603296 华勤技术 — 布林下轨抄底 回测明细
数据区间: 2023-08-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.11M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +11.18%）
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 11 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 |
2023-11-27 |
2023-12-12 |
75.59817265 |
80.30961 |
¥6.1万 |
+6.20% |
回到中轨 |
| 2 |
2023-12-25 |
2024-01-02 |
74.0962222 |
80.4195 |
¥8.9万 |
+8.50% |
回到中轨 |
| 3 |
2024-01-15 |
2024-02-22 |
68.458901511 |
62.02 |
¥-10.8万 |
-9.43% |
回到中轨 |
| 4 |
2024-04-22 |
2024-04-30 |
68.07840739699999 |
72.38753999999999 |
¥6.5万 |
+6.30% |
回到中轨 |
| 5 |
2024-06-12 |
2024-07-10 |
58.916509652 |
55.65429 |
¥-6.2万 |
-5.57% |
回到中轨 |
| 6 |
2024-07-26 |
2024-09-02 |
49.684520885999994 |
46.3536 |
¥-7.0万 |
-6.73% |
回到中轨 |
| 7 |
2025-04-07 |
2025-05-06 |
64.96436346399997 |
67.932 |
¥4.0万 |
+4.54% |
回到中轨 |
| 8 |
2026-01-30 |
2026-02-13 |
85.76137069499998 |
88.69122 |
¥3.4万 |
+3.39% |
回到中轨 |
| 9 |
2026-03-31 |
2026-04-02 |
82.196741627 |
89.00091 |
¥8.6万 |
+8.25% |
回到中轨 |
| 10 |
2026-06-18 |
2026-07-10 |
79.07268469099999 |
81.57834000000001 |
¥3.5万 |
+3.14% |
回到中轨 |
| 11 |
2026-10-09 |
2026-11-11 |
72.09362159999998 |
68.39153999999999 |
¥-6.0万 |
-5.16% |
回到中轨 |
逐笔成交记录（共 22 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-11-27 |
跌破下轨 |
买入 |
75.57549999999999 |
13100.0 |
¥99.0万 |
|
| 2023-12-12 |
回到中轨 |
卖出 |
80.30961 |
13100.0 |
¥1.05M |
|
| 2023-12-25 |
跌破下轨 |
买入 |
74.074 |
14200.0 |
¥1.05M |
|
| 2024-01-02 |
回到中轨 |
卖出 |
80.4195 |
14200.0 |
¥1.14M |
|
| 2024-01-15 |
跌破下轨 |
买入 |
68.43836999999999 |
16700.0 |
¥1.14M |
|
| 2024-02-22 |
回到中轨 |
卖出 |
62.02 |
16700.0 |
¥1.04M |
|
| 2024-04-22 |
跌破下轨 |
买入 |
68.05798999999999 |
15200.0 |
¥1.03M |
|
| 2024-04-30 |
回到中轨 |
卖出 |
72.38753999999999 |
15200.0 |
¥1.10M |
|
| 2024-06-12 |
跌破下轨 |
买入 |
58.89884 |
18800.0 |
¥1.11M |
|
| 2024-07-10 |
回到中轨 |
卖出 |
55.65429 |
18800.0 |
¥1.05M |
|
| 2024-07-26 |
跌破下轨 |
买入 |
49.669619999999995 |
21000.0 |
¥1.04M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
46.3536 |
21000.0 |
¥97.3万 |
|
| 2025-04-07 |
跌破下轨 |
买入 |
64.94487999999998 |
13500.0 |
¥87.7万 |
|
| 2025-05-06 |
回到中轨 |
卖出 |
67.932 |
13500.0 |
¥91.7万 |
|
| 2026-01-30 |
跌破下轨 |
买入 |
85.73564999999999 |
11700.0 |
¥1.00M |
|
| 2026-02-13 |
回到中轨 |
卖出 |
88.69122 |
11700.0 |
¥1.04M |
|
| 2026-03-31 |
跌破下轨 |
买入 |
82.17209 |
12700.0 |
¥1.04M |
|
| 2026-04-02 |
回到中轨 |
卖出 |
89.00091 |
12700.0 |
¥1.13M |
|
| 2026-06-18 |
跌破下轨 |
买入 |
79.04897000000001 |
14200.0 |
¥1.12M |
|
| 2026-07-10 |
回到中轨 |
卖出 |
81.57834000000001 |
14200.0 |
¥1.16M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
72.07199999999999 |
16000.0 |
¥1.15M |
|
| 2026-11-11 |
回到中轨 |
卖出 |
68.39153999999999 |
16000.0 |
¥1.09M |
|