688303 大全能源 — 布林下轨抄底 回测明细
数据区间: 2021-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥69.6万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -30.39%）
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 20 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 |
2021-12-06 |
2021-12-13 |
61.07931829999999 |
67.932 |
¥11.0万 |
+11.19% |
回到中轨 |
| 2 |
2022-01-21 |
2022-02-23 |
55.65227067399998 |
51.53 |
¥-8.2万 |
-7.43% |
回到中轨 |
| 3 |
2022-03-28 |
2022-04-25 |
53.469436019999996 |
52.947 |
¥-1.0万 |
-1.01% |
回到中轨 |
| 4 |
2022-07-26 |
2022-08-16 |
60.568655146999994 |
63.706230000000005 |
¥5.2万 |
+5.15% |
回到中轨 |
| 5 |
2022-08-29 |
2022-10-17 |
55.72236169499999 |
50.91903 |
¥-9.1万 |
-8.65% |
回到中轨 |
| 6 |
2022-12-20 |
2023-01-17 |
51.28660136599999 |
49.46049 |
¥-3.5万 |
-3.59% |
回到中轨 |
| 7 |
2023-04-27 |
2023-05-31 |
45.248760557 |
40.14 |
¥-10.7万 |
-11.32% |
回到中轨 |
| 8 |
2023-08-07 |
2023-08-23 |
39.82171293099999 |
40.22973 |
¥8,275 |
+0.99% |
回到中轨 |
| 9 |
2023-10-17 |
2023-12-29 |
35.48608263199999 |
29.63034 |
¥-13.8万 |
-16.53% |
回到中轨 |
| 10 |
2024-01-25 |
2024-02-19 |
27.13523813 |
28.171799999999994 |
¥2.7万 |
+3.79% |
回到中轨 |
| 11 |
2024-03-25 |
2024-05-10 |
27.635888279999996 |
25.18479 |
¥-6.5万 |
-8.90% |
回到中轨 |
| 12 |
2024-06-25 |
2024-07-29 |
21.838359542999996 |
19.37061 |
¥-7.5万 |
-11.33% |
回到中轨 |
| 13 |
2024-08-29 |
2024-09-13 |
17.662937292 |
19.03095 |
¥4.6万 |
+7.71% |
回到中轨 |
| 14 |
2024-12-17 |
2025-01-17 |
25.463066628999993 |
24.1758 |
¥-3.2万 |
-5.08% |
回到中轨 |
| 15 |
2025-03-25 |
2025-05-07 |
20.126136029999998 |
18.601380000000002 |
¥-4.6万 |
-7.60% |
回到中轨 |
| 16 |
2025-08-15 |
2025-08-25 |
24.441740322999998 |
29.32065 |
¥11.1万 |
+19.93% |
回到中轨 |
| 17 |
2026-01-14 |
2026-01-26 |
26.033807799999995 |
26.68329 |
¥1.7万 |
+2.46% |
回到中轨 |
| 18 |
2026-03-19 |
2026-04-14 |
22.228866659999998 |
22.00797 |
¥-6,961 |
-1.02% |
回到中轨 |
| 19 |
2026-05-18 |
2026-06-05 |
21.047332305999998 |
22.167810000000003 |
¥3.6万 |
+5.29% |
回到中轨 |
| 20 |
2026-09-01 |
2026-10-14 |
16.681662998 |
16.183799999999998 |
¥-2.1万 |
-3.01% |
回到中轨 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-12-06 |
跌破下轨 |
买入 |
61.06099999999999 |
16100.0 |
¥98.3万 |
|
| 2021-12-13 |
回到中轨 |
卖出 |
67.932 |
16100.0 |
¥1.09M |
|
| 2022-01-21 |
跌破下轨 |
买入 |
55.63557999999998 |
19800.0 |
¥1.10M |
|
| 2022-02-23 |
回到中轨 |
卖出 |
51.53 |
19800.0 |
¥1.02M |
|
