605499 东鹏饮料 — 布林下轨抄底 回测明细
数据区间: 2021-05-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.38M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +37.87%）
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 25 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 |
2021-07-22 |
2021-08-10 |
218.0654 |
214.785 |
¥-1.5万 |
-1.53% |
回到中轨 |
| 2 |
2021-08-31 |
2021-09-09 |
169.2197507 |
191.80799999999996 |
¥12.8万 |
+13.31% |
回到中轨 |
| 3 |
2021-12-20 |
2022-01-20 |
177.23015309999997 |
175.06476 |
¥-1.4万 |
-1.25% |
回到中轨 |
| 4 |
2022-03-15 |
2022-04-15 |
146.18984379999998 |
136.84302 |
¥-6.9万 |
-6.42% |
回到中轨 |
| 5 |
2022-04-26 |
2022-05-12 |
120.80688119499999 |
129.87 |
¥7.7万 |
+7.47% |
回到中轨 |
| 6 |
2022-08-01 |
2022-08-04 |
153.058763858 |
163.19664 |
¥7.3万 |
+6.59% |
回到中轨 |
| 7 |
2022-08-19 |
2022-09-28 |
151.917281516 |
143.98587 |
¥-6.1万 |
-5.25% |
回到中轨 |
| 8 |
2023-03-16 |
2023-03-31 |
195.24354549699999 |
198.25154999999998 |
¥1.7万 |
+1.51% |
回到中轨 |
| 9 |
2023-04-07 |
2023-04-25 |
186.822609974 |
185.42439000000002 |
¥-8,723 |
-0.78% |
回到中轨 |
| 10 |
2023-05-05 |
2023-05-19 |
171.22235129999999 |
177.96 |
¥4.3万 |
+3.90% |
回到中轨 |
| 11 |
2023-05-31 |
2023-06-14 |
159.356942745 |
172.96686 |
¥9.8万 |
+8.51% |
回到中轨 |
| 12 |
2023-08-15 |
2023-08-18 |
177.390361148 |
184.58523000000002 |
¥5.1万 |
+4.02% |
回到中轨 |
| 13 |
2023-10-23 |
2023-10-27 |
174.99725343099996 |
182.03 |
¥5.2万 |
+3.99% |
回到中轨 |
| 14 |
2023-12-21 |
2024-01-04 |
175.72820265 |
183.90591 |
¥6.3万 |
+4.62% |
回到中轨 |
| 15 |
2024-01-10 |
2024-02-06 |
171.57280640499997 |
170.64918 |
¥-8,091 |
-0.57% |
回到中轨 |
| 16 |
2024-07-04 |
2024-07-12 |
201.41155534499995 |
226.773 |
¥17.7万 |
+12.56% |
回到中轨 |
| 17 |
2024-08-27 |
2024-09-03 |
229.77839284399997 |
238.37139000000005 |
¥5.9万 |
+3.71% |
回到中轨 |
| 18 |
2025-02-24 |
2025-03-04 |
213.327028915 |
223.38639 |
¥7.6万 |
+4.68% |
回到中轨 |
| 19 |
2025-07-09 |
2025-08-05 |
304.38527819699993 |
294.08 |
¥-5.9万 |
-3.41% |
回到中轨 |
| 20 |
2025-11-04 |
2025-12-02 |
269.98096999999996 |
268.40133000000003 |
¥-1.0万 |
-0.61% |
回到中轨 |
| 21 |
2026-01-20 |
2026-02-05 |
261.129105237 |
268.45128000000005 |
¥4.6万 |
+2.77% |
回到中轨 |
| 22 |
2026-03-03 |
2026-04-30 |
237.60856119 |
204.6951 |
¥-23.4万 |
-13.88% |
回到中轨 |
| 23 |
2026-05-18 |
2026-07-02 |
142.124564582 |
127.76211 |
¥-11.4万 |
-10.13% |
回到中轨 |
| 24 |
2026-09-10 |
2026-10-12 |
116.65148494999997 |
113.886 |
¥-3.2万 |
-2.40% |
回到中轨 |
| 25 |
2026-10-21 |
2026-11-03 |
105.83744171 |
109.66 |
¥4.7万 |
+3.58% |
回到中轨 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-07-22 |
跌破下轨 |
买入 |
218.0 |
4500.0 |
¥98.1万 |
|
| 2021-08-10 |
回到中轨 |
卖出 |
214.785 |
4500.0 |
¥96.6万 |
|
| 2021-08-31 |
跌破下轨 |
买入 |
169.16899999999998 |
5700.0 |
¥96.5万 |
|
| 2021-09-09 |
回到中轨 |
卖出 |
191.80799999999996 |
5700.0 |
¥1.09M |
|
| 2021-12-20 |
跌破下轨 |
买入 |
177.177 |
6200.0 |
¥1.10M |
|
| 2022-01-20 |
回到中轨 |
卖出 |
175.06476 |
6200.0 |
