603288 海天味业 — 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: ¥1.48M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +48.15%）
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 52 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 |
2015-04-16 |
2015-05-13 |
33.543560049999996 |
35.61435 |
¥5.8万 |
+6.14% |
回到中轨 |
| 2 |
2015-06-19 |
2015-07-13 |
34.120233 |
34.965 |
¥2.6万 |
+2.45% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-07 |
27.0351081 |
31.648319999999995 |
¥18.0万 |
+17.03% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-22 |
32.612350770999996 |
29.34 |
¥-12.5万 |
-10.06% |
回到中轨 |
| 5 |
2016-04-21 |
2016-05-06 |
28.567097558999997 |
30.249720000000003 |
¥6.6万 |
+5.86% |
回到中轨 |
| 6 |
2016-05-31 |
2016-06-01 |
29.067747709 |
29.79018 |
¥3.0万 |
+2.45% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-12 |
30.589724165 |
30.7692 |
¥6,861 |
+0.56% |
回到中轨 |
| 8 |
2016-12-13 |
2017-01-06 |
30.419503113999998 |
29.86011 |
¥-2.3万 |
-1.87% |
回到中轨 |
| 9 |
2017-07-04 |
2017-07-21 |
38.95058167 |
40.009949999999996 |
¥3.3万 |
+2.69% |
回到中轨 |
| 10 |
2018-02-08 |
2018-02-23 |
50.926133258 |
56.06388 |
¥12.4万 |
+10.06% |
回到中轨 |
| 11 |
2018-08-07 |
2018-08-22 |
64.41364829899999 |
69.88005 |
¥11.5万 |
+8.45% |
回到中轨 |
| 12 |
2018-10-29 |
2018-12-04 |
63.489041 |
67.31262 |
¥8.7万 |
+5.99% |
回到中轨 |
| 13 |
2019-03-14 |
2019-03-19 |
73.09492189999999 |
79.72019999999999 |
¥14.2万 |
+9.03% |
回到中轨 |
| 14 |
2019-08-02 |
2019-08-14 |
95.12352849999998 |
99.8001 |
¥8.2万 |
+4.88% |
回到中轨 |
| 15 |
2019-10-25 |
2019-10-30 |
104.33549126 |
109.88001 |
¥9.5万 |
+5.28% |
回到中轨 |
| 16 |
2019-12-02 |
2019-12-09 |
107.43952218999999 |
111.47841 |
¥7.0万 |
+3.73% |
回到中轨 |
| 17 |
2020-01-07 |
2020-01-10 |
103.96501014899998 |
108.1917 |
¥7.9万 |
+4.03% |
回到中轨 |
| 18 |
2020-03-02 |
2020-03-06 |
99.93978294299998 |
105.13475999999999 |
¥10.5万 |
+5.17% |
回到中轨 |
| 19 |
2020-03-17 |
2020-03-24 |
98.12742939999998 |
102.27762 |
¥9.0万 |
+4.20% |
回到中轨 |
| 20 |
2020-05-08 |
2020-06-01 |
107.73991228 |
116.38350000000001 |
¥17.8万 |
+7.99% |
回到中轨 |
| 21 |
2021-02-19 |
2021-03-31 |
189.12560066399996 |
163.95588 |
¥-32.0万 |
-13.33% |
回到中轨 |
| 22 |
2021-05-10 |
2021-05-12 |
159.33691673899997 |
167.88195000000002 |
¥11.1万 |
+5.33% |
回到中轨 |
| 23 |
2021-05-18 |
2021-07-16 |
136.65746494399997 |
126.91296000000001 |
¥-15.7万 |
-7.16% |
回到中轨 |
| 24 |
2021-09-01 |
2021-09-27 |
90.31728706 |
