000858 五粮液 — 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: ¥1.24M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +24.21%）
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 41 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 |
2015-03-10 |
20.366448102 |
21.26871 |
¥4.4万 |
+4.40% |
回到中轨 |
| 2 |
2015-07-07 |
2015-07-23 |
24.862286449 |
27.69228 |
¥11.5万 |
+11.35% |
回到中轨 |
| 3 |
2015-12-01 |
2015-12-03 |
24.031207199999994 |
25.5744 |
¥7.4万 |
+6.39% |
回到中轨 |
| 4 |
2016-12-26 |
2017-01-05 |
34.19440524499999 |
35.993970000000004 |
¥6.4万 |
+5.23% |
回到中轨 |
| 5 |
2017-09-11 |
2017-09-14 |
51.64706947399999 |
54.80514 |
¥7.8万 |
+6.08% |
回到中轨 |
| 6 |
2018-02-06 |
2018-03-09 |
76.0988228 |
77.2227 |
¥1.9万 |
+1.45% |
回到中轨 |
| 7 |
2018-03-28 |
2018-04-20 |
67.18725013 |
69.93 |
¥5.5万 |
+4.05% |
回到中轨 |
| 8 |
2018-07-04 |
2018-07-25 |
72.17372562399999 |
75.06486 |
¥5.7万 |
+3.97% |
回到中轨 |
| 9 |
2018-08-02 |
2018-08-28 |
70.041006 |
65.96397 |
¥-8.8万 |
-5.85% |
回到中轨 |
| 10 |
2018-10-30 |
2018-11-20 |
46.86085403999999 |
51.42852 |
¥13.2万 |
+9.71% |
回到中轨 |
| 11 |
2019-01-04 |
2019-01-16 |
48.29271346899999 |
52.7472 |
¥14.0万 |
+9.19% |
回到中轨 |
| 12 |
2019-08-06 |
2019-08-13 |
116.95187503999998 |
121.878 |
¥7.0万 |
+4.18% |
回到中轨 |
| 13 |
2019-10-21 |
2019-10-30 |
127.46552818999999 |
131.3685 |
¥5.3万 |
+3.03% |
回到中轨 |
| 14 |
2019-11-25 |
2019-12-11 |
128.46682849 |
130.2696 |
¥2.5万 |
+1.37% |
回到中轨 |
| 15 |
2020-02-04 |
2020-02-21 |
109.14173269999999 |
129.87 |
¥33.3万 |
+18.96% |
回到中轨 |
| 16 |
2020-03-17 |
2020-04-03 |
114.64888434999999 |
117.58230000000002 |
¥5.4万 |
+2.53% |
回到中轨 |
| 17 |
2021-03-09 |
2021-03-29 |
242.31467259999997 |
266.733 |
¥21.9万 |
+10.04% |
回到中轨 |
| 18 |
2021-07-06 |
2021-09-13 |
280.213888955 |
211.788 |
¥-58.9万 |
-24.44% |
回到中轨 |
| 19 |
2021-09-17 |
2021-09-28 |
196.2548588 |
220.09968 |
¥22.1万 |
+12.12% |
回到中轨 |
| 20 |
2021-11-02 |
2021-11-17 |
204.24523519399995 |
210.83895 |
¥6.5万 |
+3.20% |
回到中轨 |
| 21 |
2022-02-08 |
2022-04-13 |
195.904403695 |
162.6372 |
¥-36.3万 |
-17.01% |
回到中轨 |
| 22 |
2022-08-01 |
2022-09-21 |
178.73210354999998 |
165.02481 |
¥-13.6万 |
-7.70% |
回到中轨 |
| 23 |
2022-10-25 |
2022-11-07 |
140.933017225 |
148.851 |
¥9.0万 |
+5.59% |
回到中轨 |
| 24 |
2023-03-13 |
2023-03-31 |
195.25355849999997 |
200.799 |
¥4.8万 |
+2.81% |
回到中轨 |
| 25 |
2023-04-11 |
2023-05-10 |
184.205245 |
172.62720000000002 |
