000538 云南白药 — 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: ¥1.18M
策略: 网格交易
K线 & 交易信号(策略收益 +18.17%)
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 |
2015-03-24 |
63.549059 |
66.03389999999999 |
¥3.9万 |
+3.88% |
网格止盈 |
| 2 |
2015-03-27 |
2015-04-08 |
66.336144875 |
70.27964999999999 |
¥6.1万 |
+5.91% |
网格止盈 |
| 3 |
2015-04-10 |
2015-04-14 |
67.928212352 |
69.95997 |
¥3.2万 |
+2.96% |
网格止盈 |
| 4 |
2015-04-16 |
2015-04-17 |
69.39011079 |
72.02789999999999 |
¥4.2万 |
+3.77% |
网格止盈 |
| 5 |
2015-04-21 |
2015-04-22 |
70.05096898799998 |
72.58734 |
¥4.2万 |
+3.59% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-26 |
69.86613125445979 |
73.0269 |
¥5.5万 |
+4.49% |
网格止盈 |
| 7 |
2015-05-29 |
2015-06-01 |
71.44277640499999 |
75.46446 |
¥7.1万 |
+5.60% |
网格止盈 |
| 8 |
2015-06-05 |
2015-06-16 |
75.27775655399999 |
83.916 |
¥15.2万 |
+11.44% |
网格止盈 |
| 9 |
2015-06-19 |
2015-06-24 |
81.355649375 |
88.79111999999999 |
¥13.4万 |
+9.11% |
网格止盈 |
| 10 |
2015-06-26 |
2017-03-23 |
85.07907104031413 |
88.10181 |
¥5.7万 |
+3.52% |
网格止盈 |
| 11 |
2017-03-28 |
2017-04-21 |
85.31078555999999 |
91.2087 |
¥11.6万 |
+6.88% |
网格止盈 |
| 12 |
2017-04-27 |
2017-05-17 |
86.09817170499998 |
88.71119999999999 |
¥5.4万 |
+3.00% |
网格止盈 |
| 13 |
2017-05-18 |
2017-05-23 |
86.89284003399999 |
90.13 |
¥6.8万 |
+3.69% |
网格止盈 |
| 14 |
2017-05-26 |
2017-06-09 |
89.21585672999998 |
95.09481 |
¥12.6万 |
+6.56% |
网格止盈 |
| 15 |
2017-06-15 |
2017-10-19 |
93.96413298749539 |
97.41249 |
¥7.5万 |
+3.64% |
网格止盈 |
| 16 |
2017-10-27 |
2017-10-31 |
100.82092720699998 |
104.67521999999998 |
¥8.0万 |
+3.79% |
网格止盈 |
| 17 |
2017-11-01 |
2018-05-08 |
104.97632345199997 |
109.89 |
¥10.2万 |
+4.65% |
网格止盈 |
| 18 |
2018-05-10 |
2018-05-17 |
107.429509187 |
110.9889 |
¥7.5万 |
+3.28% |
网格止盈 |
| 19 |
2018-05-30 |
2018-06-01 |
108.1404324 |
112.98689999999998 |
¥10.3万 |
+4.45% |
网格止盈 |
| 20 |
2018-06-04 |
2020-08-04 |
110.22513962459999 |
115.884 |
¥12.7万 |
+5.10% |
网格止盈 |
| 21 |
2020-08-06 |
2020-09-02 |
113.94797413999997 |
119.0808 |
¥11.7万 |
+4.47% |
网格止盈 |
| 22 |
2020-09-04 |
2021-01-05 |
115.48552166422456 |
126.58 |
¥26.1万 |
+9.57% |
网格止盈 |
| 23 |
2021-01-07 |
2021-01-08 |
136.73756896799998 |
143.70615 |
¥15.1万 |
+5.06% |
网格止盈 |
| 24 |
2021-01-11 |
2021-02-09 |
140.08682906968747 |
149.6502 |
¥21.3万 |
+6.79% |
网格止盈 |
| 25 |
2021-02-19 |
2026-11-13 |
156.6468813722897 |
55.22 |
¥-2.17M |
-64.76% |
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 |
63.53 |
15700.0 |
¥99.8万 |
|
| 2015-03-24 |
网格止盈 |
卖出 |
66.03389999999999 |
15700.0 |
¥1.04M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
66.31625 |
15600.0 |
¥1.03M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
70.27964999999999 |
15600.0 |
¥1.10M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
67.90784 |
16100.0 |
¥1.09M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
69.95997 |
16100.0 |
¥1.13M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
69.3693 |
16200.0 |
¥1.12M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
72.02789999999999 |
16200.0 |
¥1.17M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
70.02995999999999 |
16700.0 |
¥1.17M |
|
| 2015-04-22 |
网格止盈 |
卖出 |
72.58734 |
16700.0 |
¥1.21M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
69.85979 |
17300.0 |
¥1.21M |
|
