600600 青岛啤酒 — 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: ¥88.4万
策略: 布林下轨抄底
K线 & 交易信号（策略收益 -11.61%）
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 |
2015-02-06 |
2015-03-05 |
39.72158290099999 |
40.4595 |
¥1.8万 |
+1.83% |
回到中轨 |
| 2 |
2015-06-30 |
2015-07-24 |
43.937057164 |
41.31864 |
¥-6.0万 |
-5.99% |
回到中轨 |
| 3 |
2015-08-24 |
2015-10-09 |
33.863976146 |
32.29767 |
¥-4.3万 |
-4.65% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-21 |
31.991544584999993 |
32.13783 |
¥3,894 |
+0.43% |
回到中轨 |
| 5 |
2016-04-21 |
2016-05-03 |
27.826135336999997 |
29.01096 |
¥3.9万 |
+4.23% |
回到中轨 |
| 6 |
2016-08-02 |
2016-08-15 |
29.217942754 |
29.81016 |
¥1.9万 |
+2.00% |
回到中轨 |
| 7 |
2016-10-28 |
2016-11-29 |
31.330686386999997 |
31.228740000000002 |
¥-3,462 |
-0.36% |
回到中轨 |
| 8 |
2016-12-09 |
2017-01-05 |
30.639789179999998 |
29.650319999999997 |
¥-3.2万 |
-3.26% |
回到中轨 |
| 9 |
2017-05-04 |
2017-05-19 |
31.280621371999995 |
31.86 |
¥1.7万 |
+1.82% |
回到中轨 |
| 10 |
2017-07-18 |
2017-07-28 |
32.14173963 |
32.967 |
¥2.4万 |
+2.54% |
回到中轨 |
| 11 |
2017-08-14 |
2017-10-12 |
31.901427558 |
31.21875 |
¥-2.1万 |
-2.17% |
回到中轨 |
| 12 |
2017-11-24 |
2017-12-14 |
32.201817647999995 |
34.565400000000004 |
¥7.0万 |
+7.31% |
回到中轨 |
| 13 |
2018-02-02 |
2018-02-27 |
38.329775483999995 |
38.90106 |
¥1.5万 |
+1.46% |
回到中轨 |
| 14 |
2018-06-12 |
2018-07-13 |
48.03237539099999 |
46.373580000000004 |
¥-3.6万 |
-3.48% |
回到中轨 |
| 15 |
2018-08-06 |
2018-09-20 |
39.240958756999994 |
33.756209999999996 |
¥-14.1万 |
-14.00% |
回到中轨 |
| 16 |
2018-10-30 |
2018-11-05 |
28.827435636999997 |
32.51745 |
¥11.1万 |
+12.77% |
回到中轨 |
| 17 |
2019-08-01 |
2019-08-13 |
45.463635000000004 |
45.274680000000004 |
¥-4,355 |
-0.45% |
回到中轨 |
| 18 |
2019-10-16 |
2019-10-30 |
47.934376 |
48.34161 |
¥7,972 |
+0.82% |
回到中轨 |
| 19 |
2020-02-03 |
2020-03-06 |
43.556563049999994 |
44.955 |
¥2.8万 |
+3.18% |
回到中轨 |
| 20 |
2020-03-17 |
2020-03-25 |
39.931855964 |
44.43552 |
¥11.3万 |
+11.24% |
回到中轨 |
| 21 |
2020-08-13 |
2020-08-20 |
74.857210428 |
79.92 |
¥7.6万 |
+6.73% |
回到中轨 |
| 22 |
2021-01-20 |
2021-02-03 |
88.1144264 |
96.3036 |
¥11.0万 |
+9.26% |
回到中轨 |
| 23 |
2021-02-25 |
2021-03-19 |
84.00909516999998 |
79.11081 |
¥-7.6万 |
-5.86% |
回到中轨 |
| 24 |
2021-07-09 |
2021-08-19 |
99.61936684699998 |
93.5064 |
¥-7.6万 |
-6.16% |
回到中轨 |
| 25 |
2021-09-16 |
2021-10-14 |
82.50714472 |
86.78313 |
¥5.9万 |
+5.15% |
回到中轨 |
| 26 |
2022-01-11 |
2022-01-25 |
94.83844300000001 |
95.26464 |
¥5,050 |
+0.42% |
回到中轨 |
| 27 |
2022-03-15 |
2022-04-14 |
85.02550000000001 |
82.3 |
¥-3.9万 |
-3.23% |