100.90899 |
¥22.7万 |
+11.69% |
回到中轨 |
| 25 |
2021-12-01 |
2021-12-10 |
112.43601068699999 |
116.05382999999999 |
¥7.2万 |
+3.19% |
回到中轨 |
| 26 |
2021-12-23 |
2022-01-07 |
106.408182881 |
109.82007 |
¥7.4万 |
+3.18% |
回到中轨 |
| 27 |
2022-01-17 |
2022-01-24 |
103.083865885 |
106.67322000000001 |
¥8.3万 |
+3.45% |
回到中轨 |
| 28 |
2022-01-26 |
2022-02-22 |
101.23146032999998 |
99.00089999999999 |
¥-5.6万 |
-2.23% |
回到中轨 |
| 29 |
2022-03-15 |
2022-04-15 |
88.79531060400001 |
90.4095 |
¥4.4万 |
+1.79% |
回到中轨 |
| 30 |
2022-05-05 |
2022-06-01 |
81.574465 |
77.62230000000001 |
¥-12.1万 |
-4.87% |
回到中轨 |
| 31 |
2022-08-11 |
2022-09-01 |
78.111436403 |
79.63028999999999 |
¥4.5万 |
+1.91% |
回到中轨 |
| 32 |
2022-09-07 |
2022-09-13 |
75.57814664399999 |
80.35956 |
¥15.0万 |
+6.29% |
回到中轨 |
| 33 |
2022-10-12 |
2022-11-07 |
73.545507035 |
68.32161 |
¥-18.3万 |
-7.13% |
回到中轨 |
| 34 |
2023-03-10 |
2023-04-03 |
74.99739247 |
77.11281 |
¥6.6万 |
+2.79% |
回到中轨 |
| 35 |
2023-04-24 |
2023-07-31 |
71.0213 |
46.29366 |
¥-84.9万 |
-34.84% |
回到中轨 |
| 36 |
2023-08-16 |
2023-09-25 |
42.485171728999994 |
39.2607 |
¥-12.1万 |
-7.62% |
回到中轨 |
| 37 |
2023-10-18 |
2023-10-30 |
36.327174883999994 |
36.913050000000005 |
¥2.3万 |
+1.58% |
回到中轨 |
| 38 |
2023-12-04 |
2023-12-26 |
37.388553202 |
36.25371 |
¥-4.6万 |
-3.06% |
回到中轨 |
| 39 |
2024-04-12 |
2024-04-26 |
36.94798107 |
37.81215 |
¥3.4万 |
+2.31% |
回到中轨 |
| 40 |
2024-05-27 |
2024-07-15 |
36.066836806 |
34.495470000000005 |
¥-6.5万 |
-4.39% |
回到中轨 |
| 41 |
2024-08-29 |
2024-09-02 |
33.743820109999994 |
36.4635 |
¥11.4万 |
+8.03% |
回到中轨 |
| 42 |
2025-01-03 |
2025-02-24 |
45.028474491 |
41.4585 |
¥-12.2万 |
-7.96% |
回到中轨 |
| 43 |
2025-04-08 |
2025-04-09 |
39.25097176 |
40.7592 |
¥5.4万 |
+3.81% |
回到中轨 |
| 44 |
2025-06-17 |
2025-07-21 |
40.332376083999996 |
38.761199999999995 |
¥-5.8万 |
-3.92% |
回到中轨 |
| 45 |
2025-09-25 |
2025-10-17 |
38.840438637 |
39.65031 |
¥2.9万 |
+2.05% |
回到中轨 |
| 46 |
2025-10-31 |
2025-11-11 |
37.949281369999994 |
38.61135 |
¥2.5万 |
+1.71% |
回到中轨 |
| 47 |
2025-11-24 |
2025-12-18 |
37.428605214 |
37.082879999999996 |
¥-1.4万 |
-0.95% |
回到中轨 |
| 48 |
2026-01-26 |
2026-02-06 |
35.876589749 |
37.562400000000004 |
¥6.8万 |
+4.67% |
回到中轨 |
| 49 |
2026-05-06 |
2026-06-15 |
38.690243591999995 |
34.65531 |
¥-15.9万 |
-10.46% |
回到中轨 |
| 50 |
2026-06-18 |
2026-06-25 |
33.14303993 |
34.6653 |
¥6.2万 |
+4.56% |
回到中轨 |
| 51 |
2026-08-28 |
2026-09-23 |
33.853963143 |
