000807 云铝股份 — 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: ¥58.0万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -42.04%）
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 34 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 |
2015-05-07 |
2015-05-15 |
8.761377625 |
9.4905 |
¥8.2万 |
+8.29% |
回到中轨 |
| 2 |
2015-06-30 |
2015-08-10 |
7.639921288999998 |
6.133859999999999 |
¥-21.1万 |
-19.74% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-23 |
4.8563064549999995 |
4.65534 |
¥-3.3万 |
-4.17% |
回到中轨 |
| 4 |
2016-01-22 |
2016-02-17 |
5.957736784999999 |
6.33366 |
¥5.2万 |
+6.28% |
回到中轨 |
| 5 |
2016-05-09 |
2016-06-03 |
7.232169 |
6.643350000000001 |
¥-7.1万 |
-8.17% |
回到中轨 |
| 6 |
2016-09-14 |
2016-10-12 |
6.137970838999999 |
6.38361 |
¥3.2万 |
+3.97% |
回到中轨 |
| 7 |
2017-05-11 |
2017-06-16 |
7.129258136 |
6.66333 |
¥-5.5万 |
-6.56% |
回到中轨 |
| 8 |
2017-10-12 |
2017-12-19 |
12.516253749999999 |
8.7912 |
¥-23.5万 |
-29.78% |
回到中轨 |
| 9 |
2018-03-26 |
2018-04-16 |
7.309492189999998 |
7.5924 |
¥2.1万 |
+3.84% |
回到中轨 |
| 10 |
2018-05-30 |
2018-07-24 |
6.6085819799999985 |
5.15 |
¥-12.5万 |
-22.09% |
回到中轨 |
| 11 |
2018-10-12 |
2018-11-05 |
4.545903362 |
4.34565 |
¥-2.0万 |
-4.43% |
回到中轨 |
| 12 |
2018-12-26 |
2019-01-08 |
3.9150841729999994 |
4.08591 |
¥1.9万 |
+4.33% |
回到中轨 |
| 13 |
2019-02-01 |
2019-02-20 |
3.5245770559999996 |
3.996 |
¥6.1万 |
+13.34% |
回到中轨 |
| 14 |
2019-04-30 |
2019-05-28 |
5.166709547999999 |
4.815180000000001 |
¥-3.5万 |
-6.83% |
回到中轨 |
| 15 |
2019-07-09 |
2019-07-22 |
4.525877355999999 |
4.74525 |
¥2.3万 |
+4.82% |
回到中轨 |
| 16 |
2019-09-24 |
2019-11-06 |
4.786215434 |
4.62537 |
¥-1.7万 |
-3.39% |
回到中轨 |
| 17 |
2019-11-18 |
2019-11-26 |
4.355656304999999 |
4.68531 |
¥3.7万 |
+7.54% |
回到中轨 |
| 18 |
2020-01-22 |
2020-02-21 |
4.916384473 |
4.70529 |
¥-2.3万 |
-4.32% |
回到中轨 |
| 19 |
2020-03-17 |
2020-04-16 |
4.085305224 |
3.9860100000000003 |
¥-1.2万 |
-2.46% |
回到中轨 |
| 20 |
2020-09-08 |
2020-09-21 |
5.687385703999999 |
5.994 |
¥2.6万 |
+5.36% |
回到中轨 |
| 21 |
2021-01-12 |
2021-01-22 |
6.638620988999999 |
7.31268 |
¥5.0万 |
+10.12% |
回到中轨 |
| 22 |
2021-06-17 |
2021-07-12 |
12.275941677999999 |
12.987 |
¥3.3万 |
+5.76% |
回到中轨 |
| 23 |
2022-04-12 |
2022-05-23 |
11.825356542999998 |
11.458530000000003 |
¥-1.9万 |
-3.13% |
回到中轨 |
| 24 |
2022-06-21 |
2022-07-26 |
10.613783179999997 |
9.7902 |
¥-4.5万 |
-7.79% |
回到中轨 |
| 25 |
2023-10-16 |
2023-11-16 |
14.198438253999996 |
13.286700000000002 |
¥-3.4万 |
-6.45% |
回到中轨 |
| 26 |
2023-12-05 |
2023-12-29 |
11.855395552 |
11.90808 |
¥2,043 |
+0.41% |
回到中轨 |
| 27 |
2024-01-19 |
2024-02-19 |
10.583744171 |
11.13885 |
¥2.6万 |
+5.21% |
回到中轨 |
| 28 |
2024-06-18 |