¥-11.2万 |
-6.31% |
回到中轨 |
| 26 |
2023-05-31 |
2023-06-13 |
165.17953899999998 |
169.83 |
¥4.6万 |
+2.78% |
回到中轨 |
| 27 |
2023-08-21 |
2023-09-05 |
162.39088265399997 |
167.6322 |
¥5.4万 |
+3.20% |
回到中轨 |
| 28 |
2023-10-17 |
2023-10-30 |
150.33522704199999 |
155.79405 |
¥6.3万 |
+3.60% |
回到中轨 |
| 29 |
2023-11-28 |
2023-12-29 |
149.48412178699996 |
139.86 |
¥-11.8万 |
-6.47% |
回到中轨 |
| 30 |
2024-01-09 |
2024-01-26 |
128.26656842999998 |
129.97989 |
¥2.2万 |
+1.31% |
回到中轨 |
| 31 |
2024-02-05 |
2024-02-07 |
123.98100314599996 |
132.97689000000003 |
¥12.4万 |
+7.22% |
回到中轨 |
| 32 |
2024-04-11 |
2024-04-25 |
142.702798 |
148.3515 |
¥7.2万 |
+3.93% |
回到中轨 |
| 33 |
2024-05-31 |
2024-07-18 |
147.09101407 |
130.03 |
¥-22.4万 |
-11.63% |
回到中轨 |
| 34 |
2024-08-23 |
2024-09-25 |
120.75681617999999 |
123.47639999999998 |
¥3.8万 |
+2.22% |
回到中轨 |
| 35 |
2025-01-03 |
2025-02-14 |
137.258245124 |
130.41945 |
¥-8.7万 |
-5.01% |
回到中轨 |
| 36 |
2025-04-08 |
2025-04-18 |
126.944852034 |
131.87798999999998 |
¥6.4万 |
+3.85% |
回到中轨 |
| 37 |
2025-06-16 |
2025-07-07 |
117.98321434899998 |
120.08978999999998 |
¥3.0万 |
+1.75% |
回到中轨 |
| 38 |
2025-09-19 |
2025-11-11 |
124.09114617899999 |
120.12975 |
¥-5.6万 |
-3.22% |
回到中轨 |
| 39 |
2025-12-05 |
2026-01-30 |
114.618845341 |
110.65923 |
¥-5.9万 |
-3.48% |
回到中轨 |
| 40 |
2026-04-30 |
2026-07-16 |
97.86709132199998 |
73.25667 |
¥-40.6万 |
-25.17% |
回到中轨 |
| 41 |
2026-09-14 |
2026-10-12 |
69.85070892799999 |
70.49942999999999 |
¥1.1万 |
+0.90% |
回到中轨 |
逐笔成交记录（共 82 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 |
20.360339999999997 |
49000.0 |
¥99.8万 |
|
| 2015-03-10 |
回到中轨 |
卖出 |
21.26871 |
49000.0 |
¥1.04M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
24.854829999999996 |
40600.0 |
¥1.01M |
|
| 2015-07-23 |
回到中轨 |
卖出 |
27.69228 |
40600.0 |
¥1.12M |
|
| 2015-12-01 |
跌破下轨 |
买入 |
24.023999999999994 |
48000.0 |
¥1.15M |
|
| 2015-12-03 |
回到中轨 |
卖出 |
25.5744 |
48000.0 |
¥1.23M |
|
| 2016-12-26 |
跌破下轨 |
买入 |
34.184149999999995 |
35600.0 |
¥1.22M |
|
| 2017-01-05 |
回到中轨 |
卖出 |
35.993970000000004 |
35600.0 |
¥1.28M |
|
| 2017-09-11 |
跌破下轨 |
买入 |
51.631579999999985 |
24900.0 |
¥1.29M |
|
| 2017-09-14 |
回到中轨 |
卖出 |
54.80514 |
24900.0 |
¥1.36M |
|
| 2018-02-06 |
跌破下轨 |
买入 |
76.076 |
17500.0 |
¥1.33M |
|
| 2018-03-09 |
回到中轨 |
卖出 |
77.2227 |
17500.0 |
¥1.35M |
|
| 2018-03-28 |
跌破下轨 |
买入 |
67.16709999999999 |
20200.0 |
