002352 顺丰控股 — 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: ¥1.08M
策略: 网格交易
K线 & 交易信号(策略收益 +7.67%)
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 20 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 |
2015-03-06 |
25.563196658999995 |
26.643330000000002 |
¥4.2万 |
+4.19% |
网格止盈 |
| 2 |
2015-03-09 |
2015-03-17 |
25.983742784999997 |
27.10287 |
¥4.4万 |
+4.28% |
网格止盈 |
| 3 |
2015-03-27 |
2015-04-02 |
28.847461642999995 |
30.1698 |
¥4.9万 |
+4.55% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-13 |
32.0416096 |
35.51445 |
¥12.2万 |
+10.81% |
网格止盈 |
| 5 |
2015-04-15 |
2015-04-23 |
34.79593431996122 |
36.34362 |
¥5.5万 |
+4.42% |
网格止盈 |
| 6 |
2015-04-24 |
2015-05-13 |
34.99063924355999 |
36.963 |
¥7.4万 |
+5.61% |
网格止盈 |
| 7 |
2015-05-15 |
2015-05-19 |
39.060724703 |
41.4585 |
¥8.4万 |
+6.11% |
网格止盈 |
| 8 |
2015-05-28 |
2015-06-02 |
52.14250007988297 |
55.944 |
¥10.7万 |
+7.26% |
网格止盈 |
| 9 |
2015-06-08 |
2015-06-12 |
55.051490493999985 |
56.903040000000004 |
¥5.2万 |
+3.33% |
网格止盈 |
| 10 |
2015-06-16 |
2016-10-18 |
51.869523961031845 |
54.11583 |
¥7.0万 |
+4.30% |
网格止盈 |
| 11 |
2016-10-19 |
2016-11-04 |
52.91132807708411 |
54.945 |
¥6.5万 |
+3.81% |
网格止盈 |
| 12 |
2016-11-07 |
2017-02-28 |
54.460970551641964 |
65.934 |
¥37.1万 |
+21.03% |
网格止盈 |
| 13 |
2017-03-02 |
2020-07-30 |
66.93720755351725 |
69.7302 |
¥8.8万 |
+4.14% |
网格止盈 |
| 14 |
2020-08-04 |
2020-08-27 |
70.92462749256867 |
79.92 |
¥28.1万 |
+12.65% |
网格止盈 |
| 15 |
2020-09-01 |
2020-10-14 |
85.26072054499998 |
91.4085 |
¥17.9万 |
+7.18% |
网格止盈 |
| 16 |
2020-10-16 |
2021-01-06 |
90.00043263620805 |
94.0059 |
¥11.9万 |
+4.42% |
网格止盈 |
| 17 |
2021-01-11 |
2021-01-22 |
91.739133486 |
100.60928999999999 |
¥27.0万 |
+9.64% |
网格止盈 |
| 18 |
2021-01-28 |
2021-02-02 |
99.1287297 |
104.3955 |
¥16.0万 |
+5.28% |
网格止盈 |
| 19 |
2021-02-04 |
2021-02-18 |
105.29673954799999 |
122.877 |
¥53.5万 |
+16.66% |
网格止盈 |
| 20 |
2021-02-19 |
2026-11-13 |
116.56183292313929 |
33.25 |
¥-2.69M |
-71.48% |
强平 |
逐笔成交记录(共 51 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 |
25.555529999999997 |
39100.0 |
¥100.0万 |
|
| 2015-03-06 |
网格止盈 |
卖出 |
26.643330000000002 |
39100.0 |
¥1.04M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
25.975949999999997 |
39600.0 |
¥1.03M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
27.10287 |
39600.0 |
¥1.07M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
28.838809999999995 |
37500.0 |
¥1.08M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
30.1698 |
37500.0 |
¥1.13M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
32.032 |
35300.0 |
¥1.13M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
35.51445 |
35300.0 |
¥1.25M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
34.81478 |
35500.0 |
¥1.24M |
|
| 2015-04-16 |
网格加仓 |
买入 |
33.05302 |
600.0 |
¥2.0万 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
