688012 中微公司 — 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: ¥74.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -25.25%）
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 24 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 |
2019-10-09 |
2019-11-01 |
66.88686003999999 |
66.89304 |
¥-206 |
-0.02% |
回到中轨 |
| 2 |
2020-08-27 |
2020-09-21 |
177.93106330999998 |
176.83299 |
¥-6,446 |
-0.65% |
回到中轨 |
| 3 |
2020-10-23 |
2020-11-04 |
156.20284679999997 |
168.03179999999998 |
¥7.4万 |
+7.54% |
回到中轨 |
| 4 |
2021-02-08 |
2021-04-01 |
135.96656773699996 |
107.892 |
¥-21.9万 |
-20.67% |
回到中轨 |
| 5 |
2021-05-10 |
2021-05-17 |
108.150445403 |
120.90897 |
¥9.8万 |
+11.76% |
回到中轨 |
| 6 |
2021-08-31 |
2021-09-13 |
159.80752787999998 |
164.835 |
¥2.9万 |
+3.12% |
回到中轨 |
| 7 |
2021-10-12 |
2021-10-25 |
149.724433859 |
156.20364 |
¥4.1万 |
+4.30% |
回到中轨 |
| 8 |
2021-12-08 |
2022-01-25 |
150.17501899399997 |
120.5793 |
¥-19.9万 |
-19.73% |
回到中轨 |
| 9 |
2022-03-15 |
2022-05-11 |
118.143422397 |
107.60228999999998 |
¥-7.2万 |
-8.95% |
回到中轨 |
| 10 |
2022-07-05 |
2022-07-07 |
111.1443333 |
127.75211999999999 |
¥11.1万 |
+14.91% |
回到中轨 |
| 11 |
2022-09-22 |
2022-10-26 |
115.65018464999999 |
100.40949 |
¥-11.1万 |
-13.20% |
回到中轨 |
| 12 |
2023-08-24 |
2023-08-30 |
130.08893497599996 |
142.857 |
¥7.3万 |
+9.78% |
回到中轨 |
| 13 |
2023-11-23 |
2023-11-30 |
159.12664367599996 |
166.7331 |
¥3.9万 |
+4.75% |
回到中轨 |
| 14 |
2023-12-08 |
2023-12-28 |
154.290363227 |
157.40244 |
¥1.7万 |
+1.99% |
回到中轨 |
| 15 |
2024-01-03 |
2024-02-23 |
145.61910262899997 |
126.68319 |
¥-11.2万 |
-13.03% |
回到中轨 |
| 16 |
2024-04-11 |
2024-04-30 |
142.1846426 |
145.4544 |
¥1.7万 |
+2.27% |
回到中轨 |
| 17 |
2024-08-23 |
2024-09-27 |
136.0408 |
130.0 |
¥-3.3万 |
-4.47% |
回到中轨 |
| 18 |
2024-12-16 |
2025-02-07 |
199.65927982 |
191.808 |
¥-2.9万 |
-3.96% |
回到中轨 |
| 19 |
2025-04-08 |
2025-04-15 |
176.2288528 |
188.79102 |
¥5.0万 |
+7.10% |
回到中轨 |
| 20 |
2025-05-13 |
2025-06-06 |
184.23925519999997 |
179.82 |
¥-1.8万 |
-2.43% |
回到中轨 |
| 21 |
2025-06-13 |
2025-06-24 |
165.224562503 |
178.3215 |
¥5.7万 |
+7.89% |
回到中轨 |
| 22 |
2026-03-10 |
2026-04-09 |
332.43169959999994 |
313.71596999999997 |
¥-4.5万 |
-5.66% |
回到中轨 |
| 23 |
2026-06-01 |
2026-06-18 |
290.37708699999996 |
349.65 |
¥14.8万 |
+20.38% |
回到中轨 |
| 24 |
2026-10-09 |
2026-11-13 |
313.03651278899997 |
255.74399999999997 |
¥-16.1万 |
-18.33% |
回到中轨 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-10-09 |
跌破下轨 |
买入 |
66.86679999999998 |
14800.0 |
¥99.0万 |
|
| 2019-11-01 |
回到中轨 |
卖出 |
66.89304 |
14800.0 |
¥99.0万 |
|
| 2020-08-27 |
跌破下轨 |
买入 |
177.87769999999998 |
5600.0 |
¥99.6万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
176.83299 |
5600.0 |
¥99.0万 |
|
| 2020-10-23 |
跌破下轨 |
买入 |
156.15599999999998 |
6300.0 |
