603993 洛阳钼业 — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.77M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +76.99%）
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 38 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 |
2015-06-30 |
2015-07-14 |
10.944212278999997 |
14.11587 |
¥27.0万 |
+28.94% |
回到中轨 |
| 2 |
2015-08-25 |
2015-10-13 |
11.004290297 |
11.76822 |
¥7.9万 |
+6.91% |
回到中轨 |
| 3 |
2015-11-16 |
2016-02-19 |
4.585955373999999 |
3.48651 |
¥-29.8万 |
-24.00% |
回到中轨 |
| 4 |
2016-09-13 |
2016-10-20 |
3.875032161 |
3.9160799999999996 |
¥1.1万 |
+1.03% |
回到中轨 |
| 5 |
2016-12-13 |
2017-01-11 |
3.8850451639999997 |
3.84 |
¥-1.3万 |
-1.19% |
回到中轨 |
| 6 |
2017-04-25 |
2017-05-17 |
4.195448257 |
4.34565 |
¥3.7万 |
+3.55% |
回到中轨 |
| 7 |
2017-06-02 |
2017-06-13 |
4.0352402089999995 |
4.22 |
¥4.9万 |
+4.55% |
回到中轨 |
| 8 |
2017-10-19 |
2017-10-27 |
6.70871201 |
7.30269 |
¥9.9万 |
+8.82% |
回到中轨 |
| 9 |
2017-11-16 |
2017-11-27 |
6.398308917 |
6.643350000000001 |
¥4.7万 |
+3.80% |
回到中轨 |
| 10 |
2018-02-08 |
2018-02-26 |
6.818855042999998 |
8.05194 |
¥22.4万 |
+18.05% |
回到中轨 |
| 11 |
2018-06-20 |
2018-07-12 |
6.067879818 |
6.20379 |
¥3.3万 |
+2.21% |
回到中轨 |
| 12 |
2018-08-03 |
2018-09-25 |
5.40702162 |
4.56543 |
¥-23.8万 |
-15.59% |
回到中轨 |
| 13 |
2018-10-12 |
2018-11-01 |
3.814954142999999 |
4.05594 |
¥8.0万 |
+6.28% |
回到中轨 |
| 14 |
2019-01-03 |
2019-01-21 |
3.7048111100000005 |
3.966030000000001 |
¥9.6万 |
+7.02% |
回到中轨 |
| 15 |
2019-03-28 |
2019-04-02 |
4.485825343999999 |
4.995 |
¥16.7万 |
+11.32% |
回到中轨 |
| 16 |
2019-04-26 |
2019-05-30 |
4.425747326 |
3.9660300000000004 |
¥-17.0万 |
-10.41% |
回到中轨 |
| 17 |
2019-07-09 |
2019-08-08 |
3.8950581669999997 |
3.86613 |
¥-1.1万 |
-0.77% |
回到中轨 |
| 18 |
2019-10-09 |
2019-11-06 |
3.5946680769999997 |
3.51648 |
¥-3.2万 |
-2.20% |
回到中轨 |
| 19 |
2020-02-03 |
2020-02-12 |
3.711113 |
4.21578 |
¥17.4万 |
+13.56% |
回到中轨 |
| 20 |
2020-04-29 |
2020-05-07 |
3.3443430019999996 |
3.6063899999999998 |
¥12.5万 |
+7.80% |
回到中轨 |
| 21 |
2021-06-16 |
2021-07-06 |
5.156696545 |
5.55444 |
¥13.2万 |
+7.68% |
回到中轨 |
| 22 |
2021-09-29 |
2021-11-23 |
6.191857 |
5.934060000000001 |
¥-7.7万 |
-4.19% |
回到中轨 |
| 23 |
2022-03-09 |
2022-03-25 |
5.40162 |
5.42457 |
¥6,945 |
+0.39% |
回到中轨 |
| 24 |
2022-04-22 |
2022-05-23 |
4.876332461 |
4.66533 |
¥-7.7万 |
-4.36% |
回到中轨 |
| 25 |
2022-07-07 |
2022-07-22 |
5.246813572 |
5.6943 |
¥14.5万 |
+8.50% |
回到中轨 |
| 26 |
2022-09-01 |
2022-09-13 |
4.926397475999999 |
5.22477 |
¥11.2万 |
+6.02% |
回到中轨 |
| 27 |
2023-03-20 |
2023-03-24 |
5.376982610999999 |
5.8241700000000005 |
¥16.3万 |
+8.28% |
回到中轨 |
| 28 |
2023-05-15 |
2023-06-05 |
5.296878586999999 |
5.464529999999999 |
¥6.7万 |
+3.13% |
回到中轨 |
| 29 |
2023-08-21 |
2023-09-04 |
5.667359698 |
6.0939 |
¥16.4万 |
+7.49% |
回到中轨 |
| 30 |
2023-10-09 |
2023-11-16 |
5.887645763999999 |
5.354640000000001 |
¥-21.3万 |
-9.08% |
回到中轨 |
| 31 |
2023-12-06 |
