000596 古井贡酒 — 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: ¥3.46M
策略: 网格交易
K线 & 交易信号(策略收益 +246.11%)
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 47 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 |
2015-03-17 |
32.902727858 |
34.13583 |
¥3.7万 |
+3.72% |
网格止盈 |
| 2 |
2015-03-20 |
2015-03-25 |
33.89401515499999 |
35.544419999999995 |
¥5.0万 |
+4.84% |
网格止盈 |
| 3 |
2015-03-27 |
2015-04-14 |
36.379121537147654 |
37.7622 |
¥4.1万 |
+3.77% |
网格止盈 |
| 4 |
2015-04-15 |
2015-04-21 |
37.00562237036185 |
37.962 |
¥2.9万 |
+2.55% |
网格止盈 |
| 5 |
2015-04-27 |
2015-06-09 |
39.79516120925172 |
41.30865 |
¥4.4万 |
+3.77% |
网格止盈 |
| 6 |
2015-06-10 |
2015-06-11 |
39.601426865 |
41.8581 |
¥6.7万 |
+5.67% |
网格止盈 |
| 7 |
2015-06-16 |
2015-06-17 |
44.05721319999999 |
45.854099999999995 |
¥5.0万 |
+4.05% |
网格止盈 |
| 8 |
2015-06-18 |
2015-06-25 |
44.49291414135134 |
47.72223 |
¥9.5万 |
+7.23% |
网格止盈 |
| 9 |
2015-06-26 |
2016-06-15 |
46.00501951648207 |
47.8521 |
¥5.6万 |
+3.98% |
网格止盈 |
| 10 |
2016-06-17 |
2016-07-12 |
49.61253551308107 |
50.749199999999995 |
¥3.3万 |
+2.26% |
网格止盈 |
| 11 |
2016-07-13 |
2017-02-24 |
51.091527997595236 |
52.53741 |
¥4.2万 |
+2.80% |
网格止盈 |
| 12 |
2017-02-27 |
2017-03-09 |
52.17775863299999 |
54.485459999999996 |
¥6.7万 |
+4.39% |
网格止盈 |
| 13 |
2017-03-10 |
2017-09-19 |
53.45879096697674 |
56.943000000000005 |
¥10.4万 |
+6.49% |
网格止盈 |
| 14 |
2017-09-22 |
2017-09-29 |
57.67489728 |
61.61832 |
¥11.6万 |
+6.81% |
网格止盈 |
| 15 |
2017-10-16 |
2017-10-31 |
68.619109559 |
72.3276 |
¥9.7万 |
+5.37% |
网格止盈 |
| 16 |
2017-11-03 |
2017-11-07 |
70.08100799699999 |
73.99592999999999 |
¥10.7万 |
+5.55% |
网格止盈 |
| 17 |
2017-11-09 |
2018-01-23 |
73.90377393738181 |
76.01391000000001 |
¥5.7万 |
+2.82% |
网格止盈 |
| 18 |
2018-01-25 |
2018-05-11 |
74.06849115268439 |
77.67225 |
¥10.1万 |
+4.83% |
网格止盈 |
| 19 |
2018-05-14 |
2018-05-17 |
75.62821165899999 |
78.4215 |
¥7.9万 |
+3.66% |
网格止盈 |
| 20 |
2018-05-18 |
2018-05-29 |
75.89856273999999 |
83.60631 |
¥22.9万 |
+10.12% |
网格止盈 |
| 21 |
2018-05-30 |
2018-05-31 |
83.53848402899999 |
90.52938 |
¥20.1万 |
+8.34% |
网格止盈 |
| 22 |
2018-06-01 |
2018-06-26 |
88.35549355091476 |
93.34656 |
¥15.1万 |
+5.62% |
网格止盈 |
| 23 |
2018-06-27 |
2018-07-16 |
92.18054813605177 |
99.49041 |
¥22.5万 |
+7.90% |
网格止盈 |
| 24 |
2018-07-18 |
2019-03-19 |
97.11867462458045 |
101.56833 |
¥14.0万 |
+4.55% |
网格止盈 |
| 25 |
2019-03-20 |
2019-03-27 |
98.62807955 |
101.898 |
¥10.5万 |
+3.28% |
网格止盈 |
| 26 |
2019-03-28 |
2019-04-01 |
