000792 盐湖股份 — 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: ¥1.09M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +9.41%）
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 |
2015-04-16 |
2015-04-23 |
27.125225126999997 |
29.550420000000003 |
¥8.8万 |
+8.91% |
回到中轨 |
| 2 |
2015-05-07 |
2015-05-25 |
26.464366928999993 |
28.741229999999998 |
¥9.3万 |
+8.57% |
回到中轨 |
| 3 |
2015-06-30 |
2015-08-05 |
25.33289759 |
21.78819 |
¥-15.7万 |
-14.02% |
回到中轨 |
| 4 |
2015-08-25 |
2015-10-12 |
16.601558973999996 |
17.922060000000002 |
¥7.4万 |
+7.92% |
回到中轨 |
| 5 |
2016-01-11 |
2016-02-19 |
19.465277832 |
18.42156 |
¥-5.7万 |
-5.39% |
回到中轨 |
| 6 |
2016-03-01 |
2016-03-04 |
16.301168884 |
17.862119999999997 |
¥9.9万 |
+9.54% |
回到中轨 |
| 7 |
2016-04-26 |
2016-05-06 |
17.883223358000002 |
19.25073 |
¥8.6万 |
+7.61% |
回到中轨 |
| 8 |
2016-07-28 |
2016-08-16 |
20.026005999999995 |
20.39 |
¥2.2万 |
+1.79% |
回到中轨 |
| 9 |
2016-09-27 |
2016-10-17 |
18.383873507999997 |
19.270709999999998 |
¥5.9万 |
+4.79% |
回到中轨 |
| 10 |
2016-12-13 |
2017-01-04 |
19.234978762999997 |
19.54044 |
¥2.0万 |
+1.56% |
回到中轨 |
| 11 |
2017-01-17 |
2017-02-13 |
18.183613448000003 |
18.95103 |
¥5.5万 |
+4.19% |
回到中轨 |
| 12 |
2017-03-23 |
2017-03-28 |
18.213652457 |
18.65133 |
¥3.3万 |
+2.37% |
回到中轨 |
| 13 |
2017-04-18 |
2017-06-08 |
17.202339154 |
14.425559999999999 |
¥-22.8万 |
-16.17% |
回到中轨 |
| 14 |
2017-06-20 |
2017-07-17 |
9.802729936999999 |
10.0899 |
¥3.4万 |
+2.90% |
回到中轨 |
| 15 |
2017-07-18 |
2017-07-21 |
9.512352849999997 |
10.51947 |
¥12.8万 |
+10.55% |
回到中轨 |
| 16 |
2017-11-16 |
2017-12-13 |
13.878022157999998 |
13.30668 |
¥-5.5万 |
-4.15% |
回到中轨 |
| 17 |
2018-02-01 |
2018-02-27 |
11.875421557999998 |
12.81717 |
¥9.3万 |
+7.90% |
回到中轨 |
| 18 |
2018-03-26 |
2018-04-03 |
11.795317533999997 |
13.246739999999999 |
¥16.7万 |
+12.27% |
回到中轨 |
| 19 |
2018-06-20 |
2018-08-30 |
10.794017233999998 |
8.04195 |
¥-39.4万 |
-25.52% |
回到中轨 |
| 20 |
2018-10-16 |
2018-11-05 |
7.399609216999999 |
7.832159999999999 |
¥6.7万 |
+5.81% |
回到中轨 |
| 21 |
2018-12-26 |
2019-02-13 |
7.579843271 |
6.343649999999999 |
¥-20.0万 |
-16.33% |
回到中轨 |
| 22 |
2019-03-28 |
2019-04-08 |
6.758777025 |
7.75224 |
¥14.9万 |
+14.66% |
回到中轨 |
| 23 |
2019-06-17 |
2019-07-12 |
6.7020100000000005 |
6.393600000000001 |
¥-5.4万 |
-4.63% |
回到中轨 |
| 24 |
2019-08-06 |
2019-08-20 |
6.127957836 |
6.41358 |
¥5.1万 |
+4.63% |
回到中轨 |
| 25 |
2019-12-06 |
2019-12-31 |
8.330818496000001 |
8.7912 |
¥6.4万 |
+5.49% |
回到中轨 |
| 26 |
2020-02-05 |
2020-02-12 |
7.750064321999999 |
8.52 |
¥12.2万 |
+9.90% |
回到中轨 |
| 27 |
2021-09-17 |
2021-10-26 |
34.494795335000006 |
32.2677 |
¥-8.7万 |
-6.48% |
回到中轨 |
