002074 国轩高科 — 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: ¥1.48M
策略: 网格交易
K线 & 交易信号(策略收益 +48.48%)
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 23 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 |
2015-02-05 |
18.914562667000002 |
19.69029 |
¥4.1万 |
+4.07% |
网格止盈 |
| 2 |
2015-02-10 |
2015-02-12 |
19.174900744999995 |
19.6803 |
¥2.7万 |
+2.60% |
网格止盈 |
| 3 |
2015-02-26 |
2015-04-07 |
28.386863505 |
33.83613 |
¥20.5万 |
+19.16% |
网格止盈 |
| 4 |
2015-04-08 |
2015-05-15 |
30.65004346018072 |
32.2677 |
¥6.7万 |
+5.25% |
网格止盈 |
| 5 |
2015-05-18 |
2015-05-21 |
31.280621372 |
34.3 |
¥12.8万 |
+9.62% |
网格止盈 |
| 6 |
2015-05-25 |
2015-05-26 |
34.54486034999999 |
35.71425 |
¥4.8万 |
+3.35% |
网格止盈 |
| 7 |
2015-05-28 |
2015-06-16 |
34.19926482884876 |
34.58538 |
¥1.7万 |
+1.10% |
网格止盈 |
| 8 |
2015-06-17 |
2015-06-18 |
35.84655073999999 |
38.01195 |
¥9.2万 |
+6.01% |
网格止盈 |
| 9 |
2015-06-19 |
2015-10-20 |
35.21119203337093 |
35.80416 |
¥2.7万 |
+1.65% |
网格止盈 |
| 10 |
2015-10-21 |
2015-11-10 |
35.230237568166665 |
37.8621 |
¥12.3万 |
+7.44% |
网格止盈 |
| 11 |
2015-11-13 |
2015-11-17 |
38.439918516999995 |
41.538419999999995 |
¥13.8万 |
+8.03% |
网格止盈 |
| 12 |
2015-11-20 |
2016-06-17 |
40.72512491808955 |
42.3576 |
¥7.6万 |
+3.98% |
网格止盈 |
| 13 |
2016-06-22 |
2016-07-08 |
40.7110197457002 |
43.346610000000005 |
¥12.8万 |
+6.44% |
网格止盈 |
| 14 |
2016-07-11 |
2021-01-08 |
41.21045593967446 |
44.955 |
¥19.1万 |
+9.05% |
网格止盈 |
| 15 |
2021-01-12 |
2021-01-13 |
39.371127796 |
42.06789 |
¥15.5万 |
+6.82% |
网格止盈 |
| 16 |
2021-01-14 |
2021-01-25 |
39.04009473808888 |
41.43852 |
¥15.0万 |
+6.11% |
网格止盈 |
| 17 |
2021-01-26 |
2021-07-08 |
43.059514937382836 |
48.791160000000005 |
¥34.6万 |
+13.28% |
网格止盈 |
| 18 |
2021-07-09 |
2021-07-12 |
46.86085403999999 |
49.500449999999994 |
¥16.4万 |
+5.60% |
网格止盈 |
| 19 |
2021-07-15 |
2021-07-22 |
54.81691522160985 |
57.52242 |
¥15.3万 |
+4.90% |
网格止盈 |
| 20 |
2021-07-28 |
2021-07-30 |
50.565665149999994 |
53.5464 |
¥18.8万 |
+5.86% |
网格止盈 |
| 21 |
2021-08-03 |
2021-08-05 |
54.680313376472355 |
60.939 |
¥39.5万 |
+11.41% |
网格止盈 |
| 22 |
2021-08-09 |
2021-12-01 |
62.85148264466884 |
65.4345 |
¥15.7万 |
+4.08% |
网格止盈 |
| 23 |
2021-12-02 |
2026-11-13 |
63.0931914002327 |
23.32 |
¥-2.53M |
-63.05% |
强平 |
逐笔成交记录(共 61 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 |
18.90889 |
52700.0 |
¥99.7万 |
|
| 2015-02-05 |
网格止盈 |
卖出 |
19.69029 |
52700.0 |
¥1.04M |
止盈触发 |
| 2015-02-10 |
网格首格 |
买入 |
19.169149999999995 |
54200.0 |
¥1.04M |
|
| 2015-02-12 |
网格止盈 |
卖出 |
19.6803 |
54200.0 |
¥1.07M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
28.378349999999998 |
37600.0 |
¥1.07M |
|
| 2015-04-07 |
网格止盈 |
卖出 |
33.83613 |
37600.0 |
¥1.27M |
止盈触发 |
| 2015-04-08 |
网格首格 |
买入 |
30.660629999999998 |
41000.0 |
¥1.26M |
|
| 2015-04-10 |
网格加仓 |
买入 |
29.018989999999995 |
500.0 |
¥1.5万 |
加仓 |
| 2015-05-15 |
网格止盈 |
卖出 |
32.2677 |
41500.0 |
¥1.34M |
止盈触发 |
| 2015-05-18 |
网格首格 |
买入 |
31.271239999999995 |
42700.0 |
¥1.34M |
|
| 2015-05-21 |
网格止盈 |
卖出 |
34.3 |
42700.0 |
¥1.46M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
34.534499999999994 |
41300.0 |
¥1.43M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
35.71425 |
41300.0 |
¥1.47M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
