600219 南山铝业 — 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: ¥96.1万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -3.94%）
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 42 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 |
2015-02-26 |
7.810142339999998 |
8.5914 |
¥9.8万 |
+9.97% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-24 |
11.314693389999999 |
8.75124 |
¥-24.9万 |
-22.68% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-18 |
6.137970839 |
6.95304 |
¥10.2万 |
+13.25% |
回到中轨 |
| 4 |
2016-01-28 |
2016-02-19 |
5.70741171 |
6.30369 |
¥9.8万 |
+10.41% |
回到中轨 |
| 5 |
2016-08-02 |
2016-08-09 |
7.569830267999999 |
7.87212 |
¥4.1万 |
+3.96% |
回到中轨 |
| 6 |
2016-08-31 |
2016-10-20 |
3.0909269999999998 |
2.9470500000000004 |
¥-5.0万 |
-4.68% |
回到中轨 |
| 7 |
2016-12-20 |
2017-01-09 |
3.1941479569999998 |
3.17682 |
¥-5,925 |
-0.57% |
回到中轨 |
| 8 |
2017-03-10 |
2017-04-06 |
3.3243169959999994 |
3.35664 |
¥9,727 |
+0.94% |
回到中轨 |
| 9 |
2017-05-09 |
2017-06-08 |
3.2909870000000003 |
3.22677 |
¥-2.1万 |
-1.98% |
回到中轨 |
| 10 |
2017-11-07 |
2017-11-30 |
3.794928137 |
3.7162800000000002 |
¥-2.1万 |
-2.10% |
回到中轨 |
| 11 |
2017-12-07 |
2017-12-27 |
3.571071 |
3.58641 |
¥3,991 |
+0.40% |
回到中轨 |
| 12 |
2018-02-02 |
2018-03-02 |
3.3643690079999997 |
3.3966 |
¥9,236 |
+0.93% |
回到中轨 |
| 13 |
2018-03-23 |
2018-04-20 |
3.214173963 |
3.30669 |
¥2.8万 |
+2.85% |
回到中轨 |
| 14 |
2018-05-28 |
2018-07-20 |
3.040912 |
2.6673299999999998 |
¥-12.8万 |
-12.31% |
回到中轨 |
| 15 |
2018-10-12 |
2019-01-08 |
2.5833547739999996 |
2.17782 |
¥-14.4万 |
-15.72% |
回到中轨 |
| 16 |
2019-04-26 |
2019-06-03 |
2.60078 |
2.2977 |
¥-9.0万 |
-11.68% |
回到中轨 |
| 17 |
2019-07-09 |
2019-08-21 |
2.212873663 |
2.14785 |
¥-2.0万 |
-2.97% |
回到中轨 |
| 18 |
2019-11-12 |
2019-11-25 |
2.0927176269999994 |
2.11788 |
¥7,741 |
+1.17% |
回到中轨 |
| 19 |
2020-02-04 |
2020-02-20 |
2.0026006 |
2.1978 |
¥6.4万 |
+9.71% |
回到中轨 |
| 20 |
2020-03-17 |
2020-04-08 |
2.0726916209999993 |
2.08 |
¥2,362 |
+0.32% |
回到中轨 |
| 21 |
2020-09-25 |
2020-10-23 |
2.292977687 |
2.35764 |
¥2.0万 |
+2.79% |
回到中轨 |
| 22 |
2021-06-17 |
2021-07-06 |
3.524577055999999 |
3.6663299999999994 |
¥3.0万 |
+3.99% |
回到中轨 |
| 23 |
2021-09-27 |
2021-10-21 |
4.636020389 |
4.72527 |
¥1.5万 |
+1.89% |
回到中轨 |
| 24 |
2022-01-28 |
2022-02-10 |
4.365669307999999 |
4.87512 |
¥9.3万 |
+11.64% |
回到中轨 |
| 25 |
2022-03-09 |
