000408 藏格矿业 — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.52M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +52.10%）
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 39 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 |
2015-06-29 |
2015-07-30 |
20.977241284999998 |
17.00298 |
¥-17.3万 |
-18.97% |
回到中轨 |
| 2 |
2016-01-12 |
2016-02-16 |
14.218464259999998 |
13.706280000000001 |
¥-3.0万 |
-3.63% |
回到中轨 |
| 3 |
2016-05-19 |
2016-06-01 |
13.016903899999999 |
13.706280000000001 |
¥4.2万 |
+5.26% |
回到中轨 |
| 4 |
2016-07-28 |
2016-08-09 |
15.730427713 |
16.06392 |
¥1.7万 |
+2.09% |
回到中轨 |
| 5 |
2016-12-05 |
2017-01-05 |
15.590245671 |
15.294690000000001 |
¥-1.6万 |
-1.93% |
回到中轨 |
| 6 |
2017-04-19 |
2017-05-19 |
15.264578 |
15.0849 |
¥-1.0万 |
-1.21% |
回到中轨 |
| 7 |
2017-05-24 |
2017-06-09 |
13.554065 |
13.93605 |
¥2.3万 |
+2.79% |
回到中轨 |
| 8 |
2017-11-24 |
2017-11-30 |
16.952014078999998 |
18.15183 |
¥6.0万 |
+7.05% |
回到中轨 |
| 9 |
2018-03-26 |
2018-04-02 |
14.598958373999999 |
16.87311 |
¥14.0万 |
+15.54% |
回到中轨 |
| 10 |
2018-05-30 |
2018-08-03 |
15.159686542000001 |
13.1 |
¥-13.6万 |
-13.61% |
回到中轨 |
| 11 |
2018-10-12 |
2018-11-08 |
10.683874200999998 |
11.11 |
¥3.6万 |
+3.96% |
回到中轨 |
| 12 |
2019-02-01 |
2019-02-14 |
10.51365315 |
11.23875 |
¥6.5万 |
+6.86% |
回到中轨 |
| 13 |
2019-04-23 |
2019-06-19 |
11.414823419999998 |
7.5924 |
¥-34.0万 |
-33.51% |
回到中轨 |
| 14 |
2019-08-26 |
2019-09-12 |
8.591156574 |
9.590399999999999 |
¥7.6万 |
+11.60% |
回到中轨 |
| 15 |
2019-12-17 |
2020-01-07 |
7.119245133 |
7.512479999999999 |
¥4.1万 |
+5.49% |
回到中轨 |
| 16 |
2020-02-04 |
2020-02-20 |
5.70741171 |
7.042949999999999 |
¥16.7万 |
+23.36% |
回到中轨 |
| 17 |
2020-03-17 |
2020-04-08 |
6.007801799999999 |
6.05394 |
¥7,043 |
+0.74% |
回到中轨 |
| 18 |
2020-04-28 |
2020-05-22 |
4.5158643529999996 |
4.86513 |
¥6.7万 |
+7.70% |
回到中轨 |
| 19 |
2020-09-16 |
2020-10-26 |
7.539791258999999 |
7.29 |
¥-3.5万 |
-3.34% |
回到中轨 |
| 20 |
2020-12-08 |
2020-12-22 |
7.810142339999999 |
7.88211 |
¥8,916 |
+0.89% |
回到中轨 |
| 21 |
2021-09-28 |
2021-10-13 |
26.464366928999997 |
29.940030000000004 |
¥13.1万 |
+13.10% |
回到中轨 |
| 22 |
2022-03-15 |
2022-05-17 |
32.74251981 |
26.4735 |
¥-21.5万 |
-19.17% |
回到中轨 |
| 23 |
2022-07-29 |
2022-08-16 |
33.303247977999995 |
35.02494 |
¥4.7万 |
+5.14% |
回到中轨 |
| 24 |
2022-08-22 |
2022-09-14 |
31.340699389999997 |
31.51845 |
¥5,167 |
+0.54% |
回到中轨 |
| 25 |
2022-10-31 |
2022-11-02 |
25.983742784999997 |
28.541430000000002 |
¥9.4万 |
+9.81% |
回到中轨 |
| 26 |
2022-12-07 |
2023-01-09 |
28.757344615999997 |
26.63334 |
¥-7.9万 |
-7.41% |
回到中轨 |
| 27 |
2023-03-14 |
2023-05-12 |
26.33419789 |
23.35662 |
¥-11.2万 |
-11.33% |
回到中轨 |
| 28 |
2023-06-27 |
2023-07-06 |
22.389074708 |
23.126849999999997 |
¥2.9万 |
+3.26% |
回到中轨 |
| 29 |
2023-08-24 |
2023-09-05 |
22.208840654 |
24.0759 |
¥7.4万 |
+8.37% |
回到中轨 |
| 30 |
2023-10-20 |
2023-10-31 |
20.987254288 |
22.2777 |
¥6.0万 |
+6.12% |
回到中轨 |
| 31 |
2024-02-01 |
2024-02-08 |
24.491805338 |
26.423549999999995 |
¥8.1万 |
+7.85% |
回到中轨 |
| 32 |
