002532 天山铝业 — 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: ¥2.76M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +176.34%）
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 45 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 |
2015-07-07 |
2015-08-05 |
11.655135492 |
13.83615 |
¥16.8万 |
+18.68% |
回到中轨 |
| 2 |
2015-08-25 |
2015-09-22 |
10.503640146999999 |
10.89909 |
¥4.0万 |
+3.73% |
回到中轨 |
| 3 |
2016-01-11 |
2016-02-16 |
12.376071707999998 |
12.227760000000002 |
¥-1.4万 |
-1.23% |
回到中轨 |
| 4 |
2016-05-10 |
2016-05-26 |
12.626396782999997 |
13.036950000000001 |
¥3.8万 |
+3.22% |
回到中轨 |
| 5 |
2016-07-28 |
2016-08-16 |
14.338620295999998 |
14.73525 |
¥3.4万 |
+2.74% |
回到中轨 |
| 6 |
2016-12-13 |
2016-12-22 |
14.799218433999998 |
15.354629999999997 |
¥4.7万 |
+3.72% |
回到中轨 |
| 7 |
2017-01-12 |
2017-02-07 |
14.368659305 |
13.99599 |
¥-3.4万 |
-2.62% |
回到中轨 |
| 8 |
2017-03-28 |
2017-05-05 |
13.717814109999997 |
12.517470000000001 |
¥-10.9万 |
-8.78% |
回到中轨 |
| 9 |
2017-06-07 |
2017-07-04 |
8.040441408999998 |
8.57142 |
¥7.6万 |
+6.57% |
回到中轨 |
| 10 |
2017-07-18 |
2017-08-10 |
7.699999307 |
7.91208 |
¥3.4万 |
+2.72% |
回到中轨 |
| 11 |
2017-09-27 |
2017-10-11 |
7.870220358 |
8.08 |
¥3.3万 |
+2.63% |
回到中轨 |
| 12 |
2017-10-31 |
2018-01-17 |
7.699999307 |
6.37362 |
¥-22.6万 |
-17.25% |
回到中轨 |
| 13 |
2018-02-01 |
2018-02-09 |
6.188035853999999 |
6.493500000000001 |
¥5.3万 |
+4.90% |
回到中轨 |
| 14 |
2018-06-19 |
2018-07-12 |
4.946423482 |
4.98501 |
¥7,667 |
+0.75% |
回到中轨 |
| 15 |
2018-09-11 |
2018-09-20 |
4.615994382999999 |
5.4945 |
¥21.7万 |
+19.00% |
回到中轨 |
| 16 |
2018-12-28 |
2019-01-15 |
4.966449487999999 |
5.14485 |
¥4.8万 |
+3.56% |
回到中轨 |
| 17 |
2019-02-01 |
2019-02-13 |
4.946423482 |
5.214779999999999 |
¥7.6万 |
+5.39% |
回到中轨 |
| 18 |
2019-05-07 |
2019-06-17 |
6.6085819799999985 |
6.44355 |
¥-3.7万 |
-2.53% |
回到中轨 |
| 19 |
2019-08-08 |
2019-08-14 |
5.717424712999999 |
6.15384 |
¥10.8万 |
+7.60% |
回到中轨 |
| 20 |
2019-11-01 |
2019-11-19 |
5.877632760999999 |
6.0939 |
¥5.7万 |
+3.65% |
回到中轨 |
| 21 |
2020-02-04 |
2020-02-18 |
5.166709548 |
6.21378 |
¥30.1万 |
+20.23% |
回到中轨 |
| 22 |
2020-03-19 |
2020-04-01 |
5.5772426710000005 |
5.934060000000001 |
¥12.1万 |
+6.37% |
回到中轨 |
| 23 |
2020-09-08 |
2020-09-22 |
7.109232129999999 |
7.502490000000001 |
¥11.2万 |
+5.50% |
回到中轨 |
| 24 |
2021-01-14 |
2021-02-05 |
6.868920057999999 |
7.67232 |
¥25.0万 |
+11.66% |
回到中轨 |
| 25 |
2021-03-24 |
2021-04-09 |
9.262027774999998 |
9.7902 |
¥13.4万 |
+5.67% |
回到中轨 |
| 26 |
2021-06-17 |
2021-07-16 |
9.792716934 |
8.67132 |
¥-29.0万 |
