000001 深发展A — 网格交易 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥85.1万
策略: 网格交易
K线 & 交易信号（策略收益 -14.91%）
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 17 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 |
2015-03-10 |
13.707801106999998 |
13.986 |
¥2.0万 |
+2.00% |
网格止盈 |
| 2 |
2015-03-11 |
2015-03-13 |
13.807931136999999 |
14.885099999999998 |
¥7.9万 |
+7.77% |
网格止盈 |
| 3 |
2015-03-20 |
2015-04-01 |
15.209751556999997 |
15.80418 |
¥4.3万 |
+3.88% |
网格止盈 |
| 4 |
2015-04-03 |
2015-04-08 |
15.720414709999998 |
16.91307 |
¥8.6万 |
+7.55% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-13 |
18.023405399999994 |
16.983 |
¥-7.1万 |
-5.80% |
网格止盈 |
| 6 |
2015-04-14 |
2015-06-09 |
16.50115354712 |
17.34264 |
¥5.9万 |
+5.07% |
网格止盈 |
| 7 |
2015-06-11 |
2019-10-15 |
16.69926494825309 |
17.23275 |
¥3.8万 |
+3.16% |
网格止盈 |
| 8 |
2019-10-21 |
2019-11-06 |
16.451363929 |
17.042939999999998 |
¥4.4万 |
+3.56% |
网格止盈 |
| 9 |
2019-11-07 |
2020-10-20 |
16.94950101158039 |
17.46252 |
¥3.9万 |
+3.00% |
网格止盈 |
| 10 |
2020-10-23 |
2020-10-26 |
17.552794259000002 |
18.1818 |
¥4.7万 |
+3.55% |
网格止盈 |
| 11 |
2020-10-28 |
2020-11-05 |
17.783093328 |
18.35163 |
¥4.4万 |
+3.17% |
网格止盈 |
| 12 |
2020-11-06 |
2020-11-19 |
17.732243712018654 |
18.57141 |
¥6.7万 |
+4.70% |
网格止盈 |
| 13 |
2020-11-26 |
2020-11-30 |
19.074770714999996 |
19.8801 |
¥6.2万 |
+4.19% |
网格止盈 |
| 14 |
2020-12-01 |
2021-01-12 |
19.7216563955057 |
20.36961 |
¥5.1万 |
+3.25% |
网格止盈 |
| 15 |
2021-01-22 |
2021-01-28 |
22.236669 |
22.75722 |
¥3.7万 |
+2.31% |
网格止盈 |
| 16 |
2021-02-19 |
2021-05-27 |
23.963480765714287 |
24.88509 |
¥6.3万 |
+3.81% |
网格止盈 |
| 17 |
2021-06-01 |
2026-11-13 |
24.210631692055312 |
12.07 |
¥-85.6万 |
-50.16% |
强平 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
网格首格 |
买入 |
13.703689999999998 |
72200.0 |
¥99.0万 |
|
| 2015-03-10 |
网格止盈 |
卖出 |
13.986 |
72200.0 |
¥1.01M |
止盈触发 |
| 2015-03-11 |
网格首格 |
买入 |
13.803789999999998 |
73800.0 |
¥1.02M |
|
| 2015-03-13 |
网格止盈 |
卖出 |
14.885099999999998 |
73800.0 |
¥1.10M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
15.205189999999996 |
72100.0 |
¥1.10M |
|
| 2015-04-01 |
网格止盈 |
卖出 |
15.80418 |
72100.0 |
¥1.14M |
止盈触发 |
| 2015-04-03 |
网格首格 |
买入 |
15.715699999999998 |
72000.0 |
¥1.13M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
16.91307 |
72000.0 |
¥1.22M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
18.017999999999997 |
67900.0 |
¥1.22M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
16.983 |
67900.0 |
¥1.15M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
16.5 |
69600.0 |
¥1.15M |
|
| 2015-05-06 |
网格加仓 |
买入 |
15.835819999999998 |
400.0 |
¥6,336 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
17.34264 |
70000.0 |
¥1.21M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
16.696679999999997 |
72500.0 |
¥1.21M |
|
| 2015-06-16 |
网格加仓 |
买入 |
15.8158 |
200.0 |
¥3,164 |
加仓 |
| 2019-10-15 |
网格止盈 |
卖出 |
17.23275 |
72700.0 |
¥1.25M |
止盈触发 |
| 2019-10-21 |
网格首格 |
买入 |
16.44643 |
75600.0 |
¥1.24M |
|
| 2019-11-06 |
网格止盈 |
卖出 |
17.042939999999998 |
75600.0 |
¥1.29M |
止盈触发 |
| 2019-11-07 |
网格首格 |
买入 |
16.94693 |
76200.0 |
¥1.29M |
|
| 2019-11-12 |
网格加仓 |
买入 |
16.306289999999997 |
300.0 |
¥4,893 |
加仓 |
| 2020-10-20 |
网格止盈 |
卖出 |
17.46252 |
76500.0 |
¥1.34M |
止盈触发 |
| 2020-10-23 |
网格首格 |
买入 |
17.54753 |
75800.0 |
¥1.33M |
|
| 2020-10-26 |
网格止盈 |
卖出 |
18.1818 |
75800.0 |
¥1.38M |
止盈触发 |
| 2020-10-28 |
网格首格 |
买入 |
17.77776 |
77600.0 |
¥1.38M |
|
| 2020-11-05 |
网格止盈 |
卖出 |
18.35163 |
77600.0 |
¥1.42M |
止盈触发 |
| 2020-11-06 |
网格首格 |
买入 |
17.72771 |
80300.0 |
¥1.42M |
|
| 2020-11-16 |
网格加仓 |
买入 |
17.097079999999995 |
100.0 |
¥1,710 |
加仓 |
| 2020-11-19 |
网格止盈 |
卖出 |
18.57141 |
80400.0 |
¥1.49M |
止盈触发 |
| 2020-11-26 |
网格首格 |
买入 |
19.069049999999997 |
78100.0 |
¥1.49M |
|
| 2020-11-30 |
网格止盈 |
卖出 |
19.8801 |
78100.0 |
¥1.55M |
止盈触发 |
| 2020-12-01 |
网格首格 |
买入 |
19.719699999999996 |
78500.0 |
¥1.55M |
|
| 2020-12-08 |
网格加仓 |
买入 |
18.93892 |
400.0 |
¥7,578 |
加仓 |
| 2021-01-12 |
网格止盈 |
卖出 |
20.36961 |
78900.0 |
¥1.61M |
止盈触发 |
| 2021-01-22 |
网格首格 |
买入 |
22.23 |
72000.0 |
¥1.60M |
|
| 2021-01-28 |
网格止盈 |
卖出 |
22.75722 |
72000.0 |
¥1.64M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
23.98396 |
67400.0 |
¥1.62M |
|
| 2021-02-23 |
网格加仓 |
买入 |
22.402379999999997 |
1200.0 |
¥2.7万 |
加仓 |
| 2021-05-27 |
网格止盈 |
卖出 |
24.88509 |
68600.0 |
¥1.71M |
止盈触发 |
| 2021-06-01 |
网格首格 |
买入 |
24.224199999999996 |
70200.0 |
¥1.70M |
|
| 2021-06-15 |
网格加仓 |
买入 |
23.373350000000002 |
200.0 |
¥4,676 |
加仓 |
| 2022-10-20 |
网格加仓 |
买入 |
11.24123 |
100.0 |
¥1,124 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
12.07 |
70500 |
¥85.1万 |
回测结束强平 |