000002 万科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: ¥26.6万
策略: 网格交易
K线 & 交易信号（策略收益 -73.41%）
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 27 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 |
2015-02-04 |
2015-03-24 |
12.911146407073641 |
13.35663 |
¥3.4万 |
+3.42% |
网格止盈 |
| 2 |
2015-03-25 |
2015-03-31 |
13.043911999999999 |
14.835149999999999 |
¥14.1万 |
+13.70% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-10 |
13.747853118999998 |
14.26572 |
¥4.4万 |
+3.74% |
网格止盈 |
| 4 |
2015-04-14 |
2015-04-23 |
14.346321698778564 |
15.134849999999998 |
¥6.7万 |
+5.46% |
网格止盈 |
| 5 |
2015-04-24 |
2015-05-26 |
14.484153142308905 |
15.25473 |
¥6.8万 |
+5.29% |
网格止盈 |
| 6 |
2015-05-29 |
2015-06-02 |
14.368659305 |
14.985 |
¥5.7万 |
+4.26% |
网格止盈 |
| 7 |
2015-06-03 |
2015-06-08 |
14.849283448999998 |
15.5844 |
¥6.9万 |
+4.92% |
网格止盈 |
| 8 |
2015-06-10 |
2015-12-02 |
15.440914423683715 |
16.66332 |
¥11.7万 |
+7.88% |
网格止盈 |
| 9 |
2015-12-07 |
2015-12-10 |
18.83468325581818 |
19.57041 |
¥6.2万 |
+3.88% |
网格止盈 |
| 10 |
2015-12-11 |
2015-12-14 |
19.164887741999998 |
19.5804 |
¥3.5万 |
+2.14% |
网格止盈 |
| 11 |
2015-12-15 |
2015-12-16 |
19.62548588 |
20.60937 |
¥8.2万 |
+4.98% |
网格止盈 |
| 12 |
2016-07-05 |
2016-08-08 |
19.668262866675164 |
20.71926 |
¥9.4万 |
+5.31% |
网格止盈 |
| 13 |
2016-08-10 |
2016-08-15 |
21.71564204111628 |
23.42655 |
¥14.7万 |
+7.85% |
网格止盈 |
| 14 |
2016-08-18 |
2016-09-23 |
25.287752933977412 |
26.293680000000002 |
¥8.0万 |
+3.95% |
网格止盈 |
| 15 |
2016-09-26 |
2016-09-30 |
25.222754557 |
25.874100000000002 |
¥5.3万 |
+2.55% |
网格止盈 |
| 16 |
2016-10-10 |
2016-10-11 |
25.0325075 |
25.724249999999998 |
¥5.6万 |
+2.73% |
网格止盈 |
| 17 |
2016-10-12 |
2016-10-17 |
26.033807799999998 |
26.4735 |
¥3.6万 |
+1.66% |
网格止盈 |
| 18 |
2016-10-18 |
2016-11-16 |
25.927419643124992 |
26.61336 |
¥5.9万 |
+2.61% |
网格止盈 |
| 19 |
2016-11-17 |
2016-11-21 |
26.654613985999998 |
27.242729999999998 |
¥5.0万 |
+2.18% |
网格止盈 |
| 20 |
2016-11-22 |
2017-09-18 |
27.079814368296418 |
28.980990000000002 |
¥16.4万 |
+6.99% |
网格止盈 |
| 21 |
2017-09-20 |
2017-11-03 |
28.507303678429057 |
29.200770000000002 |
¥6.0万 |
+2.40% |
网格止盈 |
| 22 |
2017-11-06 |
2017-11-22 |
28.234140479001095 |
31.868099999999995 |
¥33.0万 |
+12.84% |
网格止盈 |
| 23 |
2017-11-24 |
2017-11-30 |
31.220543353999997 |
33.066900000000004 |
¥17.0万 |
+5.88% |
网格止盈 |
| 24 |
2017-12-01 |
2018-01-03 |
30.51471116139324 |
32.4675 |
¥19.6万 |
+6.37% |
网格止盈 |
| 25 |
2018-01-10 |
2018-01-16 |
35.64629067999999 |
36.4635 |
¥7.3万 |
+2.26% |
网格止盈 |
| 26 |
2018-01-22 |
2018-01-24 |
