603392 万泰生物 — 布林下轨抄底 回测明细
数据区间: 2020-04-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥86.9万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -13.09%）
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 27 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 |
2020-09-10 |
2020-09-24 |
177.25017910599996 |
196.803 |
¥10.9万 |
+11.00% |
回到中轨 |
| 2 |
2020-10-26 |
2020-10-29 |
170.25109000899997 |
191.90789999999998 |
¥13.8万 |
+12.69% |
回到中轨 |
| 3 |
2020-11-26 |
2020-12-04 |
171.32248132999996 |
180.6192 |
¥6.7万 |
+5.39% |
回到中轨 |
| 4 |
2021-02-23 |
2021-03-22 |
265.23443646699997 |
236.16359999999997 |
¥-13.7万 |
-10.99% |
回到中轨 |
| 5 |
2021-05-19 |
2021-06-11 |
235.20544047 |
241.30845 |
¥3.0万 |
+2.56% |
回到中轨 |
| 6 |
2021-09-03 |
2021-09-23 |
200.05979994000003 |
203.4 |
¥1.9万 |
+1.64% |
回到中轨 |
| 7 |
2021-11-09 |
2021-11-17 |
210.26304999699997 |
237.0 |
¥15.5万 |
+12.68% |
回到中轨 |
| 8 |
2021-12-20 |
2022-01-13 |
233.3029699 |
220.77900000000002 |
¥-7.4万 |
-5.40% |
回到中轨 |
| 9 |
2022-04-21 |
2022-05-23 |
179.2327537 |
174.95487 |
¥-2.2万 |
-2.42% |
回到中轨 |
| 10 |
2022-05-27 |
2022-06-20 |
145.28867352999998 |
151.83801 |
¥5.7万 |
+4.48% |
回到中轨 |
| 11 |
2022-08-25 |
2022-10-14 |
128.45681548699997 |
116.883 |
¥-12.1万 |
-9.04% |
回到中轨 |
| 12 |
2023-03-15 |
2023-04-10 |
122.82950780099999 |
119.6802 |
¥-3.2万 |
-2.59% |
回到中轨 |
| 13 |
2023-04-24 |
2023-07-05 |
107.94017233999999 |
67.91202 |
¥-44.1万 |
-37.10% |
回到中轨 |
| 14 |
2023-10-11 |
2023-10-13 |
47.0611141 |
48.10185 |
¥1.6万 |
+2.18% |
回到中轨 |
| 15 |
2023-10-18 |
2023-11-07 |
46.24004785399999 |
46.44351 |
¥3,108 |
+0.41% |
回到中轨 |
| 16 |
2024-03-28 |
2024-04-12 |
68.02834238199998 |
81.4185 |
¥15.0万 |
+19.65% |
回到中轨 |
| 17 |
2024-12-30 |
2025-02-17 |
72.39401169 |
68.46147 |
¥-5.0万 |
-5.46% |
回到中轨 |
| 18 |
2025-03-31 |
2025-04-10 |
65.07951800000001 |
66.4335 |
¥1.8万 |
+2.05% |
回到中轨 |
| 19 |
2025-08-04 |
2025-08-22 |
57.97528736999999 |
58.52 |
¥7,960 |
+0.91% |
回到中轨 |
| 20 |
2025-09-24 |
2025-10-10 |
56.243037851 |
57.942 |
¥2.7万 |
+2.99% |
回到中轨 |
| 21 |
2025-11-20 |
2026-01-09 |
53.709748092 |
46.6533 |
¥-12.0万 |
-13.16% |
回到中轨 |
| 22 |
2026-01-20 |
2026-01-27 |
44.53783734399999 |
46.8531 |
¥4.1万 |
+5.17% |
回到中轨 |
| 23 |
2026-02-02 |
2026-03-17 |
41.87437854599999 |
40.53942 |
¥-2.7万 |
-3.22% |
回到中轨 |
| 24 |
2026-04-07 |
2026-04-09 |
38.640178577 |
40.009949999999996 |
¥2.9万 |
+3.51% |
回到中轨 |
| 25 |
2026-05-27 |
2026-07-07 |
34.34460028999999 |
28.70127 |
¥-13.7万 |
-16.46% |
回到中轨 |
| 26 |
2026-08-25 |
2026-08-27 |
27.856174346 |
31.968 |
¥10.3万 |
+14.73% |
回到中轨 |
| 27 |
2026-10-30 |
2026-11-06 |
23.079971914999998 |
24.85512 |
¥6.1万 |
+7.66% |
回到中轨 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-09-10 |
跌破下轨 |
买入 |
177.19701999999998 |
5600.0 |
¥99.3万 |
|
| 2020-09-24 |
回到中轨 |
卖出 |
196.803 |
5600.0 |
¥1.10M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
170.20002999999997 |
6400.0 |
¥1.09M |
|
| 2020-10-29 |
回到中轨 |
卖出 |
191.90789999999998 |
6400.0 |
¥1.23M |
|
| 2020-11-26 |
跌破下轨 |
买入 |
171.27109999999996 |
7200.0 |
¥1.23M |
|
| 2020-12-04 |
回到中轨 |
卖出 |
180.6192 |
7200.0 |
¥1.30M |
|