-11.48% |
回到中轨 |
| 27 |
2021-09-28 |
2021-11-22 |
10.063068014999999 |
8.451540000000001 |
¥-35.7万 |
-16.04% |
回到中轨 |
| 28 |
2022-03-10 |
2022-04-07 |
8.420935523 |
8.25174 |
¥-3.8万 |
-2.04% |
回到中轨 |
| 29 |
2022-04-26 |
2022-05-23 |
7.019115103 |
7.36263 |
¥8.9万 |
+4.86% |
回到中轨 |
| 30 |
2022-06-21 |
2022-07-12 |
6.758777025 |
6.63 |
¥-3.7万 |
-1.93% |
回到中轨 |
| 31 |
2022-09-01 |
2022-09-08 |
7.619895283 |
8.75124 |
¥27.9万 |
+14.81% |
回到中轨 |
| 32 |
2022-10-31 |
2022-11-07 |
6.308191890000001 |
6.993000000000001 |
¥23.5万 |
+10.82% |
回到中轨 |
| 33 |
2023-06-30 |
2023-07-10 |
5.9176847729999995 |
6.27372 |
¥14.3万 |
+5.98% |
回到中轨 |
| 34 |
2023-08-23 |
2023-09-04 |
6.3782829109999994 |
6.94305 |
¥22.5万 |
+8.82% |
回到中轨 |
| 35 |
2023-10-17 |
2023-10-31 |
6.328217896 |
6.45354 |
¥5.4万 |
+1.95% |
回到中轨 |
| 36 |
2023-12-01 |
2023-12-29 |
6.047853812 |
5.91 |
¥-6.5万 |
-2.31% |
回到中轨 |
| 37 |
2024-01-19 |
2024-02-08 |
5.437060628999999 |
5.78421 |
¥17.5万 |
+6.35% |
回到中轨 |
| 38 |
2024-07-22 |
2024-08-16 |
7.499739246999999 |
6.873119999999999 |
¥-24.5万 |
-8.38% |
回到中轨 |
| 39 |
2024-09-05 |
2024-09-20 |
6.538490959 |
6.60339 |
¥2.6万 |
+0.96% |
回到中轨 |
| 40 |
2025-01-03 |
2025-01-13 |
7.770090327999999 |
8.12 |
¥12.2万 |
+4.47% |
回到中轨 |
| 41 |
2025-04-07 |
2025-05-07 |
7.842352 |
7.612380000000001 |
¥-7.7万 |
-2.96% |
回到中轨 |
| 42 |
2026-03-20 |
2026-03-31 |
16.20486 |
17.96202 |
¥29.9万 |
+10.81% |
回到中轨 |
| 43 |
2026-04-29 |
2026-05-27 |
16.651623988999997 |
16.243740000000003 |
¥-7.5万 |
-2.48% |
回到中轨 |
| 44 |
2026-06-08 |
2026-07-15 |
13.367359004999997 |
12.24774 |
¥-24.3万 |
-8.40% |
回到中轨 |
| 45 |
2026-09-28 |
2026-10-28 |
11.925486572999999 |
11.97801 |
¥1.1万 |
+0.41% |
回到中轨 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-07 |
跌破下轨 |
买入 |
11.651639999999999 |
77200.0 |
¥90.0万 |
|
| 2015-08-05 |
回到中轨 |
卖出 |
13.83615 |
77200.0 |
¥1.07M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
10.50049 |
101500.0 |
¥1.07M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
10.89909 |
101500.0 |
¥1.11M |
|
| 2016-01-11 |
跌破下轨 |
买入 |
12.372359999999999 |
93900.0 |
¥1.16M |
|
| 2016-02-16 |
回到中轨 |
卖出 |
12.227760000000002 |
93900.0 |
¥1.15M |
|
| 2016-05-10 |
跌破下轨 |
买入 |
12.622609999999998 |
93300.0 |
¥1.18M |
|
| 2016-05-26 |
回到中轨 |
卖出 |
13.036950000000001 |
93300.0 |
¥1.22M |
|
| 2016-07-28 |
跌破下轨 |
买入 |
14.33432 |
85700.0 |
¥1.23M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
14.73525 |
85700.0 |
¥1.26M |
|
| 2016-12-13 |
跌破下轨 |
买入 |
14.794779999999998 |
85400.0 |
¥1.26M |
|
| 2016-12-22 |
回到中轨 |
卖出 |
15.354629999999997 |