34.2342 |
43500.0 |
¥1.49M |
|
| 2015-05-29 |
网格加仓 |
买入 |
31.731699999999996 |
800.0 |
¥2.5万 |
加仓 |
| 2015-06-16 |
网格止盈 |
卖出 |
34.58538 |
44300.0 |
¥1.53M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
35.83579999999999 |
42500.0 |
¥1.52M |
|
| 2015-06-18 |
网格止盈 |
卖出 |
38.01195 |
42500.0 |
¥1.62M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
35.36532999999999 |
44200.0 |
¥1.56M |
|
| 2015-06-23 |
网格加仓 |
买入 |
32.06203 |
1800.0 |
¥5.8万 |
加仓 |
| 2015-07-03 |
网格加仓 |
买入 |
18.89888 |
100.0 |
¥1,890 |
加仓 |
| 2015-10-20 |
网格止盈 |
卖出 |
35.80416 |
46100.0 |
¥1.65M |
止盈触发 |
| 2015-10-21 |
网格首格 |
买入 |
35.265229999999995 |
46200.0 |
¥1.63M |
|
| 2015-10-22 |
网格加仓 |
买入 |
31.711679999999998 |
600.0 |
¥1.9万 |
加仓 |
| 2015-11-10 |
网格止盈 |
卖出 |
37.8621 |
46800.0 |
¥1.77M |
止盈触发 |
| 2015-11-13 |
网格首格 |
买入 |
38.42838999999999 |
44600.0 |
¥1.71M |
|
| 2015-11-17 |
网格止盈 |
卖出 |
41.538419999999995 |
44600.0 |
¥1.85M |
止盈触发 |
| 2015-11-20 |
网格首格 |
买入 |
40.730689999999996 |
46200.0 |
¥1.88M |
|
| 2015-11-24 |
网格加仓 |
买入 |
39.5395 |
700.0 |
¥2.8万 |
加仓 |
| 2016-06-17 |
网格止盈 |
卖出 |
42.3576 |
46900.0 |
¥1.99M |
止盈触发 |
| 2016-06-22 |
网格首格 |
买入 |
40.70065999999999 |
48600.0 |
¥1.98M |
|
| 2016-07-01 |
网格加仓 |
买入 |
39.79975999999999 |
100.0 |
¥3,981 |
加仓 |
| 2016-07-08 |
网格止盈 |
卖出 |
43.346610000000005 |
48700.0 |
¥2.11M |
止盈触发 |
| 2016-07-11 |
网格首格 |
买入 |
41.29125 |
50600.0 |
¥2.09M |
|
| 2016-07-21 |
网格加仓 |
买入 |
38.5385 |
600.0 |
¥2.3万 |
加仓 |
| 2018-10-19 |
网格加仓 |
买入 |
10.02001 |
100.0 |
¥1,002 |
加仓 |
| 2021-01-08 |
网格止盈 |
卖出 |
44.955 |
51300.0 |
¥2.31M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
39.35932 |
57800.0 |
¥2.28M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
42.06789 |
57800.0 |
¥2.43M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
39.038999999999994 |
62600.0 |
¥2.44M |
|
| 2021-01-15 |
网格加仓 |
买入 |
37.367329999999995 |
400.0 |
¥1.5万 |
加仓 |
| 2021-01-25 |
网格止盈 |
卖出 |
41.43852 |
63000.0 |
¥2.61M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
43.07303 |
60200.0 |
¥2.59M |
|
| 2021-01-29 |
网格加仓 |
买入 |
39.06903 |
400.0 |
¥1.6万 |
加仓 |
| 2021-07-08 |
网格止盈 |
卖出 |
48.791160000000005 |
60600.0 |
¥2.96M |
止盈触发 |
| 2021-07-09 |
网格首格 |
买入 |
46.846799999999995 |
62500.0 |
¥2.93M |
|
| 2021-07-12 |
网格止盈 |
卖出 |
49.500449999999994 |
62500.0 |
¥3.09M |
止盈触发 |
| 2021-07-15 |
网格首格 |
买入 |
54.834779999999995 |
55400.0 |
¥3.04M |
|
| 2021-07-19 |
网格加仓 |
买入 |
53.53347999999999 |
1500.0 |
¥8.0万 |
加仓 |
| 2021-07-22 |
网格止盈 |
卖出 |
57.52242 |
56900.0 |
¥3.27M |
止盈触发 |
| 2021-07-28 |
网格首格 |
买入 |
50.55049999999999 |
63300.0 |
¥3.20M |
|
| 2021-07-30 |
网格止盈 |
卖出 |
53.5464 |
63300.0 |
¥3.39M |
止盈触发 |
| 2021-08-03 |
网格首格 |
买入 |
54.68463 |
62800.0 |
¥3.44M |
|
| 2021-08-04 |
网格加仓 |
买入 |
52.062009999999994 |
500.0 |
¥2.6万 |
加仓 |
| 2021-08-05 |
网格止盈 |
卖出 |
60.939 |
63300.0 |
¥3.86M |
止盈触发 |
| 2021-08-09 |
网格首格 |
买入 |
62.91 |
60200.0 |
¥3.79M |
|
| 2021-08-11 |
网格加仓 |
买入 |
58.59853999999999 |
1100.0 |
¥6.4万 |
加仓 |
| 2021-12-01 |
网格止盈 |
卖出 |
65.4345 |
61300.0 |
¥4.01M |
止盈触发 |
| 2021-12-02 |
网格首格 |
买入 |
63.09302999999999 |
63200.0 |
¥3.99M |
|
| 2021-12-07 |
网格加仓 |
买入 |
60.110049999999994 |
400.0 |
¥2.4万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
23.32 |
63600 |
¥1.48M |
回测结束强平 |