002027 分众传媒 — 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: ¥31.1万
策略: 网格交易
K线 & 交易信号（策略收益 -68.87%）
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 |
2015-02-10 |
2015-02-12 |
8.050454411999999 |
8.35164 |
¥3.6万 |
+3.71% |
网格止盈 |
| 2 |
2015-02-13 |
2015-02-17 |
8.440961528999999 |
8.6913 |
¥3.0万 |
+2.93% |
网格止盈 |
| 3 |
2015-03-04 |
2015-03-05 |
9.332118796 |
10.0899 |
¥8.5万 |
+8.09% |
网格止盈 |
| 4 |
2015-03-09 |
2015-03-11 |
9.41222282 |
10.989 |
¥19.0万 |
+16.72% |
网格止盈 |
| 5 |
2015-03-13 |
2015-03-16 |
11.565018464999998 |
12.167819999999999 |
¥6.8万 |
+5.18% |
网格止盈 |
| 6 |
2015-03-18 |
2015-04-15 |
12.736911003272152 |
13.27671 |
¥5.9万 |
+4.21% |
网格止盈 |
| 7 |
2015-04-16 |
2015-04-27 |
12.201605743009972 |
13.13685 |
¥11.2万 |
+7.63% |
网格止盈 |
| 8 |
2015-04-28 |
2015-09-02 |
12.831838226355806 |
15.05 |
¥27.2万 |
+17.25% |
网格止盈 |
| 9 |
2015-09-16 |
2015-09-17 |
21.618073476999996 |
24.555419999999998 |
¥22.5万 |
+13.55% |
网格止盈 |
| 10 |
2015-09-21 |
2015-09-24 |
27.235368159999997 |
30.589380000000002 |
¥24.2万 |
+12.28% |
网格止盈 |
| 11 |
2015-09-25 |
2015-10-16 |
27.77024239450538 |
30.969 |
¥26.6万 |
+11.49% |
网格止盈 |
| 12 |
2015-10-20 |
2015-11-05 |
32.405340089929815 |
36.10386 |
¥29.4万 |
+11.38% |
网格止盈 |
| 13 |
2015-11-06 |
2015-11-09 |
36.046810799999996 |
38.1618 |
¥16.5万 |
+5.84% |
网格止盈 |
| 14 |
2015-11-24 |
2026-11-13 |
53.726330472629634 |
5.49 |
¥-2.74M |
-89.78% |
强平 |
逐笔成交记录（共 37 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
网格首格 |
买入 |
8.048039999999999 |
120800.0 |
¥97.2万 |
|
| 2015-02-12 |
网格止盈 |
卖出 |
8.35164 |
120800.0 |
¥1.01M |
止盈触发 |
| 2015-02-13 |
网格首格 |
买入 |
8.438429999999999 |
122000.0 |
¥1.03M |
|
| 2015-02-17 |
网格止盈 |
卖出 |
8.6913 |
122000.0 |
¥1.06M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
9.32932 |
112400.0 |
¥1.05M |
|
| 2015-03-05 |
网格止盈 |
卖出 |
10.0899 |
112400.0 |
¥1.13M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
9.4094 |
120500.0 |
¥1.13M |
|
| 2015-03-11 |
网格止盈 |
卖出 |
10.989 |
120500.0 |
¥1.32M |
止盈触发 |
| 2015-03-13 |
网格首格 |
买入 |
11.561549999999999 |
114100.0 |
¥1.32M |
|
| 2015-03-16 |
网格止盈 |
卖出 |
12.167819999999999 |
114100.0 |
¥1.39M |
止盈触发 |
| 2015-03-18 |
网格首格 |
买入 |
12.742729999999998 |
109100.0 |
¥1.39M |
|
| 2015-03-27 |
网格加仓 |
买入 |
12.032019999999997 |
1500.0 |
¥1.8万 |
加仓 |
| 2015-04-15 |
网格止盈 |
卖出 |
13.27671 |
110600.0 |
¥1.47M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
12.222209999999999 |
116700.0 |
¥1.43M |
|
| 2015-04-21 |
网格加仓 |
买入 |
11.411399999999999 |
3600.0 |
¥4.1万 |
加仓 |
| 2015-04-27 |
网格止盈 |
卖出 |
13.13685 |
120300.0 |
¥1.58M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
12.84283 |
120600.0 |
¥1.55M |
|
| 2015-04-29 |
网格加仓 |
买入 |
12.112099999999998 |
2500.0 |
¥3.0万 |
加仓 |
| 2015-09-02 |
网格止盈 |
卖出 |
15.05 |
123100.0 |
¥1.85M |
止盈触发 |
| 2015-09-16 |
网格首格 |
买入 |
21.611589999999996 |
76900.0 |
¥1.66M |
|
| 2015-09-17 |
网格止盈 |
卖出 |
24.555419999999998 |
76900.0 |
¥1.89M |
止盈触发 |
| 2015-09-21 |
网格首格 |
买入 |
27.227199999999996 |
72400.0 |
¥1.97M |
|
| 2015-09-24 |
网格止盈 |
卖出 |
30.589380000000002 |
72400.0 |
¥2.21M |
止盈触发 |
| 2015-09-25 |
网格首格 |
买入 |
27.827799999999996 |
81100.0 |
¥2.26M |
|
| 2015-09-28 |
网格加仓 |
买入 |
25.53551 |
2400.0 |
¥6.1万 |
加仓 |
| 2015-10-16 |
网格止盈 |
卖出 |
30.969 |
83500.0 |
¥2.59M |
止盈触发 |
| 2015-10-20 |
网格首格 |
买入 |
32.54250999999999 |
76800.0 |
¥2.50M |
|
| 2015-10-22 |
网格加仓 |
买入 |
28.628600000000002 |
2900.0 |
¥8.3万 |
加仓 |
| 2015-10-27 |
网格加仓 |
买入 |
28.828799999999998 |
100.0 |
¥2,884 |
加仓 |
| 2015-11-05 |
网格止盈 |
卖出 |
36.10386 |
79800.0 |
¥2.88M |
止盈触发 |
| 2015-11-06 |
网格首格 |
买入 |
36.035999999999994 |
78600.0 |
¥2.83M |
|
| 2015-11-09 |
网格止盈 |
卖出 |
38.1618 |
78600.0 |
¥3.00M |
止盈触发 |
| 2015-11-24 |
网格首格 |
买入 |
53.8538 |
55600.0 |
¥3.00M |
|
| 2015-11-27 |
网格加仓 |
买入 |
50.670619999999985 |
900.0 |
¥4.6万 |
加仓 |
| 2015-12-01 |
网格加仓 |
买入 |
49.049 |
100.0 |
¥4,906 |
加仓 |
| 2018-10-31 |
网格加仓 |
买入 |
5.895889999999998 |
100.0 |
¥590 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
5.49 |
56700 |
¥31.1万 |
回测结束强平 |