600519 贵州茅台 — 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: ¥1.23M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +23.29%）
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 39 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 |
2015-07-20 |
2015-09-15 |
227.445363145 |
197.81198999999998 |
¥-12.8万 |
-13.05% |
回到中轨 |
| 2 |
2016-01-08 |
2016-02-03 |
204.43548225099997 |
202.37742 |
¥-8,899 |
-1.04% |
回到中轨 |
| 3 |
2016-09-13 |
2016-10-11 |
300.34002498499996 |
303.696 |
¥9,142 |
+1.09% |
回到中轨 |
| 4 |
2017-07-05 |
2017-07-21 |
453.5990489029999 |
466.49303999999995 |
¥2.4万 |
+2.81% |
回到中轨 |
| 5 |
2017-09-08 |
2017-09-14 |
478.8718684749999 |
492.49701 |
¥2.4万 |
+2.81% |
回到中轨 |
| 6 |
2018-02-06 |
2018-02-23 |
703.9141109 |
746.253 |
¥5.1万 |
+5.98% |
回到中轨 |
| 7 |
2018-03-29 |
2018-04-25 |
683.08706466 |
688.311 |
¥7,024 |
+0.73% |
回到中轨 |
| 8 |
2018-06-28 |
2018-07-13 |
714.9284142 |
741.5577 |
¥3.4万 |
+3.69% |
回到中轨 |
| 9 |
2018-08-03 |
2018-08-28 |
695.2085000000001 |
692.307 |
¥-4,353 |
-0.45% |
回到中轨 |
| 10 |
2018-10-30 |
2018-12-03 |
510.6631529999999 |
588.411 |
¥14.0万 |
+15.19% |
回到中轨 |
| 11 |
2019-05-10 |
2019-05-30 |
876.7986206979998 |
909.09 |
¥4.2万 |
+3.65% |
回到中轨 |
| 12 |
2019-07-19 |
2019-07-30 |
956.2417865 |
975.5235 |
¥2.3万 |
+1.99% |
回到中轨 |
| 13 |
2019-12-02 |
2019-12-18 |
1119.6539954599998 |
1172.826 |
¥5.3万 |
+4.72% |
回到中轨 |
| 14 |
2020-01-06 |
2020-02-12 |
1072.2524392579999 |
1087.911 |
¥1.7万 |
+1.43% |
回到中轨 |
| 15 |
2020-03-19 |
2020-04-01 |
995.282485197 |
1115.883 |
¥14.4万 |
+12.08% |
回到中轨 |
| 16 |
2021-05-07 |
2021-05-18 |
1967.5550894999997 |
2062.935 |
¥6.6万 |
+4.82% |
回到中轨 |
| 17 |
2021-06-22 |
2021-09-06 |
2094.7202275999994 |
1647.3509999999999 |
¥-31.4万 |
-21.38% |
回到中轨 |
| 18 |
2022-01-07 |
2022-01-28 |
1977.5680924999997 |
1953.045 |
¥-1.3万 |
-1.27% |
回到中轨 |
| 19 |
2022-02-23 |
2022-03-24 |
1813.7653764229997 |
1736.262 |
¥-4.7万 |
-4.30% |
回到中轨 |
| 20 |
2022-08-25 |
2022-09-01 |
1861.4172576999997 |
1910.23785 |
¥2.9万 |
+2.59% |
回到中轨 |
| 21 |
2022-09-06 |
2022-09-14 |
1837.7465186079994 |
1863.0 |
¥1.5万 |
+1.34% |
回到中轨 |
| 22 |
2022-10-11 |
2022-11-14 |
1791.3262367 |
1541.9565 |
¥-15.0万 |