39.050711699999994 |
40.6593 |
¥13.5万 |
+4.09% |
网格止盈 |
| 27 |
2018-01-26 |
2026-11-13 |
40.005039914902184 |
3.06 |
¥-3.21M |
-92.35% |
强平 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
网格首格 |
买入 |
12.912899999999999 |
76900.0 |
¥99.3万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
12.042029999999999 |
500.0 |
¥6,023 |
加仓 |
| 2015-03-24 |
网格止盈 |
卖出 |
13.35663 |
77400.0 |
¥1.03M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
13.04 |
78900.0 |
¥1.03M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
14.835149999999999 |
78900.0 |
¥1.17M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
13.743729999999998 |
84700.0 |
¥1.16M |
|
| 2015-04-10 |
网格止盈 |
卖出 |
14.26572 |
84700.0 |
¥1.21M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
14.34433 |
84500.0 |
¥1.21M |
|
| 2015-04-16 |
网格加仓 |
买入 |
13.853839999999998 |
400.0 |
¥5,543 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
15.134849999999998 |
84900.0 |
¥1.28M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
14.49448 |
86700.0 |
¥1.26M |
|
| 2015-05-06 |
网格加仓 |
买入 |
13.843829999999999 |
2000.0 |
¥2.8万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
15.25473 |
88700.0 |
¥1.35M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
14.364349999999998 |
93900.0 |
¥1.35M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
14.985 |
93900.0 |
¥1.41M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
14.844829999999998 |
94900.0 |
¥1.41M |
|
| 2015-06-08 |
网格止盈 |
卖出 |
15.5844 |
94900.0 |
¥1.48M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
15.445429999999998 |
94100.0 |
¥1.45M |
|
| 2015-06-16 |
网格加仓 |
买入 |
14.93 |
1700.0 |
¥2.5万 |
加仓 |
| 2015-12-02 |
网格止盈 |
卖出 |
16.66332 |
95800.0 |
¥1.60M |
止盈触发 |
| 2015-12-07 |
网格首格 |
买入 |
18.83882 |
83800.0 |
¥1.58M |
|
| 2015-12-08 |
网格加仓 |
买入 |
17.917899999999996 |
900.0 |
¥1.6万 |
加仓 |
| 2015-12-10 |
网格止盈 |
卖出 |
19.57041 |
84700.0 |
¥1.66M |
止盈触发 |
| 2015-12-11 |
网格首格 |
买入 |
19.159139999999997 |
84500.0 |
¥1.62M |
|
| 2015-12-14 |
网格止盈 |
卖出 |
19.5804 |
84500.0 |
¥1.65M |
止盈触发 |
| 2015-12-15 |
网格首格 |
买入 |
19.6196 |
84000.0 |
¥1.65M |
|
| 2015-12-16 |
网格止盈 |
卖出 |
20.60937 |
84000.0 |
¥1.73M |
止盈触发 |
| 2016-07-05 |
网格首格 |
买入 |
19.79 |
80400.0 |
¥1.59M |
|
| 2016-07-08 |
网格加仓 |
买入 |
18.6186 |
9700.0 |
¥18.1万 |
加仓 |
| 2016-07-12 |
网格加仓 |
买入 |
18.288269999999997 |
100.0 |
¥1,829 |
加仓 |
| 2016-08-08 |
网格止盈 |
卖出 |
20.71926 |
90200.0 |
¥1.87M |
止盈触发 |
| 2016-08-10 |
网格首格 |
买入 |
21.7217 |
84800.0 |
¥1.84M |
|
| 2016-08-12 |
网格加仓 |
买入 |
20.8208 |
1200.0 |
¥2.5万 |
加仓 |
| 2016-08-15 |
