688521 芯原股份 — 布林下轨抄底 回测明细
数据区间: 2020-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥64.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -35.82%）
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 |
2020-10-26 |
2020-11-10 |
87.61377624999999 |
108.891 |
¥24.0万 |
+24.25% |
回到中轨 |
| 2 |
2020-12-17 |
2021-01-15 |
86.091799794 |
79.2207 |
¥-9.9万 |
-8.01% |
回到中轨 |
| 3 |
2021-03-09 |
2021-04-08 |
68.92951265199999 |
59.06088 |
¥-16.3万 |
-14.34% |
回到中轨 |
| 4 |
2021-07-19 |
2021-07-23 |
63.111957909 |
73.926 |
¥16.4万 |
+17.10% |
回到中轨 |
| 5 |
2021-09-29 |
2021-11-01 |
68.49895352299998 |
66.933 |
¥-2.6万 |
-2.32% |
回到中轨 |
| 6 |
2022-01-24 |
2022-02-24 |
63.362282984000004 |
61.977959999999996 |
¥-2.4万 |
-2.21% |
回到中轨 |
| 7 |
2022-03-08 |
2022-05-12 |
56.433284908 |
40.87908 |
¥-30.0万 |
-27.58% |
回到中轨 |
| 8 |
2022-07-13 |
2022-07-21 |
44.76813641299999 |
47.1 |
¥4.1万 |
+5.18% |
回到中轨 |
| 9 |
2022-10-11 |
2022-10-21 |
41.103377314999996 |
45.954 |
¥9.7万 |
+11.77% |
回到中轨 |
| 10 |
2022-11-28 |
2022-12-13 |
47.952271366999994 |
50.43951 |
¥4.7万 |
+5.16% |
回到中轨 |
| 11 |
2022-12-26 |
2023-01-17 |
45.78946271899999 |
48.31164 |
¥5.3万 |
+5.48% |
回到中轨 |
| 12 |
2023-04-27 |
2023-05-26 |
81.10532429999999 |
80.88903 |
¥-3,007 |
-0.30% |
回到中轨 |
| 13 |
2023-06-27 |
2023-08-02 |
79.663451868 |
70.07985000000001 |
¥-12.3万 |
-12.06% |
回到中轨 |
| 14 |
2023-08-16 |
2023-08-31 |
64.18334922999999 |
64.935 |
¥1.0万 |
+1.14% |
回到中轨 |
| 15 |
2023-12-06 |
2023-12-12 |
51.126393318 |
56.80314 |
¥10.0万 |
+11.07% |
回到中轨 |
| 16 |
2023-12-21 |
2024-02-20 |
48.512999535 |
38.661300000000004 |
¥-20.4万 |
-20.33% |
回到中轨 |
| 17 |
2024-03-26 |
2024-04-29 |
37.628865274 |
31.378589999999996 |
¥-13.5万 |
-16.64% |
回到中轨 |
| 18 |
2024-06-28 |
2024-07-04 |
27.505719240999998 |
30.569399999999998 |
¥7.5万 |
+11.10% |
回到中轨 |
| 19 |
2025-05-12 |
2025-05-30 |
83.458380005 |
87.02289 |
¥3.1万 |
+4.24% |
回到中轨 |
| 20 |
2025-12-17 |
2025-12-31 |
129.04758266399998 |
141.858 |
¥7.7万 |
+9.89% |
回到中轨 |
| 21 |
2026-06-02 |
2026-06-17 |
231.23027827899998 |
245.2545 |
¥5.2万 |
+6.03% |
回到中轨 |
| 22 |
2026-10-08 |
2026-11-12 |
168.21845039999997 |
116.883 |
¥-26.7万 |
-30.54% |
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 |
|---|
| 2020-10-26 |
跌破下轨 |
买入 |
87.58749999999999 |
11300.0 |
¥99.0万 |
|
| 2020-11-10 |
回到中轨 |
卖出 |
108.891 |
11300.0 |
¥1.23M |
|
| 2020-12-17 |
跌破下轨 |
买入 |
86.06598 |
14400.0 |
¥1.24M |
|
| 2021-01-15 |
回到中轨 |
卖出 |
79.2207 |
14400.0 |
¥1.14M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
68.90884 |
16500.0 |
¥1.14M |
|
| 2021-04-08 |
