000858 五粮液 — 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: ¥1.89M
策略: 网格交易
K线 & 交易信号(策略收益 +88.73%)
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 47 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 |
2015-03-18 |
21.735247379497824 |
22.467509999999997 |
¥3.3万 |
+3.34% |
网格止盈 |
| 2 |
2015-03-26 |
2015-03-27 |
22.519243746999994 |
23.35662 |
¥3.8万 |
+3.69% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-08 |
23.160075939000002 |
24.175800000000002 |
¥4.6万 |
+4.35% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-14 |
23.640700083000002 |
24.625349999999997 |
¥4.6万 |
+4.13% |
网格止盈 |
| 5 |
2015-04-15 |
2015-04-17 |
25.102598520999997 |
27.012960000000003 |
¥8.8万 |
+7.58% |
网格止盈 |
| 6 |
2015-04-27 |
2015-05-27 |
26.836996753090126 |
27.872099999999996 |
¥4.8万 |
+3.83% |
网格止盈 |
| 7 |
2015-05-29 |
2015-06-02 |
27.045121102999996 |
28.291680000000003 |
¥5.9万 |
+4.58% |
网格止盈 |
| 8 |
2015-06-04 |
2015-06-09 |
27.996356388 |
29.150820000000003 |
¥5.5万 |
+4.09% |
网格止盈 |
| 9 |
2015-06-17 |
2015-06-18 |
30.890114255 |
32.14782 |
¥5.6万 |
+4.04% |
网格止盈 |
| 10 |
2015-06-19 |
2015-06-24 |
29.085969391687122 |
31.0 |
¥9.6万 |
+6.55% |
网格止盈 |
| 11 |
2015-06-26 |
2016-06-20 |
30.768723742677793 |
32.417550000000006 |
¥8.3万 |
+5.33% |
网格止盈 |
| 12 |
2016-06-22 |
2016-07-06 |
31.741219509999997 |
32.907059999999994 |
¥6.0万 |
+3.64% |
网格止盈 |
| 13 |
2016-07-12 |
2017-02-14 |
37.29034706777291 |
38.661300000000004 |
¥6.2万 |
+3.65% |
网格止盈 |
| 14 |
2017-02-24 |
2017-03-22 |
40.45253212 |
42.966989999999996 |
¥10.9万 |
+6.18% |
网格止盈 |
| 15 |
2017-03-27 |
2017-04-21 |
43.05545358793577 |
45.61434 |
¥11.1万 |
+5.91% |
网格止盈 |
| 16 |
2017-04-27 |
2017-05-17 |
45.54018578443478 |
47.37258 |
¥7.9万 |
+3.99% |
网格止盈 |
| 17 |
2017-06-06 |
2017-06-08 |
47.151231127 |
50.909040000000005 |
¥16.4万 |
+7.94% |
网格止盈 |
| 18 |
2017-06-15 |
2017-06-27 |
53.56956605 |
56.573370000000004 |
¥12.4万 |
+5.58% |
网格止盈 |
| 19 |
2017-06-30 |
2017-08-11 |
55.37876996294836 |
56.943 |
¥6.6万 |
+2.79% |
网格止盈 |
| 20 |
2017-08-14 |
2017-10-10 |
56.223011845 |
58.48146 |
¥9.7万 |
+3.99% |
网格止盈 |
| 21 |
2017-10-17 |
2017-10-20 |
59.67749788 |
62.4375 |
¥11.5万 |
+4.59% |
网格止盈 |
| 22 |
2017-10-27 |
2017-10-30 |
65.0845195 |
67.4325 |
¥9.4万 |
+3.58% |
网格止盈 |
| 23 |
2017-11-01 |
2017-11-07 |
66.736664995 |
70.37955000000001 |
¥14.8万 |
+5.43% |
网格止盈 |
| 24 |
2017-11-09 |
2017-11-13 |
70.47151511399997 |
74.54538000000001 |
¥16.5万 |
+5.75% |
网格止盈 |
| 25 |
2017-11-15 |
2017-11-16 |
72.04355658499999 |
