688036 传音控股 — 布林下轨抄底 回测明细
数据区间: 2019-09-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥95.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -4.63%）
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 22 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 |
2019-11-26 |
2019-12-11 |
38.700256595 |
41.23872 |
¥6.5万 |
+6.53% |
回到中轨 |
| 2 |
2020-03-10 |
2020-04-24 |
50.76592521 |
49.81014 |
¥-2.0万 |
-1.91% |
回到中轨 |
| 3 |
2020-12-18 |
2020-12-28 |
128.66708854999996 |
139.4604 |
¥8.7万 |
+8.36% |
回到中轨 |
| 4 |
2021-04-12 |
2021-04-28 |
167.01689004000002 |
191.15865000000002 |
¥16.1万 |
+14.42% |
回到中轨 |
| 5 |
2021-05-10 |
2021-05-25 |
148.83327659199998 |
169.04079000000002 |
¥17.1万 |
+13.54% |
回到中轨 |
| 6 |
2021-08-27 |
2021-09-27 |
152.07748956399996 |
149.04081 |
¥-3.0万 |
-2.03% |
回到中轨 |
| 7 |
2022-01-12 |
2022-02-28 |
137.52859620499999 |
139.7601 |
¥2.2万 |
+1.59% |
回到中轨 |
| 8 |
2022-03-09 |
2022-05-20 |
121.01629399999999 |
92.907 |
¥-33.8万 |
-23.25% |
回到中轨 |
| 9 |
2022-07-14 |
2022-08-08 |
75.58815964699998 |
74.17575 |
¥-2.1万 |
-1.90% |
回到中轨 |
| 10 |
2022-09-06 |
2022-10-17 |
63.061892893999996 |
61.12881 |
¥-3.4万 |
-3.09% |
回到中轨 |
| 11 |
2023-07-31 |
2023-08-08 |
122.338870654 |
133.866 |
¥10.0万 |
+9.39% |
回到中轨 |
| 12 |
2023-12-01 |
2023-12-08 |
110.83393020700001 |
122.44742999999998 |
¥12.0万 |
+10.45% |
回到中轨 |
| 13 |
2024-04-26 |
2024-07-11 |
145.18854349999998 |
81.918 |
¥-55.7万 |
-43.60% |
回到中轨 |
| 14 |
2024-11-26 |
2024-12-02 |
84.780096401 |
93.03687 |
¥7.0万 |
+9.71% |
回到中轨 |
| 15 |
2025-01-07 |
2025-01-15 |
87.623789253 |
92.64725999999999 |
¥4.5万 |
+5.70% |
回到中轨 |
| 16 |
2025-04-02 |
2025-06-10 |
87.60376324699999 |
75.20472 |
¥-11.9万 |
-14.18% |
回到中轨 |
| 17 |
2025-11-10 |
2025-12-02 |
67.52025 |
71.95797 |
¥4.7万 |
+6.54% |
回到中轨 |
| 18 |
2026-01-21 |
2026-03-09 |
62.18074863 |
57.2427 |
¥-6.1万 |
-7.97% |
回到中轨 |
| 19 |
2026-06-10 |
2026-06-30 |
55.866755 |
56.66328 |
¥9,744 |
+1.40% |
回到中轨 |
| 20 |
2026-08-05 |
2026-08-26 |
57.28439016299999 |
58.41153 |
¥1.4万 |
+1.94% |
回到中轨 |
| 21 |
2026-09-10 |
2026-09-23 |
52.568265749999995 |
56.54339999999999 |
¥5.5万 |
+7.53% |
回到中轨 |
| 22 |
2026-10-09 |
2026-10-21 |
46.059813799999986 |
55.79415 |
¥16.5万 |
+21.10% |
回到中轨 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-11-26 |
跌破下轨 |
买入 |
38.688649999999996 |
25700.0 |
¥99.5万 |
|
| 2019-12-11 |
回到中轨 |
卖出 |
41.23872 |
25700.0 |
¥1.06M |
|
| 2020-03-10 |
跌破下轨 |
买入 |
50.750699999999995 |
20100.0 |
¥1.02M |
|
| 2020-04-24 |
回到中轨 |
卖出 |
49.81014 |
20100.0 |
¥1.00M |
|
| 2020-12-18 |
跌破下轨 |
