000568 泸州老窖 — 布林带突破 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥1.43M
策略: 布林带突破
K线 & 交易信号（策略收益 +42.52%）
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 52 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 |
2015-02-16 |
2015-04-29 |
20.50615 |
25.3 |
¥23.2万 |
+23.34% |
跌破中轨 |
| 2 |
2015-05-27 |
2015-06-23 |
27.225355156999996 |
27.4725 |
¥1.1万 |
+0.88% |
跌破中轨 |
| 3 |
2015-06-26 |
2015-07-03 |
30.940179269999994 |
25.24473 |
¥-22.1万 |
-18.43% |
跌破中轨 |
| 4 |
2015-08-12 |
2015-08-19 |
26.634587980000003 |
24.685290000000002 |
¥-7.4万 |
-7.35% |
跌破中轨 |
| 5 |
2015-10-19 |
2015-11-27 |
22.609360773999995 |
24.18579 |
¥6.6万 |
+6.94% |
跌破中轨 |
| 6 |
2015-12-22 |
2016-01-05 |
28.216642453999995 |
24.575400000000002 |
¥-13.0万 |
-12.93% |
跌破中轨 |
| 7 |
2016-03-29 |
2016-04-12 |
25.042520503 |
23.83614 |
¥-4.2万 |
-4.85% |
跌破中轨 |
| 8 |
2016-06-07 |
2016-07-20 |
26.354223896 |
31.11885 |
¥15.2万 |
+18.04% |
跌破中轨 |
| 9 |
2016-10-26 |
2016-11-15 |
33.193104945 |
33.6663 |
¥1.4万 |
+1.40% |
跌破中轨 |
| 10 |
2017-02-10 |
2017-04-11 |
35.145640529999994 |
40.159800000000004 |
¥14.3万 |
+14.23% |
跌破中轨 |
| 11 |
2017-04-21 |
2017-05-09 |
46.0598138 |
43.43651999999999 |
¥-6.6万 |
-5.72% |
跌破中轨 |
| 12 |
2017-05-17 |
2017-06-06 |
48.784631000000005 |
46.51 |
¥-5.1万 |
-4.69% |
跌破中轨 |
| 13 |
2017-06-13 |
2017-07-04 |
51.116380314999994 |
48.70125 |
¥-4.9万 |
-4.75% |
跌破中轨 |
| 14 |
2017-07-25 |
2017-08-23 |
52.778538813 |
54.32562 |
¥2.8万 |
+2.90% |
跌破中轨 |
| 15 |
2017-09-26 |
2017-11-24 |
57.434585207999994 |
63.25668000000001 |
¥10.2万 |
+10.10% |
跌破中轨 |
| 16 |
2018-01-10 |
2018-01-22 |
70.381398087 |
68.41 |
¥-3.1万 |
-2.83% |
跌破中轨 |
| 17 |
2018-05-08 |
2018-06-15 |
64.333544275 |
67.0329 |
¥4.5万 |
+4.16% |
跌破中轨 |
| 18 |
2018-12-04 |
2018-12-20 |
42.97580887599999 |
41.08887 |
¥-5.0万 |
-4.42% |
跌破中轨 |
| 19 |
2019-01-22 |
2019-03-11 |
42.665405783 |
49.96998 |
¥18.3万 |
+17.09% |
跌破中轨 |
| 20 |
2019-03-20 |
2019-05-07 |
58.69622358599998 |
70.4295 |
¥24.8万 |
+19.95% |
跌破中轨 |
| 21 |
2019-05-17 |
2019-05-24 |
80.11403700299999 |
70.48944 |
¥-17.8万 |
-12.04% |
跌破中轨 |
| 22 |
2019-06-24 |
2019-07-24 |
76.018718776 |
81.3186 |
¥9.2万 |
+6.94% |
跌破中轨 |
| 23 |
2019-08-19 |
2019-09-12 |
86.11182579999998 |
86.90301 |
¥1.3万 |
+0.89% |
跌破中轨 |
| 24 |