103.48438600499999 |
106.5933 |
¥9.8万 |
+2.97% |
网格止盈 |
| 27 |
2019-04-03 |
2019-04-08 |
105.146544503 |
112.887 |
¥24.7万 |
+7.33% |
网格止盈 |
| 28 |
2019-04-09 |
2019-04-11 |
106.33809185999999 |
110.07981 |
¥12.4万 |
+3.49% |
网格止盈 |
| 29 |
2019-04-12 |
2019-04-18 |
101.13133029999999 |
106.2 |
¥18.4万 |
+4.98% |
网格止盈 |
| 30 |
2019-04-19 |
2019-04-29 |
110.63367014699998 |
112.887 |
¥7.9万 |
+2.01% |
网格止盈 |
| 31 |
2019-05-07 |
2019-05-09 |
109.792577895 |
112.3875 |
¥9.3万 |
+2.33% |
网格止盈 |
| 32 |
2019-05-13 |
2019-05-16 |
107.13913209999998 |
115.884 |
¥33.3万 |
+8.13% |
网格止盈 |
| 33 |
2019-05-20 |
2019-07-02 |
116.01407689374092 |
122.87700000000001 |
¥26.3万 |
+5.88% |
网格止盈 |
| 34 |
2019-07-09 |
2019-09-02 |
121.317544348 |
125.46441 |
¥16.1万 |
+3.39% |
网格止盈 |
| 35 |
2019-09-06 |
2019-12-31 |
121.67657137864514 |
133.78608 |
¥48.6万 |
+9.92% |
网格止盈 |
| 36 |
2020-01-03 |
2020-01-10 |
136.37710085999998 |
146.75310000000002 |
¥40.4万 |
+7.58% |
网格止盈 |
| 37 |
2020-01-14 |
2020-05-20 |
149.7799295466408 |
154.80504000000002 |
¥19.3万 |
+3.32% |
网格止盈 |
| 38 |
2020-05-26 |
2020-07-02 |
152.7999583825 |
160.63920000000002 |
¥30.5万 |
+5.10% |
网格止盈 |
| 39 |
2020-07-03 |
2020-07-13 |
170.08575528832432 |
180.55926 |
¥38.6万 |
+6.13% |
网格止盈 |
| 40 |
2020-07-17 |
2020-07-22 |
188.82521057399998 |
195.46434 |
¥22.8万 |
+3.48% |
网格止盈 |
| 41 |
2020-07-23 |
2020-07-31 |
193.10628823760783 |
209.4903 |
¥58.3万 |
+8.45% |
网格止盈 |
| 42 |
2020-08-04 |
2020-08-17 |
211.34009838184178 |
219.00078 |
¥26.9万 |
+3.59% |
网格止盈 |
| 43 |
2020-09-01 |
2020-12-18 |
257.3306841919768 |
265.74399 |
¥25.1万 |
+3.24% |
网格止盈 |
| 44 |
2020-12-24 |
2020-12-29 |
267.3471801 |
276.71301 |
¥27.3万 |
+3.47% |
网格止盈 |
| 45 |
2020-12-30 |
2021-01-06 |
273.68541099899994 |
291.708 |
¥54.0万 |
+6.55% |
网格止盈 |
| 46 |
2021-01-07 |
2023-01-10 |
285.3211046407766 |
295.71398999999997 |
¥31.8万 |
+3.61% |
网格止盈 |
| 47 |
2023-01-18 |
2026-11-13 |
295.8592871538511 |
112.0 |
¥-5.68M |
-62.16% |
强平 |
逐笔成交记录(共 119 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 |
32.89286 |
30300.0 |
¥99.7万 |
|
| 2015-03-17 |
网格止盈 |
卖出 |
34.13583 |
30300.0 |
¥1.03M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
33.883849999999995 |
30500.0 |
¥1.03M |
|
| 2015-03-25 |
网格止盈 |
卖出 |
35.544419999999995 |
30500.0 |
¥1.08M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
36.38635 |
29400.0 |
¥1.07M |
|
| 2015-04-01 |
网格加仓 |
买入 |
35.035 |
400.0 |
¥1.4万 |
加仓 |
| 2015-04-14 |
网格止盈 |
卖出 |
37.7622 |
29800.0 |