买入 |
128.62849999999997 |
8100.0 |
¥1.04M |
|
| 2020-12-28 |
回到中轨 |
卖出 |
139.4604 |
8100.0 |
¥1.13M |
|
| 2021-04-12 |
跌破下轨 |
买入 |
166.9668 |
6700.0 |
¥1.12M |
|
| 2021-04-28 |
回到中轨 |
卖出 |
191.15865000000002 |
6700.0 |
¥1.28M |
|
| 2021-05-10 |
跌破下轨 |
买入 |
148.78863999999996 |
8500.0 |
¥1.27M |
|
| 2021-05-25 |
回到中轨 |
卖出 |
169.04079000000002 |
8500.0 |
¥1.44M |
|
| 2021-08-27 |
跌破下轨 |
买入 |
152.03187999999997 |
9600.0 |
¥1.46M |
|
| 2021-09-27 |
回到中轨 |
卖出 |
149.04081 |
9600.0 |
¥1.43M |
|
| 2022-01-12 |
跌破下轨 |
买入 |
137.48735 |
10100.0 |
¥1.39M |
|
| 2022-02-28 |
回到中轨 |
卖出 |
139.7601 |
10100.0 |
¥1.41M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
120.98 |
12000.0 |
¥1.45M |
|
| 2022-05-20 |
回到中轨 |
卖出 |
92.907 |
12000.0 |
¥1.11M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
75.56548999999998 |
14700.0 |
¥1.11M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
74.17575 |
14700.0 |
¥1.09M |
|
| 2022-09-06 |
跌破下轨 |
买入 |
63.04298 |
17400.0 |
¥1.10M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
61.12881 |
17400.0 |
¥1.06M |
|
| 2023-07-31 |
跌破下轨 |
买入 |
122.30218 |
8700.0 |
¥1.06M |
|
| 2023-08-08 |
回到中轨 |
卖出 |
133.866 |
8700.0 |
¥1.16M |
|
| 2023-12-01 |
跌破下轨 |
买入 |
110.80069 |
10400.0 |
¥1.15M |
|
| 2023-12-08 |
回到中轨 |
卖出 |
122.44742999999998 |
10400.0 |
¥1.27M |
|
| 2024-04-26 |
跌破下轨 |
买入 |
145.14499999999998 |
8800.0 |
¥1.28M |
|
| 2024-07-11 |
回到中轨 |
卖出 |
81.918 |
8800.0 |
¥72.1万 |
|
| 2024-11-26 |
跌破下轨 |
买入 |
84.75466999999999 |
8500.0 |
¥72.1万 |
|
| 2024-12-02 |
回到中轨 |
卖出 |
93.03687 |
8500.0 |
¥79.1万 |
|
| 2025-01-07 |
跌破下轨 |
买入 |
87.59751 |
9100.0 |
¥79.7万 |
|
| 2025-01-15 |
回到中轨 |
卖出 |
92.64725999999999 |
9100.0 |
¥84.3万 |
|
| 2025-04-02 |
跌破下轨 |
买入 |
87.57748999999998 |
9600.0 |
¥84.1万 |
|
| 2025-06-10 |
回到中轨 |
卖出 |
75.20472 |
9600.0 |
¥72.2万 |
|
| 2025-11-10 |
跌破下轨 |
买入 |
67.5 |
10600.0 |
¥71.6万 |
|
| 2025-12-02 |
回到中轨 |
卖出 |
71.95797 |
10600.0 |
¥76.3万 |
|
| 2026-01-21 |
跌破下轨 |
买入 |
62.162099999999995 |
12300.0 |
¥76.5万 |
|
| 2026-03-09 |
回到中轨 |
卖出 |
57.2427 |
12300.0 |
¥70.4万 |
|
| 2026-06-10 |
跌破下轨 |
买入 |
55.85 |
12500.0 |
¥69.8万 |
|
| 2026-06-30 |
回到中轨 |
卖出 |
56.66328 |
12500.0 |
¥70.8万 |
|
| 2026-08-05 |
跌破下轨 |
买入 |
57.26720999999999 |
12400.0 |
¥71.0万 |
|
| 2026-08-26 |
回到中轨 |
卖出 |
58.41153 |
12400.0 |
¥72.4万 |
|
| 2026-09-10 |
跌破下轨 |
买入 |
52.552499999999995 |
13800.0 |
¥72.5万 |
|
| 2026-09-23 |
回到中轨 |
卖出 |
56.54339999999999 |
13800.0 |
¥78.0万 |
|
| 2026-10-09 |
跌破下轨 |
买入 |
46.04599999999999 |
17000.0 |
¥78.3万 |
|
| 2026-10-21 |
回到中轨 |
卖出 |
55.79415 |
17000.0 |
¥94.8万 |
|