-13.95% |
回到中轨 |
| 23 |
2023-03-09 |
2023-03-29 |
1770.2989303999998 |
1797.201 |
¥1.3万 |
+1.49% |
回到中轨 |
| 24 |
2023-04-13 |
2023-04-28 |
1692.1975069999999 |
1761.2469900000003 |
¥4.1万 |
+4.05% |
回到中轨 |
| 25 |
2023-05-31 |
2023-06-13 |
1663.169811303 |
1692.18612 |
¥1.7万 |
+1.71% |
回到中轨 |
| 26 |
2023-10-10 |
2023-11-02 |
1785.2082918669998 |
1793.205 |
¥4,475 |
+0.42% |
回到中轨 |
| 27 |
2023-12-06 |
2023-12-29 |
1704.843929789 |
1720.0 |
¥8,784 |
+0.86% |
回到中轨 |
| 28 |
2024-01-18 |
2024-01-30 |
1576.0466721999999 |
1648.33002 |
¥4.3万 |
+4.55% |
回到中轨 |
| 29 |
2024-04-09 |
2024-04-24 |
1662.829369201 |
1695.28302 |
¥1.9万 |
+1.92% |
回到中轨 |
| 30 |
2024-06-12 |
2024-07-15 |
1572.041471 |
1470.0 |
¥-7.2万 |
-6.52% |
回到中轨 |
| 31 |
2024-07-30 |
2024-08-19 |
1387.7821897939998 |
1430.568 |
¥3.0万 |
+3.05% |
回到中轨 |
| 32 |
2024-09-10 |
2024-09-25 |
1371.801437006 |
1398.64995 |
¥2.1万 |
+1.93% |
回到中轨 |
| 33 |
2025-01-03 |
2025-02-13 |
1495.438497 |
1441.57698 |
¥-3.8万 |
-3.63% |
回到中轨 |
| 34 |
2025-04-08 |
2025-04-18 |
1514.9673538999998 |
1564.434 |
¥3.4万 |
+3.23% |
回到中轨 |
| 35 |
2025-06-16 |
2025-07-11 |
1403.0219803599998 |
1423.16 |
¥1.4万 |
+1.40% |
回到中轨 |
| 36 |
2025-12-05 |
2026-01-06 |
1425.8316011939999 |
1431.11745 |
¥3,885 |
+0.34% |
回到中轨 |
| 37 |
2026-01-22 |
2026-01-30 |
1353.7680186029997 |
1433.565 |
¥6.3万 |
+5.86% |
回到中轨 |
| 38 |
2026-06-22 |
2026-07-14 |
1215.8889672929997 |
1207.78101 |
¥-7,623 |
-0.70% |
回到中轨 |
| 39 |
2026-09-17 |
2026-10-13 |
1259.6157513939997 |
1285.713 |
¥2.3万 |
+2.04% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-20 |
跌破下轨 |
买入 |
227.37714999999997 |
4300.0 |
¥97.8万 |
|
| 2015-09-15 |
回到中轨 |
卖出 |
197.81198999999998 |
4300.0 |
¥85.0万 |
|
| 2016-01-08 |
跌破下轨 |
买入 |
204.37416999999996 |
4200.0 |
¥85.9万 |
|
| 2016-02-03 |
回到中轨 |
卖出 |
202.37742 |
4200.0 |
¥85.0万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
300.24994999999996 |
2800.0 |
¥84.1万 |
|
| 2016-10-11 |
回到中轨 |
卖出 |
303.696 |
2800.0 |
¥85.0万 |
|
| 2017-07-05 |
跌破下轨 |
买入 |
453.46300999999994 |
1900.0 |
¥86.2万 |
|
| 2017-07-21 |
回到中轨 |
卖出 |
466.49303999999995 |
1900.0 |
¥88.6万 |
|
| 2017-09-08 |
跌破下轨 |
买入 |
478.72824999999995 |
1800.0 |
¥86.2万 |
|
