603986 兆易创新 — 布林下轨抄底 回测明细
数据区间: 2016-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥93.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -6.85%）
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 |
2017-04-13 |
2017-04-28 |
180.13392396999998 |
202.797 |
¥12.2万 |
+12.55% |
回到中轨 |
| 2 |
2017-05-23 |
2017-07-04 |
91.78919850099999 |
83.916 |
¥-9.2万 |
-8.60% |
回到中轨 |
| 3 |
2017-10-20 |
2017-10-27 |
115.93054873399998 |
134.0658 |
¥15.9万 |
+15.61% |
回到中轨 |
| 4 |
2018-05-22 |
2018-07-02 |
129.17775170299998 |
107.7921 |
¥-19.3万 |
-16.58% |
回到中轨 |
| 5 |
2018-08-09 |
2018-08-27 |
98.848365616 |
110.0 |
¥11.0万 |
+11.25% |
回到中轨 |
| 6 |
2018-09-12 |
2018-11-15 |
92.89062883099999 |
73.926 |
¥-22.4万 |
-20.44% |
回到中轨 |
| 7 |
2018-12-18 |
2019-01-22 |
68.809356616 |
67.3326 |
¥-1.9万 |
-2.18% |
回到中轨 |
| 8 |
2019-04-30 |
2019-05-23 |
80.10402399999998 |
87.79212 |
¥7.5万 |
+9.56% |
回到中轨 |
| 9 |
2019-08-07 |
2019-08-19 |
88.39479048399998 |
100.09980000000002 |
¥12.4万 |
+13.21% |
回到中轨 |
| 10 |
2020-08-27 |
2020-10-13 |
190.14692696999998 |
187.76205 |
¥-1.3万 |
-1.28% |
回到中轨 |
| 11 |
2020-12-23 |
2021-01-06 |
193.75160804999996 |
211.11866999999998 |
¥9.3万 |
+8.93% |
回到中轨 |
| 12 |
2021-02-01 |
2021-02-22 |
181.23535429999998 |
192.81699 |
¥7.1万 |
+6.36% |
回到中轨 |
| 13 |
2021-03-16 |
2021-04-02 |
155.20154649999995 |
177.88 |
¥17.6万 |
+14.58% |
回到中轨 |
| 14 |
2021-05-24 |
2021-06-18 |
119.18477470899998 |
152.847 |
¥38.0万 |
+28.21% |
回到中轨 |
| 15 |
2021-11-25 |
2021-12-02 |
156.21285980299996 |
169.83 |
¥15.3万 |
+8.68% |
回到中轨 |
| 16 |
2022-01-06 |
2022-02-18 |
155.20154649999998 |
147.7521 |
¥-9.1万 |
-4.83% |
回到中轨 |
| 17 |
2022-03-30 |
2022-05-12 |
142.865526804 |
126.873 |
¥-20.5万 |
-11.22% |
回到中轨 |
| 18 |
2022-06-16 |
2022-06-29 |
130.76981917999998 |
138.861 |
¥10.0万 |
+6.16% |
回到中轨 |
| 19 |
2022-09-19 |
2022-11-03 |
106.1378318 |
85.914 |
¥-32.8万 |
-19.08% |
回到中轨 |
| 20 |
2022-12-26 |
2022-12-28 |
95.00337246399998 |
103.34655000000001 |
¥12.2万 |
+8.75% |
回到中轨 |
| 21 |
2023-02-20 |
2023-03-17 |
108.871381619 |
106.44345 |
¥-3.4万 |
-2.26% |
回到中轨 |
| 22 |
2023-04-27 |
2023-05-22 |
109.41208378099998 |
116.0838 |
¥8.8万 |
+6.07% |
回到中轨 |
| 23 |
2023-08-07 |
2023-09-05 |
105.13653149999999 |
96.8031 |
¥-12.2万 |
-7.95% |
回到中轨 |
| 24 |
2023-11-23 |
2023-12-15 |
95.75434768899999 |
95.26464 |
¥-7,826 |
-0.54% |
回到中轨 |
| 25 |
2024-01-04 |
2024-02-21 |
85.831461716 |
67.4325 |
¥-30.8万 |
-21.46% |
回到中轨 |
| 26 |
2024-04-11 |
2024-04-15 |
66.68659997999998 |
72.927 |
¥10.6万 |
+9.32% |
回到中轨 |
| 27 |
2024-07-24 |
2024-09-25 |
88.81533661 |
69.14079 |
¥-27.4万 |
-22.18% |
