688396 华润微 — 布林下轨抄底 回测明细
数据区间: 2020-02-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.60M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +60.20%）
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 27 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 |
2020-09-09 |
47.16124412999999 |
50.309639999999995 |
¥6.6万 |
+6.64% |
回到中轨 |
| 2 |
2020-10-22 |
2020-11-10 |
48.92353265799999 |
56.72321999999999 |
¥16.9万 |
+15.91% |
回到中轨 |
| 3 |
2021-01-04 |
2021-01-13 |
62.18074863 |
68.4315 |
¥12.2万 |
+10.02% |
回到中轨 |
| 4 |
2021-02-04 |
2021-02-25 |
54.42067130499999 |
61.937999999999995 |
¥18.3万 |
+13.78% |
回到中轨 |
| 5 |
2021-07-15 |
2021-07-23 |
80.40441409 |
87.7122 |
¥13.8万 |
+9.06% |
回到中轨 |
| 6 |
2021-08-31 |
2021-10-18 |
76.75968099799998 |
71.46846000000001 |
¥-11.4万 |
-6.92% |
回到中轨 |
| 7 |
2021-10-28 |
2021-11-05 |
61.37970838999999 |
68.44149 |
¥17.6万 |
+11.47% |
回到中轨 |
| 8 |
2022-01-21 |
2022-02-24 |
57.97528737 |
58.291650000000004 |
¥8,877 |
+0.52% |
回到中轨 |
| 9 |
2022-04-12 |
2022-05-11 |
48.26267445999999 |
49.74 |
¥5.3万 |
+3.03% |
回到中轨 |
| 10 |
2022-07-05 |
2022-07-11 |
54.901295448999996 |
57.5424 |
¥8.6万 |
+4.78% |
回到中轨 |
| 11 |
2022-07-13 |
2022-08-05 |
53.930034158 |
53.62632 |
¥-1.1万 |
-0.59% |
回到中轨 |
| 12 |
2022-09-22 |
2022-10-18 |
48.56306455 |
48.901050000000005 |
¥1.2万 |
+0.67% |
回到中轨 |
| 13 |
2023-04-24 |
2023-05-11 |
57.77502731 |
60.1398 |
¥7.6万 |
+4.06% |
回到中轨 |
| 14 |
2023-06-05 |
2023-07-05 |
56.042777791 |
53.58 |
¥-8.7万 |
-4.42% |
回到中轨 |
| 15 |
2023-10-18 |
2023-10-27 |
52.06761559999999 |
54.26568 |
¥7.8万 |
+4.19% |
回到中轨 |
| 16 |
2023-11-29 |
2024-01-26 |
50.38543109599999 |
41.34861 |
¥-35.0万 |
-17.96% |
回到中轨 |
| 17 |
2024-02-01 |
2024-02-08 |
37.558774252999996 |
40.4595 |
¥12.2万 |
+7.69% |
回到中轨 |
| 18 |
2024-03-26 |
2024-04-16 |
39.53133584399999 |
39.64032 |
¥4,233 |
+0.25% |
回到中轨 |
| 19 |
2024-04-25 |
2024-05-10 |
37.068137106 |
39.010949999999994 |
¥9.0万 |
+5.21% |
回到中轨 |
| 20 |
2024-06-11 |
2024-06-12 |
36.847851039999995 |
38.841120000000004 |
¥9.7万 |
+5.38% |
回到中轨 |
| 21 |
2024-08-13 |
2024-09-06 |
36.84785103999999 |
35.964 |
¥-4.6万 |
-2.43% |
回到中轨 |
| 22 |
2024-12-20 |
2025-01-20 |
47.57177725299999 |
47.42253 |
¥-6,408 |
-0.34% |
回到中轨 |
| 23 |
2025-03-24 |
2025-04-14 |
45.779449715999995 |
46.6533 |
¥3.5万 |
+1.88% |
回到中轨 |
| 24 |
2025-06-13 |
2025-06-25 |
45.629254671 |
46.303650000000005 |
¥2.7万 |
+1.45% |
回到中轨 |
| 25 |
2026-03-04 |
2026-04-09 |
52.057602597 |
49.3506 |
¥-10.0万 |
-5.23% |
回到中轨 |
| 26 |
2026-07-17 |
2026-08-12 |
64.97437646699998 |
59.91003 |
¥-14.1万 |
-7.82% |
回到中轨 |
| 27 |
2026-10-09 |
2026-11-05 |
51.56696545 |
48.951 |
¥-8.5万 |
-5.10% |
回到中轨 |
逐笔成交记录（共 54 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 |
47.147099999999995 |
21000.0 |
¥99.0万 |
|
| 2020-09-09 |
回到中轨 |
卖出 |
50.309639999999995 |
21000.0 |
¥1.06M |
|
| 2020-10-22 |
跌破下轨 |
买入 |
48.90886 |
21700.0 |
¥1.06M |
|
| 2020-11-10 |
回到中轨 |
卖出 |
56.72321999999999 |
21700.0 |
¥1.23M |
|
| 2021-01-04 |
跌破下轨 |
买入 |
62.162099999999995 |
19600.0 |
¥1.22M |
|
| 2021-01-13 |
回到中轨 |
卖出 |
68.4315 |
19600.0 |
¥1.34M |
|
| 2021-02-04 |
跌破下轨 |
买入 |
54.404349999999994 |
