601600 中国铝业 — 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: ¥1.48M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +47.97%）
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 44 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 |
2015-02-09 |
2015-02-27 |
4.8663194579999995 |
5.394600000000001 |
¥10.7万 |
+10.82% |
回到中轨 |
| 2 |
2015-06-23 |
2015-07-24 |
8.51105255 |
6.97302 |
¥-20.0万 |
-18.10% |
回到中轨 |
| 3 |
2015-08-25 |
2015-09-23 |
5.026527505999999 |
4.995 |
¥-5,360 |
-0.66% |
回到中轨 |
| 4 |
2016-01-05 |
2016-02-19 |
4.5058513499999995 |
4.12587 |
¥-7.5万 |
-8.46% |
回到中轨 |
| 5 |
2016-04-29 |
2016-05-31 |
4.225487265999999 |
3.97 |
¥-5.0万 |
-6.07% |
回到中轨 |
| 6 |
2016-06-27 |
2016-07-05 |
3.6947981069999996 |
3.8761200000000002 |
¥3.8万 |
+4.88% |
回到中轨 |
| 7 |
2016-09-13 |
2016-10-12 |
3.8349801489999997 |
3.85614 |
¥4,241 |
+0.52% |
回到中轨 |
| 8 |
2017-03-31 |
2017-04-06 |
4.595968376999999 |
4.975020000000001 |
¥6.7万 |
+8.22% |
回到中轨 |
| 9 |
2017-05-04 |
2017-06-06 |
4.5158643529999996 |
4.24575 |
¥-5.3万 |
-6.01% |
回到中轨 |
| 10 |
2018-02-28 |
2018-04-20 |
5.90177 |
5.12487 |
¥-9.9万 |
-13.19% |
回到中轨 |
| 11 |
2018-06-01 |
2018-07-24 |
4.165409248 |
3.66 |
¥-8.9万 |
-12.16% |
回到中轨 |
| 12 |
2018-10-12 |
2018-11-01 |
3.60468108 |
3.7862099999999996 |
¥3.2万 |
+5.00% |
回到中轨 |
| 13 |
2018-12-20 |
2019-01-07 |
3.494538047 |
3.58641 |
¥1.8万 |
+2.60% |
回到中轨 |
| 14 |
2019-04-29 |
2019-05-22 |
4.1654092480000005 |
4.11588 |
¥-8,452 |
-1.22% |
回到中轨 |
| 15 |
2019-07-09 |
2019-08-21 |
3.784915133999999 |
3.66633 |
¥-2.2万 |
-3.16% |
回到中轨 |
| 16 |
2019-10-31 |
2019-11-26 |
3.4144340229999997 |
3.40659 |
¥-1,718 |
-0.26% |
回到中轨 |
| 17 |
2020-02-03 |
2020-02-21 |
2.973861891 |
3.21678 |
¥4.8万 |
+8.14% |
回到中轨 |
| 18 |
2020-03-17 |
2020-04-15 |
3.0139139029999997 |
2.9470500000000004 |
¥-1.6万 |
-2.25% |
回到中轨 |
| 19 |
2020-04-29 |
2020-05-20 |
2.7736018309999997 |
2.82717 |
¥1.3万 |
+1.90% |
回到中轨 |
| 20 |
2020-09-04 |
2020-09-22 |
3.033939909 |
3.0669299999999997 |
¥7,357 |
+1.06% |
回到中轨 |
| 21 |
2020-09-28 |
2020-10-13 |
2.953835885 |
3.03696 |
¥2.0万 |
+2.78% |
回到中轨 |
| 22 |
2020-11-02 |
2020-11-04 |
2.8737318609999996 |
3.02697 |
¥3.9万 |
+5.30% |
回到中轨 |
| 23 |
2021-06-17 |
2021-06-24 |
4.786215434 |
5.1948 |
¥6.6万 |
+8.50% |
回到中轨 |
| 24 |
2022-01-25 |
2022-02-09 |
5.687385703999999 |
6.12387 |
¥6.4万 |
+7.64% |
回到中轨 |
| 25 |
2022-04-12 |
2022-05-23 |
5.3369305989999996 |
5.1748199999999995 |
¥-2.7万 |
-3.07% |
