002142 宁波银行 — 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: ¥2.64M
策略: 网格交易
K线 & 交易信号(策略收益 +163.66%)
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 |
2015-02-17 |
13.968139184999998 |
14.39559 |
¥3.0万 |
+3.03% |
网格止盈 |
| 2 |
2015-02-26 |
2015-02-27 |
14.218464259999998 |
14.82516 |
¥4.4万 |
+4.24% |
网格止盈 |
| 3 |
2015-03-05 |
2015-03-10 |
14.174251 |
15.714269999999999 |
¥11.6万 |
+10.83% |
网格止盈 |
| 4 |
2015-03-17 |
2015-03-18 |
17.652924288999994 |
18.33165 |
¥4.5万 |
+3.81% |
网格止盈 |
| 5 |
2015-03-20 |
2015-04-08 |
17.743041316 |
18.521459999999998 |
¥5.3万 |
+4.36% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-13 |
19.345121795999997 |
20.3796 |
¥6.8万 |
+5.32% |
网格止盈 |
| 7 |
2015-04-15 |
2015-04-29 |
19.42332952674892 |
19.930049999999998 |
¥3.5万 |
+2.58% |
网格止盈 |
| 8 |
2015-05-04 |
2015-06-03 |
19.370221318019524 |
20.059919999999998 |
¥4.9万 |
+3.53% |
网格止盈 |
| 9 |
2015-06-10 |
2019-04-09 |
22.698293297490537 |
23.4765 |
¥4.9万 |
+3.40% |
网格止盈 |
| 10 |
2019-04-10 |
2019-06-21 |
23.257134687954615 |
24.06591 |
¥5.1万 |
+3.45% |
网格止盈 |
| 11 |
2019-06-26 |
2019-07-02 |
23.63068708 |
24.90507 |
¥8.2万 |
+5.36% |
网格止盈 |
| 12 |
2019-07-09 |
2019-07-26 |
23.310270983999995 |
23.756220000000003 |
¥3.0万 |
+1.88% |
网格止盈 |
| 13 |
2019-07-29 |
2019-09-16 |
23.919666805888404 |
24.82515 |
¥6.2万 |
+3.75% |
网格止盈 |
| 14 |
2019-09-19 |
2019-09-27 |
24.291545278 |
25.2747 |
¥6.9万 |
+4.02% |
网格止盈 |
| 15 |
2019-10-08 |
2019-10-09 |
25.032507499999998 |
26.25372 |
¥8.5万 |
+4.85% |
网格止盈 |
| 16 |
2019-10-15 |
2019-11-04 |
27.358205 |
28.461509999999997 |
¥7.4万 |
+4.00% |
网格止盈 |
| 17 |
2019-11-12 |
2019-11-19 |
28.096486417999994 |
29.01096 |
¥6.2万 |
+3.22% |
网格止盈 |
| 18 |
2019-11-25 |
2020-01-03 |
27.54125369456258 |
29.000970000000006 |
¥10.5万 |
+5.27% |
网格止盈 |
| 19 |
2020-01-21 |
2020-07-07 |
28.105778484783997 |
31.968 |
¥28.9万 |
+13.71% |
网格止盈 |
| 20 |
2020-07-08 |
2020-08-11 |
31.218339971829415 |
33.49647 |
¥17.4万 |
+7.27% |
网格止盈 |
| 21 |
2020-08-13 |
2020-08-18 |
33.02288389399999 |
34.52544 |
¥11.6万 |
+4.52% |
网格止盈 |
| 22 |
2020-08-28 |
2020-08-31 |
34.564886355999995 |
36.14382 |
¥12.2万 |
+4.54% |
网格止盈 |
| 23 |
2020-09-01 |
2020-11-24 |
35.373393407159945 |
37.00296 |
¥12.9万 |
+4.58% |
网格止盈 |
| 24 |
2020-11-26 |
2020-11-30 |
35.73640770699999 |
37.8621 |
¥17.3万 |
+5.92% |
网格止盈 |
| 25 |
2020-12-01 |
2021-01-12 |
36.954759468705454 |
38.11185 |
¥9.6万 |
+3.10% |
网格止盈 |
