000333 美的集团 — 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: ¥3.80M
策略: 网格交易
K线 & 交易信号(策略收益 +279.71%)
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 31 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 |
2015-02-11 |
29.047721702999997 |
30.7692 |
¥5.9万 |
+5.89% |
网格止盈 |
| 2 |
2015-02-16 |
2015-02-25 |
30.479581131999996 |
31.868099999999995 |
¥4.8万 |
+4.52% |
网格止盈 |
| 3 |
2015-03-04 |
2015-03-17 |
30.335823017499994 |
31.71825 |
¥5.0万 |
+4.53% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-02 |
33.032896897 |
34.53543 |
¥5.2万 |
+4.52% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-13 |
32.462155726 |
33.6663 |
¥4.4万 |
+3.68% |
网格止盈 |
| 6 |
2015-04-14 |
2015-04-20 |
33.02037403836675 |
35.664300000000004 |
¥10.0万 |
+7.97% |
网格止盈 |
| 7 |
2015-04-23 |
2015-05-26 |
37.098176114999994 |
38.56 |
¥5.3万 |
+3.91% |
网格止盈 |
| 8 |
2015-05-28 |
2017-06-21 |
39.67366757025989 |
41.13882 |
¥5.1万 |
+3.66% |
网格止盈 |
| 9 |
2017-06-28 |
2017-10-10 |
43.621340735735735 |
46.42353 |
¥9.3万 |
+6.39% |
网格止盈 |
| 10 |
2017-10-23 |
2017-10-26 |
47.551751247 |
50.469480000000004 |
¥9.4万 |
+6.10% |
网格止盈 |
| 11 |
2017-11-02 |
2017-11-07 |
50.565665149999994 |
52.6473 |
¥6.7万 |
+4.09% |
网格止盈 |
| 12 |
2017-11-09 |
2017-11-13 |
51.63705647099999 |
53.69625 |
¥6.8万 |
+3.96% |
网格止盈 |
| 13 |
2017-11-15 |
2017-11-20 |
51.967485569999994 |
53.4465 |
¥4.9万 |
+2.82% |
网格止盈 |
| 14 |
2017-11-24 |
2017-12-19 |
53.354667096725144 |
54.925019999999996 |
¥5.3万 |
+2.91% |
网格止盈 |
| 15 |
2017-12-20 |
2017-12-26 |
55.462023617 |
57.75219 |
¥7.7万 |
+4.10% |
网格止盈 |
| 16 |
2017-12-27 |
2018-01-10 |
56.40324589899999 |
59.53041 |
¥10.8万 |
+5.51% |
网格止盈 |
| 17 |
2018-01-19 |
2018-01-23 |
59.026652685 |
61.31862 |
¥7.9万 |
+3.85% |
网格止盈 |
| 18 |
2018-01-30 |
2018-03-16 |
59.45587674693333 |
61.0389 |
¥5.6万 |
+2.63% |
网格止盈 |
| 19 |
2018-03-19 |
2020-07-02 |
59.754037492605974 |
61.74819 |
¥7.3万 |
+3.31% |
网格止盈 |
| 20 |
2020-07-08 |
2020-07-21 |
64.36993714426062 |
66.933 |
¥9.0万 |
+3.95% |
网格止盈 |
| 21 |
2020-07-28 |
2020-07-30 |
67.26735415399999 |
71.52839999999999 |
¥14.8万 |
+6.30% |
网格止盈 |
| 22 |
2020-08-04 |
2020-10-14 |
72.07471774088792 |
75.02489999999999 |
¥10.2万 |
+4.06% |
网格止盈 |
| 23 |
2020-10-26 |
2020-10-30 |
75.077496494 |
81.96795 |
¥23.8万 |
+9.15% |
网格止盈 |
| 24 |
2020-11-10 |
2020-11-20 |
89.746916 |
94.03586999999999 |
¥13.3万 |
+4.75% |
网格止盈 |
| 25 |
2020-11-23 |
2020-11-24 |
90.61767714999999 |
93.32658 |
¥8.7万 |
+2.96% |
网格止盈 |
| 26 |
2020-11-25 |
2020-12-28 |
90.7584220531154 |
93.41 |
¥8.9万 |
+2.89% |
网格止盈 |
| 27 |
2021-01-12 |
2021-01-13 |
100.440433093 |
104.895 |
¥13.8万 |
+4.40% |
网格止盈 |
| 28 |
2021-01-15 |
2021-02-18 |
99.13135358934034 |
107.01288000000001 |
