603893 瑞芯微 — 布林下轨抄底 回测明细
数据区间: 2020-02-07 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.04M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +4.26%）
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 20 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 |
2020-08-26 |
2020-09-21 |
80.514147 |
76.923 |
¥-4.4万 |
-4.49% |
回到中轨 |
| 2 |
2020-10-23 |
2020-11-02 |
70.78191820699999 |
75.924 |
¥6.9万 |
+7.23% |
回到中轨 |
| 3 |
2020-12-25 |
2021-02-19 |
71.0923213 |
61.97795999999999 |
¥-13.0万 |
-12.85% |
回到中轨 |
| 4 |
2021-03-25 |
2021-04-01 |
60.07801799999999 |
65.934 |
¥8.6万 |
+9.71% |
回到中轨 |
| 5 |
2021-07-14 |
2021-07-22 |
129.36799875999998 |
149.23 |
¥14.7万 |
+15.32% |
回到中轨 |
| 6 |
2021-09-02 |
2021-11-03 |
134.865137407 |
115.0848 |
¥-16.2万 |
-14.69% |
回到中轨 |
| 7 |
2021-12-20 |
2021-12-31 |
134.39452626599999 |
140.3595 |
¥4.2万 |
+4.41% |
回到中轨 |
| 8 |
2022-01-06 |
2022-02-18 |
121.43770038399998 |
108.77112 |
¥-10.4万 |
-10.46% |
回到中轨 |
| 9 |
2022-03-28 |
2022-05-12 |
90.197131024 |
79.81011 |
¥-10.3万 |
-11.54% |
回到中轨 |
| 10 |
2022-10-11 |
2022-10-25 |
62.678798 |
67.4325 |
¥6.0万 |
+7.55% |
回到中轨 |
| 11 |
2022-12-20 |
2023-01-10 |
72.25382964799999 |
72.26766 |
¥-93 |
-0.01% |
回到中轨 |
| 12 |
2023-03-08 |
2023-03-20 |
75.83848472199999 |
85.28463 |
¥10.6万 |
+12.42% |
回到中轨 |
| 13 |
2023-04-24 |
2023-05-19 |
81.585948444 |
80.0 |
¥-1.9万 |
-1.97% |
回到中轨 |
| 14 |
2023-08-22 |
2023-09-07 |
65.625221662 |
66.91302 |
¥1.8万 |
+1.93% |
回到中轨 |
| 15 |
2023-09-20 |
2023-10-12 |
61.479838419999986 |
64.0359 |
¥4.0万 |
+4.13% |
回到中轨 |
| 16 |
2023-12-06 |
2023-12-12 |
63.752790101 |
68.33160000000001 |
¥7.1万 |
+7.15% |
回到中轨 |
| 17 |
2023-12-19 |
2024-02-19 |
63.08191889999999 |
52.67727 |
¥-17.6万 |
-16.52% |
回到中轨 |
| 18 |
2024-03-28 |
2024-04-15 |
48.79336361899998 |
51.93801 |
¥5.8万 |
+6.41% |
回到中轨 |
| 19 |
2025-04-08 |
2025-04-18 |
141.1833423 |
163.10673 |
¥14.0万 |
+15.49% |
回到中轨 |
| 20 |
2026-03-04 |
2026-04-09 |
164.98425043099996 |
156.843 |
¥-5.4万 |
-4.96% |
回到中轨 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-08-26 |
跌破下轨 |
买入 |
80.49 |
12300.0 |
¥99.0万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
76.923 |
12300.0 |
¥94.6万 |
|
| 2020-10-23 |
跌破下轨 |
买入 |
70.76069 |
13400.0 |
¥94.8万 |
|
| 2020-11-02 |
回到中轨 |
卖出 |
75.924 |
13400.0 |
¥1.02M |
|
| 2020-12-25 |
跌破下轨 |
买入 |
71.071 |
14200.0 |
¥1.01M |
|
| 2021-02-19 |
回到中轨 |
卖出 |
61.97795999999999 |
14200.0 |
¥88.0万 |
|
| 2021-03-25 |
跌破下轨 |
买入 |
60.059999999999995 |
14800.0 |
¥88.9万 |
|
| 2021-04-01 |
回到中轨 |
卖出 |
65.934 |
14800.0 |
¥97.6万 |
|
| 2021-07-14 |
跌破下轨 |
买入 |
129.3292 |
7400.0 |
¥95.7万 |
|
| 2021-07-22 |
回到中轨 |
卖出 |
149.23 |
7400.0 |
¥1.10M |
|
| 2021-09-02 |
跌破下轨 |
买入 |
134.82468999999998 |
8200.0 |
¥1.11M |
|
| 2021-11-03 |
回到中轨 |
卖出 |
115.0848 |
8200.0 |
¥94.3万 |
|
| 2021-12-20 |
跌破下轨 |
买入 |
134.35422 |
7100.0 |
¥95.4万 |
|
| 2021-12-31 |
回到中轨 |
卖出 |
140.3595 |
7100.0 |
¥99.6万 |
|
| 2022-01-06 |
跌破下轨 |
买入 |
121.40127999999999 |
8200.0 |
¥99.6万 |
|
| 2022-02-18 |
回到中轨 |
卖出 |
108.77112 |
8200.0 |
¥89.2万 |
|
| 2022-03-28 |
跌破下轨 |
买入 |
90.17007999999998 |
9900.0 |
¥89.3万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
79.81011 |
9900.0 |
¥79.0万 |
|
| 2022-10-11 |
跌破下轨 |
买入 |
62.66 |
12700.0 |
¥79.6万 |
|
| 2022-10-25 |
回到中轨 |
卖出 |
67.4325 |
12700.0 |
¥85.6万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
72.23216 |
11800.0 |
¥85.3万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
72.26766 |
11800.0 |
¥85.3万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
75.81573999999999 |
11200.0 |
¥84.9万 |
|
| 2023-03-20 |
回到中轨 |
卖出 |
85.28463 |
11200.0 |
¥95.5万 |
|
| 2023-04-24 |
跌破下轨 |
买入 |
81.56147999999999 |
11800.0 |
¥96.3万 |
|
| 2023-05-19 |
回到中轨 |
卖出 |
80.0 |
11800.0 |
¥94.4万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
65.60554 |
14300.0 |
¥93.8万 |
|
| 2023-09-07 |
回到中轨 |
卖出 |
66.91302 |
14300.0 |
¥95.7万 |
|
| 2023-09-20 |
跌破下轨 |
买入 |
61.46139999999999 |
15600.0 |
¥95.9万 |
|
| 2023-10-12 |
回到中轨 |
卖出 |
64.0359 |
15600.0 |
¥99.9万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
63.73367 |
15600.0 |
¥99.5万 |
|
| 2023-12-12 |
回到中轨 |
卖出 |
68.33160000000001 |
15600.0 |
¥1.07M |
|
| 2023-12-19 |
跌破下轨 |
买入 |
63.062999999999995 |
16900.0 |
¥1.07M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
52.67727 |
16900.0 |
¥89.0万 |
|
| 2024-03-28 |
跌破下轨 |
买入 |
48.77872999999999 |
18400.0 |
¥89.8万 |
|
| 2024-04-15 |
回到中轨 |
卖出 |
51.93801 |
18400.0 |
¥95.5万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
141.141 |
6400.0 |
¥90.4万 |
|
| 2025-04-18 |
回到中轨 |
卖出 |
163.10673 |
6400.0 |
¥1.04M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
164.93477 |
6600.0 |
¥1.09M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
156.843 |
6600.0 |
¥1.03M |
|