| 2022-03-28 |
跌破下轨 |
买入 |
53.453399999999995 |
19200.0 |
¥1.03M |
|
| 2022-04-25 |
回到中轨 |
卖出 |
52.947 |
19200.0 |
¥1.02M |
|
| 2022-07-26 |
跌破下轨 |
买入 |
60.550489999999996 |
16800.0 |
¥1.02M |
|
| 2022-08-16 |
回到中轨 |
卖出 |
63.706230000000005 |
16800.0 |
¥1.07M |
|
| 2022-08-29 |
跌破下轨 |
买入 |
55.70565 |
18900.0 |
¥1.05M |
|
| 2022-10-17 |
回到中轨 |
卖出 |
50.91903 |
18900.0 |
¥96.2万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
51.27121999999999 |
19000.0 |
¥97.4万 |
|
| 2023-01-17 |
回到中轨 |
卖出 |
49.46049 |
19000.0 |
¥93.9万 |
|
| 2023-04-27 |
跌破下轨 |
买入 |
45.235189999999996 |
20800.0 |
¥94.1万 |
|
| 2023-05-31 |
回到中轨 |
卖出 |
40.14 |
20800.0 |
¥83.5万 |
|
| 2023-08-07 |
跌破下轨 |
买入 |
39.80977 |
20900.0 |
¥83.2万 |
|
| 2023-08-23 |
回到中轨 |
卖出 |
40.22973 |
20900.0 |
¥84.1万 |
|
| 2023-10-17 |
跌破下轨 |
买入 |
35.47543999999999 |
23500.0 |
¥83.4万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
29.63034 |
23500.0 |
¥69.6万 |
|
| 2024-01-25 |
跌破下轨 |
买入 |
27.127100000000002 |
25900.0 |
¥70.3万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
28.171799999999994 |
25900.0 |
¥72.9万 |
|
| 2024-03-25 |
跌破下轨 |
买入 |
27.627599999999997 |
26400.0 |
¥73.0万 |
|
| 2024-05-10 |
回到中轨 |
卖出 |
25.18479 |
26400.0 |
¥66.5万 |
|
| 2024-06-25 |
跌破下轨 |
买入 |
21.831809999999997 |
30500.0 |
¥66.6万 |
|
| 2024-07-29 |
回到中轨 |
卖出 |
19.37061 |
30500.0 |
¥59.1万 |
|
| 2024-08-29 |
跌破下轨 |
买入 |
17.657639999999997 |
33600.0 |
¥59.3万 |
|
| 2024-09-13 |
回到中轨 |
卖出 |
19.03095 |
33600.0 |
¥63.9万 |
|
| 2024-12-17 |
跌破下轨 |
买入 |
25.455429999999996 |
25000.0 |
¥63.7万 |
|
| 2025-01-17 |
回到中轨 |
卖出 |
24.1758 |
25000.0 |
¥60.4万 |
|
| 2025-03-25 |
跌破下轨 |
买入 |
20.1201 |
30000.0 |
¥60.4万 |
|
| 2025-05-07 |
回到中轨 |
卖出 |
18.601380000000002 |
30000.0 |
¥55.8万 |
|
| 2025-08-15 |
跌破下轨 |
买入 |
24.43441 |
22700.0 |
¥55.5万 |
|
| 2025-08-25 |
回到中轨 |
卖出 |
29.32065 |
22700.0 |
¥66.5万 |
|
| 2026-01-14 |
跌破下轨 |
买入 |
26.025999999999996 |
25800.0 |
¥67.2万 |
|
| 2026-01-26 |
回到中轨 |
卖出 |
26.68329 |
25800.0 |
¥68.8万 |
|
| 2026-03-19 |
跌破下轨 |
买入 |
22.222199999999997 |
30600.0 |
¥68.0万 |
|
| 2026-04-14 |
回到中轨 |
卖出 |
22.00797 |
30600.0 |
¥67.3万 |
|
| 2026-05-18 |
跌破下轨 |
买入 |
21.041019999999996 |
32000.0 |
¥67.4万 |
|
| 2026-06-05 |
回到中轨 |
卖出 |
22.167810000000003 |
32000.0 |
¥70.9万 |
|
| 2026-09-01 |
跌破下轨 |
买入 |
16.67666 |
42700.0 |
¥71.2万 |
|
| 2026-10-14 |
回到中轨 |
卖出 |
16.183799999999998 |
42700.0 |
¥69.1万 |
|