2022-05-18 |
4.455786334999999 |
3.3266700000000005 |
¥-22.4万 |
-25.36% |
回到中轨 |
| 26 |
2022-09-05 |
2022-09-08 |
3.334329999 |
3.64635 |
¥6.2万 |
+9.32% |
回到中轨 |
| 27 |
2022-09-27 |
2022-10-17 |
3.1340699389999997 |
3.2567399999999997 |
¥2.8万 |
+3.88% |
回到中轨 |
| 28 |
2022-12-20 |
2023-01-10 |
3.3843950139999994 |
3.3966 |
¥2,511 |
+0.33% |
回到中轨 |
| 29 |
2023-05-15 |
2023-06-12 |
3.2241869659999995 |
3.0969 |
¥-3.0万 |
-3.98% |
回到中轨 |
| 30 |
2023-06-26 |
2023-07-04 |
2.980894 |
3.0669299999999997 |
¥2.1万 |
+2.86% |
回到中轨 |
| 31 |
2023-10-20 |
2023-10-31 |
3.0039008999999997 |
3.0969 |
¥2.3万 |
+3.07% |
回到中轨 |
| 32 |
2023-12-06 |
2023-12-28 |
2.833679849 |
2.85 |
¥4,233 |
+0.55% |
回到中轨 |
| 33 |
2024-01-23 |
2024-01-26 |
2.743562822 |
2.93706 |
¥5.5万 |
+7.02% |
回到中轨 |
| 34 |
2024-07-24 |
2024-08-20 |
3.564629068 |
3.6263700000000005 |
¥1.4万 |
+1.70% |
回到中轨 |
| 35 |
2025-02-19 |
2025-03-10 |
3.871161 |
3.87612 |
¥833 |
+0.10% |
回到中轨 |
| 36 |
2025-04-07 |
2025-04-29 |
3.4745120409999997 |
3.64635 |
¥3.9万 |
+4.91% |
回到中轨 |
| 37 |
2025-09-04 |
2025-09-30 |
3.9250971759999995 |
3.91608 |
¥-2,306 |
-0.26% |
回到中轨 |
| 38 |
2026-03-20 |
2026-04-15 |
6.057866814999999 |
6.37362 |
¥4.5万 |
+5.18% |
回到中轨 |
| 39 |
2026-04-29 |
2026-05-27 |
5.236800569 |
5.594399999999999 |
¥6.3万 |
+6.80% |
回到中轨 |
| 40 |
2026-06-08 |
2026-07-21 |
4.686085403999999 |
4.11588 |
¥-11.6万 |
-12.19% |
回到中轨 |
| 41 |
2026-09-29 |
2026-10-09 |
4.495838346999999 |
4.8551400000000005 |
¥7.0万 |
+7.96% |
回到中轨 |
| 42 |
2026-10-16 |
2026-11-06 |
4.315604292999999 |
4.36563 |
¥1.1万 |
+1.13% |
回到中轨 |
逐笔成交记录（共 84 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 |
7.8077999999999985 |
126400.0 |
¥98.7万 |
|
| 2015-02-26 |
回到中轨 |
卖出 |
8.5914 |
126400.0 |
¥1.09M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
11.3113 |
97000.0 |
¥1.10M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
8.75124 |
97000.0 |
¥84.9万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
6.13613 |
125800.0 |
¥77.2万 |
|
| 2015-09-18 |
回到中轨 |
卖出 |
6.95304 |
125800.0 |
¥87.4万 |
|
| 2016-01-28 |
跌破下轨 |
买入 |
5.705699999999999 |
164600.0 |
¥93.9万 |
|
| 2016-02-19 |
回到中轨 |
卖出 |
6.30369 |
164600.0 |
¥1.04M |
|
| 2016-08-02 |
跌破下轨 |
买入 |
7.5675599999999985 |
138300.0 |
¥1.05M |
|
| 2016-08-09 |
回到中轨 |
卖出 |
7.87212 |
138300.0 |
¥1.09M |
|
| 2016-08-31 |
跌破下轨 |
买入 |
3.09 |
348500.0 |
¥1.08M |
|
| 2016-10-20 |