回到中轨 |
| 28 |
2025-02-19 |
2025-02-24 |
123.62053503799997 |
138.6612 |
¥11.7万 |
+12.13% |
回到中轨 |
| 29 |
2025-03-26 |
2025-04-23 |
119.46513879299997 |
112.87701 |
¥-6.0万 |
-5.54% |
回到中轨 |
| 30 |
2025-07-16 |
2025-07-28 |
115.14953449999999 |
121.878 |
¥6.0万 |
+5.81% |
回到中轨 |
| 31 |
2025-11-24 |
2025-12-02 |
183.98893012499997 |
211.56822 |
¥16.2万 |
+14.96% |
回到中轨 |
| 32 |
2026-07-20 |
2026-08-17 |
479.6228437 |
423.52605 |
¥-14.6万 |
-11.72% |
回到中轨 |
| 33 |
2026-09-15 |
2026-09-21 |
357.33403806099994 |
395.604 |
¥11.4万 |
+10.68% |
回到中轨 |
| 34 |
2026-10-09 |
2026-11-13 |
325.4225975 |
246.02 |
¥-28.6万 |
-24.42% |
强平 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-04-13 |
跌破下轨 |
买入 |
180.07989999999998 |
5400.0 |
¥97.3万 |
|
| 2017-04-28 |
回到中轨 |
卖出 |
202.797 |
5400.0 |
¥1.09M |
|
| 2017-05-23 |
跌破下轨 |
买入 |
91.76167 |
11700.0 |
¥1.07M |
|
| 2017-07-04 |
回到中轨 |
卖出 |
83.916 |
11700.0 |
¥98.2万 |
|
| 2017-10-20 |
跌破下轨 |
买入 |
115.89577999999999 |
8800.0 |
¥1.02M |
|
| 2017-10-27 |
回到中轨 |
卖出 |
134.0658 |
8800.0 |
¥1.18M |
|
| 2018-05-22 |
跌破下轨 |
买入 |
129.13900999999998 |
9000.0 |
¥1.16M |
|
| 2018-07-02 |
回到中轨 |
卖出 |
107.7921 |
9000.0 |
¥97.0万 |
|
| 2018-08-09 |
跌破下轨 |
买入 |
98.81871999999998 |
9900.0 |
¥97.9万 |
|
| 2018-08-27 |
回到中轨 |
卖出 |
110.0 |
9900.0 |
¥1.09M |
|
| 2018-09-12 |
跌破下轨 |
买入 |
92.86276999999998 |
11800.0 |
¥1.10M |
|
| 2018-11-15 |
回到中轨 |
卖出 |
73.926 |
11800.0 |
¥87.2万 |
|
| 2018-12-18 |
跌破下轨 |
买入 |
68.78872 |
12600.0 |
¥86.7万 |
|
| 2019-01-22 |
回到中轨 |
卖出 |
67.3326 |
12600.0 |
¥84.8万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
80.07999999999998 |
9800.0 |
¥78.5万 |
|
| 2019-05-23 |
回到中轨 |
卖出 |
87.79212 |
9800.0 |
¥86.0万 |
|
| 2019-08-07 |
跌破下轨 |
买入 |
88.36827999999998 |
10600.0 |
¥93.7万 |
|
| 2019-08-19 |
回到中轨 |
卖出 |
100.09980000000002 |
10600.0 |
¥1.06M |
|
| 2020-08-27 |
跌破下轨 |
买入 |
190.08989999999997 |
5500.0 |
¥1.05M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
187.76205 |
5500.0 |
¥1.03M |
|
| 2020-12-23 |
跌破下轨 |
买入 |
193.69349999999997 |
5400.0 |
¥1.05M |
|
| 2021-01-06 |
回到中轨 |
卖出 |
211.11866999999998 |
5400.0 |
¥1.14M |
|
| 2021-02-01 |
跌破下轨 |
买入 |
181.18099999999998 |
6200.0 |
¥1.12M |
|
| 2021-02-22 |
回到中轨 |
卖出 |
192.81699 |
6200.0 |
¥1.20M |
|
| 2021-03-16 |
跌破下轨 |
买入 |
155.15499999999997 |
7800.0 |
¥1.21M |
|
| 2021-04-02 |
回到中轨 |
卖出 |
177.88 |
7800.0 |
¥1.39M |
|
| 2021-05-24 |
跌破下轨 |
买入 |
119.14902999999998 |
11300.0 |
¥1.35M |
|
| 2021-06-18 |
回到中轨 |
卖出 |
152.847 |
11300.0 |
¥1.73M |
|
| 2021-11-25 |
跌破下轨 |
买入 |
156.16600999999997 |
11300.0 |
¥1.77M |
|
| 2021-12-02 |
回到中轨 |
卖出 |
169.83 |
11300.0 |
