002311 海大集团 — 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: ¥2.80M
策略: 网格交易
K线 & 交易信号（策略收益 +180.09%）
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 35 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 |
13.817944139999998 |
14.31567 |
¥3.5万 |
+3.57% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-05 |
14.438750325999997 |
15.204780000000001 |
¥5.4万 |
+5.27% |
网格止盈 |
| 3 |
2015-03-09 |
2015-03-19 |
15.530167653 |
16.363619999999997 |
¥5.8万 |
+5.34% |
网格止盈 |
| 4 |
2015-03-27 |
2015-04-03 |
18.974640684999994 |
19.5804 |
¥3.6万 |
+3.16% |
网格止盈 |
| 5 |
2015-04-08 |
2015-05-13 |
20.57579822733217 |
22.0779 |
¥8.6万 |
+7.27% |
网格止盈 |
| 6 |
2015-05-15 |
2015-05-20 |
21.606479999999998 |
22.76721 |
¥6.7万 |
+5.34% |
网格止盈 |
| 7 |
2015-05-21 |
2015-05-25 |
22.208840654 |
23.5 |
¥7.6万 |
+5.78% |
网格止盈 |
| 8 |
2015-05-29 |
2015-06-02 |
25.623274677 |
26.43354 |
¥4.4万 |
+3.13% |
网格止盈 |
| 9 |
2015-06-03 |
2019-03-13 |
27.17495388443657 |
28.941029999999998 |
¥9.4万 |
+6.47% |
网格止盈 |
| 10 |
2019-03-14 |
2019-04-01 |
27.201253683112284 |
28.171799999999998 |
¥5.5万 |
+3.54% |
网格止盈 |
| 11 |
2019-04-02 |
2019-04-18 |
28.644760636650002 |
29.97 |
¥7.4万 |
+4.60% |
网格止盈 |
| 12 |
2019-04-25 |
2019-04-26 |
30.289334074999996 |
30.978990000000003 |
¥3.7万 |
+2.25% |
网格止盈 |
| 13 |
2019-04-29 |
2019-05-17 |
30.995803040734174 |
32.0679 |
¥5.9万 |
+3.43% |
网格止盈 |
| 14 |
2019-05-21 |
2019-06-03 |
30.84004924 |
32.367599999999996 |
¥8.5万 |
+4.92% |
网格止盈 |
| 15 |
2019-06-04 |
2019-06-12 |
30.539659149999995 |
31.71825 |
¥7.1万 |
+3.83% |
网格止盈 |
| 16 |
2019-06-13 |
2019-09-02 |
30.920153263999996 |
32.79717 |
¥11.7万 |
+6.04% |
网格止盈 |
| 17 |
2019-09-05 |
2019-12-31 |
34.35118602351678 |
36.04392000000001 |
¥10.0万 |
+4.90% |
网格止盈 |
| 18 |
2020-01-02 |
2020-01-09 |
36.04681079999999 |
37.42254 |
¥8.1万 |
+3.79% |
网格止盈 |
| 19 |
2020-01-15 |
2020-04-01 |
36.957994073 |
39.96 |
¥18.0万 |
+8.09% |
网格止盈 |
| 20 |
2020-04-02 |
2020-04-07 |
38.71026959799999 |
40.21 |
¥9.2万 |
+3.84% |
网格止盈 |
| 21 |
2020-04-16 |
2020-04-23 |
41.614040468 |
43.73622 |
¥12.4万 |
+5.07% |
网格止盈 |
| 22 |
2020-04-27 |
2020-05-14 |
43.60662806499999 |
46.183769999999996 |
¥15.3万 |
+5.88% |
网格止盈 |
| 23 |
2020-05-15 |
2020-05-20 |
45.669306682999995 |
48.42153 |
¥16.6万 |
+5.99% |
网格止盈 |
| 24 |
2020-05-29 |
2020-07-08 |
47.04924565235462 |
48.59 |
¥9.6万 |
+3.24% |
网格止盈 |
| 25 |
2020-07-17 |
2020-07-20 |
54.0702162 |
57.30264 |
¥18.0万 |
+5.95% |
网格止盈 |
| 26 |
2020-07-21 |
2020-07-23 |
55.341867580999995 |
57.23271 |
¥10.9万 |
+3.39% |
网格止盈 |
| 27 |
2020-08-05 |
2020-08-06 |
65.394922593 |
68.4315 |
¥15.3万 |
+4.61% |
网格止盈 |
| 28 |
2020-08-13 |
2020-08-17 |
65.595182653 |
68.7312 |
¥16.5万 |
+4.75% |
网格止盈 |
| 29 |
2020-08-20 |
2020-08-25 |
68.08842039999999 |
71.60832 |
¥18.7万 |
+5.14% |
网格止盈 |
| 30 |
2020-08-27 |
2020-08-31 |
68.98959067 |
71.8281 |
¥15.6万 |
+4.08% |
网格止盈 |
| 31 |
2020-09-01 |
2020-09-03 |
70.91208724599998 |
73.72619999999999 |
