600547 山东黄金 — 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: ¥46.8万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -53.20%）
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 34 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 |
2015-06-30 |
2015-08-05 |
23.079971914999998 |
18.401580000000003 |
¥-20.0万 |
-20.29% |
回到中轨 |
| 2 |
2016-01-13 |
2016-02-05 |
19.535368852999998 |
19.56 |
¥752 |
+0.10% |
回到中轨 |
| 3 |
2016-08-09 |
2016-08-17 |
41.864365543000005 |
43.956 |
¥3.9万 |
+4.96% |
回到中轨 |
| 4 |
2016-09-14 |
2016-10-18 |
38.55006155 |
38.5614 |
¥-5 |
-0.00% |
回到中轨 |
| 5 |
2016-12-21 |
2017-01-04 |
35.66631668599999 |
36.77319 |
¥2.6万 |
+3.07% |
回到中轨 |
| 6 |
2017-03-06 |
2017-03-24 |
35.586212662 |
36.08388 |
¥1.2万 |
+1.37% |
回到中轨 |
| 7 |
2017-05-19 |
2017-06-21 |
31.150452332999997 |
28.93104 |
¥-6.0万 |
-7.15% |
回到中轨 |
| 8 |
2017-09-22 |
2017-11-09 |
31.390764405 |
30.15981 |
¥-3.2万 |
-3.95% |
回到中轨 |
| 9 |
2018-02-02 |
2018-03-09 |
30.059035006 |
26.973 |
¥-8.0万 |
-10.29% |
回到中轨 |
| 10 |
2018-06-20 |
2018-07-25 |
25.057515000000002 |
24.105869999999996 |
¥-2.7万 |
-3.83% |
回到中轨 |
| 11 |
2018-08-03 |
2018-08-28 |
22.829646839999995 |
22.6773 |
¥-4,647 |
-0.70% |
回到中轨 |
| 12 |
2019-03-15 |
2019-03-26 |
30.799237 |
32.587379999999996 |
¥3.9万 |
+5.77% |
回到中轨 |
| 13 |
2019-04-16 |
2019-05-09 |
29.968917978999993 |
30.27969 |
¥7,150 |
+1.01% |
回到中轨 |
| 14 |
2019-09-27 |
2019-11-25 |
33.884002152 |
30.51945 |
¥-7.1万 |
-9.96% |
回到中轨 |
| 15 |
2020-03-16 |
2020-03-26 |
31.260595365999997 |
33.6663 |
¥4.8万 |
+7.66% |
回到中轨 |
| 16 |
2020-08-20 |
2020-11-09 |
28.817422633999993 |
25.78419 |
¥-7.0万 |
-10.55% |
回到中轨 |
| 17 |
2020-12-14 |
2020-12-22 |
23.43042702 |
23.99598 |
¥1.5万 |
+2.38% |
回到中轨 |
| 18 |
2021-01-26 |
2021-02-22 |
22.0286066 |
22.54 |
¥1.5万 |
+2.29% |
回到中轨 |
| 19 |
2021-04-15 |
2021-05-10 |
19.90597 |
21.0 |
¥3.6万 |
+5.46% |
回到中轨 |
| 20 |
2021-07-14 |
2021-08-12 |
18.715613 |
17.55 |
¥-4.3万 |
-6.26% |
回到中轨 |
| 21 |
2021-12-27 |
2022-01-06 |
18.614172577 |
19.06092 |
¥1.5万 |
+2.37% |
回到中轨 |
| 22 |
2022-03-16 |
2022-03-25 |
18.934588673 |
21.15882 |
¥7.7万 |
+11.71% |
回到中轨 |
| 23 |
2022-04-26 |
2022-05-24 |
18.684263597999998 |
18.33165 |
¥-1.4万 |
-1.92% |
回到中轨 |
| 24 |
2022-07-07 |
2022-07-26 |
17.973340385 |
17.972009999999997 |
¥-271 |
-0.04% |
回到中轨 |
| 25 |
2022-09-19 |
2022-10-25 |
17.402599214 |
17.112869999999997 |
¥-1.2万 |
-1.69% |
回到中轨 |
| 26 |
2023-06-16 |
2023-07-12 |
23.63068708 |
24.94 |
¥3.9万 |
+5.51% |
回到中轨 |
