603369 今世缘 — 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: ¥1.38M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +38.18%）
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 43 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 |
2015-05-07 |
2015-05-12 |
30.890114255 |
33.39657 |
¥8.1万 |
+8.08% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-24 |
38.299736474999996 |
37.32263999999999 |
¥-2.8万 |
-2.58% |
回到中轨 |
| 3 |
2015-07-28 |
2015-08-11 |
31.040309299999993 |
33.916050000000006 |
¥9.3万 |
+9.23% |
回到中轨 |
| 4 |
2015-08-24 |
2015-09-17 |
27.635888280000003 |
26.72325 |
¥-3.7万 |
-3.33% |
回到中轨 |
| 5 |
2015-12-09 |
2015-12-22 |
32.812610831 |
35.81415 |
¥10.0万 |
+9.11% |
回到中轨 |
| 6 |
2016-01-05 |
2016-02-05 |
28.897526657999997 |
27.4725 |
¥-5.7万 |
-4.96% |
回到中轨 |
| 7 |
2016-05-09 |
2016-06-06 |
14.208451256999998 |
13.54644 |
¥-5.0万 |
-4.69% |
回到中轨 |
| 8 |
2016-08-02 |
2016-08-16 |
13.257215971999997 |
13.93605 |
¥5.6万 |
+5.09% |
回到中轨 |
| 9 |
2016-09-19 |
2016-10-11 |
13.217163959999997 |
13.34664 |
¥1.1万 |
+0.95% |
回到中轨 |
| 10 |
2017-01-17 |
2017-02-13 |
11.775291527999999 |
12.47751 |
¥6.9万 |
+5.93% |
回到中轨 |
| 11 |
2017-04-05 |
2017-04-21 |
13.167098945 |
13.64634 |
¥4.4万 |
+3.61% |
回到中轨 |
| 12 |
2017-10-31 |
2017-11-13 |
15.349933598999998 |
16.30368 |
¥7.9万 |
+6.18% |
回到中轨 |
| 13 |
2017-11-24 |
2017-12-18 |
14.278542278 |
14.41 |
¥1.2万 |
+0.89% |
回到中轨 |
| 14 |
2018-03-26 |
2018-04-09 |
15.31989459 |
16.83315 |
¥13.4万 |
+9.84% |
回到中轨 |
| 15 |
2018-07-06 |
2018-07-16 |
20.446552126 |
22.287689999999998 |
¥13.5万 |
+8.97% |
回到中轨 |
| 16 |
2018-08-07 |
2018-08-30 |
18.544081556 |
18.30168 |
¥-2.2万 |
-1.34% |
回到中轨 |
| 17 |
2018-10-25 |
2018-11-14 |
15.339920595999999 |
15.8841 |
¥5.5万 |
+3.52% |
回到中轨 |
| 18 |
2019-01-04 |
2019-01-14 |
13.607671077000001 |
15.15483 |
¥18.8万 |
+11.34% |
回到中轨 |
| 19 |
2019-10-24 |
2019-10-30 |
30.94017926999999 |
32.68728 |
¥10.4万 |
+5.62% |
回到中轨 |
| 20 |
2019-11-25 |
2019-12-09 |
29.518332843999996 |
30.94902 |
¥9.4万 |
+4.82% |
回到中轨 |
| 21 |
2019-12-24 |
2019-12-31 |
29.037708699999996 |
32.5674 |
¥24.9万 |
+12.12% |
回到中轨 |
| 22 |
2020-02-04 |
2020-02-21 |
27.035108099999995 |
31.84812 |
¥39.8万 |
+17.77% |
回到中轨 |
| 23 |
2020-03-19 |
2020-04-10 |
27.876200351999998 |
28.691280000000003 |
¥7.7万 |
+2.89% |
回到中轨 |
| 24 |
2021-02-23 |
2021-03-25 |
51.877368542999996 |
46.67328 |
¥-27.4万 |
-10.06% |
回到中轨 |
| 25 |
2021-07-27 |
2021-08-26 |
47.261374159999995 |
45.62432999999999 |
¥-8.5万 |
-3.49% |
回到中轨 |
| 26 |
2022-01-10 |
2022-01-24 |
