002304 洋河股份 — 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: ¥68.2万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -31.81%）
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 |
2015-06-19 |
2015-07-13 |
68.68920057999998 |
73.82610000000001 |
¥7.2万 |
+7.45% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-17 |
55.596674 |
55.0449 |
¥-1.1万 |
-1.02% |
回到中轨 |
| 3 |
2016-01-11 |
2016-02-04 |
60.708207 |
60.01992 |
¥-1.2万 |
-1.16% |
回到中轨 |
| 4 |
2016-09-05 |
2016-10-10 |
68.99960367299998 |
67.36257 |
¥-2.5万 |
-2.40% |
回到中轨 |
| 5 |
2016-12-26 |
2017-01-03 |
67.63783526499999 |
70.82910000000001 |
¥4.7万 |
+4.69% |
回到中轨 |
| 6 |
2017-04-11 |
2017-04-19 |
82.45707970499998 |
86.4135 |
¥5.1万 |
+4.77% |
回到中轨 |
| 7 |
2017-05-02 |
2017-05-17 |
78.80233360999999 |
84.29562 |
¥7.6万 |
+6.94% |
回到中轨 |
| 8 |
2017-09-11 |
2017-09-14 |
86.00168276699999 |
88.70121 |
¥3.7万 |
+3.11% |
回到中轨 |
| 9 |
2017-11-30 |
2017-12-12 |
104.645894353 |
110.90898000000001 |
¥7.3万 |
+5.95% |
回到中轨 |
| 10 |
2018-02-06 |
2018-02-23 |
117.1521351 |
132.3675 |
¥16.1万 |
+12.95% |
回到中轨 |
| 11 |
2018-03-01 |
2018-04-09 |
118.15343539999996 |
111.1887 |
¥-8.7万 |
-5.92% |
回到中轨 |
| 12 |
2018-06-28 |
2018-07-16 |
128.16643839999998 |
135.87399 |
¥8.1万 |
+5.98% |
回到中轨 |
| 13 |
2018-08-02 |
2018-08-28 |
125.53765 |
115.3845 |
¥-11.8万 |
-8.12% |
回到中轨 |
| 14 |
2018-10-25 |
2018-11-20 |
100.63068014999998 |
96.903 |
¥-4.8万 |
-3.73% |
回到中轨 |
| 15 |
2019-08-01 |
2019-08-29 |
116.43492 |
111.07881000000002 |
¥-5.9万 |
-4.63% |
回到中轨 |
| 16 |
2019-11-12 |
2019-11-27 |
97.25629813899998 |
100.19969999999999 |
¥3.7万 |
+3.00% |
回到中轨 |
| 17 |
2020-02-05 |
2020-04-08 |
100.13003 |
87.10280999999999 |
¥-16.6万 |
-13.04% |
回到中轨 |
| 18 |
2020-09-25 |
2020-10-13 |
125.36279756 |
139.85001 |
¥12.7万 |
+11.52% |
回到中轨 |
| 19 |
2021-03-03 |
2021-03-31 |
183.46825396899996 |
164.835 |
¥-12.5万 |
-10.18% |
回到中轨 |
| 20 |
2021-04-14 |
2021-04-20 |
151.49673539 |
159.84 |
¥6.1万 |
+5.48% |
回到中轨 |
| 21 |
2021-07-12 |
2021-07-19 |
185.24055549999994 |
208.80098999999998 |
¥14.8万 |
+12.69% |
回到中轨 |
| 22 |
2021-07-27 |
2021-08-26 |
181.295432318 |
172.61721000000003 |
¥-6.2万 |
-4.82% |
回到中轨 |
| 23 |
2021-12-08 |
2021-12-09 |
172.42391165999996 |
185.78403 |
¥9.6万 |
+7.72% |
回到中轨 |
| 24 |
2022-01-14 |
2022-01-24 |
156.70349695000002 |
164.6352 |
¥6.7万 |
+5.03% |
回到中轨 |
| 25 |
2022-03-09 |
2022-04-15 |
153.49933599 |
138.861 |
¥-13.5万 |
-9.56% |
回到中轨 |
| 26 |
2022-09-02 |
2022-09-28 |
159.797514877 |
156.6432 |
¥-2.6万 |
-2.00% |
回到中轨 |
| 27 |
2022-10-20 |
2022-11-14 |
140.18204199999997 |