¥1.36M |
|
| 2018-04-20 |
回到中轨 |
卖出 |
69.93 |
20200.0 |
¥1.41M |
|
| 2018-07-04 |
跌破下轨 |
买入 |
72.15207999999998 |
19900.0 |
¥1.44M |
|
| 2018-07-25 |
回到中轨 |
卖出 |
75.06486 |
19900.0 |
¥1.49M |
|
| 2018-08-02 |
跌破下轨 |
买入 |
70.02 |
21400.0 |
¥1.50M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
65.96397 |
21400.0 |
¥1.41M |
|
| 2018-10-30 |
跌破下轨 |
买入 |
46.846799999999995 |
28900.0 |
¥1.35M |
|
| 2018-11-20 |
回到中轨 |
卖出 |
51.42852 |
28900.0 |
¥1.49M |
|
| 2019-01-04 |
跌破下轨 |
买入 |
48.27822999999999 |
31500.0 |
¥1.52M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
52.7472 |
31500.0 |
¥1.66M |
|
| 2019-08-06 |
跌破下轨 |
买入 |
116.91679999999998 |
14300.0 |
¥1.67M |
|
| 2019-08-13 |
回到中轨 |
卖出 |
121.878 |
14300.0 |
¥1.74M |
|
| 2019-10-21 |
跌破下轨 |
买入 |
127.42729999999999 |
13700.0 |
¥1.75M |
|
| 2019-10-30 |
回到中轨 |
卖出 |
131.3685 |
13700.0 |
¥1.80M |
|
| 2019-11-25 |
跌破下轨 |
买入 |
128.4283 |
14000.0 |
¥1.80M |
|
| 2019-12-11 |
回到中轨 |
卖出 |
130.2696 |
14000.0 |
¥1.82M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
109.109 |
16100.0 |
¥1.76M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
129.87 |
16100.0 |
¥2.09M |
|
| 2020-03-17 |
跌破下轨 |
买入 |
114.61449999999999 |
18700.0 |
¥2.14M |
|
| 2020-04-03 |
回到中轨 |
卖出 |
117.58230000000002 |
18700.0 |
¥2.20M |
|
| 2021-03-09 |
跌破下轨 |
买入 |
242.24199999999996 |
9000.0 |
¥2.18M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
266.733 |
9000.0 |
¥2.40M |
|
| 2021-07-06 |
跌破下轨 |
买入 |
280.12985 |
8600.0 |
¥2.41M |
|
| 2021-09-13 |
回到中轨 |
卖出 |
211.788 |
8600.0 |
¥1.82M |
|
| 2021-09-17 |
跌破下轨 |
买入 |
196.19599999999997 |
9300.0 |
¥1.83M |
|
| 2021-09-28 |
回到中轨 |
卖出 |
220.09968 |
9300.0 |
¥2.05M |
|
| 2021-11-02 |
跌破下轨 |
买入 |
204.18397999999996 |
10000.0 |
¥2.04M |
|
| 2021-11-17 |
回到中轨 |
卖出 |
210.83895 |
10000.0 |
¥2.11M |
|
| 2022-02-08 |
跌破下轨 |
买入 |
195.84565 |
10900.0 |
¥2.14M |
|
| 2022-04-13 |
回到中轨 |
卖出 |
162.6372 |
10900.0 |
¥1.77M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
178.67849999999999 |
9900.0 |
¥1.77M |
|
| 2022-09-21 |
回到中轨 |
卖出 |
165.02481 |
9900.0 |
¥1.63M |
|
| 2022-10-25 |
跌破下轨 |
买入 |
140.89075 |
11400.0 |
¥1.61M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
148.851 |
11400.0 |
¥1.70M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
195.19499999999996 |
8800.0 |
¥1.72M |
|
| 2023-03-31 |
回到中轨 |
卖出 |
200.799 |
8800.0 |
¥1.77M |
|
| 2023-04-11 |
跌破下轨 |