回到中轨 |
卖出 |
2.9470500000000004 |
348500.0 |
¥1.03M |
|
| 2016-12-20 |
跌破下轨 |
买入 |
3.1931899999999995 |
324100.0 |
¥1.04M |
|
| 2017-01-09 |
回到中轨 |
卖出 |
3.17682 |
324100.0 |
¥1.03M |
|
| 2017-03-10 |
跌破下轨 |
买入 |
3.3233199999999994 |
310600.0 |
¥1.03M |
|
| 2017-04-06 |
回到中轨 |
卖出 |
3.35664 |
310600.0 |
¥1.04M |
|
| 2017-05-09 |
跌破下轨 |
买入 |
3.29 |
315400.0 |
¥1.04M |
|
| 2017-06-08 |
回到中轨 |
卖出 |
3.22677 |
315400.0 |
¥1.02M |
|
| 2017-11-07 |
跌破下轨 |
买入 |
3.7937899999999996 |
269200.0 |
¥1.02M |
|
| 2017-11-30 |
回到中轨 |
卖出 |
3.7162800000000002 |
269200.0 |
¥1.00M |
|
| 2017-12-07 |
跌破下轨 |
买入 |
3.57 |
279800.0 |
¥99.9万 |
|
| 2017-12-27 |
回到中轨 |
卖出 |
3.58641 |
279800.0 |
¥1.00M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
3.3633599999999997 |
295900.0 |
¥99.6万 |
|
| 2018-03-02 |
回到中轨 |
卖出 |
3.3966 |
295900.0 |
¥1.00M |
|
| 2018-03-23 |
跌破下轨 |
买入 |
3.2132099999999997 |
307600.0 |
¥98.9万 |
|
| 2018-04-20 |
回到中轨 |
卖出 |
3.30669 |
307600.0 |
¥1.02M |
|
| 2018-05-28 |
跌破下轨 |
买入 |
3.04 |
342200.0 |
¥1.04M |
|
| 2018-07-20 |
回到中轨 |
卖出 |
2.6673299999999998 |
342200.0 |
¥91.2万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
2.5825799999999997 |
353700.0 |
¥91.4万 |
|
| 2019-01-08 |
回到中轨 |
卖出 |
2.17782 |
353700.0 |
¥77.0万 |
|
| 2019-04-26 |
跌破下轨 |
买入 |
2.6 |
295900.0 |
¥77.0万 |
|
| 2019-06-03 |
回到中轨 |
卖出 |
2.2977 |
295900.0 |
¥68.0万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
2.21221 |
307600.0 |
¥68.1万 |
|
| 2019-08-21 |
回到中轨 |
卖出 |
2.14785 |
307600.0 |
¥66.0万 |
|
| 2019-11-12 |
跌破下轨 |
买入 |
2.09209 |
315600.0 |
¥66.0万 |
|
| 2019-11-25 |
回到中轨 |
卖出 |
2.11788 |
315600.0 |
¥66.8万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
2.002 |
330400.0 |
¥66.2万 |
|
| 2020-02-20 |
回到中轨 |
卖出 |
2.1978 |
330400.0 |
¥72.6万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
2.0720699999999996 |
353400.0 |
¥73.2万 |
|
| 2020-04-08 |
回到中轨 |
卖出 |
2.08 |
353400.0 |
¥73.5万 |
|
| 2020-09-25 |
跌破下轨 |
买入 |
2.29229 |
319000.0 |
¥73.1万 |
|
| 2020-10-23 |
回到中轨 |
卖出 |
2.35764 |
319000.0 |
¥75.2万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
3.5235199999999995 |
213000.0 |
¥75.1万 |
|
| 2021-07-06 |
回到中轨 |
卖出 |
3.6663299999999994 |
213000.0 |
¥78.1万 |
|
| 2021-09-27 |
跌破下轨 |
买入 |
4.63463 |
169300.0 |
¥78.5万 |
|
| 2021-10-21 |
回到中轨 |
卖出 |
4.72527 |
169300.0 |
¥80.0万 |
|
| 2022-01-28 |
跌破下轨 |
买入 |
4.36436 |
183200.0 |
¥80.0万 |
|