2019-12-31 |
2020-02-03 |
86.372163878 |
74.39 |
¥-19.9万 |
-13.90% |
跌破中轨 |
| 25 |
2020-04-29 |
2020-05-28 |
81.1053243 |
83.916 |
¥4.2万 |
+3.43% |
跌破中轨 |
| 26 |
2020-06-09 |
2020-06-30 |
95.153567509 |
91.1088 |
¥-5.4万 |
-4.28% |
跌破中轨 |
| 27 |
2020-07-06 |
2020-08-04 |
110.23315002700001 |
117.40248 |
¥7.8万 |
+6.47% |
跌破中轨 |
| 28 |
2020-08-18 |
2020-09-18 |
123.55044401699998 |
139.09077 |
¥16.1万 |
+12.54% |
跌破中轨 |
| 29 |
2020-10-13 |
2020-12-01 |
151.98737253699997 |
183.816 |
¥30.5万 |
+20.91% |
跌破中轨 |
| 30 |
2020-12-18 |
2021-01-19 |
205.06630143999996 |
235.764 |
¥26.3万 |
+14.94% |
跌破中轨 |
| 31 |
2021-02-03 |
2021-02-25 |
277.35017009699993 |
247.8519 |
¥-21.3万 |
-10.66% |
跌破中轨 |
| 32 |
2021-04-29 |
2021-05-07 |
260.338078 |
239.76998999999998 |
¥-14.2万 |
-7.93% |
跌破中轨 |
| 33 |
2021-05-26 |
2021-06-09 |
284.429363218 |
259.74 |
¥-14.4万 |
-8.71% |
跌破中轨 |
| 34 |
2021-09-28 |
2021-11-03 |
205.26656149999997 |
223.76601000000002 |
¥13.6万 |
+8.98% |
跌破中轨 |
| 35 |
2021-12-06 |
2021-12-30 |
254.83092634999997 |
245.11 |
¥-6.4万 |
-3.84% |
跌破中轨 |
| 36 |
2022-06-01 |
2022-07-15 |
214.869031377 |
234.04572 |
¥14.1万 |
+8.89% |
跌破中轨 |
| 37 |
2022-09-01 |
2022-09-07 |
232.64211170199997 |
219.78 |
¥-9.6万 |
-5.56% |
跌破中轨 |
| 38 |
2022-12-02 |
2023-02-06 |
194.32234922099997 |
229.77 |
¥29.7万 |
+18.21% |
跌破中轨 |
| 39 |
2023-02-14 |
2023-03-08 |
259.93755788000004 |
245.754 |
¥-10.6万 |
-5.48% |
跌破中轨 |
| 40 |
2023-06-15 |
2023-06-27 |
228.79711855 |
212.24754000000001 |
¥-13.3万 |
-7.26% |
跌破中轨 |
| 41 |
2023-07-26 |
2023-08-14 |
238.41961443300002 |
229.77 |
¥-6.2万 |
-3.66% |
跌破中轨 |
| 42 |
2023-09-05 |
2023-09-14 |
240.20192896699996 |
232.05771 |
¥-5.6万 |
-3.42% |
跌破中轨 |
| 43 |
2024-02-22 |
2024-04-09 |
161.219361303 |
179.82 |
¥18.0万 |
+11.50% |
跌破中轨 |
| 44 |
2024-10-09 |
2024-10-31 |
152.1976456 |
135.87399 |
¥-18.2万 |
-10.75% |
跌破中轨 |
| 45 |
2024-11-08 |
2024-11-20 |
155.20154649999998 |
140.94891 |
¥-14.6万 |
-9.21% |
跌破中轨 |
| 46 |
2025-02-28 |
2025-03-24 |
127.16513809999998 |
131.31855 |
¥4.6万 |
+3.24% |
跌破中轨 |
| 47 |
2025-07-11 |
2025-08-11 |
116.040691767 |
122.22 |
¥7.8万 |
+5.29% |
跌破中轨 |
| 48 |
2025-08-21 |
2025-09-19 |
130.61962413499998 |
132.867 |
¥2.6万 |
+1.69% |
跌破中轨 |
| 49 |
2025-11-11 |
2025-11-24 |
141.1833423 |
134.56529999999998 |
