002049 紫光国微 — 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: ¥1.20M
策略: 网格交易
K线 & 交易信号（策略收益 +19.51%）
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 29 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 |
2015-02-16 |
31.62708395048734 |
33.0 |
¥4.3万 |
+4.31% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-03 |
33.924054164 |
34.91505 |
¥3.0万 |
+2.89% |
网格止盈 |
| 3 |
2015-03-06 |
2015-03-11 |
33.72379410399999 |
35.08488 |
¥4.3万 |
+4.00% |
网格止盈 |
| 4 |
2015-03-12 |
2015-03-17 |
34.895315455 |
36.1638 |
¥4.0万 |
+3.60% |
网格止盈 |
| 5 |
2015-03-20 |
2015-03-24 |
35.395965604999994 |
37.74222 |
¥7.6万 |
+6.60% |
网格止盈 |
| 6 |
2015-04-23 |
2015-04-24 |
41.15344233 |
42.40755 |
¥3.7万 |
+3.02% |
网格止盈 |
| 7 |
2015-04-27 |
2015-05-19 |
41.799727147396034 |
43.46649 |
¥5.0万 |
+3.96% |
网格止盈 |
| 8 |
2015-05-20 |
2015-05-21 |
43.356302989999996 |
45.7542 |
¥7.2万 |
+5.50% |
网格止盈 |
| 9 |
2015-05-25 |
2015-05-26 |
51.116380314999994 |
54.715230000000005 |
¥9.4万 |
+7.01% |
网格止盈 |
| 10 |
2015-05-28 |
2015-06-03 |
57.424572205 |
61.62831 |
¥10.8万 |
+7.29% |
网格止盈 |
| 11 |
2015-06-04 |
2015-11-17 |
59.65458246811235 |
63.916019999999996 |
¥11.3万 |
+7.11% |
网格止盈 |
| 12 |
2015-11-23 |
2015-11-27 |
64.0832192 |
66.7332 |
¥6.5万 |
+4.10% |
网格止盈 |
| 13 |
2015-12-01 |
2015-12-08 |
60.053666649166665 |
61.4385 |
¥4.0万 |
+2.28% |
网格止盈 |
| 14 |
2015-12-09 |
2020-02-24 |
62.88667805364583 |
66.2337 |
¥9.6万 |
+5.29% |
网格止盈 |
| 15 |
2020-02-26 |
2020-05-13 |
65.95138917148788 |
68.931 |
¥8.6万 |
+4.49% |
网格止盈 |
| 16 |
2020-05-14 |
2020-05-20 |
69.610396856 |
76.4235 |
¥19.2万 |
+9.75% |
网格止盈 |
| 17 |
2020-05-21 |
2020-07-02 |
75.858510728 |
85.914 |
¥28.9万 |
+13.22% |
网格止盈 |
| 18 |
2020-07-13 |
2020-07-14 |
127.02495605799999 |
135.864 |
¥16.8万 |
+6.93% |
网格止盈 |
| 19 |
2020-07-15 |
2020-08-04 |
126.06389940642103 |
138.75110999999998 |
¥26.4万 |
+10.03% |
网格止盈 |
| 20 |
2020-08-06 |
2020-08-07 |
133.012731852 |
149.18067000000002 |
¥35.0万 |
+12.12% |
网格止盈 |
| 21 |
2020-08-11 |
2021-01-08 |
140.89032108666663 |
148.851 |
¥18.3万 |
+5.62% |
网格止盈 |
| 22 |
2021-01-13 |
2021-06-22 |
144.207269206 |
148.3515 |
¥9.8万 |
+2.84% |
网格止盈 |
| 23 |
2021-07-02 |
2021-07-06 |
148.47280848399996 |
158.841 |
¥24.2万 |
+6.95% |
网格止盈 |
| 24 |
2021-07-07 |
2021-07-08 |
153.19894589999998 |
174.825 |
¥52.4万 |
+14.08% |
网格止盈 |
| 25 |
2021-07-13 |
2021-07-22 |
166.11280901331392 |
172.62720000000002 |
¥16.7万 |
+3.89% |
网格止盈 |
| 26 |
2021-07-28 |
2021-07-30 |
177.25017910599996 |
189.81 |
¥31.3万 |
+7.05% |
网格止盈 |
| 27 |
2021-08-04 |
2021-08-05 |
178.73210355 |
188.31149999999997 |
¥25.3万 |
