688111 金山办公 — 布林下轨抄底 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.12M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +11.63%）
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 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 |
2020-08-26 |
2020-09-16 |
327.42519809999993 |
329.05062 |
¥4,427 |
+0.47% |
回到中轨 |
| 2 |
2020-10-26 |
2020-11-04 |
295.3835885 |
338.70096 |
¥14.3万 |
+14.63% |
回到中轨 |
| 3 |
2021-03-02 |
2021-03-26 |
335.415574494 |
324.8 |
¥-3.6万 |
-3.19% |
回到中轨 |
| 4 |
2021-07-26 |
2021-08-10 |
361.46940829999994 |
362.95668 |
¥4,135 |
+0.38% |
回到中轨 |
| 5 |
2021-08-26 |
2021-09-24 |
280.924812168 |
257.54220000000004 |
¥-9.1万 |
-8.35% |
回到中轨 |
| 6 |
2021-12-06 |
2021-12-10 |
253.90973007399998 |
266.82291 |
¥5.1万 |
+5.05% |
回到中轨 |
| 7 |
2022-02-10 |
2022-03-18 |
227.51545416599998 |
198.3015 |
¥-13.5万 |
-12.87% |
回到中轨 |
| 8 |
2022-03-30 |
2022-04-19 |
176.2288528 |
184.7151 |
¥4.5万 |
+4.78% |
回到中轨 |
| 9 |
2022-04-25 |
2022-05-05 |
168.700595 |
183.68 |
¥8.5万 |
+8.85% |
回到中轨 |
| 10 |
2022-07-06 |
2022-07-29 |
182.767343759 |
183.816 |
¥5,762 |
+0.54% |
回到中轨 |
| 11 |
2022-08-03 |
2022-08-04 |
170.21103799699998 |
177.68214 |
¥4.7万 |
+4.36% |
回到中轨 |
| 12 |
2022-12-21 |
2022-12-28 |
239.31077169999998 |
256.45329 |
¥7.9万 |
+7.13% |
回到中轨 |
| 13 |
2023-08-17 |
2023-09-01 |
382.927273729 |
389.78982 |
¥2.1万 |
+1.76% |
回到中轨 |
| 14 |
2023-10-20 |
2023-11-08 |
326.68797700000005 |
329.78988 |
¥1.1万 |
+0.92% |
回到中轨 |
| 15 |
2024-01-05 |
2024-02-19 |
271.85303144999995 |
239.76998999999998 |
¥-14.5万 |
-11.83% |
回到中轨 |
| 16 |
2024-06-20 |
2024-07-23 |
248.3224744 |
207.30248999999998 |
¥-17.7万 |
-16.54% |
回到中轨 |
| 17 |
2024-08-29 |
2024-09-12 |
177.26019210899997 |
183.30651 |
¥3.1万 |
+3.38% |
回到中轨 |
| 18 |
2025-01-03 |
2025-01-21 |
267.006737998 |
279.72 |
¥4.4万 |
+4.73% |
回到中轨 |
| 19 |
2025-03-21 |
2025-04-17 |
322.59675 |
304.5951 |
¥-5.4万 |
-5.61% |
回到中轨 |
| 20 |
2025-04-25 |
2025-05-07 |
283.36798489999995 |
314.69499 |
¥10.0万 |
+11.02% |
回到中轨 |
| 21 |
2025-06-16 |
2025-06-26 |
268.34848039999997 |
278.68104 |
¥3.8万 |
+3.82% |
回到中轨 |
| 22 |
2025-12-12 |
2025-12-18 |
295.43365351499995 |
308.90079 |
¥4.8万 |
+4.53% |
回到中轨 |
| 23 |
2026-03-23 |
2026-04-15 |
248.32247439999995 |
247.752 |
¥-2,837 |
-0.26% |
回到中轨 |
| 24 |
2026-06-09 |
2026-07-02 |
226.44406284499993 |
226.773 |
¥1,278 |
+0.12% |
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 |
|---|
| 2020-08-26 |
跌破下轨 |
买入 |
327.32699999999994 |
2900.0 |
¥95.0万 |
|
| 2020-09-16 |
回到中轨 |
卖出 |
329.05062 |
2900.0 |
¥95.4万 |
|
| 2020-10-26 |
跌破下轨 |
买入 |
295.29499999999996 |
3300.0 |
¥97.5万 |
|
| 2020-11-04 |
回到中轨 |
卖出 |
338.70096 |
3300.0 |
¥1.12M |
|
| 2021-03-02 |
跌破下轨 |
买入 |
335.31498 |
3400.0 |
¥1.14M |
|
| 2021-03-26 |
