002001 新和成 — 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 +55.23%)
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 17 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 |
15.148687409916668 |
15.64434 |
¥3.2万 |
+3.24% |
网格止盈 |
| 2 |
2015-03-25 |
2015-03-26 |
17.172300144999994 |
17.762220000000003 |
¥3.5万 |
+3.40% |
网格止盈 |
| 3 |
2015-03-27 |
2015-04-08 |
17.612872276999997 |
18.15183 |
¥3.2万 |
+3.03% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-13 |
17.913262366999998 |
18.53145 |
¥3.8万 |
+3.42% |
网格止盈 |
| 5 |
2015-04-15 |
2015-04-27 |
18.782121210942147 |
21.14883 |
¥14.3万 |
+12.57% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-20 |
19.45745945979452 |
20.4795 |
¥6.7万 |
+5.22% |
网格止盈 |
| 7 |
2015-05-25 |
2015-05-26 |
20.236279063 |
20.98899 |
¥4.9万 |
+3.69% |
网格止盈 |
| 8 |
2015-05-28 |
2015-06-01 |
21.227566359999994 |
24.52545 |
¥21.5万 |
+15.50% |
网格止盈 |
| 9 |
2015-06-04 |
2015-06-08 |
25.893625757999995 |
26.70327 |
¥5.0万 |
+3.10% |
网格止盈 |
| 10 |
2015-06-10 |
2015-06-12 |
26.334197889999995 |
28.39158 |
¥12.6万 |
+7.78% |
网格止盈 |
| 11 |
2015-06-15 |
2017-11-17 |
27.74329484013043 |
30.7692 |
¥19.4万 |
+10.87% |
网格止盈 |
| 12 |
2017-11-24 |
2017-12-01 |
36.39398959151837 |
38.411550000000005 |
¥10.9万 |
+5.51% |
网格止盈 |
| 13 |
2017-12-04 |
2017-12-13 |
36.33088404858956 |
38.8611 |
¥14.5万 |
+6.93% |
网格止盈 |
| 14 |
2017-12-14 |
2017-12-26 |
38.528723495331036 |
41.11884 |
¥15.0万 |
+6.69% |
网格止盈 |
| 15 |
2017-12-27 |
2018-01-04 |
39.3704823296909 |
40.3596 |
¥5.9万 |
+2.48% |
网格止盈 |
| 16 |
2018-01-10 |
2018-01-15 |
39.85175193999999 |
43.97598 |
¥24.7万 |
+10.32% |
网格止盈 |
| 17 |
2018-01-16 |
2026-11-13 |
43.82163039651791 |
25.28 |
¥-1.14M |
-42.33% |
强平 |
逐笔成交记录(共 43 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 |
15.14513 |
65900.0 |
¥99.8万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
14.49448 |
100.0 |
¥1,450 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
15.64434 |
66000.0 |
¥1.03M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
17.167149999999996 |
59600.0 |
¥1.02M |
|
| 2015-03-26 |
网格止盈 |
卖出 |
17.762220000000003 |
59600.0 |
¥1.06M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
17.60759 |
60400.0 |
¥1.06M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
18.15183 |
60400.0 |
¥1.10M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
17.90789 |
61300.0 |
¥1.10M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
18.53145 |
61300.0 |
¥1.14M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
18.78 |
60300.0 |
¥1.13M |
|
| 2015-04-16 |
网格加仓 |
买入 |
17.717699999999997 |
200.0 |
¥3,545 |
加仓 |
| 2015-04-27 |
网格止盈 |
卖出 |
21.14883 |
60500.0 |
¥1.28M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
19.46945 |
64700.0 |
¥1.26M |
|
| 2015-05-07 |
网格加仓 |
买入 |
18.29828 |
1000.0 |
¥1.8万 |
加仓 |
| 2015-05-20 |
网格止盈 |
卖出 |
20.4795 |
65700.0 |
¥1.35M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
20.23021 |
65600.0 |
¥1.33M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
20.98899 |
65600.0 |
¥1.38M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
21.221199999999996 |
65400.0 |
¥1.39M |
|
| 2015-06-01 |
网格止盈 |
卖出 |
24.52545 |
65400.0 |
¥1.60M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
25.885859999999997 |
62000.0 |
¥1.61M |
|
| 2015-06-08 |
网格止盈 |
卖出 |
26.70327 |
62000.0 |
¥1.66M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
26.326299999999996 |
61700.0 |
¥1.62M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
28.39158 |
61700.0 |
¥1.75M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
27.737709999999996 |
64300.0 |
¥1.78M |
|
| 2015-06-16 |
网格加仓 |
买入 |
25.975949999999997 |
100.0 |
¥2,598 |
加仓 |
| 2017-11-17 |
网格止盈 |
卖出 |
30.7692 |
64400.0 |
¥1.98M |
止盈触发 |
| 2017-11-24 |
网格首格 |
买入 |
36.43639999999999 |
53000.0 |
¥1.93M |
|
| 2017-11-28 |
网格加仓 |
买入 |
34.364329999999995 |
1400.0 |
¥4.8万 |
加仓 |
| 2017-12-01 |
网格止盈 |
卖出 |
38.411550000000005 |
54400.0 |
¥2.09M |
止盈触发 |
| 2017-12-04 |
网格首格 |
买入 |
36.346309999999995 |
56300.0 |
¥2.05M |
|
| 2017-12-05 |
网格加仓 |
买入 |
35.085049999999995 |
1200.0 |
¥4.2万 |
加仓 |
| 2017-12-13 |
网格止盈 |
卖出 |
38.8611 |
57500.0 |
¥2.23M |
止盈触发 |
| 2017-12-14 |
网格首格 |
买入 |
38.52849 |
57800.0 |
¥2.23M |
|
| 2017-12-18 |
网格加仓 |
买入 |
35.24521 |
200.0 |
¥7,051 |
加仓 |
| 2017-12-26 |
网格止盈 |
卖出 |
41.11884 |
58000.0 |
¥2.38M |
止盈触发 |
| 2017-12-27 |
网格首格 |
买入 |
39.36932999999999 |
60100.0 |
¥2.37M |
|
| 2017-12-29 |
网格加仓 |
买入 |
37.75771999999999 |
400.0 |
¥1.5万 |
加仓 |
| 2018-01-04 |
网格止盈 |
卖出 |
40.3596 |
60500.0 |
¥2.44M |
止盈触发 |
| 2018-01-10 |
网格首格 |
买入 |
39.83979999999999 |
60100.0 |
¥2.40M |
|
| 2018-01-15 |
网格止盈 |
卖出 |
43.97598 |
60100.0 |
¥2.64M |
止盈触发 |
| 2018-01-16 |
网格首格 |
买入 |
43.853809999999996 |
61300.0 |
¥2.69M |
|
| 2018-06-20 |
网格加仓 |
买入 |
16.02601 |
100.0 |
¥1,603 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
25.28 |
61400 |
¥1.55M |
回测结束强平 |