¥15.7万 |
+3.94% |
网格止盈 |
| 32 |
2020-09-04 |
2021-01-08 |
70.85724679879998 |
72.86706 |
¥11.6万 |
+2.81% |
网格止盈 |
| 33 |
2021-01-11 |
2021-02-05 |
70.761892201 |
75.84408 |
¥30.5万 |
+7.15% |
网格止盈 |
| 34 |
2021-02-08 |
2021-02-09 |
78.60207354999999 |
83.48643 |
¥28.1万 |
+6.18% |
网格止盈 |
| 35 |
2021-02-19 |
2026-11-13 |
84.65052150179406 |
48.88 |
¥-2.05M |
-42.27% |
强平 |
逐笔成交记录（共 80 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 |
13.813799999999999 |
71900.0 |
¥99.4万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
14.31567 |
71900.0 |
¥1.03M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
14.434419999999998 |
71200.0 |
¥1.03M |
|
| 2015-03-05 |
网格止盈 |
卖出 |
15.204780000000001 |
71200.0 |
¥1.08M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
15.52551 |
69800.0 |
¥1.08M |
|
| 2015-03-19 |
网格止盈 |
卖出 |
16.363619999999997 |
69800.0 |
¥1.14M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
18.968949999999996 |
60000.0 |
¥1.14M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
19.5804 |
60000.0 |
¥1.17M |
止盈触发 |
| 2015-04-08 |
网格首格 |
买入 |
20.570549999999997 |
57400.0 |
¥1.18M |
|
| 2015-04-09 |
网格加仓 |
买入 |
20.04002 |
100.0 |
¥2,005 |
加仓 |
| 2015-05-13 |
网格止盈 |
卖出 |
22.0779 |
57500.0 |
¥1.27M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
21.6 |
58100.0 |
¥1.26M |
|
| 2015-05-20 |
网格止盈 |
卖出 |
22.76721 |
58100.0 |
¥1.32M |
止盈触发 |
| 2015-05-21 |
网格首格 |
买入 |
22.20218 |
59300.0 |
¥1.32M |
|
| 2015-05-25 |
网格止盈 |
卖出 |
23.5 |
59300.0 |
¥1.39M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
25.615589999999997 |
54800.0 |
¥1.40M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
26.43354 |
54800.0 |
¥1.45M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
27.19717 |
53400.0 |
¥1.45M |
|
| 2015-06-05 |
网格加仓 |
买入 |
25.675649999999997 |
100.0 |
¥2,568 |
加仓 |
| 2015-06-30 |
网格加仓 |
买入 |
12.442429999999996 |
100.0 |
¥1,245 |
加仓 |
| 2019-03-13 |
网格止盈 |
卖出 |
28.941029999999998 |
53600.0 |
¥1.55M |
止盈触发 |
| 2019-03-14 |
网格首格 |
买入 |
27.19717 |
56800.0 |
¥1.55M |
|
| 2019-03-25 |
网格加仓 |
买入 |
26.036009999999997 |
200.0 |
¥5,209 |
加仓 |
| 2019-04-01 |
网格止盈 |
卖出 |
28.171799999999998 |
57000.0 |
¥1.61M |
止盈触发 |
| 2019-04-02 |
网格首格 |
买入 |
28.64 |
55800.0 |
¥1.60M |
|
| 2019-04-09 |
网格加仓 |
买入 |
27.567539999999997 |
200.0 |
¥5,515 |
加仓 |
| 2019-04-18 |
网格止盈 |
卖出 |
29.97 |
56000.0 |
¥1.68M |
止盈触发 |
| 2019-04-25 |
网格首格 |
买入 |
30.280249999999995 |
54500.0 |
¥1.65M |
|
| 2019-04-26 |
网格止盈 |
卖出 |
30.978990000000003 |
54500.0 |
¥1.69M |
止盈触发 |
| 2019-04-29 |
网格首格 |
买入 |
30.990959999999998 |
55100.0 |
¥1.71M |
|
| 2019-05-07 |
网格加仓 |
买入 |
29.75973 |
200.0 |
¥5,954 |
加仓 |
| 2019-05-17 |
网格止盈 |
卖出 |
32.0679 |
55300.0 |
¥1.77M |
止盈触发 |
| 2019-05-21 |
网格首格 |
买入 |
30.830799999999996 |
56300.0 |
¥1.74M |
|
| 2019-06-03 |
网格止盈 |
卖出 |
32.367599999999996 |
56300.0 |
¥1.82M |
止盈触发 |
| 2019-06-04 |
网格首格 |
买入 |
30.530499999999993 |
60800.0 |
¥1.86M |
|
| 2019-06-12 |
网格止盈 |
卖出 |
31.71825 |
