000568 泸州老窖 — 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: ¥83.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -16.93%）
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 |
2015-02-09 |
2015-02-11 |
18.223665459999996 |
19.55043 |
¥7.2万 |
+7.25% |
回到中轨 |
| 2 |
2015-07-07 |
2015-08-03 |
23.480492034999997 |
24.485490000000002 |
¥4.4万 |
+4.25% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-22 |
19.174900744999995 |
21.36861 |
¥11.7万 |
+11.41% |
回到中轨 |
| 4 |
2015-12-01 |
2015-12-03 |
23.240179963 |
24.73524 |
¥7.9万 |
+6.40% |
回到中轨 |
| 5 |
2016-03-01 |
2016-03-04 |
19.845771946 |
21.18879 |
¥8.8万 |
+6.74% |
回到中轨 |
| 6 |
2016-09-13 |
2016-10-10 |
29.948891973 |
31.21875 |
¥5.9万 |
+4.21% |
回到中轨 |
| 7 |
2016-12-26 |
2017-01-05 |
32.331986687 |
34.3656 |
¥9.1万 |
+6.26% |
回到中轨 |
| 8 |
2017-07-05 |
2017-07-20 |
47.76202431 |
50.459489999999995 |
¥8.6万 |
+5.62% |
回到中轨 |
| 9 |
2017-09-11 |
2017-09-14 |
51.086341305999994 |
54.4455 |
¥10.6万 |
+6.54% |
回到中轨 |
| 10 |
2017-11-30 |
2017-12-14 |
60.738876197999986 |
65.66427 |
¥14.0万 |
+8.08% |
回到中轨 |
| 11 |
2018-01-31 |
2018-03-09 |
64.453700311 |
59.88006000000001 |
¥-13.2万 |
-7.12% |
回到中轨 |
| 12 |
2018-03-28 |
2018-04-04 |
55.56215364699999 |
60.15 |
¥14.3万 |
+8.22% |
回到中轨 |
| 13 |
2018-06-28 |
2018-09-20 |
61.398413999999995 |
44.335620000000006 |
¥-51.2万 |
-27.81% |
回到中轨 |
| 14 |
2019-01-04 |
2019-01-16 |
37.859164342999996 |
41.578379999999996 |
¥13.3万 |
+9.79% |
回到中轨 |
| 15 |
2019-08-06 |
2019-08-15 |
76.39921288999997 |
82.2177 |
¥11.3万 |
+7.58% |
回到中轨 |
| 16 |
2019-10-21 |
2019-11-01 |
84.539784329 |
87.7122 |
¥6.0万 |
+3.72% |
回到中轨 |
| 17 |
2019-12-02 |
2019-12-18 |
81.756169495 |
82.92699 |
¥2.3万 |
+1.40% |
回到中轨 |
| 18 |
2020-02-04 |
2020-02-21 |
71.0923213 |
81.90800999999999 |
¥24.7万 |
+15.18% |
回到中轨 |
| 19 |
2020-03-17 |
2020-04-03 |
73.61559805599998 |
74.17575 |
¥1.4万 |
+0.73% |
回到中轨 |
| 20 |
2021-06-17 |
2021-07-20 |
242.31467259999997 |
230.769 |
¥-9.3万 |
-4.79% |
回到中轨 |
| 21 |
2021-07-27 |
2021-09-02 |
199.85953987999997 |
181.99782000000002 |
¥-16.7万 |
-8.96% |
回到中轨 |
| 22 |
2021-11-11 |
2021-11-22 |
219.21467467899998 |
230.28948 |
¥8.5万 |
+5.02% |
回到中轨 |
| 23 |
2022-01-10 |
2022-02-17 |
233.30296989999997 |
229.72005 |
¥-2.7万 |
-1.57% |
回到中轨 |
| 24 |
2022-03-07 |
2022-03-24 |
200.04999700000002 |
201.798 |
¥1.5万 |
+0.84% |
回到中轨 |
| 25 |
2022-03-29 |
2022-04-13 |
181.24536730299997 |
190.75905 |
¥9.2万 |
+5.22% |
回到中轨 |
| 26 |
2022-08-01 |
2022-08-29 |
220.666560114 |
230.85891 |
¥8.5万 |
+4.59% |
回到中轨 |
| 27 |
2022-10-11 |
2022-11-14 |
210.44328405099998 |
