688223 晶科能源 — 布林下轨抄底 回测明细
数据区间: 2022-01-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥81.2万
策略: 布林下轨抄底
K线 & 交易信号(策略收益 -18.84%)
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 |
2022-03-28 |
2022-04-01 |
11.555005461999999 |
12.03795 |
¥4.1万 |
+4.15% |
回到中轨 |
| 2 |
2022-04-08 |
2022-04-28 |
10.894147264 |
11.988 |
¥10.4万 |
+10.01% |
回到中轨 |
| 3 |
2022-07-04 |
2022-07-25 |
13.978152188000001 |
14.685299999999998 |
¥5.7万 |
+5.03% |
回到中轨 |
| 4 |
2022-12-15 |
2022-12-27 |
12.926786872999998 |
14.485500000000002 |
¥14.4万 |
+12.02% |
回到中轨 |
| 5 |
2023-03-17 |
2023-05-22 |
13.847983148999997 |
12.287700000000001 |
¥-15.0万 |
-11.29% |
回到中轨 |
| 6 |
2023-08-15 |
2023-11-01 |
11.813543000000001 |
9.61038 |
¥-22.2万 |
-18.67% |
回到中轨 |
| 7 |
2024-01-30 |
2024-02-26 |
8.070480417999999 |
8.65134 |
¥6.9万 |
+7.17% |
回到中轨 |
| 8 |
2024-03-25 |
2024-05-07 |
8.270740478 |
7.74225 |
¥-6.7万 |
-6.42% |
回到中轨 |
| 9 |
2024-06-26 |
2024-07-18 |
7.509752249999999 |
7.36263 |
¥-1.9万 |
-1.99% |
回到中轨 |
| 10 |
2024-09-18 |
2024-09-27 |
6.518464953 |
6.98301 |
¥6.7万 |
+7.09% |
回到中轨 |
| 11 |
2024-11-18 |
2024-12-03 |
8.41092252 |
8.941049999999999 |
¥6.4万 |
+6.27% |
回到中轨 |
| 12 |
2024-12-17 |
2025-02-10 |
8.360857504999998 |
6.54345 |
¥-23.6万 |
-21.76% |
回到中轨 |
| 13 |
2025-04-01 |
2025-05-14 |
6.488425943999999 |
5.7942 |
¥-9.1万 |
-10.73% |
回到中轨 |
| 14 |
2025-05-23 |
2025-07-01 |
5.376982610999999 |
5.16483 |
¥-3.0万 |
-3.97% |
回到中轨 |
| 15 |
2025-09-23 |
2025-10-09 |
5.186735553999999 |
5.57442 |
¥5.4万 |
+7.44% |
回到中轨 |
| 16 |
2026-04-07 |
2026-04-17 |
6.258126875 |
6.8931 |
¥7.9万 |
+10.11% |
回到中轨 |
| 17 |
2026-07-09 |
2026-07-30 |
4.195448257 |
4.23576 |
¥8,007 |
+0.93% |
回到中轨 |
| 18 |
2026-08-28 |
2026-10-12 |
4.145383241999999 |
3.85614 |
¥-6.1万 |
-7.01% |
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 |
| 2022-03-28 |
跌破下轨 |
买入 |
11.551539999999997 |
86200.0 |
¥99.6万 |
|
| 2022-04-01 |
回到中轨 |
卖出 |
12.03795 |
86200.0 |
¥1.04M |
|
| 2022-04-08 |
跌破下轨 |
买入 |
10.89088 |
95000.0 |
¥1.03M |
|
| 2022-04-28 |
回到中轨 |
卖出 |
11.988 |
95000.0 |
¥1.14M |
|
| 2022-07-04 |
跌破下轨 |
买入 |
13.973960000000002 |
81300.0 |
¥1.14M |
|
| 2022-07-25 |
回到中轨 |
卖出 |
14.685299999999998 |
81300.0 |
¥1.19M |
|
| 2022-12-15 |
跌破下轨 |
买入 |
12.922909999999998 |
92700.0 |
¥1.20M |
|
| 2022-12-27 |
回到中轨 |
卖出 |
14.485500000000002 |
92700.0 |
¥1.34M |
|
| 2023-03-17 |
跌破下轨 |
买入 |
13.843829999999997 |
95900.0 |
¥1.33M |
|
| 2023-05-22 |
回到中轨 |
卖出 |
12.287700000000001 |
95900.0 |
¥1.18M |
|
| 2023-08-15 |
跌破下轨 |
买入 |
11.81 |
100600.0 |
¥1.19M |
|
| 2023-11-01 |
回到中轨 |
卖出 |
9.61038 |
100600.0 |
¥96.7万 |
|
| 2024-01-30 |
跌破下轨 |
买入 |
8.06806 |
120100.0 |
¥96.9万 |
|
| 2024-02-26 |
回到中轨 |
卖出 |
8.65134 |
120100.0 |
¥1.04M |
|
| 2024-03-25 |
跌破下轨 |
买入 |
8.26826 |
125300.0 |
¥1.04M |
|
| 2024-05-07 |
回到中轨 |
卖出 |
7.74225 |
125300.0 |
¥97.0万 |
|
| 2024-06-26 |
跌破下轨 |
买入 |
7.507499999999999 |
128800.0 |
¥96.7万 |
|
| 2024-07-18 |
回到中轨 |
卖出 |
7.36263 |
128800.0 |
¥94.8万 |
|
| 2024-09-18 |
跌破下轨 |
买入 |
6.516509999999999 |
144800.0 |
¥94.4万 |
|
| 2024-09-27 |
回到中轨 |
卖出 |
6.98301 |
144800.0 |
¥1.01M |
|
| 2024-11-18 |
跌破下轨 |
买入 |
8.4084 |
121000.0 |
¥1.02M |
|
| 2024-12-03 |
回到中轨 |
卖出 |
8.941049999999999 |
121000.0 |
¥1.08M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
8.358349999999998 |
129900.0 |
¥1.09M |
|
| 2025-02-10 |
回到中轨 |
卖出 |
6.54345 |
129900.0 |
¥85.0万 |
|
| 2025-04-01 |
跌破下轨 |
买入 |
6.486479999999999 |
131100.0 |
¥85.1万 |
|
| 2025-05-14 |
回到中轨 |
卖出 |
5.7942 |
131100.0 |
¥75.9万 |
|
| 2025-05-23 |
跌破下轨 |
买入 |
5.375369999999999 |
141200.0 |
¥75.9万 |
|
| 2025-07-01 |
回到中轨 |
卖出 |
5.16483 |
141200.0 |
¥72.9万 |
|
| 2025-09-23 |
跌破下轨 |
买入 |
5.185179999999999 |
140600.0 |
¥72.9万 |
|
| 2025-10-09 |
回到中轨 |
卖出 |
5.57442 |
140600.0 |
¥78.4万 |
|
| 2026-04-07 |
跌破下轨 |
买入 |
6.25625 |
125000.0 |
¥78.2万 |
|
| 2026-04-17 |
回到中轨 |
卖出 |
6.8931 |
125000.0 |
¥86.1万 |
|
| 2026-07-09 |
跌破下轨 |
买入 |
4.19419 |
205100.0 |
¥86.0万 |
|
| 2026-07-30 |
回到中轨 |
卖出 |
4.23576 |
205100.0 |
¥86.8万 |
|
| 2026-08-28 |
跌破下轨 |
买入 |
4.144139999999999 |
209000.0 |
¥86.6万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
3.85614 |
209000.0 |
¥80.6万 |
|