34.18578 |
¥1.3万 |
+0.95% |
回到中轨 |
| 52 |
2026-09-29 |
2026-10-13 |
32.962805876 |
33.85611 |
¥3.9万 |
+2.68% |
回到中轨 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
跌破下轨 |
买入 |
33.5335 |
28000.0 |
¥93.9万 |
|
| 2015-05-13 |
回到中轨 |
卖出 |
35.61435 |
28000.0 |
¥99.7万 |
|
| 2015-06-19 |
跌破下轨 |
买入 |
34.11 |
30800.0 |
¥1.05M |
|
| 2015-07-13 |
回到中轨 |
卖出 |
34.965 |
30800.0 |
¥1.08M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
27.026999999999997 |
39200.0 |
¥1.06M |
|
| 2015-09-07 |
回到中轨 |
卖出 |
31.648319999999995 |
39200.0 |
¥1.24M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
32.60257 |
38000.0 |
¥1.24M |
|
| 2016-02-22 |
回到中轨 |
卖出 |
29.34 |
38000.0 |
¥1.11M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
28.558529999999994 |
39700.0 |
¥1.13M |
|
| 2016-05-06 |
回到中轨 |
卖出 |
30.249720000000003 |
39700.0 |
¥1.20M |
|
| 2016-05-31 |
跌破下轨 |
买入 |
29.05903 |
41400.0 |
¥1.20M |
|
| 2016-06-01 |
回到中轨 |
卖出 |
29.79018 |
41400.0 |
¥1.23M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
30.580550000000002 |
40300.0 |
¥1.23M |
|
| 2016-10-12 |
回到中轨 |
卖出 |
30.7692 |
40300.0 |
¥1.24M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
30.410379999999996 |
40600.0 |
¥1.24M |
|
| 2017-01-06 |
回到中轨 |
卖出 |
29.86011 |
40600.0 |
¥1.21M |
|
| 2017-07-04 |
跌破下轨 |
买入 |
38.9389 |
31200.0 |
¥1.22M |
|
| 2017-07-21 |
回到中轨 |
卖出 |
40.009949999999996 |
31200.0 |
¥1.25M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
50.91086 |
24200.0 |
¥1.23M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
56.06388 |
24200.0 |
¥1.36M |
|
| 2018-08-07 |
跌破下轨 |
买入 |
64.39433 |
21100.0 |
¥1.36M |
|
| 2018-08-22 |
回到中轨 |
卖出 |
69.88005 |
21100.0 |
¥1.47M |
|
| 2018-10-29 |
跌破下轨 |
买入 |
63.47 |
22900.0 |
¥1.45M |
|
| 2018-12-04 |
回到中轨 |
卖出 |
67.31262 |
22900.0 |
¥1.54M |
|
| 2019-03-14 |
跌破下轨 |
买入 |
73.073 |
21500.0 |
¥1.57M |
|
| 2019-03-19 |
回到中轨 |
卖出 |
79.72019999999999 |
21500.0 |
¥1.71M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
95.09499999999998 |
17600.0 |
¥1.67M |
|
| 2019-08-14 |
回到中轨 |
卖出 |
99.8001 |
17600.0 |
¥1.76M |
|
| 2019-10-25 |
跌破下轨 |
买入 |
104.3042 |
17200.0 |
¥1.79M |
|
| 2019-10-30 |
回到中轨 |
卖出 |
109.88001 |
17200.0 |
¥1.89M |
|
| 2019-12-02 |
跌破下轨 |
买入 |
107.40729999999999 |
17600.0 |
¥1.89M |
|
| 2019-12-09 |
回到中轨 |
卖出 |
111.47841 |
17600.0 |
¥1.96M |
|
| 2020-01-07 |
跌破下轨 |
买入 |
103.93382999999999 |
18900.0 |
¥1.96M |
|
| 2020-01-10 |
回到中轨 |
卖出 |