+5.33% |
网格止盈 |
| 28 |
2021-08-09 |
2021-08-23 |
194.33421791567565 |
213.786 |
¥50.2万 |
+9.98% |
网格止盈 |
| 29 |
2021-08-27 |
2026-11-13 |
235.60152930356594 |
50.85 |
¥-4.34M |
-78.42% |
强平 |
逐笔成交记录（共 73 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 |
31.621589999999998 |
31500.0 |
¥99.6万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
30.360329999999994 |
100.0 |
¥3,037 |
加仓 |
| 2015-02-16 |
网格止盈 |
卖出 |
33.0 |
31600.0 |
¥1.04M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
33.91388 |
30300.0 |
¥1.03M |
|
| 2015-03-03 |
网格止盈 |
卖出 |
34.91505 |
30300.0 |
¥1.06M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
33.71368 |
31700.0 |
¥1.07M |
|
| 2015-03-11 |
网格止盈 |
卖出 |
35.08488 |
31700.0 |
¥1.11M |
止盈触发 |
| 2015-03-12 |
网格首格 |
买入 |
34.88485 |
31900.0 |
¥1.11M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
36.1638 |
31900.0 |
¥1.15M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
35.385349999999995 |
32500.0 |
¥1.15M |
|
| 2015-03-24 |
网格止盈 |
卖出 |
37.74222 |
32500.0 |
¥1.23M |
止盈触发 |
| 2015-04-23 |
网格首格 |
买入 |
41.141099999999994 |
29600.0 |
¥1.22M |
|
| 2015-04-24 |
网格止盈 |
卖出 |
42.40755 |
29600.0 |
¥1.25M |
止盈触发 |
| 2015-04-27 |
网格首格 |
买入 |
41.801759999999994 |
30200.0 |
¥1.26M |
|
| 2015-04-29 |
网格加仓 |
买入 |
37.38735 |
100.0 |
¥3,740 |
加仓 |
| 2015-05-19 |
网格止盈 |
卖出 |
43.46649 |
30300.0 |
¥1.32M |
止盈触发 |
| 2015-05-20 |
网格首格 |
买入 |
43.34329999999999 |
30400.0 |
¥1.32M |
|
| 2015-05-21 |
网格止盈 |
卖出 |
45.7542 |
30400.0 |
¥1.39M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
51.101049999999994 |
26300.0 |
¥1.34M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
54.715230000000005 |
26300.0 |
¥1.44M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
57.407349999999994 |
25800.0 |
¥1.48M |
|
| 2015-06-03 |
网格止盈 |
卖出 |
61.62831 |
25800.0 |
¥1.59M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
59.85979999999999 |
26000.0 |
¥1.56M |
|
| 2015-06-09 |
网格加仓 |
买入 |
54.82476999999999 |
600.0 |
¥3.3万 |
加仓 |
| 2015-07-07 |
网格加仓 |
买入 |
30.5 |
100.0 |
¥3,051 |
加仓 |
| 2015-11-17 |
网格止盈 |
卖出 |
63.916019999999996 |
26700.0 |
¥1.71M |
止盈触发 |
| 2015-11-23 |
网格首格 |
买入 |
64.064 |
24600.0 |
¥1.58M |
|
| 2015-11-27 |
网格止盈 |
卖出 |
66.7332 |
24600.0 |
¥1.64M |
止盈触发 |
| 2015-12-01 |
网格首格 |
买入 |
60.059999999999995 |
28900.0 |
¥1.74M |
|
| 2015-12-07 |
网格加仓 |
买入 |
58.628569999999996 |
500.0 |
¥2.9万 |
加仓 |
| 2015-12-08 |
网格止盈 |
卖出 |
61.4385 |
29400.0 |
¥1.81M |
止盈触发 |
| 2015-12-09 |
网格首格 |
买入 |
63.062999999999995 |
28300.0 |
¥1.79M |
|
| 2016-03-11 |
网格加仓 |
买入 |
54.14 |
400.0 |
¥2.2万 |
加仓 |
| 2016-03-17 |
网格加仓 |
买入 |
42.5425 |
100.0 |
¥4,256 |