买入 |
184.15 |
9600.0 |
¥1.77M |
|
| 2023-05-10 |
回到中轨 |
卖出 |
172.62720000000002 |
9600.0 |
¥1.66M |
|
| 2023-05-31 |
跌破下轨 |
买入 |
165.13 |
10000.0 |
¥1.65M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
169.83 |
10000.0 |
¥1.70M |
|
| 2023-08-21 |
跌破下轨 |
买入 |
162.34217999999998 |
10400.0 |
¥1.69M |
|
| 2023-09-05 |
回到中轨 |
卖出 |
167.6322 |
10400.0 |
¥1.74M |
|
| 2023-10-17 |
跌破下轨 |
买入 |
150.29013999999998 |
11700.0 |
¥1.76M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
155.79405 |
11700.0 |
¥1.82M |
|
| 2023-11-28 |
跌破下轨 |
买入 |
149.43928999999997 |
12200.0 |
¥1.82M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
139.86 |
12200.0 |
¥1.71M |
|
| 2024-01-09 |
跌破下轨 |
买入 |
128.22809999999998 |
13300.0 |
¥1.71M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
129.97989 |
13300.0 |
¥1.73M |
|
| 2024-02-05 |
跌破下轨 |
买入 |
123.94381999999996 |
13900.0 |
¥1.72M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
132.97689000000003 |
13900.0 |
¥1.85M |
|
| 2024-04-11 |
跌破下轨 |
买入 |
142.66 |
12900.0 |
¥1.84M |
|
| 2024-04-25 |
回到中轨 |
卖出 |
148.3515 |
12900.0 |
¥1.91M |
|
| 2024-05-31 |
跌破下轨 |
买入 |
147.0469 |
13100.0 |
¥1.93M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
130.03 |
13100.0 |
¥1.70M |
|
| 2024-08-23 |
跌破下轨 |
买入 |
120.72059999999998 |
14000.0 |
¥1.69M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
123.47639999999998 |
14000.0 |
¥1.73M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
137.21708 |
12600.0 |
¥1.73M |
|
| 2025-02-14 |
回到中轨 |
卖出 |
130.41945 |
12600.0 |
¥1.64M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
126.90678 |
13000.0 |
¥1.65M |
|
| 2025-04-18 |
回到中轨 |
卖出 |
131.87798999999998 |
13000.0 |
¥1.71M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
117.94782999999997 |
14400.0 |
¥1.70M |
|
| 2025-07-07 |
回到中轨 |
卖出 |
120.08978999999998 |
14400.0 |
¥1.73M |
|
| 2025-09-19 |
跌破下轨 |
买入 |
124.05393000000001 |
14000.0 |
¥1.74M |
|
| 2025-11-11 |
回到中轨 |
卖出 |
120.12975 |
14000.0 |
¥1.68M |
|
| 2025-12-05 |
跌破下轨 |
买入 |
114.58446999999998 |
14700.0 |
¥1.68M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
110.65923 |
14700.0 |
¥1.63M |
|
| 2026-04-30 |
跌破下轨 |
买入 |
97.83773999999998 |
16500.0 |
¥1.61M |
|
| 2026-07-16 |
回到中轨 |
卖出 |
73.25667 |
16500.0 |
¥1.21M |
|
| 2026-09-14 |
跌破下轨 |
买入 |
69.82976 |
17500.0 |
¥1.22M |
|
| 2026-10-12 |
回到中轨 |
卖出 |
70.49942999999999 |
17500.0 |
¥1.23M |
|