688126 沪硅产业 — 布林下轨抄底 回测明细
数据区间: 2020-04-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.50M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +49.74%）
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 25 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 |
2020-08-27 |
2020-10-13 |
39.00064668499999 |
38.4615 |
¥-1.4万 |
-1.41% |
回到中轨 |
| 2 |
2020-12-29 |
2021-01-06 |
30.739919209999993 |
34.88508 |
¥13.2万 |
+13.45% |
回到中轨 |
| 3 |
2021-02-08 |
2021-03-05 |
27.425615217 |
28.671300000000002 |
¥5.0万 |
+4.51% |
回到中轨 |
| 4 |
2021-03-17 |
2021-04-08 |
26.163976838999996 |
25.55442 |
¥-2.7万 |
-2.36% |
回到中轨 |
| 5 |
2021-05-11 |
2021-05-26 |
21.337709392999997 |
23.076900000000002 |
¥9.0万 |
+8.12% |
回到中轨 |
| 6 |
2021-10-13 |
2021-10-18 |
27.375550201999992 |
28.5714 |
¥5.3万 |
+4.34% |
回到中轨 |
| 7 |
2021-12-07 |
2022-01-13 |
27.33549819 |
26.42355 |
¥-4.3万 |
-3.37% |
回到中轨 |
| 8 |
2022-02-14 |
2022-03-01 |
22.038619602999997 |
24.15582 |
¥11.8万 |
+9.57% |
回到中轨 |
| 9 |
2022-04-27 |
2022-05-11 |
19.525355849999997 |
21.98799 |
¥16.7万 |
+12.58% |
回到中轨 |
| 10 |
2022-07-14 |
2022-08-04 |
20.766968221999996 |
22.0779 |
¥9.6万 |
+6.28% |
回到中轨 |
| 11 |
2022-09-21 |
2022-10-21 |
19.365147801999996 |
18.86112 |
¥-4.2万 |
-2.63% |
回到中轨 |
| 12 |
2022-12-20 |
2023-01-17 |
18.574120564999998 |
18.35163 |
¥-1.9万 |
-1.23% |
回到中轨 |
| 13 |
2023-04-27 |
2023-05-04 |
21.62808648 |
23.4765 |
¥13.2万 |
+8.51% |
回到中轨 |
| 14 |
2023-05-15 |
2023-05-31 |
20.176201044999996 |
21.52845 |
¥11.3万 |
+6.67% |
回到中轨 |
| 15 |
2023-08-25 |
2023-09-04 |
19.0247057 |
20.4795 |
¥13.6万 |
+7.61% |
回到中轨 |
| 16 |
2023-09-27 |
2023-11-07 |
19.435238823 |
18.76122 |
¥-6.8万 |
-3.50% |
回到中轨 |
| 17 |
2023-11-23 |
2023-12-29 |
17.612872276999997 |
17.15283 |
¥-4.9万 |
-2.64% |
回到中轨 |
| 18 |
2024-01-23 |
2024-02-22 |
14.929387472999998 |
14.86 |
¥-8,994 |
-0.49% |
回到中轨 |
| 19 |
2024-03-22 |
2024-04-29 |
14.488815340999999 |
12.79719 |
¥-21.1万 |
-11.70% |
回到中轨 |
| 20 |
2024-09-03 |
2024-09-25 |
14.198438254 |
14.46552 |
¥3.0万 |
+1.85% |
回到中轨 |
| 21 |
2024-12-24 |
2025-01-17 |
19.785693928 |
19.240740000000002 |
¥-4.5万 |
-2.78% |
回到中轨 |
| 22 |
2025-01-22 |
2025-02-13 |
17.82314534 |
18.55143 |
¥6.4万 |
+4.05% |
回到中轨 |
| 23 |
2026-02-04 |
2026-02-26 |
21.417813416999998 |
22.257720000000003 |
¥6.3万 |
+3.89% |
回到中轨 |
| 24 |
2026-07-17 |
2026-08-13 |
28.917552664 |
26.62335 |
¥-13.6万 |
-7.96% |
回到中轨 |
| 25 |
2026-10-13 |
2026-11-05 |
19.835758942999995 |
18.781200000000002 |
¥-8.2万 |
-5.34% |
回到中轨 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-08-27 |
跌破下轨 |
买入 |
38.988949999999996 |
25400.0 |
¥99.1万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
38.4615 |
25400.0 |
¥97.7万 |
|
| 2020-12-29 |
跌破下轨 |
买入 |
30.73069999999999 |
32000.0 |
¥98.4万 |
|
| 2021-01-06 |
回到中轨 |
卖出 |
34.88508 |
32000.0 |
¥1.12M |
|
| 2021-02-08 |
跌破下轨 |
买入 |
27.41739 |
40600.0 |
¥1.11M |
|
| 2021-03-05 |
回到中轨 |
卖出 |
28.671300000000002 |
40600.0 |
¥1.16M |
|