| 28 |
2022-01-21 |
2022-02-14 |
26.985043084999994 |
29.6703 |
¥12.6万 |
+9.92% |
回到中轨 |
| 29 |
2022-04-27 |
2022-05-18 |
25.953703775999998 |
29.22075 |
¥17.5万 |
+12.55% |
回到中轨 |
| 30 |
2022-06-23 |
2022-06-29 |
29.017682693999998 |
31.088880000000003 |
¥11.2万 |
+7.11% |
回到中轨 |
| 31 |
2022-09-02 |
2022-11-04 |
27.125225126999997 |
23.92605 |
¥-19.9万 |
-11.82% |
回到中轨 |
| 32 |
2022-12-21 |
2023-01-13 |
23.510531043999997 |
23.4765 |
¥-2,592 |
-0.17% |
回到中轨 |
| 33 |
2023-03-08 |
2023-05-23 |
23.700778100999997 |
20.46951 |
¥-20.1万 |
-13.66% |
回到中轨 |
| 34 |
2023-05-26 |
2023-06-16 |
19.665537892 |
19.54044 |
¥-8,499 |
-0.67% |
回到中轨 |
| 35 |
2023-08-15 |
2023-09-05 |
18.944601675999998 |
18.24 |
¥-4.8万 |
-3.75% |
回到中轨 |
| 36 |
2023-09-22 |
2023-10-13 |
17.252404169 |
17.652330000000003 |
¥2.8万 |
+2.29% |
回到中轨 |
| 37 |
2023-10-19 |
2023-11-01 |
16.581532967999998 |
16.84314 |
¥1.9万 |
+1.55% |
回到中轨 |
| 38 |
2023-11-23 |
2023-12-29 |
16.170999845 |
15.79 |
¥-3.0万 |
-2.39% |
回到中轨 |
| 39 |
2024-02-01 |
2024-02-08 |
14.288555280999997 |
15.004979999999998 |
¥6.2万 |
+4.98% |
回到中轨 |
| 40 |
2024-06-20 |
2024-06-24 |
16.751754019 |
17.40258 |
¥5.0万 |
+3.85% |
回到中轨 |
| 41 |
2024-07-05 |
2024-09-02 |
16.581532967999994 |
14.62536 |
¥-16.0万 |
-11.82% |
回到中轨 |
| 42 |
2025-01-13 |
2025-01-15 |
15.830557743 |
16.51347 |
¥5.1万 |
+4.28% |
回到中轨 |
| 43 |
2025-04-09 |
2025-04-11 |
15.640310685999996 |
16.57341 |
¥7.4万 |
+5.93% |
回到中轨 |
| 44 |
2026-05-15 |
2026-06-15 |
34.79518542499999 |
32.0679 |
¥-10.3万 |
-7.87% |
回到中轨 |
| 45 |
2026-07-10 |
2026-07-24 |
26.133937829999997 |
27.202769999999997 |
¥4.9万 |
+4.06% |
回到中轨 |
| 46 |
2026-09-07 |
2026-11-05 |
26.504418940999994 |
22.89 |
¥-17.1万 |
-13.66% |
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 |
|---|
| 2015-04-16 |
跌破下轨 |
买入 |
27.117089999999997 |
36500.0 |
¥99.0万 |
|
| 2015-04-23 |
回到中轨 |
卖出 |
29.550420000000003 |
36500.0 |
¥1.08M |
|
| 2015-05-07 |
跌破下轨 |
买入 |
26.456429999999994 |
40800.0 |
¥1.08M |
|
| 2015-05-25 |
回到中轨 |
卖出 |
28.741229999999998 |
40800.0 |
¥1.17M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
25.3253 |
44200.0 |
¥1.12M |
|
| 2015-08-05 |
回到中轨 |
卖出 |
21.78819 |
44200.0 |
¥96.3万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
16.596579999999996 |
56100.0 |
¥93.1万 |
|
| 2015-10-12 |
回到中轨 |
卖出 |
17.922060000000002 |
56100.0 |
¥1.01M |
|
| 2016-01-11 |
跌破下轨 |
买入 |
19.45944 |
54600.0 |
¥1.06M |
|
| 2016-02-19 |
回到中轨 |
卖出 |
18.42156 |
54600.0 |
¥1.01M |
|
| 2016-03-01 |
跌破下轨 |
买入 |
16.29628 |
63700.0 |
¥1.04M |
|
| 2016-03-04 |
回到中轨 |
卖出 |
17.862119999999997 |
63700.0 |
¥1.14M |
|
| 2016-04-26 |
跌破下轨 |
买入 |
17.87786 |
63300.0 |
