002415 海康威视 — 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: ¥1.21M
策略: 网格交易
K线 & 交易信号(策略收益 +20.82%)
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 19 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 |
2015-02-11 |
26.914952063999998 |
28.95102 |
¥7.5万 |
+7.53% |
网格止盈 |
| 2 |
2015-02-12 |
2015-04-01 |
29.294107235836066 |
30.5694 |
¥4.6万 |
+4.32% |
网格止盈 |
| 3 |
2015-04-03 |
2015-04-24 |
32.24186965999999 |
32.89707 |
¥2.2万 |
+2.00% |
网格止盈 |
| 4 |
2015-04-29 |
2015-05-11 |
31.901427557999998 |
34.17579 |
¥8.1万 |
+7.10% |
网格止盈 |
| 5 |
2015-05-15 |
2015-05-19 |
34.594925364999995 |
37.81215 |
¥11.3万 |
+9.27% |
网格止盈 |
| 6 |
2015-05-25 |
2015-05-26 |
46.82080202799999 |
51.948 |
¥14.6万 |
+10.92% |
网格止盈 |
| 7 |
2015-05-29 |
2015-06-02 |
44.357603289999986 |
46.94301 |
¥8.4万 |
+5.80% |
网格止盈 |
| 8 |
2015-06-04 |
2015-06-12 |
45.479059626 |
47.5524 |
¥7.1万 |
+4.53% |
网格止盈 |
| 9 |
2015-06-15 |
2020-11-09 |
47.28986507465318 |
48.70125 |
¥4.8万 |
+2.95% |
网格止盈 |
| 10 |
2020-11-10 |
2021-01-05 |
48.07154053702 |
49.4505 |
¥4.8万 |
+2.84% |
网格止盈 |
| 11 |
2021-01-12 |
2021-01-13 |
59.11676971199999 |
60.7392 |
¥4.7万 |
+2.71% |
网格止盈 |
| 12 |
2021-01-18 |
2021-01-20 |
58.285690462999995 |
59.65029 |
¥4.1万 |
+2.31% |
网格止盈 |
| 13 |
2021-01-26 |
2021-01-28 |
66.81676901899999 |
67.4325 |
¥1.6万 |
+0.89% |
网格止盈 |
| 14 |
2021-01-29 |
2021-02-18 |
63.66468958154861 |
65.94399 |
¥6.5万 |
+3.55% |
网格止盈 |
| 15 |
2021-02-19 |
2021-04-23 |
60.65256603156549 |
63.01692 |
¥7.3万 |
+3.87% |
网格止盈 |
| 16 |
2021-04-28 |
2021-05-25 |
62.58126874999999 |
64.935 |
¥7.4万 |
+3.73% |
网格止盈 |
| 17 |
2021-06-02 |
2021-07-02 |
63.09730925646296 |
63.936 |
¥2.7万 |
+1.30% |
网格止盈 |
| 18 |
2021-07-05 |
2021-07-22 |
62.18074863 |
68.1318 |
¥19.7万 |
+9.54% |
网格止盈 |
| 19 |
2021-07-27 |
2026-11-13 |
64.87191288000001 |
34.45 |
¥-1.07M |
-46.91% |
强平 |
逐笔成交记录(共 45 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 |
26.906879999999997 |
36900.0 |
¥99.3万 |
|
| 2015-02-11 |
网格止盈 |
卖出 |
28.95102 |
36900.0 |
¥1.07M |
止盈触发 |
| 2015-02-12 |
网格首格 |
买入 |
29.30928 |
36200.0 |
¥1.06M |
|
| 2015-03-04 |
网格加仓 |
买入 |
27.117089999999997 |
400.0 |
¥1.1万 |
加仓 |
| 2015-04-01 |
网格止盈 |
卖出 |
30.5694 |
36600.0 |
¥1.12M |
止盈触发 |
| 2015-04-03 |
网格首格 |
买入 |
32.2322 |
34700.0 |
¥1.12M |
|
| 2015-04-24 |
网格止盈 |
卖出 |
32.89707 |
34700.0 |
¥1.14M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
31.89186 |
35700.0 |
¥1.14M |
|
| 2015-05-11 |
网格止盈 |
卖出 |
34.17579 |
35700.0 |
¥1.22M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
34.58454999999999 |