| 2021-03-17 |
跌破下轨 |
买入 |
26.156129999999997 |
44500.0 |
¥1.16M |
|
| 2021-04-08 |
回到中轨 |
卖出 |
25.55442 |
44500.0 |
¥1.14M |
|
| 2021-05-11 |
跌破下轨 |
买入 |
21.331309999999995 |
52200.0 |
¥1.11M |
|
| 2021-05-26 |
回到中轨 |
卖出 |
23.076900000000002 |
52200.0 |
¥1.20M |
|
| 2021-10-13 |
跌破下轨 |
买入 |
27.367339999999995 |
44800.0 |
¥1.23M |
|
| 2021-10-18 |
回到中轨 |
卖出 |
28.5714 |
44800.0 |
¥1.28M |
|
| 2021-12-07 |
跌破下轨 |
买入 |
27.327299999999997 |
46900.0 |
¥1.28M |
|
| 2022-01-13 |
回到中轨 |
卖出 |
26.42355 |
46900.0 |
¥1.24M |
|
| 2022-02-14 |
跌破下轨 |
买入 |
22.03201 |
55700.0 |
¥1.23M |
|
| 2022-03-01 |
回到中轨 |
卖出 |
24.15582 |
55700.0 |
¥1.35M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
19.519499999999997 |
68000.0 |
¥1.33M |
|
| 2022-05-11 |
回到中轨 |
卖出 |
21.98799 |
68000.0 |
¥1.49M |
|
| 2022-07-14 |
跌破下轨 |
买入 |
20.760739999999995 |
73300.0 |
¥1.52M |
|
| 2022-08-04 |
回到中轨 |
卖出 |
22.0779 |
73300.0 |
¥1.62M |
|
| 2022-09-21 |
跌破下轨 |
买入 |
19.359339999999996 |
83100.0 |
¥1.61M |
|
| 2022-10-21 |
回到中轨 |
卖出 |
18.86112 |
83100.0 |
¥1.57M |
|
| 2022-12-20 |
跌破下轨 |
买入 |
18.56855 |
84800.0 |
¥1.58M |
|
| 2023-01-17 |
回到中轨 |
卖出 |
18.35163 |
84800.0 |
¥1.56M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
21.6216 |
71800.0 |
¥1.55M |
|
| 2023-05-04 |
回到中轨 |
卖出 |
23.4765 |
71800.0 |
¥1.69M |
|
| 2023-05-15 |
跌破下轨 |
买入 |
20.170149999999996 |
83600.0 |
¥1.69M |
|
| 2023-05-31 |
回到中轨 |
卖出 |
21.52845 |
83600.0 |
¥1.80M |
|
| 2023-08-25 |
跌破下轨 |
买入 |
19.019 |
93600.0 |
¥1.78M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
20.4795 |
93600.0 |
¥1.92M |
|
| 2023-09-27 |
跌破下轨 |
买入 |
19.429409999999997 |
99500.0 |
¥1.93M |
|
| 2023-11-07 |
回到中轨 |
卖出 |
18.76122 |
99500.0 |
¥1.87M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
17.60759 |
105900.0 |
¥1.87M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
17.15283 |
105900.0 |
¥1.82M |
|
| 2024-01-23 |
跌破下轨 |
买入 |
14.924909999999999 |
121800.0 |
¥1.82M |
|
| 2024-02-22 |
回到中轨 |
卖出 |
14.86 |
121800.0 |
¥1.81M |
|
| 2024-03-22 |
跌破下轨 |
买入 |
14.484469999999998 |
124700.0 |
¥1.81M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
12.79719 |
124700.0 |
¥1.60M |
|
| 2024-09-03 |
跌破下轨 |
买入 |
14.19418 |
112600.0 |
¥1.60M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
14.46552 |
112600.0 |
¥1.63M |
|
| 2024-12-24 |
跌破下轨 |
买入 |
19.77976 |
82500.0 |
¥1.63M |
|
| 2025-01-17 |
回到中轨 |
卖出 |
19.240740000000002 |
82500.0 |
¥1.59M |
|
| 2025-01-22 |
跌破下轨 |
买入 |
17.8178 |
89000.0 |
¥1.59M |
|
| 2025-02-13 |
回到中轨 |
卖出 |
18.55143 |
89000.0 |
¥1.65M |
|
| 2026-02-04 |
跌破下轨 |
买入 |
21.411389999999997 |
76200.0 |
¥1.63M |
|
| 2026-02-26 |
回到中轨 |
卖出 |
22.257720000000003 |
76200.0 |
¥1.70M |
|
| 2026-07-17 |
跌破下轨 |
买入 |
28.908879999999996 |
59100.0 |
¥1.71M |
|
| 2026-08-13 |
回到中轨 |
卖出 |
26.62335 |
59100.0 |
¥1.57M |
|
| 2026-10-13 |
跌破下轨 |
买入 |
19.829809999999995 |
76900.0 |
¥1.53M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
18.781200000000002 |
76900.0 |
¥1.44M |
|