000657 中钨高新 — 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: ¥1.61M
策略: 网格交易
K线 & 交易信号(策略收益 +60.60%)
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 |
2015-02-17 |
15.189725550999999 |
15.66432 |
¥3.1万 |
+3.09% |
网格止盈 |
| 2 |
2015-02-25 |
2015-03-03 |
15.780492727999999 |
16.6833 |
¥5.9万 |
+5.69% |
网格止盈 |
| 3 |
2015-03-06 |
2015-03-17 |
16.601558973999996 |
17.47251 |
¥5.7万 |
+5.21% |
网格止盈 |
| 4 |
2015-03-18 |
2015-03-24 |
17.472690234999995 |
19.00098 |
¥10.0万 |
+8.71% |
网格止盈 |
| 5 |
2015-03-27 |
2015-04-09 |
19.12483573 |
20.279700000000002 |
¥7.5万 |
+6.01% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-24 |
19.719778733363228 |
20.95902 |
¥8.2万 |
+6.25% |
网格止盈 |
| 7 |
2015-04-28 |
2015-05-26 |
22.08348101014173 |
23.256719999999998 |
¥7.4万 |
+5.28% |
网格止盈 |
| 8 |
2015-05-29 |
2015-06-02 |
21.527956449999998 |
22.40757 |
¥6.0万 |
+4.05% |
网格止盈 |
| 9 |
2015-06-03 |
2015-06-08 |
23.099997920999996 |
26.14383 |
¥20.2万 |
+13.14% |
网格止盈 |
| 10 |
2015-06-09 |
2015-06-10 |
24.882312455 |
26.973 |
¥14.3万 |
+8.37% |
网格止盈 |
| 11 |
2015-06-11 |
2015-06-12 |
27.615862273999994 |
28.6713 |
¥7.1万 |
+3.79% |
网格止盈 |
| 12 |
2015-06-15 |
2025-12-23 |
28.4500460255 |
29.480490000000003 |
¥7.0万 |
+3.59% |
网格止盈 |
| 13 |
2025-12-24 |
2026-01-08 |
31.040540014354836 |
31.1688 |
¥7,741 |
+0.38% |
网格止盈 |
| 14 |
2026-01-09 |
2026-01-12 |
31.060335306000002 |
32.97699 |
¥12.4万 |
+6.14% |
网格止盈 |
| 15 |
2026-01-19 |
2026-01-20 |
37.45864422299999 |
40.259699999999995 |
¥16.0万 |
+7.45% |
网格止盈 |
| 16 |
2026-01-28 |
2026-01-29 |
50.05500199699999 |
52.227720000000005 |
¥9.8万 |
+4.31% |
网格止盈 |
| 17 |
2026-01-30 |
2026-02-12 |
47.471943465692306 |
51.3 |
¥19.3万 |
+8.03% |
网格止盈 |
| 18 |
2026-03-04 |
2026-03-05 |
62.39102169299999 |
67.74219000000001 |
¥21.3万 |
+8.54% |
网格止盈 |
| 19 |
2026-03-09 |
2026-05-27 |
64.56993583633717 |
68.7312 |
¥18.1万 |
+6.41% |
网格止盈 |
| 20 |
2026-05-28 |
2026-05-29 |
64.76410340400001 |
68.90103 |
¥18.9万 |
+6.36% |
网格止盈 |
| 21 |
2026-06-01 |
2026-06-04 |
68.10012363213889 |
70.4295 |
¥10.8万 |
+3.39% |
网格止盈 |
| 22 |
2026-06-08 |
2026-06-10 |
66.08581979999998 |
69.11082 |
¥14.1万 |
+4.55% |
网格止盈 |
| 23 |
2026-06-18 |
2026-06-22 |
88.86540162499999 |
102.97691999999999 |
¥53.8万 |
+15.84% |
网格止盈 |
| 24 |
2026-06-24 |
2026-06-26 |
99.989847958 |
102.95694 |
¥11.3万 |
+2.94% |
网格止盈 |
| 25 |
2026-06-29 |
2026-11-13 |
97.96914231180813 |
38.46 |
¥-2.48M |
-60.75% |
强平 |
逐笔成交记录(共 60 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 |
15.185169999999998 |
65600.0 |
¥99.6万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
15.66432 |
65600.0 |
¥1.03M |
止盈触发 |
| 2015-02-25 |
网格首格 |
买入 |
15.775759999999998 |
65200.0 |
¥1.03M |
|
| 2015-03-03 |
网格止盈 |
卖出 |
16.6833 |
65200.0 |
¥1.09M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
16.596579999999996 |
65400.0 |
¥1.09M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
17.47251 |
65400.0 |
¥1.14M |
止盈触发 |
| 2015-03-18 |
网格首格 |
买入 |
17.467449999999996 |
65400.0 |
¥1.14M |
|
| 2015-03-24 |
网格止盈 |
卖出 |
19.00098 |
65400.0 |
¥1.24M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
19.1191 |
64900.0 |
¥1.24M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
20.279700000000002 |
64900.0 |
¥1.32M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
19.719699999999996 |
66600.0 |
¥1.31M |
|
| 2015-04-16 |
网格加仓 |
买入 |
18.418399999999995 |
300.0 |
¥5,527 |
