000538 云南白药 — 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: ¥94.7万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -5.33%）
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 44 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 |
2015-02-06 |
2015-03-03 |
61.14940932099999 |
62.58 |
¥2.3万 |
+2.31% |
回到中轨 |
| 2 |
2015-07-09 |
2015-07-27 |
64.28347926 |
75.4245 |
¥17.6万 |
+17.30% |
回到中轨 |
| 3 |
2015-08-24 |
2015-09-02 |
67.360202 |
66.0 |
¥-2.4万 |
-2.05% |
回到中轨 |
| 4 |
2015-09-30 |
2015-10-13 |
63.63263406499999 |
67.932 |
¥7.9万 |
+6.72% |
回到中轨 |
| 5 |
2016-01-05 |
2016-02-05 |
67.96826436399998 |
60.85908 |
¥-13.1万 |
-10.49% |
回到中轨 |
| 6 |
2016-02-26 |
2016-03-15 |
57.184260132999995 |
58.241699999999994 |
¥2.0万 |
+1.82% |
回到中轨 |
| 7 |
2017-07-05 |
2017-08-10 |
89.71650687999998 |
88.3116 |
¥-1.8万 |
-1.60% |
回到中轨 |
| 8 |
2017-09-04 |
2017-09-19 |
86.54238492900001 |
88.2117 |
¥2.1万 |
+1.90% |
回到中轨 |
| 9 |
2017-11-24 |
2017-12-12 |
98.02729937000001 |
97.93197000000002 |
¥-1,447 |
-0.13% |
回到中轨 |
| 10 |
2018-01-30 |
2018-03-05 |
98.72820958 |
96.1038 |
¥-3.0万 |
-2.69% |
回到中轨 |
| 11 |
2018-04-03 |
2018-05-03 |
95.72430868 |
97.91199 |
¥2.5万 |
+2.25% |
回到中轨 |
| 12 |
2018-07-06 |
2018-07-16 |
99.82963990999998 |
105.894 |
¥6.8万 |
+6.04% |
回到中轨 |
| 13 |
2018-08-06 |
2018-12-03 |
95.12352849999998 |
75.5244 |
¥-24.5万 |
-20.63% |
回到中轨 |
| 14 |
2019-01-04 |
2019-01-16 |
69.109746706 |
75.56436 |
¥8.7万 |
+9.31% |
回到中轨 |
| 15 |
2019-05-07 |
2019-06-20 |
82.49713171699999 |
77.87205 |
¥-5.9万 |
-5.63% |
回到中轨 |
| 16 |
2019-07-19 |
2019-08-20 |
77.06007108799997 |
76.4235 |
¥-8,442 |
-0.86% |
回到中轨 |
| 17 |
2019-12-03 |
2019-12-25 |
86.44225489899999 |
87.8121 |
¥1.5万 |
+1.55% |
回到中轨 |
| 18 |
2020-02-03 |
2020-03-26 |
78.08139739399999 |
78.51141 |
¥4,634 |
+0.52% |
回到中轨 |
| 19 |
2020-11-16 |
2020-12-03 |
97.92716933999999 |
98.41149 |
¥4,639 |
+0.46% |
回到中轨 |
| 20 |
2021-04-08 |
2021-05-18 |
115.439911587 |
113.89599000000001 |
¥-1.4万 |
-1.37% |
回到中轨 |
| 21 |
2021-08-23 |
2021-09-06 |
88.39479048399998 |
92.907 |
¥5.0万 |
+5.07% |
回到中轨 |
| 22 |
2021-10-29 |
2021-11-17 |
87.71390627999999 |
91.26864 |
¥4.1万 |
+4.02% |
回到中轨 |
| 23 |
2022-01-26 |
2022-03-31 |
92.62027774999999 |
81.26865 |
¥-13.2万 |
-12.28% |
回到中轨 |
| 24 |
2022-04-20 |
2022-06-08 |
76.29908286 |
57.17277 |
¥-23.7万 |
-25.09% |
回到中轨 |
| 25 |
2022-07-13 |
2022-09-15 |
56.57346695 |
53.11683 |
¥-4.3万 |
-6.14% |
回到中轨 |
| 26 |
2022-12-28 |
