000708 中信特钢 — 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: ¥1.56M
策略: 网格交易
K线 & 交易信号（策略收益 +55.75%）
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 |
2015-02-04 |
2015-03-03 |
10.19280836274006 |
10.569420000000001 |
¥3.7万 |
+3.66% |
网格止盈 |
| 2 |
2015-03-06 |
2015-03-12 |
10.343432099 |
10.86912 |
¥5.2万 |
+5.05% |
网格止盈 |
| 3 |
2015-03-20 |
2015-04-03 |
12.566318765 |
13.016969999999999 |
¥3.8万 |
+3.56% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-14 |
13.117033929999998 |
13.606379999999998 |
¥4.1万 |
+3.70% |
网格止盈 |
| 5 |
2015-04-16 |
2015-04-20 |
13.127046932999999 |
13.786200000000001 |
¥5.7万 |
+4.99% |
网格止盈 |
| 6 |
2015-04-21 |
2015-04-22 |
13.487515041 |
14.665319999999998 |
¥10.6万 |
+8.70% |
网格止盈 |
| 7 |
2015-04-24 |
2019-04-10 |
15.394812688746818 |
15.76422 |
¥3.2万 |
+2.37% |
网格止盈 |
| 8 |
2019-04-11 |
2019-09-12 |
15.75853872180809 |
16.423560000000002 |
¥5.7万 |
+4.19% |
网格止盈 |
| 9 |
2019-09-16 |
2019-09-23 |
16.451363929 |
17.66232 |
¥10.4万 |
+7.33% |
网格止盈 |
| 10 |
2019-09-26 |
2019-10-25 |
16.90789463181909 |
18.22176 |
¥11.8万 |
+7.74% |
网格止盈 |
| 11 |
2019-11-12 |
2019-11-15 |
20.046032006 |
20.88909 |
¥6.8万 |
+4.17% |
网格止盈 |
| 12 |
2019-11-26 |
2019-11-28 |
21.557995458999997 |
22.99698 |
¥11.2万 |
+6.64% |
网格止盈 |
| 13 |
2019-12-20 |
2020-02-24 |
23.87760012252293 |
24.65532 |
¥5.9万 |
+3.23% |
网格止盈 |
| 14 |
2020-03-10 |
2020-04-21 |
26.971510446799137 |
27.81216 |
¥5.8万 |
+3.09% |
网格止盈 |
| 15 |
2020-04-23 |
2020-04-28 |
27.545771252999995 |
28.551419999999997 |
¥7.0万 |
+3.62% |
网格止盈 |
| 16 |
2020-04-30 |
2020-06-17 |
15.623077085127061 |
16.563419999999997 |
¥11.3万 |
+5.99% |
网格止盈 |
| 17 |
2020-06-24 |
2020-07-06 |
17.132248132999997 |
18.12186 |
¥12.2万 |
+5.74% |
网格止盈 |
| 18 |
2020-07-13 |
2020-07-28 |
18.456791245073248 |
19.240740000000002 |
¥9.5万 |
+4.22% |
网格止盈 |
| 19 |
2020-07-31 |
2020-11-18 |
19.61051677652181 |
20.859119999999997 |
¥14.8万 |
+6.34% |
网格止盈 |
| 20 |
2020-11-19 |
2020-12-02 |
20.797007231 |
21.75822 |
¥11.3万 |
+4.59% |
网格止盈 |
| 21 |
2020-12-03 |
2020-12-22 |
21.093252327875 |
21.6783 |
¥7.1万 |
+2.74% |
网格止盈 |
| 22 |
2020-12-23 |
2020-12-28 |
20.436539123 |
21.75822 |
¥17.0万 |
+6.44% |
网格止盈 |
| 23 |
2020-12-29 |
2021-01-05 |
21.307670383999998 |
23.1768 |
¥24.8万 |
+8.74% |
网格止盈 |
| 24 |
2021-01-14 |
2021-01-15 |
25.172689541999997 |
27.01296 |
¥22.4万 |
+7.28% |
网格止盈 |
| 25 |
2021-01-19 |
2021-01-20 |
26.063846809 |
26.873099999999997 |
¥10.2万 |
+3.07% |
网格止盈 |
| 26 |
2021-01-26 |
2021-01-28 |
27.215342154 |
27.69228 |
¥5.8万 |
+1.72% |
网格止盈 |
| 27 |
2021-01-29 |
2021-02-02 |
27.425615217 |
28.3 |
¥10.8万 |
+3.16% |
网格止盈 |
| 28 |
2021-02-05 |
2021-02-08 |
30.980231282 |
30.969 |
¥-2,225 |
-0.07% |
网格止盈 |
| 29 |
2021-02-09 |
2021-02-10 |
28.987643684999995 |
30.329639999999998 |
