603799 华友钴业 — 布林下轨抄底 回测明细
数据区间: 2015-01-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥33.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -66.35%）
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 34 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 |
2015-07-07 |
2015-08-07 |
15.714713 |
19.950029999999998 |
¥24.1万 |
+26.91% |
回到中轨 |
| 2 |
2016-01-05 |
2016-02-19 |
21.267618371999994 |
16.992990000000002 |
¥-22.4万 |
-20.12% |
回到中轨 |
| 3 |
2016-04-21 |
2016-05-05 |
19.82574594 |
21.4785 |
¥8.4万 |
+8.30% |
回到中轨 |
| 4 |
2016-08-31 |
2016-10-19 |
34.24447026 |
30.85911 |
¥-10.9万 |
-9.91% |
回到中轨 |
| 5 |
2017-11-17 |
2017-12-04 |
77.59076024699999 |
85.3146 |
¥9.8万 |
+9.92% |
回到中轨 |
| 6 |
2018-04-03 |
2018-05-03 |
107.95018534299999 |
106.5933 |
¥-1.3万 |
-1.29% |
回到中轨 |
| 7 |
2018-06-20 |
2018-09-04 |
87.01299607 |
51.45849 |
¥-43.0万 |
-40.88% |
回到中轨 |
| 8 |
2018-09-11 |
2018-09-21 |
46.290112868999984 |
50.89905 |
¥6.4万 |
+9.92% |
回到中轨 |
| 9 |
2018-10-12 |
2018-11-06 |
41.053312299999995 |
37.3626 |
¥-6.3万 |
-9.02% |
回到中轨 |
| 10 |
2018-12-26 |
2019-01-22 |
31.110400320999997 |
30.009959999999996 |
¥-2.3万 |
-3.57% |
回到中轨 |
| 11 |
2019-01-30 |
2019-02-12 |
26.594535967999995 |
29.9 |
¥7.7万 |
+12.40% |
回到中轨 |
| 12 |
2019-03-28 |
2019-04-02 |
36.11690182099999 |
40.259699999999995 |
¥8.0万 |
+11.44% |
回到中轨 |
| 13 |
2019-04-30 |
2019-05-31 |
27.796096327999997 |
28.8711 |
¥2.7万 |
+3.84% |
回到中轨 |
| 14 |
2019-06-13 |
2019-07-03 |
21.227566359999997 |
22.827150000000003 |
¥5.9万 |
+7.50% |
回到中轨 |
| 15 |
2020-02-10 |
2020-02-11 |
42.014560587999995 |
48.2517 |
¥12.6万 |
+14.81% |
回到中轨 |
| 16 |
2020-08-27 |
2020-10-13 |
39.981920979 |
36.903059999999996 |
¥-7.6万 |
-7.73% |
回到中轨 |
| 17 |
2021-02-26 |
2021-03-31 |
85.1105255 |
69.93 |
¥-15.2万 |
-17.86% |
回到中轨 |
| 18 |
2021-12-20 |
2022-01-17 |
115.159547503 |
106.79310000000001 |
¥-5.5万 |
-7.29% |
回到中轨 |
| 19 |
2022-03-15 |
2022-03-31 |
85.21065553 |
99.15075 |
¥11.3万 |
+16.32% |
回到中轨 |
| 20 |
2022-04-12 |
2022-05-11 |
83.60857504999998 |
80.919 |
¥-2.6万 |
-3.25% |
回到中轨 |
| 21 |
2022-09-01 |
2022-11-07 |
75.107535503 |
64.2 |
¥-11.6万 |
-14.55% |
回到中轨 |
| 22 |
2022-12-19 |
2023-01-09 |
60.86904523699999 |
60.44948999999999 |
¥-4,858 |
-0.72% |
回到中轨 |
| 23 |
2023-02-17 |
2023-04-12 |
60.70883718899999 |
55.953990000000005 |
¥-5.2万 |
-7.86% |
回到中轨 |
| 24 |
2023-04-25 |
2023-05-12 |
49.944858964 |
52.99695 |
¥3.8万 |
+6.08% |
回到中轨 |
| 25 |
2023-05-29 |
2023-06-16 |
48.382830496000004 |
48.30165 |
¥-1,301 |
-0.20% |
回到中轨 |
| 26 |
2023-08-22 |
2023-10-30 |
47.91221935499999 |
36.4635 |
¥-15.7万 |
-23.92% |
回到中轨 |
| 27 |
2023-11-23 |
2023-12-29 |
34.79518542499999 |
32.667300000000004 |