回到中轨 |
卖出 |
59.06088 |
16500.0 |
¥97.4万 |
|
| 2021-07-19 |
跌破下轨 |
买入 |
63.09302999999999 |
15200.0 |
¥95.9万 |
|
| 2021-07-23 |
回到中轨 |
卖出 |
73.926 |
15200.0 |
¥1.12M |
|
| 2021-09-29 |
跌破下轨 |
买入 |
68.47840999999998 |
16400.0 |
¥1.12M |
|
| 2021-11-01 |
回到中轨 |
卖出 |
66.933 |
16400.0 |
¥1.10M |
|
| 2022-01-24 |
跌破下轨 |
买入 |
63.34327999999999 |
17400.0 |
¥1.10M |
|
| 2022-02-24 |
回到中轨 |
卖出 |
61.977959999999996 |
17400.0 |
¥1.08M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
56.41636 |
19300.0 |
¥1.09M |
|
| 2022-05-12 |
回到中轨 |
卖出 |
40.87908 |
19300.0 |
¥78.9万 |
|
| 2022-07-13 |
跌破下轨 |
买入 |
44.754709999999996 |
17600.0 |
¥78.8万 |
|
| 2022-07-21 |
回到中轨 |
卖出 |
47.1 |
17600.0 |
¥82.9万 |
|
| 2022-10-11 |
跌破下轨 |
买入 |
41.091049999999996 |
20100.0 |
¥82.6万 |
|
| 2022-10-21 |
回到中轨 |
卖出 |
45.954 |
20100.0 |
¥92.3万 |
|
| 2022-11-28 |
跌破下轨 |
买入 |
47.937889999999996 |
19000.0 |
¥91.1万 |
|
| 2022-12-13 |
回到中轨 |
卖出 |
50.43951 |
19000.0 |
¥95.8万 |
|
| 2022-12-26 |
跌破下轨 |
买入 |
45.77572999999999 |
21200.0 |
¥97.1万 |
|
| 2023-01-17 |
回到中轨 |
卖出 |
48.31164 |
21200.0 |
¥1.02M |
|
| 2023-04-27 |
跌破下轨 |
买入 |
81.08099999999999 |
12500.0 |
¥1.01M |
|
| 2023-05-26 |
回到中轨 |
卖出 |
80.88903 |
12500.0 |
¥1.01M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
79.63955999999999 |
12800.0 |
¥1.02M |
|
| 2023-08-02 |
回到中轨 |
卖出 |
70.07985000000001 |
12800.0 |
¥89.7万 |
|
| 2023-08-16 |
跌破下轨 |
买入 |
64.16409999999999 |
14000.0 |
¥89.9万 |
|
| 2023-08-31 |
回到中轨 |
卖出 |
64.935 |
14000.0 |
¥90.9万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
51.111059999999995 |
17700.0 |
¥90.5万 |
|
| 2023-12-12 |
回到中轨 |
卖出 |
56.80314 |
17700.0 |
¥1.01M |
|
| 2023-12-21 |
跌破下轨 |
买入 |
48.49845 |
20700.0 |
¥1.00M |
|
| 2024-02-20 |
回到中轨 |
卖出 |
38.661300000000004 |
20700.0 |
¥80.0万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
37.61758 |
21500.0 |
¥80.9万 |
|
| 2024-04-29 |
回到中轨 |
卖出 |
31.378589999999996 |
21500.0 |
¥67.4万 |
|
| 2024-06-28 |
跌破下轨 |
买入 |
27.497469999999996 |
24400.0 |
¥67.1万 |
|
| 2024-07-04 |
回到中轨 |
卖出 |
30.569399999999998 |
24400.0 |
¥74.6万 |
|
| 2025-05-12 |
跌破下轨 |
买入 |
83.43334999999999 |
8900.0 |
¥74.3万 |
|
| 2025-05-30 |
回到中轨 |
卖出 |
87.02289 |
8900.0 |
¥77.4万 |
|
| 2025-12-17 |
跌破下轨 |
买入 |
129.00887999999998 |
6000.0 |
¥77.4万 |
|
| 2025-12-31 |
回到中轨 |
卖出 |
141.858 |
6000.0 |
¥85.1万 |
|
| 2026-06-02 |
跌破下轨 |
买入 |
231.16092999999998 |
3700.0 |
¥85.6万 |
|
| 2026-06-17 |
回到中轨 |
卖出 |
245.2545 |
3700.0 |
¥90.7万 |
|
| 2026-10-08 |
跌破下轨 |
买入 |
168.16799999999998 |
5200.0 |
¥87.5万 |
|
| 2026-11-12 |
回到中轨 |
卖出 |
116.883 |
5200.0 |
¥60.8万 |
|