600887 伊利股份 — 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: ¥2.25M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +125.10%）
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 47 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 |
2015-05-29 |
2015-07-13 |
20.226266059999997 |
19.7802 |
¥-2.1万 |
-2.23% |
回到中轨 |
| 2 |
2015-08-24 |
2015-09-17 |
15.720414709999998 |
16.03395 |
¥1.9万 |
+1.96% |
回到中轨 |
| 3 |
2015-11-30 |
2015-12-18 |
14.939400475999998 |
15.09489 |
¥1.0万 |
+1.01% |
回到中轨 |
| 4 |
2016-08-31 |
2016-10-25 |
16.925076 |
17.27271 |
¥2.0万 |
+2.02% |
回到中轨 |
| 5 |
2017-05-11 |
2017-05-17 |
17.472690234999995 |
18.341639999999998 |
¥5.1万 |
+4.94% |
回到中轨 |
| 6 |
2018-02-06 |
2018-02-23 |
31.941479569999995 |
34.345620000000004 |
¥7.8万 |
+7.49% |
回到中轨 |
| 7 |
2018-03-23 |
2018-04-09 |
27.896226357999996 |
29.870099999999994 |
¥7.9万 |
+7.04% |
回到中轨 |
| 8 |
2018-05-02 |
2018-05-17 |
24.882312454999997 |
27.54243 |
¥12.4万 |
+10.66% |
回到中轨 |
| 9 |
2018-06-28 |
2018-07-13 |
27.195316148 |
28.32165 |
¥5.5万 |
+4.11% |
回到中轨 |
| 10 |
2018-08-02 |
2018-08-10 |
25.877761000000003 |
27.04293 |
¥6.3万 |
+4.47% |
回到中轨 |
| 11 |
2018-09-03 |
2018-09-21 |
24.031207199999997 |
24.45552 |
¥2.5万 |
+1.74% |
回到中轨 |
| 12 |
2018-10-29 |
2018-11-14 |
22.496747 |
23.90607 |
¥9.2万 |
+6.23% |
回到中轨 |
| 13 |
2018-12-11 |
2019-01-02 |
22.589334768 |
22.977 |
¥2.7万 |
+1.69% |
回到中轨 |
| 14 |
2019-08-01 |
2019-08-29 |
31.14043933 |
29.230740000000004 |
¥-9.9万 |
-6.16% |
回到中轨 |
| 15 |
2019-09-26 |
2019-11-01 |
27.966317378999996 |
29.14083 |
¥6.3万 |
+4.17% |
回到中轨 |
| 16 |
2020-03-13 |
2020-03-31 |
27.485693235 |
29.270700000000005 |
¥9.8万 |
+6.46% |
回到中轨 |
| 17 |
2021-03-05 |
2021-03-29 |
41.053312299999995 |
40.4595 |
¥-2.4万 |
-1.48% |
回到中轨 |
| 18 |
2021-05-11 |
2021-05-18 |
37.59882626499999 |
39.5604 |
¥8.6万 |
+5.19% |
回到中轨 |
| 19 |
2021-06-08 |
2021-06-10 |
37.759034312999994 |
39.95001 |
¥10.0万 |
+5.77% |
回到中轨 |
| 20 |
2021-07-06 |
2021-08-04 |
35.025484494 |
35.45451 |
¥2.2万 |
+1.19% |
回到中轨 |
| 21 |
2021-11-29 |
2021-12-09 |
38.990633681999995 |
40.959 |
¥9.3万 |
