688506 百利天恒 — 布林下轨抄底 回测明细
数据区间: 2023-01-06 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.62M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +62.01%）
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 14 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 |
2023-05-30 |
2023-07-04 |
81.68607847399998 |
79.58033999999999 |
¥-2.6万 |
-2.61% |
回到中轨 |
| 2 |
2023-08-08 |
2023-08-22 |
79.08269769399999 |
86.90301 |
¥9.3万 |
+9.86% |
回到中轨 |
| 3 |
2023-10-24 |
2023-11-03 |
84.585368 |
88.91099999999999 |
¥5.3万 |
+5.08% |
回到中轨 |
| 4 |
2024-07-04 |
2024-08-01 |
175.23756550299998 |
172.33748999999997 |
¥-1.9万 |
-1.68% |
回到中轨 |
| 5 |
2024-09-03 |
2024-09-30 |
163.02170184299996 |
175.824 |
¥8.5万 |
+7.82% |
回到中轨 |
| 6 |
2024-11-19 |
2024-11-21 |
176.37904784499997 |
199.8 |
¥15.7万 |
+13.24% |
回到中轨 |
| 7 |
2025-01-13 |
2025-01-15 |
179.83353387999998 |
193.806 |
¥10.3万 |
+7.74% |
回到中轨 |
| 8 |
2025-10-15 |
2025-10-22 |
341.122986204 |
363.636 |
¥9.4万 |
+6.57% |
回到中轨 |
| 9 |
2025-12-26 |
2026-01-12 |
333.90361104100003 |
342.657 |
¥4.0万 |
+2.59% |
回到中轨 |
| 10 |
2026-01-20 |
2026-02-12 |
305.39659149999994 |
293.50620000000004 |
¥-6.1万 |
-3.92% |
回到中轨 |
| 11 |
2026-03-02 |
2026-03-11 |
260.91883217399993 |
283.52619 |
¥12.8万 |
+8.63% |
回到中轨 |
| 12 |
2026-04-29 |
2026-06-15 |
274.55654225999996 |
235.764 |
¥-23.3万 |
-14.15% |
回到中轨 |
| 13 |
2026-08-25 |
2026-09-22 |
266.750001 |
269.58015 |
¥1.5万 |
+1.03% |
回到中轨 |
| 14 |
2026-10-09 |
2026-10-21 |
224.89204737999995 |
255.72401999999997 |
¥19.1万 |
+13.68% |
回到中轨 |
逐笔成交记录（共 28 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-05-30 |
跌破下轨 |
买入 |
81.66157999999999 |
12000.0 |
¥98.0万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
79.58033999999999 |
12000.0 |
¥95.5万 |
|
| 2023-08-08 |
跌破下轨 |
买入 |
79.05897999999999 |
11900.0 |
¥94.1万 |
|
| 2023-08-22 |
回到中轨 |
卖出 |
86.90301 |
11900.0 |
¥1.03M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
84.56 |
12400.0 |
¥1.05M |
|
| 2023-11-03 |
回到中轨 |
卖出 |
88.91099999999999 |
12400.0 |
¥1.10M |
|
| 2024-07-04 |
跌破下轨 |
买入 |
175.18500999999998 |
6300.0 |
¥1.10M |
|
| 2024-08-01 |
回到中轨 |
卖出 |
172.33748999999997 |
6300.0 |
¥1.09M |
|
| 2024-09-03 |
跌破下轨 |
买入 |
162.97280999999998 |
6700.0 |
¥1.09M |
|
| 2024-09-30 |
回到中轨 |
卖出 |
175.824 |
6700.0 |
¥1.18M |
|
| 2024-11-19 |
跌破下轨 |
买入 |
176.32614999999998 |
6700.0 |
¥1.18M |
|
| 2024-11-21 |
回到中轨 |
卖出 |
199.8 |
6700.0 |
¥1.34M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
179.77959999999996 |
7400.0 |
¥1.33M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
193.806 |
7400.0 |
¥1.43M |
|
| 2025-10-15 |
跌破下轨 |
买入 |
341.02067999999997 |
4200.0 |
¥1.43M |
|
| 2025-10-22 |
回到中轨 |
卖出 |
363.636 |
4200.0 |
¥1.53M |
|
| 2025-12-26 |
跌破下轨 |
买入 |
333.80347 |
4600.0 |
¥1.54M |
|
| 2026-01-12 |
回到中轨 |
卖出 |
342.657 |
4600.0 |
¥1.58M |
|
| 2026-01-20 |
跌破下轨 |
买入 |
305.30499999999995 |
5100.0 |
¥1.56M |
|
| 2026-02-12 |
回到中轨 |
卖出 |
293.50620000000004 |
5100.0 |
¥1.50M |
|
| 2026-03-02 |
跌破下轨 |
买入 |
260.84057999999993 |
5700.0 |
¥1.49M |
|
| 2026-03-11 |
回到中轨 |
卖出 |
283.52619 |
5700.0 |
¥1.62M |
|
| 2026-04-29 |
跌破下轨 |
买入 |
274.47419999999994 |
6000.0 |
¥1.65M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
235.764 |
6000.0 |
¥1.41M |
|
| 2026-08-25 |
跌破下轨 |
买入 |
266.67 |
5300.0 |
¥1.41M |
|
| 2026-09-22 |
回到中轨 |
卖出 |
269.58015 |
5300.0 |
¥1.43M |
|
| 2026-10-09 |
跌破下轨 |
买入 |
224.82459999999998 |
6200.0 |
¥1.39M |
|
| 2026-10-21 |
回到中轨 |
卖出 |
255.72401999999997 |
6200.0 |
¥1.59M |
|