000807 云铝股份 — 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: ¥4.76M
策略: 网格交易
K线 & 交易信号（策略收益 +376.25%）
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 37 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 |
2015-02-11 |
6.20806186 |
6.42357 |
¥3.3万 |
+3.44% |
网格止盈 |
| 2 |
2015-02-12 |
2015-02-16 |
6.458386935 |
6.65 |
¥3.0万 |
+2.94% |
网格止盈 |
| 3 |
2015-02-25 |
2015-02-27 |
6.70871201 |
7.292700000000001 |
¥9.2万 |
+8.67% |
网格止盈 |
| 4 |
2015-03-04 |
2015-03-19 |
8.06852120008246 |
8.51 |
¥6.3万 |
+5.44% |
网格止盈 |
| 5 |
2015-03-20 |
2015-03-24 |
8.861507654999999 |
9.55044 |
¥9.3万 |
+7.74% |
网格止盈 |
| 6 |
2015-03-25 |
2015-04-08 |
9.299401160958157 |
10.889100000000001 |
¥22.4万 |
+17.06% |
网格止盈 |
| 7 |
2015-04-10 |
2015-04-20 |
9.702599907 |
10.11987 |
¥6.4万 |
+4.27% |
网格止盈 |
| 8 |
2015-04-21 |
2015-04-23 |
9.61248288 |
10.049940000000001 |
¥7.1万 |
+4.52% |
网格止盈 |
| 9 |
2015-04-24 |
2015-06-09 |
10.185006853973169 |
10.6893 |
¥8.2万 |
+4.92% |
网格止盈 |
| 10 |
2015-06-10 |
2015-06-15 |
10.263328074999999 |
10.90908 |
¥10.7万 |
+6.26% |
网格止盈 |
| 11 |
2015-06-16 |
2015-06-18 |
10.31046800542073 |
10.97901 |
¥12.0万 |
+6.45% |
网格止盈 |
| 12 |
2015-06-19 |
2017-08-02 |
9.908918886232732 |
10.039950000000001 |
¥2.6万 |
+1.29% |
网格止盈 |
| 13 |
2017-08-03 |
2017-08-08 |
10.633809185999999 |
11.708279999999998 |
¥20.0万 |
+10.07% |
网格止盈 |
| 14 |
2017-08-10 |
2017-08-11 |
12.396097714 |
12.6873 |
¥5.0万 |
+2.32% |
网格止盈 |
| 15 |
2017-08-14 |
2017-08-30 |
11.852338507994219 |
12.23775 |
¥7.3万 |
+3.22% |
网格止盈 |
| 16 |
2017-09-05 |
2017-09-12 |
13.325931423040066 |
14.785200000000003 |
¥25.4万 |
+10.92% |
网格止盈 |
| 17 |
2017-09-18 |
2017-09-20 |
14.11833423 |
14.675310000000001 |
¥9.8万 |
+3.91% |
网格止盈 |
| 18 |
2017-09-22 |
2021-05-11 |
14.794211932500001 |
14.81517 |
¥2,992 |
+0.11% |
网格止盈 |
| 19 |
2021-05-19 |
2021-08-12 |
13.989214666332119 |
14.445540000000001 |
¥8.7万 |
+3.23% |
网格止盈 |
| 20 |
2021-08-13 |
2021-08-19 |
15.279842577999997 |
15.434550000000002 |
¥2.7万 |
+0.98% |
网格止盈 |
| 21 |
2021-08-20 |
2021-08-26 |
15.029517502999996 |
16.00398 |
¥17.9万 |
+6.45% |
网格止盈 |
| 22 |
2021-08-27 |
2021-08-30 |
16.481402938000002 |
17.3826 |
¥16.1万 |
+5.44% |
网格止盈 |
| 23 |
2021-09-02 |
2021-09-03 |
15.870609755 |
16.81317 |
¥18.3万 |
+5.91% |
网格止盈 |
| 24 |
2021-09-08 |
2021-09-09 |
17.172300144999998 |
19.2807 |
¥40.5万 |
+12.24% |
网格止盈 |
| 25 |
2021-09-15 |
2021-09-17 |
21.447852426 |
21.418560000000003 |
¥-5,972 |
-0.17% |
网格止盈 |
| 26 |
2021-09-22 |