142.86699 |
¥2.3万 |
+1.88% |
回到中轨 |
| 28 |
2023-03-13 |
2023-03-29 |
165.63509562599995 |
169.94988 |
¥3.3万 |
+2.57% |
回到中轨 |
| 29 |
2023-04-11 |
2023-06-13 |
155.80232668 |
138.861 |
¥-14.3万 |
-10.90% |
回到中轨 |
| 30 |
2023-09-22 |
2023-11-02 |
131.881262513 |
121.3785 |
¥-9.3万 |
-7.99% |
回到中轨 |
| 31 |
2023-12-06 |
2023-12-29 |
111.71507447099997 |
110.45943 |
¥-1.2万 |
-1.15% |
回到中轨 |
| 32 |
2024-01-05 |
2024-02-07 |
102.18269561499999 |
96.57333 |
¥-5.8万 |
-5.52% |
回到中轨 |
| 33 |
2024-04-15 |
2024-04-24 |
94.03211117299999 |
98.78111999999999 |
¥5.0万 |
+5.02% |
回到中轨 |
| 34 |
2024-06-11 |
2024-07-18 |
91.06731200000002 |
82.04 |
¥-10.4万 |
-9.94% |
回到中轨 |
| 35 |
2024-08-21 |
2024-09-02 |
77.350448175 |
80.919 |
¥4.3万 |
+4.58% |
回到中轨 |
| 36 |
2024-09-10 |
2024-09-25 |
74.0962222 |
77.922 |
¥5.1万 |
+5.13% |
回到中轨 |
| 37 |
2025-01-03 |
2025-02-24 |
81.45577940499999 |
78.75117 |
¥-3.5万 |
-3.35% |
回到中轨 |
| 38 |
2025-03-05 |
2025-03-12 |
76.21897883599999 |
78.21171000000001 |
¥2.6万 |
+2.58% |
回到中轨 |
| 39 |
2025-04-08 |
2025-06-19 |
73.68568907699999 |
66.11382 |
¥-10.7万 |
-10.30% |
回到中轨 |
| 40 |
2025-06-30 |
2025-07-09 |
64.063193194 |
65.38455 |
¥1.9万 |
+2.03% |
回到中轨 |
| 41 |
2025-09-19 |
2025-10-17 |
70.091021 |
70.38954 |
¥3,745 |
+0.40% |
回到中轨 |
| 42 |
2025-11-18 |
2026-01-07 |
68.54901853799997 |
62.68725 |
¥-8.2万 |
-8.58% |
回到中轨 |
| 43 |
2026-01-27 |
2026-03-31 |
55.996794 |
51.73821 |
¥-6.6万 |
-7.63% |
回到中轨 |
| 44 |
2026-05-07 |
2026-07-16 |
48.86345463999999 |
39.65031 |
¥-15.2万 |
-18.88% |
回到中轨 |
| 45 |
2026-09-14 |
2026-10-19 |
38.11950242099999 |
37.8621 |
¥-4,596 |
-0.71% |
回到中轨 |
| 46 |
2026-10-23 |
2026-10-27 |
36.33718788699999 |
38.0619 |
¥3.0万 |
+4.71% |
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 |
|---|
| 2015-06-19 |
跌破下轨 |
买入 |
68.66859999999998 |
14100.0 |
¥96.9万 |
|
| 2015-07-13 |
回到中轨 |
卖出 |
73.82610000000001 |
14100.0 |
¥1.04M |
|
| 2015-08-24 |
跌破下轨 |
买入 |
55.58 |
18700.0 |
¥1.04M |
|
| 2015-09-17 |
回到中轨 |
卖出 |
55.0449 |
18700.0 |
¥1.03M |
|
| 2016-01-11 |
跌破下轨 |
买入 |
60.69 |
17300.0 |
¥1.05M |
|
| 2016-02-04 |
回到中轨 |
卖出 |
60.01992 |
17300.0 |
¥1.04M |
|
| 2016-09-05 |
跌破下轨 |
买入 |
68.97890999999998 |
15100.0 |
¥1.04M |
|
| 2016-10-10 |
回到中轨 |
卖出 |
67.36257 |
15100.0 |
¥1.02M |
|
| 2016-12-26 |
跌破下轨 |
买入 |
67.61755 |
14800.0 |
¥1.00M |
|
| 2017-01-03 |
回到中轨 |
卖出 |
70.82910000000001 |
14800.0 |
¥1.05M |
|
| 2017-04-11 |
跌破下轨 |
买入 |
82.43234999999997 |
12900.0 |
¥1.06M |
|
| 2017-04-19 |
回到中轨 |
卖出 |
86.4135 |
12900.0 |
¥1.11M |
|
| 2017-05-02 |
跌破下轨 |
买入 |
78.7787 |
13900.0 |