51.466835419999995 |
52.05789000000001 |
¥2.7万 |
+1.12% |
回到中轨 |
| 27 |
2022-03-04 |
2022-04-15 |
49.584390856 |
43.75619999999999 |
¥-28.6万 |
-11.78% |
回到中轨 |
| 28 |
2022-07-14 |
2022-07-27 |
44.50779833499999 |
45.86409 |
¥6.5万 |
+3.02% |
回到中轨 |
| 29 |
2022-09-02 |
2022-09-21 |
44.25747326 |
43.63632 |
¥-3.2万 |
-1.43% |
回到中轨 |
| 30 |
2022-10-25 |
2022-11-07 |
39.301036775 |
41.0589 |
¥9.7万 |
+4.44% |
回到中轨 |
| 31 |
2023-03-10 |
2023-03-27 |
60.57866814999999 |
62.12781 |
¥5.7万 |
+2.53% |
回到中轨 |
| 32 |
2023-10-16 |
2023-10-30 |
56.223011845 |
57.35 |
¥4.6万 |
+1.97% |
回到中轨 |
| 33 |
2023-12-04 |
2024-01-02 |
52.56826575 |
48.66129 |
¥-17.8万 |
-7.46% |
回到中轨 |
| 34 |
2024-01-18 |
2024-01-30 |
42.15474263 |
44.984970000000004 |
¥14.8万 |
+6.68% |
回到中轨 |
| 35 |
2024-05-24 |
2024-07-12 |
54.380619292999995 |
47.952 |
¥-27.9万 |
-11.85% |
回到中轨 |
| 36 |
2024-07-30 |
2024-08-09 |
42.712810000000005 |
46.253699999999995 |
¥17.0万 |
+8.26% |
回到中轨 |
| 37 |
2024-08-23 |
2024-09-24 |
39.36111479299999 |
38.61135 |
¥-4.4万 |
-1.93% |
回到中轨 |
| 38 |
2025-04-15 |
2025-07-11 |
50.014949984999994 |
38.97099 |
¥-48.9万 |
-22.10% |
回到中轨 |
| 39 |
2025-09-19 |
2025-11-11 |
41.043299297 |
38.990970000000004 |
¥-8.7万 |
-5.03% |
回到中轨 |
| 40 |
2025-12-04 |
2026-01-07 |
36.787773021999996 |
35.24472 |
¥-6.9万 |
-4.22% |
回到中轨 |
| 41 |
2026-01-19 |
2026-01-30 |
34.54486034999999 |
35.40456 |
¥3.8万 |
+2.46% |
回到中轨 |
| 42 |
2026-03-03 |
2026-04-27 |
30.039008999999997 |
26.473500000000005 |
¥-19.0万 |
-11.90% |
回到中轨 |
| 43 |
2026-06-08 |
2026-07-06 |
25.933677769999992 |
25.21476 |
¥-4.0万 |
-2.80% |
回到中轨 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
30.88085 |
32300.0 |
¥99.8万 |
|
| 2015-05-12 |
回到中轨 |
卖出 |
33.39657 |
32300.0 |
¥1.08M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
38.28825 |
28100.0 |
¥1.08M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
37.32263999999999 |
28100.0 |
¥1.05M |
|
| 2015-07-28 |
跌破下轨 |
买入 |
31.030999999999995 |
32600.0 |
¥1.01M |
|
| 2015-08-11 |
回到中轨 |
卖出 |
33.916050000000006 |
32600.0 |
¥1.11M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
27.6276 |
39900.0 |
¥1.10M |
|
| 2015-09-17 |
回到中轨 |
卖出 |
26.72325 |
39900.0 |
¥1.07M |
|
| 2015-12-09 |
跌破下轨 |
买入 |
32.80277 |
33300.0 |
¥1.09M |
|
| 2015-12-22 |
回到中轨 |
卖出 |
35.81415 |
33300.0 |
¥1.19M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
28.888859999999998 |
39900.0 |
¥1.15M |
|
| 2016-02-05 |
回到中轨 |
卖出 |
27.4725 |
39900.0 |
¥1.10M |
|
| 2016-05-09 |
跌破下轨 |
买入 |
14.20419 |
75100.0 |
¥1.07M |
|
| 2016-06-06 |
回到中轨 |