| 2022-02-10 |
回到中轨 |
卖出 |
4.87512 |
183200.0 |
¥89.3万 |
|
| 2022-03-09 |
跌破下轨 |
买入 |
4.45445 |
198100.0 |
¥88.3万 |
|
| 2022-05-18 |
回到中轨 |
卖出 |
3.3266700000000005 |
198100.0 |
¥65.9万 |
|
| 2022-09-05 |
跌破下轨 |
买入 |
3.33333 |
200100.0 |
¥66.7万 |
|
| 2022-09-08 |
回到中轨 |
卖出 |
3.64635 |
200100.0 |
¥72.9万 |
|
| 2022-09-27 |
跌破下轨 |
买入 |
3.1331299999999995 |
233300.0 |
¥73.1万 |
|
| 2022-10-17 |
回到中轨 |
卖出 |
3.2567399999999997 |
233300.0 |
¥76.0万 |
|
| 2022-12-20 |
跌破下轨 |
买入 |
3.3833799999999994 |
224500.0 |
¥76.0万 |
|
| 2023-01-10 |
回到中轨 |
卖出 |
3.3966 |
224500.0 |
¥76.2万 |
|
| 2023-05-15 |
跌破下轨 |
买入 |
3.22322 |
236400.0 |
¥76.2万 |
|
| 2023-06-12 |
回到中轨 |
卖出 |
3.0969 |
236400.0 |
¥73.2万 |
|
| 2023-06-26 |
跌破下轨 |
买入 |
2.98 |
244500.0 |
¥72.9万 |
|
| 2023-07-04 |
回到中轨 |
卖出 |
3.0669299999999997 |
244500.0 |
¥75.0万 |
|
| 2023-10-20 |
跌破下轨 |
买入 |
3.0029999999999992 |
249700.0 |
¥75.0万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
3.0969 |
249700.0 |
¥77.3万 |
|
| 2023-12-06 |
跌破下轨 |
买入 |
2.83283 |
273700.0 |
¥77.6万 |
|
| 2023-12-28 |
回到中轨 |
卖出 |
2.85 |
273700.0 |
¥78.0万 |
|
| 2024-01-23 |
跌破下轨 |
买入 |
2.74274 |
283200.0 |
¥77.7万 |
|
| 2024-01-26 |
回到中轨 |
卖出 |
2.93706 |
283200.0 |
¥83.2万 |
|
| 2024-07-24 |
跌破下轨 |
买入 |
3.56356 |
234000.0 |
¥83.4万 |
|
| 2024-08-20 |
回到中轨 |
卖出 |
3.6263700000000005 |
234000.0 |
¥84.8万 |
|
| 2025-02-19 |
跌破下轨 |
买入 |
3.87 |
219500.0 |
¥85.0万 |
|
| 2025-03-10 |
回到中轨 |
卖出 |
3.87612 |
219500.0 |
¥85.1万 |
|
| 2025-04-07 |
跌破下轨 |
买入 |
3.4734699999999994 |
229200.0 |
¥79.6万 |
|
| 2025-04-29 |
回到中轨 |
卖出 |
3.64635 |
229200.0 |
¥83.5万 |
|
| 2025-09-04 |
跌破下轨 |
买入 |
3.9239199999999994 |
226300.0 |
¥88.8万 |
|
| 2025-09-30 |
回到中轨 |
卖出 |
3.91608 |
226300.0 |
¥88.6万 |
|
| 2026-03-20 |
跌破下轨 |
买入 |
6.056049999999999 |
144800.0 |
¥87.7万 |
|
| 2026-04-15 |
回到中轨 |
卖出 |
6.37362 |
144800.0 |
¥92.3万 |
|
| 2026-04-29 |
跌破下轨 |
买入 |
5.23523 |
175800.0 |
¥92.1万 |
|
| 2026-05-27 |
回到中轨 |
卖出 |
5.594399999999999 |
175800.0 |
¥98.3万 |
|
| 2026-06-08 |
跌破下轨 |
买入 |
4.684679999999999 |
203000.0 |
¥95.1万 |
|
| 2026-07-21 |
回到中轨 |
卖出 |
4.11588 |
203000.0 |
¥83.5万 |
|
| 2026-09-29 |
跌破下轨 |
买入 |
4.49449 |
195300.0 |
¥87.8万 |
|
| 2026-10-09 |
回到中轨 |
卖出 |
4.8551400000000005 |
195300.0 |
¥94.8万 |
|
| 2026-10-16 |
跌破下轨 |
买入 |
4.314309999999999 |
220100.0 |
¥95.0万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
4.36563 |
220100.0 |
¥96.1万 |
|