74.52539999999999 |
¥10.3万 |
+3.41% |
网格止盈 |
| 26 |
2017-11-21 |
2017-12-19 |
72.76078428137035 |
76.5 |
¥16.1万 |
+5.11% |
网格止盈 |
| 27 |
2017-12-25 |
2018-01-10 |
80.70480418 |
86.40351 |
¥23.2万 |
+7.03% |
网格止盈 |
| 28 |
2018-01-19 |
2018-01-23 |
86.51234592 |
90.32958 |
¥15.5万 |
+4.38% |
网格止盈 |
| 29 |
2018-01-24 |
2019-04-01 |
89.58747740606796 |
94.905 |
¥21.8万 |
+5.90% |
网格止盈 |
| 30 |
2019-04-09 |
2019-04-10 |
100.29023804799999 |
105.894 |
¥21.3万 |
+5.56% |
网格止盈 |
| 31 |
2019-04-12 |
2019-04-17 |
98.02729937 |
100.87902 |
¥11.6万 |
+2.88% |
网格止盈 |
| 32 |
2019-04-18 |
2019-05-16 |
103.380934588639 |
108.65124 |
¥21.5万 |
+5.07% |
网格止盈 |
| 33 |
2019-05-20 |
2019-06-21 |
105.89687603495 |
111.94794000000002 |
¥25.3万 |
+5.68% |
网格止盈 |
| 34 |
2019-07-04 |
2019-07-08 |
124.05109416699997 |
129.65022 |
¥21.0万 |
+4.48% |
网格止盈 |
| 35 |
2019-07-12 |
2019-08-20 |
123.88203331282116 |
127.87200000000001 |
¥15.7万 |
+3.19% |
网格止盈 |
| 36 |
2019-09-05 |
2020-05-11 |
138.43031363363386 |
143.07677999999999 |
¥16.8万 |
+3.33% |
网格止盈 |
| 37 |
2020-05-25 |
2020-06-02 |
144.19725620299997 |
158.23161 |
¥50.6万 |
+9.70% |
网格止盈 |
| 38 |
2020-06-04 |
2020-06-22 |
158.23548640899998 |
163.836 |
¥20.1万 |
+3.51% |
网格止盈 |
| 39 |
2020-07-14 |
2020-08-26 |
218.49808233930148 |
235.1646 |
¥45.1万 |
+7.60% |
网格止盈 |
| 40 |
2020-09-02 |
2020-10-30 |
235.47605018945384 |
246.70304999999996 |
¥30.2万 |
+4.74% |
网格止盈 |
| 41 |
2020-11-12 |
2020-12-18 |
269.2161935676064 |
276.62309999999997 |
¥18.2万 |
+2.72% |
网格止盈 |
| 42 |
2020-12-24 |
2020-12-29 |
276.35888279999995 |
285.79391999999996 |
¥23.0万 |
+3.38% |
网格止盈 |
| 43 |
2021-01-11 |
2021-02-10 |
316.51791327984375 |
332.667 |
¥36.0万 |
+5.07% |
网格止盈 |
| 44 |
2021-02-19 |
2021-02-22 |
334.03378008 |
341.658 |
¥16.8万 |
+2.25% |
网格止盈 |
| 45 |
2021-02-23 |
2021-05-26 |
306.16867847831327 |
320.1795 |
¥34.6万 |
+4.54% |
网格止盈 |
| 46 |
2021-06-01 |
2026-08-11 |
315.82527264430433 |
76.08384 |
¥-6.07M |
-75.92% |
网格止盈 |
| 47 |
2026-08-12 |
2026-11-13 |
74.83889871045137 |
73.38 |
¥-3.8万 |
-1.98% |
强平 |
逐笔成交记录(共 116 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 |
21.73171 |
45900.0 |
¥99.8万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
20.360339999999997 |
100.0 |
¥2,037 |
加仓 |
| 2015-03-18 |
网格止盈 |
卖出 |
22.467509999999997 |
46000.0 |
¥1.03M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
22.512489999999996 |
45800.0 |
¥1.03M |
|
| 2015-03-27 |
网格止盈 |
卖出 |
23.35662 |
45800.0 |
¥1.07M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
23.15313 |
46000.0 |
