600809 山西汾酒 — 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: ¥1.30M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +30.02%）
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 |
2015-05-07 |
2015-05-25 |
22.018593596999995 |
23.2767 |
¥5.7万 |
+5.68% |
回到中轨 |
| 2 |
2015-07-07 |
2015-08-04 |
18.143561436000002 |
19.22076 |
¥5.8万 |
+5.91% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-22 |
14.388685310999996 |
15.75423 |
¥9.7万 |
+9.46% |
回到中轨 |
| 4 |
2015-11-30 |
2015-12-21 |
16.901949063999997 |
17.96202 |
¥7.6万 |
+6.24% |
回到中轨 |
| 5 |
2016-01-12 |
2016-02-03 |
16.371259905000002 |
16.14384 |
¥-1.8万 |
-1.42% |
回到中轨 |
| 6 |
2016-04-21 |
2016-04-29 |
16.421324919999996 |
17.5824 |
¥8.9万 |
+7.04% |
回到中轨 |
| 7 |
2016-08-02 |
2016-08-16 |
20.927176269999997 |
22.45752 |
¥9.8万 |
+7.28% |
回到中轨 |
| 8 |
2016-09-14 |
2016-10-18 |
19.785693928 |
20.4 |
¥4.5万 |
+3.07% |
回到中轨 |
| 9 |
2017-04-05 |
2017-04-14 |
29.288033775 |
30.72924 |
¥7.3万 |
+4.89% |
回到中轨 |
| 10 |
2017-05-11 |
2017-05-17 |
28.987643685 |
31.03893 |
¥10.9万 |
+7.04% |
回到中轨 |
| 11 |
2017-07-14 |
2017-07-21 |
32.642389779999995 |
34.72524 |
¥10.5万 |
+6.35% |
回到中轨 |
| 12 |
2017-11-21 |
2017-12-12 |
54.270476259999995 |
53.52642 |
¥-2.5万 |
-1.40% |
回到中轨 |
| 13 |
2018-03-29 |
2018-04-09 |
52.698434789 |
58.071870000000004 |
¥17.7万 |
+10.16% |
回到中轨 |
| 14 |
2018-08-03 |
2018-09-27 |
54.376308 |
47.352599999999995 |
¥-24.7万 |
-12.94% |
回到中轨 |
| 15 |
2018-10-11 |
2018-11-20 |
38.03939839699999 |
34.045919999999995 |
¥-16.9万 |
-10.53% |
回到中轨 |
| 16 |
2019-01-03 |
2019-01-16 |
34.09427521499999 |
37.4625 |
¥14.9万 |
+9.85% |
回到中轨 |
| 17 |
2019-04-30 |
2019-05-14 |
55.37190658999999 |
55.944 |
¥1.7万 |
+1.00% |
回到中轨 |
| 18 |
2019-08-02 |
2019-08-14 |
65.0845195 |
68.77116000000001 |
¥9.2万 |
+5.63% |
回到中轨 |
| 19 |
2019-12-26 |
2019-12-30 |
83.498432017 |
88.03188 |
¥9.6万 |
+5.40% |
回到中轨 |
| 20 |
2020-02-04 |
2020-02-21 |
75.59817265 |
89.91 |
¥32.3万 |
+18.90% |
回到中轨 |
| 21 |
2021-06-24 |
2021-08-17 |
430.5591289999999 |
327.28239 |
¥-51.7万 |
-24.01% |
回到中轨 |
| 22 |
2021-11-02 |
2021-11-17 |
288.364473397 |
309.11058 |
¥12.0万 |
+7.16% |
回到中轨 |
| 23 |
2022-01-17 |
2022-02-14 |
275.6379465839999 |
285.03468 |
¥6.1万 |
+3.38% |
回到中轨 |
| 24 |
2022-03-15 |
2022-04-15 |
262.86135475599997 |
267.732 |
¥3.3万 |
+1.82% |
回到中轨 |
| 25 |
2022-08-01 |
2022-08-15 |
273.084630819 |
281.718 |
¥5.9万 |
+3.13% |
回到中轨 |
| 26 |
2022-10-20 |
2022-11-07 |
259.326764697 |
256.0 |
¥-2.5万 |
-1.31% |