36.34362 |
36100.0 |
¥1.31M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
35.04500999999999 |
36500.0 |
¥1.28M |
|
| 2015-04-29 |
网格加仓 |
买入 |
32.612579999999994 |
1000.0 |
¥3.3万 |
加仓 |
| 2015-05-13 |
网格止盈 |
卖出 |
36.963 |
37500.0 |
¥1.39M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
39.049009999999996 |
35300.0 |
¥1.38M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
41.4585 |
35300.0 |
¥1.46M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
52.142089999999996 |
28100.0 |
¥1.47M |
|
| 2015-05-29 |
网格加仓 |
买入 |
47.847799999999985 |
100.0 |
¥4,786 |
加仓 |
| 2015-06-02 |
网格止盈 |
卖出 |
55.944 |
28200.0 |
¥1.58M |
止盈触发 |
| 2015-06-08 |
网格首格 |
买入 |
55.03497999999998 |
28600.0 |
¥1.57M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
56.903040000000004 |
28600.0 |
¥1.63M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
52.11206 |
29800.0 |
¥1.55M |
|
| 2015-06-23 |
网格加仓 |
买入 |
47.047 |
1600.0 |
¥7.5万 |
加仓 |
| 2016-10-18 |
网格止盈 |
卖出 |
54.11583 |
31400.0 |
¥1.70M |
止盈触发 |
| 2016-10-19 |
网格首格 |
买入 |
52.902849999999994 |
32000.0 |
¥1.69M |
|
| 2016-10-26 |
网格加仓 |
买入 |
50.53047999999999 |
100.0 |
¥5,055 |
加仓 |
| 2016-11-04 |
网格止盈 |
卖出 |
54.945 |
32100.0 |
¥1.76M |
止盈触发 |
| 2016-11-07 |
网格首格 |
买入 |
54.51445999999999 |
31700.0 |
¥1.73M |
|
| 2016-11-10 |
网格加仓 |
买入 |
52.95289999999999 |
600.0 |
¥3.2万 |
加仓 |
| 2016-12-26 |
网格加仓 |
买入 |
41.261219999999994 |
100.0 |
¥4,127 |
加仓 |
| 2017-02-28 |
网格止盈 |
卖出 |
65.934 |
32400.0 |
¥2.14M |
止盈触发 |
| 2017-03-02 |
网格首格 |
买入 |
67.12706 |
30400.0 |
¥2.04M |
|
| 2017-03-06 |
网格加仓 |
买入 |
62.6626 |
1500.0 |
¥9.4万 |
加仓 |
| 2020-07-30 |
网格止盈 |
卖出 |
69.7302 |
31900.0 |
¥2.22M |
止盈触发 |
| 2020-08-04 |
网格首格 |
买入 |
70.91084 |
31200.0 |
¥2.21M |
|
| 2020-08-07 |
网格加仓 |
买入 |
68.56849999999999 |
100.0 |
¥6,859 |
加仓 |
| 2020-08-27 |
网格止盈 |
卖出 |
79.92 |
31300.0 |
¥2.50M |
止盈触发 |
| 2020-09-01 |
网格首格 |
买入 |
85.23514999999999 |
29300.0 |
¥2.50M |
|
| 2020-10-14 |
网格止盈 |
卖出 |
91.4085 |
29300.0 |
¥2.68M |
止盈触发 |
| 2020-10-16 |
网格首格 |
买入 |
89.98989999999999 |
29700.0 |
¥2.67M |
|
| 2020-10-26 |
网格加仓 |
买入 |
85.085 |
100.0 |
¥8,511 |
加仓 |
| 2021-01-06 |
网格止盈 |
卖出 |
94.0059 |
29800.0 |
¥2.80M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
91.71162 |
30500.0 |
¥2.80M |
|
| 2021-01-22 |
网格止盈 |
卖出 |
100.60928999999999 |
30500.0 |
¥3.07M |
止盈触发 |
| 2021-01-28 |
网格首格 |
买入 |
99.099 |
30600.0 |
¥3.03M |
|
| 2021-02-02 |
网格止盈 |
卖出 |
104.3955 |
30600.0 |
¥3.19M |
止盈触发 |
| 2021-02-04 |
网格首格 |
买入 |
105.26515999999998 |
30500.0 |
¥3.21M |
|
| 2021-02-18 |
网格止盈 |
卖出 |
122.877 |
30500.0 |
¥3.75M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
116.55643999999998 |
32200.0 |
¥3.75M |
|
| 2021-02-23 |
网格加仓 |
买入 |
107.00689999999999 |
100.0 |
¥1.1万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
33.25 |
32300 |
¥1.07M |
回测结束强平 |