¥1.12M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
37.0 |
30300.0 |
¥1.12M |
|
| 2015-04-16 |
网格加仓 |
买入 |
35.3353 |
100.0 |
¥3,535 |
加仓 |
| 2015-04-21 |
网格止盈 |
卖出 |
37.962 |
30400.0 |
¥1.15M |
止盈触发 |
| 2015-04-27 |
网格首格 |
买入 |
39.78975 |
28900.0 |
¥1.15M |
|
| 2015-04-29 |
网格加仓 |
买入 |
37.897859999999994 |
100.0 |
¥3,791 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
41.30865 |
29000.0 |
¥1.20M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
39.589549999999996 |
29900.0 |
¥1.18M |
|
| 2015-06-11 |
网格止盈 |
卖出 |
41.8581 |
29900.0 |
¥1.25M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
44.044 |
28200.0 |
¥1.24M |
|
| 2015-06-17 |
网格止盈 |
卖出 |
45.854099999999995 |
28200.0 |
¥1.29M |
止盈触发 |
| 2015-06-18 |
网格首格 |
买入 |
44.54449999999999 |
29000.0 |
¥1.29M |
|
| 2015-06-23 |
网格加仓 |
买入 |
41.34129999999999 |
600.0 |
¥2.5万 |
加仓 |
| 2015-06-25 |
网格止盈 |
卖出 |
47.72223 |
29600.0 |
¥1.41M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
46.04599999999999 |
29300.0 |
¥1.35M |
|
| 2015-06-29 |
网格加仓 |
买入 |
44.84479999999999 |
1400.0 |
¥6.3万 |
加仓 |
| 2016-06-15 |
网格止盈 |
卖出 |
47.8521 |
30700.0 |
¥1.47M |
止盈触发 |
| 2016-06-17 |
网格首格 |
买入 |
49.609559999999995 |
29400.0 |
¥1.46M |
|
| 2016-06-21 |
网格加仓 |
买入 |
47.847799999999985 |
200.0 |
¥9,572 |
加仓 |
| 2016-07-12 |
网格止盈 |
卖出 |
50.749199999999995 |
29600.0 |
¥1.50M |
止盈触发 |
| 2016-07-13 |
网格首格 |
买入 |
51.11 |
29000.0 |
¥1.48M |
|
| 2016-07-15 |
网格加仓 |
买入 |
49.44939999999999 |
300.0 |
¥1.5万 |
加仓 |
| 2016-07-20 |
网格加仓 |
买入 |
46.15610999999999 |
100.0 |
¥4,617 |
加仓 |
| 2017-02-24 |
网格止盈 |
卖出 |
52.53741 |
29400.0 |
¥1.54M |
止盈触发 |
| 2017-02-27 |
网格首格 |
买入 |
52.16210999999999 |
29100.0 |
¥1.52M |
|
| 2017-03-09 |
网格止盈 |
卖出 |
54.485459999999996 |
29100.0 |
¥1.59M |
止盈触发 |
| 2017-03-10 |
网格首格 |
买入 |
53.453399999999995 |
29900.0 |
¥1.60M |
|
| 2017-03-17 |
网格加仓 |
买入 |
51.8518 |
200.0 |
¥1.0万 |
加仓 |
| 2017-09-19 |
网格止盈 |
卖出 |
56.943000000000005 |
30100.0 |
¥1.71M |
止盈触发 |
| 2017-09-22 |
网格首格 |
买入 |
57.6576 |
29600.0 |
¥1.71M |
|
| 2017-09-29 |
网格止盈 |
卖出 |
61.61832 |
29600.0 |
¥1.82M |
止盈触发 |
| 2017-10-16 |
网格首格 |
买入 |
68.59853 |
26300.0 |
¥1.80M |
|
| 2017-10-31 |
网格止盈 |
卖出 |
72.3276 |
26300.0 |
¥1.90M |
止盈触发 |
| 2017-11-03 |
网格首格 |
买入 |
70.05998999999998 |
27400.0 |
¥1.92M |
|
| 2017-11-07 |
网格止盈 |
卖出 |
73.99592999999999 |
27400.0 |
¥2.03M |
止盈触发 |
| 2017-11-09 |
网格首格 |
买入 |
73.9 |
27300.0 |
¥2.02M |
|
| 2017-11-14 |
网格加仓 |
买入 |
71.37129999999999 |
200.0 |
¥1.4万 |
加仓 |
| 2018-01-23 |
网格止盈 |
卖出 |