卖出 |
13.54644 |
75100.0 |
¥1.02M |
|
| 2016-08-02 |
跌破下轨 |
买入 |
13.253239999999998 |
82800.0 |
¥1.10M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
13.93605 |
82800.0 |
¥1.15M |
|
| 2016-09-19 |
跌破下轨 |
买入 |
13.213199999999997 |
87500.0 |
¥1.16M |
|
| 2016-10-11 |
回到中轨 |
卖出 |
13.34664 |
87500.0 |
¥1.17M |
|
| 2017-01-17 |
跌破下轨 |
买入 |
11.771759999999997 |
99000.0 |
¥1.17M |
|
| 2017-02-13 |
回到中轨 |
卖出 |
12.47751 |
99000.0 |
¥1.23M |
|
| 2017-04-05 |
跌破下轨 |
买入 |
13.163149999999998 |
93500.0 |
¥1.23M |
|
| 2017-04-21 |
回到中轨 |
卖出 |
13.64634 |
93500.0 |
¥1.28M |
|
| 2017-10-31 |
跌破下轨 |
买入 |
15.345329999999999 |
83100.0 |
¥1.28M |
|
| 2017-11-13 |
回到中轨 |
卖出 |
16.30368 |
83100.0 |
¥1.35M |
|
| 2017-11-24 |
跌破下轨 |
买入 |
14.274259999999998 |
94400.0 |
¥1.35M |
|
| 2017-12-18 |
回到中轨 |
卖出 |
14.41 |
94400.0 |
¥1.36M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
15.3153 |
89100.0 |
¥1.37M |
|
| 2018-04-09 |
回到中轨 |
卖出 |
16.83315 |
89100.0 |
¥1.50M |
|
| 2018-07-06 |
跌破下轨 |
买入 |
20.44042 |
73500.0 |
¥1.50M |
|
| 2018-07-16 |
回到中轨 |
卖出 |
22.287689999999998 |
73500.0 |
¥1.64M |
|
| 2018-08-07 |
跌破下轨 |
买入 |
18.53852 |
87900.0 |
¥1.63M |
|
| 2018-08-30 |
回到中轨 |
卖出 |
18.30168 |
87900.0 |
¥1.61M |
|
| 2018-10-25 |
跌破下轨 |
买入 |
15.33532 |
101700.0 |
¥1.56M |
|
| 2018-11-14 |
回到中轨 |
卖出 |
15.8841 |
101700.0 |
¥1.61M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
13.603589999999999 |
121700.0 |
¥1.66M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
15.15483 |
121700.0 |
¥1.84M |
|
| 2019-10-24 |
跌破下轨 |
买入 |
30.930899999999994 |
60100.0 |
¥1.86M |
|
| 2019-10-30 |
回到中轨 |
卖出 |
32.68728 |
60100.0 |
¥1.96M |
|
| 2019-11-25 |
跌破下轨 |
买入 |
29.509479999999996 |
66300.0 |
¥1.96M |
|
| 2019-12-09 |
回到中轨 |
卖出 |
30.94902 |
66300.0 |
¥2.05M |
|
| 2019-12-24 |
跌破下轨 |
买入 |
29.028999999999996 |
70800.0 |
¥2.06M |
|
| 2019-12-31 |
回到中轨 |
卖出 |
32.5674 |
70800.0 |
¥2.31M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
27.026999999999997 |
82900.0 |
¥2.24M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
31.84812 |
82900.0 |
¥2.64M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
27.867839999999998 |
95000.0 |
¥2.65M |
|
| 2020-04-10 |
回到中轨 |
卖出 |
28.691280000000003 |
95000.0 |
¥2.72M |
|
| 2021-02-23 |
跌破下轨 |
买入 |
51.86181 |
52600.0 |
¥2.73M |
|
| 2021-03-25 |
回到中轨 |
卖出 |
46.67328 |
52600.0 |
¥2.45M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
47.2472 |
51600.0 |
¥2.44M |
|
| 2021-08-26 |
回到中轨 |
卖出 |
45.62432999999999 |
51600.0 |
¥2.35M |
|
| 2022-01-10 |
跌破下轨 |
买入 |
51.45139999999999 |