回到中轨 |
| 26 |
2022-06-21 |
2022-07-29 |
4.856306454999999 |
4.6453500000000005 |
¥-3.8万 |
-4.37% |
回到中轨 |
| 27 |
2022-08-03 |
2022-08-11 |
4.40572132 |
4.57542 |
¥3.2万 |
+3.82% |
回到中轨 |
| 28 |
2022-09-27 |
2022-11-07 |
4.135370239 |
4.17582 |
¥8,239 |
+0.95% |
回到中轨 |
| 29 |
2023-03-23 |
2023-03-24 |
5.356956604999999 |
5.61438 |
¥4.2万 |
+4.77% |
回到中轨 |
| 30 |
2023-05-16 |
2023-06-09 |
5.787515733999999 |
5.64435 |
¥-2.3万 |
-2.50% |
回到中轨 |
| 31 |
2023-08-22 |
2023-09-04 |
5.877632760999999 |
6.343649999999999 |
¥7.1万 |
+7.90% |
回到中轨 |
| 32 |
2023-10-24 |
2023-10-31 |
5.6773727009999995 |
6.12 |
¥7.5万 |
+7.76% |
回到中轨 |
| 33 |
2023-12-05 |
2023-12-25 |
5.417034623 |
5.32467 |
¥-1.8万 |
-1.73% |
回到中轨 |
| 34 |
2024-01-22 |
2024-01-26 |
5.236800569 |
5.594399999999999 |
¥6.9万 |
+6.80% |
回到中轨 |
| 35 |
2024-04-24 |
2024-04-26 |
6.908972070000001 |
7.25274 |
¥5.4万 |
+4.94% |
回到中轨 |
| 36 |
2024-07-24 |
2024-08-20 |
7.019115103 |
6.853140000000001 |
¥-2.7万 |
-2.39% |
回到中轨 |
| 37 |
2024-09-10 |
2024-09-20 |
6.358256904999999 |
6.90309 |
¥9.6万 |
+8.54% |
回到中轨 |
| 38 |
2024-10-31 |
2024-11-08 |
7.659947294999999 |
8.6913 |
¥16.2万 |
+13.43% |
回到中轨 |
| 39 |
2024-12-23 |
2025-01-14 |
7.289466183999999 |
7.38261 |
¥1.7万 |
+1.25% |
回到中轨 |
| 40 |
2025-02-28 |
2025-03-07 |
7.219375163 |
7.65234 |
¥8.3万 |
+5.97% |
回到中轨 |
| 41 |
2025-04-03 |
2025-05-08 |
7.40962222 |
6.45354 |
¥-18.9万 |
-12.93% |
回到中轨 |
| 42 |
2026-03-20 |
2026-04-09 |
11.685174500999999 |
12.137849999999998 |
¥4.9万 |
+3.84% |
回到中轨 |
| 43 |
2026-05-18 |
2026-05-27 |
10.613783179999999 |
12.12786 |
¥18.4万 |
+14.23% |
回到中轨 |
| 44 |
2026-11-11 |
2026-11-13 |
8.202459999999999 |
7.96 |
¥-4.5万 |
-2.99% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
跌破下轨 |
买入 |
4.86486 |
203800.0 |
¥99.2万 |
|
| 2015-02-27 |
回到中轨 |
卖出 |
5.394600000000001 |
203800.0 |
¥1.10M |
|
| 2015-06-23 |
跌破下轨 |
买入 |
8.5085 |
129800.0 |
¥1.10M |
|
| 2015-07-24 |
回到中轨 |
卖出 |
6.97302 |
129800.0 |
¥90.5万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
5.025019999999999 |
162300.0 |
¥81.6万 |
|
| 2015-09-23 |
回到中轨 |
卖出 |
4.995 |
162300.0 |
¥81.0万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
4.504499999999999 |
195800.0 |
¥88.2万 |
|
| 2016-02-19 |
回到中轨 |
卖出 |
4.12587 |
195800.0 |
¥80.8万 |
|
| 2016-04-29 |
跌破下轨 |
买入 |
4.224219999999999 |
195400.0 |
¥82.6万 |
|
| 2016-05-31 |
回到中轨 |
卖出 |
3.97 |
195400.0 |
¥77.6万 |
|
| 2016-06-27 |
跌破下轨 |
买入 |
3.6936899999999997 |
208200.0 |
¥76.9万 |