+5.02% |
回到中轨 |
| 22 |
2022-01-07 |
2022-02-10 |
39.85175193999999 |
40.20975 |
¥1.7万 |
+0.87% |
回到中轨 |
| 23 |
2022-03-08 |
2022-04-06 |
37.59882626499999 |
36.89307 |
¥-3.8万 |
-1.91% |
回到中轨 |
| 24 |
2022-05-17 |
2022-06-01 |
37.24837116 |
37.0629 |
¥-1.0万 |
-0.53% |
回到中轨 |
| 25 |
2022-06-06 |
2022-06-13 |
35.996745784999995 |
37.162800000000004 |
¥6.1万 |
+3.21% |
回到中轨 |
| 26 |
2022-07-11 |
2022-07-29 |
36.350902000000005 |
36.733230000000006 |
¥2.0万 |
+1.02% |
回到中轨 |
| 27 |
2022-08-03 |
2022-08-08 |
35.335887586999995 |
36.44352 |
¥6.2万 |
+3.10% |
回到中轨 |
| 28 |
2022-09-02 |
2022-09-30 |
34.644990379999996 |
33.25671 |
¥-8.3万 |
-4.04% |
回到中轨 |
| 29 |
2022-10-21 |
2022-11-16 |
30.089074014999994 |
28.99098 |
¥-7.2万 |
-3.68% |
回到中轨 |
| 30 |
2023-03-08 |
2023-04-10 |
30.008969990999994 |
29.15082 |
¥-5.5万 |
-2.89% |
回到中轨 |
| 31 |
2023-04-12 |
2023-05-04 |
28.557084555999996 |
29.46051 |
¥5.8万 |
+3.13% |
回到中轨 |
| 32 |
2023-06-01 |
2023-06-12 |
28.547071553 |
29.97 |
¥9.4万 |
+4.95% |
回到中轨 |
| 33 |
2023-06-30 |
2023-07-04 |
28.266707469 |
29.120849999999997 |
¥6.0万 |
+2.99% |
回到中轨 |
| 34 |
2023-07-18 |
2023-07-31 |
27.558265 |
28.68129 |
¥8.4万 |
+4.04% |
回到中轨 |
| 35 |
2023-08-22 |
2023-09-25 |
26.63458798 |
26.673299999999998 |
¥2,481 |
+0.12% |
回到中轨 |
| 36 |
2023-10-24 |
2023-10-30 |
25.53315765 |
26.773200000000003 |
¥10.4万 |
+4.83% |
回到中轨 |
| 37 |
2023-12-05 |
2023-12-29 |
26.794796028 |
26.773200000000003 |
¥-2,492 |
-0.11% |
回到中轨 |
| 38 |
2024-04-09 |
2024-04-23 |
27.295446178 |
27.812159999999995 |
¥4.2万 |
+1.86% |
回到中轨 |
| 39 |
2024-06-06 |
2024-07-18 |
27.385563204999997 |
25.8741 |
¥-12.8万 |
-5.55% |
回到中轨 |
| 40 |
2024-07-31 |
2024-09-25 |
24.33159729 |
23.676299999999998 |
¥-5.9万 |
-2.72% |
回到中轨 |
| 41 |
2025-01-13 |
2025-02-20 |
28.476980532000002 |
27.972 |
¥-3.8万 |
-1.80% |
回到中轨 |
| 42 |
2025-06-11 |
2025-07-18 |
28.587123564999995 |
28.09188 |
¥-3.7万 |
-1.76% |
回到中轨 |
| 43 |
2025-09-24 |
2025-10-17 |
27.33549819 |
27.78219 |
¥3.3万 |
+1.60% |
回到中轨 |
| 44 |
2026-01-09 |
2026-02-05 |
27.245381163 |
27.0729 |
¥-1.4万 |
-0.66% |
回到中轨 |
| 45 |
2026-03-05 |