¥26.1万 |
+7.92% |
网格止盈 |
| 29 |
2021-02-19 |
2021-02-22 |
95.13354150299999 |
97.18272 |
¥7.3万 |
+2.12% |
网格止盈 |
| 30 |
2021-02-23 |
2021-02-25 |
89.16579171499998 |
94.80510000000001 |
¥22.4万 |
+6.29% |
网格止盈 |
| 31 |
2021-02-26 |
2026-11-13 |
91.92641726764914 |
90.55 |
¥-5.9万 |
-1.53% |
强平 |
逐笔成交记录(共 74 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 |
29.039009999999998 |
34300.0 |
¥99.6万 |
|
| 2015-02-11 |
网格止盈 |
卖出 |
30.7692 |
34300.0 |
¥1.06M |
止盈触发 |
| 2015-02-16 |
网格首格 |
买入 |
30.470439999999996 |
34700.0 |
¥1.06M |
|
| 2015-02-25 |
网格止盈 |
卖出 |
31.868099999999995 |
34700.0 |
¥1.11M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
30.330299999999998 |
36300.0 |
¥1.10M |
|
| 2015-03-09 |
网格加仓 |
买入 |
29.028999999999996 |
100.0 |
¥2,904 |
加仓 |
| 2015-03-17 |
网格止盈 |
卖出 |
31.71825 |
36400.0 |
¥1.15M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
33.02299 |
34900.0 |
¥1.15M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
34.53543 |
34900.0 |
¥1.20M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
32.45242 |
36600.0 |
¥1.19M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
33.6663 |
36600.0 |
¥1.23M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
33.01297999999999 |
37800.0 |
¥1.25M |
|
| 2015-04-16 |
网格加仓 |
买入 |
32.06203 |
100.0 |
¥3,207 |
加仓 |
| 2015-04-20 |
网格止盈 |
卖出 |
35.664300000000004 |
37900.0 |
¥1.35M |
止盈触发 |
| 2015-04-23 |
网格首格 |
买入 |
37.08704999999999 |
36400.0 |
¥1.35M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
38.56 |
36400.0 |
¥1.40M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
39.66963 |
35300.0 |
¥1.40M |
|
| 2015-05-29 |
网格加仓 |
买入 |
36.886849999999995 |
100.0 |
¥3,690 |
加仓 |
| 2017-06-21 |
网格止盈 |
卖出 |
41.13882 |
35400.0 |
¥1.46M |
止盈触发 |
| 2017-06-28 |
网格首格 |
买入 |
43.63 |
32900.0 |
¥1.44M |
|
| 2017-07-04 |
网格加仓 |
买入 |
41.82 |
400.0 |
¥1.7万 |
加仓 |
| 2017-10-10 |
网格止盈 |
卖出 |
46.42353 |
33300.0 |
¥1.55M |
止盈触发 |
| 2017-10-23 |
网格首格 |
买入 |
47.53749 |
32400.0 |
¥1.54M |
|
| 2017-10-26 |
网格止盈 |
卖出 |
50.469480000000004 |
32400.0 |
¥1.63M |
止盈触发 |
| 2017-11-02 |
网格首格 |
买入 |
50.55049999999999 |
32300.0 |
¥1.63M |
|
| 2017-11-07 |
网格止盈 |
卖出 |
52.6473 |
32300.0 |
¥1.70M |
止盈触发 |
| 2017-11-09 |
网格首格 |
买入 |
51.62156999999999 |
33100.0 |
¥1.71M |
|
| 2017-11-13 |
网格止盈 |
卖出 |
53.69625 |
33100.0 |
¥1.78M |
止盈触发 |
| 2017-11-15 |
网格首格 |
买入 |
51.951899999999995 |
33800.0 |
¥1.76M |
|
| 2017-11-20 |
网格止盈 |
卖出 |
53.4465 |
33800.0 |
¥1.81M |
止盈触发 |
| 2017-11-24 |
网格首格 |
买入 |
53.35329999999999 |
34000.0 |
¥1.81M |
|
| 2017-11-30 |
网格加仓 |
买入 |
50.85079999999999 |
200.0 |
¥1.0万 |
加仓 |
| 2017-12-19 |
网格止盈 |
卖出 |
54.925019999999996 |
34200.0 |
¥1.88M |
止盈触发 |
| 2017-12-20 |
网格首格 |
买入 |
55.445389999999996 |