| 27 |
2023-10-09 |
2023-11-30 |
25.032507499999998 |
22.99698 |
¥-6.1万 |
-8.16% |
回到中轨 |
| 28 |
2024-01-18 |
2024-02-07 |
20.666838191999997 |
21.24873 |
¥1.9万 |
+2.78% |
回到中轨 |
| 29 |
2024-09-02 |
2024-09-24 |
26.824835037 |
26.65332 |
¥-4,721 |
-0.67% |
回到中轨 |
| 30 |
2024-12-17 |
2025-01-06 |
23.730817109999997 |
23.966009999999994 |
¥6,772 |
+0.96% |
回到中轨 |
| 31 |
2025-08-01 |
2025-08-05 |
29.217942754 |
31.55841 |
¥5.6万 |
+7.98% |
回到中轨 |
| 32 |
2026-03-20 |
2026-04-09 |
40.692844191999995 |
41.36859 |
¥1.3万 |
+1.63% |
回到中轨 |
| 33 |
2026-04-24 |
2026-07-06 |
35.696355694999994 |
25.76421 |
¥-21.6万 |
-27.85% |
回到中轨 |
| 34 |
2026-09-23 |
2026-11-06 |
31.540959450000003 |
25.974 |
¥-10.0万 |
-17.67% |
回到中轨 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
跌破下轨 |
买入 |
23.07305 |
42800.0 |
¥98.8万 |
|
| 2015-08-05 |
回到中轨 |
卖出 |
18.401580000000003 |
42800.0 |
¥78.7万 |
|
| 2016-01-13 |
跌破下轨 |
买入 |
19.52951 |
40100.0 |
¥78.3万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
19.56 |
40100.0 |
¥78.4万 |
|
| 2016-08-09 |
跌破下轨 |
买入 |
41.85181 |
19000.0 |
¥79.5万 |
|
| 2016-08-17 |
回到中轨 |
卖出 |
43.956 |
19000.0 |
¥83.5万 |
|
| 2016-09-14 |
跌破下轨 |
买入 |
38.5385 |
21300.0 |
¥82.1万 |
|
| 2016-10-18 |
回到中轨 |
卖出 |
38.5614 |
21300.0 |
¥82.1万 |
|
| 2016-12-21 |
跌破下轨 |
买入 |
35.65561999999999 |
23300.0 |
¥83.1万 |
|
| 2017-01-04 |
回到中轨 |
卖出 |
36.77319 |
23300.0 |
¥85.7万 |
|
| 2017-03-06 |
跌破下轨 |
买入 |
35.57554 |
24200.0 |
¥86.1万 |
|
| 2017-03-24 |
回到中轨 |
卖出 |
36.08388 |
24200.0 |
¥87.3万 |
|
| 2017-05-19 |
跌破下轨 |
买入 |
31.141109999999998 |
26800.0 |
¥83.5万 |
|
| 2017-06-21 |
回到中轨 |
卖出 |
28.93104 |
26800.0 |
¥77.5万 |
|
| 2017-09-22 |
跌破下轨 |
买入 |
31.381349999999998 |
25900.0 |
¥81.3万 |
|
| 2017-11-09 |
回到中轨 |
卖出 |
30.15981 |
25900.0 |
¥78.1万 |
|
| 2018-02-02 |
跌破下轨 |
买入 |
30.050019999999996 |
25900.0 |
¥77.9万 |
|
| 2018-03-09 |
回到中轨 |
卖出 |
26.973 |
25900.0 |
¥69.8万 |
|
| 2018-06-20 |
跌破下轨 |
买入 |
25.05 |
27900.0 |
¥69.9万 |
|
| 2018-07-25 |
回到中轨 |
卖出 |
24.105869999999996 |
27900.0 |
¥67.2万 |
|
| 2018-08-03 |
跌破下轨 |
买入 |
22.822799999999997 |
29200.0 |
¥66.7万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
22.6773 |
29200.0 |
¥66.2万 |
|
| 2019-03-15 |
跌破下轨 |
买入 |
30.79 |
21700.0 |
¥66.8万 |
|
| 2019-03-26 |
回到中轨 |
卖出 |
32.587379999999996 |
21700.0 |
¥70.7万 |
|
| 2019-04-16 |
跌破下轨 |
买入 |
29.959929999999996 |
23700.0 |
¥71.0万 |
|
| 2019-05-09 |
回到中轨 |
卖出 |
30.27969 |
23700.0 |
¥71.7万 |
|
| 2019-09-27 |
跌破下轨 |
买入 |
33.87384 |
20900.0 |
¥70.8万 |
|
| 2019-11-25 |
回到中轨 |