2026-03-12 |
25.723404706999997 |
26.40357 |
¥5.4万 |
+2.61% |
回到中轨 |
| 46 |
2026-04-20 |
2026-04-30 |
25.382962604999996 |
27.4725 |
¥17.3万 |
+8.20% |
回到中轨 |
| 47 |
2026-06-09 |
2026-07-07 |
25.402988610999998 |
25.00497 |
¥-3.6万 |
-1.60% |
回到中轨 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-29 |
跌破下轨 |
买入 |
20.2202 |
47200.0 |
¥95.5万 |
|
| 2015-07-13 |
回到中轨 |
卖出 |
19.7802 |
47200.0 |
¥93.3万 |
|
| 2015-08-24 |
跌破下轨 |
买入 |
15.715699999999998 |
60200.0 |
¥94.6万 |
|
| 2015-09-17 |
回到中轨 |
卖出 |
16.03395 |
60200.0 |
¥96.5万 |
|
| 2015-11-30 |
跌破下轨 |
买入 |
14.934919999999998 |
66600.0 |
¥99.5万 |
|
| 2015-12-18 |
回到中轨 |
卖出 |
15.09489 |
66600.0 |
¥1.01M |
|
| 2016-08-31 |
跌破下轨 |
买入 |
16.92 |
59400.0 |
¥1.01M |
|
| 2016-10-25 |
回到中轨 |
卖出 |
17.27271 |
59400.0 |
¥1.03M |
|
| 2017-05-11 |
跌破下轨 |
买入 |
17.467449999999996 |
58700.0 |
¥1.03M |
|
| 2017-05-17 |
回到中轨 |
卖出 |
18.341639999999998 |
58700.0 |
¥1.08M |
|
| 2018-02-06 |
跌破下轨 |
买入 |
31.931899999999995 |
32500.0 |
¥1.04M |
|
| 2018-02-23 |
回到中轨 |
卖出 |
34.345620000000004 |
32500.0 |
¥1.12M |
|
| 2018-03-23 |
跌破下轨 |
买入 |
27.887859999999993 |
40100.0 |
¥1.12M |
|
| 2018-04-09 |
回到中轨 |
卖出 |
29.870099999999994 |
40100.0 |
¥1.20M |
|
| 2018-05-02 |
跌破下轨 |
买入 |
24.87485 |
46800.0 |
¥1.16M |
|
| 2018-05-17 |
回到中轨 |
卖出 |
27.54243 |
46800.0 |
¥1.29M |
|
| 2018-06-28 |
跌破下轨 |
买入 |
27.18716 |
49200.0 |
¥1.34M |
|
| 2018-07-13 |
回到中轨 |
卖出 |
28.32165 |
49200.0 |
¥1.39M |
|
| 2018-08-02 |
跌破下轨 |
买入 |
25.87 |
54400.0 |
¥1.41M |
|
| 2018-08-10 |
回到中轨 |
卖出 |
27.04293 |
54400.0 |
¥1.47M |
|
| 2018-09-03 |
跌破下轨 |
买入 |
24.024 |
60800.0 |
¥1.46M |
|
| 2018-09-21 |
回到中轨 |
卖出 |
24.45552 |
60800.0 |
¥1.49M |
|
| 2018-10-29 |
跌破下轨 |
买入 |
22.49 |
65600.0 |
¥1.48M |
|
| 2018-11-14 |
回到中轨 |
卖出 |
23.90607 |
65600.0 |
¥1.57M |
|
| 2018-12-11 |
跌破下轨 |
买入 |
22.582559999999997 |
70300.0 |
¥1.59M |
|
| 2019-01-02 |
回到中轨 |
卖出 |
22.977 |
70300.0 |
¥1.61M |
|
| 2019-08-01 |
跌破下轨 |
买入 |
31.131099999999996 |
51700.0 |
¥1.61M |
|
| 2019-08-29 |
回到中轨 |
卖出 |
29.230740000000004 |
51700.0 |
¥1.51M |
|
| 2019-09-26 |
跌破下轨 |
买入 |
27.957929999999994 |