¥-7.4万 |
-4.72% |
跌破中轨 |
| 50 |
2026-01-30 |
2026-02-13 |
123.33015795099999 |
115.89399 |
¥-9.0万 |
-6.06% |
跌破中轨 |
| 51 |
2026-07-16 |
2026-08-18 |
83.21806793299999 |
86.19372 |
¥5.0万 |
+3.54% |
跌破中轨 |
| 52 |
2026-11-03 |
2026-11-12 |
79.743555892 |
76.74 |
¥-5.6万 |
-3.80% |
强平 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-16 |
突破上轨 |
买入 |
20.5 |
48500.0 |
¥99.5万 |
|
| 2015-04-29 |
跌破中轨 |
卖出 |
25.3 |
48500.0 |
¥1.23M |
|
| 2015-05-27 |
突破上轨 |
买入 |
27.217189999999995 |
45100.0 |
¥1.23M |
|
| 2015-06-23 |
跌破中轨 |
卖出 |
27.4725 |
45100.0 |
¥1.24M |
|
| 2015-06-26 |
突破上轨 |
买入 |
30.930899999999998 |
38700.0 |
¥1.20M |
|
| 2015-07-03 |
跌破中轨 |
卖出 |
25.24473 |
38700.0 |
¥97.7万 |
|
| 2015-08-12 |
突破上轨 |
买入 |
26.6266 |
38000.0 |
¥1.01M |
|
| 2015-08-19 |
跌破中轨 |
卖出 |
24.685290000000002 |
38000.0 |
¥93.8万 |
|
| 2015-10-19 |
突破上轨 |
买入 |
22.602579999999996 |
41900.0 |
¥94.7万 |
|
| 2015-11-27 |
跌破中轨 |
卖出 |
24.18579 |
41900.0 |
¥1.01M |
|
| 2015-12-22 |
突破上轨 |
买入 |
28.208179999999995 |
35700.0 |
¥1.01M |
|
| 2016-01-05 |
跌破中轨 |
卖出 |
24.575400000000002 |
35700.0 |
¥87.7万 |
|
| 2016-03-29 |
突破上轨 |
买入 |
25.03501 |
35000.0 |
¥87.6万 |
|
| 2016-04-12 |
跌破中轨 |
卖出 |
23.83614 |
35000.0 |
¥83.4万 |
|
| 2016-06-07 |
突破上轨 |
买入 |
26.34632 |
31900.0 |
¥84.1万 |
|
| 2016-07-20 |
跌破中轨 |
卖出 |
31.11885 |
31900.0 |
¥99.2万 |
|
| 2016-10-26 |
突破上轨 |
买入 |
33.18315 |
29700.0 |
¥98.6万 |
|
| 2016-11-15 |
跌破中轨 |
卖出 |
33.6663 |
29700.0 |
¥100.0万 |
|
| 2017-02-10 |
突破上轨 |
买入 |
35.135099999999994 |
28500.0 |
¥1.00M |
|
| 2017-04-11 |
跌破中轨 |
卖出 |
40.159800000000004 |
28500.0 |
¥1.14M |
|
| 2017-04-21 |
突破上轨 |
买入 |
46.046 |
24900.0 |
¥1.15M |
|
| 2017-05-09 |
跌破中轨 |
卖出 |
43.43651999999999 |
24900.0 |
¥1.08M |
|
| 2017-05-17 |
突破上轨 |
买入 |
48.77 |
22100.0 |
¥1.08M |
|
| 2017-06-06 |
跌破中轨 |
卖出 |
46.51 |
22100.0 |
¥1.03M |
|
| 2017-06-13 |
突破上轨 |
买入 |
51.101049999999994 |
20100.0 |
¥1.03M |
|
| 2017-07-04 |
跌破中轨 |
卖出 |
48.70125 |
20100.0 |
¥97.9万 |
|
| 2017-07-25 |
突破上轨 |
买入 |
52.76271 |
18600.0 |
¥98.2万 |
|
| 2017-08-23 |
跌破中轨 |
卖出 |
54.32562 |
18600.0 |
¥1.01M |
|
| 2017-09-26 |
突破上轨 |
买入 |
57.417359999999995 |
17500.0 |
¥1.01M |
|
| 2017-11-24 |
跌破中轨 |
卖出 |
63.25668000000001 |
17500.0 |
¥1.11M |
|
| 2018-01-10 |
突破上轨 |
买入 |
70.36028999999999 |
15700.0 |
