000596 古井贡酒 — 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: ¥1.51M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +51.00%）
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 46 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 |
2015-03-03 |
29.848761942999996 |
31.85811 |
¥6.5万 |
+6.70% |
回到中轨 |
| 2 |
2015-07-07 |
2015-07-24 |
31.0093 |
38.361599999999996 |
¥24.1万 |
+23.67% |
回到中轨 |
| 3 |
2015-08-25 |
2015-10-09 |
28.33679849 |
28.20177 |
¥-6,256 |
-0.51% |
回到中轨 |
| 4 |
2016-01-14 |
2016-02-23 |
29.047721703 |
28.46151 |
¥-2.6万 |
-2.05% |
回到中轨 |
| 5 |
2016-08-02 |
2016-08-16 |
42.56527575299999 |
46.06389 |
¥10.3万 |
+8.19% |
回到中轨 |
| 6 |
2016-09-27 |
2016-10-10 |
40.041998997 |
42.93702 |
¥9.8万 |
+7.20% |
回到中轨 |
| 7 |
2016-12-23 |
2017-01-05 |
44.107278214999994 |
46.76319 |
¥8.7万 |
+5.99% |
回到中轨 |
| 8 |
2017-04-11 |
2017-04-19 |
49.71455989499999 |
53.02692 |
¥10.3万 |
+6.63% |
回到中轨 |
| 9 |
2017-05-03 |
2017-05-17 |
48.35279148699999 |
49.77018 |
¥4.8万 |
+2.90% |
回到中轨 |
| 10 |
2017-07-10 |
2017-07-25 |
47.912219355 |
49.180769999999995 |
¥4.5万 |
+2.62% |
回到中轨 |
| 11 |
2017-09-11 |
2017-09-13 |
49.444208814 |
52.007940000000005 |
¥9.0万 |
+5.15% |
回到中轨 |
| 12 |
2017-11-24 |
2017-12-14 |
62.561242744 |
66.44349000000001 |
¥11.4万 |
+6.17% |
回到中轨 |
| 13 |
2018-02-05 |
2018-03-09 |
62.568765 |
62.85 |
¥8,029 |
+0.42% |
回到中轨 |
| 14 |
2018-03-26 |
2018-04-10 |
58.07541739999999 |
60.929010000000005 |
¥9.5万 |
+4.88% |
回到中轨 |
| 15 |
2018-08-03 |
2018-08-30 |
86.27203384799999 |
79.15 |
¥-17.1万 |
-8.28% |
回到中轨 |
| 16 |
2018-10-25 |
2018-12-03 |
63.332243975 |
58.77116999999999 |
¥-13.1万 |
-7.23% |
回到中轨 |
| 17 |
2018-12-28 |
2019-01-14 |
53.61963106499999 |
54.57537 |
¥3.1万 |
+1.75% |
回到中轨 |
| 18 |
2019-08-06 |
2019-08-21 |
114.1482342 |
117.19269 |
¥4.7万 |
+2.64% |
回到中轨 |
| 19 |
2019-10-18 |
2019-10-29 |
108.10242099999999 |
112.68719999999999 |
¥7.7万 |
+4.21% |
回到中轨 |
| 20 |
2020-03-19 |
2020-04-08 |
111.73351 |
115.06482000000001 |
¥5.6万 |
+2.95% |
回到中轨 |
| 21 |
2020-06-16 |
2020-06-24 |
142.1846426 |
149.85 |
¥10.5万 |
+5.36% |
回到中轨 |
| 22 |
2021-01-12 |
2021-02-05 |
248.02208430999994 |
244.8549 |
¥-2.7万 |
-1.31% |
回到中轨 |
| 23 |
2021-03-02 |
2021-03-29 |
227.38528512699997 |
205.0 |
¥-20.2万 |
-9.87% |
回到中轨 |
| 24 |
2021-06-24 |
2021-07-01 |
217.2821651 |
239.76 |
¥18.8万 |
+10.31% |
回到中轨 |
| 25 |
2021-07-27 |
2021-08-16 |
200.18996897899999 |
205.03476 |
¥4.7万 |
+2.39% |
回到中轨 |
| 26 |
2021-12-30 |
2022-01-27 |
245.30856049699997 |
224.775 |
¥-17.3万 |
-8.40% |
回到中轨 |
| 27 |
2022-03-09 |
2022-04-15 |
201.83210147099996 |
179.82 |
¥-20.7万 |
-10.93% |
回到中轨 |
| 28 |
2022-10-18 |
2022-11-08 |