¥16.0万 |
+4.60% |
网格止盈 |
| 30 |
2021-02-22 |
2021-02-23 |
32.041609599999994 |
33.3666 |
¥14.9万 |
+4.10% |
网格止盈 |
| 31 |
2021-02-24 |
2026-11-13 |
31.048010994799515 |
12.44 |
¥-2.33M |
-59.95% |
强平 |
逐笔成交记录（共 76 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 |
10.190179999999998 |
98000.0 |
¥99.9万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
9.769759999999998 |
100.0 |
¥977 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
10.569420000000001 |
98100.0 |
¥1.04M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
10.34033 |
99800.0 |
¥1.03M |
|
| 2015-03-12 |
网格止盈 |
卖出 |
10.86912 |
99800.0 |
¥1.08M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
12.56255 |
85800.0 |
¥1.08M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
13.016969999999999 |
85800.0 |
¥1.12M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
13.1131 |
85200.0 |
¥1.12M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
13.606379999999998 |
85200.0 |
¥1.16M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
13.123109999999997 |
87300.0 |
¥1.15M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
13.786200000000001 |
87300.0 |
¥1.20M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
13.48347 |
90600.0 |
¥1.22M |
|
| 2015-04-22 |
网格止盈 |
卖出 |
14.665319999999998 |
90600.0 |
¥1.33M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
15.415399999999996 |
84300.0 |
¥1.30M |
|
| 2015-04-29 |
网格加仓 |
买入 |
14.424409999999998 |
2200.0 |
¥3.2万 |
加仓 |
| 2019-04-10 |
网格止盈 |
卖出 |
15.76422 |
86500.0 |
¥1.36M |
止盈触发 |
| 2019-04-11 |
网格首格 |
买入 |
15.755739999999996 |
86200.0 |
¥1.36M |
|
| 2019-04-12 |
网格加仓 |
买入 |
15.2 |
300.0 |
¥4,561 |
加仓 |
| 2019-09-12 |
网格止盈 |
卖出 |
16.423560000000002 |
86500.0 |
¥1.42M |
止盈触发 |
| 2019-09-16 |
网格首格 |
买入 |
16.44643 |
86100.0 |
¥1.42M |
|
| 2019-09-23 |
网格止盈 |
卖出 |
17.66232 |
86100.0 |
¥1.52M |
止盈触发 |
| 2019-09-26 |
网格首格 |
买入 |
16.906889999999997 |
89500.0 |
¥1.51M |
|
| 2019-09-27 |
网格加仓 |
买入 |
16.29628 |
600.0 |
¥9,781 |
加仓 |
| 2019-10-25 |
网格止盈 |
卖出 |
18.22176 |
90100.0 |
¥1.64M |
止盈触发 |
| 2019-11-12 |
网格首格 |
买入 |
20.04002 |
81000.0 |
¥1.62M |
|
| 2019-11-15 |
网格止盈 |
卖出 |
20.88909 |
81000.0 |
¥1.69M |
止盈触发 |
| 2019-11-26 |
网格首格 |
买入 |
21.55153 |
78500.0 |
¥1.69M |
|
| 2019-11-28 |
网格止盈 |
卖出 |
22.99698 |
78500.0 |
¥1.80M |
止盈触发 |
| 2019-12-20 |
网格首格 |
买入 |
23.873849999999997 |
75800.0 |
¥1.81M |
|
| 2019-12-23 |
网格加仓 |
买入 |
23.353329999999996 |
500.0 |
¥1.2万 |
加仓 |
| 2020-02-24 |
网格止盈 |
卖出 |
24.65532 |
76300.0 |
¥1.88M |
止盈触发 |
| 2020-03-10 |
网格首格 |
买入 |
27.026999999999997 |
67600.0 |
¥1.83M |
|
| 2020-03-13 |
网格加仓 |
买入 |
24.914889999999996 |
2000.0 |
¥5.0万 |
加仓 |
| 2020-03-17 |
网格加仓 |
买入 |
24.95493 |
100.0 |
¥2,496 |
加仓 |
| 2020-04-21 |
网格止盈 |
卖出 |
27.81216 |
69700.0 |
¥1.94M |
止盈触发 |