186.813 |
¥-21.8万 |
-11.26% |
回到中轨 |
| 28 |
2023-03-10 |
2023-03-27 |
241.47358034799996 |
246.20354999999998 |
¥3.3万 |
+1.93% |
回到中轨 |
| 29 |
2023-05-15 |
2023-05-23 |
213.37709392999997 |
221.778 |
¥6.8万 |
+3.91% |
回到中轨 |
| 30 |
2023-10-09 |
2023-10-31 |
216.48112486 |
214.2855 |
¥-1.9万 |
-1.04% |
回到中轨 |
| 31 |
2023-12-05 |
2024-01-02 |
198.049397 |
179.17065 |
¥-17.2万 |
-9.56% |
回到中轨 |
| 32 |
2024-01-09 |
2024-02-08 |
160.80882817999998 |
156.38345999999999 |
¥-4.6万 |
-2.78% |
回到中轨 |
| 33 |
2024-04-11 |
2024-04-25 |
175.23756550299996 |
180.87894 |
¥5.1万 |
+3.19% |
回到中轨 |
| 34 |
2024-05-31 |
2024-07-19 |
174.977227425 |
142.07778 |
¥-31.0万 |
-18.83% |
回到中轨 |
| 35 |
2024-07-30 |
2024-09-25 |
125.16253749999997 |
113.1867 |
¥-12.7万 |
-9.60% |
回到中轨 |
| 36 |
2024-12-17 |
2025-02-14 |
133.02274485499998 |
119.78010000000002 |
¥-12.1万 |
-9.98% |
回到中轨 |
| 37 |
2025-04-28 |
2025-05-15 |
125.523005608 |
129.2706 |
¥3.2万 |
+2.95% |
回到中轨 |
| 38 |
2025-05-27 |
2025-06-27 |
119.565268823 |
113.10678000000001 |
¥-6.1万 |
-5.43% |
回到中轨 |
| 39 |
2025-09-26 |
2025-10-16 |
128.997517649 |
133.8 |
¥3.9万 |
+3.69% |
回到中轨 |
| 40 |
2025-12-05 |
2026-01-30 |
127.84602230399999 |
123.04682999999999 |
¥-4.2万 |
-3.78% |
回到中轨 |
| 41 |
2026-03-05 |
2026-03-31 |
104.43562128999999 |
107.24265 |
¥2.8万 |
+2.66% |
回到中轨 |
| 42 |
2026-05-07 |
2026-07-16 |
98.40779348399998 |
83.02689 |
¥-17.1万 |
-15.66% |
回到中轨 |
| 43 |
2026-08-27 |
2026-10-19 |
82.60727475 |
71.67825 |
¥-12.2万 |
-13.26% |
回到中轨 |
| 44 |
2026-10-22 |
2026-10-27 |
69.140736 |
71.47845 |
¥2.7万 |
+3.35% |
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 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
18.218199999999996 |
54700.0 |
¥99.7万 |
|
| 2015-02-11 |
回到中轨 |
卖出 |
19.55043 |
54700.0 |
¥1.07M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
23.473449999999996 |
43800.0 |
¥1.03M |
|
| 2015-08-03 |
回到中轨 |
卖出 |
24.485490000000002 |
43800.0 |
¥1.07M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
19.169149999999995 |
53700.0 |
¥1.03M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
21.36861 |
53700.0 |
¥1.15M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
23.23321 |
52900.0 |
¥1.23M |
|
| 2015-12-03 |
回到中轨 |
卖出 |
24.73524 |
52900.0 |
¥1.31M |
|
| 2016-03-01 |
跌破下轨 |
买入 |
19.83982 |
65900.0 |
¥1.31M |
|
| 2016-03-04 |
回到中轨 |
卖出 |
21.18879 |
65900.0 |
¥1.40M |
|
| 2016-09-13 |
跌破下轨 |
买入 |
29.939909999999994 |
46700.0 |
¥1.40M |
|
| 2016-10-10 |
回到中轨 |
卖出 |
31.21875 |
46700.0 |
¥1.46M |
|
| 2016-12-26 |
跌破下轨 |
买入 |
32.322289999999995 |
44800.0 |