2025-09-15 |
19.69284583841186 |
20.649330000000003 |
¥18.0万 |
+4.83% |
网格止盈 |
| 27 |
2025-09-22 |
2025-10-10 |
20.08435070063369 |
21.28869 |
¥23.3万 |
+5.96% |
网格止盈 |
| 28 |
2025-10-13 |
2025-10-14 |
20.086084017999998 |
21.2787 |
¥23.3万 |
+5.91% |
网格止盈 |
| 29 |
2025-10-16 |
2025-10-22 |
20.917163267 |
21.678300000000004 |
¥15.7万 |
+3.61% |
网格止盈 |
| 30 |
2025-11-05 |
2025-11-07 |
22.879711855 |
24.55 |
¥31.7万 |
+7.27% |
网格止盈 |
| 31 |
2025-11-12 |
2025-11-13 |
24.752143416 |
26.2737 |
¥29.3万 |
+6.12% |
网格止盈 |
| 32 |
2025-11-17 |
2025-12-04 |
25.444024042937496 |
27.072899999999997 |
¥32.7万 |
+6.37% |
网格止盈 |
| 33 |
2025-12-15 |
2025-12-22 |
26.874900051999997 |
29.25072 |
¥46.9万 |
+8.81% |
网格止盈 |
| 34 |
2025-12-30 |
2025-12-31 |
29.037708699999996 |
31.588380000000004 |
¥50.6万 |
+8.75% |
网格止盈 |
| 35 |
2026-01-08 |
2026-01-29 |
33.233156957 |
36.963 |
¥70.6万 |
+11.19% |
网格止盈 |
| 36 |
2026-01-30 |
2026-04-20 |
35.50084073289109 |
35.98398 |
¥9.5万 |
+1.33% |
网格止盈 |
| 37 |
2026-04-21 |
2026-11-13 |
34.99990301440735 |
23.04 |
¥-2.47M |
-34.19% |
强平 |
逐笔成交记录（共 93 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 |
6.2062 |
155400.0 |
¥96.5万 |
|
| 2015-02-11 |
网格止盈 |
卖出 |
6.42357 |
155400.0 |
¥99.8万 |
止盈触发 |
| 2015-02-12 |
网格首格 |
买入 |
6.456449999999999 |
159400.0 |
¥1.03M |
|
| 2015-02-16 |
网格止盈 |
卖出 |
6.65 |
159400.0 |
¥1.06M |
止盈触发 |
| 2015-02-25 |
网格首格 |
买入 |
6.7067 |
157900.0 |
¥1.06M |
|
| 2015-02-27 |
网格止盈 |
卖出 |
7.292700000000001 |
157900.0 |
¥1.15M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
8.06806 |
142100.0 |
¥1.15M |
|
| 2015-03-13 |
网格加仓 |
买入 |
7.78778 |
1000.0 |
¥7,790 |
加仓 |
| 2015-03-19 |
网格止盈 |
卖出 |
8.51 |
143100.0 |
¥1.22M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
8.858849999999999 |
135800.0 |
¥1.20M |
|
| 2015-03-24 |
网格止盈 |
卖出 |
9.55044 |
135800.0 |
¥1.30M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
9.3 |
139300.0 |
¥1.30M |
|
| 2015-04-01 |
网格加仓 |
买入 |
9.019009999999998 |
1700.0 |
¥1.5万 |
加仓 |
| 2015-04-08 |
网格止盈 |
卖出 |
10.889100000000001 |
141000.0 |
¥1.53M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
9.699689999999999 |
155300.0 |
¥1.51M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
10.11987 |
155300.0 |
¥1.57M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
9.609599999999999 |
164100.0 |
¥1.58M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
10.049940000000001 |
164100.0 |
¥1.65M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
10.210199999999999 |
159100.0 |