2023-01-16 |
53.92002115499999 |
57.71223000000001 |
¥4.6万 |
+7.00% |
回到中轨 |
| 27 |
2023-03-08 |
2023-04-03 |
54.681009382999996 |
54.67527 |
¥-288 |
-0.04% |
回到中轨 |
| 28 |
2023-08-21 |
2023-08-30 |
52.79856481899999 |
54.38556 |
¥2.1万 |
+2.97% |
回到中轨 |
| 29 |
2023-10-18 |
2023-11-07 |
52.21566 |
51.2487 |
¥-1.4万 |
-1.88% |
回到中轨 |
| 30 |
2023-11-28 |
2023-12-29 |
49.774637913 |
48.98097 |
¥-1.2万 |
-1.62% |
回到中轨 |
| 31 |
2024-01-23 |
2024-01-26 |
47.18127013599999 |
48.951 |
¥2.6万 |
+3.72% |
回到中轨 |
| 32 |
2024-02-01 |
2024-02-07 |
46.380229895999996 |
49.40055 |
¥4.7万 |
+6.48% |
回到中轨 |
| 33 |
2024-06-14 |
2024-07-12 |
52.02756358799999 |
51.79815 |
¥-3,674 |
-0.47% |
回到中轨 |
| 34 |
2024-07-31 |
2024-08-09 |
49.454221817 |
52.947 |
¥5.5万 |
+7.03% |
回到中轨 |
| 35 |
2024-09-13 |
2024-09-26 |
50.745899204 |
52.39755 |
¥2.7万 |
+3.22% |
回到中轨 |
| 36 |
2025-02-24 |
2025-03-17 |
55.922621754999994 |
55.97397 |
¥529 |
+0.06% |
回到中轨 |
| 37 |
2025-05-27 |
2025-06-04 |
56.0728168 |
57.16278 |
¥1.7万 |
+1.91% |
回到中轨 |
| 38 |
2025-06-18 |
2025-06-27 |
55.60220565899999 |
56.2437 |
¥9,869 |
+1.12% |
回到中轨 |
| 39 |
2025-09-29 |
2025-11-11 |
57.254351154 |
57.03291 |
¥-3,698 |
-0.42% |
回到中轨 |
| 40 |
2026-01-29 |
2026-02-06 |
55.63224466799999 |
57.942 |
¥3.6万 |
+4.12% |
回到中轨 |
| 41 |
2026-03-27 |
2026-04-03 |
54.07021619999999 |
56.573370000000004 |
¥4.2万 |
+4.60% |
回到中轨 |
| 42 |
2026-05-06 |
2026-06-11 |
53.085921 |
49.99995 |
¥-5.6万 |
-5.84% |
回到中轨 |
| 43 |
2026-06-25 |
2026-07-06 |
47.54173824399999 |
48.651300000000006 |
¥2.1万 |
+2.30% |
回到中轨 |
| 44 |
2026-09-28 |
2026-10-09 |
49.934845960999986 |
50.8491 |
¥1.7万 |
+1.80% |
回到中轨 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
跌破下轨 |
买入 |
61.131069999999994 |
16300.0 |
¥99.7万 |
|
| 2015-03-03 |
回到中轨 |
卖出 |
62.58 |
16300.0 |
¥1.02M |
|
| 2015-07-09 |
跌破下轨 |
买入 |
64.2642 |
15800.0 |
¥1.02M |
|
| 2015-07-27 |
回到中轨 |
卖出 |
75.4245 |
15800.0 |
¥1.19M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
67.34 |
17200.0 |
¥1.16M |
|
| 2015-09-02 |
回到中轨 |
卖出 |
66.0 |
17200.0 |
¥1.13M |
|
| 2015-09-30 |
跌破下轨 |
买入 |
63.61354999999999 |
18400.0 |
¥1.17M |
|
| 2015-10-13 |
回到中轨 |
卖出 |
67.932 |
18400.0 |
¥1.25M |
|
| 2016-01-05 |
跌破下轨 |
买入 |
67.94787999999998 |
18400.0 |
¥1.25M |
|
| 2016-02-05 |
回到中轨 |
卖出 |
60.85908 |
18400.0 |
¥1.12M |
|
| 2016-02-26 |
跌破下轨 |
买入 |
57.167109999999994 |
19600.0 |
¥1.12M |
|
| 2016-03-15 |
回到中轨 |
卖出 |
58.241699999999994 |
19600.0 |
¥1.14M |
|
| 2017-07-05 |
