000792 盐湖股份 — 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: ¥88.2万
策略: 网格交易
K线 & 交易信号(策略收益 -11.82%)
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 11 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 |
26.947555049509432 |
27.8721 |
¥3.4万 |
+3.40% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-19 |
27.33549819 |
28.47 |
¥4.2万 |
+4.12% |
网格止盈 |
| 3 |
2015-03-20 |
2015-03-30 |
28.888664 |
30.33963 |
¥5.3万 |
+4.99% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-08 |
29.448241822999996 |
30.50946 |
¥4.0万 |
+3.57% |
网格止盈 |
| 5 |
2015-04-09 |
2015-04-28 |
29.382521157939696 |
30.129839999999998 |
¥2.9万 |
+2.51% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-27 |
28.794797098375 |
30.75921 |
¥8.1万 |
+6.79% |
网格止盈 |
| 7 |
2015-06-05 |
2015-06-15 |
32.071648609 |
34.12584 |
¥8.2万 |
+6.37% |
网格止盈 |
| 8 |
2015-06-17 |
2021-08-11 |
33.14725464902433 |
33.966 |
¥3.3万 |
+2.44% |
网格止盈 |
| 9 |
2021-08-12 |
2021-08-13 |
32.942779869999995 |
35.4645 |
¥10.6万 |
+7.62% |
网格止盈 |
| 10 |
2021-08-16 |
2021-08-23 |
36.64320876108312 |
42.277680000000004 |
¥23.0万 |
+15.34% |
网格止盈 |
| 11 |
2021-08-24 |
2026-11-13 |
42.75821766759752 |
21.77 |
¥-85.0万 |
-49.10% |
强平 |
逐笔成交记录(共 29 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 |
26.94692 |
36900.0 |
¥99.5万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
25.565539999999995 |
200.0 |
¥5,115 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
27.8721 |
37100.0 |
¥1.03M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
27.327299999999997 |
37700.0 |
¥1.03M |
|
| 2015-03-19 |
网格止盈 |
卖出 |
28.47 |
37700.0 |
¥1.07M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
28.88 |
37100.0 |
¥1.07M |
|
| 2015-03-30 |
网格止盈 |
卖出 |
30.33963 |
37100.0 |
¥1.13M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
29.439409999999995 |
38200.0 |
¥1.12M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
30.50946 |
38200.0 |
¥1.17M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
29.38 |
39600.0 |
¥1.16M |
|
| 2015-04-10 |
网格加仓 |
买入 |
28.1281 |
200.0 |
¥5,627 |
加仓 |
| 2015-04-28 |
网格止盈 |
卖出 |
30.129839999999998 |
39800.0 |
¥1.20M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
28.808780000000002 |
41200.0 |
¥1.19M |
|
| 2015-05-07 |
网格加仓 |
买入 |
26.456429999999997 |
400.0 |
¥1.1万 |
加仓 |
| 2015-05-27 |
网格止盈 |
卖出 |
30.75921 |
41600.0 |
¥1.28M |
止盈触发 |
| 2015-06-05 |
网格首格 |
买入 |
32.06203 |
39900.0 |
¥1.28M |
|
| 2015-06-15 |
网格止盈 |
卖出 |
34.12584 |
39900.0 |
¥1.36M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
33.20317 |
41000.0 |
¥1.36M |
|
| 2019-01-15 |
网格加仓 |
买入 |
6.13613 |
100.0 |
¥614 |
加仓 |
| 2021-08-11 |
网格止盈 |
卖出 |
33.966 |
41100.0 |
¥1.40M |
止盈触发 |
| 2021-08-12 |
网格首格 |
买入 |
32.9329 |
42300.0 |
¥1.39M |
|
| 2021-08-13 |
网格止盈 |
卖出 |
35.4645 |
42300.0 |
¥1.50M |
止盈触发 |
| 2021-08-16 |
网格首格 |
买入 |
36.68664999999999 |
40100.0 |
¥1.47M |
|
| 2021-08-17 |
网格加仓 |
买入 |
33.90386999999999 |
800.0 |
¥2.7万 |
加仓 |
| 2021-08-23 |
网格止盈 |
卖出 |
42.277680000000004 |
40900.0 |
¥1.73M |
止盈触发 |
| 2021-08-24 |
网格首格 |
买入 |
42.84279999999999 |
39400.0 |
¥1.69M |
|
| 2021-08-27 |
网格加仓 |
买入 |
40.77072999999999 |
1000.0 |
¥4.1万 |
加仓 |
| 2022-09-27 |
网格加仓 |
买入 |
24.114089999999997 |
100.0 |
¥2,412 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
21.77 |
40500 |
¥88.1万 |
回测结束强平 |