2024-07-10 |
13.81794414 |
14.11587 |
¥1.1万 |
+2.13% |
回到中轨 |
| 29 |
2024-07-23 |
2024-08-20 |
12.686474800999996 |
11.90808 |
¥-3.3万 |
-6.16% |
回到中轨 |
| 30 |
2025-04-07 |
2025-04-28 |
15.189725550999997 |
15.274709999999999 |
¥2,404 |
+0.53% |
回到中轨 |
| 31 |
2026-03-23 |
2026-04-02 |
27.0351081 |
32.21775 |
¥9.2万 |
+19.13% |
回到中轨 |
| 32 |
2026-06-08 |
2026-07-15 |
26.63458798 |
25.074900000000003 |
¥-3.4万 |
-5.88% |
回到中轨 |
| 33 |
2026-09-29 |
2026-10-28 |
25.382962604999996 |
26.24373 |
¥1.9万 |
+3.36% |
回到中轨 |
| 34 |
2026-11-11 |
2026-11-13 |
23.320283986999996 |
23.04 |
¥-7,065 |
-1.23% |
强平 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
8.75875 |
112700.0 |
¥98.7万 |
|
| 2015-05-15 |
回到中轨 |
卖出 |
9.4905 |
112700.0 |
¥1.07M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
7.637629999999998 |
140000.0 |
¥1.07M |
|
| 2015-08-10 |
回到中轨 |
卖出 |
6.133859999999999 |
140000.0 |
¥85.8万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
4.854849999999999 |
161600.0 |
¥78.5万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
4.65534 |
161600.0 |
¥75.2万 |
|
| 2016-01-22 |
跌破下轨 |
买入 |
5.95595 |
139400.0 |
¥83.1万 |
|
| 2016-02-17 |
回到中轨 |
卖出 |
6.33366 |
139400.0 |
¥88.3万 |
|
| 2016-05-09 |
跌破下轨 |
买入 |
7.23 |
120300.0 |
¥87.0万 |
|
| 2016-06-03 |
回到中轨 |
卖出 |
6.643350000000001 |
120300.0 |
¥79.9万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
6.13613 |
131800.0 |
¥80.9万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
6.38361 |
131800.0 |
¥84.1万 |
|
| 2017-05-11 |
跌破下轨 |
买入 |
7.12712 |
118100.0 |
¥84.2万 |
|
| 2017-06-16 |
回到中轨 |
卖出 |
6.66333 |
118100.0 |
¥78.7万 |
|
| 2017-10-12 |
跌破下轨 |
买入 |
12.5125 |
63000.0 |
¥78.9万 |
|
| 2017-12-19 |
回到中轨 |
卖出 |
8.7912 |
63000.0 |
¥55.4万 |
|
| 2018-03-26 |
跌破下轨 |
买入 |
7.307299999999999 |
74300.0 |
¥54.3万 |
|
| 2018-04-16 |
回到中轨 |
卖出 |
7.5924 |
74300.0 |
¥56.4万 |
|
| 2018-05-30 |
跌破下轨 |
买入 |
6.6065999999999985 |
85600.0 |
¥56.6万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
5.15 |
85600.0 |
¥44.1万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
4.54454 |
97700.0 |
¥44.4万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
4.34565 |
97700.0 |
¥42.4万 |
|
| 2018-12-26 |
跌破下轨 |
买入 |
3.9139099999999996 |
111400.0 |
¥43.6万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
4.08591 |
111400.0 |
¥45.5万 |
|
| 2019-02-01 |
跌破下轨 |
买入 |
3.5235199999999995 |
128800.0 |
¥45.4万 |
|
| 2019-02-20 |
回到中轨 |
卖出 |
3.996 |
128800.0 |
¥51.5万 |
|
| 2019-04-30 |
跌破下轨 |
买入 |
5.165159999999999 |
99600.0 |
¥51.5万 |
|
| 2019-05-28 |
回到中轨 |
卖出 |
4.815180000000001 |
99600.0 |
¥47.9万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
4.524519999999999 |
106100.0 |
¥48.0万 |
|
| 2019-07-22 |