108.1917 |
18900.0 |
¥2.04M |
|
| 2020-03-02 |
跌破下轨 |
买入 |
99.90981 |
20400.0 |
¥2.04M |
|
| 2020-03-06 |
回到中轨 |
卖出 |
105.13475999999999 |
20400.0 |
¥2.14M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
98.09799999999997 |
21800.0 |
¥2.14M |
|
| 2020-03-24 |
回到中轨 |
卖出 |
102.27762 |
21800.0 |
¥2.23M |
|
| 2020-05-08 |
跌破下轨 |
买入 |
107.70759999999999 |
20700.0 |
¥2.23M |
|
| 2020-06-01 |
回到中轨 |
卖出 |
116.38350000000001 |
20700.0 |
¥2.41M |
|
| 2021-02-19 |
跌破下轨 |
买入 |
189.06887999999998 |
12700.0 |
¥2.40M |
|
| 2021-03-31 |
回到中轨 |
卖出 |
163.95588 |
12700.0 |
¥2.08M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
159.28912999999997 |
13100.0 |
¥2.09M |
|
| 2021-05-12 |
回到中轨 |
卖出 |
167.88195000000002 |
13100.0 |
¥2.20M |
|
| 2021-05-18 |
跌破下轨 |
买入 |
136.61647999999997 |
16100.0 |
¥2.20M |
|
| 2021-07-16 |
回到中轨 |
卖出 |
126.91296000000001 |
16100.0 |
¥2.04M |
|
| 2021-09-01 |
跌破下轨 |
买入 |
90.2902 |
21500.0 |
¥1.94M |
|
| 2021-09-27 |
回到中轨 |
卖出 |
100.90899 |
21500.0 |
¥2.17M |
|
| 2021-12-01 |
跌破下轨 |
买入 |
112.40229 |
20200.0 |
¥2.27M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
116.05382999999999 |
20200.0 |
¥2.34M |
|
| 2021-12-23 |
跌破下轨 |
买入 |
106.37626999999999 |
22000.0 |
¥2.34M |
|
| 2022-01-07 |
回到中轨 |
卖出 |
109.82007 |
22000.0 |
¥2.42M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
103.05295 |
23400.0 |
¥2.41M |
|
| 2022-01-24 |
回到中轨 |
卖出 |
106.67322000000001 |
23400.0 |
¥2.50M |
|
| 2022-01-26 |
跌破下轨 |
买入 |
101.20109999999998 |
24700.0 |
¥2.50M |
|
| 2022-02-22 |
回到中轨 |
卖出 |
99.00089999999999 |
24700.0 |
¥2.44M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
88.76868 |
27500.0 |
¥2.44M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
90.4095 |
27500.0 |
¥2.49M |
|
| 2022-05-05 |
跌破下轨 |
买入 |
81.55 |
30500.0 |
¥2.49M |
|
| 2022-06-01 |
回到中轨 |
卖出 |
77.62230000000001 |
30500.0 |
¥2.37M |
|
| 2022-08-11 |
跌破下轨 |
买入 |
78.08801 |
30300.0 |
¥2.37M |
|
| 2022-09-01 |
回到中轨 |
卖出 |
79.63028999999999 |
30300.0 |
¥2.41M |
|
| 2022-09-07 |
跌破下轨 |
买入 |
75.55547999999999 |
31600.0 |
¥2.39M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
80.35956 |
31600.0 |
¥2.54M |
|
| 2022-10-12 |
跌破下轨 |
买入 |
73.52345 |
34800.0 |
¥2.56M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
68.32161 |
34800.0 |
¥2.38M |
|
| 2023-03-10 |
跌破下轨 |
买入 |
74.97489999999999 |
31600.0 |
¥2.37M |
|
| 2023-04-03 |
回到中轨 |
卖出 |
77.11281 |
31600.0 |