回到中轨 |
| 28 |
2022-10-20 |
2022-11-07 |
97.52664922 |
98.57133 |
¥1.2万 |
+1.04% |
回到中轨 |
| 29 |
2023-02-01 |
2023-02-15 |
101.17138231199998 |
105.33456 |
¥4.9万 |
+4.08% |
回到中轨 |
| 30 |
2023-05-09 |
2023-06-13 |
108.27060143899998 |
102.5973 |
¥-6.5万 |
-5.27% |
回到中轨 |
| 31 |
2023-07-20 |
2023-08-07 |
94.32248825999999 |
98.47143000000001 |
¥5.1万 |
+4.37% |
回到中轨 |
| 32 |
2023-08-17 |
2023-08-25 |
92.129640603 |
96.39350999999999 |
¥5.6万 |
+4.60% |
回到中轨 |
| 33 |
2023-09-22 |
2023-12-26 |
87.123139103 |
72.4275 |
¥-21.5万 |
-16.89% |
回到中轨 |
| 34 |
2024-04-09 |
2024-04-29 |
78.171514421 |
78.73 |
¥7,328 |
+0.68% |
回到中轨 |
| 35 |
2024-05-31 |
2024-07-22 |
77.550708235 |
70.08984 |
¥-10.4万 |
-9.65% |
回到中轨 |
| 36 |
2024-07-26 |
2024-08-01 |
64.814168419 |
68.60133 |
¥5.6万 |
+5.81% |
回到中轨 |
| 37 |
2024-08-21 |
2024-09-23 |
60.678798179999994 |
57.39255 |
¥-5.6万 |
-5.44% |
回到中轨 |
| 38 |
2025-01-13 |
2025-02-28 |
74.046157185 |
69.38055 |
¥-6.1万 |
-6.33% |
回到中轨 |
| 39 |
2025-04-30 |
2025-05-29 |
74.99739247 |
75.70422 |
¥8,278 |
+0.91% |
回到中轨 |
| 40 |
2025-06-16 |
2025-07-23 |
69.47021481399999 |
69.8301 |
¥4,474 |
+0.49% |
回到中轨 |
| 41 |
2025-09-24 |
2025-10-13 |
65.78542971 |
66.19 |
¥5,386 |
+0.58% |
回到中轨 |
| 42 |
2025-11-24 |
2026-01-07 |
64.58386935 |
62.16777 |
¥-3.5万 |
-3.77% |
回到中轨 |
| 43 |
2026-01-29 |
2026-01-30 |
60.288291062999996 |
63.2367 |
¥4.3万 |
+4.86% |
回到中轨 |
| 44 |
2026-05-25 |
2026-06-11 |
60.91911025199999 |
60.4395 |
¥-7,665 |
-0.82% |
回到中轨 |
| 45 |
2026-06-17 |
2026-07-15 |
57.797334 |
53.676269999999995 |
¥-6.7万 |
-7.16% |
回到中轨 |
| 46 |
2026-09-18 |
2026-10-12 |
50.175158032999995 |
51.15879 |
¥1.7万 |
+1.93% |
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 |
|---|
| 2015-02-06 |
跌破下轨 |
买入 |
39.709669999999996 |
25000.0 |
¥99.3万 |
|
| 2015-03-05 |
回到中轨 |
卖出 |
40.4595 |
25000.0 |
¥1.01M |
|
| 2015-06-30 |
跌破下轨 |
买入 |
43.92388 |
22900.0 |
¥1.01M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
41.31864 |
22900.0 |
¥94.6万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
33.85382 |
27500.0 |
¥93.1万 |
|
| 2015-10-09 |
回到中轨 |
卖出 |
32.29767 |
27500.0 |
¥88.8万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
31.981949999999994 |
28500.0 |
¥91.2万 |
|
| 2015-12-21 |
回到中轨 |
卖出 |
32.13783 |
28500.0 |
¥91.6万 |
|
| 2016-04-21 |
跌破下轨 |
买入 |
27.817789999999995 |
32900.0 |
¥91.5万 |
|
| 2016-05-03 |
回到中轨 |
卖出 |
29.01096 |
32900.0 |
¥95.4万 |
|
| 2016-08-02 |
跌破下轨 |
买入 |
29.209179999999996 |
32600.0 |
¥95.3万 |
|
| 2016-08-15 |
回到中轨 |
卖出 |
29.81016 |
32600.0 |
¥97.2万 |
|
| 2016-10-28 |
跌破下轨 |
买入 |