227.29516809999998 |
219.97979999999998 |
¥-5.4万 |
-3.25% |
回到中轨 |
| 29 |
2023-03-09 |
2023-03-14 |
268.05810331299995 |
280.13958 |
¥7.3万 |
+4.48% |
回到中轨 |
| 30 |
2023-03-20 |
2023-03-27 |
263.2418488699999 |
275.43429 |
¥7.9万 |
+4.60% |
回到中轨 |
| 31 |
2023-05-30 |
2023-06-15 |
258.84614055299994 |
267.22251 |
¥5.7万 |
+3.21% |
回到中轨 |
| 32 |
2023-10-17 |
2023-10-30 |
263.96278508599994 |
270.38 |
¥4.4万 |
+2.40% |
回到中轨 |
| 33 |
2023-12-05 |
2023-12-29 |
242.92546578300002 |
234.53523 |
¥-6.5万 |
-3.48% |
回到中轨 |
| 34 |
2024-01-31 |
2024-02-06 |
201.031061231 |
209.96982 |
¥8.1万 |
+4.42% |
回到中轨 |
| 35 |
2024-05-27 |
2024-07-22 |
250.32507499999997 |
211.788 |
¥-29.3万 |
-15.42% |
回到中轨 |
| 36 |
2024-07-25 |
2024-08-09 |
184.719879344 |
193.13667 |
¥7.3万 |
+4.53% |
回到中轨 |
| 37 |
2024-08-23 |
2024-09-27 |
169.85056988899998 |
177.822 |
¥7.8万 |
+4.66% |
回到中轨 |
| 38 |
2024-12-20 |
2025-01-15 |
176.80960697399996 |
175.73409 |
¥-1.1万 |
-0.64% |
回到中轨 |
| 39 |
2025-02-06 |
2025-02-24 |
156.20284679999997 |
162.837 |
¥7.3万 |
+4.22% |
回到中轨 |
| 40 |
2025-05-19 |
2025-07-10 |
159.0477 |
136.863 |
¥-25.3万 |
-13.97% |
回到中轨 |
| 41 |
2025-09-23 |
2025-11-03 |
158.92638361599998 |
160.49934 |
¥1.5万 |
+0.96% |
回到中轨 |
| 42 |
2025-12-05 |
2026-01-13 |
154.34042824199997 |
141.68817 |
¥-13.1万 |
-8.23% |
回到中轨 |
| 43 |
2026-01-22 |
2026-01-30 |
128.81728359500002 |
137.06279999999998 |
¥9.4万 |
+6.37% |
回到中轨 |
| 44 |
2026-03-27 |
2026-04-03 |
102.1326306 |
109.54035 |
¥11.1万 |
+7.22% |
回到中轨 |
| 45 |
2026-05-14 |
2026-07-15 |
99.02859966999998 |
79.80011999999999 |
¥-32.3万 |
-19.44% |
回到中轨 |
| 46 |
2026-09-29 |
2026-11-02 |
87.58373724100001 |
97.87203 |
¥15.7万 |
+11.71% |
回到中轨 |
逐笔成交记录（共 92 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 |
29.839809999999996 |
32700.0 |
¥97.6万 |
|
| 2015-03-03 |
回到中轨 |
卖出 |
31.85811 |
32700.0 |
¥1.04M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
31.0 |
32800.0 |
¥1.02M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
38.361599999999996 |
32800.0 |
¥1.26M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
28.3283 |
43600.0 |
¥1.24M |
|
| 2015-10-09 |
回到中轨 |
卖出 |
28.20177 |
43600.0 |
¥1.23M |
|
| 2016-01-14 |
跌破下轨 |
买入 |
29.03901 |
43400.0 |
¥1.26M |
|
| 2016-02-23 |
回到中轨 |
卖出 |
28.46151 |
43400.0 |
¥1.23M |
|
| 2016-08-02 |
跌破下轨 |
买入 |
42.55250999999999 |
29700.0 |
¥1.26M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
46.06389 |
29700.0 |
¥1.37M |
|
| 2016-09-27 |
跌破下轨 |
买入 |
40.02999 |
34100.0 |
¥1.37M |
|
| 2016-10-10 |
回到中轨 |
卖出 |
42.93702 |
34100.0 |
¥1.46M |
|
| 2016-12-23 |
跌破下轨 |
买入 |
44.094049999999996 |
33000.0 |
¥1.46M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
46.76319 |
