000301 东方盛虹 — 网格交易 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥2.38M
策略: 网格交易
K线 & 交易信号（策略收益 +137.75%）
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 30 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 |
2015-02-27 |
4.945908216135575 |
5.22477 |
¥5.6万 |
+5.61% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-05 |
5.066579517999998 |
5.2947 |
¥4.7万 |
+4.47% |
网格止盈 |
| 3 |
2015-03-09 |
2015-03-17 |
5.166709547999999 |
5.774220000000001 |
¥12.8万 |
+11.72% |
网格止盈 |
| 4 |
2015-03-23 |
2015-04-03 |
6.178022850999999 |
7.172820000000001 |
¥19.8万 |
+16.07% |
网格止盈 |
| 5 |
2015-04-07 |
2015-04-08 |
7.259427174999999 |
7.602390000000001 |
¥6.7万 |
+4.69% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-14 |
7.629908286 |
7.91208 |
¥5.4万 |
+3.67% |
网格止盈 |
| 7 |
2015-04-15 |
2015-05-22 |
7.713441352341463 |
8.30169 |
¥11.8万 |
+7.59% |
网格止盈 |
| 8 |
2015-05-29 |
2015-06-02 |
8.260727475 |
8.98101 |
¥14.3万 |
+8.69% |
网格止盈 |
| 9 |
2015-06-04 |
2015-06-08 |
9.312793000000001 |
9.98001 |
¥12.9万 |
+7.13% |
网格止盈 |
| 10 |
2015-06-10 |
2015-06-15 |
10.31339309 |
11.74824 |
¥26.7万 |
+13.88% |
网格止盈 |
| 11 |
2015-06-16 |
2021-01-12 |
12.003287082431449 |
13.1868 |
¥21.7万 |
+9.83% |
网格止盈 |
| 12 |
2021-01-14 |
2021-01-20 |
13.006890897 |
14.035950000000001 |
¥18.6万 |
+7.88% |
网格止盈 |
| 13 |
2021-01-26 |
2021-02-23 |
15.292232642087333 |
16.06392 |
¥13.1万 |
+5.01% |
网格止盈 |
| 14 |
2021-02-24 |
2021-05-14 |
15.209834952360907 |
16.293689999999998 |
¥19.4万 |
+7.09% |
网格止盈 |
| 15 |
2021-05-17 |
2021-05-18 |
16.531467952999996 |
18.04194 |
¥26.7万 |
+9.10% |
网格止盈 |
| 16 |
2021-05-20 |
2021-05-28 |
17.662075245384106 |
18.23175 |
¥10.2万 |
+3.19% |
网格止盈 |
| 17 |
2021-05-31 |
2021-06-25 |
17.14900405650415 |
19.7802 |
¥50.6万 |
+15.31% |
网格止盈 |
| 18 |
2021-07-02 |
2021-07-08 |
19.51361841388467 |
20.94903 |
¥27.9万 |
+7.32% |
网格止盈 |
| 19 |
2021-07-09 |
2021-07-12 |
20.746942215999997 |
23.976000000000003 |
¥62.2万 |
+15.53% |
网格止盈 |
| 20 |
2021-07-14 |
2021-07-16 |
24.161376238999996 |
25.5744 |
¥27.2万 |
+5.82% |
网格止盈 |
| 21 |
2021-07-20 |
2021-07-22 |
23.360335998999997 |
25.66431 |
¥47.9万 |
+9.83% |
网格止盈 |
| 22 |
2021-07-28 |
2021-08-02 |
25.272819571999996 |
26.753220000000002 |
¥31.4万 |
+5.83% |
网格止盈 |
| 23 |
2021-08-04 |
2021-08-13 |
24.52211232456542 |
25.174799999999994 |
¥15.2万 |
+2.63% |
网格止盈 |
| 24 |
2021-08-17 |
2021-08-18 |
25.523144646999995 |
26.65332 |
¥25.8万 |
+4.40% |
网格止盈 |
| 25 |
2021-08-19 |
2021-08-25 |
26.784305802153376 |
28.451520000000002 |
¥38.3万 |
+6.19% |
网格止盈 |
| 26 |
2021-08-27 |
2021-08-30 |
29.237968759999994 |
32.4675 |
¥72.2万 |
+11.01% |
网格止盈 |
| 27 |
2021-09-01 |
2021-09-03 |
31.898266710730734 |
33.95601 |
¥46.8万 |
+6.42% |
网格止盈 |
| 28 |
2021-09-07 |
2021-09-08 |
31.040309299999993 |
33.84612 |
¥68.0万 |
+9.01% |
网格止盈 |
| 29 |
2021-09-10 |
