
回到中轨 |
卖出 |
47.32263 |
11300.0 |
¥53.5万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
50.85079999999999 |
10500.0 |
¥53.4万 |
|
| 2025-09-08 |
回到中轨 |
卖出 |
55.294650000000004 |
10500.0 |
¥58.0万 |
|
| 2025-09-24 |
跌破下轨 |
买入 |
48.26821999999999 |
12000.0 |
¥57.9万 |
|
| 2025-10-31 |
回到中轨 |
卖出 |
49.06089000000001 |
12000.0 |
¥58.9万 |
|
| 2026-01-22 |
跌破下轨 |
买入 |
50.35029999999999 |
11700.0 |
¥58.9万 |
|
| 2026-01-29 |
回到中轨 |
卖出 |
53.82612 |
11700.0 |
¥63.0万 |
|
| 2026-02-02 |
跌破下轨 |
买入 |
47.157109999999996 |
12700.0 |
¥59.9万 |
|
| 2026-02-26 |
回到中轨 |
卖出 |
51.93801 |
12700.0 |
¥65.9万 |
|
| 2026-03-20 |
跌破下轨 |
买入 |
45.79575 |
15100.0 |
¥69.2万 |
|
| 2026-04-14 |
回到中轨 |
卖出 |
43.47648 |
15100.0 |
¥65.6万 |
|
| 2026-05-14 |
跌破下轨 |
买入 |
43.28324 |
15200.0 |
¥65.8万 |
|
| 2026-06-11 |
回到中轨 |
卖出 |
40.199760000000005 |
15200.0 |
¥61.1万 |
|
| 2026-07-14 |
跌破下轨 |
买入 |
37.40736999999999 |
16200.0 |
¥60.6万 |
|
| 2026-08-06 |
回到中轨 |
卖出 |
35.154810000000005 |
16200.0 |
¥56.9万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
30.680649999999996 |
18500.0 |
¥56.8万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
32.417550000000006 |
18500.0 |
¥60.0万 |
|
| 2026-10-20 |
跌破下轨 |
买入 |
30.019989999999996 |
20000.0 |
¥60.1万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
29.77 |
20000.0 |
¥59.5万 |
|