回到中轨 |
| 27 |
2023-03-08 |
2023-03-27 |
265.364605506 |
273.34638 |
¥5.7万 |
+2.98% |
回到中轨 |
| 28 |
2023-04-07 |
2023-05-04 |
255.361615509 |
247.752 |
¥-5.9万 |
-3.01% |
回到中轨 |
| 29 |
2023-05-19 |
2023-06-16 |
226.28385479699998 |
219.75003 |
¥-5.5万 |
-2.92% |
回到中轨 |
| 30 |
2023-06-27 |
2023-07-12 |
195.74419564699997 |
201.02 |
¥5.0万 |
+2.66% |
回到中轨 |
| 31 |
2023-10-16 |
2023-10-26 |
230.188925967 |
237.5 |
¥6.0万 |
+3.15% |
回到中轨 |
| 32 |
2023-12-05 |
2023-12-26 |
227.30518110299997 |
226.2735 |
¥-9,456 |
-0.48% |
回到中轨 |
| 33 |
2024-01-16 |
2024-02-05 |
203.15381786699993 |
206.53326 |
¥3.2万 |
+1.63% |
回到中轨 |
| 34 |
2024-04-15 |
2024-04-16 |
240.402189027 |
248.751 |
¥6.9万 |
+3.44% |
回到中轨 |
| 35 |
2024-05-29 |
2024-07-22 |
248.29243539099997 |
203.88591 |
¥-36.9万 |
-17.91% |
回到中轨 |
| 36 |
2024-08-29 |
2024-09-25 |
162.21064859999996 |
168.18165 |
¥6.0万 |
+3.65% |
回到中轨 |
| 37 |
2024-12-24 |
2025-01-21 |
188.65498952299998 |
182.817 |
¥-5.5万 |
-3.12% |
回到中轨 |
| 38 |
2025-04-30 |
2025-06-23 |
203.253947897 |
180.2196 |
¥-19.4万 |
-11.36% |
回到中轨 |
| 39 |
2025-10-27 |
2025-11-03 |
184.23925519999997 |
189.69012 |
¥4.4万 |
+2.93% |
回到中轨 |
| 40 |
2025-12-05 |
2026-01-07 |
181.23535429999995 |
178.821 |
¥-2.1万 |
-1.36% |
回到中轨 |
| 41 |
2026-01-20 |
2026-01-30 |
169.62027081999997 |
176.73309 |
¥6.4万 |
+4.16% |
回到中轨 |
| 42 |
2026-03-25 |
2026-04-24 |
148.99348464000002 |
140.91894 |
¥-8.7万 |
-5.45% |
回到中轨 |
| 43 |
2026-05-14 |
2026-07-15 |
133.70362905899998 |
108.2916 |
¥-28.8万 |
-19.03% |
回到中轨 |
| 44 |
2026-09-15 |
2026-10-08 |
113.26396899999999 |
114.48540000000001 |
¥1.3万 |
+1.05% |
回到中轨 |
| 45 |
2026-10-23 |
2026-10-27 |
108.781264592 |
113.85603 |
¥5.7万 |
+4.63% |
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 |
|---|
| 2015-05-07 |
跌破下轨 |
买入 |
22.011989999999997 |
45300.0 |
¥99.7万 |
|
| 2015-05-25 |
回到中轨 |
卖出 |
23.2767 |
45300.0 |
¥1.05M |
|
| 2015-07-07 |
跌破下轨 |
买入 |
18.13812 |
53800.0 |
¥97.6万 |
|
| 2015-08-04 |
回到中轨 |
卖出 |
19.22076 |
53800.0 |
¥1.03M |
|
| 2015-08-25 |
跌破下轨 |
买入 |
14.384369999999997 |
71600.0 |
¥1.03M |
|
| 2015-09-22 |
回到中轨 |
卖出 |
15.75423 |
71600.0 |
¥1.13M |
|
| 2015-11-30 |
跌破下轨 |
买入 |
16.896879999999996 |
71600.0 |
¥1.21M |
|
| 2015-12-21 |
回到中轨 |
卖出 |
17.96202 |
71600.0 |
¥1.29M |
|
| 2016-01-12 |
跌破下轨 |
买入 |
16.36635 |
78400.0 |
¥1.28M |
|
| 2016-02-03 |
回到中轨 |
卖出 |
16.14384 |
78400.0 |
¥1.27M |
|
| 2016-04-21 |
跌破下轨 |
买入 |
16.416399999999996 |
76800.0 |
¥1.26M |
|
| 2016-04-29 |
回到中轨 |
卖出 |
17.5824 |
