- 首页
- 策略商城
- 创业板布林带策略
经典的布林带策略，当收盘价突破布林带上轨时做多，收盘价突破下轨时平仓。
年化收益：0.132
最大回撤：-0.292
夏普比率：0.406
卡玛比率：0.453
基准：
年化收益：0.029
最大回撤：-0.466
夏普比率：0.243
卡玛比率：0.062
订单明细
| 日期 |
交易类型 |
代码 |
份额 |
价格 |
| 20240312 |
买入 |
159915.SZ |
2636988.0 |
1.851 |
| 20230421 |
卖出 |
159915.SZ |
-2151197.0 |
2.269 |
| 20230403 |
买入 |
159915.SZ |
2151197.0 |
2.366 |
| 20230217 |
卖出 |
159915.SZ |
-2140341.0 |
2.378 |
| 20230109 |
买入 |
159915.SZ |
2140341.0 |
2.365 |
| 20220831 |
卖出 |
159915.SZ |
-2032078.0 |
2.491 |
| 20220817 |
买入 |
159915.SZ |
2032078.0 |
2.695 |
| 20220803 |
卖出 |
159915.SZ |
-2145104.0 |
2.553 |
| 20220606 |
买入 |
159915.SZ |
2145104.0 |
2.477 |
| 20211220 |
卖出 |
159915.SZ |
-1647573.0 |
3.225 |
| 20211015 |
买入 |
159915.SZ |
1647573.0 |
3.176 |
| 20210727 |
卖出 |
159915.SZ |
-1666462.0 |
3.14 |
| 20210402 |
买入 |
159915.SZ |
1666462.0 |
2.756 |
| 20210224 |
卖出 |
159915.SZ |
-1581532.0 |
2.904 |
| 20201012 |
买入 |
159915.SZ |
1581532.0 |
2.683 |
| 20200909 |
卖出 |
159915.SZ |
-1739038.0 |
2.44 |
| 20200506 |
买入 |
159915.SZ |
1739038.0 |
2.029 |
| 20200313 |
卖出 |
159915.SZ |
-1807637.0 |
1.952 |
| 20191028 |
买入 |
159915.SZ |
1807637.0 |
1.646 |
| 20191008 |
卖出 |
159915.SZ |
-1912192.0 |
1.556 |
| 20190621 |
买入 |
159915.SZ |
1912192.0 |
1.473 |
| 20190429 |
卖出 |
159915.SZ |
-1818372.0 |
1.549 |
| 20190211 |
买入 |
159915.SZ |
1818372.0 |
1.264 |
| 20171102 |
卖出 |
159915.SZ |
-1317147.0 |
1.745 |
| 20171013 |
买入 |
159915.SZ |
1317147.0 |
1.84 |
| 20170926 |
卖出 |
159915.SZ |
-1388059.0 |
1.746 |
| 20170816 |
买入 |
159915.SZ |
1388059.0 |
1.735 |
| 20170330 |
卖出 |
159915.SZ |
-1328341.0 |
1.813 |
| 20170224 |
买入 |
159915.SZ |
1328341.0 |
1.859 |
| 20160727 |
卖出 |
159915.SZ |
-1198150.0 |
2.061 |
| 20160613 |
买入 |
159915.SZ |
1.0 |
1.967 |
| 20160602 |
买入 |
159915.SZ |
1198149.0 |
2.088 |
| 20160420 |
卖出 |
159915.SZ |
-1232382.0 |
2.03 |
| 20160323 |
买入 |
159915.SZ |
1232382.0 |
2.148 |
| 20160104 |
卖出 |
159915.SZ |
-1147943.0 |
2.306 |
| 20151012 |
买入 |
159915.SZ |
1147943.0 |
2.22 |
| 20150619 |
卖出 |
159915.SZ |
-809027.0 |
3.15 |
| 20141203 |
买入 |
159915.SZ |
809027.0 |
1.559 |
| 20141111 |
卖出 |
159915.SZ |
-885104.0 |
1.425 |
| 20140813 |
买入 |
159915.SZ |
1.0 |
1.35 |
| 20140811 |
买入 |
159915.SZ |
885103.0 |
1.366 |
| 20140717 |
卖出 |
159915.SZ |
-943098.0 |
1.282 |
| 20140528 |
买入 |
159915.SZ |
943098.0 |
1.314 |
| 20140227 |
卖出 |
159915.SZ |
-894751.0 |
1.385 |
| 20130715 |
买入 |
159915.SZ |
894751.0 |
1.138 |
| 20130624 |
卖出 |
159915.SZ |
-1057349.0 |
0.963 |
| 20121225 |
买入 |
159915.SZ |
1057349.0 |
0.697 |
| 20120921 |
卖出 |
159915.SZ |
-1061920.0 |
0.694 |
| 20120907 |
买入 |
159915.SZ |
1061920.0 |
0.766 |
| 20120830 |
卖出 |
159915.SZ |
-1150539.0 |
0.707 |
| 20120809 |
买入 |
159915.SZ |
1150539.0 |
0.748 |
| 20120716 |
卖出 |
159915.SZ |
-1234724.0 |
0.697 |
| 20120611 |
买入 |
159915.SZ |
1234724.0 |
0.744 |
| 20120328 |
卖出 |
159915.SZ |
-1312335.0 |
0.7 |
| 20120222 |
买入 |
159915.SZ |
1312335.0 |
0.762 |