¥-3.1万 |
-6.14% |
回到中轨 |
| 28 |
2024-01-23 |
2024-02-23 |
27.836148339999998 |
26.4735 |
¥-2.3万 |
-4.92% |
回到中轨 |
| 29 |
2024-06-06 |
2024-07-11 |
27.535758249999997 |
23.24673 |
¥-7.0万 |
-15.60% |
回到中轨 |
| 30 |
2024-12-17 |
2025-01-15 |
30.34941209299999 |
29.39058 |
¥-1.2万 |
-3.19% |
回到中轨 |
| 31 |
2025-04-08 |
2025-04-22 |
29.398176807999995 |
33.61635 |
¥5.1万 |
+14.31% |
回到中轨 |
| 32 |
2026-05-15 |
2026-06-23 |
60.078017999999986 |
55.20474 |
¥-3.4万 |
-8.14% |
回到中轨 |
| 33 |
2026-07-09 |
2026-08-05 |
42.705457794999994 |
40.57 |
¥-1.9万 |
-5.03% |
回到中轨 |
| 34 |
2026-09-14 |
2026-11-06 |
35.74642071 |
32.8671 |
¥-2.9万 |
-8.08% |
回到中轨 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-07 |
跌破下轨 |
买入 |
15.71 |
57000.0 |
¥89.6万 |
|
| 2015-08-07 |
回到中轨 |
卖出 |
19.950029999999998 |
57000.0 |
¥1.14M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
21.261239999999997 |
52400.0 |
¥1.11M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
16.992990000000002 |
52400.0 |
¥89.0万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
19.819799999999997 |
51100.0 |
¥1.01M |
|
| 2016-05-05 |
回到中轨 |
卖出 |
21.4785 |
51100.0 |
¥1.10M |
|
| 2016-08-31 |
跌破下轨 |
买入 |
34.2342 |
32000.0 |
¥1.10M |
|
| 2016-10-19 |
回到中轨 |
卖出 |
30.85911 |
32000.0 |
¥98.7万 |
|
| 2017-11-17 |
跌破下轨 |
买入 |
77.56748999999999 |
12700.0 |
¥98.5万 |
|
| 2017-12-04 |
回到中轨 |
卖出 |
85.3146 |
12700.0 |
¥1.08M |
|
| 2018-04-03 |
跌破下轨 |
买入 |
107.91780999999999 |
9700.0 |
¥1.05M |
|
| 2018-05-03 |
回到中轨 |
卖出 |
106.5933 |
9700.0 |
¥1.03M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
86.9869 |
12100.0 |
¥1.05M |
|
| 2018-09-04 |
回到中轨 |
卖出 |
51.45849 |
12100.0 |
¥62.2万 |
|
| 2018-09-11 |
跌破下轨 |
买入 |
46.27622999999999 |
13900.0 |
¥64.3万 |
|
| 2018-09-21 |
回到中轨 |
卖出 |
50.89905 |
13900.0 |
¥70.7万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
41.041 |
16900.0 |
¥69.4万 |
|
| 2018-11-06 |
回到中轨 |
卖出 |
37.3626 |
16900.0 |
¥63.1万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
31.101069999999996 |
20800.0 |
¥64.7万 |
|
| 2019-01-22 |
回到中轨 |
卖出 |
30.009959999999996 |
20800.0 |
¥62.4万 |
|
| 2019-01-30 |
跌破下轨 |
买入 |
26.586559999999995 |
23300.0 |
¥62.0万 |
|
| 2019-02-12 |
回到中轨 |
卖出 |
29.9 |
23300.0 |
¥69.6万 |
|
| 2019-03-28 |
跌破下轨 |
买入 |
36.106069999999995 |
19300.0 |
¥69.7万 |
|
| 2019-04-02 |
回到中轨 |
卖出 |
40.259699999999995 |
19300.0 |
¥77.7万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
27.787759999999995 |
25200.0 |
¥70.0万 |
|
| 2019-05-31 |
回到中轨 |
卖出 |
28.8711 |
25200.0 |
¥72.7万 |
|
| 2019-06-13 |
跌破下轨 |
买入 |
21.221199999999996 |
36900.0 |
¥78.3万 |
|
| 2019-07-03 |
回到中轨 |
卖出 |
22.827150000000003 |
36900.0 |
¥84.2万 |
|
| 2020-02-10 |
跌破下轨 |
买入 |
42.00196 |
