603501 韦尔股份 — 布林下轨抄底 回测明细
数据区间: 2017-05-04 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥62.8万
策略: 布林下轨抄底
K线 & 交易信号(策略收益 -37.16%)
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 31 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 |
2018-01-23 |
2018-02-27 |
37.038098097 |
33.966 |
¥-8.3万 |
-8.32% |
回到中轨 |
| 2 |
2018-04-24 |
2018-09-13 |
37.038098096999995 |
45.57 |
¥21.0万 |
+23.00% |
回到中轨 |
| 3 |
2018-12-20 |
2019-01-22 |
30.890114254999997 |
29.83014 |
¥-3.9万 |
-3.46% |
回到中轨 |
| 4 |
2019-05-24 |
2019-06-18 |
46.51395 |
45.30465 |
¥-2.8万 |
-2.63% |
回到中轨 |
| 5 |
2020-01-08 |
2020-01-13 |
137.54862221099998 |
156.14370000000002 |
¥14.1万 |
+13.48% |
回到中轨 |
| 6 |
2020-03-10 |
2020-03-31 |
155.37176755099995 |
159.83001000000002 |
¥3.4万 |
+2.84% |
回到中轨 |
| 7 |
2020-08-27 |
2020-09-04 |
167.29725412399998 |
182.817 |
¥11.1万 |
+9.24% |
回到中轨 |
| 8 |
2021-03-05 |
2021-03-30 |
267.37721910899995 |
261.84789 |
¥-2.7万 |
-2.10% |
回到中轨 |
| 9 |
2021-05-10 |
2021-05-21 |
262.150431543 |
285.79391999999996 |
¥11.5万 |
+8.99% |
回到中轨 |
| 10 |
2021-06-22 |
2021-06-24 |
269.329754694 |
291.708 |
¥11.8万 |
+8.28% |
回到中轨 |
| 11 |
2021-07-27 |
2021-08-06 |
290.37708699999996 |
322.33734000000004 |
¥16.9万 |
+10.97% |
回到中轨 |
| 12 |
2021-08-11 |
2021-09-28 |
276.35888279999995 |
246.42332999999996 |
¥-18.3万 |
-10.86% |
回到中轨 |
| 13 |
2021-10-13 |
2021-10-14 |
226.50414086299998 |
241.67808 |
¥10.1万 |
+6.67% |
回到中轨 |
| 14 |
2022-01-06 |
2022-01-19 |
286.3718858 |
292.707 |
¥3.6万 |
+2.18% |
回到中轨 |
| 15 |
2022-02-08 |
2022-03-01 |
244.67774130799995 |
245.19456 |
¥3,014 |
+0.18% |
回到中轨 |
| 16 |
2022-03-08 |
2022-05-18 |
221.28736629999997 |
164.835 |
¥-42.4万 |
-25.53% |
回到中轨 |
| 17 |
2022-07-13 |
2022-11-03 |
148.79322458 |
77.55 |
¥-59.2万 |
-47.90% |
回到中轨 |
| 18 |
2022-12-29 |
2023-01-09 |
77.40051318999998 |
81.81 |
¥3.7万 |
+5.67% |
回到中轨 |
| 19 |
2023-02-20 |
2023-03-21 |
87.904153337 |
86.89302 |
¥-8,194 |
-1.18% |
回到中轨 |
| 20 |
2023-08-16 |
2023-09-06 |
90.91806723999998 |
92.23767 |
¥9,560 |
+1.42% |
回到中轨 |
| 21 |
2024-01-03 |
2024-02-23 |
102.13263059999998 |
87.22269 |
¥-10.0万 |
-14.62% |
回到中轨 |
| 22 |
2024-08-07 |
2024-09-26 |
94.948476 |
86.8131 |
¥-5.1万 |
-8.60% |
回到中轨 |
| 23 |
2024-11-25 |
2024-12-19 |
99.679444865 |
99.17072999999998 |
¥-2,962 |
-0.54% |
回到中轨 |
| 24 |
2025-04-08 |
2025-04-30 |
119.15473569999997 |
129.85002 |
¥4.9万 |
+8.94% |