|
| 2016-07-05 |
回到中轨 |
卖出 |
3.8761200000000002 |
208200.0 |
¥80.7万 |
|
| 2016-09-13 |
跌破下轨 |
买入 |
3.83383 |
212000.0 |
¥81.3万 |
|
| 2016-10-12 |
回到中轨 |
卖出 |
3.85614 |
212000.0 |
¥81.7万 |
|
| 2017-03-31 |
跌破下轨 |
买入 |
4.594589999999999 |
178200.0 |
¥81.9万 |
|
| 2017-04-06 |
回到中轨 |
卖出 |
4.975020000000001 |
178200.0 |
¥88.6万 |
|
| 2017-05-04 |
跌破下轨 |
买入 |
4.51451 |
195000.0 |
¥88.1万 |
|
| 2017-06-06 |
回到中轨 |
卖出 |
4.24575 |
195000.0 |
¥82.8万 |
|
| 2018-02-28 |
跌破下轨 |
买入 |
5.9 |
126800.0 |
¥74.8万 |
|
| 2018-04-20 |
回到中轨 |
卖出 |
5.12487 |
126800.0 |
¥65.0万 |
|
| 2018-06-01 |
跌破下轨 |
买入 |
4.16416 |
175600.0 |
¥73.1万 |
|
| 2018-07-24 |
回到中轨 |
卖出 |
3.66 |
175600.0 |
¥64.3万 |
|
| 2018-10-12 |
跌破下轨 |
买入 |
3.6035999999999997 |
176800.0 |
¥63.7万 |
|
| 2018-11-01 |
回到中轨 |
卖出 |
3.7862099999999996 |
176800.0 |
¥66.9万 |
|
| 2018-12-20 |
跌破下轨 |
买入 |
3.4934899999999995 |
193500.0 |
¥67.6万 |
|
| 2019-01-07 |
回到中轨 |
卖出 |
3.58641 |
193500.0 |
¥69.4万 |
|
| 2019-04-29 |
跌破下轨 |
买入 |
4.16416 |
166500.0 |
¥69.4万 |
|
| 2019-05-22 |
回到中轨 |
卖出 |
4.11588 |
166500.0 |
¥68.5万 |
|
| 2019-07-09 |
跌破下轨 |
买入 |
3.783779999999999 |
181000.0 |
¥68.5万 |
|
| 2019-08-21 |
回到中轨 |
卖出 |
3.66633 |
181000.0 |
¥66.3万 |
|
| 2019-10-31 |
跌破下轨 |
买入 |
3.41341 |
193800.0 |
¥66.2万 |
|
| 2019-11-26 |
回到中轨 |
卖出 |
3.40659 |
193800.0 |
¥66.0万 |
|
| 2020-02-03 |
跌破下轨 |
买入 |
2.9729699999999997 |
200300.0 |
¥59.6万 |
|
| 2020-02-21 |
回到中轨 |
卖出 |
3.21678 |
200300.0 |
¥64.4万 |
|
| 2020-03-17 |
跌破下轨 |
买入 |
3.0130099999999995 |
235700.0 |
¥71.0万 |
|
| 2020-04-15 |
回到中轨 |
卖出 |
2.9470500000000004 |
235700.0 |
¥69.4万 |
|
| 2020-04-29 |
跌破下轨 |
买入 |
2.7727699999999995 |
250300.0 |
¥69.4万 |
|
| 2020-05-20 |
回到中轨 |
卖出 |
2.82717 |
250300.0 |
¥70.7万 |
|
| 2020-09-04 |
跌破下轨 |
买入 |
3.0330299999999997 |
229400.0 |
¥69.6万 |
|
| 2020-09-22 |
回到中轨 |
卖出 |
3.0669299999999997 |
229400.0 |
¥70.3万 |
|
| 2020-09-28 |
跌破下轨 |
买入 |
2.95295 |
242000.0 |
¥71.5万 |
|
| 2020-10-13 |
回到中轨 |
卖出 |
3.03696 |
242000.0 |
¥73.5万 |
|
| 2020-11-02 |
跌破下轨 |
买入 |
2.87287 |
255700.0 |
¥73.5万 |
|
| 2020-11-04 |
回到中轨 |
卖出 |
3.02697 |
255700.0 |
¥77.4万 |
|
| 2021-06-17 |
跌破下轨 |
买入 |
4.78478 |
161300.0 |
¥77.2万 |
|
| 2021-06-24 |
回到中轨 |
卖出 |
5.1948 |
161300.0 |
¥83.8万 |
|
| 2022-01-25 |
跌破下轨 |
买入 |
5.685679999999999 |
147000.0 |
¥83.6万 |
|
| 2022-02-09 |
回到中轨 |
卖出 |
6.12387 |
147000.0 |
¥90.0万 |
|
| 2022-04-12 |
跌破下轨 |
买入 |
5.33533 |
166600.0 |
¥88.9万 |
|
| 2022-05-23 |
回到中轨 |
卖出 |
5.1748199999999995 |
166600.0 |