31.321289999999994 |
31100.0 |
¥97.4万 |
|
| 2016-11-29 |
回到中轨 |
卖出 |
31.228740000000002 |
31100.0 |
¥97.1万 |
|
| 2016-12-09 |
跌破下轨 |
买入 |
30.630599999999998 |
31600.0 |
¥96.8万 |
|
| 2017-01-05 |
回到中轨 |
卖出 |
29.650319999999997 |
31600.0 |
¥93.7万 |
|
| 2017-05-04 |
跌破下轨 |
买入 |
31.271239999999995 |
30000.0 |
¥93.8万 |
|
| 2017-05-19 |
回到中轨 |
卖出 |
31.86 |
30000.0 |
¥95.6万 |
|
| 2017-07-18 |
跌破下轨 |
买入 |
32.1321 |
29700.0 |
¥95.5万 |
|
| 2017-07-28 |
回到中轨 |
卖出 |
32.967 |
29700.0 |
¥97.9万 |
|
| 2017-08-14 |
跌破下轨 |
买入 |
31.891859999999998 |
30700.0 |
¥97.9万 |
|
| 2017-10-12 |
回到中轨 |
卖出 |
31.21875 |
30700.0 |
¥95.8万 |
|
| 2017-11-24 |
跌破下轨 |
买入 |
32.192159999999994 |
29700.0 |
¥95.6万 |
|
| 2017-12-14 |
回到中轨 |
卖出 |
34.565400000000004 |
29700.0 |
¥1.03M |
|
| 2018-02-02 |
跌破下轨 |
买入 |
38.318279999999994 |
26800.0 |
¥1.03M |
|
| 2018-02-27 |
回到中轨 |
卖出 |
38.90106 |
26800.0 |
¥1.04M |
|
| 2018-06-12 |
跌破下轨 |
买入 |
48.01796999999999 |
21700.0 |
¥1.04M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
46.373580000000004 |
21700.0 |
¥1.01M |
|
| 2018-08-06 |
跌破下轨 |
买入 |
39.229189999999996 |
25600.0 |
¥1.00M |
|
| 2018-09-20 |
回到中轨 |
卖出 |
33.756209999999996 |
25600.0 |
¥86.4万 |
|
| 2018-10-30 |
跌破下轨 |
买入 |
28.818789999999996 |
30100.0 |
¥86.8万 |
|
| 2018-11-05 |
回到中轨 |
卖出 |
32.51745 |
30100.0 |
¥97.8万 |
|
| 2019-08-01 |
跌破下轨 |
买入 |
45.45 |
21500.0 |
¥97.7万 |
|
| 2019-08-13 |
回到中轨 |
卖出 |
45.274680000000004 |
21500.0 |
¥97.3万 |
|
| 2019-10-16 |
跌破下轨 |
买入 |
47.92 |
20300.0 |
¥97.3万 |
|
| 2019-10-30 |
回到中轨 |
卖出 |
48.34161 |
20300.0 |
¥98.1万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
43.543499999999995 |
20200.0 |
¥88.0万 |
|
| 2020-03-06 |
回到中轨 |
卖出 |
44.955 |
20200.0 |
¥90.8万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
39.91988 |
25100.0 |
¥1.00M |
|
| 2020-03-25 |
回到中轨 |
卖出 |
44.43552 |
25100.0 |
¥1.11M |
|
| 2020-08-13 |
跌破下轨 |
买入 |
74.83476 |
15000.0 |
¥1.12M |
|
| 2020-08-20 |
回到中轨 |
卖出 |
79.92 |
15000.0 |
¥1.20M |
|
| 2021-01-20 |
跌破下轨 |
买入 |
88.088 |
13500.0 |
¥1.19M |
|
| 2021-02-03 |
回到中轨 |
卖出 |
96.3036 |
13500.0 |
¥1.30M |
|
| 2021-02-25 |
跌破下轨 |
买入 |
83.98389999999999 |
15400.0 |
¥1.29M |
|
| 2021-03-19 |
回到中轨 |
卖出 |
79.11081 |
15400.0 |
¥1.22M |
|
| 2021-07-09 |
跌破下轨 |
买入 |
99.58948999999998 |
12300.0 |
¥1.23M |
|
| 2021-08-19 |
回到中轨 |
卖出 |
93.5064 |
12300.0 |
¥1.15M |
|
| 2021-09-16 |
跌破下轨 |
买入 |
82.48240000000001 |
14000.0 |
¥1.16M |
|
| 2021-10-14 |
回到中轨 |
卖出 |
86.78313 |
14000.0 |
¥1.21M |
|
| 2022-01-11 |
跌破下轨 |
买入 |
94.81 |
12700.0 |
¥1.20M |
|
| 2022-01-25 |
回到中轨 |
卖出 |
95.26464 |
12700.0 |