¥1.13M |
|
| 2016-05-06 |
回到中轨 |
卖出 |
19.25073 |
63300.0 |
¥1.22M |
|
| 2016-07-28 |
跌破下轨 |
买入 |
20.019999999999996 |
61000.0 |
¥1.22M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
20.39 |
61000.0 |
¥1.24M |
|
| 2016-09-27 |
跌破下轨 |
买入 |
18.378359999999997 |
67500.0 |
¥1.24M |
|
| 2016-10-17 |
回到中轨 |
卖出 |
19.270709999999998 |
67500.0 |
¥1.30M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
19.22921 |
67500.0 |
¥1.30M |
|
| 2017-01-04 |
回到中轨 |
卖出 |
19.54044 |
67500.0 |
¥1.32M |
|
| 2017-01-17 |
跌破下轨 |
买入 |
18.17816 |
72400.0 |
¥1.32M |
|
| 2017-02-13 |
回到中轨 |
卖出 |
18.95103 |
72400.0 |
¥1.37M |
|
| 2017-03-23 |
跌破下轨 |
买入 |
18.20819 |
75800.0 |
¥1.38M |
|
| 2017-03-28 |
回到中轨 |
卖出 |
18.65133 |
75800.0 |
¥1.41M |
|
| 2017-04-18 |
跌破下轨 |
买入 |
17.19718 |
82000.0 |
¥1.41M |
|
| 2017-06-08 |
回到中轨 |
卖出 |
14.425559999999999 |
82000.0 |
¥1.18M |
|
| 2017-06-20 |
跌破下轨 |
买入 |
9.799789999999998 |
120800.0 |
¥1.18M |
|
| 2017-07-17 |
回到中轨 |
卖出 |
10.0899 |
120800.0 |
¥1.22M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
9.5095 |
127400.0 |
¥1.21M |
|
| 2017-07-21 |
回到中轨 |
卖出 |
10.51947 |
127400.0 |
¥1.34M |
|
| 2017-11-16 |
跌破下轨 |
买入 |
13.873859999999999 |
96400.0 |
¥1.34M |
|
| 2017-12-13 |
回到中轨 |
卖出 |
13.30668 |
96400.0 |
¥1.28M |
|
| 2018-02-01 |
跌破下轨 |
买入 |
11.871859999999998 |
99100.0 |
¥1.18M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
12.81717 |
99100.0 |
¥1.27M |
|
| 2018-03-26 |
跌破下轨 |
买入 |
11.791779999999997 |
115600.0 |
¥1.36M |
|
| 2018-04-03 |
回到中轨 |
卖出 |
13.246739999999999 |
115600.0 |
¥1.53M |
|
| 2018-06-20 |
跌破下轨 |
买入 |
10.790779999999998 |
143100.0 |
¥1.54M |
|
| 2018-08-30 |
回到中轨 |
卖出 |
8.04195 |
143100.0 |
¥1.15M |
|
| 2018-10-16 |
跌破下轨 |
买入 |
7.397389999999999 |
155500.0 |
¥1.15M |
|
| 2018-11-05 |
回到中轨 |
卖出 |
7.832159999999999 |
155500.0 |
¥1.22M |
|
| 2018-12-26 |
跌破下轨 |
买入 |
7.57757 |
161500.0 |
¥1.22M |
|
| 2019-02-13 |
回到中轨 |
卖出 |
6.343649999999999 |
161500.0 |
¥1.02M |
|
| 2019-03-28 |
跌破下轨 |
买入 |
6.756749999999999 |
150400.0 |
¥1.02M |
|
| 2019-04-08 |
回到中轨 |
卖出 |
7.75224 |
150400.0 |
¥1.17M |
|
| 2019-06-17 |
跌破下轨 |
买入 |
6.7 |
173300.0 |
¥1.16M |
|
| 2019-07-12 |
回到中轨 |
卖出 |
6.393600000000001 |
173300.0 |
¥1.11M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
6.12612 |
180300.0 |
¥1.10M |
|
| 2019-08-20 |
回到中轨 |
卖出 |
6.41358 |
180300.0 |
¥1.16M |
|
| 2019-12-06 |
跌破下轨 |
买入 |
8.32832 |
140700.0 |
¥1.17M |
|
| 2019-12-31 |
回到中轨 |
卖出 |
8.7912 |
140700.0 |
¥1.24M |
|
| 2020-02-05 |
跌破下轨 |
买入 |
7.747739999999999 |
159100.0 |
¥1.23M |
|
| 2020-02-12 |
回到中轨 |
卖出 |
8.52 |
159100.0 |
¥1.36M |
|
| 2021-09-17 |
跌破下轨 |
买入 |
34.48445 |
39100.0 |
¥1.35M |
|
