688256 寒武纪 — 布林下轨抄底 回测明细
数据区间: 2020-07-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥88.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -11.99%）
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 22 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 |
2020-09-18 |
177.43041315999994 |
172.827 |
¥-2.6万 |
-2.62% |
回到中轨 |
| 2 |
2020-12-28 |
2021-01-12 |
149.48412178699996 |
150.43941 |
¥5,825 |
+0.61% |
回到中轨 |
| 3 |
2021-04-16 |
2021-05-27 |
131.17033929999997 |
113.88600000000001 |
¥-12.8万 |
-13.20% |
回到中轨 |
| 4 |
2021-07-15 |
2021-08-06 |
121.15733629999998 |
112.68719999999999 |
¥-6.0万 |
-7.02% |
回到中轨 |
| 5 |
2021-08-27 |
2021-11-02 |
91.52886042299998 |
79.78014 |
¥-10.1万 |
-12.86% |
回到中轨 |
| 6 |
2022-01-25 |
2022-02-22 |
83.98906916399999 |
83.14677 |
¥-7,111 |
-1.03% |
回到中轨 |
| 7 |
2022-03-16 |
2022-05-18 |
66.20597583600001 |
54.48546 |
¥-12.1万 |
-17.73% |
回到中轨 |
| 8 |
2022-12-20 |
2023-01-17 |
60.428473104999995 |
57.93201000000001 |
¥-2.3万 |
-4.16% |
回到中轨 |
| 9 |
2023-07-24 |
2023-08-31 |
167.71780024999998 |
153.846 |
¥-4.3万 |
-8.30% |
回到中轨 |
| 10 |
2023-09-08 |
2023-10-20 |
137.56864821699997 |
143.856 |
¥2.2万 |
+4.54% |
回到中轨 |
| 11 |
2023-10-24 |
2023-11-07 |
107.23926212999999 |
116.27361000000002 |
¥4.2万 |
+8.39% |
回到中轨 |
| 12 |
2024-02-01 |
2024-02-20 |
110.13301999699998 |
130.84902 |
¥10.3万 |
+18.77% |
回到中轨 |
| 13 |
2024-09-06 |
2024-09-27 |
211.27436329999998 |
222.777 |
¥3.5万 |
+5.41% |
回到中轨 |
| 14 |
2025-01-17 |
2025-02-11 |
577.7502730999998 |
651.348 |
¥8.1万 |
+12.70% |
回到中轨 |
| 15 |
2025-03-26 |
2025-04-17 |
643.1852477049999 |
644.355 |
¥1,172 |
+0.15% |
回到中轨 |
| 16 |
2025-05-28 |
2025-06-25 |
617.4017649799999 |
607.72167 |
¥-1.2万 |
-1.60% |
回到中轨 |
| 17 |
2025-07-02 |
2025-07-17 |
560.388066 |
574.425 |
¥1.8万 |
+2.47% |
回到中轨 |
| 18 |
2026-02-04 |
2026-03-02 |
1101.43033 |
1148.85 |
¥2.8万 |
+4.27% |
回到中轨 |
| 19 |
2026-03-24 |
2026-04-08 |
986.2807954999998 |
1157.9408999999998 |
¥13.7万 |
+17.37% |
回到中轨 |
| 20 |
2026-07-17 |
2026-08-18 |
1269.6487803999999 |
1148.85 |
¥-8.5万 |
-9.54% |
回到中轨 |
| 21 |
2026-08-25 |
2026-09-01 |
971.2612909999999 |
1111.06782 |
¥11.2万 |
+14.36% |
回到中轨 |
| 22 |
2026-09-29 |
2026-11-12 |
1025.141260143 |
915.0 |
¥-9.9万 |
-10.77% |
回到中轨 |
逐笔成交记录（共 44 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 |
177.37719999999996 |
5600.0 |
¥99.4万 |
|
| 2020-09-18 |
回到中轨 |
卖出 |
172.827 |
5600.0 |
¥96.8万 |
|
| 2020-12-28 |
跌破下轨 |
买入 |
149.43928999999997 |
6400.0 |
¥95.7万 |
|
| 2021-01-12 |
回到中轨 |
卖出 |
150.43941 |
6400.0 |
¥96.3万 |
|
| 2021-04-16 |
跌破下轨 |
买入 |
