688008 澜起科技 — 布林下轨抄底 回测明细
数据区间: 2019-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.15M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +114.78%）
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 27 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 |
2019-08-26 |
2019-09-04 |
66.836795025 |
73.926 |
¥10.5万 |
+10.57% |
回到中轨 |
| 2 |
2019-10-08 |
2019-11-05 |
63.362282984000004 |
61.03889999999999 |
¥-4.1万 |
-3.70% |
回到中轨 |
| 3 |
2020-01-08 |
2020-01-14 |
68.09843340299999 |
75.07485000000001 |
¥10.7万 |
+10.21% |
回到中轨 |
| 4 |
2020-08-26 |
2020-09-16 |
84.60987535 |
81.90800999999999 |
¥-3.8万 |
-3.22% |
回到中轨 |
| 5 |
2020-10-26 |
2020-11-10 |
73.18503892700001 |
78.7212 |
¥8.4万 |
+7.53% |
回到中轨 |
| 6 |
2021-02-26 |
2021-04-07 |
77.32319 |
66.48344999999999 |
¥-16.7万 |
-14.04% |
回到中轨 |
| 7 |
2021-05-07 |
2021-05-28 |
54.566365 |
59.830110000000005 |
¥10.0万 |
+9.61% |
回到中轨 |
| 8 |
2021-07-19 |
2021-07-23 |
58.997693999999996 |
63.8361 |
¥9.3万 |
+8.17% |
回到中轨 |
| 9 |
2021-08-19 |
2021-08-31 |
57.074117099999995 |
62.32761000000001 |
¥11.4万 |
+9.17% |
回到中轨 |
| 10 |
2022-01-14 |
2022-01-19 |
73.59557204999999 |
81.85806 |
¥15.0万 |
+11.19% |
回到中轨 |
| 11 |
2022-02-09 |
2022-02-16 |
68.88946064 |
77.4225 |
¥18.6万 |
+12.35% |
回到中轨 |
| 12 |
2022-03-28 |
2022-05-06 |
69.98087796699998 |
59.94 |
¥-23.8万 |
-14.37% |
回到中轨 |
| 13 |
2022-07-13 |
2022-07-22 |
53.429384007999985 |
57.90204 |
¥12.1万 |
+8.34% |
回到中轨 |
| 14 |
2022-09-27 |
2022-10-25 |
52.06761559999999 |
49.44051 |
¥-8.0万 |
-5.07% |
回到中轨 |
| 15 |
2023-01-16 |
2023-01-30 |
61.37970838999999 |
65.15478 |
¥9.1万 |
+6.12% |
回到中轨 |
| 16 |
2023-01-31 |
2023-02-10 |
57.61728 |
61.42851 |
¥10.0万 |
+6.58% |
回到中轨 |
| 17 |
2023-04-27 |
2023-05-26 |
63.65266007099999 |
60.1398 |
¥-9.2万 |
-5.55% |
回到中轨 |
| 18 |
2023-08-14 |
2023-09-05 |
54.37060628999999 |
51.4485 |
¥-8.5万 |
-5.40% |
回到中轨 |
| 19 |
2023-09-27 |
2023-10-11 |
49.304026772 |
53.12682 |
¥11.6万 |
+7.72% |
回到中轨 |
| 20 |
2023-10-23 |
2023-10-31 |
47.431595210999994 |
55.944 |
¥28.6万 |
+17.91% |
回到中轨 |
| 21 |
2024-01-18 |
2024-02-20 |
52.067615599999996 |
51.4485 |
¥-2.3万 |
-1.22% |
回到中轨 |
| 22 |
2024-03-20 |
2024-04-15 |
48.913519654999995 |
48.06 |
¥-3.3万 |
-1.77% |
回到中轨 |
| 23 |
2024-08-07 |
2024-09-27 |
53.14901992399999 |
52.99 |
¥-6,070 |
-0.33% |
回到中轨 |
| 24 |
2025-04-09 |
2025-04-14 |
64.58386935 |
74.98494000000001 |
¥29.1万 |
+16.07% |
回到中轨 |
| 25 |
2026-03-04 |
2026-04-10 |
147.1911441 |
142.857 |
¥-6.3万 |
-2.97% |
回到中轨 |
| 26 |
2026-07-17 |
2026-08-13 |
205.27657450299998 |
221.57819999999998 |
¥15.9万 |
+7.91% |
回到中轨 |
| 27 |
2026-10-15 |
2026-11-13 |
157.854992295 |
150.97 |
¥-8.9万 |
-4.39% |
强平 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-08-26 |
跌破下轨 |
买入 |
66.81675 |
14800.0 |
¥98.9万 |
|
| 2019-09-04 |
回到中轨 |
卖出 |
73.926 |
14800.0 |
¥1.09M |
|
| 2019-10-08 |
跌破下轨 |
买入 |
63.34327999999999 |
17400.0 |
¥1.10M |
|
| 2019-11-05 |
回到中轨 |
卖出 |
61.03889999999999 |
17400.0 |
¥1.06M |
|
| 2020-01-08 |
跌破下轨 |
买入 |
68.07800999999999 |
15400.0 |
¥1.05M |
|
| 2020-01-14 |
回到中轨 |
卖出 |
75.07485000000001 |
15400.0 |
¥1.16M |
|
| 2020-08-26 |
跌破下轨 |
买入 |
84.58449999999999 |