¥1.10M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
84.29562 |
13900.0 |
¥1.17M |
|
| 2017-09-11 |
跌破下轨 |
买入 |
85.97588999999999 |
13800.0 |
¥1.19M |
|
| 2017-09-14 |
回到中轨 |
卖出 |
88.70121 |
13800.0 |
¥1.22M |
|
| 2017-11-30 |
跌破下轨 |
买入 |
104.61451 |
11700.0 |
¥1.22M |
|
| 2017-12-12 |
回到中轨 |
卖出 |
110.90898000000001 |
11700.0 |
¥1.30M |
|
| 2018-02-06 |
跌破下轨 |
买入 |
117.11699999999999 |
10600.0 |
¥1.24M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
132.3675 |
10600.0 |
¥1.40M |
|
| 2018-03-01 |
跌破下轨 |
买入 |
118.11799999999998 |
12400.0 |
¥1.47M |
|
| 2018-04-09 |
回到中轨 |
卖出 |
111.1887 |
12400.0 |
¥1.38M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
128.128 |
10500.0 |
¥1.35M |
|
| 2018-07-16 |
回到中轨 |
卖出 |
135.87399 |
10500.0 |
¥1.43M |
|
| 2018-08-02 |
跌破下轨 |
买入 |
125.5 |
11600.0 |
¥1.46M |
|
| 2018-08-28 |
回到中轨 |
卖出 |
115.3845 |
11600.0 |
¥1.34M |
|
| 2018-10-25 |
跌破下轨 |
买入 |
100.60049999999997 |
12800.0 |
¥1.29M |
|
| 2018-11-20 |
回到中轨 |
卖出 |
96.903 |
12800.0 |
¥1.24M |
|
| 2019-08-01 |
跌破下轨 |
买入 |
116.4 |
11000.0 |
¥1.28M |
|
| 2019-08-29 |
回到中轨 |
卖出 |
111.07881000000002 |
11000.0 |
¥1.22M |
|
| 2019-11-12 |
跌破下轨 |
买入 |
97.22712999999997 |
12600.0 |
¥1.23M |
|
| 2019-11-27 |
回到中轨 |
卖出 |
100.19969999999999 |
12600.0 |
¥1.26M |
|
| 2020-02-05 |
跌破下轨 |
买入 |
100.1 |
12700.0 |
¥1.27M |
|
| 2020-04-08 |
回到中轨 |
卖出 |
87.10280999999999 |
12700.0 |
¥1.11M |
|
| 2020-09-25 |
跌破下轨 |
买入 |
125.3252 |
8800.0 |
¥1.10M |
|
| 2020-10-13 |
回到中轨 |
卖出 |
139.85001 |
8800.0 |
¥1.23M |
|
| 2021-03-03 |
跌破下轨 |
买入 |
183.41322999999997 |
6700.0 |
¥1.23M |
|
| 2021-03-31 |
回到中轨 |
卖出 |
164.835 |
6700.0 |
¥1.10M |
|
| 2021-04-14 |
跌破下轨 |
买入 |
151.4513 |
7300.0 |
¥1.11M |
|
| 2021-04-20 |
回到中轨 |
卖出 |
159.84 |
7300.0 |
¥1.17M |
|
| 2021-07-12 |
跌破下轨 |
买入 |
185.18499999999997 |
6300.0 |
¥1.17M |
|
| 2021-07-19 |
回到中轨 |
卖出 |
208.80098999999998 |
6300.0 |
¥1.32M |
|
| 2021-07-27 |
跌破下轨 |
买入 |
181.24105999999998 |
7100.0 |
¥1.29M |
|
| 2021-08-26 |
回到中轨 |
卖出 |
172.61721000000003 |
7100.0 |
¥1.23M |
|
| 2021-12-08 |
跌破下轨 |
买入 |
172.3722 |
7200.0 |
¥1.24M |
|
| 2021-12-09 |
回到中轨 |
卖出 |
185.78403 |
7200.0 |
¥1.34M |
|
| 2022-01-14 |
跌破下轨 |
买入 |
156.6565 |
8500.0 |
¥1.33M |
|
| 2022-01-24 |
回到中轨 |
卖出 |
164.6352 |
8500.0 |
¥1.40M |
|
| 2022-03-09 |
跌破下轨 |
买入 |
153.45329999999998 |
9200.0 |
¥1.41M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
138.861 |
9200.0 |
¥1.28M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
159.74958999999998 |
8000.0 |
¥1.28M |
|
| 2022-09-28 |
回到中轨 |
卖出 |
156.6432 |
8000.0 |
¥1.25M |
|
| 2022-10-20 |
跌破下轨 |