¥1.45M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
34.3656 |
44800.0 |
¥1.54M |
|
| 2017-07-05 |
跌破下轨 |
买入 |
47.7477 |
32200.0 |
¥1.54M |
|
| 2017-07-20 |
回到中轨 |
卖出 |
50.459489999999995 |
32200.0 |
¥1.62M |
|
| 2017-09-11 |
跌破下轨 |
买入 |
51.07102 |
31600.0 |
¥1.61M |
|
| 2017-09-14 |
回到中轨 |
卖出 |
54.4455 |
31600.0 |
¥1.72M |
|
| 2017-11-30 |
跌破下轨 |
买入 |
60.72065999999999 |
28500.0 |
¥1.73M |
|
| 2017-12-14 |
回到中轨 |
卖出 |
65.66427 |
28500.0 |
¥1.87M |
|
| 2018-01-31 |
跌破下轨 |
买入 |
64.43437 |
28800.0 |
¥1.86M |
|
| 2018-03-09 |
回到中轨 |
卖出 |
59.88006000000001 |
28800.0 |
¥1.72M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
55.545489999999994 |
31200.0 |
¥1.73M |
|
| 2018-04-04 |
回到中轨 |
卖出 |
60.15 |
31200.0 |
¥1.88M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
61.38 |
30000.0 |
¥1.84M |
|
| 2018-09-20 |
回到中轨 |
卖出 |
44.335620000000006 |
30000.0 |
¥1.33M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
37.847809999999996 |
36000.0 |
¥1.36M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
41.578379999999996 |
36000.0 |
¥1.50M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
76.37629999999999 |
19500.0 |
¥1.49M |
|
| 2019-08-15 |
回到中轨 |
卖出 |
82.2177 |
19500.0 |
¥1.60M |
|
| 2019-10-21 |
跌破下轨 |
买入 |
84.51443 |
19100.0 |
¥1.61M |
|
| 2019-11-01 |
回到中轨 |
卖出 |
87.7122 |
19100.0 |
¥1.67M |
|
| 2019-12-02 |
跌破下轨 |
买入 |
81.73165 |
20500.0 |
¥1.68M |
|
| 2019-12-18 |
回到中轨 |
卖出 |
82.92699 |
20500.0 |
¥1.70M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
71.071 |
22900.0 |
¥1.63M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
81.90800999999999 |
22900.0 |
¥1.88M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
73.59351999999998 |
26300.0 |
¥1.94M |
|
| 2020-04-03 |
回到中轨 |
卖出 |
74.17575 |
26300.0 |
¥1.95M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
242.24199999999996 |
8000.0 |
¥1.94M |
|
| 2021-07-20 |
回到中轨 |
卖出 |
230.769 |
8000.0 |
¥1.85M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
199.79959999999997 |
9300.0 |
¥1.86M |
|
| 2021-09-02 |
回到中轨 |
卖出 |
181.99782000000002 |
9300.0 |
¥1.69M |
|
| 2021-11-11 |
跌破下轨 |
买入 |
219.14892999999998 |
7700.0 |
¥1.69M |
|
| 2021-11-22 |
回到中轨 |
卖出 |
230.28948 |
7700.0 |
¥1.77M |
|
| 2022-01-10 |
跌破下轨 |
买入 |
233.23299999999998 |
7500.0 |
¥1.75M |
|
| 2022-02-17 |
回到中轨 |
卖出 |
229.72005 |
7500.0 |
¥1.72M |
|
| 2022-03-07 |
跌破下轨 |
买入 |
199.99 |
8600.0 |
¥1.72M |
|
| 2022-03-24 |
回到中轨 |
卖出 |
201.798 |
8600.0 |
¥1.73M |
|
| 2022-03-29 |
跌破下轨 |
买入 |
181.19100999999998 |
9700.0 |
¥1.76M |
|
| 2022-04-13 |
回到中轨 |
卖出 |
190.75905 |
9700.0 |
¥1.85M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