| 2017-09-14 |
回到中轨 |
卖出 |
492.49701 |
1800.0 |
¥88.6万 |
|
| 2018-02-06 |
跌破下轨 |
买入 |
703.703 |
1200.0 |
¥84.5万 |
|
| 2018-02-23 |
回到中轨 |
卖出 |
746.253 |
1200.0 |
¥89.5万 |
|
| 2018-03-29 |
跌破下轨 |
买入 |
682.8822 |
1400.0 |
¥95.6万 |
|
| 2018-04-25 |
回到中轨 |
卖出 |
688.311 |
1400.0 |
¥96.3万 |
|
| 2018-06-28 |
跌破下轨 |
买入 |
714.7139999999999 |
1300.0 |
¥92.9万 |
|
| 2018-07-13 |
回到中轨 |
卖出 |
741.5577 |
1300.0 |
¥96.4万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
695.0 |
1400.0 |
¥97.3万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
692.307 |
1400.0 |
¥96.9万 |
|
| 2018-10-30 |
跌破下轨 |
买入 |
510.50999999999993 |
1800.0 |
¥91.9万 |
|
| 2018-12-03 |
回到中轨 |
卖出 |
588.411 |
1800.0 |
¥1.06M |
|
| 2019-05-10 |
跌破下轨 |
买入 |
876.5356599999998 |
1300.0 |
¥1.14M |
|
| 2019-05-30 |
回到中轨 |
卖出 |
909.09 |
1300.0 |
¥1.18M |
|
| 2019-07-19 |
跌破下轨 |
买入 |
955.955 |
1200.0 |
¥1.15M |
|
| 2019-07-30 |
回到中轨 |
卖出 |
975.5235 |
1200.0 |
¥1.17M |
|
| 2019-12-02 |
跌破下轨 |
买入 |
1119.3182 |
1000.0 |
¥1.12M |
|
| 2019-12-18 |
回到中轨 |
卖出 |
1172.826 |
1000.0 |
¥1.17M |
|
| 2020-01-06 |
跌破下轨 |
买入 |
1071.9308599999997 |
1100.0 |
¥1.18M |
|
| 2020-02-12 |
回到中轨 |
卖出 |
1087.911 |
1100.0 |
¥1.20M |
|
| 2020-03-19 |
跌破下轨 |
买入 |
994.98399 |
1200.0 |
¥1.19M |
|
| 2020-04-01 |
回到中轨 |
卖出 |
1115.883 |
1200.0 |
¥1.34M |
|
| 2021-05-07 |
跌破下轨 |
买入 |
1966.9649999999997 |
700.0 |
¥1.38M |
|
| 2021-05-18 |
回到中轨 |
卖出 |
2062.935 |
700.0 |
¥1.44M |
|
| 2021-06-22 |
跌破下轨 |
买入 |
2094.0919999999996 |
700.0 |
¥1.47M |
|
| 2021-09-06 |
回到中轨 |
卖出 |
1647.3509999999999 |
700.0 |
¥1.15M |
|
| 2022-01-07 |
跌破下轨 |
买入 |
1976.9749999999997 |
500.0 |
¥98.9万 |
|
| 2022-01-28 |
回到中轨 |
卖出 |
1953.045 |
500.0 |
¥97.6万 |
|
| 2022-02-23 |
跌破下轨 |
买入 |
1813.2214099999999 |
600.0 |
¥1.09M |
|
| 2022-03-24 |
回到中轨 |
卖出 |
1736.262 |
600.0 |
¥1.04M |
|
| 2022-08-25 |
跌破下轨 |
买入 |
1860.859 |
600.0 |
¥1.12M |
|
| 2022-09-01 |
回到中轨 |
卖出 |
1910.23785 |
600.0 |
¥1.15M |
|
| 2022-09-06 |
跌破下轨 |
买入 |
1837.1953599999997 |
600.0 |
¥1.10M |
|
| 2022-09-14 |
回到中轨 |
卖出 |
1863.0 |
600.0 |
¥1.12M |
|
| 2022-10-11 |
跌破下轨 |
买入 |
1790.7889999999998 |
600.0 |
¥1.07M |
|
| 2022-11-14 |
回到中轨 |
卖出 |
1541.9565 |
600.0 |
¥92.5万 |
|
| 2023-03-09 |
