000999 华润三九 — 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: ¥1.55M
策略: 网格交易
K线 & 交易信号（策略收益 +55.00%）
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 27 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 |
2015-03-16 |
24.24933026292475 |
24.95502 |
¥2.9万 |
+2.88% |
网格止盈 |
| 2 |
2015-03-27 |
2015-04-08 |
26.654613986 |
28.49148 |
¥7.0万 |
+6.86% |
网格止盈 |
| 3 |
2015-04-10 |
2015-04-13 |
27.145251133 |
29.480490000000003 |
¥9.4万 |
+8.57% |
网格止盈 |
| 4 |
2015-04-15 |
2015-04-23 |
29.500569298712872 |
31.568400000000004 |
¥8.3万 |
+6.98% |
网格止盈 |
| 5 |
2015-04-28 |
2015-05-05 |
30.769958218999996 |
32.2677 |
¥6.1万 |
+4.84% |
网格止盈 |
| 6 |
2015-05-06 |
2015-05-11 |
30.239269059999998 |
31.94802 |
¥7.5万 |
+5.62% |
网格止盈 |
| 7 |
2015-05-15 |
2015-05-22 |
31.969587999999998 |
34.565400000000004 |
¥11.3万 |
+8.09% |
网格止盈 |
| 8 |
2015-05-29 |
2015-06-02 |
32.942779869999995 |
36.013949999999994 |
¥14.1万 |
+9.29% |
网格止盈 |
| 9 |
2015-06-09 |
2022-03-30 |
39.94876041031175 |
43.13682 |
¥13.2万 |
+7.95% |
网格止盈 |
| 10 |
2022-03-31 |
2022-04-01 |
42.825613831000005 |
44.14581 |
¥5.4万 |
+3.05% |
网格止盈 |
| 11 |
2022-04-07 |
2022-05-31 |
41.91599367385293 |
43.02693 |
¥4.9万 |
+2.62% |
网格止盈 |
| 12 |
2022-06-02 |
2022-06-23 |
41.84610394281497 |
44.19576 |
¥10.6万 |
+5.58% |
网格止盈 |
| 13 |
2022-06-28 |
2022-07-01 |
43.626654071 |
44.97498 |
¥6.0万 |
+3.06% |
网格止盈 |
| 14 |
2022-07-04 |
2022-07-05 |
45.53913764399999 |
48.601350000000004 |
¥13.8万 |
+6.69% |
网格止盈 |
| 15 |
2022-07-06 |
2022-10-19 |
45.817440839648654 |
47.83212 |
¥9.6万 |
+4.37% |
网格止盈 |
| 16 |
2022-10-20 |
2022-10-24 |
45.76943671299999 |
47.97 |
¥10.9万 |
+4.78% |
网格止盈 |
| 17 |
2022-10-25 |
2022-10-27 |
49.86475494 |
50.95899 |
¥5.2万 |
+2.16% |
网格止盈 |
| 18 |
2022-10-28 |
2022-11-10 |
52.93840232756343 |
56.52342000000001 |
¥16.6万 |
+6.74% |
网格止盈 |
| 19 |
2022-11-14 |
2022-11-15 |
50.82600322799999 |
57.942 |
¥36.3万 |
+13.97% |
网格止盈 |
| 20 |
2022-11-17 |
2022-11-18 |
55.812478722 |
57.8421 |
¥10.7万 |
+3.61% |
网格止盈 |
| 21 |
2022-11-21 |
2022-11-30 |
55.03342084737832 |
58.28166 |
¥18.2万 |
+5.87% |
网格止盈 |
| 22 |
2022-12-02 |
2022-12-06 |
55.12158151499999 |
56.80314 |
¥9.7万 |
+3.02% |
网格止盈 |
| 23 |
2022-12-07 |
2022-12-08 |
52.568265749999995 |
54.43551 |
¥11.8万 |
+3.52% |
网格止盈 |
| 24 |
2022-12-09 |
2023-03-14 |
53.98039513502318 |
56.423519999999996 |
¥15.7万 |
+4.49% |
网格止盈 |
| 25 |
2023-03-20 |
2023-04-06 |
55.88207905985145 |
58.7 |
¥18.3万 |
+5.01% |
网格止盈 |
| 26 |
2023-04-10 |