2024-05-23 |
2024-07-02 |
26.748022 |
25.974000000000004 |
¥-3.2万 |
-2.92% |
回到中轨 |
| 33 |
2024-07-24 |
2024-08-14 |
22.359035698999993 |
22.7772 |
¥2.0万 |
+1.84% |
回到中轨 |
| 34 |
2025-04-08 |
2025-04-22 |
32.54225975 |
35.62434 |
¥10.5万 |
+9.44% |
回到中轨 |
| 35 |
2026-03-23 |
2026-03-30 |
71.29258135999999 |
80.4195 |
¥15.1万 |
+12.77% |
回到中轨 |
| 36 |
2026-05-18 |
2026-06-15 |
81.76618249799998 |
81.90800999999999 |
¥1,911 |
+0.14% |
回到中轨 |
| 37 |
2026-06-29 |
2026-07-07 |
68.14849841799999 |
75.60432 |
¥14.9万 |
+10.91% |
回到中轨 |
| 38 |
2026-09-14 |
2026-10-12 |
72.09362159999999 |
74.28564 |
¥4.5万 |
+3.01% |
回到中轨 |
| 39 |
2026-10-23 |
2026-11-13 |
65.86553373399998 |
63.86 |
¥-4.7万 |
-3.07% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-29 |
跌破下轨 |
买入 |
20.97095 |
43400.0 |
¥91.0万 |
|
| 2015-07-30 |
回到中轨 |
卖出 |
17.00298 |
43400.0 |
¥73.8万 |
|
| 2016-01-12 |
跌破下轨 |
买入 |
14.214199999999998 |
58000.0 |
¥82.5万 |
|
| 2016-02-16 |
回到中轨 |
卖出 |
13.706280000000001 |
58000.0 |
¥79.5万 |
|
| 2016-05-19 |
跌破下轨 |
买入 |
13.012999999999998 |
61100.0 |
¥79.5万 |
|
| 2016-06-01 |
回到中轨 |
卖出 |
13.706280000000001 |
61100.0 |
¥83.7万 |
|
| 2016-07-28 |
跌破下轨 |
买入 |
15.725710000000001 |
52600.0 |
¥82.7万 |
|
| 2016-08-09 |
回到中轨 |
卖出 |
16.06392 |
52600.0 |
¥84.5万 |
|
| 2016-12-05 |
跌破下轨 |
买入 |
15.585569999999999 |
54200.0 |
¥84.5万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
15.294690000000001 |
54200.0 |
¥82.9万 |
|
| 2017-04-19 |
跌破下轨 |
买入 |
15.26 |
54500.0 |
¥83.2万 |
|
| 2017-05-19 |
回到中轨 |
卖出 |
15.0849 |
54500.0 |
¥82.2万 |
|
| 2017-05-24 |
跌破下轨 |
买入 |
13.55 |
61100.0 |
¥82.8万 |
|
| 2017-06-09 |
回到中轨 |
卖出 |
13.93605 |
61100.0 |
¥85.1万 |
|
| 2017-11-24 |
跌破下轨 |
买入 |
16.94693 |
50200.0 |
¥85.1万 |
|
| 2017-11-30 |
回到中轨 |
卖出 |
18.15183 |
50200.0 |
¥91.1万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
14.594579999999999 |
61800.0 |
¥90.2万 |
|
| 2018-04-02 |
回到中轨 |
卖出 |
16.87311 |
61800.0 |
¥1.04M |
|
| 2018-05-30 |
跌破下轨 |
买入 |
15.15514 |
66000.0 |
¥1.00M |
|
| 2018-08-03 |
回到中轨 |
卖出 |
13.1 |
66000.0 |
¥86.4万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
10.68067 |
84600.0 |
¥90.4万 |
|
| 2018-11-08 |
回到中轨 |
卖出 |
11.11 |
84600.0 |
¥94.0万 |
|
| 2019-02-01 |
跌破下轨 |
买入 |
10.510499999999999 |
90200.0 |
¥94.8万 |
|
| 2019-02-14 |
回到中轨 |
卖出 |
11.23875 |
90200.0 |
¥1.01M |
|
| 2019-04-23 |
跌破下轨 |
买入 |
11.411399999999999 |
88800.0 |
¥1.01M |
|
| 2019-06-19 |
回到中轨 |
卖出 |
7.5924 |
88800.0 |
¥67.4万 |
|
| 2019-08-26 |
跌破下轨 |
买入 |
8.588579999999999 |
76700.0 |
¥65.9万 |
|
| 2019-09-12 |
回到中轨 |
卖出 |
9.590399999999999 |
76700.0 |
¥73.5万 |
|
| 2019-12-17 |
跌破下轨 |
买入 |
7.11711 |
105600.0 |
¥75.2万 |
|
| 2020-01-07 |
回到中轨 |
卖出 |
7.512479999999999 |
105600.0 |
¥79.3万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
5.705699999999999 |
125300.0 |
¥71.5万 |
|
| 2020-02-20 |
回到中轨 |
卖出 |
7.042949999999999 |
125300.0 |
¥88.2万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
6.005999999999999 |
158900.0 |
¥95.5万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
6.05394 |
158900.0 |