¥98.4万 |
|
| 2020-11-04 |
回到中轨 |
卖出 |
168.03179999999998 |
6300.0 |
¥1.06M |
|
| 2021-02-08 |
跌破下轨 |
买入 |
135.92578999999998 |
7800.0 |
¥1.06M |
|
| 2021-04-01 |
回到中轨 |
卖出 |
107.892 |
7800.0 |
¥84.1万 |
|
| 2021-05-10 |
跌破下轨 |
买入 |
108.11801 |
7700.0 |
¥83.3万 |
|
| 2021-05-17 |
回到中轨 |
卖出 |
120.90897 |
7700.0 |
¥93.1万 |
|
| 2021-08-31 |
跌破下轨 |
买入 |
159.75959999999998 |
5900.0 |
¥94.3万 |
|
| 2021-09-13 |
回到中轨 |
卖出 |
164.835 |
5900.0 |
¥97.2万 |
|
| 2021-10-12 |
跌破下轨 |
买入 |
149.67952999999997 |
6400.0 |
¥95.8万 |
|
| 2021-10-25 |
回到中轨 |
卖出 |
156.20364 |
6400.0 |
¥99.9万 |
|
| 2021-12-08 |
跌破下轨 |
买入 |
150.12997999999996 |
6700.0 |
¥1.01M |
|
| 2022-01-25 |
回到中轨 |
卖出 |
120.5793 |
6700.0 |
¥80.8万 |
|
| 2022-03-15 |
跌破下轨 |
买入 |
118.10798999999999 |
6800.0 |
¥80.3万 |
|
| 2022-05-11 |
回到中轨 |
卖出 |
107.60228999999998 |
6800.0 |
¥73.1万 |
|
| 2022-07-05 |
跌破下轨 |
买入 |
111.11099999999999 |
6700.0 |
¥74.5万 |
|
| 2022-07-07 |
回到中轨 |
卖出 |
127.75211999999999 |
6700.0 |
¥85.6万 |
|
| 2022-09-22 |
跌破下轨 |
买入 |
115.61549999999998 |
7300.0 |
¥84.4万 |
|
| 2022-10-26 |
回到中轨 |
卖出 |
100.40949 |
7300.0 |
¥73.3万 |
|
| 2023-08-24 |
跌破下轨 |
买入 |
130.04992 |
5700.0 |
¥74.2万 |
|
| 2023-08-30 |
回到中轨 |
卖出 |
142.857 |
5700.0 |
¥81.4万 |
|
| 2023-11-23 |
跌破下轨 |
买入 |
159.07891999999998 |
5100.0 |
¥81.2万 |
|
| 2023-11-30 |
回到中轨 |
卖出 |
166.7331 |
5100.0 |
¥85.0万 |
|
| 2023-12-08 |
跌破下轨 |
买入 |
154.24409 |
5500.0 |
¥84.9万 |
|
| 2023-12-28 |
回到中轨 |
卖出 |
157.40244 |
5500.0 |
¥86.5万 |
|
| 2024-01-03 |
跌破下轨 |
买入 |
145.57542999999998 |
5900.0 |
¥85.9万 |
|
| 2024-02-23 |
回到中轨 |
卖出 |
126.68319 |
5900.0 |
¥74.7万 |
|
| 2024-04-11 |
跌破下轨 |
买入 |
142.142 |
5300.0 |
¥75.4万 |
|
| 2024-04-30 |
回到中轨 |
卖出 |
145.4544 |
5300.0 |
¥77.1万 |
|
| 2024-08-23 |
跌破下轨 |
买入 |
136.0 |
5500.0 |
¥74.8万 |
|
| 2024-09-27 |
回到中轨 |
卖出 |
130.0 |
5500.0 |
¥71.5万 |
|
| 2024-12-16 |
跌破下轨 |
买入 |
199.59939999999997 |
3700.0 |
¥73.9万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
191.808 |
3700.0 |
¥70.9万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
176.176 |
4000.0 |
¥70.5万 |
|
| 2025-04-15 |
回到中轨 |
卖出 |
188.79102 |
4000.0 |
¥75.5万 |
|
| 2025-05-13 |
跌破下轨 |
买入 |
184.18399999999997 |
4100.0 |
¥75.5万 |
|
| 2025-06-06 |
回到中轨 |
卖出 |
179.82 |
4100.0 |
¥73.7万 |
|
| 2025-06-13 |
跌破下轨 |
买入 |
165.17501 |
4400.0 |
¥72.7万 |
|
| 2025-06-24 |
回到中轨 |
卖出 |
178.3215 |
4400.0 |
¥78.4万 |
|
| 2026-03-10 |
跌破下轨 |
买入 |
332.33199999999994 |
2400.0 |
¥79.8万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
313.71596999999997 |
2400.0 |
¥75.3万 |
|
| 2026-06-01 |
跌破下轨 |
买入 |
290.28999999999996 |
2500.0 |
¥72.6万 |
|
| 2026-06-18 |
回到中轨 |
卖出 |
349.65 |
2500.0 |
¥87.4万 |
|
| 2026-10-09 |
跌破下轨 |
买入 |
312.94262999999995 |
2800.0 |
¥87.7万 |
|
| 2026-11-13 |
回到中轨 |
卖出 |
255.74399999999997 |
2800.0 |
¥71.6万 |
|