2023-12-26 |
4.926397476 |
4.92507 |
¥-1,217 |
-0.06% |
回到中轨 |
| 32 |
2024-05-22 |
2024-06-20 |
8.420935522999999 |
8.4915 |
¥1.7万 |
+0.81% |
回到中轨 |
| 33 |
2024-07-24 |
2024-08-19 |
7.559817264999999 |
7.47252 |
¥-2.6万 |
-1.18% |
回到中轨 |
| 34 |
2024-11-15 |
2024-12-12 |
7.449674232 |
7.472519999999999 |
¥5,911 |
+0.28% |
回到中轨 |
| 35 |
2024-12-19 |
2025-01-08 |
6.898959066999999 |
7.03296 |
¥4.0万 |
+1.91% |
回到中轨 |
| 36 |
2025-04-07 |
2025-04-23 |
6.518464952999999 |
7.1928 |
¥20.3万 |
+10.31% |
回到中轨 |
| 37 |
2026-03-13 |
2026-04-09 |
20.32639609 |
18.6813 |
¥-19.0万 |
-8.12% |
回到中轨 |
| 38 |
2026-10-16 |
2026-11-13 |
16.020804799999997 |
12.88 |
¥-43.1万 |
-19.63% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
10.940929999999998 |
85100.0 |
¥93.1万 |
|
| 2015-07-14 |
回到中轨 |
卖出 |
14.11587 |
85100.0 |
¥1.20M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
11.000990000000002 |
104500.0 |
¥1.15M |
|
| 2015-10-13 |
回到中轨 |
卖出 |
11.76822 |
104500.0 |
¥1.23M |
|
| 2015-11-16 |
跌破下轨 |
买入 |
4.58458 |
270500.0 |
¥1.24M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
3.48651 |
270500.0 |
¥94.3万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
3.8738699999999997 |
270700.0 |
¥1.05M |
|
| 2016-10-20 |
回到中轨 |
卖出 |
3.9160799999999996 |
270700.0 |
¥1.06M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
3.8838799999999996 |
271400.0 |
¥1.05M |
|
| 2017-01-11 |
回到中轨 |
卖出 |
3.84 |
271400.0 |
¥1.04M |
|
| 2017-04-25 |
跌破下轨 |
买入 |
4.19419 |
248400.0 |
¥1.04M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
4.34565 |
248400.0 |
¥1.08M |
|
| 2017-06-02 |
跌破下轨 |
买入 |
4.03403 |
266000.0 |
¥1.07M |
|
| 2017-06-13 |
回到中轨 |
卖出 |
4.22 |
266000.0 |
¥1.12M |
|
| 2017-10-19 |
跌破下轨 |
买入 |
6.7067 |
167800.0 |
¥1.13M |
|
| 2017-10-27 |
回到中轨 |
卖出 |
7.30269 |
167800.0 |
¥1.23M |
|
| 2017-11-16 |
跌破下轨 |
买入 |
6.396389999999999 |
192200.0 |
¥1.23M |
|
| 2017-11-27 |
回到中轨 |
卖出 |
6.643350000000001 |
192200.0 |
¥1.28M |
|
| 2018-02-08 |
跌破下轨 |
买入 |
6.816809999999998 |
182400.0 |
¥1.24M |
|
| 2018-02-26 |
回到中轨 |
卖出 |
8.05194 |
182400.0 |
¥1.47M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
6.066059999999999 |
244000.0 |
¥1.48M |
|
| 2018-07-12 |
回到中轨 |
卖出 |
6.20379 |
244000.0 |
¥1.51M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
5.4054 |
282400.0 |
¥1.53M |
|
| 2018-09-25 |
回到中轨 |
卖出 |
4.56543 |
282400.0 |
¥1.29M |
|
| 2018-10-12 |
跌破下轨 |
买入 |
3.8138099999999993 |
334000.0 |
¥1.27M |
|
| 2018-11-01 |
回到中轨 |
卖出 |
4.05594 |
334000.0 |
¥1.35M |
|
| 2019-01-03 |
跌破下轨 |
买入 |
3.7037 |
370900.0 |
¥1.37M |
|
| 2019-01-21 |
回到中轨 |
卖出 |
3.966030000000001 |
370900.0 |
¥1.47M |
|
| 2019-03-28 |
跌破下轨 |
买入 |
4.48448 |
328600.0 |
¥1.47M |
|
| 2019-04-02 |
回到中轨 |
卖出 |
4.995 |
328600.0 |
¥1.64M |
|
| 2019-04-26 |
跌破下轨 |
买入 |
4.42442 |
368100.0 |
¥1.63M |
|
| 2019-05-30 |
回到中轨 |
卖出 |
3.9660300000000004 |
368100.0 |
¥1.46M |
|
| 2019-07-09 |
跌破下轨 |
买入 |
