688183 生益电子 — 布林下轨抄底 回测明细
数据区间: 2021-02-25 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥63.6万
策略: 布林下轨抄底
K线 & 交易信号(策略收益 -36.39%)
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 19 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 |
2021-05-07 |
2021-05-28 |
13.237189965999999 |
13.83615 |
¥4.5万 |
+4.49% |
回到中轨 |
| 2 |
2021-07-05 |
2021-07-07 |
13.737840116 |
15.04494 |
¥9.9万 |
+9.48% |
回到中轨 |
| 3 |
2021-09-30 |
2021-11-03 |
13.036929906 |
13.13685 |
¥8,408 |
+0.74% |
回到中轨 |
| 4 |
2022-01-24 |
2022-02-24 |
13.31729399 |
12.76722 |
¥-4.8万 |
-4.16% |
回到中轨 |
| 5 |
2022-03-09 |
2022-05-11 |
11.895447564 |
9.590399999999999 |
¥-21.4万 |
-19.40% |
回到中轨 |
| 6 |
2022-08-26 |
2022-10-17 |
10.543692158999997 |
9.42057 |
¥-9.5万 |
-10.68% |
回到中轨 |
| 7 |
2022-12-20 |
2023-01-06 |
9.692586903999999 |
9.680309999999999 |
¥-1,245 |
-0.16% |
回到中轨 |
| 8 |
2023-05-05 |
2023-05-29 |
10.943282 |
11.45 |
¥3.6万 |
+4.60% |
回到中轨 |
| 9 |
2023-06-29 |
2023-07-03 |
11.154485342000001 |
12.197790000000001 |
¥7.7万 |
+9.32% |
回到中轨 |
| 10 |
2023-08-14 |
2023-08-31 |
10.583744171 |
10.709280000000001 |
¥1.0万 |
+1.16% |
回到中轨 |
| 11 |
2023-12-08 |
2023-12-14 |
11.494927444 |
11.69829 |
¥1.6万 |
+1.74% |
回到中轨 |
| 12 |
2023-12-15 |
2024-01-02 |
11.353405 |
11.418569999999999 |
¥5,063 |
+0.54% |
回到中轨 |
| 13 |
2024-01-08 |
2024-02-26 |
10.223276063 |
8.10189 |
¥-19.5万 |
-20.77% |
回到中轨 |
| 14 |
2024-09-03 |
2024-09-25 |
18.213652457000002 |
19.55 |
¥5.4万 |
+7.30% |
回到中轨 |
| 15 |
2025-02-25 |
2025-03-19 |
33.813911131 |
33.966 |
¥3,335 |
+0.42% |
回到中轨 |
| 16 |
2025-04-08 |
2025-04-28 |
21.568008461999998 |
25.75422 |
¥15.3万 |
+19.37% |
回到中轨 |
| 17 |
2026-01-21 |
2026-02-26 |
89.61637684999998 |
88.14177000000001 |
¥-1.6万 |
-1.67% |
回到中轨 |
| 18 |
2026-05-18 |
2026-05-25 |
97.1261291 |
111.0888 |
¥13.2万 |
+14.34% |
回到中轨 |
| 19 |
2026-09-28 |
2026-11-13 |
113.56405900000001 |
66.79 |
¥-43.5万 |
-41.21% |
强平 |
逐笔成交记录(共 38 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2021-05-07 |
跌破下轨 |
买入 |
13.23322 |
75200.0 |
¥99.5万 |
|
| 2021-05-28 |
回到中轨 |
卖出 |
13.83615 |
75200.0 |
¥1.04M |
|
| 2021-07-05 |
跌破下轨 |
买入 |
13.73372 |
75900.0 |
¥1.04M |
|
| 2021-07-07 |
回到中轨 |
卖出 |
15.04494 |
75900.0 |
¥1.14M |
|
| 2021-09-30 |
跌破下轨 |
买入 |
13.033019999999999 |
87600.0 |
¥1.14M |
|
| 2021-11-03 |
回到中轨 |
卖出 |
13.13685 |
87600.0 |
¥1.15M |
|
| 2022-01-24 |
跌破下轨 |
买入 |
13.3133 |
86500.0 |
¥1.15M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
12.76722 |
86500.0 |
¥1.10M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
11.89188 |
92600.0 |
¥1.10M |
|
| 2022-05-11 |
回到中轨 |
卖出 |
9.590399999999999 |
92600.0 |
¥88.8万 |
|
| 2022-08-26 |
跌破下轨 |
买入 |
10.540529999999999 |
84400.0 |
¥89.0万 |
|
| 2022-10-17 |
回到中轨 |
卖出 |
9.42057 |
84400.0 |
¥79.5万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
9.68968 |
82000.0 |
¥79.5万 |
|
| 2023-01-06 |
回到中轨 |
卖出 |
9.680309999999999 |
82000.0 |
¥79.4万 |
|
| 2023-05-05 |
跌破下轨 |
买入 |
10.94 |
72400.0 |
¥79.2万 |
|
| 2023-05-29 |
回到中轨 |
卖出 |
11.45 |
72400.0 |
¥82.9万 |
|
| 2023-06-29 |
跌破下轨 |
买入 |
11.15114 |
73700.0 |
¥82.2万 |
|
| 2023-07-03 |
回到中轨 |
卖出 |
12.197790000000001 |
73700.0 |
¥89.9万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
10.58057 |
85300.0 |
¥90.3万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
10.709280000000001 |
85300.0 |
¥91.3万 |
|
| 2023-12-08 |
跌破下轨 |
买入 |
11.49148 |
79300.0 |
¥91.2万 |
|
| 2023-12-14 |
回到中轨 |
卖出 |
11.69829 |
79300.0 |
¥92.7万 |
|
| 2023-12-15 |
跌破下轨 |
买入 |
11.35 |
82000.0 |
¥93.1万 |
|
| 2024-01-02 |
回到中轨 |
卖出 |
11.418569999999999 |
82000.0 |
¥93.6万 |
|
| 2024-01-08 |
跌破下轨 |
买入 |
10.22021 |
91600.0 |
¥93.6万 |
|
| 2024-02-26 |
回到中轨 |
卖出 |
8.10189 |
91600.0 |
¥74.2万 |
|
| 2024-09-03 |
跌破下轨 |
买入 |
18.20819 |
40700.0 |
¥74.1万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
19.55 |
40700.0 |
¥79.5万 |
|
| 2025-02-25 |
跌破下轨 |
买入 |
33.80377 |
23500.0 |
¥79.5万 |
|
| 2025-03-19 |
回到中轨 |
卖出 |
33.966 |
23500.0 |
¥79.8万 |
|
| 2025-04-08 |
跌破下轨 |
买入 |
21.561539999999997 |
36600.0 |
¥78.9万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
25.75422 |
36600.0 |
¥94.2万 |
|
| 2026-01-21 |
跌破下轨 |
买入 |
89.58949999999999 |
10400.0 |
¥93.2万 |
|
| 2026-02-26 |
回到中轨 |
卖出 |
88.14177000000001 |
10400.0 |
¥91.6万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
97.097 |
9500.0 |
¥92.3万 |
|
| 2026-05-25 |
回到中轨 |
卖出 |
111.0888 |
9500.0 |
¥1.06M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
113.53 |
9300.0 |
¥1.06M |
|
| 2026-11-13 |
强平 |
卖出 |
66.79 |
9300 |
¥62.1万 |
回测结束强平 |