¥1.21M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
85.0 |
14100.0 |
¥1.20M |
|
| 2022-04-14 |
回到中轨 |
卖出 |
82.3 |
14100.0 |
¥1.16M |
|
| 2022-10-20 |
跌破下轨 |
买入 |
97.4974 |
12100.0 |
¥1.18M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
98.57133 |
12100.0 |
¥1.19M |
|
| 2023-02-01 |
跌破下轨 |
买入 |
101.14103999999999 |
11800.0 |
¥1.19M |
|
| 2023-02-15 |
回到中轨 |
卖出 |
105.33456 |
11800.0 |
¥1.24M |
|
| 2023-05-09 |
跌破下轨 |
买入 |
108.23812999999998 |
11400.0 |
¥1.23M |
|
| 2023-06-13 |
回到中轨 |
卖出 |
102.5973 |
11400.0 |
¥1.17M |
|
| 2023-07-20 |
跌破下轨 |
买入 |
94.29419999999999 |
12400.0 |
¥1.17M |
|
| 2023-08-07 |
回到中轨 |
卖出 |
98.47143000000001 |
12400.0 |
¥1.22M |
|
| 2023-08-17 |
跌破下轨 |
买入 |
92.10200999999999 |
13200.0 |
¥1.22M |
|
| 2023-08-25 |
回到中轨 |
卖出 |
96.39350999999999 |
13200.0 |
¥1.27M |
|
| 2023-09-22 |
跌破下轨 |
买入 |
87.09701 |
14600.0 |
¥1.27M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
72.4275 |
14600.0 |
¥1.06M |
|
| 2024-04-09 |
跌破下轨 |
买入 |
78.14806999999999 |
13700.0 |
¥1.07M |
|
| 2024-04-29 |
回到中轨 |
卖出 |
78.73 |
13700.0 |
¥1.08M |
|
| 2024-05-31 |
跌破下轨 |
买入 |
77.52745 |
13900.0 |
¥1.08M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
70.08984 |
13900.0 |
¥97.4万 |
|
| 2024-07-26 |
跌破下轨 |
买入 |
64.79473 |
15000.0 |
¥97.2万 |
|
| 2024-08-01 |
回到中轨 |
卖出 |
68.60133 |
15000.0 |
¥1.03M |
|
| 2024-08-21 |
跌破下轨 |
买入 |
60.660599999999995 |
16900.0 |
¥1.03M |
|
| 2024-09-23 |
回到中轨 |
卖出 |
57.39255 |
16900.0 |
¥97.0万 |
|
| 2025-01-13 |
跌破下轨 |
买入 |
74.02395 |
13100.0 |
¥97.0万 |
|
| 2025-02-28 |
回到中轨 |
卖出 |
69.38055 |
13100.0 |
¥90.9万 |
|
| 2025-04-30 |
跌破下轨 |
买入 |
74.97489999999999 |
12100.0 |
¥90.7万 |
|
| 2025-05-29 |
回到中轨 |
卖出 |
75.70422 |
12100.0 |
¥91.6万 |
|
| 2025-06-16 |
跌破下轨 |
买入 |
69.44937999999999 |
13200.0 |
¥91.7万 |
|
| 2025-07-23 |
回到中轨 |
卖出 |
69.8301 |
13200.0 |
¥92.1万 |
|
| 2025-09-24 |
跌破下轨 |
买入 |
65.7657 |
14000.0 |
¥92.1万 |
|
| 2025-10-13 |
回到中轨 |
卖出 |
66.19 |
14000.0 |
¥92.6万 |
|
| 2025-11-24 |
跌破下轨 |
买入 |
64.5645 |
14400.0 |
¥93.0万 |
|
| 2026-01-07 |
回到中轨 |
卖出 |
62.16777 |
14400.0 |
¥89.5万 |
|
| 2026-01-29 |
跌破下轨 |
买入 |
60.27020999999999 |
14800.0 |
¥89.2万 |
|
| 2026-01-30 |
回到中轨 |
卖出 |
63.2367 |
14800.0 |
¥93.6万 |
|
| 2026-05-25 |
跌破下轨 |
买入 |
60.90083999999999 |
15400.0 |
¥93.8万 |
|
| 2026-06-11 |
回到中轨 |
卖出 |
60.4395 |
15400.0 |
¥93.0万 |
|
| 2026-06-17 |
跌破下轨 |
买入 |
57.78 |
16100.0 |
¥93.1万 |
|
| 2026-07-15 |
回到中轨 |
卖出 |
53.676269999999995 |
16100.0 |
¥86.4万 |
|
| 2026-09-18 |
跌破下轨 |
买入 |
50.160109999999996 |
17200.0 |
¥86.3万 |
|
| 2026-10-12 |
回到中轨 |
卖出 |
51.15879 |
17200.0 |
¥88.0万 |
|