688082 盛美上海 — 布林下轨抄底 回测明细
数据区间: 2021-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.16M
策略: 布林下轨抄底
K线 & 交易信号(策略收益 +15.96%)
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 16 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 |
2021-12-27 |
2022-01-04 |
114.29842924499998 |
128.77110000000002 |
¥12.4万 |
+12.63% |
回到中轨 |
| 2 |
2022-01-06 |
2022-02-24 |
109.021576664 |
98.48142 |
¥-10.7万 |
-9.70% |
回到中轨 |
| 3 |
2022-03-28 |
2022-04-15 |
86.07177378799997 |
89.12079 |
¥3.5万 |
+3.51% |
回到中轨 |
| 4 |
2022-04-29 |
2022-05-13 |
73.99609217 |
87.35256 |
¥18.8万 |
+18.01% |
回到中轨 |
| 5 |
2022-08-29 |
2022-09-09 |
104.88620642499998 |
113.58630000000001 |
¥10.2万 |
+8.26% |
回到中轨 |
| 6 |
2022-10-11 |
2022-11-01 |
82.84758682199998 |
86.913 |
¥6.5万 |
+4.88% |
回到中轨 |
| 7 |
2022-11-28 |
2022-12-15 |
79.1027237 |
83.33658 |
¥7.2万 |
+5.32% |
回到中轨 |
| 8 |
2023-02-20 |
2023-03-06 |
83.10792489999999 |
86.913 |
¥6.7万 |
+4.55% |
回到中轨 |
| 9 |
2023-12-06 |
2024-02-19 |
107.792328 |
90.05985000000001 |
¥-25.4万 |
-16.48% |
回到中轨 |
| 10 |
2024-03-27 |
2024-04-29 |
86.46228090499999 |
80.919 |
¥-8.3万 |
-6.44% |
回到中轨 |
| 11 |
2024-09-04 |
2024-09-27 |
82.897651837 |
86.19372 |
¥4.7万 |
+3.94% |
回到中轨 |
| 12 |
2024-12-17 |
2025-01-20 |
105.19660951799999 |
100.899 |
¥-5.1万 |
-4.11% |
回到中轨 |
| 13 |
2025-04-09 |
2025-04-14 |
92.590238741 |
102.897 |
¥13.2万 |
+11.10% |
回到中轨 |
| 14 |
2026-03-04 |
2026-04-09 |
160.198034997 |
148.43142 |
¥-9.7万 |
-7.37% |
回到中轨 |
| 15 |
2026-09-07 |
2026-09-21 |
275.35758250000003 |
296.2035 |
¥9.3万 |
+7.54% |
回到中轨 |
| 16 |
2026-10-20 |
2026-11-12 |
244.3172732 |
211.67810999999995 |
¥-17.3万 |
-13.39% |
回到中轨 |
逐笔成交记录(共 32 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2021-12-27 |
跌破下轨 |
买入 |
114.26414999999999 |
8600.0 |
¥98.3万 |
|
| 2022-01-04 |
回到中轨 |
卖出 |
128.77110000000002 |
8600.0 |
¥1.11M |
|
| 2022-01-06 |
跌破下轨 |
买入 |
108.98887999999998 |
10100.0 |
¥1.10M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
98.48142 |
10100.0 |
¥99.4万 |
|
| 2022-03-28 |
跌破下轨 |
买入 |
86.04595999999998 |
11600.0 |
¥99.8万 |
|
| 2022-04-15 |
回到中轨 |
卖出 |
89.12079 |
11600.0 |
¥1.03M |
|
| 2022-04-29 |
跌破下轨 |
买入 |
73.9739 |
14100.0 |
¥1.04M |
|
| 2022-05-13 |
回到中轨 |
卖出 |
87.35256 |
14100.0 |
¥1.23M |
|
| 2022-08-29 |
跌破下轨 |
买入 |
104.85474999999998 |
11800.0 |
¥1.24M |
|
| 2022-09-09 |
回到中轨 |
卖出 |
113.58630000000001 |
11800.0 |
¥1.34M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
82.82273999999998 |
16000.0 |
¥1.33M |
|
| 2022-11-01 |
回到中轨 |
卖出 |
86.913 |
16000.0 |
¥1.39M |
|
| 2022-11-28 |
跌破下轨 |
买入 |
79.079 |
17100.0 |
¥1.35M |
|
| 2022-12-15 |
回到中轨 |
卖出 |
83.33658 |
17100.0 |
¥1.42M |
|
| 2023-02-20 |
跌破下轨 |
买入 |
83.08299999999998 |
17600.0 |
¥1.46M |
|
| 2023-03-06 |
回到中轨 |
卖出 |
86.913 |
17600.0 |
¥1.53M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
107.76 |
14300.0 |
¥1.54M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
90.05985000000001 |
14300.0 |
¥1.29M |
|
| 2024-03-27 |
跌破下轨 |
买入 |
86.43634999999999 |
14900.0 |
¥1.29M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
80.919 |
14900.0 |
¥1.21M |
|
| 2024-09-04 |
跌破下轨 |
买入 |
82.87279 |
14400.0 |
¥1.19M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
86.19372 |
14400.0 |
¥1.24M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
105.16505999999998 |
11800.0 |
¥1.24M |
|
| 2025-01-20 |
回到中轨 |
卖出 |
100.899 |
11800.0 |
¥1.19M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
92.56246999999999 |
12800.0 |
¥1.19M |
|
| 2025-04-14 |
回到中轨 |
卖出 |
102.897 |
12800.0 |
¥1.32M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
160.14999 |
8200.0 |
¥1.31M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
148.43142 |
8200.0 |
¥1.22M |
|
| 2026-09-07 |
跌破下轨 |
买入 |
275.275 |
4500.0 |
¥1.24M |
|
| 2026-09-21 |
回到中轨 |
卖出 |
296.2035 |
4500.0 |
¥1.33M |
|
| 2026-10-20 |
跌破下轨 |
买入 |
244.244 |
5300.0 |
¥1.29M |
|
| 2026-11-12 |
回到中轨 |
卖出 |
211.67810999999995 |
5300.0 |
¥1.12M |
|