¥86.2万 |
|
| 2022-06-21 |
跌破下轨 |
买入 |
4.854849999999999 |
179900.0 |
¥87.4万 |
|
| 2022-07-29 |
回到中轨 |
卖出 |
4.6453500000000005 |
179900.0 |
¥83.5万 |
|
| 2022-08-03 |
跌破下轨 |
买入 |
4.4044 |
189200.0 |
¥83.4万 |
|
| 2022-08-11 |
回到中轨 |
卖出 |
4.57542 |
189200.0 |
¥86.5万 |
|
| 2022-09-27 |
跌破下轨 |
买入 |
4.13413 |
210200.0 |
¥86.9万 |
|
| 2022-11-07 |
回到中轨 |
卖出 |
4.17582 |
210200.0 |
¥87.7万 |
|
| 2023-03-23 |
跌破下轨 |
买入 |
5.355349999999999 |
163500.0 |
¥87.6万 |
|
| 2023-03-24 |
回到中轨 |
卖出 |
5.61438 |
163500.0 |
¥91.8万 |
|
| 2023-05-16 |
跌破下轨 |
买入 |
5.78578 |
159100.0 |
¥92.1万 |
|
| 2023-06-09 |
回到中轨 |
卖出 |
5.64435 |
159100.0 |
¥89.8万 |
|
| 2023-08-22 |
跌破下轨 |
买入 |
5.875869999999999 |
152700.0 |
¥89.8万 |
|
| 2023-09-04 |
回到中轨 |
卖出 |
6.343649999999999 |
152700.0 |
¥96.8万 |
|
| 2023-10-24 |
跌破下轨 |
买入 |
5.675669999999999 |
169700.0 |
¥96.3万 |
|
| 2023-10-31 |
回到中轨 |
卖出 |
6.12 |
169700.0 |
¥1.04M |
|
| 2023-12-05 |
跌破下轨 |
买入 |
5.41541 |
189800.0 |
¥1.03M |
|
| 2023-12-25 |
回到中轨 |
卖出 |
5.32467 |
189800.0 |
¥1.01M |
|
| 2024-01-22 |
跌破下轨 |
买入 |
5.23523 |
194400.0 |
¥1.02M |
|
| 2024-01-26 |
回到中轨 |
卖出 |
5.594399999999999 |
194400.0 |
¥1.09M |
|
| 2024-04-24 |
跌破下轨 |
买入 |
6.906899999999999 |
158400.0 |
¥1.09M |
|
| 2024-04-26 |
回到中轨 |
卖出 |
7.25274 |
158400.0 |
¥1.15M |
|
| 2024-07-24 |
跌破下轨 |
买入 |
7.017009999999999 |
163400.0 |
¥1.15M |
|
| 2024-08-20 |
回到中轨 |
卖出 |
6.853140000000001 |
163400.0 |
¥1.12M |
|
| 2024-09-10 |
跌破下轨 |
买入 |
6.356349999999999 |
176300.0 |
¥1.12M |
|
| 2024-09-20 |
回到中轨 |
卖出 |
6.90309 |
176300.0 |
¥1.22M |
|
| 2024-10-31 |
跌破下轨 |
买入 |
7.657649999999999 |
157800.0 |
¥1.21M |
|
| 2024-11-08 |
回到中轨 |
卖出 |
8.6913 |
157800.0 |
¥1.37M |
|
| 2024-12-23 |
跌破下轨 |
买入 |
7.287279999999999 |
188900.0 |
¥1.38M |
|
| 2025-01-14 |
回到中轨 |
卖出 |
7.38261 |
188900.0 |
¥1.39M |
|
| 2025-02-28 |
跌破下轨 |
买入 |
7.217209999999999 |
192500.0 |
¥1.39M |
|
| 2025-03-07 |
回到中轨 |
卖出 |
7.65234 |
192500.0 |
¥1.47M |
|
| 2025-04-03 |
跌破下轨 |
买入 |
7.4074 |
197700.0 |
¥1.46M |
|
| 2025-05-08 |
回到中轨 |
卖出 |
6.45354 |
197700.0 |
¥1.28M |
|
| 2026-03-20 |
跌破下轨 |
买入 |
11.681669999999999 |
108700.0 |
¥1.27M |
|
| 2026-04-09 |
回到中轨 |
卖出 |
12.137849999999998 |
108700.0 |
¥1.32M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
10.610599999999998 |
122100.0 |
¥1.30M |
|
| 2026-05-27 |
回到中轨 |
卖出 |
12.12786 |
122100.0 |
¥1.48M |
|
| 2026-11-11 |
跌破下轨 |
买入 |
8.2 |
182100.0 |
¥1.49M |
|
| 2026-11-13 |
强平 |
卖出 |
7.96 |
182100 |
¥1.45M |
回测结束强平 |