13800.0 |
¥1.17M |
|
| 2020-09-16 |
回到中轨 |
卖出 |
81.90800999999999 |
13800.0 |
¥1.13M |
|
| 2020-10-26 |
跌破下轨 |
买入 |
73.16309 |
15300.0 |
¥1.12M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
78.7212 |
15300.0 |
¥1.20M |
|
| 2021-02-26 |
跌破下轨 |
买入 |
77.3 |
15400.0 |
¥1.19M |
|
| 2021-04-07 |
回到中轨 |
卖出 |
66.48344999999999 |
15400.0 |
¥1.02M |
|
| 2021-05-07 |
跌破下轨 |
买入 |
54.55 |
19100.0 |
¥1.04M |
|
| 2021-05-28 |
回到中轨 |
卖出 |
59.830110000000005 |
19100.0 |
¥1.14M |
|
| 2021-07-19 |
跌破下轨 |
买入 |
58.98 |
19400.0 |
¥1.14M |
|
| 2021-07-23 |
回到中轨 |
卖出 |
63.8361 |
19400.0 |
¥1.24M |
|
| 2021-08-19 |
跌破下轨 |
买入 |
57.056999999999995 |
21700.0 |
¥1.24M |
|
| 2021-08-31 |
回到中轨 |
卖出 |
62.32761000000001 |
21700.0 |
¥1.35M |
|
| 2022-01-14 |
跌破下轨 |
买入 |
73.5735 |
18200.0 |
¥1.34M |
|
| 2022-01-19 |
回到中轨 |
卖出 |
81.85806 |
18200.0 |
¥1.49M |
|
| 2022-02-09 |
跌破下轨 |
买入 |
68.8688 |
21800.0 |
¥1.50M |
|
| 2022-02-16 |
回到中轨 |
卖出 |
77.4225 |
21800.0 |
¥1.69M |
|
| 2022-03-28 |
跌破下轨 |
买入 |
69.95988999999999 |
23700.0 |
¥1.66M |
|
| 2022-05-06 |
回到中轨 |
卖出 |
59.94 |
23700.0 |
¥1.42M |
|
| 2022-07-13 |
跌破下轨 |
买入 |
53.41335999999998 |
27100.0 |
¥1.45M |
|
| 2022-07-22 |
回到中轨 |
卖出 |
57.90204 |
27100.0 |
¥1.57M |
|
| 2022-09-27 |
跌破下轨 |
买入 |
52.05199999999999 |
30100.0 |
¥1.57M |
|
| 2022-10-25 |
回到中轨 |
卖出 |
49.44051 |
30100.0 |
¥1.49M |
|
| 2023-01-16 |
跌破下轨 |
买入 |
61.361299999999986 |
24200.0 |
¥1.49M |
|
| 2023-01-30 |
回到中轨 |
卖出 |
65.15478 |
24200.0 |
¥1.58M |
|
| 2023-01-31 |
跌破下轨 |
买入 |
57.6 |
26400.0 |
¥1.52M |
|
| 2023-02-10 |
回到中轨 |
卖出 |
61.42851 |
26400.0 |
¥1.62M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
63.633569999999985 |
26100.0 |
¥1.66M |
|
| 2023-05-26 |
回到中轨 |
卖出 |
60.1398 |
26100.0 |
¥1.57M |
|
| 2023-08-14 |
跌破下轨 |
买入 |
54.35429999999999 |
29100.0 |
¥1.58M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
51.4485 |
29100.0 |
¥1.50M |
|
| 2023-09-27 |
跌破下轨 |
买入 |
49.28924 |
30500.0 |
¥1.50M |
|
| 2023-10-11 |
回到中轨 |
卖出 |
53.12682 |
30500.0 |
¥1.62M |
|
| 2023-10-23 |
跌破下轨 |
买入 |
47.41736999999999 |
33700.0 |
¥1.60M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
55.944 |
33700.0 |
¥1.88M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
52.05199999999999 |
36200.0 |
¥1.88M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
51.4485 |
36200.0 |
¥1.86M |
|
| 2024-03-20 |
跌破下轨 |
买入 |
48.898849999999996 |
38500.0 |
¥1.88M |
|
| 2024-04-15 |
回到中轨 |
卖出 |
48.06 |
38500.0 |
¥1.85M |
|
| 2024-08-07 |
跌破下轨 |
买入 |
53.13307999999999 |
34700.0 |
¥1.84M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
52.99 |
34700.0 |
¥1.84M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
64.5645 |
28000.0 |
¥1.81M |
|
| 2025-04-14 |
回到中轨 |
卖出 |
74.98494000000001 |
28000.0 |
¥2.10M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
147.147 |
14400.0 |
¥2.12M |
|
| 2026-04-10 |
回到中轨 |
卖出 |
142.857 |
14400.0 |
¥2.06M |
|
| 2026-07-17 |
跌破下轨 |
买入 |
205.21500999999998 |
9800.0 |
¥2.01M |
|
| 2026-08-13 |
回到中轨 |
卖出 |
221.57819999999998 |
9800.0 |
¥2.17M |
|
| 2026-10-15 |
跌破下轨 |
买入 |
157.80765 |
12800.0 |
¥2.02M |
|
| 2026-11-13 |
强平 |
卖出 |
150.97 |
12800 |
¥1.93M |
回测结束强平 |