¥1.07M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
24.175800000000002 |
46000.0 |
¥1.11M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
23.63361 |
47100.0 |
¥1.11M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
24.625349999999997 |
47100.0 |
¥1.16M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
25.09507 |
46200.0 |
¥1.16M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
27.012960000000003 |
46200.0 |
¥1.25M |
止盈触发 |
| 2015-04-27 |
网格首格 |
买入 |
26.836809999999996 |
46300.0 |
¥1.24M |
|
| 2015-05-06 |
网格加仓 |
买入 |
25.615589999999997 |
300.0 |
¥7,687 |
加仓 |
| 2015-05-27 |
网格止盈 |
卖出 |
27.872099999999996 |
46600.0 |
¥1.30M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
27.03701 |
47900.0 |
¥1.30M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
28.291680000000003 |
47900.0 |
¥1.35M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
27.98796 |
48400.0 |
¥1.36M |
|
| 2015-06-09 |
网格止盈 |
卖出 |
29.150820000000003 |
48400.0 |
¥1.41M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
30.88085 |
45000.0 |
¥1.39M |
|
| 2015-06-18 |
网格止盈 |
卖出 |
32.14782 |
45000.0 |
¥1.45M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
29.109079999999995 |
48300.0 |
¥1.41M |
|
| 2015-06-23 |
网格加仓 |
买入 |
28.378349999999998 |
2200.0 |
¥6.2万 |
加仓 |
| 2015-06-24 |
网格止盈 |
卖出 |
31.0 |
50500.0 |
¥1.57M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
30.930899999999994 |
48900.0 |
¥1.51M |
|
| 2015-07-03 |
网格加仓 |
买入 |
26.516489999999994 |
1900.0 |
¥5.0万 |
加仓 |
| 2015-07-06 |
网格加仓 |
买入 |
27.56 |
100.0 |
¥2,757 |
加仓 |
| 2016-06-20 |
网格止盈 |
卖出 |
32.417550000000006 |
50900.0 |
¥1.65M |
止盈触发 |
| 2016-06-22 |
网格首格 |
买入 |
31.731699999999996 |
51700.0 |
¥1.64M |
|
| 2016-07-06 |
网格止盈 |
卖出 |
32.907059999999994 |
51700.0 |
¥1.70M |
止盈触发 |
| 2016-07-12 |
网格首格 |
买入 |
37.28724999999999 |
45600.0 |
¥1.70M |
|
| 2016-07-20 |
网格加仓 |
买入 |
35.435399999999994 |
200.0 |
¥7,089 |
加仓 |
| 2017-02-14 |
网格止盈 |
卖出 |
38.661300000000004 |
45800.0 |
¥1.77M |
止盈触发 |
| 2017-02-24 |
网格首格 |
买入 |
40.4404 |
43600.0 |
¥1.76M |
|
| 2017-03-22 |
网格止盈 |
卖出 |
42.966989999999996 |
43600.0 |
¥1.87M |
止盈触发 |
| 2017-03-27 |
网格首格 |
买入 |
43.05300999999999 |
43300.0 |
¥1.86M |
|
| 2017-04-11 |
网格加仓 |
买入 |
41.53149 |
300.0 |
¥1.2万 |
加仓 |
| 2017-04-21 |
网格止盈 |
卖出 |
45.61434 |
43600.0 |
¥1.99M |
止盈触发 |
| 2017-04-27 |
网格首格 |
买入 |
45.535489999999996 |
43400.0 |
¥1.98M |
|
| 2017-05-08 |
网格加仓 |
买入 |
44.23 |
300.0 |
¥1.3万 |
加仓 |
| 2017-05-17 |
网格止盈 |
卖出 |
47.37258 |
43700.0 |
¥2.07M |
止盈触发 |
| 2017-06-06 |
