688041 海光信息 — 布林下轨抄底 回测明细
数据区间: 2022-08-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.37M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +36.95%）
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 15 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 |
2022-10-11 |
2022-11-01 |
46.029774790999994 |
43.956 |
¥-4.4万 |
-4.53% |
回到中轨 |
| 2 |
2022-11-29 |
2022-12-07 |
41.904417555 |
44.955 |
¥6.9万 |
+7.25% |
回到中轨 |
| 3 |
2022-12-23 |
2023-01-09 |
39.651491879999995 |
42.337619999999994 |
¥6.8万 |
+6.74% |
回到中轨 |
| 4 |
2023-06-27 |
2023-07-12 |
69.480227817 |
78.2217 |
¥13.6万 |
+12.55% |
回到中轨 |
| 5 |
2023-07-24 |
2023-08-31 |
61.079318300000004 |
55.86408 |
¥-10.4万 |
-8.57% |
回到中轨 |
| 6 |
2024-01-15 |
2024-01-23 |
64.88425944 |
69.44049000000001 |
¥7.8万 |
+6.99% |
回到中轨 |
| 7 |
2024-03-27 |
2024-04-15 |
76.40922589299998 |
77.52239999999999 |
¥1.7万 |
+1.43% |
回到中轨 |
| 8 |
2024-05-27 |
2024-06-12 |
68.08842039999999 |
70.93899 |
¥5.1万 |
+4.16% |
回到中轨 |
| 9 |
2025-03-26 |
2025-04-14 |
142.48503269 |
147.852 |
¥4.7万 |
+3.74% |
回到中轨 |
| 10 |
2025-05-19 |
2025-06-26 |
138.98048164 |
138.6612 |
¥-3,392 |
-0.26% |
回到中轨 |
| 11 |
2025-12-16 |
2025-12-23 |
202.25264759699996 |
213.99 |
¥7.5万 |
+5.77% |
回到中轨 |
| 12 |
2026-03-23 |
2026-04-09 |
213.266950897 |
224.775 |
¥7.2万 |
+5.36% |
回到中轨 |
| 13 |
2026-06-02 |
2026-06-16 |
279.352770697 |
298.701 |
¥10.0万 |
+6.89% |
回到中轨 |
| 14 |
2026-07-30 |
2026-09-21 |
284.9500393739999 |
246.753 |
¥-20.7万 |
-13.43% |
回到中轨 |
| 15 |
2026-10-15 |
2026-11-10 |
194.05199814 |
196.3035 |
¥1.5万 |
+1.13% |
回到中轨 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-10-11 |
跌破下轨 |
买入 |
46.015969999999996 |
21100.0 |
¥97.1万 |
|
| 2022-11-01 |
回到中轨 |
卖出 |
43.956 |
21100.0 |
¥92.7万 |
|
| 2022-11-29 |
跌破下轨 |
买入 |
41.89185 |
22700.0 |
¥95.1万 |
|
| 2022-12-07 |
回到中轨 |
卖出 |
44.955 |
22700.0 |
¥1.02M |
|
| 2022-12-23 |
跌破下轨 |
买入 |
39.639599999999994 |
25600.0 |
¥1.02M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
42.337619999999994 |
25600.0 |
¥1.08M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
69.45939 |
15600.0 |
¥1.08M |
|
| 2023-07-12 |
回到中轨 |
卖出 |
78.2217 |
15600.0 |
¥1.22M |
|
| 2023-07-24 |
跌破下轨 |
买入 |
61.06099999999999 |
19900.0 |
¥1.22M |
|
| 2023-08-31 |
回到中轨 |
卖出 |
55.86408 |
19900.0 |
¥1.11M |
|
| 2024-01-15 |
跌破下轨 |
买入 |
64.86479999999999 |
17100.0 |
¥1.11M |
|
| 2024-01-23 |
回到中轨 |
卖出 |
69.44049000000001 |
17100.0 |
¥1.19M |
|
| 2024-03-27 |
跌破下轨 |
买入 |
76.38631 |
15700.0 |
¥1.20M |
|
| 2024-04-15 |
回到中轨 |
卖出 |
77.52239999999999 |
15700.0 |
¥1.22M |
|
| 2024-05-27 |
跌破下轨 |
买入 |
68.068 |
17900.0 |
¥1.22M |
|
| 2024-06-12 |
回到中轨 |
卖出 |
70.93899 |
17900.0 |
¥1.27M |
|
| 2025-03-26 |
跌破下轨 |
买入 |
142.4423 |
8900.0 |
¥1.27M |
|
| 2025-04-14 |
回到中轨 |
卖出 |
147.852 |
8900.0 |
¥1.32M |
|
| 2025-05-19 |
跌破下轨 |
买入 |
138.9388 |
9400.0 |
¥1.31M |
|
| 2025-06-26 |
回到中轨 |
卖出 |
138.6612 |
9400.0 |
¥1.30M |
|
| 2025-12-16 |
跌破下轨 |
买入 |
202.19198999999998 |
6400.0 |
¥1.29M |
|
| 2025-12-23 |
回到中轨 |
卖出 |
213.99 |
6400.0 |
¥1.37M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
213.20299 |
6300.0 |
¥1.34M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
224.775 |
6300.0 |
¥1.42M |
|
| 2026-06-02 |
跌破下轨 |
买入 |
279.26899 |
5200.0 |
¥1.45M |
|
| 2026-06-16 |
回到中轨 |
卖出 |
298.701 |
5200.0 |
¥1.55M |
|
| 2026-07-30 |
跌破下轨 |
买入 |
284.86457999999993 |
5400.0 |
¥1.54M |
|
| 2026-09-21 |
回到中轨 |
卖出 |
246.753 |
5400.0 |
¥1.33M |
|
| 2026-10-15 |
跌破下轨 |
买入 |
193.9938 |
6700.0 |
¥1.30M |
|
| 2026-11-10 |
回到中轨 |
卖出 |
196.3035 |
6700.0 |
¥1.31M |
|