回到中轨 |
| 25 |
2025-06-03 |
2025-06-06 |
123.16994990299999 |
132.61725 |
¥4.4万 |
+7.64% |
回到中轨 |
| 26 |
2025-08-01 |
2025-08-14 |
120.95707623999998 |
124.3755 |
¥1.8万 |
+2.80% |
回到中轨 |
| 27 |
2026-01-27 |
2026-02-27 |
124.66188734999999 |
120.879 |
¥-2.0万 |
-3.06% |
回到中轨 |
| 28 |
2026-03-20 |
2026-04-27 |
106.448234893 |
96.1 |
¥-6.2万 |
-9.75% |
回到中轨 |
| 29 |
2026-06-01 |
2026-07-01 |
94.918467 |
95.70419999999999 |
¥4,542 |
+0.80% |
回到中轨 |
| 30 |
2026-08-25 |
2026-09-21 |
81.00519426999999 |
81.27864 |
¥1,743 |
+0.31% |
回到中轨 |
| 31 |
2026-10-15 |
2026-10-23 |
72.09362159999998 |
77.922 |
¥4.5万 |
+8.05% |
回到中轨 |
逐笔成交记录(共 62 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2018-01-23 |
跌破下轨 |
买入 |
37.02699 |
26900.0 |
¥99.6万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
33.966 |
26900.0 |
¥91.3万 |
|
| 2018-04-24 |
跌破下轨 |
买入 |
37.02699 |
24700.0 |
¥91.5万 |
|
| 2018-09-13 |
回到中轨 |
卖出 |
45.57 |
24700.0 |
¥1.13M |
|
| 2018-12-20 |
跌破下轨 |
买入 |
30.88085 |
36200.0 |
¥1.12M |
|
| 2019-01-22 |
回到中轨 |
卖出 |
29.83014 |
36200.0 |
¥1.08M |
|
| 2019-05-24 |
跌破下轨 |
买入 |
46.5 |
23000.0 |
¥1.07M |
|
| 2019-06-18 |
回到中轨 |
卖出 |
45.30465 |
23000.0 |
¥1.04M |
|
| 2020-01-08 |
跌破下轨 |
买入 |
137.50736999999998 |
7600.0 |
¥1.05M |
|
| 2020-01-13 |
回到中轨 |
卖出 |
156.14370000000002 |
7600.0 |
¥1.19M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
155.32516999999996 |
7700.0 |
¥1.20M |
|
| 2020-03-31 |
回到中轨 |
卖出 |
159.83001000000002 |
7700.0 |
¥1.23M |
|
| 2020-08-27 |
跌破下轨 |
买入 |
167.24707999999998 |
7200.0 |
¥1.20M |
|
| 2020-09-04 |
回到中轨 |
卖出 |
182.817 |
7200.0 |
¥1.32M |
|
| 2021-03-05 |
跌破下轨 |
买入 |
267.29702999999995 |
4800.0 |
¥1.28M |
|
| 2021-03-30 |
回到中轨 |
卖出 |
261.84789 |
4800.0 |
¥1.26M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
262.07180999999997 |
4900.0 |
¥1.28M |
|
| 2021-05-21 |
回到中轨 |
卖出 |
285.79391999999996 |
4900.0 |
¥1.40M |
|
| 2021-06-22 |
跌破下轨 |
买入 |
269.24897999999996 |
5300.0 |
¥1.43M |
|
| 2021-06-24 |
回到中轨 |
卖出 |
291.708 |
5300.0 |
¥1.55M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
290.28999999999996 |
5300.0 |
¥1.54M |
|
| 2021-08-06 |
回到中轨 |
卖出 |
322.33734000000004 |
5300.0 |
¥1.71M |
|
| 2021-08-11 |
跌破下轨 |
买入 |
276.27599999999995 |
6100.0 |
¥1.69M |
|
| 2021-09-28 |
回到中轨 |
卖出 |
246.42332999999996 |
6100.0 |
¥1.50M |
|
| 2021-10-13 |
跌破下轨 |
买入 |
226.43621 |
6700.0 |
¥1.52M |
|
| 2021-10-14 |
回到中轨 |
卖出 |
241.67808 |
