000617 中油资本 — 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: ¥56.4万
策略: 网格交易
K线 & 交易信号（策略收益 -43.58%）
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 12 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 |
2015-02-26 |
10.303380086999999 |
10.789200000000001 |
¥4.7万 |
+4.68% |
网格止盈 |
| 2 |
2015-02-27 |
2015-03-02 |
10.753965221999998 |
11.04894 |
¥2.8万 |
+2.71% |
网格止盈 |
| 3 |
2015-03-04 |
2015-03-06 |
10.633809186 |
11.62836 |
¥9.8万 |
+9.32% |
网格止盈 |
| 4 |
2015-03-09 |
2015-03-17 |
11.494927443999998 |
12.23775 |
¥7.5万 |
+6.43% |
网格止盈 |
| 5 |
2015-03-25 |
2015-04-01 |
12.035629605999999 |
13.026959999999999 |
¥10.2万 |
+8.20% |
网格止盈 |
| 6 |
2015-04-09 |
2015-04-10 |
14.0182042 |
14.64534 |
¥5.9万 |
+4.44% |
网格止盈 |
| 7 |
2015-04-15 |
2015-04-27 |
14.564259746230608 |
15.993990000000002 |
¥13.8万 |
+9.78% |
网格止盈 |
| 8 |
2015-04-28 |
2015-05-26 |
16.285637004781055 |
17.03 |
¥7.0万 |
+4.54% |
网格止盈 |
| 9 |
2015-06-01 |
2015-06-02 |
19.224965759999996 |
19.97001 |
¥6.2万 |
+3.84% |
网格止盈 |
| 10 |
2015-06-03 |
2015-06-12 |
20.19907246513839 |
21.028950000000002 |
¥6.8万 |
+4.08% |
网格止盈 |
| 11 |
2015-06-16 |
2017-01-09 |
20.63982554518181 |
23.13 |
¥21.0万 |
+12.03% |
网格止盈 |
| 12 |
2017-01-12 |
2026-11-13 |
21.638444061480662 |
6.23 |
¥-1.39M |
-71.22% |
强平 |
逐笔成交记录（共 31 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 |
10.300289999999999 |
96700.0 |
¥99.6万 |
|
| 2015-02-26 |
网格止盈 |
卖出 |
10.789200000000001 |
96700.0 |
¥1.04M |
止盈触发 |
| 2015-02-27 |
网格首格 |
买入 |
10.750739999999999 |
97300.0 |
¥1.05M |
|
| 2015-03-02 |
网格止盈 |
卖出 |
11.04894 |
97300.0 |
¥1.07M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
10.630619999999999 |
99300.0 |
¥1.06M |
|
| 2015-03-06 |
网格止盈 |
卖出 |
11.62836 |
99300.0 |
¥1.15M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
11.491479999999997 |
101700.0 |
¥1.17M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
12.23775 |
101700.0 |
¥1.24M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
12.032019999999997 |
102900.0 |
¥1.24M |
|
| 2015-04-01 |
网格止盈 |
卖出 |
13.026959999999999 |
102900.0 |
¥1.34M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
14.014 |
95500.0 |
¥1.34M |
|
| 2015-04-10 |
网格止盈 |
卖出 |
14.64534 |
95500.0 |
¥1.40M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
14.564549999999999 |
96100.0 |
¥1.40M |
|
| 2015-04-16 |
网格加仓 |
买入 |
13.813799999999999 |
600.0 |
¥8,291 |
加仓 |
| 2015-04-27 |
网格止盈 |
卖出 |
15.993990000000002 |
96700.0 |
¥1.55M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
16.29 |
94300.0 |
¥1.54M |
|
| 2015-04-29 |
网格加仓 |
买入 |
15.03502 |
700.0 |
¥1.1万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
17.03 |
95000.0 |
¥1.62M |
止盈触发 |
| 2015-06-01 |
网格首格 |
买入 |
19.219199999999997 |
84100.0 |
¥1.62M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
19.97001 |
84100.0 |
¥1.68M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
20.2 |
82600.0 |
¥1.67M |
|
| 2015-06-04 |
网格加仓 |
买入 |
19.039019999999997 |
500.0 |
¥9,522 |
加仓 |
| 2015-06-12 |
网格止盈 |
卖出 |
21.028950000000002 |
83100.0 |
¥1.75M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
20.670649999999995 |
82500.0 |
¥1.71M |
|
| 2015-06-17 |
网格加仓 |
买入 |
19.46945 |
2100.0 |
¥4.1万 |
加仓 |
| 2015-06-30 |
网格加仓 |
买入 |
14.544529999999998 |
100.0 |
¥1,455 |
加仓 |
| 2017-01-09 |
网格止盈 |
卖出 |
23.13 |
84700.0 |
¥1.96M |
止盈触发 |
| 2017-01-12 |
网格首格 |
买入 |
21.671649999999996 |
88800.0 |
¥1.93M |
|
| 2017-01-17 |
网格加仓 |
买入 |
19.6196 |
1600.0 |
¥3.1万 |
加仓 |
| 2017-01-18 |
网格加仓 |
买入 |
18.58 |
100.0 |
¥1,859 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
6.23 |
90500 |
¥56.4万 |
回测结束强平 |