¥96.2万 |
|
| 2020-04-28 |
跌破下轨 |
买入 |
4.51451 |
193000.0 |
¥87.2万 |
|
| 2020-05-22 |
回到中轨 |
卖出 |
4.86513 |
193000.0 |
¥93.9万 |
|
| 2020-09-16 |
跌破下轨 |
买入 |
7.537529999999999 |
137100.0 |
¥1.03M |
|
| 2020-10-26 |
回到中轨 |
卖出 |
7.29 |
137100.0 |
¥99.9万 |
|
| 2020-12-08 |
跌破下轨 |
买入 |
7.8077999999999985 |
128100.0 |
¥1.00M |
|
| 2020-12-22 |
回到中轨 |
卖出 |
7.88211 |
128100.0 |
¥1.01M |
|
| 2021-09-28 |
跌破下轨 |
买入 |
26.456429999999997 |
37900.0 |
¥1.00M |
|
| 2021-10-13 |
回到中轨 |
卖出 |
29.940030000000004 |
37900.0 |
¥1.13M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
32.7327 |
34200.0 |
¥1.12M |
|
| 2022-05-17 |
回到中轨 |
卖出 |
26.4735 |
34200.0 |
¥90.5万 |
|
| 2022-07-29 |
跌破下轨 |
买入 |
33.29326 |
27600.0 |
¥91.9万 |
|
| 2022-08-16 |
回到中轨 |
卖出 |
35.02494 |
27600.0 |
¥96.6万 |
|
| 2022-08-22 |
跌破下轨 |
买入 |
31.3313 |
30700.0 |
¥96.2万 |
|
| 2022-09-14 |
回到中轨 |
卖出 |
31.51845 |
30700.0 |
¥96.7万 |
|
| 2022-10-31 |
跌破下轨 |
买入 |
25.975949999999997 |
36800.0 |
¥95.6万 |
|
| 2022-11-02 |
回到中轨 |
卖出 |
28.541430000000002 |
36800.0 |
¥1.05M |
|
| 2022-12-07 |
跌破下轨 |
买入 |
28.748719999999995 |
37200.0 |
¥1.07M |
|
| 2023-01-09 |
回到中轨 |
卖出 |
26.63334 |
37200.0 |
¥99.0万 |
|
| 2023-03-14 |
跌破下轨 |
买入 |
26.326299999999996 |
37400.0 |
¥98.5万 |
|
| 2023-05-12 |
回到中轨 |
卖出 |
23.35662 |
37400.0 |
¥87.3万 |
|
| 2023-06-27 |
跌破下轨 |
买入 |
22.38236 |
39400.0 |
¥88.2万 |
|
| 2023-07-06 |
回到中轨 |
卖出 |
23.126849999999997 |
39400.0 |
¥91.1万 |
|
| 2023-08-24 |
跌破下轨 |
买入 |
22.20218 |
39600.0 |
¥87.9万 |
|
| 2023-09-05 |
回到中轨 |
卖出 |
24.0759 |
39600.0 |
¥95.3万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
20.98096 |
46900.0 |
¥98.4万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
22.2777 |
46900.0 |
¥1.04M |
|
| 2024-02-01 |
跌破下轨 |
买入 |
24.48446 |
42100.0 |
¥1.03M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
26.423549999999995 |
42100.0 |
¥1.11M |
|
| 2024-05-23 |
跌破下轨 |
买入 |
26.74 |
41400.0 |
¥1.11M |
|
| 2024-07-02 |
回到中轨 |
卖出 |
25.974000000000004 |
41400.0 |
¥1.08M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
22.352329999999995 |
48900.0 |
¥1.09M |
|
| 2024-08-14 |
回到中轨 |
卖出 |
22.7772 |
48900.0 |
¥1.11M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
32.5325 |
34100.0 |
¥1.11M |
|
| 2025-04-22 |
回到中轨 |
卖出 |
35.62434 |
34100.0 |
¥1.21M |
|
| 2026-03-23 |
跌破下轨 |
买入 |
71.2712 |
16600.0 |
¥1.18M |
|
| 2026-03-30 |
回到中轨 |
卖出 |
80.4195 |
16600.0 |
¥1.33M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
81.74165999999998 |
16300.0 |
¥1.33M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
81.90800999999999 |
16300.0 |
¥1.33M |
|
| 2026-06-29 |
跌破下轨 |
买入 |
68.12805999999999 |
20100.0 |
¥1.37M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
75.60432 |
20100.0 |
¥1.52M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
72.07199999999999 |
20800.0 |
¥1.50M |
|
| 2026-10-12 |
回到中轨 |
卖出 |
74.28564 |
20800.0 |
¥1.54M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
65.84577999999999 |
23200.0 |
¥1.53M |
|
| 2026-11-13 |
强平 |
卖出 |
63.86 |
23200 |
¥1.48M |
回测结束强平 |