| 2015-05-08 |
网格加仓 |
买入 |
67.31724999999999 |
100.0 |
¥6,734 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
73.0269 |
17400.0 |
¥1.27M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
71.42134999999999 |
17700.0 |
¥1.26M |
|
| 2015-06-01 |
网格止盈 |
卖出 |
75.46446 |
17700.0 |
¥1.34M |
止盈触发 |
| 2015-06-05 |
网格首格 |
买入 |
75.25518 |
17600.0 |
¥1.32M |
|
| 2015-06-16 |
网格止盈 |
卖出 |
83.916 |
17600.0 |
¥1.48M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
81.33125 |
18100.0 |
¥1.47M |
|
| 2015-06-24 |
网格止盈 |
卖出 |
88.79111999999999 |
18100.0 |
¥1.61M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
85.085 |
18700.0 |
¥1.59M |
|
| 2015-06-29 |
网格加仓 |
买入 |
83.58349999999999 |
400.0 |
¥3.3万 |
加仓 |
| 2017-03-23 |
网格止盈 |
卖出 |
88.10181 |
19100.0 |
¥1.68M |
止盈触发 |
| 2017-03-28 |
网格首格 |
买入 |
85.28519999999999 |
19700.0 |
¥1.68M |
|
| 2017-04-21 |
网格止盈 |
卖出 |
91.2087 |
19700.0 |
¥1.80M |
止盈触发 |
| 2017-04-27 |
网格首格 |
买入 |
86.08599999999998 |
20800.0 |
¥1.79M |
|
| 2017-05-08 |
网格加仓 |
买入 |
83.23314999999998 |
100.0 |
¥8,326 |
加仓 |
| 2017-05-17 |
网格止盈 |
卖出 |
88.71119999999999 |
20900.0 |
¥1.85M |
止盈触发 |
| 2017-05-18 |
网格首格 |
买入 |
86.86677999999999 |
21200.0 |
¥1.84M |
|
| 2017-05-23 |
网格止盈 |
卖出 |
90.13 |
21200.0 |
¥1.91M |
止盈触发 |
| 2017-05-26 |
网格首格 |
买入 |
89.18909999999998 |
21500.0 |
¥1.92M |
|
| 2017-06-09 |
网格止盈 |
卖出 |
95.09481 |
21500.0 |
¥2.04M |
止盈触发 |
| 2017-06-15 |
网格首格 |
买入 |
93.97387999999998 |
21700.0 |
¥2.04M |
|
| 2017-08-04 |
网格加仓 |
买入 |
85.70562 |
100.0 |
¥8,573 |
加仓 |
| 2017-10-19 |
网格止盈 |
卖出 |
97.41249 |
21800.0 |
¥2.12M |
止盈触发 |
| 2017-10-27 |
网格首格 |
买入 |
100.79068999999998 |
20900.0 |
¥2.11M |
|
| 2017-10-31 |
网格止盈 |
卖出 |
104.67521999999998 |
20900.0 |
¥2.19M |
止盈触发 |
| 2017-11-01 |
网格首格 |
买入 |
104.94483999999997 |
20900.0 |
¥2.19M |
|
| 2018-05-08 |
网格止盈 |
卖出 |
109.89 |
20900.0 |
¥2.30M |
止盈触发 |
| 2018-05-10 |
网格首格 |
买入 |
107.39729 |
21400.0 |
¥2.30M |
|
| 2018-05-17 |
网格止盈 |
卖出 |
110.9889 |
21400.0 |
¥2.37M |
止盈触发 |
| 2018-05-30 |
网格首格 |
买入 |
108.108 |
21500.0 |
¥2.33M |
|
| 2018-06-01 |
网格止盈 |
卖出 |
112.98689999999998 |
21500.0 |
¥2.43M |
止盈触发 |
| 2018-06-04 |
网格首格 |
买入 |
110.21009999999998 |
22400.0 |
¥2.47M |
|
| 2018-06-14 |
网格加仓 |
买入 |
106.15604999999998 |
100.0 |
¥1.1万 |
加仓 |
| 2020-08-04 |
网格止盈 |
卖出 |
115.884 |
22500.0 |
¥2.61M |
止盈触发 |
| 2020-08-06 |
网格首格 |
买入 |
113.91379999999998 |
22900.0 |
¥2.61M |
|
| 2020-09-02 |
网格止盈 |
卖出 |
119.0808 |
22900.0 |
¥2.73M |
止盈触发 |
| 2020-09-04 |
网格首格 |
买入 |
115.81569999999999 |
22600.0 |
¥2.62M |
|
| 2020-09-09 |
网格加仓 |
买入 |
107.21710999999999 |
900.0 |
¥9.7万 |
加仓 |
| 2020-09-10 |
网格加仓 |
买入 |
107.10699999999999 |
100.0 |
¥1.1万 |
加仓 |
| 2021-01-05 |
网格止盈 |
卖出 |
126.58 |
23600.0 |
¥2.99M |
止盈触发 |
| 2021-01-07 |
网格首格 |
买入 |
136.69655999999998 |
21800.0 |
¥2.98M |
|
| 2021-01-08 |
网格止盈 |
卖出 |
143.70615 |
21800.0 |
¥3.13M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
140.14 |
22100.0 |
¥3.10M |
|
| 2021-01-18 |
网格加仓 |
买入 |
133.03289999999998 |
300.0 |
¥4.0万 |
加仓 |
| 2021-02-09 |
网格止盈 |
卖出 |
149.6502 |
22400.0 |
¥3.35M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
156.9568 |
21300.0 |
¥3.34M |
|
| 2022-03-10 |
网格加仓 |
买入 |
80.58049999999999 |
100.0 |
¥8,060 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
55.22 |
21400 |
¥1.18M |
回测结束强平 |