688009 中国通号 — 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: ¥74.5万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -25.48%）
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 |
2019-09-19 |
2019-12-10 |
9.272040778 |
6.6 |
¥-28.8万 |
-28.84% |
回到中轨 |
| 2 |
2020-04-27 |
2020-05-07 |
6.147983841999999 |
6.3936 |
¥2.8万 |
+3.96% |
回到中轨 |
| 3 |
2020-09-08 |
2020-09-10 |
6.047853812 |
6.343649999999999 |
¥3.6万 |
+4.86% |
回到中轨 |
| 4 |
2020-11-03 |
2020-11-10 |
5.937710778999999 |
6.20379 |
¥3.4万 |
+4.45% |
回到中轨 |
| 5 |
2020-12-25 |
2021-01-07 |
5.907671769999999 |
5.994 |
¥1.2万 |
+1.43% |
回到中轨 |
| 6 |
2021-02-04 |
2021-02-23 |
5.547203661999999 |
5.85414 |
¥4.5万 |
+5.50% |
回到中轨 |
| 7 |
2021-06-16 |
2021-06-23 |
5.577242671 |
5.65434 |
¥1.2万 |
+1.35% |
回到中轨 |
| 8 |
2021-07-16 |
2021-08-24 |
5.386995613999999 |
5.10489 |
¥-4.6万 |
-5.27% |
回到中轨 |
| 9 |
2021-10-29 |
2021-11-16 |
4.916384473 |
4.995 |
¥1.3万 |
+1.57% |
回到中轨 |
| 10 |
2021-12-01 |
2021-12-06 |
4.8663194579999995 |
4.995 |
¥2.2万 |
+2.61% |
回到中轨 |
| 11 |
2022-01-26 |
2022-02-10 |
4.846293451999999 |
4.975020000000001 |
¥2.3万 |
+2.63% |
回到中轨 |
| 12 |
2022-03-11 |
2022-04-07 |
4.6260073859999995 |
4.54545 |
¥-1.6万 |
-1.77% |
回到中轨 |
| 13 |
2022-04-22 |
2022-05-06 |
4.345643301999999 |
4.35564 |
¥1,736 |
+0.20% |
回到中轨 |
| 14 |
2022-08-04 |
2022-08-08 |
4.325617296 |
4.435560000000001 |
¥2.2万 |
+2.51% |
回到中轨 |
| 15 |
2022-08-25 |
2022-08-31 |
4.325617296000001 |
4.41558 |
¥1.8万 |
+2.05% |
回到中轨 |
| 16 |
2022-09-21 |
2022-10-13 |
4.20546126 |
4.275720000000001 |
¥1.5万 |
+1.64% |
回到中轨 |
| 17 |
2023-01-13 |
2023-01-19 |
4.626007385999999 |
4.75524 |
¥2.6万 |
+2.76% |
回到中轨 |
| 18 |
2023-08-29 |
2023-11-16 |
5.437060628999999 |
4.6953000000000005 |
¥-13.1万 |
-13.67% |
回到中轨 |
| 19 |
2023-11-28 |
2023-12-29 |
4.5058513499999995 |
4.35564 |
¥-2.8万 |
-3.36% |
回到中轨 |
| 20 |
2024-01-23 |
2024-01-26 |
4.065279218 |
4.6453500000000005 |
¥11.3万 |
+14.23% |
回到中轨 |
| 21 |
2024-08-27 |
2024-09-25 |
5.50715165 |
5.1 |
¥-6.8万 |
-7.42% |
回到中轨 |
| 22 |
2024-12-23 |
2025-01-27 |
6.268139877999999 |
5.87412 |
¥-5.3万 |
-6.31% |
回到中轨 |
| 23 |
2025-02-19 |
2025-02-25 |
5.617294682999999 |
5.804189999999999 |
¥2.6万 |
+3.30% |
回到中轨 |
| 24 |
2025-04-03 |
2025-06-10 |
5.527177655999999 |
5.11488 |
¥-6.1万 |
-7.49% |
回到中轨 |
| 25 |
2025-11-25 |
2025-12-11 |
5.2167745629999995 |
5.32467 |
¥1.5万 |
+2.04% |
回到中轨 |
| 26 |
2026-05-07 |
2026-06-03 |
5.096618526999999 |
4.93506 |
¥-2.5万 |
-3.20% |
回到中轨 |
| 27 |
2026-09-11 |
2026-10-13 |
4.846293451999999 |
4.83516 |
¥-1,932 |
-0.26% |
回到中轨 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-09-19 |
跌破下轨 |
买入 |
9.26926 |
107700.0 |
¥99.9万 |
|
| 2019-12-10 |
回到中轨 |
卖出 |
6.6 |
107700.0 |
¥71.1万 |
|
| 2020-04-27 |
跌破下轨 |
买入 |
6.146139999999999 |
115000.0 |
¥70.7万 |
|
| 2020-05-07 |
回到中轨 |
卖出 |
6.3936 |
115000.0 |
¥73.5万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
6.04604 |
122100.0 |
¥73.8万 |
|
| 2020-09-10 |
回到中轨 |
卖出 |
6.343649999999999 |
122100.0 |
¥77.4万 |
|
| 2020-11-03 |
跌破下轨 |
买入 |
5.935929999999999 |
130100.0 |