| 2021-10-26 |
回到中轨 |
卖出 |
32.2677 |
39100.0 |
¥1.26M |
|
| 2022-01-21 |
跌破下轨 |
买入 |
26.97694999999999 |
47000.0 |
¥1.27M |
|
| 2022-02-14 |
回到中轨 |
卖出 |
29.6703 |
47000.0 |
¥1.39M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
25.945919999999997 |
53700.0 |
¥1.39M |
|
| 2022-05-18 |
回到中轨 |
卖出 |
29.22075 |
53700.0 |
¥1.57M |
|
| 2022-06-23 |
跌破下轨 |
买入 |
29.008979999999998 |
54200.0 |
¥1.57M |
|
| 2022-06-29 |
回到中轨 |
卖出 |
31.088880000000003 |
54200.0 |
¥1.68M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
27.117089999999997 |
62000.0 |
¥1.68M |
|
| 2022-11-04 |
回到中轨 |
卖出 |
23.92605 |
62000.0 |
¥1.48M |
|
| 2022-12-21 |
跌破下轨 |
买入 |
23.503479999999996 |
63100.0 |
¥1.48M |
|
| 2023-01-13 |
回到中轨 |
卖出 |
23.4765 |
63100.0 |
¥1.48M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
23.693669999999997 |
62100.0 |
¥1.47M |
|
| 2023-05-23 |
回到中轨 |
卖出 |
20.46951 |
62100.0 |
¥1.27M |
|
| 2023-05-26 |
跌破下轨 |
买入 |
19.65964 |
64900.0 |
¥1.28M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
19.54044 |
64900.0 |
¥1.27M |
|
| 2023-08-15 |
跌破下轨 |
买入 |
18.93892 |
67100.0 |
¥1.27M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
18.24 |
67100.0 |
¥1.22M |
|
| 2023-09-22 |
跌破下轨 |
买入 |
17.24723 |
70800.0 |
¥1.22M |
|
| 2023-10-13 |
回到中轨 |
卖出 |
17.652330000000003 |
70800.0 |
¥1.25M |
|
| 2023-10-19 |
跌破下轨 |
买入 |
16.576559999999997 |
74800.0 |
¥1.24M |
|
| 2023-11-01 |
回到中轨 |
卖出 |
16.84314 |
74800.0 |
¥1.26M |
|
| 2023-11-23 |
跌破下轨 |
买入 |
16.16615 |
78300.0 |
¥1.27M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
15.79 |
78300.0 |
¥1.24M |
|
| 2024-02-01 |
跌破下轨 |
买入 |
14.284269999999998 |
86400.0 |
¥1.23M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
15.004979999999998 |
86400.0 |
¥1.30M |
|
| 2024-06-20 |
跌破下轨 |
买入 |
16.74673 |
77400.0 |
¥1.30M |
|
| 2024-06-24 |
回到中轨 |
卖出 |
17.40258 |
77400.0 |
¥1.35M |
|
| 2024-07-05 |
跌破下轨 |
买入 |
16.576559999999997 |
81500.0 |
¥1.35M |
|
| 2024-09-02 |
回到中轨 |
卖出 |
14.62536 |
81500.0 |
¥1.19M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
15.82581 |
74800.0 |
¥1.18M |
|
| 2025-01-15 |
回到中轨 |
卖出 |
16.51347 |
74800.0 |
¥1.23M |
|
| 2025-04-09 |
跌破下轨 |
买入 |
15.635619999999996 |
79600.0 |
¥1.24M |
|
| 2025-04-11 |
回到中轨 |
卖出 |
16.57341 |
79600.0 |
¥1.32M |
|
| 2026-05-15 |
跌破下轨 |
买入 |
34.784749999999995 |
37700.0 |
¥1.31M |
|
| 2026-06-15 |
回到中轨 |
卖出 |
32.0679 |
37700.0 |
¥1.21M |
|
| 2026-07-10 |
跌破下轨 |
买入 |
26.126099999999997 |
46400.0 |
¥1.21M |
|
| 2026-07-24 |
回到中轨 |
卖出 |
27.202769999999997 |
46400.0 |
¥1.26M |
|
| 2026-09-07 |
跌破下轨 |
买入 |
26.496469999999995 |
47300.0 |
¥1.25M |
|
| 2026-11-05 |
回到中轨 |
卖出 |
22.89 |
47300.0 |
¥1.08M |
|