2023-04-28 |
58.36955888843225 |
60.948989999999995 |
¥16.8万 |
+4.39% |
网格止盈 |
| 27 |
2023-05-08 |
2026-11-13 |
65.7584966899885 |
25.45 |
¥-2.46M |
-61.31% |
强平 |
逐笔成交记录（共 68 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 |
24.244219999999995 |
41100.0 |
¥99.7万 |
|
| 2015-02-10 |
网格加仓 |
买入 |
23.353329999999996 |
100.0 |
¥2,336 |
加仓 |
| 2015-03-16 |
网格止盈 |
卖出 |
24.95502 |
41200.0 |
¥1.03M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
26.64662 |
38500.0 |
¥1.03M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
28.49148 |
38500.0 |
¥1.10M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
27.13711 |
40200.0 |
¥1.09M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
29.480490000000003 |
40200.0 |
¥1.18M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
29.5 |
40200.0 |
¥1.19M |
|
| 2015-04-16 |
网格加仓 |
买入 |
27.827799999999996 |
200.0 |
¥5,567 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
31.568400000000004 |
40400.0 |
¥1.27M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
30.76073 |
41000.0 |
¥1.26M |
|
| 2015-05-05 |
网格止盈 |
卖出 |
32.2677 |
41000.0 |
¥1.32M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
30.230199999999996 |
44100.0 |
¥1.33M |
|
| 2015-05-11 |
网格止盈 |
卖出 |
31.94802 |
44100.0 |
¥1.41M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
31.96 |
43800.0 |
¥1.40M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
34.565400000000004 |
43800.0 |
¥1.51M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
32.9329 |
46200.0 |
¥1.52M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
36.013949999999994 |
46200.0 |
¥1.66M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
39.939899999999994 |
41600.0 |
¥1.66M |
|
| 2015-06-11 |
网格加仓 |
买入 |
38.6386 |
100.0 |
¥3,865 |
加仓 |
| 2022-03-30 |
网格止盈 |
卖出 |
43.13682 |
41700.0 |
¥1.80M |
止盈触发 |
| 2022-03-31 |
网格首格 |
买入 |
42.81277 |
41500.0 |
¥1.78M |
|
| 2022-04-01 |
网格止盈 |
卖出 |
44.14581 |
41500.0 |
¥1.83M |
止盈触发 |
| 2022-04-07 |
网格首格 |
买入 |
41.9419 |
43600.0 |
¥1.83M |
|
| 2022-04-11 |
网格加仓 |
买入 |
39.43939999999999 |
500.0 |
¥2.0万 |
加仓 |
| 2022-04-14 |
网格加仓 |
买入 |
37.44740999999999 |
100.0 |
¥3,746 |
加仓 |
| 2022-05-31 |
网格止盈 |
卖出 |
43.02693 |
44200.0 |
¥1.90M |
止盈触发 |
| 2022-06-02 |
网格首格 |
买入 |
41.84179999999999 |
45200.0 |
¥1.89M |
|
| 2022-06-06 |
网格加仓 |
买入 |
39.96993 |
200.0 |
¥7,996 |
加仓 |
| 2022-06-23 |
网格止盈 |
卖出 |
44.19576 |
45400.0 |
¥2.01M |
止盈触发 |
| 2022-06-28 |
网格首格 |
买入 |
43.613569999999996 |
45300.0 |
¥1.98M |