| 2021-02-23 |
跌破下轨 |
买入 |
265.15488999999997 |
4700.0 |
¥1.25M |
|
| 2021-03-22 |
回到中轨 |
卖出 |
236.16359999999997 |
4700.0 |
¥1.11M |
|
| 2021-05-19 |
跌破下轨 |
买入 |
235.13490000000002 |
4900.0 |
¥1.15M |
|
| 2021-06-11 |
回到中轨 |
卖出 |
241.30845 |
4900.0 |
¥1.18M |
|
| 2021-09-03 |
跌破下轨 |
买入 |
199.99980000000002 |
5900.0 |
¥1.18M |
|
| 2021-09-23 |
回到中轨 |
卖出 |
203.4 |
5900.0 |
¥1.20M |
|
| 2021-11-09 |
跌破下轨 |
买入 |
210.19998999999996 |
5800.0 |
¥1.22M |
|
| 2021-11-17 |
回到中轨 |
卖出 |
237.0 |
5800.0 |
¥1.37M |
|
| 2021-12-20 |
跌破下轨 |
买入 |
233.233 |
5900.0 |
¥1.38M |
|
| 2022-01-13 |
回到中轨 |
卖出 |
220.77900000000002 |
5900.0 |
¥1.30M |
|
| 2022-04-21 |
跌破下轨 |
买入 |
179.17899999999997 |
5000.0 |
¥89.6万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
174.95487 |
5000.0 |
¥87.5万 |
|
| 2022-05-27 |
跌破下轨 |
买入 |
145.24509999999998 |
8700.0 |
¥1.26M |
|
| 2022-06-20 |
回到中轨 |
卖出 |
151.83801 |
8700.0 |
¥1.32M |
|
| 2022-08-25 |
跌破下轨 |
买入 |
128.41828999999998 |
10400.0 |
¥1.34M |
|
| 2022-10-14 |
回到中轨 |
卖出 |
116.883 |
10400.0 |
¥1.22M |
|
| 2023-03-15 |
跌破下轨 |
买入 |
122.79267 |
9900.0 |
¥1.22M |
|
| 2023-04-10 |
回到中轨 |
卖出 |
119.6802 |
9900.0 |
¥1.18M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
107.90779999999998 |
11000.0 |
¥1.19M |
|
| 2023-07-05 |
回到中轨 |
卖出 |
67.91202 |
11000.0 |
¥74.7万 |
|
| 2023-10-11 |
跌破下轨 |
买入 |
47.047 |
15900.0 |
¥74.8万 |
|
| 2023-10-13 |
回到中轨 |
卖出 |
48.10185 |
15900.0 |
¥76.5万 |
|
| 2023-10-18 |
跌破下轨 |
买入 |
46.22617999999999 |
16400.0 |
¥75.8万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
46.44351 |
16400.0 |
¥76.1万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
68.00793999999999 |
11200.0 |
¥76.2万 |
|
| 2024-04-12 |
回到中轨 |
卖出 |
81.4185 |
11200.0 |
¥91.2万 |
|
| 2024-12-30 |
跌破下轨 |
买入 |
72.3723 |
12600.0 |
¥91.2万 |
|
| 2025-02-17 |
回到中轨 |
卖出 |
68.46147 |
12600.0 |
¥86.2万 |
|
| 2025-03-31 |
跌破下轨 |
买入 |
65.06 |
13200.0 |
¥85.9万 |
|
| 2025-04-10 |
回到中轨 |
卖出 |
66.4335 |
13200.0 |
¥87.7万 |
|
| 2025-08-04 |
跌破下轨 |
买入 |
57.957899999999995 |
15100.0 |
¥87.5万 |
|
| 2025-08-22 |
回到中轨 |
卖出 |
58.52 |
15100.0 |
¥88.3万 |
|
| 2025-09-24 |
跌破下轨 |
买入 |
56.226169999999996 |
15800.0 |
¥88.9万 |
|
| 2025-10-10 |
回到中轨 |
卖出 |
57.942 |
15800.0 |
¥91.5万 |
|
| 2025-11-20 |
跌破下轨 |
买入 |
53.693639999999995 |
17000.0 |
¥91.3万 |
|
| 2026-01-09 |
回到中轨 |
卖出 |
46.6533 |
17000.0 |
¥79.3万 |
|
| 2026-01-20 |
跌破下轨 |
买入 |
44.52447999999999 |
17900.0 |
¥79.7万 |
|
| 2026-01-27 |
回到中轨 |
卖出 |
46.8531 |
17900.0 |
¥83.8万 |
|
| 2026-02-02 |
跌破下轨 |
买入 |
41.861819999999994 |
19900.0 |
¥83.3万 |
|
| 2026-03-17 |
回到中轨 |
卖出 |
40.53942 |
19900.0 |
¥80.6万 |
|
| 2026-04-07 |
跌破下轨 |
买入 |
38.62859 |
21000.0 |
¥81.1万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
40.009949999999996 |
21000.0 |
¥84.0万 |
|
| 2026-05-27 |
跌破下轨 |
买入 |
34.33429999999999 |
24300.0 |
¥83.5万 |
|
| 2026-07-07 |
回到中轨 |
卖出 |
28.70127 |
24300.0 |
¥69.7万 |
|
| 2026-08-25 |
跌破下轨 |
买入 |
27.84782 |
25000.0 |
¥69.6万 |
|
| 2026-08-27 |
回到中轨 |
卖出 |
31.968 |
25000.0 |
¥79.9万 |
|
| 2026-10-30 |
跌破下轨 |
买入 |
23.07305 |
34700.0 |
¥80.1万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
24.85512 |
34700.0 |
¥86.2万 |
|