002202 金风科技 — 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: ¥91.6万
策略: 网格交易
K线 & 交易信号(策略收益 -8.40%)
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 13 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 |
2015-02-06 |
2015-02-27 |
14.001734554705882 |
14.845139999999997 |
¥6.0万 |
+5.99% |
网格止盈 |
| 2 |
2015-03-05 |
2015-03-19 |
14.909361466999998 |
15.384600000000002 |
¥3.3万 |
+3.16% |
网格止盈 |
| 3 |
2015-03-26 |
2015-03-30 |
15.720414709999998 |
18.4815 |
¥19.1万 |
+17.53% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-02 |
18.924575669999996 |
20.1798 |
¥8.4万 |
+6.60% |
网格止盈 |
| 5 |
2015-04-09 |
2015-04-23 |
20.555505644357893 |
21.2787 |
¥4.8万 |
+3.49% |
网格止盈 |
| 6 |
2015-04-24 |
2015-05-05 |
20.8585674339351 |
22.18779 |
¥9.0万 |
+6.34% |
网格止盈 |
| 7 |
2015-05-07 |
2015-05-13 |
20.296729014408907 |
21.28869 |
¥7.3万 |
+4.86% |
网格止盈 |
| 8 |
2015-05-15 |
2015-05-21 |
21.203187005376343 |
22.85712 |
¥12.3万 |
+7.77% |
网格止盈 |
| 9 |
2015-05-28 |
2015-06-03 |
23.710791104 |
24.8751 |
¥8.2万 |
+4.88% |
网格止盈 |
| 10 |
2015-06-09 |
2026-01-08 |
25.367651113926026 |
25.974 |
¥4.2万 |
+2.36% |
网格止盈 |
| 11 |
2026-01-15 |
2026-03-13 |
29.791743453694444 |
31.31865 |
¥9.3万 |
+5.09% |
网格止盈 |
| 12 |
2026-03-17 |
2026-03-19 |
29.996763215824725 |
29.97 |
¥-2,285 |
-0.12% |
网格止盈 |
| 13 |
2026-03-20 |
2026-11-13 |
29.938878969999998 |
14.31 |
¥-1.00M |
-52.22% |
强平 |
逐笔成交记录(共 35 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-02-06 |
网格首格 |
买入 |
14.0 |
71100.0 |
¥99.6万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
13.4134 |
300.0 |
¥4,025 |
加仓 |
| 2015-02-27 |
网格止盈 |
卖出 |
14.845139999999997 |
71400.0 |
¥1.06M |
止盈触发 |
| 2015-03-05 |
网格首格 |
买入 |
14.904889999999998 |
70900.0 |
¥1.06M |
|
| 2015-03-19 |
网格止盈 |
卖出 |
15.384600000000002 |
70900.0 |
¥1.09M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
15.715699999999998 |
69400.0 |
¥1.09M |
|
| 2015-03-30 |
网格止盈 |
卖出 |
18.4815 |
69400.0 |
¥1.28M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
18.918899999999997 |
67100.0 |
¥1.27M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
20.1798 |
67100.0 |
¥1.35M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
20.55053 |
66400.0 |
¥1.36M |
|
| 2015-04-10 |
网格加仓 |
买入 |
19.759739999999997 |
100.0 |
¥1,977 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
21.2787 |
66500.0 |
¥1.41M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
20.87 |
66700.0 |
¥1.39M |
|
| 2015-04-29 |
网格加仓 |
买入 |
19.77976 |
1100.0 |
¥2.2万 |
加仓 |
| 2015-05-05 |
网格止盈 |
卖出 |
22.18779 |
67800.0 |
¥1.50M |
止盈触发 |
| 2015-05-07 |
网格首格 |
买入 |
20.3 |
73200.0 |
¥1.49M |
|
| 2015-05-08 |
网格加仓 |
买入 |
19.52951 |
900.0 |
¥1.8万 |
加仓 |
| 2015-05-13 |
网格止盈 |
卖出 |
21.28869 |
74100.0 |
¥1.58M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
21.2 |
74200.0 |
¥1.57M |
|
| 2015-05-18 |
网格加仓 |
买入 |
20.019999999999996 |
200.0 |
¥4,005 |
加仓 |
| 2015-05-21 |
网格止盈 |
卖出 |
22.85712 |
74400.0 |
¥1.70M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
23.70368 |
71200.0 |
¥1.69M |
|
| 2015-06-03 |
网格止盈 |
卖出 |
24.8751 |
71200.0 |
¥1.77M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
25.375349999999997 |
70200.0 |
¥1.78M |
|
| 2015-07-08 |
网格加仓 |
买入 |
14.614599999999998 |
100.0 |
¥1,462 |
加仓 |
| 2026-01-08 |
网格止盈 |
卖出 |
25.974 |
70300.0 |
¥1.83M |
止盈触发 |
| 2026-01-15 |
网格首格 |
买入 |
30.420389999999998 |
54500.0 |
¥1.66M |
|
| 2026-01-19 |
网格加仓 |
买入 |
24.36434 |
6100.0 |
¥14.9万 |
加仓 |
| 2026-01-20 |
网格加仓 |
买入 |
26.956929999999996 |
600.0 |
¥1.6万 |
加仓 |
| 2026-03-13 |
网格止盈 |
卖出 |
31.31865 |
61200.0 |
¥1.92M |
止盈触发 |
| 2026-03-17 |
网格首格 |
买入 |
30.04001 |
61600.0 |
¥1.85M |
|
| 2026-03-18 |
网格加仓 |
买入 |
28.58855999999999 |
2300.0 |
¥6.6万 |
加仓 |
| 2026-03-19 |
网格止盈 |
卖出 |
29.97 |
63900.0 |
¥1.91M |
止盈触发 |
| 2026-03-20 |
网格首格 |
买入 |
29.929899999999996 |
64000.0 |
¥1.92M |
|
| 2026-11-13 |
强平 |
卖出 |
14.31 |
64000 |
¥91.6万 |
回测结束强平 |