131.13099999999997 |
7400.0 |
¥97.1万 |
|
| 2021-05-27 |
回到中轨 |
卖出 |
113.88600000000001 |
7400.0 |
¥84.3万 |
|
| 2021-07-15 |
跌破下轨 |
买入 |
121.12099999999998 |
7000.0 |
¥84.8万 |
|
| 2021-08-06 |
回到中轨 |
卖出 |
112.68719999999999 |
7000.0 |
¥78.9万 |
|
| 2021-08-27 |
跌破下轨 |
买入 |
91.50140999999999 |
8600.0 |
¥78.7万 |
|
| 2021-11-02 |
回到中轨 |
卖出 |
79.78014 |
8600.0 |
¥68.6万 |
|
| 2022-01-25 |
跌破下轨 |
买入 |
83.96387999999999 |
8200.0 |
¥68.9万 |
|
| 2022-02-22 |
回到中轨 |
卖出 |
83.14677 |
8200.0 |
¥68.2万 |
|
| 2022-03-16 |
跌破下轨 |
买入 |
66.18612 |
10300.0 |
¥68.2万 |
|
| 2022-05-18 |
回到中轨 |
卖出 |
54.48546 |
10300.0 |
¥56.1万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
60.41034999999999 |
9300.0 |
¥56.2万 |
|
| 2023-01-17 |
回到中轨 |
卖出 |
57.93201000000001 |
9300.0 |
¥53.9万 |
|
| 2023-07-24 |
跌破下轨 |
买入 |
167.6675 |
3100.0 |
¥52.0万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
153.846 |
3100.0 |
¥47.7万 |
|
| 2023-09-08 |
跌破下轨 |
买入 |
137.52738999999997 |
3500.0 |
¥48.1万 |
|
| 2023-10-20 |
回到中轨 |
卖出 |
143.856 |
3500.0 |
¥50.3万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
107.20709999999998 |
4700.0 |
¥50.4万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
116.27361000000002 |
4700.0 |
¥54.6万 |
|
| 2024-02-01 |
跌破下轨 |
买入 |
110.09998999999996 |
5000.0 |
¥55.1万 |
|
| 2024-02-20 |
回到中轨 |
卖出 |
130.84902 |
5000.0 |
¥65.4万 |
|
| 2024-09-06 |
跌破下轨 |
买入 |
211.21099999999998 |
3100.0 |
¥65.5万 |
|
| 2024-09-27 |
回到中轨 |
卖出 |
222.777 |
3100.0 |
¥69.0万 |
|
| 2025-01-17 |
跌破下轨 |
买入 |
577.5769999999999 |
1100.0 |
¥63.6万 |
|
| 2025-02-11 |
回到中轨 |
卖出 |
651.348 |
1100.0 |
¥71.6万 |
|
| 2025-03-26 |
跌破下轨 |
买入 |
642.99235 |
1200.0 |
¥77.2万 |
|
| 2025-04-17 |
回到中轨 |
卖出 |
644.355 |
1200.0 |
¥77.3万 |
|
| 2025-05-28 |
跌破下轨 |
买入 |
617.2166 |
1200.0 |
¥74.1万 |
|
| 2025-06-25 |
回到中轨 |
卖出 |
607.72167 |
1200.0 |
¥72.9万 |
|
| 2025-07-02 |
跌破下轨 |
买入 |
560.22 |
1300.0 |
¥72.9万 |
|
| 2025-07-17 |
回到中轨 |
卖出 |
574.425 |
1300.0 |
¥74.7万 |
|
| 2026-02-04 |
跌破下轨 |
买入 |
1101.1 |
600.0 |
¥66.1万 |
|
| 2026-03-02 |
回到中轨 |
卖出 |
1148.85 |
600.0 |
¥68.9万 |
|
| 2026-03-24 |
跌破下轨 |
买入 |
985.9849999999999 |
800.0 |
¥78.9万 |
|
| 2026-04-08 |
回到中轨 |
卖出 |
1157.9408999999998 |
800.0 |
¥92.6万 |
|
| 2026-07-17 |
跌破下轨 |
买入 |
1269.2679999999998 |
700.0 |
¥88.9万 |
|
| 2026-08-18 |
回到中轨 |
卖出 |
1148.85 |
700.0 |
¥80.4万 |
|
| 2026-08-25 |
跌破下轨 |
买入 |
970.9699999999998 |
800.0 |
¥77.7万 |
|
| 2026-09-01 |
回到中轨 |
卖出 |
1111.06782 |
800.0 |
¥88.9万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
1024.8338099999999 |
900.0 |
¥92.3万 |
|
| 2026-11-12 |
回到中轨 |
卖出 |
915.0 |
900.0 |
¥82.3万 |
|