76800.0 |
¥1.35M |
|
| 2016-08-02 |
跌破下轨 |
买入 |
20.920899999999996 |
64600.0 |
¥1.35M |
|
| 2016-08-16 |
回到中轨 |
卖出 |
22.45752 |
64600.0 |
¥1.45M |
|
| 2016-09-14 |
跌破下轨 |
买入 |
19.77976 |
73300.0 |
¥1.45M |
|
| 2016-10-18 |
回到中轨 |
卖出 |
20.4 |
73300.0 |
¥1.49M |
|
| 2017-04-05 |
跌破下轨 |
买入 |
29.279249999999994 |
51000.0 |
¥1.49M |
|
| 2017-04-14 |
回到中轨 |
卖出 |
30.72924 |
51000.0 |
¥1.57M |
|
| 2017-05-11 |
跌破下轨 |
买入 |
28.978949999999998 |
53500.0 |
¥1.55M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
31.03893 |
53500.0 |
¥1.66M |
|
| 2017-07-14 |
跌破下轨 |
买入 |
32.6326 |
50800.0 |
¥1.66M |
|
| 2017-07-21 |
回到中轨 |
卖出 |
34.72524 |
50800.0 |
¥1.76M |
|
| 2017-11-21 |
跌破下轨 |
买入 |
54.2542 |
32700.0 |
¥1.77M |
|
| 2017-12-12 |
回到中轨 |
卖出 |
53.52642 |
32700.0 |
¥1.75M |
|
| 2018-03-29 |
跌破下轨 |
买入 |
52.682629999999996 |
33000.0 |
¥1.74M |
|
| 2018-04-09 |
回到中轨 |
卖出 |
58.071870000000004 |
33000.0 |
¥1.92M |
|
| 2018-08-03 |
跌破下轨 |
买入 |
54.36 |
35100.0 |
¥1.91M |
|
| 2018-09-27 |
回到中轨 |
卖出 |
47.352599999999995 |
35100.0 |
¥1.66M |
|
| 2018-10-11 |
跌破下轨 |
买入 |
38.027989999999996 |
42100.0 |
¥1.60M |
|
| 2018-11-20 |
回到中轨 |
卖出 |
34.045919999999995 |
42100.0 |
¥1.43M |
|
| 2019-01-03 |
跌破下轨 |
买入 |
34.08404999999999 |
44400.0 |
¥1.51M |
|
| 2019-01-16 |
回到中轨 |
卖出 |
37.4625 |
44400.0 |
¥1.66M |
|
| 2019-04-30 |
跌破下轨 |
买入 |
55.35529999999999 |
30000.0 |
¥1.66M |
|
| 2019-05-14 |
回到中轨 |
卖出 |
55.944 |
30000.0 |
¥1.68M |
|
| 2019-08-02 |
跌破下轨 |
买入 |
65.065 |
25200.0 |
¥1.64M |
|
| 2019-08-14 |
回到中轨 |
卖出 |
68.77116000000001 |
25200.0 |
¥1.73M |
|
| 2019-12-26 |
跌破下轨 |
买入 |
83.47339 |
21300.0 |
¥1.78M |
|
| 2019-12-30 |
回到中轨 |
卖出 |
88.03188 |
21300.0 |
¥1.87M |
|
| 2020-02-04 |
跌破下轨 |
买入 |
75.57549999999999 |
22600.0 |
¥1.71M |
|
| 2020-02-21 |
回到中轨 |
卖出 |
89.91 |
22600.0 |
¥2.03M |
|
| 2021-06-24 |
跌破下轨 |
买入 |
430.4299999999999 |
5000.0 |
¥2.15M |
|
| 2021-08-17 |
回到中轨 |
卖出 |
327.28239 |
5000.0 |
¥1.64M |
|
| 2021-11-02 |
跌破下轨 |
买入 |
288.27799 |
5800.0 |
¥1.67M |
|
| 2021-11-17 |
回到中轨 |
卖出 |
309.11058 |
5800.0 |
¥1.79M |
|
| 2022-01-17 |
跌破下轨 |
买入 |
275.5552799999999 |
6500.0 |
¥1.79M |
|
| 2022-02-14 |
回到中轨 |
卖出 |
285.03468 |
6500.0 |
¥1.85M |
|
| 2022-03-15 |
跌破下轨 |
买入 |
262.78252 |
6900.0 |
¥1.81M |
|
| 2022-04-15 |
回到中轨 |
卖出 |
267.732 |
6900.0 |
¥1.85M |
|
| 2022-08-01 |
跌破下轨 |
买入 |
273.00273 |
6900.0 |
¥1.88M |
|
| 2022-08-15 |
回到中轨 |
卖出 |
281.718 |
6900.0 |
¥1.94M |
|
| 2022-10-20 |
跌破下轨 |
买入 |
259.24899 |
7400.0 |
¥1.92M |
|
| 2022-11-07 |
回到中轨 |
