002304 洋河股份 — 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: ¥44.6万
策略: 网格交易
K线 & 交易信号（策略收益 -55.39%）
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 25 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 |
78.06137138799998 |
80.89 |
¥3.6万 |
+3.59% |
网格止盈 |
| 2 |
2015-02-09 |
2015-02-10 |
79.75356889499999 |
83.70621000000001 |
¥5.1万 |
+4.92% |
网格止盈 |
| 3 |
2015-02-13 |
2015-04-09 |
82.236793639 |
89.91 |
¥10.1万 |
+9.30% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-15 |
86.03172177599998 |
89.68023 |
¥5.0万 |
+4.21% |
网格止盈 |
| 5 |
2015-04-16 |
2015-04-17 |
87.61377624999997 |
94.89501 |
¥10.2万 |
+8.28% |
网格止盈 |
| 6 |
2015-04-20 |
2015-04-22 |
95.333801563 |
101.6982 |
¥8.9万 |
+6.64% |
网格止盈 |
| 7 |
2015-04-23 |
2015-06-11 |
100.00987396399996 |
104.87501999999999 |
¥6.9万 |
+4.83% |
网格止盈 |
| 8 |
2015-06-16 |
2017-10-20 |
108.96778418072991 |
115.28460000000001 |
¥8.6万 |
+5.77% |
网格止盈 |
| 9 |
2017-10-23 |
2017-10-25 |
114.19829921499999 |
117.882 |
¥5.0万 |
+3.19% |
网格止盈 |
| 10 |
2017-10-27 |
2017-11-22 |
115.34446849457444 |
121.88799 |
¥9.2万 |
+5.64% |
网格止盈 |
| 11 |
2017-11-23 |
2017-12-21 |
113.37702731521712 |
117.50238 |
¥6.2万 |
+3.61% |
网格止盈 |
| 12 |
2017-12-27 |
2018-01-05 |
116.25096482999999 |
121.27860000000001 |
¥7.6万 |
+4.29% |
网格止盈 |
| 13 |
2018-01-17 |
2018-05-31 |
133.48471167686327 |
139.35051 |
¥8.1万 |
+4.36% |
网格止盈 |
| 14 |
2018-06-04 |
2018-06-08 |
140.78282217999995 |
144.29556 |
¥4.8万 |
+2.46% |
网格止盈 |
| 15 |
2018-06-11 |
2018-06-13 |
141.98438254 |
148.78107 |
¥9.4万 |
+4.76% |
网格止盈 |
| 16 |
2018-06-19 |
2020-09-04 |
141.64823172500002 |
144.73512 |
¥4.5万 |
+2.15% |
网格止盈 |
| 17 |
2020-09-07 |
2020-10-14 |
144.6197776833333 |
149.3505 |
¥6.9万 |
+3.24% |
网格止盈 |
| 18 |
2020-10-16 |
2020-10-21 |
152.1976456 |
156.843 |
¥6.6万 |
+3.02% |
网格止盈 |
| 19 |
2020-10-23 |
2020-11-03 |
168.71910054999998 |
173.826 |
¥6.8万 |
+3.00% |
网格止盈 |
| 20 |
2020-11-12 |
2020-11-25 |
177.74081625299996 |
186.66315000000003 |
¥11.4万 |
+4.99% |
网格止盈 |
| 21 |
2020-11-26 |
2020-11-30 |
173.705576044 |
183.6162 |
¥13.6万 |
+5.67% |
网格止盈 |
| 22 |
2020-12-01 |
2020-12-07 |
178.74211655299996 |
194.805 |
¥23.0万 |
+8.95% |
网格止盈 |
| 23 |
2020-12-11 |
2020-12-18 |
201.21129528499995 |
211.30848 |
¥13.9万 |
+4.99% |
网格止盈 |
| 24 |
2020-12-24 |
2020-12-29 |
214.498550266 |
227.63214000000002 |
¥17.5万 |
+6.09% |
网格止盈 |
| 25 |
2021-01-07 |
2026-11-13 |
252.16698305185486 |
35.88 |
¥-2.68M |
-85.78% |
强平 |
逐笔成交记录（共 59 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 |
78.03795999999998 |
12700.0 |
¥99.1万 |
|
| 2015-02-05 |
网格止盈 |
卖出 |
80.89 |
12700.0 |
¥1.03M |
止盈触发 |
| 2015-02-09 |
网格首格 |
买入 |
79.72964999999999 |
12900.0 |
¥1.03M |
|
| 2015-02-10 |
网格止盈 |
卖出 |
83.70621000000001 |
12900.0 |
¥1.08M |
止盈触发 |
| 2015-02-13 |
网格首格 |
买入 |
82.21212999999999 |
13200.0 |
¥1.09M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
89.91 |
13200.0 |
¥1.19M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
86.00591999999999 |
13700.0 |
¥1.18M |
|
| 2015-04-15 |
网格止盈 |
卖出 |
89.68023 |
13700.0 |
¥1.23M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
87.58749999999998 |
14000.0 |
¥1.23M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
94.89501 |
14000.0 |
¥1.33M |
止盈触发 |