跌破下轨 |
买入 |
1769.7679999999998 |
500.0 |
¥88.5万 |
|
| 2023-03-29 |
回到中轨 |
卖出 |
1797.201 |
500.0 |
¥89.8万 |
|
| 2023-04-13 |
跌破下轨 |
买入 |
1691.6899999999998 |
600.0 |
¥1.02M |
|
| 2023-04-28 |
回到中轨 |
卖出 |
1761.2469900000003 |
600.0 |
¥1.06M |
|
| 2023-05-31 |
跌破下轨 |
买入 |
1662.6710099999998 |
600.0 |
¥99.8万 |
|
| 2023-06-13 |
回到中轨 |
卖出 |
1692.18612 |
600.0 |
¥1.02M |
|
| 2023-10-10 |
跌破下轨 |
买入 |
1784.6728899999998 |
600.0 |
¥1.07M |
|
| 2023-11-02 |
回到中轨 |
卖出 |
1793.205 |
600.0 |
¥1.08M |
|
| 2023-12-06 |
跌破下轨 |
买入 |
1704.3326299999999 |
600.0 |
¥1.02M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
1720.0 |
600.0 |
¥1.03M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
1575.5739999999998 |
600.0 |
¥94.6万 |
|
| 2024-01-30 |
回到中轨 |
卖出 |
1648.33002 |
600.0 |
¥98.9万 |
|
| 2024-04-09 |
跌破下轨 |
买入 |
1662.3306699999998 |
600.0 |
¥99.8万 |
|
| 2024-04-24 |
回到中轨 |
卖出 |
1695.28302 |
600.0 |
¥1.02M |
|
| 2024-06-12 |
跌破下轨 |
买入 |
1571.57 |
700.0 |
¥1.10M |
|
| 2024-07-15 |
回到中轨 |
卖出 |
1470.0 |
700.0 |
¥1.03M |
|
| 2024-07-30 |
跌破下轨 |
买入 |
1387.3659799999998 |
700.0 |
¥97.1万 |
|
| 2024-08-19 |
回到中轨 |
卖出 |
1430.568 |
700.0 |
¥1.00M |
|
| 2024-09-10 |
跌破下轨 |
买入 |
1371.3900199999998 |
800.0 |
¥1.10M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
1398.64995 |
800.0 |
¥1.12M |
|
| 2025-01-03 |
跌破下轨 |
买入 |
1494.99 |
700.0 |
¥1.05M |
|
| 2025-02-13 |
回到中轨 |
卖出 |
1441.57698 |
700.0 |
¥1.01M |
|
| 2025-04-08 |
跌破下轨 |
买入 |
1514.5129999999997 |
700.0 |
¥1.06M |
|
| 2025-04-18 |
回到中轨 |
卖出 |
1564.434 |
700.0 |
¥1.09M |
|
| 2025-06-16 |
跌破下轨 |
买入 |
1402.6011999999998 |
700.0 |
¥98.2万 |
|
| 2025-07-11 |
回到中轨 |
卖出 |
1423.16 |
700.0 |
¥99.6万 |
|
| 2025-12-05 |
跌破下轨 |
买入 |
1425.4039799999998 |
800.0 |
¥1.14M |
|
| 2026-01-06 |
回到中轨 |
卖出 |
1431.11745 |
800.0 |
¥1.14M |
|
| 2026-01-22 |
跌破下轨 |
买入 |
1353.3620099999998 |
800.0 |
¥1.08M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
1433.565 |
800.0 |
¥1.15M |
|
| 2026-06-22 |
跌破下轨 |
买入 |
1215.5243099999998 |
900.0 |
¥1.09M |
|
| 2026-07-14 |
回到中轨 |
卖出 |
1207.78101 |
900.0 |
¥1.09M |
|
| 2026-09-17 |
跌破下轨 |
买入 |
1259.2379799999999 |
900.0 |
¥1.13M |
|
| 2026-10-13 |
回到中轨 |
卖出 |
1285.713 |
900.0 |
¥1.16M |
|