网格首格 |
买入 |
47.13709 |
43800.0 |
¥2.07M |
|
| 2017-06-08 |
网格止盈 |
卖出 |
50.909040000000005 |
43800.0 |
¥2.23M |
止盈触发 |
| 2017-06-15 |
网格首格 |
买入 |
53.5535 |
41400.0 |
¥2.22M |
|
| 2017-06-27 |
网格止盈 |
卖出 |
56.573370000000004 |
41400.0 |
¥2.34M |
止盈触发 |
| 2017-06-30 |
网格首格 |
买入 |
55.37532 |
42400.0 |
¥2.35M |
|
| 2017-07-05 |
网格加仓 |
买入 |
52.57252 |
200.0 |
¥1.1万 |
加仓 |
| 2017-08-11 |
网格止盈 |
卖出 |
56.943 |
42600.0 |
¥2.43M |
止盈触发 |
| 2017-08-14 |
网格首格 |
买入 |
56.20615 |
43100.0 |
¥2.42M |
|
| 2017-10-10 |
网格止盈 |
卖出 |
58.48146 |
43100.0 |
¥2.52M |
止盈触发 |
| 2017-10-17 |
网格首格 |
买入 |
59.65959999999999 |
42100.0 |
¥2.51M |
|
| 2017-10-20 |
网格止盈 |
卖出 |
62.4375 |
42100.0 |
¥2.63M |
止盈触发 |
| 2017-10-27 |
网格首格 |
买入 |
65.065 |
40300.0 |
¥2.62M |
|
| 2017-10-30 |
网格止盈 |
卖出 |
67.4325 |
40300.0 |
¥2.72M |
止盈触发 |
| 2017-11-01 |
网格首格 |
买入 |
66.71665 |
40800.0 |
¥2.72M |
|
| 2017-11-07 |
网格止盈 |
卖出 |
70.37955000000001 |
40800.0 |
¥2.87M |
止盈触发 |
| 2017-11-09 |
网格首格 |
买入 |
70.45037999999998 |
40700.0 |
¥2.87M |
|
| 2017-11-13 |
网格止盈 |
卖出 |
74.54538000000001 |
40700.0 |
¥3.03M |
止盈触发 |
| 2017-11-15 |
网格首格 |
买入 |
72.02194999999999 |
42000.0 |
¥3.03M |
|
| 2017-11-16 |
网格止盈 |
卖出 |
74.52539999999999 |
42000.0 |
¥3.13M |
止盈触发 |
| 2017-11-21 |
网格首格 |
买入 |
72.76268999999999 |
43000.0 |
¥3.13M |
|
| 2017-11-24 |
网格加仓 |
买入 |
67.63756999999998 |
200.0 |
¥1.4万 |
加仓 |
| 2017-12-19 |
网格止盈 |
卖出 |
76.5 |
43200.0 |
¥3.30M |
止盈触发 |
| 2017-12-25 |
网格首格 |
买入 |
80.68059999999998 |
40900.0 |
¥3.30M |
|
| 2018-01-10 |
网格止盈 |
卖出 |
86.40351 |
40900.0 |
¥3.53M |
止盈触发 |
| 2018-01-19 |
网格首格 |
买入 |
86.4864 |
40800.0 |
¥3.53M |
|
| 2018-01-23 |
网格止盈 |
卖出 |
90.32958 |
40800.0 |
¥3.68M |
止盈触发 |
| 2018-01-24 |
网格首格 |
买入 |
89.58 |
41000.0 |
¥3.67M |
|
| 2018-01-26 |
网格加仓 |
买入 |
85.5855 |
200.0 |
¥1.7万 |
加仓 |
| 2019-04-01 |
网格止盈 |
卖出 |
94.905 |
41200.0 |
¥3.91M |
止盈触发 |
| 2019-04-09 |
网格首格 |
买入 |
100.26015999999998 |
38200.0 |
¥3.83M |
|
| 2019-04-10 |
网格止盈 |
卖出 |
105.894 |
38200.0 |
¥4.04M |
止盈触发 |
| 2019-04-12 |
网格首格 |
买入 |
97.9979 |
41100.0 |
¥4.03M |
|
| 2019-04-17 |
网格止盈 |
卖出 |
100.87902 |
41100.0 |
¥4.14M |
止盈触发 |
| 2019-04-18 |
网格首格 |
买入 |
103.42331999999998 |
40700.0 |
¥4.21M |
|
| 2019-05-07 |
网格加仓 |
买入 |
93.39329999999998 |
300.0 |
¥2.8万 |
加仓 |
| 2019-05-16 |
网格止盈 |
卖出 |
108.65124 |
41000.0 |
¥4.45M |
止盈触发 |
| 2019-05-20 |
网格首格 |
买入 |
105.90579999999999 |
41700.0 |
¥4.42M |
|
| 2019-05-24 |
网格加仓 |
买入 |
100.21010999999999 |
300.0 |
¥3.0万 |
加仓 |
| 2019-06-21 |
网格止盈 |
卖出 |
111.94794000000002 |
42000.0 |
¥4.70M |