54400.0 |
¥1.52M |
|
| 2019-11-01 |
回到中轨 |
卖出 |
29.14083 |
54400.0 |
¥1.58M |
|
| 2020-03-13 |
跌破下轨 |
买入 |
27.477449999999997 |
55300.0 |
¥1.52M |
|
| 2020-03-31 |
回到中轨 |
卖出 |
29.270700000000005 |
55300.0 |
¥1.62M |
|
| 2021-03-05 |
跌破下轨 |
买入 |
41.041 |
40400.0 |
¥1.66M |
|
| 2021-03-29 |
回到中轨 |
卖出 |
40.4595 |
40400.0 |
¥1.63M |
|
| 2021-05-11 |
跌破下轨 |
买入 |
37.58754999999999 |
44000.0 |
¥1.65M |
|
| 2021-05-18 |
回到中轨 |
卖出 |
39.5604 |
44000.0 |
¥1.74M |
|
| 2021-06-08 |
跌破下轨 |
买入 |
37.74771 |
46100.0 |
¥1.74M |
|
| 2021-06-10 |
回到中轨 |
卖出 |
39.95001 |
46100.0 |
¥1.84M |
|
| 2021-07-06 |
跌破下轨 |
买入 |
35.014979999999994 |
52200.0 |
¥1.83M |
|
| 2021-08-04 |
回到中轨 |
卖出 |
35.45451 |
52200.0 |
¥1.85M |
|
| 2021-11-29 |
跌破下轨 |
买入 |
38.978939999999994 |
47400.0 |
¥1.85M |
|
| 2021-12-09 |
回到中轨 |
卖出 |
40.959 |
47400.0 |
¥1.94M |
|
| 2022-01-07 |
跌破下轨 |
买入 |
39.83979999999999 |
48800.0 |
¥1.94M |
|
| 2022-02-10 |
回到中轨 |
卖出 |
40.20975 |
48800.0 |
¥1.96M |
|
| 2022-03-08 |
跌破下轨 |
买入 |
37.58754999999999 |
52400.0 |
¥1.97M |
|
| 2022-04-06 |
回到中轨 |
卖出 |
36.89307 |
52400.0 |
¥1.93M |
|
| 2022-05-17 |
跌破下轨 |
买入 |
37.2372 |
51700.0 |
¥1.93M |
|
| 2022-06-01 |
回到中轨 |
卖出 |
37.0629 |
51700.0 |
¥1.92M |
|
| 2022-06-06 |
跌破下轨 |
买入 |
35.985949999999995 |
53100.0 |
¥1.91M |
|
| 2022-06-13 |
回到中轨 |
卖出 |
37.162800000000004 |
53100.0 |
¥1.97M |
|
| 2022-07-11 |
跌破下轨 |
买入 |
36.34 |
54500.0 |
¥1.98M |
|
| 2022-07-29 |
回到中轨 |
卖出 |
36.733230000000006 |
54500.0 |
¥2.00M |
|
| 2022-08-03 |
跌破下轨 |
买入 |
35.325289999999995 |
56700.0 |
¥2.00M |
|
| 2022-08-08 |
回到中轨 |
卖出 |
36.44352 |
56700.0 |
¥2.07M |
|
| 2022-09-02 |
跌破下轨 |
买入 |
34.6346 |
59700.0 |
¥2.07M |
|
| 2022-09-30 |
回到中轨 |
卖出 |
33.25671 |
59700.0 |
¥1.98M |
|
| 2022-10-21 |
跌破下轨 |
买入 |
30.080049999999996 |
65400.0 |
¥1.97M |
|
| 2022-11-16 |
回到中轨 |
卖出 |
28.99098 |
65400.0 |
¥1.90M |
|
| 2023-03-08 |
跌破下轨 |
买入 |
29.999969999999994 |
63800.0 |
¥1.91M |
|
| 2023-04-10 |
回到中轨 |
卖出 |
29.15082 |
63800.0 |
¥1.86M |
|
| 2023-04-12 |
跌破下轨 |
买入 |
28.548519999999996 |
65000.0 |
¥1.86M |
|
| 2023-05-04 |
回到中轨 |
卖出 |
29.46051 |
65000.0 |