| 26 |
2021-01-20 |
2021-02-04 |
38.94828220758566 |
40.159800000000004 |
¥9.9万 |
+3.08% |
网格止盈 |
| 27 |
2021-02-19 |
2026-11-13 |
42.837325931659315 |
34.15 |
¥-67.1万 |
-20.30% |
强平 |
逐笔成交记录(共 67 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 |
13.963949999999997 |
71500.0 |
¥99.9万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
14.39559 |
71500.0 |
¥1.03M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
14.214199999999998 |
72300.0 |
¥1.03M |
|
| 2015-02-27 |
网格止盈 |
卖出 |
14.82516 |
72300.0 |
¥1.07M |
止盈触发 |
| 2015-03-05 |
网格首格 |
买入 |
14.17 |
75300.0 |
¥1.07M |
|
| 2015-03-10 |
网格止盈 |
卖出 |
15.714269999999999 |
75300.0 |
¥1.18M |
止盈触发 |
| 2015-03-17 |
网格首格 |
买入 |
17.647629999999996 |
66700.0 |
¥1.18M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
18.33165 |
66700.0 |
¥1.22M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
17.737719999999996 |
68700.0 |
¥1.22M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
18.521459999999998 |
68700.0 |
¥1.27M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
19.339319999999997 |
66000.0 |
¥1.28M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
20.3796 |
66000.0 |
¥1.34M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
19.419399999999996 |
69400.0 |
¥1.35M |
|
| 2015-04-27 |
网格加仓 |
买入 |
18.978959999999997 |
300.0 |
¥5,695 |
加仓 |
| 2015-04-29 |
网格止盈 |
卖出 |
19.930049999999998 |
69700.0 |
¥1.39M |
止盈触发 |
| 2015-05-04 |
网格首格 |
买入 |
19.37 |
71300.0 |
¥1.38M |
|
| 2015-05-06 |
网格加仓 |
买入 |
18.36835 |
400.0 |
¥7,350 |
加仓 |
| 2015-06-03 |
网格止盈 |
卖出 |
20.059919999999998 |
71700.0 |
¥1.44M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
22.732709999999997 |
61800.0 |
¥1.41M |
|
| 2015-06-16 |
网格加仓 |
买入 |
21.221199999999996 |
1500.0 |
¥3.2万 |
加仓 |
| 2015-06-23 |
网格加仓 |
买入 |
19.26925 |
100.0 |
¥1,928 |
加仓 |
| 2019-04-09 |
网格止盈 |
卖出 |
23.4765 |
63400.0 |
¥1.49M |
止盈触发 |
| 2019-04-10 |
网格首格 |
买入 |
23.25323 |
63700.0 |
¥1.48M |
|
| 2019-04-29 |
网格加仓 |
买入 |
22.272249999999996 |
200.0 |
¥4,456 |
加仓 |
| 2019-06-21 |
网格止盈 |
卖出 |
24.06591 |
63900.0 |
¥1.54M |
止盈触发 |
| 2019-06-26 |
网格首格 |
买入 |
23.6236 |
64800.0 |
¥1.53M |
|
| 2019-07-02 |
网格止盈 |
卖出 |
24.90507 |
64800.0 |
¥1.61M |
止盈触发 |
| 2019-07-09 |
网格首格 |
买入 |
23.303279999999997 |
69500.0 |
¥1.62M |
|
| 2019-07-26 |
网格止盈 |
卖出 |
23.756220000000003 |
69500.0 |
¥1.65M |
止盈触发 |
| 2019-07-29 |
网格首格 |
买入 |
23.91389 |
68900.0 |
¥1.65M |
|
| 2019-08-05 |
网格加仓 |
买入 |