止盈触发 |
| 2019-07-04 |
网格首格 |
买入 |
124.01388999999999 |
37800.0 |
¥4.69M |
|
| 2019-07-08 |
网格止盈 |
卖出 |
129.65022 |
37800.0 |
¥4.90M |
止盈触发 |
| 2019-07-12 |
网格首格 |
买入 |
123.85372999999998 |
39600.0 |
¥4.91M |
|
| 2019-07-24 |
网格加仓 |
买入 |
120.34021999999999 |
100.0 |
¥1.2万 |
加仓 |
| 2019-08-20 |
网格止盈 |
卖出 |
127.87200000000001 |
39700.0 |
¥5.07M |
止盈触发 |
| 2019-09-05 |
网格首格 |
买入 |
138.41827999999998 |
36500.0 |
¥5.05M |
|
| 2019-09-12 |
网格加仓 |
买入 |
127.62749999999998 |
100.0 |
¥1.3万 |
加仓 |
| 2020-05-11 |
网格止盈 |
卖出 |
143.07677999999999 |
36600.0 |
¥5.24M |
止盈触发 |
| 2020-05-25 |
网格首格 |
买入 |
144.15400999999997 |
36200.0 |
¥5.22M |
|
| 2020-06-02 |
网格止盈 |
卖出 |
158.23161 |
36200.0 |
¥5.73M |
止盈触发 |
| 2020-06-04 |
网格首格 |
买入 |
158.18803 |
36200.0 |
¥5.73M |
|
| 2020-06-22 |
网格止盈 |
卖出 |
163.836 |
36200.0 |
¥5.93M |
止盈触发 |
| 2020-07-14 |
网格首格 |
买入 |
218.51829999999998 |
27100.0 |
¥5.92M |
|
| 2020-07-17 |
网格加仓 |
买入 |
195.19499999999996 |
100.0 |
¥2.0万 |
加仓 |
| 2020-08-26 |
网格止盈 |
卖出 |
235.1646 |
27200.0 |
¥6.39M |
止盈触发 |
| 2020-09-02 |
网格首格 |
买入 |
235.43519999999995 |
27000.0 |
¥6.36M |
|
| 2020-09-08 |
网格加仓 |
买入 |
227.36713999999995 |
100.0 |
¥2.3万 |
加仓 |
| 2020-10-30 |
网格止盈 |
卖出 |
246.70304999999996 |
27100.0 |
¥6.68M |
止盈触发 |
| 2020-11-12 |
网格首格 |
买入 |
269.16889999999995 |
24800.0 |
¥6.68M |
|
| 2020-11-27 |
网格加仓 |
买入 |
260.84057999999993 |
100.0 |
¥2.6万 |
加仓 |
| 2020-12-18 |
网格止盈 |
卖出 |
276.62309999999997 |
24900.0 |
¥6.89M |
止盈触发 |
| 2020-12-24 |
网格首格 |
买入 |
276.27599999999995 |
24600.0 |
¥6.80M |
|
| 2020-12-29 |
网格止盈 |
卖出 |
285.79391999999996 |
24600.0 |
¥7.03M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
316.5 |
22300.0 |
¥7.06M |
|
| 2021-01-12 |
网格加仓 |
买入 |
299.24895 |
100.0 |
¥3.0万 |
加仓 |
| 2021-02-10 |
网格止盈 |
卖出 |
332.667 |
22400.0 |
¥7.45M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
333.9336 |
22300.0 |
¥7.45M |
|
| 2021-02-22 |
网格止盈 |
卖出 |
341.658 |
22300.0 |
¥7.62M |
止盈触发 |
| 2021-02-23 |
网格首格 |
买入 |
306.306 |
24300.0 |
¥7.45M |
|
| 2021-02-25 |
网格加仓 |
买入 |
296.7965 |
600.0 |
¥17.8万 |
加仓 |
| 2021-05-26 |
网格止盈 |
卖出 |
320.1795 |
24900.0 |
¥7.97M |
止盈触发 |
| 2021-06-01 |
网格首格 |
买入 |
316.61629999999997 |
25200.0 |
¥7.98M |
|
| 2026-05-07 |
网格加仓 |
买入 |
92.52243 |
100.0 |
¥9,255 |
加仓 |
| 2026-08-11 |
网格止盈 |
卖出 |
76.08384 |
25300.0 |
¥1.92M |
止盈触发 |
| 2026-08-12 |
网格首格 |
买入 |
74.83476 |
25500.0 |
¥1.91M |
|
| 2026-08-18 |
网格加仓 |
买入 |
72.48240999999999 |
200.0 |
¥1.5万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
73.38 |
25700 |
¥1.89M |
回测结束强平 |