¥77.2万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
6.20379 |
130100.0 |
¥80.7万 |
|
| 2020-12-25 |
跌破下轨 |
买入 |
5.9059 |
136100.0 |
¥80.4万 |
|
| 2021-01-07 |
回到中轨 |
卖出 |
5.994 |
136100.0 |
¥81.6万 |
|
| 2021-02-04 |
跌破下轨 |
买入 |
5.545539999999999 |
147000.0 |
¥81.5万 |
|
| 2021-02-23 |
回到中轨 |
卖出 |
5.85414 |
147000.0 |
¥86.0万 |
|
| 2021-06-16 |
跌破下轨 |
买入 |
5.57557 |
155000.0 |
¥86.4万 |
|
| 2021-06-23 |
回到中轨 |
卖出 |
5.65434 |
155000.0 |
¥87.6万 |
|
| 2021-07-16 |
跌破下轨 |
买入 |
5.38538 |
162400.0 |
¥87.5万 |
|
| 2021-08-24 |
回到中轨 |
卖出 |
5.10489 |
162400.0 |
¥82.9万 |
|
| 2021-10-29 |
跌破下轨 |
买入 |
4.91491 |
168200.0 |
¥82.7万 |
|
| 2021-11-16 |
回到中轨 |
卖出 |
4.995 |
168200.0 |
¥84.0万 |
|
| 2021-12-01 |
跌破下轨 |
买入 |
4.86486 |
173300.0 |
¥84.3万 |
|
| 2021-12-06 |
回到中轨 |
卖出 |
4.995 |
173300.0 |
¥86.5万 |
|
| 2022-01-26 |
跌破下轨 |
买入 |
4.84484 |
178600.0 |
¥86.6万 |
|
| 2022-02-10 |
回到中轨 |
卖出 |
4.975020000000001 |
178600.0 |
¥88.8万 |
|
| 2022-03-11 |
跌破下轨 |
买入 |
4.624619999999999 |
191100.0 |
¥88.4万 |
|
| 2022-04-07 |
回到中轨 |
卖出 |
4.54545 |
191100.0 |
¥86.8万 |
|
| 2022-04-22 |
跌破下轨 |
买入 |
4.344339999999999 |
199800.0 |
¥86.8万 |
|
| 2022-05-06 |
回到中轨 |
卖出 |
4.35564 |
199800.0 |
¥87.0万 |
|
| 2022-08-04 |
跌破下轨 |
买入 |
4.32432 |
202100.0 |
¥87.4万 |
|
| 2022-08-08 |
回到中轨 |
卖出 |
4.435560000000001 |
202100.0 |
¥89.6万 |
|
| 2022-08-25 |
跌破下轨 |
买入 |
4.32432 |
207600.0 |
¥89.8万 |
|
| 2022-08-31 |
回到中轨 |
卖出 |
4.41558 |
207600.0 |
¥91.6万 |
|
| 2022-09-21 |
跌破下轨 |
买入 |
4.2042 |
217400.0 |
¥91.4万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
4.275720000000001 |
217400.0 |
¥92.9万 |
|
| 2023-01-13 |
跌破下轨 |
买入 |
4.624619999999999 |
201300.0 |
¥93.1万 |
|
| 2023-01-19 |
回到中轨 |
卖出 |
4.75524 |
201300.0 |
¥95.7万 |
|
| 2023-08-29 |
跌破下轨 |
买入 |
5.435429999999999 |
176000.0 |
¥95.7万 |
|
| 2023-11-16 |
回到中轨 |
卖出 |
4.6953000000000005 |
176000.0 |
¥82.6万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
4.504499999999999 |
183400.0 |
¥82.6万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
4.35564 |
183400.0 |
¥79.9万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
4.06406 |
196000.0 |
¥79.7万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
4.6453500000000005 |
196000.0 |
¥91.0万 |
|
| 2024-08-27 |
跌破下轨 |
买入 |
5.5055 |
165200.0 |
¥91.0万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
5.1 |
165200.0 |
¥84.2万 |
|
| 2024-12-23 |
跌破下轨 |
买入 |
6.266259999999999 |
134200.0 |
¥84.1万 |
|
| 2025-01-27 |
回到中轨 |
卖出 |
5.87412 |
134200.0 |
¥78.8万 |
|
| 2025-02-19 |
跌破下轨 |
买入 |
5.615609999999999 |
140100.0 |
¥78.7万 |
|
| 2025-02-25 |
回到中轨 |
卖出 |
5.804189999999999 |
140100.0 |
¥81.3万 |
|
| 2025-04-03 |
跌破下轨 |
买入 |
5.525519999999999 |
147300.0 |
¥81.4万 |
|
| 2025-06-10 |
回到中轨 |
卖出 |
5.11488 |
147300.0 |
¥75.3万 |
|
| 2025-11-25 |
跌破下轨 |
买入 |
5.215209999999999 |
144900.0 |
¥75.6万 |
|
| 2025-12-11 |
回到中轨 |
卖出 |
5.32467 |
144900.0 |
¥77.1万 |
|
| 2026-05-07 |
跌破下轨 |
买入 |
5.095089999999999 |
151400.0 |
¥77.2万 |
|
| 2026-06-03 |
回到中轨 |
卖出 |
4.93506 |
151400.0 |
¥74.7万 |
|
| 2026-09-11 |
跌破下轨 |
买入 |
4.84484 |
153500.0 |
¥74.4万 |
|
| 2026-10-13 |
回到中轨 |
卖出 |
4.83516 |
153500.0 |
¥74.2万 |
|