回到中轨 |
卖出 |
4.74525 |
106100.0 |
¥50.3万 |
|
| 2019-09-24 |
跌破下轨 |
买入 |
4.78478 |
105200.0 |
¥50.4万 |
|
| 2019-11-06 |
回到中轨 |
卖出 |
4.62537 |
105200.0 |
¥48.6万 |
|
| 2019-11-18 |
跌破下轨 |
买入 |
4.354349999999999 |
111700.0 |
¥48.7万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
4.68531 |
111700.0 |
¥52.3万 |
|
| 2020-01-22 |
跌破下轨 |
买入 |
4.91491 |
106200.0 |
¥52.2万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
4.70529 |
106200.0 |
¥50.0万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
4.084079999999999 |
122800.0 |
¥50.2万 |
|
| 2020-04-16 |
回到中轨 |
卖出 |
3.9860100000000003 |
122800.0 |
¥48.9万 |
|
| 2020-09-08 |
跌破下轨 |
买入 |
5.685679999999999 |
86000.0 |
¥48.9万 |
|
| 2020-09-21 |
回到中轨 |
卖出 |
5.994 |
86000.0 |
¥51.5万 |
|
| 2021-01-12 |
跌破下轨 |
买入 |
6.636629999999999 |
75100.0 |
¥49.9万 |
|
| 2021-01-22 |
回到中轨 |
卖出 |
7.31268 |
75100.0 |
¥54.9万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
12.27226 |
46000.0 |
¥56.5万 |
|
| 2021-07-12 |
回到中轨 |
卖出 |
12.987 |
46000.0 |
¥59.7万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
11.82181 |
50400.0 |
¥59.6万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
11.458530000000003 |
50400.0 |
¥57.7万 |
|
| 2022-06-21 |
跌破下轨 |
买入 |
10.610599999999996 |
54500.0 |
¥57.8万 |
|
| 2022-07-26 |
回到中轨 |
卖出 |
9.7902 |
54500.0 |
¥53.3万 |
|
| 2023-10-16 |
跌破下轨 |
买入 |
14.194179999999996 |
37100.0 |
¥52.7万 |
|
| 2023-11-16 |
回到中轨 |
卖出 |
13.286700000000002 |
37100.0 |
¥49.3万 |
|
| 2023-12-05 |
跌破下轨 |
买入 |
11.85184 |
41600.0 |
¥49.3万 |
|
| 2023-12-29 |
回到中轨 |
卖出 |
11.90808 |
41600.0 |
¥49.5万 |
|
| 2024-01-19 |
跌破下轨 |
买入 |
10.58057 |
47000.0 |
¥49.7万 |
|
| 2024-02-19 |
回到中轨 |
卖出 |
11.13885 |
47000.0 |
¥52.3万 |
|
| 2024-06-18 |
跌破下轨 |
买入 |
13.813799999999999 |
37900.0 |
¥52.4万 |
|
| 2024-07-10 |
回到中轨 |
卖出 |
14.11587 |
37900.0 |
¥53.5万 |
|
| 2024-07-23 |
跌破下轨 |
买入 |
12.682669999999996 |
42400.0 |
¥53.8万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
11.90808 |
42400.0 |
¥50.5万 |
|
| 2025-04-07 |
跌破下轨 |
买入 |
15.185169999999998 |
29900.0 |
¥45.4万 |
|
| 2025-04-28 |
回到中轨 |
卖出 |
15.274709999999999 |
29900.0 |
¥45.7万 |
|
| 2026-03-23 |
跌破下轨 |
买入 |
27.026999999999997 |
17800.0 |
¥48.1万 |
|
| 2026-04-02 |
回到中轨 |
卖出 |
32.21775 |
17800.0 |
¥57.3万 |
|
| 2026-06-08 |
跌破下轨 |
买入 |
26.626599999999996 |
21600.0 |
¥57.5万 |
|
| 2026-07-15 |
回到中轨 |
卖出 |
25.074900000000003 |
21600.0 |
¥54.1万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
25.375349999999994 |
22200.0 |
¥56.4万 |
|
| 2026-10-28 |
回到中轨 |
卖出 |
26.24373 |
22200.0 |
¥58.2万 |
|
| 2026-11-11 |
跌破下轨 |
买入 |
23.313289999999995 |
24600.0 |
¥57.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
23.04 |
24600 |
¥56.7万 |
回测结束强平 |