¥2.44M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
71.0 |
34300.0 |
¥2.44M |
|
| 2023-07-31 |
回到中轨 |
卖出 |
46.29366 |
34300.0 |
¥1.59M |
|
| 2023-08-16 |
跌破下轨 |
买入 |
42.472429999999996 |
37400.0 |
¥1.59M |
|
| 2023-09-25 |
回到中轨 |
卖出 |
39.2607 |
37400.0 |
¥1.47M |
|
| 2023-10-18 |
跌破下轨 |
买入 |
36.31628 |
40500.0 |
¥1.47M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
36.913050000000005 |
40500.0 |
¥1.49M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
37.37734 |
40300.0 |
¥1.51M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
36.25371 |
40300.0 |
¥1.46M |
|
| 2024-04-12 |
跌破下轨 |
买入 |
36.936899999999994 |
39500.0 |
¥1.46M |
|
| 2024-04-26 |
回到中轨 |
卖出 |
37.81215 |
39500.0 |
¥1.49M |
|
| 2024-05-27 |
跌破下轨 |
买入 |
36.05602 |
41400.0 |
¥1.49M |
|
| 2024-07-15 |
回到中轨 |
卖出 |
34.495470000000005 |
41400.0 |
¥1.43M |
|
| 2024-08-29 |
跌破下轨 |
买入 |
33.7337 |
42200.0 |
¥1.42M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
36.4635 |
42200.0 |
¥1.54M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
45.01496999999999 |
34100.0 |
¥1.54M |
|
| 2025-02-24 |
回到中轨 |
卖出 |
41.4585 |
34100.0 |
¥1.41M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
39.2392 |
36000.0 |
¥1.41M |
|
| 2025-04-09 |
回到中轨 |
卖出 |
40.7592 |
36000.0 |
¥1.47M |
|
| 2025-06-17 |
跌破下轨 |
买入 |
40.32028 |
36600.0 |
¥1.48M |
|
| 2025-07-21 |
回到中轨 |
卖出 |
38.761199999999995 |
36600.0 |
¥1.42M |
|
| 2025-09-25 |
跌破下轨 |
买入 |
38.82879 |
36400.0 |
¥1.41M |
|
| 2025-10-17 |
回到中轨 |
卖出 |
39.65031 |
36400.0 |
¥1.44M |
|
| 2025-10-31 |
跌破下轨 |
买入 |
37.93789999999999 |
38000.0 |
¥1.44M |
|
| 2025-11-11 |
回到中轨 |
卖出 |
38.61135 |
38000.0 |
¥1.47M |
|
| 2025-11-24 |
跌破下轨 |
买入 |
37.41738 |
39300.0 |
¥1.47M |
|
| 2025-12-18 |
回到中轨 |
卖出 |
37.082879999999996 |
39300.0 |
¥1.46M |
|
| 2026-01-26 |
跌破下轨 |
买入 |
35.865829999999995 |
40500.0 |
¥1.45M |
|
| 2026-02-06 |
回到中轨 |
卖出 |
37.562400000000004 |
40500.0 |
¥1.52M |
|
| 2026-05-06 |
跌破下轨 |
买入 |
38.678639999999994 |
39300.0 |
¥1.52M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
34.65531 |
39300.0 |
¥1.36M |
|
| 2026-06-18 |
跌破下轨 |
买入 |
33.1331 |
40900.0 |
¥1.36M |
|
| 2026-06-25 |
回到中轨 |
卖出 |
34.6653 |
40900.0 |
¥1.42M |
|
| 2026-08-28 |
跌破下轨 |
买入 |
33.84381 |
41700.0 |
¥1.41M |
|
| 2026-09-23 |
回到中轨 |
卖出 |
34.18578 |
41700.0 |
¥1.43M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
32.95292 |
43600.0 |
¥1.44M |
|
| 2026-10-13 |
回到中轨 |
卖出 |
33.85611 |
43600.0 |
¥1.48M |
|