2021-09-13 |
34.64499038 |
37.35261 |
¥65.3万 |
+7.78% |
网格止盈 |
| 30 |
2021-09-15 |
2026-11-12 |
38.07848979832258 |
9.96 |
¥-6.71M |
-73.85% |
强平 |
逐笔成交记录（共 77 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 |
4.94494 |
201700.0 |
¥99.8万 |
|
| 2015-02-10 |
网格加仓 |
买入 |
4.684679999999999 |
400.0 |
¥1,874 |
加仓 |
| 2015-02-27 |
网格止盈 |
卖出 |
5.22477 |
202100.0 |
¥1.06M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
5.065059999999999 |
208400.0 |
¥1.06M |
|
| 2015-03-05 |
网格止盈 |
卖出 |
5.2947 |
208400.0 |
¥1.10M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
5.165159999999999 |
211000.0 |
¥1.09M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
5.774220000000001 |
211000.0 |
¥1.22M |
止盈触发 |
| 2015-03-23 |
网格首格 |
买入 |
6.176169999999998 |
199100.0 |
¥1.23M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
7.172820000000001 |
199100.0 |
¥1.43M |
止盈触发 |
| 2015-04-07 |
网格首格 |
买入 |
7.257249999999999 |
196400.0 |
¥1.43M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
7.602390000000001 |
196400.0 |
¥1.49M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
7.62762 |
193500.0 |
¥1.48M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
7.91208 |
193500.0 |
¥1.53M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
7.717709999999999 |
198700.0 |
¥1.53M |
|
| 2015-04-16 |
网格加仓 |
买入 |
7.107099999999999 |
2100.0 |
¥1.5万 |
加仓 |
| 2015-04-17 |
网格加仓 |
买入 |
7.317309999999999 |
100.0 |
¥732 |
加仓 |
| 2015-05-22 |
网格止盈 |
卖出 |
8.30169 |
200900.0 |
¥1.67M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
8.258249999999999 |
199500.0 |
¥1.65M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
8.98101 |
199500.0 |
¥1.79M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
9.31 |
193800.0 |
¥1.80M |
|
| 2015-06-08 |
网格止盈 |
卖出 |
9.98001 |
193800.0 |
¥1.93M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
10.3103 |
186500.0 |
¥1.92M |
|
| 2015-06-15 |
网格止盈 |
卖出 |
11.74824 |
186500.0 |
¥2.19M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
12.01 |
182100.0 |
¥2.19M |
|
| 2015-06-17 |
网格加仓 |
买入 |
11.271259999999998 |
1600.0 |
¥1.8万 |
加仓 |
| 2015-08-25 |
网格加仓 |
买入 |
4.87487 |
100.0 |
¥488 |
加仓 |
| 2021-01-12 |
网格止盈 |
卖出 |
13.1868 |
183800.0 |
¥2.42M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
13.002989999999999 |
181300.0 |
¥2.36M |
|
| 2021-01-20 |
网格止盈 |
卖出 |
14.035950000000001 |
181300.0 |
¥2.54M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
15.305289999999996 |
167200.0 |
¥2.56M |
|
| 2021-01-28 |
网格加仓 |
买入 |
14.424409999999998 |
3300.0 |
¥4.8万 |
加仓 |
| 2021-01-29 |
网格加仓 |
买入 |
14.27426 |
100.0 |
¥1,428 |
加仓 |
| 2021-02-23 |
网格止盈 |
卖出 |
16.06392 |
170600.0 |
¥2.74M |
止盈触发 |
| 2021-02-24 |
网格首格 |
买入 |
15.215199999999998 |
178200.0 |
¥2.71M |
|
| 2021-03-01 |
网格加仓 |
买入 |
14.274259999999998 |
1900.0 |
¥2.7万 |
加仓 |
| 2021-05-14 |
网格止盈 |