| 2020-04-23 |
网格首格 |
买入 |
27.537509999999997 |
70300.0 |
¥1.94M |
|
| 2020-04-28 |
网格止盈 |
卖出 |
28.551419999999997 |
70300.0 |
¥2.01M |
止盈触发 |
| 2020-04-30 |
网格首格 |
买入 |
16.016 |
70100.0 |
¥1.12M |
|
| 2020-05-07 |
网格加仓 |
买入 |
15.435419999999997 |
25400.0 |
¥39.2万 |
加仓 |
| 2020-05-26 |
网格加仓 |
买入 |
14.714699999999997 |
25700.0 |
¥37.8万 |
加仓 |
| 2020-06-17 |
网格止盈 |
卖出 |
16.563419999999997 |
121200.0 |
¥2.01M |
止盈触发 |
| 2020-06-24 |
网格首格 |
买入 |
17.12711 |
123700.0 |
¥2.12M |
|
| 2020-07-06 |
网格止盈 |
卖出 |
18.12186 |
123700.0 |
¥2.24M |
止盈触发 |
| 2020-07-13 |
网格首格 |
买入 |
18.45844 |
120700.0 |
¥2.23M |
|
| 2020-07-20 |
网格加仓 |
买入 |
17.36735 |
800.0 |
¥1.4万 |
加仓 |
| 2020-07-28 |
网格止盈 |
卖出 |
19.240740000000002 |
121500.0 |
¥2.34M |
止盈触发 |
| 2020-07-31 |
网格首格 |
买入 |
19.609589999999997 |
118200.0 |
¥2.32M |
|
| 2020-08-12 |
网格加仓 |
买入 |
19.019 |
1000.0 |
¥1.9万 |
加仓 |
| 2020-11-18 |
网格止盈 |
卖出 |
20.859119999999997 |
119200.0 |
¥2.49M |
止盈触发 |
| 2020-11-19 |
网格首格 |
买入 |
20.79077 |
118100.0 |
¥2.46M |
|
| 2020-12-02 |
网格止盈 |
卖出 |
21.75822 |
118100.0 |
¥2.57M |
止盈触发 |
| 2020-12-03 |
网格首格 |
买入 |
21.091070000000002 |
121700.0 |
¥2.57M |
|
| 2020-12-09 |
网格加仓 |
买入 |
20.750729999999997 |
1500.0 |
¥3.1万 |
加仓 |
| 2020-12-22 |
网格止盈 |
卖出 |
21.6783 |
123200.0 |
¥2.67M |
止盈触发 |
| 2020-12-23 |
网格首格 |
买入 |
20.43041 |
129300.0 |
¥2.64M |
|
| 2020-12-28 |
网格止盈 |
卖出 |
21.75822 |
129300.0 |
¥2.81M |
止盈触发 |
| 2020-12-29 |
网格首格 |
买入 |
21.30128 |
133100.0 |
¥2.84M |
|
| 2021-01-05 |
网格止盈 |
卖出 |
23.1768 |
133100.0 |
¥3.08M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
25.165139999999997 |
122300.0 |
¥3.08M |
|
| 2021-01-15 |
网格止盈 |
卖出 |
27.01296 |
122300.0 |
¥3.30M |
止盈触发 |
| 2021-01-19 |
网格首格 |
买入 |
26.05603 |
126700.0 |
¥3.30M |
|
| 2021-01-20 |
网格止盈 |
卖出 |
26.873099999999997 |
126700.0 |
¥3.40M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
27.207179999999997 |
124800.0 |
¥3.40M |
|
| 2021-01-28 |
网格止盈 |
卖出 |
27.69228 |
124800.0 |
¥3.45M |
止盈触发 |
| 2021-01-29 |
网格首格 |
买入 |
27.417389999999997 |
124500.0 |
¥3.41M |
|
| 2021-02-02 |
网格止盈 |
卖出 |
28.3 |
124500.0 |
¥3.52M |
止盈触发 |
| 2021-02-05 |
网格首格 |
买入 |
30.97094 |
108400.0 |
¥3.36M |
|
| 2021-02-08 |
网格止盈 |
卖出 |
30.969 |
108400.0 |
¥3.36M |
止盈触发 |
| 2021-02-09 |
网格首格 |
买入 |
28.978949999999994 |
119700.0 |
¥3.47M |
|
| 2021-02-10 |
网格止盈 |
卖出 |
30.329639999999998 |
119700.0 |
¥3.63M |
止盈触发 |
| 2021-02-22 |
网格首格 |
买入 |
32.032 |
113300.0 |
¥3.63M |
|
| 2021-02-23 |
网格止盈 |
卖出 |
33.3666 |
113300.0 |
¥3.78M |
止盈触发 |
| 2021-02-24 |
网格首格 |
买入 |
31.071039999999996 |
123800.0 |
¥3.85M |
|
| 2021-02-26 |
网格加仓 |
买入 |
28.438409999999998 |
1300.0 |
¥3.7万 |
加仓 |
| 2021-03-25 |
网格加仓 |
买入 |
24.804779999999997 |
100.0 |
¥2,481 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
12.44 |
125200 |
¥1.56M |
回测结束强平 |