¥1.10M |
|
| 2018-01-22 |
跌破中轨 |
卖出 |
68.41 |
15700.0 |
¥1.07M |
|
| 2018-05-08 |
突破上轨 |
买入 |
64.31424999999999 |
16700.0 |
¥1.07M |
|
| 2018-06-15 |
跌破中轨 |
卖出 |
67.0329 |
16700.0 |
¥1.12M |
|
| 2018-12-04 |
突破上轨 |
买入 |
42.96291999999999 |
26100.0 |
¥1.12M |
|
| 2018-12-20 |
跌破中轨 |
卖出 |
41.08887 |
26100.0 |
¥1.07M |
|
| 2019-01-22 |
突破上轨 |
买入 |
42.652609999999996 |
25100.0 |
¥1.07M |
|
| 2019-03-11 |
跌破中轨 |
卖出 |
49.96998 |
25100.0 |
¥1.25M |
|
| 2019-03-20 |
突破上轨 |
买入 |
58.67861999999999 |
21200.0 |
¥1.24M |
|
| 2019-05-07 |
跌破中轨 |
卖出 |
70.4295 |
21200.0 |
¥1.49M |
|
| 2019-05-17 |
突破上轨 |
买入 |
80.09000999999999 |
18500.0 |
¥1.48M |
|
| 2019-05-24 |
跌破中轨 |
卖出 |
70.48944 |
18500.0 |
¥1.30M |
|
| 2019-06-24 |
突破上轨 |
买入 |
75.99592 |
17400.0 |
¥1.32M |
|
| 2019-07-24 |
跌破中轨 |
卖出 |
81.3186 |
17400.0 |
¥1.41M |
|
| 2019-08-19 |
突破上轨 |
买入 |
86.08599999999998 |
16400.0 |
¥1.41M |
|
| 2019-09-12 |
跌破中轨 |
卖出 |
86.90301 |
16400.0 |
¥1.42M |
|
| 2019-12-31 |
突破上轨 |
买入 |
86.34626 |
16600.0 |
¥1.43M |
|
| 2020-02-03 |
跌破中轨 |
卖出 |
74.39 |
16600.0 |
¥1.23M |
|
| 2020-04-29 |
突破上轨 |
买入 |
81.08099999999999 |
14900.0 |
¥1.21M |
|
| 2020-05-28 |
跌破中轨 |
卖出 |
83.916 |
14900.0 |
¥1.25M |
|
| 2020-06-09 |
突破上轨 |
买入 |
95.12503 |
13300.0 |
¥1.27M |
|
| 2020-06-30 |
跌破中轨 |
卖出 |
91.1088 |
13300.0 |
¥1.21M |
|
| 2020-07-06 |
突破上轨 |
买入 |
110.20009 |
11000.0 |
¥1.21M |
|
| 2020-08-04 |
跌破中轨 |
卖出 |
117.40248 |
11000.0 |
¥1.29M |
|
| 2020-08-18 |
突破上轨 |
买入 |
123.51338999999999 |
10400.0 |
¥1.28M |
|
| 2020-09-18 |
跌破中轨 |
卖出 |
139.09077 |
10400.0 |
¥1.45M |
|
| 2020-10-13 |
突破上轨 |
买入 |
151.94178999999997 |
9600.0 |
¥1.46M |
|
| 2020-12-01 |
跌破中轨 |
卖出 |
183.816 |
9600.0 |
¥1.76M |
|
| 2020-12-18 |
突破上轨 |
买入 |
205.0048 |
8600.0 |
¥1.76M |
|
| 2021-01-19 |
跌破中轨 |
卖出 |
235.764 |
8600.0 |
¥2.03M |
|
| 2021-02-03 |
突破上轨 |
买入 |
277.26698999999996 |
7200.0 |
¥2.00M |
|
| 2021-02-25 |
跌破中轨 |
卖出 |
247.8519 |
7200.0 |
¥1.78M |
|
| 2021-04-29 |
突破上轨 |
买入 |
260.26 |
6900.0 |
¥1.80M |
|
| 2021-05-07 |
跌破中轨 |
卖出 |
239.76998999999998 |
6900.0 |
¥1.65M |
|
| 2021-05-26 |
突破上轨 |
买入 |
284.34405999999996 |
5800.0 |
¥1.65M |
|
| 2021-06-09 |
跌破中轨 |
卖出 |
259.74 |
5800.0 |
¥1.51M |
|
| 2021-09-28 |
突破上轨 |
买入 |
205.20499999999996 |
7400.0 |
¥1.52M |
|
| 2021-11-03 |
跌破中轨 |
卖出 |