跌破下轨 |
买入 |
89.68959999999997 |
12700.0 |
¥1.14M |
|
| 2017-08-10 |
回到中轨 |
卖出 |
88.3116 |
12700.0 |
¥1.12M |
|
| 2017-09-04 |
跌破下轨 |
买入 |
86.51643 |
12900.0 |
¥1.12M |
|
| 2017-09-19 |
回到中轨 |
卖出 |
88.2117 |
12900.0 |
¥1.14M |
|
| 2017-11-24 |
跌破下轨 |
买入 |
97.99790000000002 |
11600.0 |
¥1.14M |
|
| 2017-12-12 |
回到中轨 |
卖出 |
97.93197000000002 |
11600.0 |
¥1.14M |
|
| 2018-01-30 |
跌破下轨 |
买入 |
98.69859999999998 |
11400.0 |
¥1.13M |
|
| 2018-03-05 |
回到中轨 |
卖出 |
96.1038 |
11400.0 |
¥1.10M |
|
| 2018-04-03 |
跌破下轨 |
买入 |
95.6956 |
11500.0 |
¥1.10M |
|
| 2018-05-03 |
回到中轨 |
卖出 |
97.91199 |
11500.0 |
¥1.13M |
|
| 2018-07-06 |
跌破下轨 |
买入 |
99.79969999999999 |
11200.0 |
¥1.12M |
|
| 2018-07-16 |
回到中轨 |
卖出 |
105.894 |
11200.0 |
¥1.19M |
|
| 2018-08-06 |
跌破下轨 |
买入 |
95.09499999999998 |
12500.0 |
¥1.19M |
|
| 2018-12-03 |
回到中轨 |
卖出 |
75.5244 |
12500.0 |
¥94.4万 |
|
| 2019-01-04 |
跌破下轨 |
买入 |
69.08901999999999 |
13600.0 |
¥94.0万 |
|
| 2019-01-16 |
回到中轨 |
卖出 |
75.56436 |
13600.0 |
¥1.03M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
82.47238999999999 |
12700.0 |
¥1.05M |
|
| 2019-06-20 |
回到中轨 |
卖出 |
77.87205 |
12700.0 |
¥98.9万 |
|
| 2019-07-19 |
跌破下轨 |
买入 |
77.03695999999998 |
12800.0 |
¥98.6万 |
|
| 2019-08-20 |
回到中轨 |
卖出 |
76.4235 |
12800.0 |
¥97.8万 |
|
| 2019-12-03 |
跌破下轨 |
买入 |
86.41632999999999 |
11300.0 |
¥97.7万 |
|
| 2019-12-25 |
回到中轨 |
卖出 |
87.8121 |
11300.0 |
¥99.2万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
78.05798 |
11400.0 |
¥89.0万 |
|
| 2020-03-26 |
回到中轨 |
卖出 |
78.51141 |
11400.0 |
¥89.5万 |
|
| 2020-11-16 |
跌破下轨 |
买入 |
97.89779999999999 |
10200.0 |
¥99.9万 |
|
| 2020-12-03 |
回到中轨 |
卖出 |
98.41149 |
10200.0 |
¥1.00M |
|
| 2021-04-08 |
跌破下轨 |
买入 |
115.40529 |
8600.0 |
¥99.3万 |
|
| 2021-05-18 |
回到中轨 |
卖出 |
113.89599000000001 |
8600.0 |
¥97.9万 |
|
| 2021-08-23 |
跌破下轨 |
买入 |
88.36827999999998 |
11100.0 |
¥98.1万 |
|
| 2021-09-06 |
回到中轨 |
卖出 |
92.907 |
11100.0 |
¥1.03M |
|
| 2021-10-29 |
跌破下轨 |
买入 |
87.68759999999999 |
11700.0 |
¥1.03M |
|
| 2021-11-17 |
回到中轨 |
卖出 |
91.26864 |
11700.0 |
¥1.07M |
|
| 2022-01-26 |
跌破下轨 |
买入 |
92.59249999999999 |
11600.0 |
¥1.07M |
|
| 2022-03-31 |
回到中轨 |
卖出 |
81.26865 |
11600.0 |
¥94.2万 |
|
| 2022-04-20 |
跌破下轨 |
买入 |
76.27619999999999 |
12400.0 |
¥94.6万 |
|
| 2022-06-08 |
回到中轨 |
卖出 |
57.17277 |
12400.0 |
¥70.9万 |
|
| 2022-07-13 |
跌破下轨 |
买入 |
56.55649999999999 |
12500.0 |
¥70.7万 |
|
| 2022-09-15 |
回到中轨 |
卖出 |
53.11683 |
12500.0 |
¥66.4万 |
|
| 2022-12-28 |
跌破下轨 |
买入 |
53.90385 |
