000063 中兴通讯 — 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: ¥2.03M
策略: 网格交易
K线 & 交易信号（策略收益 +102.95%）
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 25 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 |
2015-02-17 |
19.174900744999995 |
20.789189999999998 |
¥8.4万 |
+8.39% |
网格止盈 |
| 2 |
2015-02-25 |
2015-03-19 |
20.28518444182397 |
21.1788 |
¥4.7万 |
+4.37% |
网格止盈 |
| 3 |
2015-03-27 |
2015-04-02 |
21.998567590999997 |
22.767210000000002 |
¥3.9万 |
+3.46% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-17 |
23.790895127999995 |
25.4745 |
¥8.2万 |
+7.04% |
网格止盈 |
| 5 |
2015-04-28 |
2015-04-30 |
29.165286962 |
31.938029999999998 |
¥11.9万 |
+9.47% |
网格止盈 |
| 6 |
2015-05-05 |
2015-05-14 |
30.658039731823266 |
33.5664 |
¥13.0万 |
+9.45% |
网格止盈 |
| 7 |
2015-05-15 |
2015-05-22 |
31.874678578265957 |
33.4665 |
¥7.4万 |
+4.96% |
网格止盈 |
| 8 |
2015-05-25 |
2015-05-26 |
32.642389779999995 |
34.35561 |
¥8.1万 |
+5.22% |
网格止盈 |
| 9 |
2015-06-01 |
2015-06-02 |
30.960205276 |
31.908060000000003 |
¥5.0万 |
+3.03% |
网格止盈 |
| 10 |
2015-06-03 |
2017-11-07 |
32.556954405166024 |
34.055910000000004 |
¥7.8万 |
+4.57% |
网格止盈 |
| 11 |
2017-11-09 |
2017-11-10 |
32.79258482499999 |
34.6653 |
¥10.1万 |
+5.68% |
网格止盈 |
| 12 |
2017-11-13 |
2017-11-14 |
35.24577056 |
36.54342 |
¥6.8万 |
+3.65% |
网格止盈 |
| 13 |
2017-11-16 |
2017-11-17 |
35.86657674599999 |
37.512449999999994 |
¥8.8万 |
+4.56% |
网格止盈 |
| 14 |
2017-11-20 |
2017-11-21 |
36.026784793999994 |
38.961 |
¥16.5万 |
+8.11% |
网格止盈 |
| 15 |
2017-11-24 |
2020-01-21 |
38.61978431694921 |
39.4605 |
¥4.7万 |
+2.15% |
网格止盈 |
| 16 |
2020-01-22 |
2020-01-23 |
38.429905514 |
39.910050000000005 |
¥8.5万 |
+3.82% |
网格止盈 |
| 17 |
2020-02-03 |
2020-02-05 |
35.295835575 |
38.661300000000004 |
¥20.0万 |
+9.50% |
网格止盈 |
| 18 |
2020-02-06 |
2020-02-07 |
37.949281369999994 |
38.841120000000004 |
¥5.8万 |
+2.32% |
网格止盈 |
| 19 |
2020-02-10 |
2020-02-11 |
38.60012656499999 |
40.24971 |
¥10.9万 |
+4.24% |
网格止盈 |
| 20 |
2020-02-14 |
2020-02-18 |
39.601426865 |
42.80715 |
¥21.7万 |
+8.06% |
网格止盈 |
| 21 |
2020-02-28 |
2020-03-02 |
48.46293451999999 |
51.948 |
¥19.6万 |
+7.16% |
网格止盈 |
| 22 |
2020-03-04 |
2020-03-11 |
52.04758959399999 |
54.1458 |
¥12.2万 |
+4.00% |
网格止盈 |
| 23 |
2020-03-12 |
2025-10-14 |
51.02096303698424 |
54.05589 |
¥19.2万 |
+5.92% |
网格止盈 |
| 24 |
2025-10-16 |
2025-10-17 |
50.47554812299998 |
53.346599999999995 |
¥19.4万 |
+5.66% |
网格止盈 |
| 25 |
2025-10-22 |
2026-11-13 |
50.13971142710373 |
28.06 |
¥-1.60M |
-44.05% |
强平 |
逐笔成交记录（共 59 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 |
19.169149999999995 |
52100.0 |
¥99.9万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
20.789189999999998 |
52100.0 |
¥1.08M |
止盈触发 |
| 2015-02-25 |
网格首格 |
买入 |
20.28 |
53300.0 |
¥1.08M |
|
| 2015-02-26 |
网格加仓 |
买入 |
19.79978 |
100.0 |
¥1,981 |
加仓 |
| 2015-03-19 |
网格止盈 |
卖出 |
21.1788 |
53400.0 |
¥1.13M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
21.991969999999995 |
51400.0 |
¥1.13M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
22.767210000000002 |
51400.0 |
¥1.17M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
23.783759999999994 |
49000.0 |
¥1.17M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
25.4745 |
49000.0 |
¥1.25M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
29.159129999999998 |
42800.0 |
¥1.25M |
|