¥1.09M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
146.146 |
7400.0 |
¥1.08M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
136.84302 |
7400.0 |
¥1.01M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
120.77064999999999 |
8500.0 |
¥1.03M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
129.87 |
8500.0 |
¥1.10M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
153.01286 |
7200.0 |
¥1.10M |
|
| 2022-08-04 |
回到中轨 |
卖出 |
163.19664 |
7200.0 |
¥1.17M |
|
| 2022-08-19 |
跌破下轨 |
买入 |
151.87171999999998 |
7700.0 |
¥1.17M |
|
| 2022-09-28 |
回到中轨 |
卖出 |
143.98587 |
7700.0 |
¥1.11M |
|
| 2023-03-16 |
跌破下轨 |
买入 |
195.18498999999997 |
5600.0 |
¥1.09M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
198.25154999999998 |
5600.0 |
¥1.11M |
|
| 2023-04-07 |
跌破下轨 |
买入 |
186.76658 |
6000.0 |
¥1.12M |
|
| 2023-04-25 |
回到中轨 |
卖出 |
185.42439000000002 |
6000.0 |
¥1.11M |
|
| 2023-05-05 |
跌破下轨 |
买入 |
171.171 |
6500.0 |
¥1.11M |
|
| 2023-05-19 |
回到中轨 |
卖出 |
177.96 |
6500.0 |
¥1.16M |
|
| 2023-05-31 |
跌破下轨 |
买入 |
159.30915 |
7200.0 |
¥1.15M |
|
| 2023-06-14 |
回到中轨 |
卖出 |
172.96686 |
7200.0 |
¥1.24M |
|
| 2023-08-15 |
跌破下轨 |
买入 |
177.33715999999998 |
7100.0 |
¥1.26M |
|
| 2023-08-18 |
回到中轨 |
卖出 |
184.58523000000002 |
7100.0 |
¥1.31M |
|
| 2023-10-23 |
跌破下轨 |
买入 |
174.94476999999995 |
7400.0 |
¥1.29M |
|
| 2023-10-27 |
回到中轨 |
卖出 |
182.03 |
7400.0 |
¥1.35M |
|
| 2023-12-21 |
跌破下轨 |
买入 |
175.67549999999997 |
7700.0 |
¥1.35M |
|
| 2024-01-04 |
回到中轨 |
卖出 |
183.90591 |
7700.0 |
¥1.42M |
|
| 2024-01-10 |
跌破下轨 |
买入 |
171.52134999999998 |
8300.0 |
¥1.42M |
|
| 2024-02-06 |
回到中轨 |
卖出 |
170.64918 |
8300.0 |
¥1.42M |
|
| 2024-07-04 |
跌破下轨 |
买入 |
201.35114999999996 |
7000.0 |
¥1.41M |
|
| 2024-07-12 |
回到中轨 |
卖出 |
226.773 |
7000.0 |
¥1.59M |
|
| 2024-08-27 |
跌破下轨 |
买入 |
229.70947999999996 |
6900.0 |
¥1.59M |
|
| 2024-09-03 |
回到中轨 |
卖出 |
238.37139000000005 |
6900.0 |
¥1.64M |
|
| 2025-02-24 |
跌破下轨 |
买入 |
213.26305 |
7600.0 |
¥1.62M |
|
| 2025-03-04 |
回到中轨 |
卖出 |
223.38639 |
7600.0 |
¥1.70M |
|
| 2025-07-09 |
跌破下轨 |
买入 |
304.29398999999995 |
5700.0 |
¥1.73M |
|
| 2025-08-05 |
回到中轨 |
卖出 |
294.08 |
5700.0 |
¥1.68M |
|
| 2025-11-04 |
跌破下轨 |
买入 |
269.9 |
6100.0 |
¥1.65M |
|
| 2025-12-02 |
回到中轨 |
卖出 |
268.40133000000003 |
6100.0 |
¥1.64M |
|
| 2026-01-20 |
跌破下轨 |
买入 |
261.05079 |
6300.0 |
¥1.65M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
268.45128000000005 |
6300.0 |
¥1.69M |
|
| 2026-03-03 |
跌破下轨 |
买入 |
237.5373 |
7100.0 |
¥1.69M |
|
| 2026-04-30 |
回到中轨 |
卖出 |
204.6951 |
7100.0 |
¥1.45M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
142.08193999999997 |
7900.0 |
¥1.12M |
|
| 2026-07-02 |
回到中轨 |
卖出 |
127.76211 |
7900.0 |
¥1.01M |
|
| 2026-09-10 |
跌破下轨 |
买入 |
116.61649999999997 |
11500.0 |
¥1.34M |
|
| 2026-10-12 |
回到中轨 |
卖出 |
113.886 |
11500.0 |
¥1.31M |
|
| 2026-10-21 |
跌破下轨 |
买入 |
105.8057 |
12400.0 |
¥1.31M |
|
| 2026-11-03 |
回到中轨 |
卖出 |
109.66 |
12400.0 |
¥1.36M |
|