223.76601000000002 |
7400.0 |
¥1.66M |
|
| 2021-12-06 |
突破上轨 |
买入 |
254.75449999999995 |
6500.0 |
¥1.66M |
|
| 2021-12-30 |
跌破中轨 |
卖出 |
245.11 |
6500.0 |
¥1.59M |
|
| 2022-06-01 |
突破上轨 |
买入 |
214.80459 |
7400.0 |
¥1.59M |
|
| 2022-07-15 |
跌破中轨 |
卖出 |
234.04572 |
7400.0 |
¥1.73M |
|
| 2022-09-01 |
突破上轨 |
买入 |
232.57234 |
7400.0 |
¥1.72M |
|
| 2022-09-07 |
跌破中轨 |
卖出 |
219.78 |
7400.0 |
¥1.63M |
|
| 2022-12-02 |
突破上轨 |
买入 |
194.26406999999998 |
8400.0 |
¥1.63M |
|
| 2023-02-06 |
跌破中轨 |
卖出 |
229.77 |
8400.0 |
¥1.93M |
|
| 2023-02-14 |
突破上轨 |
买入 |
259.8596 |
7400.0 |
¥1.92M |
|
| 2023-03-08 |
跌破中轨 |
卖出 |
245.754 |
7400.0 |
¥1.82M |
|
| 2023-06-15 |
突破上轨 |
买入 |
228.72849999999997 |
8000.0 |
¥1.83M |
|
| 2023-06-27 |
跌破中轨 |
卖出 |
212.24754000000001 |
8000.0 |
¥1.70M |
|
| 2023-07-26 |
突破上轨 |
买入 |
238.34811 |
7100.0 |
¥1.69M |
|
| 2023-08-14 |
跌破中轨 |
卖出 |
229.77 |
7100.0 |
¥1.63M |
|
| 2023-09-05 |
突破上轨 |
买入 |
240.12988999999993 |
6800.0 |
¥1.63M |
|
| 2023-09-14 |
跌破中轨 |
卖出 |
232.05771 |
6800.0 |
¥1.58M |
|
| 2024-02-22 |
突破上轨 |
买入 |
161.17100999999997 |
9700.0 |
¥1.56M |
|
| 2024-04-09 |
跌破中轨 |
卖出 |
179.82 |
9700.0 |
¥1.74M |
|
| 2024-10-09 |
突破上轨 |
买入 |
152.152 |
11100.0 |
¥1.69M |
|
| 2024-10-31 |
跌破中轨 |
卖出 |
135.87399 |
11100.0 |
¥1.51M |
|
| 2024-11-08 |
突破上轨 |
买入 |
155.15499999999997 |
10200.0 |
¥1.58M |
|
| 2024-11-20 |
跌破中轨 |
卖出 |
140.94891 |
10200.0 |
¥1.44M |
|
| 2025-02-28 |
突破上轨 |
买入 |
127.12699999999997 |
11200.0 |
¥1.42M |
|
| 2025-03-24 |
跌破中轨 |
卖出 |
131.31855 |
11200.0 |
¥1.47M |
|
| 2025-07-11 |
突破上轨 |
买入 |
116.00589 |
12700.0 |
¥1.47M |
|
| 2025-08-11 |
跌破中轨 |
卖出 |
122.22 |
12700.0 |
¥1.55M |
|
| 2025-08-21 |
突破上轨 |
买入 |
130.58044999999998 |
11900.0 |
¥1.55M |
|
| 2025-09-19 |
跌破中轨 |
卖出 |
132.867 |
11900.0 |
¥1.58M |
|
| 2025-11-11 |
突破上轨 |
买入 |
141.141 |
11100.0 |
¥1.57M |
|
| 2025-11-24 |
跌破中轨 |
卖出 |
134.56529999999998 |
11100.0 |
¥1.49M |
|
| 2026-01-30 |
突破上轨 |
买入 |
123.29316999999999 |
12100.0 |
¥1.49M |
|
| 2026-02-13 |
跌破中轨 |
卖出 |
115.89399 |
12100.0 |
¥1.40M |
|
| 2026-07-16 |
突破上轨 |
买入 |
83.19310999999999 |
17100.0 |
¥1.42M |
|
| 2026-08-18 |
跌破中轨 |
卖出 |
86.19372 |
17100.0 |
¥1.47M |
|
| 2026-11-03 |
突破上轨 |
买入 |
79.71964 |
18400.0 |
¥1.47M |
|
| 2026-11-12 |
强平 |
卖出 |
76.74 |
18400 |
¥1.41M |
回测结束强平 |