60800.0 |
¥1.93M |
止盈触发 |
| 2019-06-13 |
网格首格 |
买入 |
30.910879999999995 |
62400.0 |
¥1.93M |
|
| 2019-09-02 |
网格止盈 |
卖出 |
32.79717 |
62400.0 |
¥2.05M |
止盈触发 |
| 2019-09-05 |
网格首格 |
买入 |
34.34431 |
59300.0 |
¥2.04M |
|
| 2019-09-09 |
网格加仓 |
买入 |
33.66363 |
300.0 |
¥1.0万 |
加仓 |
| 2019-12-31 |
网格止盈 |
卖出 |
36.04392000000001 |
59600.0 |
¥2.15M |
止盈触发 |
| 2020-01-02 |
网格首格 |
买入 |
36.03599999999999 |
59400.0 |
¥2.14M |
|
| 2020-01-09 |
网格止盈 |
卖出 |
37.42254 |
59400.0 |
¥2.22M |
止盈触发 |
| 2020-01-15 |
网格首格 |
买入 |
36.94691 |
60300.0 |
¥2.23M |
|
| 2020-04-01 |
网格止盈 |
卖出 |
39.96 |
60300.0 |
¥2.41M |
止盈触发 |
| 2020-04-02 |
网格首格 |
买入 |
38.69865999999999 |
61800.0 |
¥2.39M |
|
| 2020-04-07 |
网格止盈 |
卖出 |
40.21 |
61800.0 |
¥2.48M |
止盈触发 |
| 2020-04-16 |
网格首格 |
买入 |
41.60156 |
59000.0 |
¥2.46M |
|
| 2020-04-23 |
网格止盈 |
卖出 |
43.73622 |
59000.0 |
¥2.58M |
止盈触发 |
| 2020-04-27 |
网格首格 |
买入 |
43.59354999999999 |
59700.0 |
¥2.60M |
|
| 2020-05-14 |
网格止盈 |
卖出 |
46.183769999999996 |
59700.0 |
¥2.76M |
止盈触发 |
| 2020-05-15 |
网格首格 |
买入 |
45.65560999999999 |
60800.0 |
¥2.78M |
|
| 2020-05-20 |
网格止盈 |
卖出 |
48.42153 |
60800.0 |
¥2.94M |
止盈触发 |
| 2020-05-29 |
网格首格 |
买入 |
47.05700999999999 |
61800.0 |
¥2.91M |
|
| 2020-06-04 |
网格加仓 |
买入 |
45.345299999999995 |
800.0 |
¥3.6万 |
加仓 |
| 2020-07-08 |
网格止盈 |
卖出 |
48.59 |
62600.0 |
¥3.04M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
54.053999999999995 |
56100.0 |
¥3.03M |
|
| 2020-07-20 |
网格止盈 |
卖出 |
57.30264 |
56100.0 |
¥3.21M |
止盈触发 |
| 2020-07-21 |
网格首格 |
买入 |
55.325269999999996 |
58100.0 |
¥3.22M |
|
| 2020-07-23 |
网格止盈 |
卖出 |
57.23271 |
58100.0 |
¥3.32M |
止盈触发 |
| 2020-08-05 |
网格首格 |
买入 |
65.37531 |
50700.0 |
¥3.32M |
|
| 2020-08-06 |
网格止盈 |
卖出 |
68.4315 |
50700.0 |
¥3.47M |
止盈触发 |
| 2020-08-13 |
网格首格 |
买入 |
65.57551 |
53000.0 |
¥3.48M |
|
| 2020-08-17 |
网格止盈 |
卖出 |
68.7312 |
53000.0 |
¥3.64M |
止盈触发 |
| 2020-08-20 |
网格首格 |
买入 |
68.068 |
53400.0 |
¥3.64M |
|
| 2020-08-25 |
网格止盈 |
卖出 |
71.60832 |
53400.0 |
¥3.82M |
止盈触发 |
| 2020-08-27 |
网格首格 |
买入 |
68.9689 |
55400.0 |
¥3.82M |
|
| 2020-08-31 |
网格止盈 |
卖出 |
71.8281 |
55400.0 |
¥3.98M |
止盈触发 |
| 2020-09-01 |
网格首格 |
买入 |
70.89081999999999 |
56200.0 |
¥3.99M |
|
| 2020-09-03 |
网格止盈 |
卖出 |
73.72619999999999 |
56200.0 |
¥4.14M |
止盈触发 |
| 2020-09-04 |
网格首格 |
买入 |
71.03095999999998 |
56700.0 |
¥4.03M |
|
| 2020-09-08 |
网格加仓 |
买入 |
64.69462999999999 |
1800.0 |
¥11.6万 |
加仓 |
| 2021-01-08 |
网格止盈 |
卖出 |
72.86706 |
58500.0 |
¥4.26M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
70.74067 |
60200.0 |
¥4.26M |
|
| 2021-02-05 |
网格止盈 |
卖出 |
75.84408 |
60200.0 |
¥4.56M |
止盈触发 |
| 2021-02-08 |
网格首格 |
买入 |
78.57849999999999 |
57900.0 |
¥4.55M |
|
| 2021-02-09 |
网格止盈 |
卖出 |
83.48643 |
57900.0 |
¥4.83M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
84.67459 |
57200.0 |
¥4.84M |
|
| 2022-03-16 |
网格加仓 |
买入 |
56.336279999999995 |
100.0 |
¥5,635 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
48.88 |
57300 |
¥2.80M |
回测结束强平 |