¥1.91M |
|
| 2023-06-01 |
跌破下轨 |
买入 |
28.53851 |
66400.0 |
¥1.90M |
|
| 2023-06-12 |
回到中轨 |
卖出 |
29.97 |
66400.0 |
¥1.99M |
|
| 2023-06-30 |
跌破下轨 |
买入 |
28.258229999999998 |
71000.0 |
¥2.01M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
29.120849999999997 |
71000.0 |
¥2.07M |
|
| 2023-07-18 |
跌破下轨 |
买入 |
27.55 |
75000.0 |
¥2.07M |
|
| 2023-07-31 |
回到中轨 |
卖出 |
28.68129 |
75000.0 |
¥2.15M |
|
| 2023-08-22 |
跌破下轨 |
买入 |
26.626599999999996 |
80800.0 |
¥2.15M |
|
| 2023-09-25 |
回到中轨 |
卖出 |
26.673299999999998 |
80800.0 |
¥2.15M |
|
| 2023-10-24 |
跌破下轨 |
买入 |
25.525499999999997 |
84100.0 |
¥2.15M |
|
| 2023-10-30 |
回到中轨 |
卖出 |
26.773200000000003 |
84100.0 |
¥2.25M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
26.786759999999997 |
84100.0 |
¥2.25M |
|
| 2023-12-29 |
回到中轨 |
卖出 |
26.773200000000003 |
84100.0 |
¥2.25M |
|
| 2024-04-09 |
跌破下轨 |
买入 |
27.28726 |
82600.0 |
¥2.25M |
|
| 2024-04-23 |
回到中轨 |
卖出 |
27.812159999999995 |
82600.0 |
¥2.30M |
|
| 2024-06-06 |
跌破下轨 |
买入 |
27.37735 |
84000.0 |
¥2.30M |
|
| 2024-07-18 |
回到中轨 |
卖出 |
25.8741 |
84000.0 |
¥2.17M |
|
| 2024-07-31 |
跌破下轨 |
买入 |
24.324299999999997 |
88800.0 |
¥2.16M |
|
| 2024-09-25 |
回到中轨 |
卖出 |
23.676299999999998 |
88800.0 |
¥2.10M |
|
| 2025-01-13 |
跌破下轨 |
买入 |
28.46844 |
73900.0 |
¥2.10M |
|
| 2025-02-20 |
回到中轨 |
卖出 |
27.972 |
73900.0 |
¥2.07M |
|
| 2025-06-11 |
跌破下轨 |
买入 |
28.578549999999996 |
72500.0 |
¥2.07M |
|
| 2025-07-18 |
回到中轨 |
卖出 |
28.09188 |
72500.0 |
¥2.04M |
|
| 2025-09-24 |
跌破下轨 |
买入 |
27.327299999999997 |
74300.0 |
¥2.03M |
|
| 2025-10-17 |
回到中轨 |
卖出 |
27.78219 |
74300.0 |
¥2.06M |
|
| 2026-01-09 |
跌破下轨 |
买入 |
27.237209999999997 |
75800.0 |
¥2.07M |
|
| 2026-02-05 |
回到中轨 |
卖出 |
27.0729 |
75800.0 |
¥2.05M |
|
| 2026-03-05 |
跌破下轨 |
买入 |
25.71569 |
80100.0 |
¥2.06M |
|
| 2026-03-12 |
回到中轨 |
卖出 |
26.40357 |
80100.0 |
¥2.11M |
|
| 2026-04-20 |
跌破下轨 |
买入 |
25.375349999999997 |
83000.0 |
¥2.11M |
|
| 2026-04-30 |
回到中轨 |
卖出 |
27.4725 |
83000.0 |
¥2.28M |
|
| 2026-06-09 |
跌破下轨 |
买入 |
25.395369999999996 |
89800.0 |
¥2.28M |
|
| 2026-07-07 |
回到中轨 |
卖出 |
25.00497 |
89800.0 |
¥2.24M |
|