35300.0 |
¥1.22M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
37.81215 |
35300.0 |
¥1.33M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
46.80675999999999 |
28500.0 |
¥1.33M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
51.948 |
28500.0 |
¥1.48M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
44.34429999999999 |
32700.0 |
¥1.45M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
46.94301 |
32700.0 |
¥1.53M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
45.465419999999995 |
34400.0 |
¥1.56M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
47.5524 |
34400.0 |
¥1.64M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
47.3 |
34400.0 |
¥1.63M |
|
| 2015-06-16 |
网格加仓 |
买入 |
43.09304999999999 |
200.0 |
¥8,621 |
加仓 |
| 2020-11-09 |
网格止盈 |
卖出 |
48.70125 |
34600.0 |
¥1.68M |
止盈触发 |
| 2020-11-10 |
网格首格 |
买入 |
48.06802 |
34700.0 |
¥1.67M |
|
| 2020-11-19 |
网格加仓 |
买入 |
46.796749999999996 |
300.0 |
¥1.4万 |
加仓 |
| 2021-01-05 |
网格止盈 |
卖出 |
49.4505 |
35000.0 |
¥1.73M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
59.099039999999995 |
29200.0 |
¥1.73M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
60.7392 |
29200.0 |
¥1.77M |
止盈触发 |
| 2021-01-18 |
网格首格 |
买入 |
58.268209999999996 |
30100.0 |
¥1.75M |
|
| 2021-01-20 |
网格止盈 |
卖出 |
59.65029 |
30100.0 |
¥1.79M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
66.79673 |
26800.0 |
¥1.79M |
|
| 2021-01-28 |
网格止盈 |
卖出 |
67.4325 |
26800.0 |
¥1.81M |
止盈触发 |
| 2021-01-29 |
网格首格 |
买入 |
63.663599999999995 |
28600.0 |
¥1.82M |
|
| 2021-02-04 |
网格加仓 |
买入 |
61.071009999999994 |
200.0 |
¥1.2万 |
加仓 |
| 2021-02-18 |
网格止盈 |
卖出 |
65.94399 |
28800.0 |
¥1.90M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
60.660599999999995 |
30900.0 |
¥1.87M |
|
| 2021-02-23 |
网格加仓 |
买入 |
58.608549999999994 |
400.0 |
¥2.3万 |
加仓 |
| 2021-04-23 |
网格止盈 |
卖出 |
63.01692 |
31300.0 |
¥1.97M |
止盈触发 |
| 2021-04-28 |
网格首格 |
买入 |
62.56249999999999 |
31500.0 |
¥1.97M |
|
| 2021-05-25 |
网格止盈 |
卖出 |
64.935 |
31500.0 |
¥2.04M |
止盈触发 |
| 2021-06-02 |
网格首格 |
买入 |
63.10303999999999 |
32100.0 |
¥2.03M |
|
| 2021-06-04 |
网格加仓 |
买入 |
60.44037999999999 |
300.0 |
¥1.8万 |
加仓 |
| 2021-07-02 |
网格止盈 |
卖出 |
63.936 |
32400.0 |
¥2.07M |
止盈触发 |
| 2021-07-05 |
网格首格 |
买入 |
62.162099999999995 |
33200.0 |
¥2.06M |
|
| 2021-07-22 |
网格止盈 |
卖出 |
68.1318 |
33200.0 |
¥2.26M |
止盈触发 |
| 2021-07-27 |
网格首格 |
买入 |
64.88 |
34800.0 |
¥2.26M |
|
| 2021-07-28 |
网格加仓 |
买入 |
60.05999999999999 |
200.0 |
¥1.2万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
34.45 |
35000 |
¥1.21M |
回测结束强平 |