买入 |
140.14 |
8800.0 |
¥1.23M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
142.86699 |
8800.0 |
¥1.26M |
|
| 2023-03-13 |
跌破下轨 |
买入 |
165.58541999999997 |
7700.0 |
¥1.28M |
|
| 2023-03-29 |
回到中轨 |
卖出 |
169.94988 |
7700.0 |
¥1.31M |
|
| 2023-04-11 |
跌破下轨 |
买入 |
155.7556 |
8400.0 |
¥1.31M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
138.861 |
8400.0 |
¥1.17M |
|
| 2023-09-22 |
跌破下轨 |
买入 |
131.84171 |
8800.0 |
¥1.16M |
|
| 2023-11-02 |
回到中轨 |
卖出 |
121.3785 |
8800.0 |
¥1.07M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
111.68156999999997 |
9600.0 |
¥1.07M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
110.45943 |
9600.0 |
¥1.06M |
|
| 2024-01-05 |
跌破下轨 |
买入 |
102.15205 |
10300.0 |
¥1.05M |
|
| 2024-02-07 |
回到中轨 |
卖出 |
96.57333 |
10300.0 |
¥99.4万 |
|
| 2024-04-15 |
跌破下轨 |
买入 |
94.00390999999999 |
10700.0 |
¥1.01M |
|
| 2024-04-24 |
回到中轨 |
卖出 |
98.78111999999999 |
10700.0 |
¥1.06M |
|
| 2024-06-11 |
跌破下轨 |
买入 |
91.04 |
11500.0 |
¥1.05M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
82.04 |
11500.0 |
¥94.3万 |
|
| 2024-08-21 |
跌破下轨 |
买入 |
77.32724999999999 |
12200.0 |
¥94.4万 |
|
| 2024-09-02 |
回到中轨 |
卖出 |
80.919 |
12200.0 |
¥98.7万 |
|
| 2024-09-10 |
跌破下轨 |
买入 |
74.074 |
13400.0 |
¥99.3万 |
|
| 2024-09-25 |
回到中轨 |
卖出 |
77.922 |
13400.0 |
¥1.04M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
81.43134999999998 |
12800.0 |
¥1.04M |
|
| 2025-02-24 |
回到中轨 |
卖出 |
78.75117 |
12800.0 |
¥1.01M |
|
| 2025-03-05 |
跌破下轨 |
买入 |
76.19612 |
13200.0 |
¥1.01M |
|
| 2025-03-12 |
回到中轨 |
卖出 |
78.21171000000001 |
13200.0 |
¥1.03M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
73.66359 |
14100.0 |
¥1.04M |
|
| 2025-06-19 |
回到中轨 |
卖出 |
66.11382 |
14100.0 |
¥93.2万 |
|
| 2025-06-30 |
跌破下轨 |
买入 |
64.04397999999999 |
14500.0 |
¥92.9万 |
|
| 2025-07-09 |
回到中轨 |
卖出 |
65.38455 |
14500.0 |
¥94.8万 |
|
| 2025-09-19 |
跌破下轨 |
买入 |
70.07 |
13500.0 |
¥94.6万 |
|
| 2025-10-17 |
回到中轨 |
卖出 |
70.38954 |
13500.0 |
¥95.0万 |
|
| 2025-11-18 |
跌破下轨 |
买入 |
68.52845999999998 |
13900.0 |
¥95.3万 |
|
| 2026-01-07 |
回到中轨 |
卖出 |
62.68725 |
13900.0 |
¥87.1万 |
|
| 2026-01-27 |
跌破下轨 |
买入 |
55.98 |
15400.0 |
¥86.2万 |
|
| 2026-03-31 |
回到中轨 |
卖出 |
51.73821 |
15400.0 |
¥79.7万 |
|
| 2026-05-07 |
跌破下轨 |
买入 |
48.84879999999999 |
16500.0 |
¥80.6万 |
|
| 2026-07-16 |
回到中轨 |
卖出 |
39.65031 |
16500.0 |
¥65.4万 |
|
| 2026-09-14 |
跌破下轨 |
买入 |
38.10807 |
17100.0 |
¥65.2万 |
|
| 2026-10-19 |
回到中轨 |
卖出 |
37.8621 |
17100.0 |
¥64.7万 |
|
| 2026-10-23 |
跌破下轨 |
买入 |
36.32628999999999 |
17800.0 |
¥64.7万 |
|
| 2026-10-27 |
回到中轨 |
卖出 |
38.0619 |
17800.0 |
¥67.7万 |
|