网格止盈 |
卖出 |
23.42655 |
86000.0 |
¥2.01M |
止盈触发 |
| 2016-08-18 |
网格首格 |
买入 |
25.3253 |
77700.0 |
¥1.97M |
|
| 2016-08-25 |
网格加仓 |
买入 |
23.5235 |
1900.0 |
¥4.5万 |
加仓 |
| 2016-08-26 |
网格加仓 |
买入 |
23.59 |
100.0 |
¥2,360 |
加仓 |
| 2016-09-23 |
网格止盈 |
卖出 |
26.293680000000002 |
79700.0 |
¥2.09M |
止盈触发 |
| 2016-09-26 |
网格首格 |
买入 |
25.21519 |
81900.0 |
¥2.07M |
|
| 2016-09-30 |
网格止盈 |
卖出 |
25.874100000000002 |
81900.0 |
¥2.12M |
止盈触发 |
| 2016-10-10 |
网格首格 |
买入 |
25.025 |
81800.0 |
¥2.05M |
|
| 2016-10-11 |
网格止盈 |
卖出 |
25.724249999999998 |
81800.0 |
¥2.10M |
止盈触发 |
| 2016-10-12 |
网格首格 |
买入 |
26.025999999999996 |
83700.0 |
¥2.18M |
|
| 2016-10-17 |
网格止盈 |
卖出 |
26.4735 |
83700.0 |
¥2.22M |
止盈触发 |
| 2016-10-18 |
网格首格 |
买入 |
25.9259 |
85800.0 |
¥2.23M |
|
| 2016-10-26 |
网格加仓 |
买入 |
25.025 |
600.0 |
¥1.5万 |
加仓 |
| 2016-11-16 |
网格止盈 |
卖出 |
26.61336 |
86400.0 |
¥2.30M |
止盈触发 |
| 2016-11-17 |
网格首格 |
买入 |
26.64662 |
85800.0 |
¥2.29M |
|
| 2016-11-21 |
网格止盈 |
卖出 |
27.242729999999998 |
85800.0 |
¥2.34M |
止盈触发 |
| 2016-11-22 |
网格首格 |
买入 |
27.067039999999995 |
85400.0 |
¥2.31M |
|
| 2016-11-30 |
网格加仓 |
买入 |
27.37735 |
1300.0 |
¥3.6万 |
加仓 |
| 2017-09-18 |
网格止盈 |
卖出 |
28.980990000000002 |
86700.0 |
¥2.51M |
止盈触发 |
| 2017-09-20 |
网格首格 |
买入 |
28.5285 |
87000.0 |
¥2.48M |
|
| 2017-09-26 |
网格加仓 |
买入 |
26.14612 |
1100.0 |
¥2.9万 |
加仓 |
| 2017-11-03 |
网格止盈 |
卖出 |
29.200770000000002 |
88100.0 |
¥2.57M |
止盈触发 |
| 2017-11-06 |
网格首格 |
买入 |
28.228199999999998 |
90900.0 |
¥2.57M |
|
| 2017-11-14 |
网格加仓 |
买入 |
27.077049999999996 |
200.0 |
¥5,417 |
加仓 |
| 2017-11-22 |
网格止盈 |
卖出 |
31.868099999999995 |
91100.0 |
¥2.90M |
止盈触发 |
| 2017-11-24 |
网格首格 |
买入 |
31.211179999999995 |
92400.0 |
¥2.88M |
|
| 2017-11-30 |
网格止盈 |
卖出 |
33.066900000000004 |
92400.0 |
¥3.05M |
止盈触发 |
| 2017-12-01 |
网格首格 |
买入 |
30.530499999999996 |
98100.0 |
¥3.00M |
|
| 2017-12-13 |
网格加仓 |
买入 |
29.599569999999996 |
2500.0 |
¥7.4万 |
加仓 |
| 2017-12-19 |
网格加仓 |
买入 |
28.68866 |
100.0 |
¥2,870 |
加仓 |
| 2018-01-03 |
网格止盈 |
卖出 |
32.4675 |
100700.0 |
¥3.27M |
止盈触发 |
| 2018-01-10 |
网格首格 |
买入 |
35.6356 |
90800.0 |
¥3.24M |
|
| 2018-01-16 |
网格止盈 |
卖出 |
36.4635 |
90800.0 |
¥3.31M |
止盈触发 |
| 2018-01-22 |
网格首格 |
买入 |
39.038999999999994 |
84400.0 |
¥3.30M |
|
| 2018-01-24 |
网格止盈 |
卖出 |
40.6593 |
84400.0 |
¥3.43M |
止盈触发 |
| 2018-01-26 |
网格首格 |
买入 |
40.03999999999999 |
86100.0 |
¥3.45M |
|
| 2018-01-30 |
网格加仓 |
买入 |
38.0 |
700.0 |
¥2.7万 |
加仓 |
| 2022-11-01 |
网格加仓 |
买入 |
13.513499999999999 |
100.0 |
¥1,352 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
3.06 |
86900 |
¥26.6万 |
回测结束强平 |