| 2015-04-20 |
网格首格 |
买入 |
95.30521 |
14000.0 |
¥1.33M |
|
| 2015-04-22 |
网格止盈 |
卖出 |
101.6982 |
14000.0 |
¥1.42M |
止盈触发 |
| 2015-04-23 |
网格首格 |
买入 |
99.97987999999998 |
14200.0 |
¥1.42M |
|
| 2015-06-11 |
网格止盈 |
卖出 |
104.87501999999999 |
14200.0 |
¥1.49M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
110.46034999999998 |
13200.0 |
¥1.46M |
|
| 2015-06-19 |
网格加仓 |
买入 |
68.66859999999998 |
500.0 |
¥3.4万 |
加仓 |
| 2017-10-20 |
网格止盈 |
卖出 |
115.28460000000001 |
13700.0 |
¥1.58M |
止盈触发 |
| 2017-10-23 |
网格首格 |
买入 |
114.16404999999999 |
13800.0 |
¥1.58M |
|
| 2017-10-25 |
网格止盈 |
卖出 |
117.882 |
13800.0 |
¥1.63M |
止盈触发 |
| 2017-10-27 |
网格首格 |
买入 |
115.34522999999999 |
14000.0 |
¥1.62M |
|
| 2017-11-01 |
网格加仓 |
买入 |
110.36025 |
100.0 |
¥1.1万 |
加仓 |
| 2017-11-22 |
网格止盈 |
卖出 |
121.88799 |
14100.0 |
¥1.72M |
止盈触发 |
| 2017-11-23 |
网格首格 |
买入 |
113.5 |
14800.0 |
¥1.68M |
|
| 2017-11-28 |
网格加仓 |
买入 |
108.5084 |
300.0 |
¥3.3万 |
加仓 |
| 2017-11-30 |
网格加仓 |
买入 |
104.61451 |
100.0 |
¥1.0万 |
加仓 |
| 2017-12-21 |
网格止盈 |
卖出 |
117.50238 |
15200.0 |
¥1.79M |
止盈触发 |
| 2017-12-27 |
网格首格 |
买入 |
116.21609999999998 |
15300.0 |
¥1.78M |
|
| 2018-01-05 |
网格止盈 |
卖出 |
121.27860000000001 |
15300.0 |
¥1.86M |
止盈触发 |
| 2018-01-17 |
网格首格 |
买入 |
133.47333999999998 |
13800.0 |
¥1.84M |
|
| 2018-01-18 |
网格加仓 |
买入 |
129.48936 |
100.0 |
¥1.3万 |
加仓 |
| 2018-05-31 |
网格止盈 |
卖出 |
139.35051 |
13900.0 |
¥1.94M |
止盈触发 |
| 2018-06-04 |
网格首格 |
买入 |
140.74059999999997 |
13800.0 |
¥1.94M |
|
| 2018-06-08 |
网格止盈 |
卖出 |
144.29556 |
13800.0 |
¥1.99M |
止盈触发 |
| 2018-06-11 |
网格首格 |
买入 |
141.9418 |
13900.0 |
¥1.97M |
|
| 2018-06-13 |
网格止盈 |
卖出 |
148.78107 |
13900.0 |
¥2.07M |
止盈触发 |
| 2018-06-19 |
网格首格 |
买入 |
141.79165 |
14500.0 |
¥2.06M |
|
| 2018-06-28 |
网格加仓 |
买入 |
128.128 |
200.0 |
¥2.6万 |
加仓 |
| 2020-09-04 |
网格止盈 |
卖出 |
144.73512 |
14700.0 |
¥2.13M |
止盈触发 |
| 2020-09-07 |
网格首格 |
买入 |
144.6445 |
14600.0 |
¥2.11M |
|
| 2020-09-09 |
网格加仓 |
买入 |
134.63449999999997 |
100.0 |
¥1.3万 |
加仓 |
| 2020-10-14 |
网格止盈 |
卖出 |
149.3505 |
14700.0 |
¥2.19M |
止盈触发 |
| 2020-10-16 |
网格首格 |
买入 |
152.152 |
14400.0 |
¥2.19M |
|
| 2020-10-21 |
网格止盈 |
卖出 |
156.843 |
14400.0 |
¥2.26M |
止盈触发 |
| 2020-10-23 |
网格首格 |
买入 |
168.6685 |
13400.0 |
¥2.26M |
|
| 2020-11-03 |
网格止盈 |
卖出 |
173.826 |
13400.0 |
¥2.33M |
止盈触发 |
| 2020-11-12 |
网格首格 |
买入 |
177.68750999999997 |
12900.0 |
¥2.29M |
|
| 2020-11-25 |
网格止盈 |
卖出 |
186.66315000000003 |
12900.0 |
¥2.41M |
止盈触发 |
| 2020-11-26 |
网格首格 |
买入 |
173.65347999999997 |
13800.0 |
¥2.40M |
|
| 2020-11-30 |
网格止盈 |
卖出 |
183.6162 |
13800.0 |
¥2.53M |
止盈触发 |
| 2020-12-01 |
网格首格 |
买入 |
178.68850999999998 |
14400.0 |
¥2.57M |
|
| 2020-12-07 |
网格止盈 |
卖出 |
194.805 |
14400.0 |
¥2.80M |
止盈触发 |
| 2020-12-11 |
网格首格 |
买入 |
201.15094999999997 |
13900.0 |
¥2.80M |
|
| 2020-12-18 |
网格止盈 |
卖出 |
211.30848 |
13900.0 |
¥2.94M |
止盈触发 |
| 2020-12-24 |
网格首格 |
买入 |
214.43422 |
13400.0 |
¥2.87M |
|
| 2020-12-29 |
网格止盈 |
卖出 |
227.63214000000002 |
13400.0 |
¥3.05M |
止盈触发 |
| 2021-01-07 |
网格首格 |
买入 |
253.0528 |
12100.0 |
¥3.06M |
|
| 2021-01-11 |
网格加仓 |
买入 |
236.53629999999998 |
200.0 |
¥4.7万 |
加仓 |
| 2021-03-09 |
网格加仓 |
买入 |
166.86669999999998 |
100.0 |
¥1.7万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
35.88 |
12400 |
¥44.5万 |
回测结束强平 |