24400.0 |
¥1.33M |
|
| 2021-02-25 |
回到中轨 |
卖出 |
61.937999999999995 |
24400.0 |
¥1.51M |
|
| 2021-07-15 |
跌破下轨 |
买入 |
80.38029999999999 |
18900.0 |
¥1.52M |
|
| 2021-07-23 |
回到中轨 |
卖出 |
87.7122 |
18900.0 |
¥1.66M |
|
| 2021-08-31 |
跌破下轨 |
买入 |
76.73665999999999 |
21400.0 |
¥1.64M |
|
| 2021-10-18 |
回到中轨 |
卖出 |
71.46846000000001 |
21400.0 |
¥1.53M |
|
| 2021-10-28 |
跌破下轨 |
买入 |
61.36129999999999 |
25000.0 |
¥1.53M |
|
| 2021-11-05 |
回到中轨 |
卖出 |
68.44149 |
25000.0 |
¥1.71M |
|
| 2022-01-21 |
跌破下轨 |
买入 |
57.957899999999995 |
29700.0 |
¥1.72M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
58.291650000000004 |
29700.0 |
¥1.73M |
|
| 2022-04-12 |
跌破下轨 |
买入 |
48.2482 |
36100.0 |
¥1.74M |
|
| 2022-05-11 |
回到中轨 |
卖出 |
49.74 |
36100.0 |
¥1.80M |
|
| 2022-07-05 |
跌破下轨 |
买入 |
54.884829999999994 |
32600.0 |
¥1.79M |
|
| 2022-07-11 |
回到中轨 |
卖出 |
57.5424 |
32600.0 |
¥1.88M |
|
| 2022-07-13 |
跌破下轨 |
买入 |
53.91385999999999 |
34700.0 |
¥1.87M |
|
| 2022-08-05 |
回到中轨 |
卖出 |
53.62632 |
34700.0 |
¥1.86M |
|
| 2022-09-22 |
跌破下轨 |
买入 |
48.5485 |
38300.0 |
¥1.86M |
|
| 2022-10-18 |
回到中轨 |
卖出 |
48.901050000000005 |
38300.0 |
¥1.87M |
|
| 2023-04-24 |
跌破下轨 |
买入 |
57.7577 |
32500.0 |
¥1.88M |
|
| 2023-05-11 |
回到中轨 |
卖出 |
60.1398 |
32500.0 |
¥1.95M |
|
| 2023-06-05 |
跌破下轨 |
买入 |
56.025969999999994 |
34900.0 |
¥1.96M |
|
| 2023-07-05 |
回到中轨 |
卖出 |
53.58 |
34900.0 |
¥1.87M |
|
| 2023-10-18 |
跌破下轨 |
买入 |
52.05199999999999 |
35800.0 |
¥1.86M |
|
| 2023-10-27 |
回到中轨 |
卖出 |
54.26568 |
35800.0 |
¥1.94M |
|
| 2023-11-29 |
跌破下轨 |
买入 |
50.37031999999999 |
38700.0 |
¥1.95M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
41.34861 |
38700.0 |
¥1.60M |
|
| 2024-02-01 |
跌破下轨 |
买入 |
37.547509999999996 |
42200.0 |
¥1.58M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
40.4595 |
42200.0 |
¥1.71M |
|
| 2024-03-26 |
跌破下轨 |
买入 |
39.519479999999994 |
43600.0 |
¥1.72M |
|
| 2024-04-16 |
回到中轨 |
卖出 |
39.64032 |
43600.0 |
¥1.73M |
|
| 2024-04-25 |
跌破下轨 |
买入 |
37.05702 |
46400.0 |
¥1.72M |
|
| 2024-05-10 |
回到中轨 |
卖出 |
39.010949999999994 |
46400.0 |
¥1.81M |
|
| 2024-06-11 |
跌破下轨 |
买入 |
36.83679999999999 |
49000.0 |
¥1.81M |
|
| 2024-06-12 |
回到中轨 |
卖出 |
38.841120000000004 |
49000.0 |
¥1.90M |
|
| 2024-08-13 |
跌破下轨 |
买入 |
36.83679999999999 |
51900.0 |
¥1.91M |
|
| 2024-09-06 |
回到中轨 |
卖出 |
35.964 |
51900.0 |
¥1.87M |
|
| 2024-12-20 |
跌破下轨 |
买入 |
47.55750999999999 |
39200.0 |
¥1.86M |
|
| 2025-01-20 |
回到中轨 |
卖出 |
47.42253 |
39200.0 |
¥1.86M |
|
| 2025-03-24 |
跌破下轨 |
买入 |
45.765719999999995 |
40600.0 |
¥1.86M |
|
| 2025-04-14 |
回到中轨 |
卖出 |
46.6533 |
40600.0 |
¥1.89M |
|
| 2025-06-13 |
跌破下轨 |
买入 |
45.61557 |
41400.0 |
¥1.89M |
|
| 2025-06-25 |
回到中轨 |
卖出 |
46.303650000000005 |
41400.0 |
¥1.92M |
|
| 2026-03-04 |
跌破下轨 |
买入 |
52.04199 |
36700.0 |
¥1.91M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
49.3506 |
36700.0 |
¥1.81M |
|
| 2026-07-17 |
跌破下轨 |
买入 |
64.95488999999999 |
27800.0 |
¥1.81M |
|
| 2026-08-12 |
回到中轨 |
卖出 |
59.91003 |
27800.0 |
¥1.66M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
51.5515 |
32300.0 |
¥1.67M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
48.951 |
32300.0 |
¥1.58M |
|