卖出 |
256.0 |
7400.0 |
¥1.89M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
265.28502 |
7200.0 |
¥1.91M |
|
| 2023-03-27 |
回到中轨 |
卖出 |
273.34638 |
7200.0 |
¥1.97M |
|
| 2023-04-07 |
跌破下轨 |
买入 |
255.28502999999998 |
7700.0 |
¥1.97M |
|
| 2023-05-04 |
回到中轨 |
卖出 |
247.752 |
7700.0 |
¥1.91M |
|
| 2023-05-19 |
跌破下轨 |
买入 |
226.21598999999998 |
8400.0 |
¥1.90M |
|
| 2023-06-16 |
回到中轨 |
卖出 |
219.75003 |
8400.0 |
¥1.85M |
|
| 2023-06-27 |
跌破下轨 |
买入 |
195.68549 |
9500.0 |
¥1.86M |
|
| 2023-07-12 |
回到中轨 |
卖出 |
201.02 |
9500.0 |
¥1.91M |
|
| 2023-10-16 |
跌破下轨 |
买入 |
230.11988999999997 |
8300.0 |
¥1.91M |
|
| 2023-10-26 |
回到中轨 |
卖出 |
237.5 |
8300.0 |
¥1.97M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
227.23700999999997 |
8600.0 |
¥1.95M |
|
| 2023-12-26 |
回到中轨 |
卖出 |
226.2735 |
8600.0 |
¥1.95M |
|
| 2024-01-16 |
跌破下轨 |
买入 |
203.09288999999995 |
9600.0 |
¥1.95M |
|
| 2024-02-05 |
回到中轨 |
卖出 |
206.53326 |
9600.0 |
¥1.98M |
|
| 2024-04-15 |
跌破下轨 |
买入 |
240.33008999999998 |
8300.0 |
¥2.00M |
|
| 2024-04-16 |
回到中轨 |
卖出 |
248.751 |
8300.0 |
¥2.06M |
|
| 2024-05-29 |
跌破下轨 |
买入 |
248.21796999999998 |
8300.0 |
¥2.06M |
|
| 2024-07-22 |
回到中轨 |
卖出 |
203.88591 |
8300.0 |
¥1.69M |
|
| 2024-08-29 |
跌破下轨 |
买入 |
162.16199999999998 |
10200.0 |
¥1.65M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
168.18165 |
10200.0 |
¥1.71M |
|
| 2024-12-24 |
跌破下轨 |
买入 |
188.59840999999997 |
9300.0 |
¥1.75M |
|
| 2025-01-21 |
回到中轨 |
卖出 |
182.817 |
9300.0 |
¥1.70M |
|
| 2025-04-30 |
跌破下轨 |
买入 |
203.19298999999998 |
8400.0 |
¥1.71M |
|
| 2025-06-23 |
回到中轨 |
卖出 |
180.2196 |
8400.0 |
¥1.51M |
|
| 2025-10-27 |
跌破下轨 |
买入 |
184.18399999999997 |
8200.0 |
¥1.51M |
|
| 2025-11-03 |
回到中轨 |
卖出 |
189.69012 |
8200.0 |
¥1.55M |
|
| 2025-12-05 |
跌破下轨 |
买入 |
181.18099999999998 |
8500.0 |
¥1.54M |
|
| 2026-01-07 |
回到中轨 |
卖出 |
178.821 |
8500.0 |
¥1.52M |
|
| 2026-01-20 |
跌破下轨 |
买入 |
169.56939999999997 |
9000.0 |
¥1.53M |
|
| 2026-01-30 |
回到中轨 |
卖出 |
176.73309 |
9000.0 |
¥1.59M |
|
| 2026-03-25 |
跌破下轨 |
买入 |
148.9488 |
10700.0 |
¥1.59M |
|
| 2026-04-24 |
回到中轨 |
卖出 |
140.91894 |
10700.0 |
¥1.51M |
|
| 2026-05-14 |
跌破下轨 |
买入 |
133.66352999999998 |
11300.0 |
¥1.51M |
|
| 2026-07-15 |
回到中轨 |
卖出 |
108.2916 |
11300.0 |
¥1.22M |
|
| 2026-09-15 |
跌破下轨 |
买入 |
113.23 |
10800.0 |
¥1.22M |
|
| 2026-10-08 |
回到中轨 |
卖出 |
114.48540000000001 |
10800.0 |
¥1.24M |
|
| 2026-10-23 |
跌破下轨 |
买入 |
108.74864000000001 |
11400.0 |
¥1.24M |
|
| 2026-10-27 |
回到中轨 |
卖出 |
113.85603 |
11400.0 |
¥1.30M |
|