85400.0 |
¥1.31M |
|
| 2017-01-12 |
跌破下轨 |
买入 |
14.36435 |
91100.0 |
¥1.31M |
|
| 2017-02-07 |
回到中轨 |
卖出 |
13.99599 |
91100.0 |
¥1.27M |
|
| 2017-03-28 |
跌破下轨 |
买入 |
13.713699999999998 |
90900.0 |
¥1.25M |
|
| 2017-05-05 |
回到中轨 |
卖出 |
12.517470000000001 |
90900.0 |
¥1.14M |
|
| 2017-06-07 |
跌破下轨 |
买入 |
8.03803 |
143900.0 |
¥1.16M |
|
| 2017-07-04 |
回到中轨 |
卖出 |
8.57142 |
143900.0 |
¥1.23M |
|
| 2017-07-18 |
跌破下轨 |
买入 |
7.697690000000001 |
160400.0 |
¥1.24M |
|
| 2017-08-10 |
回到中轨 |
卖出 |
7.91208 |
160400.0 |
¥1.27M |
|
| 2017-09-27 |
跌破下轨 |
买入 |
7.867859999999999 |
161200.0 |
¥1.27M |
|
| 2017-10-11 |
回到中轨 |
卖出 |
8.08 |
161200.0 |
¥1.30M |
|
| 2017-10-31 |
跌破下轨 |
买入 |
7.69769 |
169900.0 |
¥1.31M |
|
| 2018-01-17 |
回到中轨 |
卖出 |
6.37362 |
169900.0 |
¥1.08M |
|
| 2018-02-01 |
跌破下轨 |
买入 |
6.1861799999999985 |
175100.0 |
¥1.08M |
|
| 2018-02-09 |
回到中轨 |
卖出 |
6.493500000000001 |
175100.0 |
¥1.14M |
|
| 2018-06-19 |
跌破下轨 |
买入 |
4.94494 |
206700.0 |
¥1.02M |
|
| 2018-07-12 |
回到中轨 |
卖出 |
4.98501 |
206700.0 |
¥1.03M |
|
| 2018-09-11 |
跌破下轨 |
买入 |
4.61461 |
247900.0 |
¥1.14M |
|
| 2018-09-20 |
回到中轨 |
卖出 |
5.4945 |
247900.0 |
¥1.36M |
|
| 2018-12-28 |
跌破下轨 |
买入 |
4.96496 |
274000.0 |
¥1.36M |
|
| 2019-01-15 |
回到中轨 |
卖出 |
5.14485 |
274000.0 |
¥1.41M |
|
| 2019-02-01 |
跌破下轨 |
买入 |
4.94494 |
283200.0 |
¥1.40M |
|
| 2019-02-13 |
回到中轨 |
卖出 |
5.214779999999999 |
283200.0 |
¥1.48M |
|
| 2019-05-07 |
跌破下轨 |
买入 |
6.6065999999999985 |
224000.0 |
¥1.48M |
|
| 2019-06-17 |
回到中轨 |
卖出 |
6.44355 |
224000.0 |
¥1.44M |
|
| 2019-08-08 |
跌破下轨 |
买入 |
5.71571 |
249200.0 |
¥1.42M |
|
| 2019-08-14 |
回到中轨 |
卖出 |
6.15384 |
249200.0 |
¥1.53M |
|
| 2019-11-01 |
跌破下轨 |
买入 |
5.875869999999999 |
263800.0 |
¥1.55M |
|
| 2019-11-19 |
回到中轨 |
卖出 |
6.0939 |
263800.0 |
¥1.61M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
5.165159999999999 |
288000.0 |
¥1.49M |
|
| 2020-02-18 |
回到中轨 |
卖出 |
6.21378 |
288000.0 |
¥1.79M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
5.57557 |
339800.0 |
¥1.90M |
|
| 2020-04-01 |
回到中轨 |
卖出 |
5.934060000000001 |
339800.0 |
¥2.02M |
|
| 2020-09-08 |
跌破下轨 |
买入 |
7.107099999999999 |
286300.0 |
¥2.04M |
|
| 2020-09-22 |
回到中轨 |
卖出 |
7.502490000000001 |
286300.0 |
¥2.15M |
|
| 2021-01-14 |
跌破下轨 |
买入 |
6.866859999999999 |
312200.0 |
¥2.14M |
|
| 2021-02-05 |
回到中轨 |
卖出 |
7.67232 |
312200.0 |
¥2.39M |
|
| 2021-03-24 |
跌破下轨 |
买入 |
9.25925 |
254600.0 |
¥2.36M |
|
| 2021-04-09 |
回到中轨 |
卖出 |
9.7902 |
254600.0 |
¥2.49M |
|
| 2021-06-17 |
跌破下轨 |
买入 |
9.789779999999999 |
258400.0 |
¥2.53M |
|
| 2021-07-16 |
回到中轨 |
卖出 |
8.67132 |
