688981 中芯国际 — 布林下轨抄底 回测明细
数据区间: 2020-07-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.02M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +2.48%）
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 19 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 |
2020-10-13 |
65.975676767 |
56.5434 |
¥-14.2万 |
-14.32% |
回到中轨 |
| 2 |
2020-12-17 |
2021-01-04 |
54.28048926299999 |
58.311629999999994 |
¥6.2万 |
+7.39% |
回到中轨 |
| 3 |
2021-07-19 |
2021-07-27 |
53.61608 |
57.4 |
¥6.4万 |
+7.03% |
回到中轨 |
| 4 |
2021-12-21 |
2022-02-14 |
53.028863888 |
51.19875 |
¥-3.4万 |
-3.48% |
回到中轨 |
| 5 |
2022-03-08 |
2022-05-12 |
49.67450788299999 |
42.08787 |
¥-14.4万 |
-15.30% |
回到中轨 |
| 6 |
2022-07-07 |
2022-08-04 |
43.676719086 |
41.91804 |
¥-3.3万 |
-4.06% |
回到中轨 |
| 7 |
2022-09-20 |
2022-10-18 |
38.64017857700001 |
38.551410000000004 |
¥-1,997 |
-0.26% |
回到中轨 |
| 8 |
2023-05-10 |
2023-06-01 |
52.32795367799999 |
53.796150000000004 |
¥2.1万 |
+2.77% |
回到中轨 |
| 9 |
2023-08-14 |
2023-08-30 |
46.64056797399999 |
53.926019999999994 |
¥12.2万 |
+15.59% |
回到中轨 |
| 10 |
2024-01-08 |
2024-02-20 |
50.655782177 |
44.505449999999996 |
¥-11.1万 |
-12.17% |
回到中轨 |
| 11 |
2024-03-26 |
2024-04-30 |
44.65799338 |
42.957 |
¥-3.1万 |
-3.84% |
回到中轨 |
| 12 |
2024-09-12 |
2024-09-27 |
43.356302989999996 |
47.0 |
¥6.4万 |
+8.37% |
回到中轨 |
| 13 |
2024-12-17 |
2024-12-23 |
81.45577940499997 |
93.6 |
¥12.4万 |
+14.87% |
回到中轨 |
| 14 |
2025-04-02 |
2025-04-11 |
86.49231991399998 |
90.76914 |
¥4.7万 |
+4.91% |
回到中轨 |
| 15 |
2025-05-12 |
2025-06-09 |
86.01169577 |
84.1 |
¥-2.2万 |
-2.25% |
回到中轨 |
| 16 |
2026-02-04 |
2026-04-09 |
114.64888434999999 |
99.3006 |
¥-12.9万 |
-13.41% |
回到中轨 |
| 17 |
2026-08-04 |
2026-08-18 |
116.85174500999999 |
135.864 |
¥13.8万 |
+16.24% |
回到中轨 |
| 18 |
2026-09-15 |
2026-09-21 |
113.757727083 |
122.47739999999999 |
¥7.5万 |
+7.63% |
回到中轨 |
| 19 |
2026-10-08 |
2026-11-05 |
112.1456336 |
107.6 |
¥-4.3万 |
-4.08% |
回到中轨 |
逐笔成交记录（共 38 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 |
65.95589 |
15000.0 |
¥99.0万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
56.5434 |
15000.0 |
¥84.8万 |
|
| 2020-12-17 |
跌破下轨 |
买入 |
54.26420999999999 |
15400.0 |
¥83.6万 |
|
| 2021-01-04 |
回到中轨 |
卖出 |