76.01391000000001 |
27500.0 |
¥2.09M |
止盈触发 |
| 2018-01-25 |
网格首格 |
买入 |
74.06398999999999 |
28100.0 |
¥2.08M |
|
| 2018-01-30 |
网格加仓 |
买入 |
69.06899999999999 |
100.0 |
¥6,909 |
加仓 |
| 2018-05-11 |
网格止盈 |
卖出 |
77.67225 |
28200.0 |
¥2.19M |
止盈触发 |
| 2018-05-14 |
网格首格 |
买入 |
75.60552999999999 |
28700.0 |
¥2.17M |
|
| 2018-05-17 |
网格止盈 |
卖出 |
78.4215 |
28700.0 |
¥2.25M |
止盈触发 |
| 2018-05-18 |
网格首格 |
买入 |
75.87579999999998 |
29800.0 |
¥2.26M |
|
| 2018-05-29 |
网格止盈 |
卖出 |
83.60631 |
29800.0 |
¥2.49M |
止盈触发 |
| 2018-05-30 |
网格首格 |
买入 |
83.51343 |
28900.0 |
¥2.41M |
|
| 2018-05-31 |
网格止盈 |
卖出 |
90.52938 |
28900.0 |
¥2.62M |
止盈触发 |
| 2018-06-01 |
网格首格 |
买入 |
88.33824999999999 |
30400.0 |
¥2.69M |
|
| 2018-06-08 |
网格加仓 |
买入 |
85.51543 |
100.0 |
¥8,554 |
加仓 |
| 2018-06-26 |
网格止盈 |
卖出 |
93.34656 |
30500.0 |
¥2.85M |
止盈触发 |
| 2018-06-27 |
网格首格 |
买入 |
92.25215999999999 |
30500.0 |
¥2.81M |
|
| 2018-06-29 |
网格加仓 |
买入 |
84.58449999999999 |
400.0 |
¥3.4万 |
加仓 |
| 2018-07-16 |
网格止盈 |
卖出 |
99.49041 |
30900.0 |
¥3.07M |
止盈触发 |
| 2018-07-18 |
网格首格 |
买入 |
97.10700999999999 |
31600.0 |
¥3.07M |
|
| 2018-07-24 |
网格加仓 |
买入 |
91.57148 |
100.0 |
¥9,160 |
加仓 |
| 2019-03-19 |
网格止盈 |
卖出 |
101.56833 |
31700.0 |
¥3.22M |
止盈触发 |
| 2019-03-20 |
网格首格 |
买入 |
98.59849999999999 |
32300.0 |
¥3.19M |
|
| 2019-03-27 |
网格止盈 |
卖出 |
101.898 |
32300.0 |
¥3.29M |
止盈触发 |
| 2019-03-28 |
网格首格 |
买入 |
103.45334999999999 |
32000.0 |
¥3.31M |
|
| 2019-04-01 |
网格止盈 |
卖出 |
106.5933 |
32000.0 |
¥3.41M |
止盈触发 |
| 2019-04-03 |
网格首格 |
买入 |
105.11501 |
32000.0 |
¥3.36M |
|
| 2019-04-08 |
网格止盈 |
卖出 |
112.887 |
32000.0 |
¥3.61M |
止盈触发 |
| 2019-04-09 |
网格首格 |
买入 |
106.30619999999999 |
33500.0 |
¥3.56M |
|
| 2019-04-11 |
网格止盈 |
卖出 |
110.07981 |
33500.0 |
¥3.69M |
止盈触发 |
| 2019-04-12 |
网格首格 |
买入 |
101.10099999999998 |
36600.0 |
¥3.70M |
|
| 2019-04-18 |
网格止盈 |
卖出 |
106.2 |
36600.0 |
¥3.89M |
止盈触发 |
| 2019-04-19 |
网格首格 |
买入 |
110.60048999999998 |
35700.0 |
¥3.95M |
|
| 2019-04-29 |
网格止盈 |
卖出 |
112.887 |
35700.0 |
¥4.03M |
止盈触发 |
| 2019-05-07 |
网格首格 |
买入 |
109.75965 |
36400.0 |
¥4.00M |
|
| 2019-05-09 |
网格止盈 |
卖出 |
112.3875 |
36400.0 |
¥4.09M |
止盈触发 |
| 2019-05-13 |
网格首格 |
买入 |
107.10699999999999 |
38200.0 |
¥4.09M |
|
| 2019-05-16 |
网格止盈 |
卖出 |
115.884 |
38200.0 |
¥4.43M |
止盈触发 |
| 2019-05-20 |
网格首格 |
买入 |
116.0159 |
38200.0 |
¥4.43M |
|
| 2019-05-21 |
网格加仓 |
买入 |
112.48236999999999 |
400.0 |
¥4.5万 |
加仓 |
| 2019-07-02 |
网格止盈 |
卖出 |
122.87700000000001 |
38600.0 |
¥4.74M |
止盈触发 |
| 2019-07-09 |