|
| 2022-07-01 |
网格止盈 |
卖出 |
44.97498 |
45300.0 |
¥2.04M |
止盈触发 |
| 2022-07-04 |
网格首格 |
买入 |
45.525479999999995 |
45400.0 |
¥2.07M |
|
| 2022-07-05 |
网格止盈 |
卖出 |
48.601350000000004 |
45400.0 |
¥2.21M |
止盈触发 |
| 2022-07-06 |
网格首格 |
买入 |
45.81577 |
47900.0 |
¥2.20M |
|
| 2022-07-07 |
网格加仓 |
买入 |
42.91286999999999 |
200.0 |
¥8,585 |
加仓 |
| 2022-10-19 |
网格止盈 |
卖出 |
47.83212 |
48100.0 |
¥2.30M |
止盈触发 |
| 2022-10-20 |
网格首格 |
买入 |
45.75570999999999 |
49800.0 |
¥2.28M |
|
| 2022-10-24 |
网格止盈 |
卖出 |
47.97 |
49800.0 |
¥2.39M |
止盈触发 |
| 2022-10-25 |
网格首格 |
买入 |
49.849799999999995 |
48200.0 |
¥2.40M |
|
| 2022-10-27 |
网格止盈 |
卖出 |
50.95899 |
48200.0 |
¥2.46M |
止盈触发 |
| 2022-10-28 |
网格首格 |
买入 |
53.053 |
44600.0 |
¥2.37M |
|
| 2022-11-03 |
网格加仓 |
买入 |
49.859809999999996 |
1900.0 |
¥9.5万 |
加仓 |
| 2022-11-10 |
网格止盈 |
卖出 |
56.52342000000001 |
46500.0 |
¥2.63M |
止盈触发 |
| 2022-11-14 |
网格首格 |
买入 |
50.81075999999999 |
51200.0 |
¥2.60M |
|
| 2022-11-15 |
网格止盈 |
卖出 |
57.942 |
51200.0 |
¥2.97M |
止盈触发 |
| 2022-11-17 |
网格首格 |
买入 |
55.795739999999995 |
53400.0 |
¥2.98M |
|
| 2022-11-18 |
网格止盈 |
卖出 |
57.8421 |
53400.0 |
¥3.09M |
止盈触发 |
| 2022-11-21 |
网格首格 |
买入 |
55.05499999999999 |
54200.0 |
¥2.98M |
|
| 2022-11-24 |
网格加仓 |
买入 |
54.03397999999999 |
2100.0 |
¥11.4万 |
加仓 |
| 2022-11-30 |
网格止盈 |
卖出 |
58.28166 |
56300.0 |
¥3.28M |
止盈触发 |
| 2022-12-02 |
网格首格 |
买入 |
55.10504999999999 |
58100.0 |
¥3.20M |
|
| 2022-12-06 |
网格止盈 |
卖出 |
56.80314 |
58100.0 |
¥3.30M |
止盈触发 |
| 2022-12-07 |
网格首格 |
买入 |
52.552499999999995 |
63600.0 |
¥3.34M |
|
| 2022-12-08 |
网格止盈 |
卖出 |
54.43551 |
63600.0 |
¥3.46M |
止盈触发 |
| 2022-12-09 |
网格首格 |
买入 |
53.98 |
63900.0 |
¥3.45M |
|
| 2022-12-12 |
网格加仓 |
买入 |
52.70264999999999 |
800.0 |
¥4.2万 |
加仓 |
| 2023-03-14 |
网格止盈 |
卖出 |
56.423519999999996 |
64700.0 |
¥3.65M |
止盈触发 |
| 2023-03-20 |
网格首格 |
买入 |
55.915859999999995 |
63200.0 |
¥3.53M |
|
| 2023-03-22 |
网格加仓 |
买入 |
54.344289999999994 |
2100.0 |
¥11.4万 |
加仓 |
| 2023-04-06 |
网格止盈 |
卖出 |
58.7 |
65300.0 |
¥3.83M |
止盈触发 |
| 2023-04-10 |
网格首格 |
买入 |
58.35829999999999 |
65500.0 |
¥3.82M |
|
| 2023-04-13 |
网格加仓 |
买入 |
56.30624999999999 |
200.0 |
¥1.1万 |
加仓 |
| 2023-04-28 |
网格止盈 |
卖出 |
60.948989999999995 |
65700.0 |
¥4.00M |
止盈触发 |
| 2023-05-08 |
网格首格 |
买入 |
65.7657 |
60500.0 |
¥3.98M |
|
| 2023-05-11 |
网格加仓 |
买入 |
63.7 |
300.0 |
¥1.9万 |
加仓 |
| 2023-07-07 |
网格加仓 |
买入 |
55.56550999999999 |
100.0 |
¥5,558 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
25.45 |
60900 |
¥1.55M |
回测结束强平 |