20300.0 |
¥85.3万 |
|
| 2020-02-11 |
回到中轨 |
卖出 |
48.2517 |
20300.0 |
¥97.9万 |
|
| 2020-08-27 |
跌破下轨 |
买入 |
39.96993 |
24700.0 |
¥98.8万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
36.903059999999996 |
24700.0 |
¥91.1万 |
|
| 2021-02-26 |
跌破下轨 |
买入 |
85.085 |
10000.0 |
¥85.1万 |
|
| 2021-03-31 |
回到中轨 |
卖出 |
69.93 |
10000.0 |
¥69.9万 |
|
| 2021-12-20 |
跌破下轨 |
买入 |
115.12500999999999 |
6500.0 |
¥74.9万 |
|
| 2022-01-17 |
回到中轨 |
卖出 |
106.79310000000001 |
6500.0 |
¥69.4万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
85.18509999999999 |
8100.0 |
¥69.0万 |
|
| 2022-03-31 |
回到中轨 |
卖出 |
99.15075 |
8100.0 |
¥80.3万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
83.58349999999999 |
9700.0 |
¥81.1万 |
|
| 2022-05-11 |
回到中轨 |
卖出 |
80.919 |
9700.0 |
¥78.5万 |
|
| 2022-09-01 |
跌破下轨 |
买入 |
75.08501 |
10600.0 |
¥79.6万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
64.2 |
10600.0 |
¥68.0万 |
|
| 2022-12-19 |
跌破下轨 |
买入 |
60.85078999999999 |
11100.0 |
¥67.6万 |
|
| 2023-01-09 |
回到中轨 |
卖出 |
60.44948999999999 |
11100.0 |
¥67.1万 |
|
| 2023-02-17 |
跌破下轨 |
买入 |
60.69062999999999 |
11000.0 |
¥66.8万 |
|
| 2023-04-12 |
回到中轨 |
卖出 |
55.953990000000005 |
11000.0 |
¥61.5万 |
|
| 2023-04-25 |
跌破下轨 |
买入 |
49.92988 |
12400.0 |
¥61.9万 |
|
| 2023-05-12 |
回到中轨 |
卖出 |
52.99695 |
12400.0 |
¥65.7万 |
|
| 2023-05-29 |
跌破下轨 |
买入 |
48.36832 |
13600.0 |
¥65.8万 |
|
| 2023-06-16 |
回到中轨 |
卖出 |
48.30165 |
13600.0 |
¥65.7万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
47.89784999999999 |
13700.0 |
¥65.6万 |
|
| 2023-10-30 |
回到中轨 |
卖出 |
36.4635 |
13700.0 |
¥49.9万 |
|
| 2023-11-23 |
跌破下轨 |
买入 |
34.784749999999995 |
14300.0 |
¥49.8万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
32.667300000000004 |
14300.0 |
¥46.7万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
27.827799999999996 |
16800.0 |
¥46.8万 |
|
| 2024-02-23 |
回到中轨 |
卖出 |
26.4735 |
16800.0 |
¥44.5万 |
|
| 2024-06-06 |
跌破下轨 |
买入 |
27.527499999999996 |
16300.0 |
¥44.9万 |
|
| 2024-07-11 |
回到中轨 |
卖出 |
23.24673 |
16300.0 |
¥37.9万 |
|
| 2024-12-17 |
跌破下轨 |
买入 |
30.340309999999995 |
12400.0 |
¥37.6万 |
|
| 2025-01-15 |
回到中轨 |
卖出 |
29.39058 |
12400.0 |
¥36.4万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
29.38936 |
12200.0 |
¥35.9万 |
|
| 2025-04-22 |
回到中轨 |
卖出 |
33.61635 |
12200.0 |
¥41.0万 |
|
| 2026-05-15 |
跌破下轨 |
买入 |
60.05999999999999 |
6900.0 |
¥41.5万 |
|
| 2026-06-23 |
回到中轨 |
卖出 |
55.20474 |
6900.0 |
¥38.1万 |
|
| 2026-07-09 |
跌破下轨 |
买入 |
42.69264999999999 |
8900.0 |
¥38.0万 |
|
| 2026-08-05 |
回到中轨 |
卖出 |
40.57 |
8900.0 |
¥36.1万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
35.7357 |
10000.0 |
¥35.7万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
32.8671 |
10000.0 |
¥32.9万 |
|