加仓 |
| 2015-04-24 |
网格止盈 |
卖出 |
20.95902 |
66900.0 |
¥1.40M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
22.08206 |
63000.0 |
¥1.39M |
|
| 2015-04-29 |
网格加仓 |
买入 |
21.421399999999995 |
500.0 |
¥1.1万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
23.256719999999998 |
63500.0 |
¥1.48M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
21.521499999999996 |
68200.0 |
¥1.47M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
22.40757 |
68200.0 |
¥1.53M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
23.093069999999997 |
66400.0 |
¥1.53M |
|
| 2015-06-08 |
网格止盈 |
卖出 |
26.14383 |
66400.0 |
¥1.74M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
24.87485 |
68600.0 |
¥1.71M |
|
| 2015-06-10 |
网格止盈 |
卖出 |
26.973 |
68600.0 |
¥1.85M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
27.607579999999995 |
67900.0 |
¥1.88M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
28.6713 |
67900.0 |
¥1.95M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
28.49 |
67400.0 |
¥1.92M |
|
| 2015-06-16 |
网格加仓 |
买入 |
27.026999999999997 |
1100.0 |
¥3.0万 |
加仓 |
| 2017-04-25 |
网格加仓 |
买入 |
11.321309999999999 |
100.0 |
¥1,132 |
加仓 |
| 2025-12-23 |
网格止盈 |
卖出 |
29.480490000000003 |
68600.0 |
¥2.02M |
止盈触发 |
| 2025-12-24 |
网格首格 |
买入 |
31.041009999999996 |
64800.0 |
¥2.01M |
|
| 2025-12-25 |
网格加仓 |
买入 |
28.918889999999998 |
300.0 |
¥8,678 |
加仓 |
| 2026-01-08 |
网格止盈 |
卖出 |
31.1688 |
65100.0 |
¥2.03M |
止盈触发 |
| 2026-01-09 |
网格首格 |
买入 |
31.051019999999998 |
65200.0 |
¥2.03M |
|
| 2026-01-12 |
网格止盈 |
卖出 |
32.97699 |
65200.0 |
¥2.15M |
止盈触发 |
| 2026-01-19 |
网格首格 |
买入 |
37.44740999999999 |
57200.0 |
¥2.14M |
|
| 2026-01-20 |
网格止盈 |
卖出 |
40.259699999999995 |
57200.0 |
¥2.30M |
止盈触发 |
| 2026-01-28 |
网格首格 |
买入 |
50.039989999999996 |
45600.0 |
¥2.28M |
|
| 2026-01-29 |
网格止盈 |
卖出 |
52.227720000000005 |
45600.0 |
¥2.38M |
止盈触发 |
| 2026-01-30 |
网格首格 |
买入 |
47.577529999999996 |
48600.0 |
¥2.31M |
|
| 2026-02-06 |
网格加仓 |
买入 |
44.684639999999995 |
2100.0 |
¥9.4万 |
加仓 |
| 2026-02-12 |
网格止盈 |
卖出 |
51.3 |
50700.0 |
¥2.60M |
止盈触发 |
| 2026-03-04 |
网格首格 |
买入 |
62.37230999999999 |
39900.0 |
¥2.49M |
|
| 2026-03-05 |
网格止盈 |
卖出 |
67.74219000000001 |
39900.0 |
¥2.70M |
止盈触发 |
| 2026-03-09 |
网格首格 |
买入 |
64.6646 |
42700.0 |
¥2.76M |
|
| 2026-03-13 |
网格加仓 |
买入 |
59.7 |
800.0 |
¥4.8万 |
加仓 |
| 2026-03-16 |
网格加仓 |
买入 |
54.664609999999996 |
100.0 |
¥5,468 |
加仓 |
| 2026-05-27 |
网格止盈 |
卖出 |
68.7312 |
43600.0 |
¥3.00M |
止盈触发 |
| 2026-05-28 |
网格首格 |
买入 |
64.74468 |
46000.0 |
¥2.98M |
|
| 2026-05-29 |
网格止盈 |
卖出 |
68.90103 |
46000.0 |
¥3.17M |
止盈触发 |
| 2026-06-01 |
网格首格 |
买入 |
68.08801999999999 |
46700.0 |
¥3.18M |
|
| 2026-06-02 |
网格加仓 |
买入 |
64.19412999999999 |
100.0 |
¥6,421 |
加仓 |
| 2026-06-04 |
网格止盈 |
卖出 |
70.4295 |
46800.0 |
¥3.30M |
止盈触发 |
| 2026-06-08 |
网格首格 |
买入 |
66.06599999999999 |
46800.0 |
¥3.09M |
|
| 2026-06-10 |
网格止盈 |
卖出 |
69.11082 |
46800.0 |
¥3.23M |
止盈触发 |
| 2026-06-18 |
网格首格 |
买入 |
88.83874999999999 |
38200.0 |
¥3.39M |
|
| 2026-06-22 |
网格止盈 |
卖出 |
102.97691999999999 |
38200.0 |
¥3.93M |
止盈触发 |
| 2026-06-24 |
网格首格 |
买入 |
99.95985999999999 |
38600.0 |
¥3.86M |
|
| 2026-06-26 |
网格止盈 |
卖出 |
102.95694 |
38600.0 |
¥3.97M |
止盈触发 |
| 2026-06-29 |
网格首格 |
买入 |
98.09799999999998 |
40900.0 |
¥4.01M |
|
| 2026-07-06 |
网格加仓 |
买入 |
89.84975999999999 |
800.0 |
¥7.2万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
38.46 |
41700 |
¥1.60M |
回测结束强平 |