¥1.92M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
155.15499999999997 |
12100.0 |
¥1.88M |
|
| 2022-02-18 |
回到中轨 |
卖出 |
147.7521 |
12100.0 |
¥1.79M |
|
| 2022-03-30 |
跌破下轨 |
买入 |
142.82268 |
12800.0 |
¥1.83M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
126.873 |
12800.0 |
¥1.62M |
|
| 2022-06-16 |
跌破下轨 |
买入 |
130.73059999999998 |
12400.0 |
¥1.62M |
|
| 2022-06-29 |
回到中轨 |
卖出 |
138.861 |
12400.0 |
¥1.72M |
|
| 2022-09-19 |
跌破下轨 |
买入 |
106.106 |
16200.0 |
¥1.72M |
|
| 2022-11-03 |
回到中轨 |
卖出 |
85.914 |
16200.0 |
¥1.39M |
|
| 2022-12-26 |
跌破下轨 |
买入 |
94.97487999999998 |
14700.0 |
¥1.40M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
103.34655000000001 |
14700.0 |
¥1.52M |
|
| 2023-02-20 |
跌破下轨 |
买入 |
108.83873 |
13900.0 |
¥1.51M |
|
| 2023-03-17 |
回到中轨 |
卖出 |
106.44345 |
13900.0 |
¥1.48M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
109.37926999999998 |
13300.0 |
¥1.46M |
|
| 2023-05-22 |
回到中轨 |
卖出 |
116.0838 |
13300.0 |
¥1.54M |
|
| 2023-08-07 |
跌破下轨 |
买入 |
105.10499999999999 |
14600.0 |
¥1.53M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
96.8031 |
14600.0 |
¥1.41M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
95.72562999999998 |
15100.0 |
¥1.45M |
|
| 2023-12-15 |
回到中轨 |
卖出 |
95.26464 |
15100.0 |
¥1.44M |
|
| 2024-01-04 |
跌破下轨 |
买入 |
85.80572 |
16700.0 |
¥1.43M |
|
| 2024-02-21 |
回到中轨 |
卖出 |
67.4325 |
16700.0 |
¥1.13M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
66.66659999999999 |
17000.0 |
¥1.13M |
|
| 2024-04-15 |
回到中轨 |
卖出 |
72.927 |
17000.0 |
¥1.24M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
88.78869999999999 |
13900.0 |
¥1.23M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
69.14079 |
13900.0 |
¥96.1万 |
|
| 2025-02-19 |
跌破下轨 |
买入 |
123.58345999999997 |
7800.0 |
¥96.4万 |
|
| 2025-02-24 |
回到中轨 |
卖出 |
138.6612 |
7800.0 |
¥1.08M |
|
| 2025-03-26 |
跌破下轨 |
买入 |
119.42930999999997 |
9000.0 |
¥1.08M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
112.87701 |
9000.0 |
¥1.02M |
|
| 2025-07-16 |
跌破下轨 |
买入 |
115.11499999999998 |
8900.0 |
¥1.02M |
|
| 2025-07-28 |
回到中轨 |
卖出 |
121.878 |
8900.0 |
¥1.08M |
|
| 2025-11-24 |
跌破下轨 |
买入 |
183.93374999999995 |
5900.0 |
¥1.09M |
|
| 2025-12-02 |
回到中轨 |
卖出 |
211.56822 |
5900.0 |
¥1.25M |
|
| 2026-07-20 |
跌破下轨 |
买入 |
479.479 |
2600.0 |
¥1.25M |
|
| 2026-08-17 |
回到中轨 |
卖出 |
423.52605 |
2600.0 |
¥1.10M |
|
| 2026-09-15 |
跌破下轨 |
买入 |
357.22686999999996 |
3000.0 |
¥1.07M |
|
| 2026-09-21 |
回到中轨 |
卖出 |
395.604 |
3000.0 |
¥1.19M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
325.325 |
3600.0 |
¥1.17M |
|
| 2026-11-13 |
强平 |
卖出 |
246.02 |
3600 |
¥88.5万 |
回测结束强平 |