000895 双汇发展 — 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: ¥78.7万
策略: 网格交易
K线 & 交易信号（策略收益 -21.29%）
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 14 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 |
2015-03-19 |
32.71799616002951 |
34.165800000000004 |
¥4.4万 |
+4.39% |
网格止盈 |
| 2 |
2015-04-01 |
2015-04-03 |
36.957994072999995 |
37.88208 |
¥2.6万 |
+2.47% |
网格止盈 |
| 3 |
2015-04-10 |
2015-04-14 |
38.95058167 |
40.19 |
¥3.4万 |
+3.15% |
网格止盈 |
| 4 |
2015-04-16 |
2015-04-17 |
38.720282601 |
41.03892 |
¥6.5万 |
+5.96% |
网格止盈 |
| 5 |
2015-04-20 |
2020-04-23 |
40.286511570151724 |
41.958 |
¥4.8万 |
+4.12% |
网格止盈 |
| 6 |
2020-04-30 |
2020-05-11 |
41.353702389999995 |
42.787169999999996 |
¥4.2万 |
+3.44% |
网格止盈 |
| 7 |
2020-05-12 |
2020-05-14 |
41.634066473999994 |
43.956 |
¥6.9万 |
+5.55% |
网格止盈 |
| 8 |
2020-05-15 |
2020-06-30 |
42.65027359197106 |
46.6533 |
¥12.4万 |
+9.35% |
网格止盈 |
| 9 |
2020-07-03 |
2020-07-13 |
47.09115310899999 |
49.44051 |
¥7.2万 |
+4.96% |
网格止盈 |
| 10 |
2020-07-17 |
2020-07-20 |
50.46553511999999 |
54.945 |
¥13.3万 |
+8.84% |
网格止盈 |
| 11 |
2020-07-24 |
2020-08-11 |
53.709097897 |
55.55438999999999 |
¥5.6万 |
+3.40% |
网格止盈 |
| 12 |
2020-08-14 |
2020-08-19 |
51.276588362999995 |
54.02592 |
¥9.1万 |
+5.33% |
网格止盈 |
| 13 |
2020-08-26 |
2020-08-31 |
58.08543040299999 |
64.73519999999999 |
¥20.6万 |
+11.41% |
网格止盈 |
| 14 |
2020-09-01 |
2026-11-13 |
63.00711847287147 |
24.67 |
¥-1.22M |
-60.86% |
强平 |
逐笔成交记录（共 35 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 |
32.71268 |
30400.0 |
¥99.5万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
31.34131 |
100.0 |
¥3,135 |
加仓 |
| 2015-03-19 |
网格止盈 |
卖出 |
34.165800000000004 |
30500.0 |
¥1.04M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
36.946909999999995 |
28100.0 |
¥1.04M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
37.88208 |
28100.0 |
¥1.06M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
38.9389 |
27400.0 |
¥1.07M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
40.19 |
27400.0 |
¥1.10M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
38.70867 |
28300.0 |
¥1.10M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
41.03892 |
28300.0 |
¥1.16M |
止盈触发 |
| 2015-04-20 |
网格首格 |
买入 |
40.33 |
28800.0 |
¥1.16M |
|
| 2015-04-21 |
网格加仓 |
买入 |
38.88885 |
100.0 |
¥3,890 |
加仓 |
| 2015-05-21 |
网格加仓 |
买入 |
25.655629999999995 |
100.0 |
¥2,566 |
加仓 |
| 2020-04-23 |
网格止盈 |
卖出 |
41.958 |
29000.0 |
¥1.22M |
止盈触发 |
| 2020-04-30 |
网格首格 |
买入 |
41.34129999999999 |
29400.0 |
¥1.22M |
|
| 2020-05-11 |
网格止盈 |
卖出 |
42.787169999999996 |
29400.0 |
¥1.26M |
止盈触发 |
| 2020-05-12 |
网格首格 |
买入 |
41.621579999999994 |
30100.0 |
¥1.25M |
|
| 2020-05-14 |
网格止盈 |
卖出 |
43.956 |
30100.0 |
¥1.32M |
止盈触发 |
| 2020-05-15 |
网格首格 |
买入 |
42.642599999999995 |
31000.0 |
¥1.32M |
|
| 2020-05-19 |
网格加仓 |
买入 |
41.05100999999999 |
100.0 |
¥4,106 |
加仓 |
| 2020-06-30 |
网格止盈 |
卖出 |
46.6533 |
31100.0 |
¥1.45M |
止盈触发 |
| 2020-07-03 |
网格首格 |
买入 |
47.07702999999999 |
30700.0 |
¥1.45M |
|
| 2020-07-13 |
网格止盈 |
卖出 |
49.44051 |
30700.0 |
¥1.52M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
50.45039999999999 |
29900.0 |
¥1.51M |
|
| 2020-07-20 |
网格止盈 |
卖出 |
54.945 |
29900.0 |
¥1.64M |
止盈触发 |
| 2020-07-24 |
网格首格 |
买入 |
53.72367 |
30400.0 |
¥1.63M |
|
| 2020-07-27 |
网格加仓 |
买入 |
51.361309999999996 |
400.0 |
¥2.1万 |
加仓 |
| 2020-08-11 |
网格止盈 |
卖出 |
55.55438999999999 |
30800.0 |
¥1.71M |
止盈触发 |
| 2020-08-14 |
网格首格 |
买入 |
51.26121 |
33400.0 |
¥1.71M |
|
| 2020-08-19 |
网格止盈 |
卖出 |
54.02592 |
33400.0 |
¥1.80M |
止盈触发 |
| 2020-08-26 |
网格首格 |
买入 |
58.068009999999994 |
31000.0 |
¥1.80M |
|
| 2020-08-31 |
网格止盈 |
卖出 |
64.73519999999999 |
31000.0 |
¥2.01M |
止盈触发 |
| 2020-09-01 |
网格首格 |
买入 |
63.08 |
31500.0 |
¥1.99M |
|
| 2020-09-04 |
网格加仓 |
买入 |
58.49843999999999 |
300.0 |
¥1.8万 |
加仓 |
| 2020-10-26 |
网格加仓 |
买入 |
47.54749999999999 |
100.0 |
¥4,756 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
24.67 |
31900 |
¥78.7万 |
回测结束强平 |