688047 龙芯中科 — 布林下轨抄底 回测明细
数据区间: 2022-06-24 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.21M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +21.00%）
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 18 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 |
2022-09-30 |
2022-10-13 |
74.95734045799999 |
79.10082000000001 |
¥5.5万 |
+5.50% |
回到中轨 |
| 2 |
2022-11-29 |
2022-12-12 |
80.65473916499998 |
84.79512000000001 |
¥5.3万 |
+5.10% |
回到中轨 |
| 3 |
2023-05-05 |
2023-05-22 |
139.1807417 |
146.88297 |
¥6.0万 |
+5.50% |
回到中轨 |
| 4 |
2023-06-29 |
2023-08-09 |
117.93314933399998 |
104.10579 |
¥-13.3万 |
-11.75% |
回到中轨 |
| 5 |
2023-08-17 |
2023-08-31 |
90.90805423699999 |
94.905 |
¥4.5万 |
+4.37% |
回到中轨 |
| 6 |
2023-10-24 |
2023-11-07 |
82.757469795 |
86.58333 |
¥4.9万 |
+4.59% |
回到中轨 |
| 7 |
2024-01-11 |
2024-02-20 |
94.41260528699999 |
87.5124 |
¥-8.2万 |
-7.34% |
回到中轨 |
| 8 |
2024-03-26 |
2024-04-29 |
92.89062883099999 |
83.59632 |
¥-10.4万 |
-10.03% |
回到中轨 |
| 9 |
2024-06-25 |
2024-07-17 |
94.22235822999997 |
94.51539 |
¥2,620 |
+0.28% |
回到中轨 |
| 10 |
2024-08-21 |
2024-09-09 |
90.90805423699999 |
93.37653 |
¥2.5万 |
+2.68% |
回到中轨 |
| 11 |
2024-12-18 |
2025-02-07 |
140.182042 |
131.9679 |
¥-5.6万 |
-5.89% |
回到中轨 |
| 12 |
2025-03-21 |
2025-04-10 |
128.16643839999998 |
136.863 |
¥6.1万 |
+6.75% |
回到中轨 |
| 13 |
2025-05-13 |
2025-06-03 |
124.53734999999999 |
129.33054 |
¥3.7万 |
+3.82% |
回到中轨 |
| 14 |
2025-08-11 |
2025-08-18 |
125.36279755999999 |
132.70716000000002 |
¥5.8万 |
+5.83% |
回到中轨 |
| 15 |
2026-03-04 |
2026-03-10 |
143.1859429 |
160.28955 |
¥12.5万 |
+11.91% |
回到中轨 |
| 16 |
2026-07-16 |
2026-08-13 |
127.52560620799997 |
113.14674000000001 |
¥-13.3万 |
-11.30% |
回到中轨 |
| 17 |
2026-09-16 |
2026-09-21 |
96.18490681799999 |
103.68621 |
¥8.2万 |
+7.77% |
回到中轨 |
| 18 |
2026-10-15 |
2026-11-05 |
86.892840034 |
92.03787 |
¥6.5万 |
+5.89% |
回到中轨 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-09-30 |
跌破下轨 |
买入 |
74.93485999999999 |
13300.0 |
¥99.7万 |
|
| 2022-10-13 |
回到中轨 |
卖出 |
79.10082000000001 |
13300.0 |
¥1.05M |
|
| 2022-11-29 |
跌破下轨 |
买入 |
80.63054999999999 |
13000.0 |
¥1.05M |
|
| 2022-12-12 |
回到中轨 |
卖出 |
84.79512000000001 |
13000.0 |
¥1.10M |
|
| 2023-05-05 |
跌破下轨 |
买入 |
139.13899999999998 |
7900.0 |
¥1.10M |
|
| 2023-05-22 |
回到中轨 |
卖出 |
146.88297 |
7900.0 |
¥1.16M |
|
| 2023-06-29 |
跌破下轨 |
买入 |
117.89777999999998 |
9600.0 |
¥1.13M |
|
| 2023-08-09 |
回到中轨 |
卖出 |
104.10579 |
9600.0 |
¥99.9万 |
|
| 2023-08-17 |
跌破下轨 |
买入 |
90.88078999999999 |
11300.0 |
¥1.03M |
|
| 2023-08-31 |
回到中轨 |
卖出 |
94.905 |
11300.0 |
¥1.07M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
82.73264999999999 |
13000.0 |
¥1.08M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
86.58333 |
13000.0 |
¥1.13M |
|
| 2024-01-11 |
跌破下轨 |
买入 |
94.38429 |
11900.0 |
¥1.12M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
87.5124 |
11900.0 |
¥1.04M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
92.86276999999998 |
11200.0 |
¥1.04M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
83.59632 |
11200.0 |
¥93.6万 |
|
| 2024-06-25 |
跌破下轨 |
买入 |
94.19409999999998 |
9900.0 |
¥93.3万 |
|
| 2024-07-17 |
回到中轨 |
卖出 |
94.51539 |
9900.0 |
¥93.5万 |
|
| 2024-08-21 |
跌破下轨 |
买入 |
90.88078999999999 |
10300.0 |
¥93.6万 |
|
| 2024-09-09 |
回到中轨 |
卖出 |
93.37653 |
10300.0 |
¥96.1万 |
|
| 2024-12-18 |
跌破下轨 |
买入 |
140.14 |
6800.0 |
¥95.3万 |
|
| 2025-02-07 |
回到中轨 |
卖出 |
131.9679 |
6800.0 |
¥89.7万 |
|
| 2025-03-21 |
跌破下轨 |
买入 |
128.128 |
7000.0 |
¥89.7万 |
|
| 2025-04-10 |
回到中轨 |
卖出 |
136.863 |
7000.0 |
¥95.8万 |
|
| 2025-05-13 |
跌破下轨 |
买入 |
124.5 |
7800.0 |
¥97.1万 |
|
| 2025-06-03 |
回到中轨 |
卖出 |
129.33054 |
7800.0 |
¥1.01M |
|
| 2025-08-11 |
跌破下轨 |
买入 |
125.3252 |
8000.0 |
¥1.00M |
|
| 2025-08-18 |
回到中轨 |
卖出 |
132.70716000000002 |
8000.0 |
¥1.06M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
143.14299999999997 |
7300.0 |
¥1.05M |
|
| 2026-03-10 |
回到中轨 |
卖出 |
160.28955 |
7300.0 |
¥1.17M |
|
| 2026-07-16 |
跌破下轨 |
买入 |
127.48735999999998 |
9200.0 |
¥1.17M |
|
| 2026-08-13 |
回到中轨 |
卖出 |
113.14674000000001 |
9200.0 |
¥1.04M |
|
| 2026-09-16 |
跌破下轨 |
买入 |
96.15606 |
11000.0 |
¥1.06M |
|
| 2026-09-21 |
回到中轨 |
卖出 |
103.68621 |
11000.0 |
¥1.14M |
|
| 2026-10-15 |
跌破下轨 |
买入 |
86.86677999999999 |
12700.0 |
¥1.10M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
92.03787 |
12700.0 |
¥1.17M |
|