258400.0 |
¥2.24M |
|
| 2021-09-28 |
跌破下轨 |
买入 |
10.06005 |
221200.0 |
¥2.23M |
|
| 2021-11-22 |
回到中轨 |
卖出 |
8.451540000000001 |
221200.0 |
¥1.87M |
|
| 2022-03-10 |
跌破下轨 |
买入 |
8.41841 |
221600.0 |
¥1.87M |
|
| 2022-04-07 |
回到中轨 |
卖出 |
8.25174 |
221600.0 |
¥1.83M |
|
| 2022-04-26 |
跌破下轨 |
买入 |
7.017009999999999 |
260000.0 |
¥1.82M |
|
| 2022-05-23 |
回到中轨 |
卖出 |
7.36263 |
260000.0 |
¥1.91M |
|
| 2022-06-21 |
跌破下轨 |
买入 |
6.756749999999999 |
279600.0 |
¥1.89M |
|
| 2022-07-12 |
回到中轨 |
卖出 |
6.63 |
279600.0 |
¥1.85M |
|
| 2022-09-01 |
跌破下轨 |
买入 |
7.617609999999999 |
247100.0 |
¥1.88M |
|
| 2022-09-08 |
回到中轨 |
卖出 |
8.75124 |
247100.0 |
¥2.16M |
|
| 2022-10-31 |
跌破下轨 |
买入 |
6.3063 |
344600.0 |
¥2.17M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
6.993000000000001 |
344600.0 |
¥2.41M |
|
| 2023-06-30 |
跌破下轨 |
买入 |
5.915909999999999 |
405000.0 |
¥2.40M |
|
| 2023-07-10 |
回到中轨 |
卖出 |
6.27372 |
405000.0 |
¥2.54M |
|
| 2023-08-23 |
跌破下轨 |
买入 |
6.376369999999999 |
400100.0 |
¥2.55M |
|
| 2023-09-04 |
回到中轨 |
卖出 |
6.94305 |
400100.0 |
¥2.78M |
|
| 2023-10-17 |
跌破下轨 |
买入 |
6.32632 |
439400.0 |
¥2.78M |
|
| 2023-10-31 |
回到中轨 |
卖出 |
6.45354 |
439400.0 |
¥2.83M |
|
| 2023-12-01 |
跌破下轨 |
买入 |
6.04604 |
468000.0 |
¥2.83M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
5.91 |
468000.0 |
¥2.77M |
|
| 2024-01-19 |
跌破下轨 |
买入 |
5.435429999999999 |
506800.0 |
¥2.76M |
|
| 2024-02-08 |
回到中轨 |
卖出 |
5.78421 |
506800.0 |
¥2.93M |
|
| 2024-07-22 |
跌破下轨 |
买入 |
7.497489999999999 |
389400.0 |
¥2.92M |
|
| 2024-08-16 |
回到中轨 |
卖出 |
6.873119999999999 |
389400.0 |
¥2.68M |
|
| 2024-09-05 |
跌破下轨 |
买入 |
6.536530000000001 |
412900.0 |
¥2.70M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
6.60339 |
412900.0 |
¥2.73M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
7.767759999999999 |
350300.0 |
¥2.72M |
|
| 2025-01-13 |
回到中轨 |
卖出 |
8.12 |
350300.0 |
¥2.84M |
|
| 2025-04-07 |
跌破下轨 |
买入 |
7.84 |
333300.0 |
¥2.61M |
|
| 2025-05-07 |
回到中轨 |
卖出 |
7.612380000000001 |
333300.0 |
¥2.54M |
|
| 2026-03-20 |
跌破下轨 |
买入 |
16.2 |
170400.0 |
¥2.76M |
|
| 2026-03-31 |
回到中轨 |
卖出 |
17.96202 |
170400.0 |
¥3.06M |
|
| 2026-04-29 |
跌破下轨 |
买入 |
16.64663 |
182200.0 |
¥3.03M |
|
| 2026-05-27 |
回到中轨 |
卖出 |
16.243740000000003 |
182200.0 |
¥2.96M |
|
| 2026-06-08 |
跌破下轨 |
买入 |
13.363349999999999 |
216100.0 |
¥2.89M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
12.24774 |
216100.0 |
¥2.65M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
11.921909999999999 |
226500.0 |
¥2.70M |
|
| 2026-10-28 |
回到中轨 |
卖出 |
11.97801 |
226500.0 |
¥2.71M |
|