33800.0 |
¥1.87M |
|
| 2017-12-26 |
网格止盈 |
卖出 |
57.75219 |
33800.0 |
¥1.95M |
止盈触发 |
| 2017-12-27 |
网格首格 |
买入 |
56.386329999999994 |
34600.0 |
¥1.95M |
|
| 2018-01-10 |
网格止盈 |
卖出 |
59.53041 |
34600.0 |
¥2.06M |
止盈触发 |
| 2018-01-19 |
网格首格 |
买入 |
59.00895 |
34900.0 |
¥2.06M |
|
| 2018-01-23 |
网格止盈 |
卖出 |
61.31862 |
34900.0 |
¥2.14M |
止盈触发 |
| 2018-01-30 |
网格首格 |
买入 |
59.47942 |
35600.0 |
¥2.12M |
|
| 2018-02-06 |
网格加仓 |
买入 |
55.7557 |
400.0 |
¥2.2万 |
加仓 |
| 2018-03-16 |
网格止盈 |
卖出 |
61.0389 |
36000.0 |
¥2.20M |
止盈触发 |
| 2018-03-19 |
网格首格 |
买入 |
59.749689999999994 |
36700.0 |
¥2.19M |
|
| 2018-03-23 |
网格加仓 |
买入 |
54.7547 |
100.0 |
¥5,477 |
加仓 |
| 2020-07-02 |
网格止盈 |
卖出 |
61.74819 |
36800.0 |
¥2.27M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
64.36429999999999 |
35100.0 |
¥2.26M |
|
| 2020-07-15 |
网格加仓 |
买入 |
61.95188999999999 |
200.0 |
¥1.2万 |
加仓 |
| 2020-07-21 |
网格止盈 |
卖出 |
66.933 |
35300.0 |
¥2.36M |
止盈触发 |
| 2020-07-28 |
网格首格 |
买入 |
67.24718 |
35000.0 |
¥2.35M |
|
| 2020-07-30 |
网格止盈 |
卖出 |
71.52839999999999 |
35000.0 |
¥2.50M |
止盈触发 |
| 2020-08-04 |
网格首格 |
买入 |
72.07199999999999 |
34500.0 |
¥2.49M |
|
| 2020-08-13 |
网格加仓 |
买入 |
69.87980999999999 |
300.0 |
¥2.1万 |
加仓 |
| 2020-10-14 |
网格止盈 |
卖出 |
75.02489999999999 |
34800.0 |
¥2.61M |
止盈触发 |
| 2020-10-26 |
网格首格 |
买入 |
75.05498 |
34600.0 |
¥2.60M |
|
| 2020-10-30 |
网格止盈 |
卖出 |
81.96795 |
34600.0 |
¥2.84M |
止盈触发 |
| 2020-11-10 |
网格首格 |
买入 |
89.72 |
31300.0 |
¥2.81M |
|
| 2020-11-20 |
网格止盈 |
卖出 |
94.03586999999999 |
31300.0 |
¥2.94M |
止盈触发 |
| 2020-11-23 |
网格首格 |
买入 |
90.59049999999999 |
32400.0 |
¥2.94M |
|
| 2020-11-24 |
网格止盈 |
卖出 |
93.32658 |
32400.0 |
¥3.02M |
止盈触发 |
| 2020-11-25 |
网格首格 |
买入 |
90.74065 |
33700.0 |
¥3.06M |
|
| 2020-11-27 |
网格加仓 |
买入 |
87.54745999999999 |
100.0 |
¥8,757 |
加仓 |
| 2020-12-28 |
网格止盈 |
卖出 |
93.41 |
33800.0 |
¥3.16M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
100.41031 |
31100.0 |
¥3.12M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
104.895 |
31100.0 |
¥3.26M |
止盈触发 |
| 2021-01-15 |
网格首格 |
买入 |
99.12902999999999 |
32900.0 |
¥3.26M |
|
| 2021-01-20 |
网格加仓 |
买入 |
96.09599999999999 |
300.0 |
¥2.9万 |
加仓 |
| 2021-02-18 |
网格止盈 |
卖出 |
107.01288000000001 |
33200.0 |
¥3.55M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
95.10501 |
36000.0 |
¥3.42M |
|
| 2021-02-22 |
网格止盈 |
卖出 |
97.18272 |
36000.0 |
¥3.50M |
止盈触发 |
| 2021-02-23 |
网格首格 |
买入 |
89.13904999999998 |
40000.0 |
¥3.57M |
|
| 2021-02-25 |
网格止盈 |
卖出 |
94.80510000000001 |
40000.0 |
¥3.79M |
止盈触发 |
| 2021-02-26 |
网格首格 |
买入 |
92.09199999999998 |
40800.0 |
¥3.76M |
|
| 2021-03-09 |
网格加仓 |
买入 |
84.73465 |
1100.0 |
¥9.3万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
90.55 |
41900 |
¥3.79M |
回测结束强平 |