46900.0 |
¥2.41M |
|
| 2022-01-24 |
回到中轨 |
卖出 |
52.05789000000001 |
46900.0 |
¥2.44M |
|
| 2022-03-04 |
跌破下轨 |
买入 |
49.56952 |
49000.0 |
¥2.43M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
43.75619999999999 |
49000.0 |
¥2.14M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
44.49445 |
48400.0 |
¥2.15M |
|
| 2022-07-27 |
回到中轨 |
卖出 |
45.86409 |
48400.0 |
¥2.22M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
44.2442 |
50200.0 |
¥2.22M |
|
| 2022-09-21 |
回到中轨 |
卖出 |
43.63632 |
50200.0 |
¥2.19M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
39.289249999999996 |
55300.0 |
¥2.17M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
41.0589 |
55300.0 |
¥2.27M |
|
| 2023-03-10 |
跌破下轨 |
买入 |
60.56049999999999 |
37500.0 |
¥2.27M |
|
| 2023-03-27 |
回到中轨 |
卖出 |
62.12781 |
37500.0 |
¥2.33M |
|
| 2023-10-16 |
跌破下轨 |
买入 |
56.206149999999994 |
41600.0 |
¥2.34M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
57.35 |
41600.0 |
¥2.39M |
|
| 2023-12-04 |
跌破下轨 |
买入 |
52.5525 |
45300.0 |
¥2.38M |
|
| 2024-01-02 |
回到中轨 |
卖出 |
48.66129 |
45300.0 |
¥2.20M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
42.1421 |
52400.0 |
¥2.21M |
|
| 2024-01-30 |
回到中轨 |
卖出 |
44.984970000000004 |
52400.0 |
¥2.36M |
|
| 2024-05-24 |
跌破下轨 |
买入 |
54.36430999999999 |
43300.0 |
¥2.35M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
47.952 |
43300.0 |
¥2.08M |
|
| 2024-07-30 |
跌破下轨 |
买入 |
42.7 |
48100.0 |
¥2.05M |
|
| 2024-08-09 |
回到中轨 |
卖出 |
46.253699999999995 |
48100.0 |
¥2.22M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
39.349309999999996 |
57200.0 |
¥2.25M |
|
| 2024-09-24 |
回到中轨 |
卖出 |
38.61135 |
57200.0 |
¥2.21M |
|
| 2025-04-15 |
跌破下轨 |
买入 |
49.99995 |
44200.0 |
¥2.21M |
|
| 2025-07-11 |
回到中轨 |
卖出 |
38.97099 |
44200.0 |
¥1.72M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
41.030989999999996 |
42000.0 |
¥1.72M |
|
| 2025-11-11 |
回到中轨 |
卖出 |
38.990970000000004 |
42000.0 |
¥1.64M |
|
| 2025-12-04 |
跌破下轨 |
买入 |
36.77674 |
44300.0 |
¥1.63M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
35.24472 |
44300.0 |
¥1.56M |
|
| 2026-01-19 |
跌破下轨 |
买入 |
34.534499999999994 |
45300.0 |
¥1.56M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
35.40456 |
45300.0 |
¥1.60M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
30.029999999999994 |
53200.0 |
¥1.60M |
|
| 2026-04-27 |
回到中轨 |
卖出 |
26.473500000000005 |
53200.0 |
¥1.41M |
|
| 2026-06-08 |
跌破下轨 |
买入 |
25.925899999999995 |
54600.0 |
¥1.42M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
25.21476 |
54600.0 |
¥1.38M |
|