33000.0 |
¥1.54M |
|
| 2017-04-11 |
跌破下轨 |
买入 |
49.69964999999999 |
31300.0 |
¥1.56M |
|
| 2017-04-19 |
回到中轨 |
卖出 |
53.02692 |
31300.0 |
¥1.66M |
|
| 2017-05-03 |
跌破下轨 |
买入 |
48.33828999999999 |
34200.0 |
¥1.65M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
49.77018 |
34200.0 |
¥1.70M |
|
| 2017-07-10 |
跌破下轨 |
买入 |
47.89785 |
35500.0 |
¥1.70M |
|
| 2017-07-25 |
回到中轨 |
卖出 |
49.180769999999995 |
35500.0 |
¥1.75M |
|
| 2017-09-11 |
跌破下轨 |
买入 |
49.429379999999995 |
35400.0 |
¥1.75M |
|
| 2017-09-13 |
回到中轨 |
卖出 |
52.007940000000005 |
35400.0 |
¥1.84M |
|
| 2017-11-24 |
跌破下轨 |
买入 |
62.54247999999999 |
29400.0 |
¥1.84M |
|
| 2017-12-14 |
回到中轨 |
卖出 |
66.44349000000001 |
29400.0 |
¥1.95M |
|
| 2018-02-05 |
跌破下轨 |
买入 |
62.55 |
30600.0 |
¥1.91M |
|
| 2018-03-09 |
回到中轨 |
卖出 |
62.85 |
30600.0 |
¥1.92M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
58.05799999999999 |
33400.0 |
¥1.94M |
|
| 2018-04-10 |
回到中轨 |
卖出 |
60.929010000000005 |
33400.0 |
¥2.03M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
86.24615999999999 |
23900.0 |
¥2.06M |
|
| 2018-08-30 |
回到中轨 |
卖出 |
79.15 |
23900.0 |
¥1.89M |
|
| 2018-10-25 |
跌破下轨 |
买入 |
63.31325 |
28600.0 |
¥1.81M |
|
| 2018-12-03 |
回到中轨 |
卖出 |
58.77116999999999 |
28600.0 |
¥1.68M |
|
| 2018-12-28 |
跌破下轨 |
买入 |
53.60354999999999 |
32800.0 |
¥1.76M |
|
| 2019-01-14 |
回到中轨 |
卖出 |
54.57537 |
32800.0 |
¥1.79M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
114.11399999999999 |
15600.0 |
¥1.78M |
|
| 2019-08-21 |
回到中轨 |
卖出 |
117.19269 |
15600.0 |
¥1.83M |
|
| 2019-10-18 |
跌破下轨 |
买入 |
108.07 |
16900.0 |
¥1.83M |
|
| 2019-10-29 |
回到中轨 |
卖出 |
112.68719999999999 |
16900.0 |
¥1.90M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
111.7 |
17000.0 |
¥1.90M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
115.06482000000001 |
17000.0 |
¥1.96M |
|
| 2020-06-16 |
跌破下轨 |
买入 |
142.142 |
13800.0 |
¥1.96M |
|
| 2020-06-24 |
回到中轨 |
卖出 |
149.85 |
13800.0 |
¥2.07M |
|
| 2021-01-12 |
跌破下轨 |
买入 |
247.94769999999997 |
8200.0 |
¥2.03M |
|
| 2021-02-05 |
回到中轨 |
卖出 |
244.8549 |
8200.0 |
¥2.01M |
|
| 2021-03-02 |
跌破下轨 |
买入 |
227.31708999999998 |
9000.0 |
¥2.05M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
205.0 |
9000.0 |
¥1.84M |
|
| 2021-06-24 |
跌破下轨 |
买入 |
217.21699999999998 |
8400.0 |
¥1.83M |
|
| 2021-07-01 |
回到中轨 |
卖出 |
239.76 |
8400.0 |
¥2.01M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
200.12992999999997 |
9900.0 |
¥1.98M |
|
| 2021-08-16 |
回到中轨 |
卖出 |
205.03476 |
9900.0 |
¥2.03M |
|
| 2021-12-30 |
跌破下轨 |
买入 |
245.23498999999998 |
8400.0 |
¥2.06M |
|
| 2022-01-27 |
回到中轨 |
卖出 |
224.775 |
8400.0 |
¥1.89M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