¥1.62M |
|
| 2015-04-29 |
网格加仓 |
买入 |
9.25925 |
4800.0 |
¥4.4万 |
加仓 |
| 2015-04-30 |
网格加仓 |
买入 |
9.529519999999998 |
100.0 |
¥953 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
10.6893 |
164000.0 |
¥1.75M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
10.26025 |
167100.0 |
¥1.72M |
|
| 2015-06-15 |
网格止盈 |
卖出 |
10.90908 |
167100.0 |
¥1.82M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
10.3103 |
178700.0 |
¥1.84M |
|
| 2015-06-17 |
网格加仓 |
买入 |
9.999989999999999 |
1700.0 |
¥1.7万 |
加仓 |
| 2015-06-18 |
网格止盈 |
卖出 |
10.97901 |
180400.0 |
¥1.98M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
9.92992 |
185300.0 |
¥1.84M |
|
| 2015-06-23 |
网格加仓 |
买入 |
9.59959 |
14500.0 |
¥13.9万 |
加仓 |
| 2017-08-02 |
网格止盈 |
卖出 |
10.039950000000001 |
199800.0 |
¥2.01M |
止盈触发 |
| 2017-08-03 |
网格首格 |
买入 |
10.630619999999999 |
187000.0 |
¥1.99M |
|
| 2017-08-08 |
网格止盈 |
卖出 |
11.708279999999998 |
187000.0 |
¥2.19M |
止盈触发 |
| 2017-08-10 |
网格首格 |
买入 |
12.39238 |
172800.0 |
¥2.14M |
|
| 2017-08-11 |
网格止盈 |
卖出 |
12.6873 |
172800.0 |
¥2.19M |
止盈触发 |
| 2017-08-14 |
网格首格 |
买入 |
11.861849999999997 |
186700.0 |
¥2.22M |
|
| 2017-08-21 |
网格加仓 |
买入 |
11.171159999999999 |
3600.0 |
¥4.0万 |
加仓 |
| 2017-08-30 |
网格止盈 |
卖出 |
12.23775 |
190300.0 |
¥2.33M |
止盈触发 |
| 2017-09-05 |
网格首格 |
买入 |
13.32331 |
174300.0 |
¥2.32M |
|
| 2017-09-11 |
网格加仓 |
买入 |
12.72271 |
400.0 |
¥5,091 |
加仓 |
| 2017-09-12 |
网格止盈 |
卖出 |
14.785200000000003 |
174700.0 |
¥2.58M |
止盈触发 |
| 2017-09-18 |
网格首格 |
买入 |
14.1141 |
178100.0 |
¥2.51M |
|
| 2017-09-20 |
网格止盈 |
卖出 |
14.675310000000001 |
178100.0 |
¥2.61M |
止盈触发 |
| 2017-09-22 |
网格首格 |
买入 |
14.8148 |
172300.0 |
¥2.55M |
|
| 2017-09-29 |
网格加仓 |
买入 |
14.364349999999998 |
8800.0 |
¥12.6万 |
加仓 |
| 2017-11-17 |
网格加仓 |
买入 |
9.109099999999998 |
100.0 |
¥911 |
加仓 |
| 2021-05-11 |
网格止盈 |
卖出 |
14.81517 |
181200.0 |
¥2.68M |
止盈触发 |
| 2021-05-19 |
网格首格 |
买入 |
14.0 |
187900.0 |
¥2.63M |
|
| 2021-05-21 |
网格加仓 |
买入 |
13.26325 |
3900.0 |
¥5.2万 |
加仓 |
| 2021-08-12 |
网格止盈 |
卖出 |
14.445540000000001 |
191800.0 |
¥2.77M |
止盈触发 |
| 2021-08-13 |
网格首格 |
买入 |
15.275259999999998 |
180200.0 |
¥2.75M |
|
| 2021-08-19 |
网格止盈 |
卖出 |
15.434550000000002 |
180200.0 |
¥2.78M |
止盈触发 |
| 2021-08-20 |
网格首格 |
买入 |
15.025009999999996 |
184900.0 |
¥2.78M |
|
| 2021-08-26 |
网格止盈 |
卖出 |
16.00398 |
184900.0 |
¥2.96M |
止盈触发 |
| 2021-08-27 |
网格首格 |
买入 |
16.47646 |
179600.0 |
¥2.96M |
|
| 2021-08-30 |
网格止盈 |
卖出 |
17.3826 |
179600.0 |
¥3.12M |
止盈触发 |
| 2021-09-02 |
网格首格 |
买入 |