卖出 |
16.293689999999998 |
180100.0 |
¥2.93M |
止盈触发 |
| 2021-05-17 |
网格首格 |
买入 |
16.52651 |
177200.0 |
¥2.93M |
|
| 2021-05-18 |
网格止盈 |
卖出 |
18.04194 |
177200.0 |
¥3.20M |
止盈触发 |
| 2021-05-20 |
网格首格 |
买入 |
17.657639999999997 |
180600.0 |
¥3.19M |
|
| 2021-05-21 |
网格加仓 |
买入 |
17.39738 |
600.0 |
¥1.0万 |
加仓 |
| 2021-05-28 |
网格止盈 |
卖出 |
18.23175 |
181200.0 |
¥3.30M |
止盈触发 |
| 2021-05-31 |
网格首格 |
买入 |
17.167149999999996 |
188800.0 |
¥3.24M |
|
| 2021-06-17 |
网格加仓 |
买入 |
15.985969999999998 |
3700.0 |
¥5.9万 |
加仓 |
| 2021-06-18 |
网格加仓 |
买入 |
16.016 |
100.0 |
¥1,602 |
加仓 |
| 2021-06-25 |
网格止盈 |
卖出 |
19.7802 |
192600.0 |
¥3.81M |
止盈触发 |
| 2021-07-02 |
网格首格 |
买入 |
19.509489999999996 |
194700.0 |
¥3.80M |
|
| 2021-07-05 |
网格加仓 |
买入 |
18.668649999999996 |
400.0 |
¥7,470 |
加仓 |
| 2021-07-08 |
网格止盈 |
卖出 |
20.94903 |
195100.0 |
¥4.09M |
止盈触发 |
| 2021-07-09 |
网格首格 |
买入 |
20.740719999999996 |
193200.0 |
¥4.01M |
|
| 2021-07-12 |
网格止盈 |
卖出 |
23.976000000000003 |
193200.0 |
¥4.63M |
止盈触发 |
| 2021-07-14 |
网格首格 |
买入 |
24.154129999999995 |
193600.0 |
¥4.68M |
|
| 2021-07-16 |
网格止盈 |
卖出 |
25.5744 |
193600.0 |
¥4.95M |
止盈触发 |
| 2021-07-20 |
网格首格 |
买入 |
23.353329999999996 |
208800.0 |
¥4.88M |
|
| 2021-07-22 |
网格止盈 |
卖出 |
25.66431 |
208800.0 |
¥5.36M |
止盈触发 |
| 2021-07-28 |
网格首格 |
买入 |
25.265239999999995 |
213000.0 |
¥5.38M |
|
| 2021-08-02 |
网格止盈 |
卖出 |
26.753220000000002 |
213000.0 |
¥5.70M |
止盈触发 |
| 2021-08-04 |
网格首格 |
买入 |
24.57455 |
222500.0 |
¥5.47M |
|
| 2021-08-10 |
网格加仓 |
买入 |
23.483459999999997 |
12900.0 |
¥30.3万 |
加仓 |
| 2021-08-13 |
网格止盈 |
卖出 |
25.174799999999994 |
235400.0 |
¥5.92M |
止盈触发 |
| 2021-08-17 |
网格首格 |
买入 |
25.515489999999993 |
229900.0 |
¥5.87M |
|
| 2021-08-18 |
网格止盈 |
卖出 |
26.65332 |
229900.0 |
¥6.13M |
止盈触发 |
| 2021-08-19 |
网格首格 |
买入 |
26.786759999999994 |
229500.0 |
¥6.15M |
|
| 2021-08-20 |
网格加仓 |
买入 |
24.924899999999997 |
1300.0 |
¥3.2万 |
加仓 |
| 2021-08-25 |
网格止盈 |
卖出 |
28.451520000000002 |
230800.0 |
¥6.56M |
止盈触发 |
| 2021-08-27 |
网格首格 |
买入 |
29.229199999999995 |
224100.0 |
¥6.55M |
|
| 2021-08-30 |
网格止盈 |
卖出 |
32.4675 |
224100.0 |
¥7.27M |
止盈触发 |
| 2021-09-01 |
网格首格 |
买入 |
31.911879999999996 |
224300.0 |
¥7.16M |
|
| 2021-09-02 |
网格加仓 |
买入 |
30.620589999999996 |
4100.0 |
¥12.6万 |
加仓 |
| 2021-09-03 |
网格止盈 |
卖出 |
33.95601 |
228400.0 |
¥7.75M |
止盈触发 |
| 2021-09-07 |
网格首格 |
买入 |
31.030999999999995 |
243100.0 |
¥7.55M |
|
| 2021-09-08 |
网格止盈 |
卖出 |
33.84612 |
243100.0 |
¥8.23M |
止盈触发 |
| 2021-09-10 |
网格首格 |
买入 |
34.6346 |
242100.0 |
¥8.39M |
|
| 2021-09-13 |
网格止盈 |
卖出 |
37.35261 |
242100.0 |
¥9.04M |
止盈触发 |
| 2021-09-15 |
网格首格 |
买入 |
38.10807 |
235300.0 |
¥8.97M |
|
| 2021-09-17 |
网格加仓 |
买入 |
35.985949999999995 |
3300.0 |
¥11.9万 |
加仓 |
| 2023-10-24 |
网格加仓 |
买入 |
10.270259999999999 |
100.0 |
¥1,027 |
加仓 |
| 2026-11-12 |
强平 |
卖出 |
9.96 |
238700 |
¥2.38M |
回测结束强平 |