6700.0 |
¥1.62M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
286.28599999999994 |
5700.0 |
¥1.63M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
292.707 |
5700.0 |
¥1.67M |
|
| 2022-02-08 |
跌破下轨 |
买入 |
244.60435999999999 |
6800.0 |
¥1.66M |
|
| 2022-03-01 |
回到中轨 |
卖出 |
245.19456 |
6800.0 |
¥1.67M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
221.22099999999998 |
7500.0 |
¥1.66M |
|
| 2022-05-18 |
回到中轨 |
卖出 |
164.835 |
7500.0 |
¥1.24M |
|
| 2022-07-13 |
跌破下轨 |
买入 |
148.74859999999998 |
8300.0 |
¥1.23M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
77.55 |
8300.0 |
¥64.3万 |
|
| 2022-12-29 |
跌破下轨 |
买入 |
77.37729999999999 |
8500.0 |
¥65.8万 |
|
| 2023-01-09 |
回到中轨 |
卖出 |
81.81 |
8500.0 |
¥69.5万 |
|
| 2023-02-20 |
跌破下轨 |
买入 |
87.87778999999999 |
7900.0 |
¥69.4万 |
|
| 2023-03-21 |
回到中轨 |
卖出 |
86.89302 |
7900.0 |
¥68.6万 |
|
| 2023-08-16 |
跌破下轨 |
买入 |
90.89079999999998 |
7400.0 |
¥67.3万 |
|
| 2023-09-06 |
回到中轨 |
卖出 |
92.23767 |
7400.0 |
¥68.2万 |
|
| 2024-01-03 |
跌破下轨 |
买入 |
102.10199999999999 |
6700.0 |
¥68.4万 |
|
| 2024-02-23 |
回到中轨 |
卖出 |
87.22269 |
6700.0 |
¥58.4万 |
|
| 2024-08-07 |
跌破下轨 |
买入 |
94.92 |
6300.0 |
¥59.8万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
86.8131 |
6300.0 |
¥54.7万 |
|
| 2024-11-25 |
跌破下轨 |
买入 |
99.64954999999998 |
5500.0 |
¥54.8万 |
|
| 2024-12-19 |
回到中轨 |
卖出 |
99.17072999999998 |
5500.0 |
¥54.5万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
119.11899999999999 |
4600.0 |
¥54.8万 |
|
| 2025-04-30 |
回到中轨 |
卖出 |
129.85002 |
4600.0 |
¥59.7万 |
|
| 2025-06-03 |
跌破下轨 |
买入 |
123.13300999999997 |
4700.0 |
¥57.9万 |
|
| 2025-06-06 |
回到中轨 |
卖出 |
132.61725 |
4700.0 |
¥62.3万 |
|
| 2025-08-01 |
跌破下轨 |
买入 |
120.92079999999999 |
5200.0 |
¥62.9万 |
|
| 2025-08-14 |
回到中轨 |
卖出 |
124.3755 |
5200.0 |
¥64.7万 |
|
| 2026-01-27 |
跌破下轨 |
买入 |
124.62449999999998 |
5200.0 |
¥64.8万 |
|
| 2026-02-27 |
回到中轨 |
卖出 |
120.879 |
5200.0 |
¥62.8万 |
|
| 2026-03-20 |
跌破下轨 |
买入 |
106.41631 |
6000.0 |
¥63.9万 |
|
| 2026-04-27 |
回到中轨 |
卖出 |
96.1 |
6000.0 |
¥57.6万 |
|
| 2026-06-01 |
跌破下轨 |
买入 |
94.89 |
6000.0 |
¥57.0万 |
|
| 2026-07-01 |
回到中轨 |
卖出 |
95.70419999999999 |
6000.0 |
¥57.4万 |
|
| 2026-08-25 |
跌破下轨 |
买入 |
80.98089999999999 |
7000.0 |
¥56.7万 |
|
| 2026-09-21 |
回到中轨 |
卖出 |
81.27864 |
7000.0 |
¥56.9万 |
|
| 2026-10-15 |
跌破下轨 |
买入 |
72.07199999999999 |
7800.0 |
¥56.2万 |
|
| 2026-10-23 |
回到中轨 |
卖出 |
77.922 |
7800.0 |
¥60.8万 |
|