12300.0 |
¥66.3万 |
|
| 2023-01-16 |
回到中轨 |
卖出 |
57.71223000000001 |
12300.0 |
¥71.0万 |
|
| 2023-03-08 |
跌破下轨 |
买入 |
54.664609999999996 |
13000.0 |
¥71.1万 |
|
| 2023-04-03 |
回到中轨 |
卖出 |
54.67527 |
13000.0 |
¥71.1万 |
|
| 2023-08-21 |
跌破下轨 |
买入 |
52.78272999999999 |
13500.0 |
¥71.3万 |
|
| 2023-08-30 |
回到中轨 |
卖出 |
54.38556 |
13500.0 |
¥73.4万 |
|
| 2023-10-18 |
跌破下轨 |
买入 |
52.2 |
14100.0 |
¥73.6万 |
|
| 2023-11-07 |
回到中轨 |
卖出 |
51.2487 |
14100.0 |
¥72.2万 |
|
| 2023-11-28 |
跌破下轨 |
买入 |
49.75971 |
14400.0 |
¥71.7万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
48.98097 |
14400.0 |
¥70.5万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
47.16711999999999 |
15000.0 |
¥70.8万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
48.951 |
15000.0 |
¥73.4万 |
|
| 2024-02-01 |
跌破下轨 |
买入 |
46.366319999999995 |
15800.0 |
¥73.3万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
49.40055 |
15800.0 |
¥78.0万 |
|
| 2024-06-14 |
跌破下轨 |
买入 |
52.011959999999995 |
15000.0 |
¥78.0万 |
|
| 2024-07-12 |
回到中轨 |
卖出 |
51.79815 |
15000.0 |
¥77.7万 |
|
| 2024-07-31 |
跌破下轨 |
买入 |
49.439389999999996 |
15700.0 |
¥77.6万 |
|
| 2024-08-09 |
回到中轨 |
卖出 |
52.947 |
15700.0 |
¥83.1万 |
|
| 2024-09-13 |
跌破下轨 |
买入 |
50.73067999999999 |
16400.0 |
¥83.2万 |
|
| 2024-09-26 |
回到中轨 |
卖出 |
52.39755 |
16400.0 |
¥85.9万 |
|
| 2025-02-24 |
跌破下轨 |
买入 |
55.905849999999994 |
15300.0 |
¥85.6万 |
|
| 2025-03-17 |
回到中轨 |
卖出 |
55.97397 |
15300.0 |
¥85.6万 |
|
| 2025-05-27 |
跌破下轨 |
买入 |
56.056 |
15400.0 |
¥86.4万 |
|
| 2025-06-04 |
回到中轨 |
卖出 |
57.16278 |
15400.0 |
¥88.0万 |
|
| 2025-06-18 |
跌破下轨 |
买入 |
55.58553 |
15800.0 |
¥87.9万 |
|
| 2025-06-27 |
回到中轨 |
卖出 |
56.2437 |
15800.0 |
¥88.8万 |
|
| 2025-09-29 |
跌破下轨 |
买入 |
57.237179999999995 |
15500.0 |
¥88.7万 |
|
| 2025-11-11 |
回到中轨 |
卖出 |
57.03291 |
15500.0 |
¥88.4万 |
|
| 2026-01-29 |
跌破下轨 |
买入 |
55.615559999999995 |
15800.0 |
¥87.9万 |
|
| 2026-02-06 |
回到中轨 |
卖出 |
57.942 |
15800.0 |
¥91.5万 |
|
| 2026-03-27 |
跌破下轨 |
买入 |
54.053999999999995 |
16900.0 |
¥91.4万 |
|
| 2026-04-03 |
回到中轨 |
卖出 |
56.573370000000004 |
16900.0 |
¥95.6万 |
|
| 2026-05-06 |
跌破下轨 |
买入 |
53.07 |
18100.0 |
¥96.1万 |
|
| 2026-06-11 |
回到中轨 |
卖出 |
49.99995 |
18100.0 |
¥90.5万 |
|
| 2026-06-25 |
跌破下轨 |
买入 |
47.52747999999999 |
19000.0 |
¥90.3万 |
|
| 2026-07-06 |
回到中轨 |
卖出 |
48.651300000000006 |
19000.0 |
¥92.4万 |
|
| 2026-09-28 |
跌破下轨 |
买入 |
49.91986999999999 |
18500.0 |
¥92.4万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
50.8491 |
18500.0 |
¥94.0万 |
|