卖出 |
30.51945 |
20900.0 |
¥63.8万 |
|
| 2020-03-16 |
跌破下轨 |
买入 |
31.251219999999993 |
20100.0 |
¥62.8万 |
|
| 2020-03-26 |
回到中轨 |
卖出 |
33.6663 |
20100.0 |
¥67.6万 |
|
| 2020-08-20 |
跌破下轨 |
买入 |
28.808779999999995 |
22900.0 |
¥66.0万 |
|
| 2020-11-09 |
回到中轨 |
卖出 |
25.78419 |
22900.0 |
¥59.0万 |
|
| 2020-12-14 |
跌破下轨 |
买入 |
23.423399999999997 |
26600.0 |
¥62.3万 |
|
| 2020-12-22 |
回到中轨 |
卖出 |
23.99598 |
26600.0 |
¥63.8万 |
|
| 2021-01-26 |
跌破下轨 |
买入 |
22.022 |
29000.0 |
¥63.9万 |
|
| 2021-02-22 |
回到中轨 |
卖出 |
22.54 |
29000.0 |
¥65.3万 |
|
| 2021-04-15 |
跌破下轨 |
买入 |
19.9 |
32700.0 |
¥65.1万 |
|
| 2021-05-10 |
回到中轨 |
卖出 |
21.0 |
32700.0 |
¥68.6万 |
|
| 2021-07-14 |
跌破下轨 |
买入 |
18.71 |
36800.0 |
¥68.9万 |
|
| 2021-08-12 |
回到中轨 |
卖出 |
17.55 |
36800.0 |
¥64.6万 |
|
| 2021-12-27 |
跌破下轨 |
买入 |
18.60859 |
34800.0 |
¥64.8万 |
|
| 2022-01-06 |
回到中轨 |
卖出 |
19.06092 |
34800.0 |
¥66.3万 |
|
| 2022-03-16 |
跌破下轨 |
买入 |
18.92891 |
34900.0 |
¥66.1万 |
|
| 2022-03-25 |
回到中轨 |
卖出 |
21.15882 |
34900.0 |
¥73.8万 |
|
| 2022-04-26 |
跌破下轨 |
买入 |
18.678659999999997 |
39600.0 |
¥74.0万 |
|
| 2022-05-24 |
回到中轨 |
卖出 |
18.33165 |
39600.0 |
¥72.6万 |
|
| 2022-07-07 |
跌破下轨 |
买入 |
17.96795 |
40300.0 |
¥72.4万 |
|
| 2022-07-26 |
回到中轨 |
卖出 |
17.972009999999997 |
40300.0 |
¥72.4万 |
|
| 2022-09-19 |
跌破下轨 |
买入 |
17.39738 |
41700.0 |
¥72.6万 |
|
| 2022-10-25 |
回到中轨 |
卖出 |
17.112869999999997 |
41700.0 |
¥71.3万 |
|
| 2023-06-16 |
跌破下轨 |
买入 |
23.6236 |
30200.0 |
¥71.4万 |
|
| 2023-07-12 |
回到中轨 |
卖出 |
24.94 |
30200.0 |
¥75.3万 |
|
| 2023-10-09 |
跌破下轨 |
买入 |
25.025 |
29900.0 |
¥74.8万 |
|
| 2023-11-30 |
回到中轨 |
卖出 |
22.99698 |
29900.0 |
¥68.7万 |
|
| 2024-01-18 |
跌破下轨 |
买入 |
20.660639999999997 |
32700.0 |
¥67.6万 |
|
| 2024-02-07 |
回到中轨 |
卖出 |
21.24873 |
32700.0 |
¥69.5万 |
|
| 2024-09-02 |
跌破下轨 |
买入 |
26.816789999999997 |
26300.0 |
¥70.5万 |
|
| 2024-09-24 |
回到中轨 |
卖出 |
26.65332 |
26300.0 |
¥70.1万 |
|
| 2024-12-17 |
跌破下轨 |
买入 |
23.723699999999997 |
29700.0 |
¥70.5万 |
|
| 2025-01-06 |
回到中轨 |
卖出 |
23.966009999999994 |
29700.0 |
¥71.2万 |
|
| 2025-08-01 |
跌破下轨 |
买入 |
29.20918 |
24200.0 |
¥70.7万 |
|
| 2025-08-05 |
回到中轨 |
卖出 |
31.55841 |
24200.0 |
¥76.3万 |
|
| 2026-03-20 |
跌破下轨 |
买入 |
40.68064 |
18900.0 |
¥76.9万 |
|
| 2026-04-09 |
回到中轨 |
卖出 |
41.36859 |
18900.0 |
¥78.2万 |
|
| 2026-04-24 |
跌破下轨 |
买入 |
35.685649999999995 |
21700.0 |
¥77.5万 |
|
| 2026-07-06 |
回到中轨 |
卖出 |
25.76421 |
21700.0 |
¥55.9万 |
|
| 2026-09-23 |
跌破下轨 |
买入 |
31.531499999999998 |
17900.0 |
¥56.5万 |
|
| 2026-11-06 |
回到中轨 |
卖出 |
25.974 |
17900.0 |
¥46.5万 |
|