| 2015-04-29 |
网格加仓 |
买入 |
28.048019999999998 |
100.0 |
¥2,806 |
加仓 |
| 2015-04-30 |
网格止盈 |
卖出 |
31.938029999999998 |
42900.0 |
¥1.37M |
止盈触发 |
| 2015-05-05 |
网格首格 |
买入 |
30.67 |
44200.0 |
¥1.36M |
|
| 2015-05-06 |
网格加仓 |
买入 |
28.778749999999995 |
500.0 |
¥1.4万 |
加仓 |
| 2015-05-14 |
网格止盈 |
卖出 |
33.5664 |
44700.0 |
¥1.50M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
31.88 |
46300.0 |
¥1.48M |
|
| 2015-05-18 |
网格加仓 |
买入 |
30.880849999999995 |
700.0 |
¥2.2万 |
加仓 |
| 2015-05-22 |
网格止盈 |
卖出 |
33.4665 |
47000.0 |
¥1.57M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
32.6326 |
47600.0 |
¥1.55M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
34.35561 |
47600.0 |
¥1.63M |
止盈触发 |
| 2015-06-01 |
网格首格 |
买入 |
30.95092 |
53400.0 |
¥1.65M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
31.908060000000003 |
53400.0 |
¥1.70M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
32.562529999999995 |
52300.0 |
¥1.70M |
|
| 2015-06-29 |
网格加仓 |
买入 |
24.5245 |
100.0 |
¥2,453 |
加仓 |
| 2017-11-07 |
网格止盈 |
卖出 |
34.055910000000004 |
52400.0 |
¥1.78M |
止盈触发 |
| 2017-11-09 |
网格首格 |
买入 |
32.78274999999999 |
54100.0 |
¥1.77M |
|
| 2017-11-10 |
网格止盈 |
卖出 |
34.6653 |
54100.0 |
¥1.87M |
止盈触发 |
| 2017-11-13 |
网格首格 |
买入 |
35.2352 |
53200.0 |
¥1.88M |
|
| 2017-11-14 |
网格止盈 |
卖出 |
36.54342 |
53200.0 |
¥1.94M |
止盈触发 |
| 2017-11-16 |
网格首格 |
买入 |
35.855819999999994 |
54000.0 |
¥1.94M |
|
| 2017-11-17 |
网格止盈 |
卖出 |
37.512449999999994 |
54000.0 |
¥2.03M |
止盈触发 |
| 2017-11-20 |
网格首格 |
买入 |
36.01597999999999 |
56400.0 |
¥2.03M |
|
| 2017-11-21 |
网格止盈 |
卖出 |
38.961 |
56400.0 |
¥2.20M |
止盈触发 |
| 2017-11-24 |
网格首格 |
买入 |
38.64861 |
56600.0 |
¥2.19M |
|
| 2017-11-28 |
网格加仓 |
买入 |
34.034 |
500.0 |
¥1.7万 |
加仓 |
| 2020-01-21 |
网格止盈 |
卖出 |
39.4605 |
57100.0 |
¥2.25M |
止盈触发 |
| 2020-01-22 |
网格首格 |
买入 |
38.41838 |
58100.0 |
¥2.23M |
|
| 2020-01-23 |
网格止盈 |
卖出 |
39.910050000000005 |
58100.0 |
¥2.32M |
止盈触发 |
| 2020-02-03 |
网格首格 |
买入 |
35.28525 |
59500.0 |
¥2.10M |
|
| 2020-02-05 |
网格止盈 |
卖出 |
38.661300000000004 |
59500.0 |
¥2.30M |
止盈触发 |
| 2020-02-06 |
网格首格 |
买入 |
37.93789999999999 |
66200.0 |
¥2.51M |
|
| 2020-02-07 |
网格止盈 |
卖出 |
38.841120000000004 |
66200.0 |
¥2.57M |
止盈触发 |
| 2020-02-10 |
网格首格 |
买入 |
38.58854999999999 |
66400.0 |
¥2.56M |
|
| 2020-02-11 |
网格止盈 |
卖出 |
40.24971 |
66400.0 |
¥2.67M |
止盈触发 |
| 2020-02-14 |
网格首格 |
买入 |
39.589549999999996 |
67900.0 |
¥2.69M |
|
| 2020-02-18 |
网格止盈 |
卖出 |
42.80715 |
67900.0 |
¥2.91M |
止盈触发 |
| 2020-02-28 |
网格首格 |
买入 |
48.44839999999999 |
56500.0 |
¥2.74M |
|
| 2020-03-02 |
网格止盈 |
卖出 |
51.948 |
56500.0 |
¥2.93M |
止盈触发 |
| 2020-03-04 |
网格首格 |
买入 |
52.03197999999999 |
58700.0 |
¥3.06M |
|
| 2020-03-11 |
网格止盈 |
卖出 |
54.1458 |
58700.0 |
¥3.18M |
止盈触发 |
| 2020-03-12 |
网格首格 |
买入 |
51.181129999999996 |
61500.0 |
¥3.15M |
|
| 2020-03-17 |
网格加仓 |
买入 |
45.61 |
2000.0 |
¥9.1万 |
加仓 |
| 2025-10-14 |
网格止盈 |
卖出 |
54.05589 |
63500.0 |
¥3.43M |
止盈触发 |
| 2025-10-16 |
网格首格 |
买入 |
50.46040999999999 |
67800.0 |
¥3.42M |
|
| 2025-10-17 |
网格止盈 |
卖出 |
53.346599999999995 |
67800.0 |
¥3.62M |
止盈触发 |
| 2025-10-22 |
网格首格 |
买入 |
50.24018999999999 |
70500.0 |
¥3.54M |
|
| 2025-10-30 |
网格加仓 |
买入 |
45.655609999999996 |
1700.0 |
¥7.8万 |
加仓 |
| 2025-10-31 |
网格加仓 |
买入 |
44.66 |
100.0 |
¥4,467 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
28.06 |
72300 |
¥2.03M |
回测结束强平 |