15.865849999999998 |
195500.0 |
¥3.10M |
|
| 2021-09-03 |
网格止盈 |
卖出 |
16.81317 |
195500.0 |
¥3.29M |
止盈触发 |
| 2021-09-08 |
网格首格 |
买入 |
17.167149999999996 |
192600.0 |
¥3.31M |
|
| 2021-09-09 |
网格止盈 |
卖出 |
19.2807 |
192600.0 |
¥3.71M |
止盈触发 |
| 2021-09-15 |
网格首格 |
买入 |
21.44142 |
167200.0 |
¥3.59M |
|
| 2021-09-17 |
网格止盈 |
卖出 |
21.418560000000003 |
167200.0 |
¥3.58M |
止盈触发 |
| 2021-09-22 |
网格首格 |
买入 |
19.70969 |
183400.0 |
¥3.62M |
|
| 2021-09-24 |
网格加仓 |
买入 |
18.95 |
5400.0 |
¥10.2万 |
加仓 |
| 2021-09-27 |
网格加仓 |
买入 |
17.757739999999995 |
100.0 |
¥1,776 |
加仓 |
| 2025-09-15 |
网格止盈 |
卖出 |
20.649330000000003 |
188900.0 |
¥3.90M |
止盈触发 |
| 2025-09-22 |
网格首格 |
买入 |
20.080059999999996 |
193700.0 |
¥3.89M |
|
| 2025-09-24 |
网格加仓 |
买入 |
19.239219999999996 |
400.0 |
¥7,698 |
加仓 |
| 2025-10-10 |
网格止盈 |
卖出 |
21.28869 |
194100.0 |
¥4.13M |
止盈触发 |
| 2025-10-13 |
网格首格 |
买入 |
20.080059999999996 |
196200.0 |
¥3.94M |
|
| 2025-10-14 |
网格止盈 |
卖出 |
21.2787 |
196200.0 |
¥4.17M |
止盈触发 |
| 2025-10-16 |
网格首格 |
买入 |
20.91089 |
208100.0 |
¥4.35M |
|
| 2025-10-22 |
网格止盈 |
卖出 |
21.678300000000004 |
208100.0 |
¥4.51M |
止盈触发 |
| 2025-11-05 |
网格首格 |
买入 |
22.87285 |
190400.0 |
¥4.36M |
|
| 2025-11-07 |
网格止盈 |
卖出 |
24.55 |
190400.0 |
¥4.67M |
止盈触发 |
| 2025-11-12 |
网格首格 |
买入 |
24.744719999999997 |
193400.0 |
¥4.79M |
|
| 2025-11-13 |
网格止盈 |
卖出 |
26.2737 |
193400.0 |
¥5.08M |
止盈触发 |
| 2025-11-17 |
网格首格 |
买入 |
25.47545 |
197000.0 |
¥5.02M |
|
| 2025-11-19 |
网格加仓 |
买入 |
23.763739999999995 |
4600.0 |
¥10.9万 |
加仓 |
| 2025-12-04 |
网格止盈 |
卖出 |
27.072899999999997 |
201600.0 |
¥5.46M |
止盈触发 |
| 2025-12-15 |
网格首格 |
买入 |
26.866839999999996 |
198300.0 |
¥5.33M |
|
| 2025-12-22 |
网格止盈 |
卖出 |
29.25072 |
198300.0 |
¥5.80M |
止盈触发 |
| 2025-12-30 |
网格首格 |
买入 |
29.028999999999996 |
199300.0 |
¥5.79M |
|
| 2025-12-31 |
网格止盈 |
卖出 |
31.588380000000004 |
199300.0 |
¥6.29M |
止盈触发 |
| 2026-01-08 |
网格首格 |
买入 |
33.223189999999995 |
189800.0 |
¥6.31M |
|
| 2026-01-29 |
网格止盈 |
卖出 |
36.963 |
189800.0 |
¥7.01M |
止盈触发 |
| 2026-01-30 |
网格首格 |
买入 |
35.64561 |
192300.0 |
¥6.86M |
|
| 2026-02-02 |
网格加仓 |
买入 |
32.032 |
8300.0 |
¥26.6万 |
加仓 |
| 2026-02-03 |
网格加仓 |
买入 |
33.12309 |
500.0 |
¥1.7万 |
加仓 |
| 2026-04-20 |
网格止盈 |
卖出 |
35.98398 |
201100.0 |
¥7.23M |
止盈触发 |
| 2026-04-21 |
网格首格 |
买入 |
35.0 |
205200.0 |
¥7.18M |
|
| 2026-04-24 |
网格加仓 |
买入 |
34.034 |
1400.0 |
¥4.8万 |
加仓 |
| 2026-06-08 |
网格加仓 |
买入 |
26.6266 |
100.0 |
¥2,663 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
23.04 |
206700 |
¥4.76M |
回测结束强平 |