回到中轨 |
卖出 |
324.8 |
3400.0 |
¥1.10M |
|
| 2021-07-26 |
跌破下轨 |
买入 |
361.36099999999993 |
3000.0 |
¥1.08M |
|
| 2021-08-10 |
回到中轨 |
卖出 |
362.95668 |
3000.0 |
¥1.09M |
|
| 2021-08-26 |
跌破下轨 |
买入 |
280.84056 |
3900.0 |
¥1.10M |
|
| 2021-09-24 |
回到中轨 |
卖出 |
257.54220000000004 |
3900.0 |
¥1.00M |
|
| 2021-12-06 |
跌破下轨 |
买入 |
253.83357999999998 |
4000.0 |
¥1.02M |
|
| 2021-12-10 |
回到中轨 |
卖出 |
266.82291 |
4000.0 |
¥1.07M |
|
| 2022-02-10 |
跌破下轨 |
买入 |
227.44722 |
4600.0 |
¥1.05M |
|
| 2022-03-18 |
回到中轨 |
卖出 |
198.3015 |
4600.0 |
¥91.2万 |
|
| 2022-03-30 |
跌破下轨 |
买入 |
176.176 |
5300.0 |
¥93.4万 |
|
| 2022-04-19 |
回到中轨 |
卖出 |
184.7151 |
5300.0 |
¥97.9万 |
|
| 2022-04-25 |
跌破下轨 |
买入 |
168.65 |
5700.0 |
¥96.2万 |
|
| 2022-05-05 |
回到中轨 |
卖出 |
183.68 |
5700.0 |
¥1.05M |
|
| 2022-07-06 |
跌破下轨 |
买入 |
182.71253 |
5800.0 |
¥1.06M |
|
| 2022-07-29 |
回到中轨 |
卖出 |
183.816 |
5800.0 |
¥1.07M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
170.15999 |
6300.0 |
¥1.07M |
|
| 2022-08-04 |
回到中轨 |
卖出 |
177.68214 |
6300.0 |
¥1.12M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
239.23899999999998 |
4600.0 |
¥1.10M |
|
| 2022-12-28 |
回到中轨 |
卖出 |
256.45329 |
4600.0 |
¥1.18M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
382.81242999999995 |
3100.0 |
¥1.19M |
|
| 2023-09-01 |
回到中轨 |
卖出 |
389.78982 |
3100.0 |
¥1.21M |
|
| 2023-10-20 |
跌破下轨 |
买入 |
326.59 |
3700.0 |
¥1.21M |
|
| 2023-11-08 |
回到中轨 |
卖出 |
329.78988 |
3700.0 |
¥1.22M |
|
| 2024-01-05 |
跌破下轨 |
买入 |
271.77149999999995 |
4500.0 |
¥1.22M |
|
| 2024-02-19 |
回到中轨 |
卖出 |
239.76998999999998 |
4500.0 |
¥1.08M |
|
| 2024-06-20 |
跌破下轨 |
买入 |
248.248 |
4300.0 |
¥1.07M |
|
| 2024-07-23 |
回到中轨 |
卖出 |
207.30248999999998 |
4300.0 |
¥89.1万 |
|
| 2024-08-29 |
跌破下轨 |
买入 |
177.20702999999997 |
5100.0 |
¥90.4万 |
|
| 2024-09-12 |
回到中轨 |
卖出 |
183.30651 |
5100.0 |
¥93.5万 |
|
| 2025-01-03 |
跌破下轨 |
买入 |
266.92665999999997 |
3500.0 |
¥93.5万 |
|
| 2025-01-21 |
回到中轨 |
卖出 |
279.72 |
3500.0 |
¥97.9万 |
|
| 2025-03-21 |
跌破下轨 |
买入 |
322.5 |
3000.0 |
¥96.8万 |
|
| 2025-04-17 |
回到中轨 |
卖出 |
304.5951 |
3000.0 |
¥91.4万 |
|
| 2025-04-25 |
跌破下轨 |
买入 |
283.28299999999996 |
3200.0 |
¥90.7万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
314.69499 |
3200.0 |
¥1.01M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
268.268 |
3700.0 |
¥99.3万 |
|
| 2025-06-26 |
回到中轨 |
卖出 |
278.68104 |
3700.0 |
¥1.03M |
|
| 2025-12-12 |
跌破下轨 |
买入 |
295.34504999999996 |
3600.0 |
¥1.06M |
|
| 2025-12-18 |
回到中轨 |
卖出 |
308.90079 |
3600.0 |
¥1.11M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
248.24799999999993 |
4400.0 |
¥1.09M |
|
| 2026-04-15 |
回到中轨 |
卖出 |
247.752 |
4400.0 |
¥1.09M |
|
| 2026-06-09 |
跌破下轨 |
买入 |
226.37614999999997 |
4900.0 |
¥1.11M |
|
| 2026-07-02 |
回到中轨 |
卖出 |
226.773 |
4900.0 |
¥1.11M |
|