22.95 |
100.0 |
¥2,296 |
加仓 |
| 2019-09-16 |
网格止盈 |
卖出 |
24.82515 |
69000.0 |
¥1.71M |
止盈触发 |
| 2019-09-19 |
网格首格 |
买入 |
24.28426 |
70500.0 |
¥1.71M |
|
| 2019-09-27 |
网格止盈 |
卖出 |
25.2747 |
70500.0 |
¥1.78M |
止盈触发 |
| 2019-10-08 |
网格首格 |
买入 |
25.025 |
70400.0 |
¥1.76M |
|
| 2019-10-09 |
网格止盈 |
卖出 |
26.25372 |
70400.0 |
¥1.85M |
止盈触发 |
| 2019-10-15 |
网格首格 |
买入 |
27.35 |
67900.0 |
¥1.86M |
|
| 2019-11-04 |
网格止盈 |
卖出 |
28.461509999999997 |
67900.0 |
¥1.93M |
止盈触发 |
| 2019-11-12 |
网格首格 |
买入 |
28.088059999999995 |
68600.0 |
¥1.93M |
|
| 2019-11-19 |
网格止盈 |
卖出 |
29.01096 |
68600.0 |
¥1.99M |
止盈触发 |
| 2019-11-25 |
网格首格 |
买入 |
27.537509999999997 |
72300.0 |
¥1.99M |
|
| 2019-11-29 |
网格加仓 |
买入 |
26.71669 |
400.0 |
¥1.1万 |
加仓 |
| 2020-01-03 |
网格止盈 |
卖出 |
29.000970000000006 |
72700.0 |
¥2.11M |
止盈触发 |
| 2020-01-21 |
网格首格 |
买入 |
28.1281 |
74400.0 |
¥2.09M |
|
| 2020-02-03 |
网格加仓 |
买入 |
24.28426 |
600.0 |
¥1.5万 |
加仓 |
| 2020-07-07 |
网格止盈 |
卖出 |
31.968 |
75000.0 |
¥2.40M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
31.23119999999999 |
75700.0 |
¥2.36M |
|
| 2020-07-14 |
网格加仓 |
买入 |
29.679649999999995 |
1100.0 |
¥3.3万 |
加仓 |
| 2020-08-11 |
网格止盈 |
卖出 |
33.49647 |
76800.0 |
¥2.57M |
止盈触发 |
| 2020-08-13 |
网格首格 |
买入 |
33.01297999999999 |
77700.0 |
¥2.57M |
|
| 2020-08-18 |
网格止盈 |
卖出 |
34.52544 |
77700.0 |
¥2.68M |
止盈触发 |
| 2020-08-28 |
网格首格 |
买入 |
34.55452 |
77500.0 |
¥2.68M |
|
| 2020-08-31 |
网格止盈 |
卖出 |
36.14382 |
77500.0 |
¥2.80M |
止盈触发 |
| 2020-09-01 |
网格首格 |
买入 |
35.37 |
78900.0 |
¥2.79M |
|
| 2020-09-03 |
网格加仓 |
买入 |
34.22418999999999 |
500.0 |
¥1.7万 |
加仓 |
| 2020-11-24 |
网格止盈 |
卖出 |
37.00296 |
79400.0 |
¥2.94M |
止盈触发 |
| 2020-11-26 |
网格首格 |
买入 |
35.72568999999999 |
81800.0 |
¥2.92M |
|
| 2020-11-30 |
网格止盈 |
卖出 |
37.8621 |
81800.0 |
¥3.10M |
止盈触发 |
| 2020-12-01 |
网格首格 |
买入 |
36.946909999999995 |
84000.0 |
¥3.10M |
|
| 2020-12-08 |
网格加仓 |
买入 |
35.58554999999999 |
200.0 |
¥7,119 |
加仓 |
| 2021-01-12 |
网格止盈 |
卖出 |
38.11185 |
84200.0 |
¥3.21M |
止盈触发 |
| 2021-01-20 |
网格首格 |
买入 |
38.9389 |
82200.0 |
¥3.20M |
|
| 2021-01-26 |
网格加仓 |
买入 |
37.04700999999999 |
100.0 |
¥3,706 |
加仓 |
| 2021-02-04 |
网格止盈 |
卖出 |
40.159800000000004 |
82300.0 |
¥3.30M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
42.84279999999999 |
76300.0 |
¥3.27M |
|
| 2021-02-23 |
网格加仓 |
买入 |
41.271229999999996 |
900.0 |
¥3.7万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
34.15 |
77200 |
¥2.64M |
回测结束强平 |