网格首格 |
买入 |
121.28115999999999 |
39100.0 |
¥4.74M |
|
| 2019-09-02 |
网格止盈 |
卖出 |
125.46441 |
39100.0 |
¥4.90M |
止盈触发 |
| 2019-09-06 |
网格首格 |
买入 |
121.66154 |
40200.0 |
¥4.89M |
|
| 2019-09-12 |
网格加仓 |
买入 |
113.01289999999999 |
100.0 |
¥1.1万 |
加仓 |
| 2019-12-31 |
网格止盈 |
卖出 |
133.78608 |
40300.0 |
¥5.39M |
止盈触发 |
| 2020-01-03 |
网格首格 |
买入 |
136.33619999999996 |
39100.0 |
¥5.33M |
|
| 2020-01-10 |
网格止盈 |
卖出 |
146.75310000000002 |
39100.0 |
¥5.74M |
止盈触发 |
| 2020-01-14 |
网格首格 |
买入 |
149.87 |
38500.0 |
¥5.77M |
|
| 2020-02-03 |
网格加仓 |
买入 |
128.88 |
100.0 |
¥1.3万 |
加仓 |
| 2020-02-04 |
网格加仓 |
买入 |
118.61849999999998 |
100.0 |
¥1.2万 |
加仓 |
| 2020-05-20 |
网格止盈 |
卖出 |
154.80504000000002 |
38700.0 |
¥5.99M |
止盈触发 |
| 2020-05-26 |
网格首格 |
买入 |
152.76261 |
39100.0 |
¥5.97M |
|
| 2020-05-28 |
网格加仓 |
买入 |
149.43928999999997 |
100.0 |
¥1.5万 |
加仓 |
| 2020-07-02 |
网格止盈 |
卖出 |
160.63920000000002 |
39200.0 |
¥6.30M |
止盈触发 |
| 2020-07-03 |
网格首格 |
买入 |
170.1 |
36600.0 |
¥6.23M |
|
| 2020-07-06 |
网格加仓 |
买入 |
164.0639 |
400.0 |
¥6.6万 |
加仓 |
| 2020-07-13 |
网格止盈 |
卖出 |
180.55926 |
37000.0 |
¥6.68M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
188.76858 |
34600.0 |
¥6.53M |
|
| 2020-07-22 |
网格止盈 |
卖出 |
195.46434 |
34600.0 |
¥6.76M |
止盈触发 |
| 2020-07-23 |
网格首格 |
买入 |
193.17297999999997 |
35300.0 |
¥6.82M |
|
| 2020-07-27 |
网格加仓 |
买入 |
182.05186999999998 |
400.0 |
¥7.3万 |
加仓 |
| 2020-07-31 |
网格止盈 |
卖出 |
209.4903 |
35700.0 |
¥7.48M |
止盈触发 |
| 2020-08-04 |
网格首格 |
买入 |
211.29108 |
35300.0 |
¥7.46M |
|
| 2020-08-13 |
网格加仓 |
买入 |
206.206 |
100.0 |
¥2.1万 |
加仓 |
| 2020-08-17 |
网格止盈 |
卖出 |
219.00078 |
35400.0 |
¥7.75M |
止盈触发 |
| 2020-09-01 |
网格首格 |
买入 |
257.30705 |
29900.0 |
¥7.70M |
|
| 2020-09-02 |
网格加仓 |
买入 |
249.24899999999997 |
200.0 |
¥5.0万 |
加仓 |
| 2020-12-18 |
网格止盈 |
卖出 |
265.74399 |
30100.0 |
¥8.00M |
止盈触发 |
| 2020-12-24 |
网格首格 |
买入 |
267.267 |
29400.0 |
¥7.86M |
|
| 2020-12-29 |
网格止盈 |
卖出 |
276.71301 |
29400.0 |
¥8.13M |
止盈触发 |
| 2020-12-30 |
网格首格 |
买入 |
273.60332999999997 |
30100.0 |
¥8.24M |
|
| 2021-01-06 |
网格止盈 |
卖出 |
291.708 |
30100.0 |
¥8.78M |
止盈触发 |
| 2021-01-07 |
网格首格 |
买入 |
285.2849999999999 |
30800.0 |
¥8.79M |
|
| 2021-01-11 |
网格加仓 |
买入 |
270.0 |
100.0 |
¥2.7万 |
加仓 |
| 2023-01-10 |
网格止盈 |
卖出 |
295.71398999999997 |
30900.0 |
¥9.13M |
止盈触发 |
| 2023-01-18 |
网格首格 |
买入 |
296.29599999999994 |
30800.0 |
¥9.13M |
|
| 2025-06-16 |
网格加仓 |
买入 |
133.9338 |
100.0 |
¥1.3万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
112.0 |
30900 |
¥3.46M |
回测结束强平 |