加仓 |
| 2020-02-24 |
网格止盈 |
卖出 |
66.2337 |
28800.0 |
¥1.91M |
止盈触发 |
| 2020-02-26 |
网格首格 |
买入 |
66.06599999999999 |
27900.0 |
¥1.84M |
|
| 2020-02-27 |
网格加仓 |
买入 |
62.18211999999999 |
1000.0 |
¥6.2万 |
加仓 |
| 2020-05-13 |
网格止盈 |
卖出 |
68.931 |
28900.0 |
¥1.99M |
止盈触发 |
| 2020-05-14 |
网格首格 |
买入 |
69.58952 |
28300.0 |
¥1.97M |
|
| 2020-05-20 |
网格止盈 |
卖出 |
76.4235 |
28300.0 |
¥2.16M |
止盈触发 |
| 2020-05-21 |
网格首格 |
买入 |
75.83576 |
28800.0 |
¥2.18M |
|
| 2020-07-02 |
网格止盈 |
卖出 |
85.914 |
28800.0 |
¥2.47M |
止盈触发 |
| 2020-07-13 |
网格首格 |
买入 |
126.98685999999998 |
19100.0 |
¥2.43M |
|
| 2020-07-14 |
网格止盈 |
卖出 |
135.864 |
19100.0 |
¥2.59M |
止盈触发 |
| 2020-07-15 |
网格首格 |
买入 |
126.14601999999998 |
20700.0 |
¥2.61M |
|
| 2020-07-17 |
网格加仓 |
买入 |
113.61349999999999 |
200.0 |
¥2.3万 |
加仓 |
| 2020-08-04 |
网格止盈 |
卖出 |
138.75110999999998 |
20900.0 |
¥2.90M |
止盈触发 |
| 2020-08-06 |
网格首格 |
买入 |
132.97284 |
21700.0 |
¥2.89M |
|
| 2020-08-07 |
网格止盈 |
卖出 |
149.18067000000002 |
21700.0 |
¥3.24M |
止盈触发 |
| 2020-08-11 |
网格首格 |
买入 |
141.141 |
22300.0 |
¥3.15M |
|
| 2020-08-14 |
网格加仓 |
买入 |
133.39325999999997 |
700.0 |
¥9.3万 |
加仓 |
| 2020-08-24 |
网格加仓 |
买入 |
127.70757999999998 |
100.0 |
¥1.3万 |
加仓 |
| 2021-01-08 |
网格止盈 |
卖出 |
148.851 |
23100.0 |
¥3.44M |
止盈触发 |
| 2021-01-13 |
网格首格 |
买入 |
144.16402 |
23800.0 |
¥3.43M |
|
| 2021-06-22 |
网格止盈 |
卖出 |
148.3515 |
23800.0 |
¥3.53M |
止盈触发 |
| 2021-07-02 |
网格首格 |
买入 |
148.42827999999997 |
23400.0 |
¥3.47M |
|
| 2021-07-06 |
网格止盈 |
卖出 |
158.841 |
23400.0 |
¥3.72M |
止盈触发 |
| 2021-07-07 |
网格首格 |
买入 |
153.153 |
24300.0 |
¥3.72M |
|
| 2021-07-08 |
网格止盈 |
卖出 |
174.825 |
24300.0 |
¥4.25M |
止盈触发 |
| 2021-07-13 |
网格首格 |
买入 |
166.17600999999996 |
25500.0 |
¥4.24M |
|
| 2021-07-15 |
网格加仓 |
买入 |
156.4563 |
300.0 |
¥4.7万 |
加仓 |
| 2021-07-22 |
网格止盈 |
卖出 |
172.62720000000002 |
25800.0 |
¥4.45M |
止盈触发 |
| 2021-07-28 |
网格首格 |
买入 |
177.19701999999995 |
25000.0 |
¥4.43M |
|
| 2021-07-30 |
网格止盈 |
卖出 |
189.81 |
25000.0 |
¥4.74M |
止盈触发 |
| 2021-08-04 |
网格首格 |
买入 |
178.67849999999999 |
26600.0 |
¥4.75M |
|
| 2021-08-05 |
网格止盈 |
卖出 |
188.31149999999997 |
26600.0 |
¥5.01M |
止盈触发 |
| 2021-08-09 |
网格首格 |
买入 |
194.39419999999996 |
25600.0 |
¥4.98M |
|
| 2021-08-18 |
网格加仓 |
买入 |
184.18399999999997 |
300.0 |
¥5.5万 |
加仓 |
| 2021-08-23 |
网格止盈 |
卖出 |
213.786 |
25900.0 |
¥5.54M |
止盈触发 |
| 2021-08-27 |
网格首格 |
买入 |
236.23599999999996 |
23200.0 |
¥5.48M |
|
| 2021-08-31 |
网格加仓 |
买入 |
226.84661999999997 |
200.0 |
¥4.5万 |
加仓 |
| 2023-05-15 |
网格加仓 |
买入 |
89.30921999999998 |
100.0 |
¥8,934 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
50.85 |
23500 |
¥1.19M |
回测结束强平 |