220.60037999999997 |
8400.0 |
¥1.85M |
|
| 2022-08-29 |
回到中轨 |
卖出 |
230.85891 |
8400.0 |
¥1.94M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
210.38016999999996 |
9200.0 |
¥1.94M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
186.813 |
9200.0 |
¥1.72M |
|
| 2023-03-10 |
跌破下轨 |
买入 |
241.40115999999998 |
7100.0 |
¥1.71M |
|
| 2023-03-27 |
回到中轨 |
卖出 |
246.20354999999998 |
7100.0 |
¥1.75M |
|
| 2023-05-15 |
跌破下轨 |
买入 |
213.31309999999996 |
8200.0 |
¥1.75M |
|
| 2023-05-23 |
回到中轨 |
卖出 |
221.778 |
8200.0 |
¥1.82M |
|
| 2023-10-09 |
跌破下轨 |
买入 |
216.41619999999998 |
8400.0 |
¥1.82M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
214.2855 |
8400.0 |
¥1.80M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
197.99 |
9100.0 |
¥1.80M |
|
| 2024-01-02 |
回到中轨 |
卖出 |
179.17065 |
9100.0 |
¥1.63M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
160.76059999999998 |
10200.0 |
¥1.64M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
156.38345999999999 |
10200.0 |
¥1.59M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
175.18500999999998 |
9100.0 |
¥1.59M |
|
| 2024-04-25 |
回到中轨 |
卖出 |
180.87894 |
9100.0 |
¥1.65M |
|
| 2024-05-31 |
跌破下轨 |
买入 |
174.92475 |
9400.0 |
¥1.64M |
|
| 2024-07-19 |
回到中轨 |
卖出 |
142.07778 |
9400.0 |
¥1.34M |
|
| 2024-07-30 |
跌破下轨 |
买入 |
125.12499999999997 |
10600.0 |
¥1.33M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
113.1867 |
10600.0 |
¥1.20M |
|
| 2024-12-17 |
跌破下轨 |
买入 |
132.98284999999998 |
9100.0 |
¥1.21M |
|
| 2025-02-14 |
回到中轨 |
卖出 |
119.78010000000002 |
9100.0 |
¥1.09M |
|
| 2025-04-28 |
跌破下轨 |
买入 |
125.48536 |
8700.0 |
¥1.09M |
|
| 2025-05-15 |
回到中轨 |
卖出 |
129.2706 |
8700.0 |
¥1.12M |
|
| 2025-05-27 |
跌破下轨 |
买入 |
119.52940999999998 |
9400.0 |
¥1.12M |
|
| 2025-06-27 |
回到中轨 |
卖出 |
113.10678000000001 |
9400.0 |
¥1.06M |
|
| 2025-09-26 |
跌破下轨 |
买入 |
128.95883 |
8200.0 |
¥1.06M |
|
| 2025-10-16 |
回到中轨 |
卖出 |
133.8 |
8200.0 |
¥1.10M |
|
| 2025-12-05 |
跌破下轨 |
买入 |
127.80767999999999 |
8600.0 |
¥1.10M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
123.04682999999999 |
8600.0 |
¥1.06M |
|
| 2026-03-05 |
跌破下轨 |
买入 |
104.40429999999999 |
10200.0 |
¥1.07M |
|
| 2026-03-31 |
回到中轨 |
卖出 |
107.24265 |
10200.0 |
¥1.09M |
|
| 2026-05-07 |
跌破下轨 |
买入 |
98.37827999999999 |
11100.0 |
¥1.09M |
|
| 2026-07-16 |
回到中轨 |
卖出 |
83.02689 |
11100.0 |
¥92.1万 |
|
| 2026-08-27 |
跌破下轨 |
买入 |
82.5825 |
11100.0 |
¥91.7万 |
|
| 2026-10-19 |
回到中轨 |
卖出 |
71.67825 |
11100.0 |
¥79.5万 |
|
| 2026-10-22 |
跌破下轨 |
买入 |
69.12 |
11500.0 |
¥79.5万 |
|
| 2026-10-27 |
回到中轨 |
卖出 |
71.47845 |
11500.0 |
¥82.2万 |
|