58.311629999999994 |
15400.0 |
¥89.8万 |
|
| 2021-07-19 |
跌破下轨 |
买入 |
53.6 |
16900.0 |
¥90.6万 |
|
| 2021-07-27 |
回到中轨 |
卖出 |
57.4 |
16900.0 |
¥97.0万 |
|
| 2021-12-21 |
跌破下轨 |
买入 |
53.01295999999999 |
18500.0 |
¥98.1万 |
|
| 2022-02-14 |
回到中轨 |
卖出 |
51.19875 |
18500.0 |
¥94.7万 |
|
| 2022-03-08 |
跌破下轨 |
买入 |
49.659609999999994 |
19000.0 |
¥94.4万 |
|
| 2022-05-12 |
回到中轨 |
卖出 |
42.08787 |
19000.0 |
¥79.9万 |
|
| 2022-07-07 |
跌破下轨 |
买入 |
43.663619999999995 |
18400.0 |
¥80.4万 |
|
| 2022-08-04 |
回到中轨 |
卖出 |
41.91804 |
18400.0 |
¥77.1万 |
|
| 2022-09-20 |
跌破下轨 |
买入 |
38.62859 |
19900.0 |
¥76.9万 |
|
| 2022-10-18 |
回到中轨 |
卖出 |
38.551410000000004 |
19900.0 |
¥76.7万 |
|
| 2023-05-10 |
跌破下轨 |
买入 |
52.312259999999995 |
14500.0 |
¥75.9万 |
|
| 2023-06-01 |
回到中轨 |
卖出 |
53.796150000000004 |
14500.0 |
¥78.0万 |
|
| 2023-08-14 |
跌破下轨 |
买入 |
46.62657999999999 |
16800.0 |
¥78.4万 |
|
| 2023-08-30 |
回到中轨 |
卖出 |
53.926019999999994 |
16800.0 |
¥90.6万 |
|
| 2024-01-08 |
跌破下轨 |
买入 |
50.640589999999996 |
18000.0 |
¥91.2万 |
|
| 2024-02-20 |
回到中轨 |
卖出 |
44.505449999999996 |
18000.0 |
¥80.1万 |
|
| 2024-03-26 |
跌破下轨 |
买入 |
44.6446 |
17900.0 |
¥79.9万 |
|
| 2024-04-30 |
回到中轨 |
卖出 |
42.957 |
17900.0 |
¥76.9万 |
|
| 2024-09-12 |
跌破下轨 |
买入 |
43.34329999999999 |
17700.0 |
¥76.7万 |
|
| 2024-09-27 |
回到中轨 |
卖出 |
47.0 |
17700.0 |
¥83.2万 |
|
| 2024-12-17 |
跌破下轨 |
买入 |
81.43134999999998 |
10200.0 |
¥83.1万 |
|
| 2024-12-23 |
回到中轨 |
卖出 |
93.6 |
10200.0 |
¥95.4万 |
|
| 2025-04-02 |
跌破下轨 |
买入 |
86.46637999999999 |
11000.0 |
¥95.1万 |
|
| 2025-04-11 |
回到中轨 |
卖出 |
90.76914 |
11000.0 |
¥99.8万 |
|
| 2025-05-12 |
跌破下轨 |
买入 |
85.9859 |
11600.0 |
¥99.8万 |
|
| 2025-06-09 |
回到中轨 |
卖出 |
84.1 |
11600.0 |
¥97.5万 |
|
| 2026-02-04 |
跌破下轨 |
买入 |
114.61449999999999 |
8400.0 |
¥96.3万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
99.3006 |
8400.0 |
¥83.4万 |
|
| 2026-08-04 |
跌破下轨 |
买入 |
116.81669999999998 |
7300.0 |
¥85.3万 |
|
| 2026-08-18 |
回到中轨 |
卖出 |
135.864 |
7300.0 |
¥99.2万 |
|
| 2026-09-15 |
跌破下轨 |
买入 |
113.72361 |
8600.0 |
¥97.8万 |
|
| 2026-09-21 |
回到中轨 |
卖出 |
122.47739999999999 |
8600.0 |
¥1.05M |
|
| 2026-10-08 |
跌破下轨 |
买入 |
112.112 |
9500.0 |
¥1.07M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
107.6 |
9500.0 |
¥1.02M |
|