3.89389 |
377700.0 |
¥1.47M |
|
| 2019-08-08 |
回到中轨 |
卖出 |
3.86613 |
377700.0 |
¥1.46M |
|
| 2019-10-09 |
跌破下轨 |
买入 |
3.5935899999999994 |
403800.0 |
¥1.45M |
|
| 2019-11-06 |
回到中轨 |
卖出 |
3.51648 |
403800.0 |
¥1.42M |
|
| 2020-02-03 |
跌破下轨 |
买入 |
3.71 |
346100.0 |
¥1.28M |
|
| 2020-02-12 |
回到中轨 |
卖出 |
4.21578 |
346100.0 |
¥1.46M |
|
| 2020-04-29 |
跌破下轨 |
买入 |
3.3433399999999995 |
477500.0 |
¥1.60M |
|
| 2020-05-07 |
回到中轨 |
卖出 |
3.6063899999999998 |
477500.0 |
¥1.72M |
|
| 2021-06-16 |
跌破下轨 |
买入 |
5.15515 |
333400.0 |
¥1.72M |
|
| 2021-07-06 |
回到中轨 |
卖出 |
5.55444 |
333400.0 |
¥1.85M |
|
| 2021-09-29 |
跌破下轨 |
买入 |
6.19 |
297300.0 |
¥1.84M |
|
| 2021-11-23 |
回到中轨 |
卖出 |
5.934060000000001 |
297300.0 |
¥1.76M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
5.4 |
325700.0 |
¥1.76M |
|
| 2022-03-25 |
回到中轨 |
卖出 |
5.42457 |
325700.0 |
¥1.77M |
|
| 2022-04-22 |
跌破下轨 |
买入 |
4.87487 |
362900.0 |
¥1.77M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
4.66533 |
362900.0 |
¥1.69M |
|
| 2022-07-07 |
跌破下轨 |
买入 |
5.24524 |
324200.0 |
¥1.70M |
|
| 2022-07-22 |
回到中轨 |
卖出 |
5.6943 |
324200.0 |
¥1.85M |
|
| 2022-09-01 |
跌破下轨 |
买入 |
4.924919999999999 |
376500.0 |
¥1.85M |
|
| 2022-09-13 |
回到中轨 |
卖出 |
5.22477 |
376500.0 |
¥1.97M |
|
| 2023-03-20 |
跌破下轨 |
买入 |
5.375369999999999 |
365700.0 |
¥1.97M |
|
| 2023-03-24 |
回到中轨 |
卖出 |
5.8241700000000005 |
365700.0 |
¥2.13M |
|
| 2023-05-15 |
跌破下轨 |
买入 |
5.29529 |
401200.0 |
¥2.13M |
|
| 2023-06-05 |
回到中轨 |
卖出 |
5.464529999999999 |
401200.0 |
¥2.19M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
5.66566 |
386700.0 |
¥2.19M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
6.0939 |
386700.0 |
¥2.36M |
|
| 2023-10-09 |
跌破下轨 |
买入 |
5.885879999999999 |
398700.0 |
¥2.35M |
|
| 2023-11-16 |
回到中轨 |
卖出 |
5.354640000000001 |
398700.0 |
¥2.13M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
4.924919999999999 |
434000.0 |
¥2.14M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
4.92507 |
434000.0 |
¥2.14M |
|
| 2024-05-22 |
跌破下轨 |
买入 |
8.41841 |
254500.0 |
¥2.14M |
|
| 2024-06-20 |
回到中轨 |
卖出 |
8.4915 |
254500.0 |
¥2.16M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
7.557549999999999 |
285700.0 |
¥2.16M |
|
| 2024-08-19 |
回到中轨 |
卖出 |
7.47252 |
285700.0 |
¥2.13M |
|
| 2024-11-15 |
跌破下轨 |
买入 |
7.447439999999999 |
286900.0 |
¥2.14M |
|
| 2024-12-12 |
回到中轨 |
卖出 |
7.472519999999999 |
286900.0 |
¥2.14M |
|
| 2024-12-19 |
跌破下轨 |
买入 |
6.89689 |
306200.0 |
¥2.11M |
|
| 2025-01-08 |
回到中轨 |
卖出 |
7.03296 |
306200.0 |
¥2.15M |
|
| 2025-04-07 |
跌破下轨 |
买入 |
6.516509999999999 |
301600.0 |
¥1.97M |
|
| 2025-04-23 |
回到中轨 |
卖出 |
7.1928 |
301600.0 |
¥2.17M |
|
| 2026-03-13 |
跌破下轨 |
买入 |
20.3203 |
115300.0 |
¥2.34M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
18.6813 |
115300.0 |
¥2.15M |
|
| 2026-10-16 |
跌破下轨 |
买入 |
16.016 |
137100.0 |
¥2.20M |
|
| 2026-11-13 |
强平 |
卖出 |
12.88 |
137100 |
¥1.77M |
回测结束强平 |