201.77156999999997 |
9400.0 |
¥1.90M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
179.82 |
9400.0 |
¥1.69M |
|
| 2022-10-18 |
跌破下轨 |
买入 |
227.22699999999998 |
7300.0 |
¥1.66M |
|
| 2022-11-08 |
回到中轨 |
卖出 |
219.97979999999998 |
7300.0 |
¥1.61M |
|
| 2023-03-09 |
跌破下轨 |
买入 |
267.97770999999995 |
6100.0 |
¥1.64M |
|
| 2023-03-14 |
回到中轨 |
卖出 |
280.13958 |
6100.0 |
¥1.71M |
|
| 2023-03-20 |
跌破下轨 |
买入 |
263.1628999999999 |
6500.0 |
¥1.71M |
|
| 2023-03-27 |
回到中轨 |
卖出 |
275.43429 |
6500.0 |
¥1.79M |
|
| 2023-05-30 |
跌破下轨 |
买入 |
258.76850999999994 |
6900.0 |
¥1.79M |
|
| 2023-06-15 |
回到中轨 |
卖出 |
267.22251 |
6900.0 |
¥1.84M |
|
| 2023-10-17 |
跌破下轨 |
买入 |
263.88361999999995 |
7000.0 |
¥1.85M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
270.38 |
7000.0 |
¥1.89M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
242.85261 |
7700.0 |
¥1.87M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
234.53523 |
7700.0 |
¥1.81M |
|
| 2024-01-31 |
跌破下轨 |
买入 |
200.97077 |
9100.0 |
¥1.83M |
|
| 2024-02-06 |
回到中轨 |
卖出 |
209.96982 |
9100.0 |
¥1.91M |
|
| 2024-05-27 |
跌破下轨 |
买入 |
250.24999999999997 |
7600.0 |
¥1.90M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
211.788 |
7600.0 |
¥1.61M |
|
| 2024-07-25 |
跌破下轨 |
买入 |
184.66447999999997 |
8700.0 |
¥1.61M |
|
| 2024-08-09 |
回到中轨 |
卖出 |
193.13667 |
8700.0 |
¥1.68M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
169.79962999999998 |
9900.0 |
¥1.68M |
|
| 2024-09-27 |
回到中轨 |
卖出 |
177.822 |
9900.0 |
¥1.76M |
|
| 2024-12-20 |
跌破下轨 |
买入 |
176.75657999999999 |
10000.0 |
¥1.77M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
175.73409 |
10000.0 |
¥1.76M |
|
| 2025-02-06 |
跌破下轨 |
买入 |
156.15599999999998 |
11100.0 |
¥1.73M |
|
| 2025-02-24 |
回到中轨 |
卖出 |
162.837 |
11100.0 |
¥1.81M |
|
| 2025-05-19 |
跌破下轨 |
买入 |
159.0 |
11400.0 |
¥1.81M |
|
| 2025-07-10 |
回到中轨 |
卖出 |
136.863 |
11400.0 |
¥1.56M |
|
| 2025-09-23 |
跌破下轨 |
买入 |
158.87872 |
9900.0 |
¥1.57M |
|
| 2025-11-03 |
回到中轨 |
卖出 |
160.49934 |
9900.0 |
¥1.59M |
|
| 2025-12-05 |
跌破下轨 |
买入 |
154.29413999999997 |
10300.0 |
¥1.59M |
|
| 2026-01-13 |
回到中轨 |
卖出 |
141.68817 |
10300.0 |
¥1.46M |
|
| 2026-01-22 |
跌破下轨 |
买入 |
128.77865 |
11400.0 |
¥1.47M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
137.06279999999998 |
11400.0 |
¥1.56M |
|
| 2026-03-27 |
跌破下轨 |
买入 |
102.102 |
15100.0 |
¥1.54M |
|
| 2026-04-03 |
回到中轨 |
卖出 |
109.54035 |
15100.0 |
¥1.65M |
|
| 2026-05-14 |
跌破下轨 |
买入 |
98.99889999999999 |
16800.0 |
¥1.66M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
79.80011999999999 |
16800.0 |
¥1.34M |
|
| 2026-09-29 |
跌破下轨 |
买入 |
87.55747 |
15300.0 |
¥1.34M |
|
| 2026-11-02 |
回到中轨 |
卖出 |
97.87203 |
15300.0 |
¥1.50M |
|