002422 科伦药业 — 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: ¥1.23M
策略: 网格交易
K线 & 交易信号(策略收益 +22.50%)
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 8 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 |
2015-02-26 |
33.742940589466215 |
36.013949999999994 |
¥6.7万 |
+6.70% |
网格止盈 |
| 2 |
2015-03-09 |
2015-03-16 |
34.394665305 |
35.89 |
¥4.5万 |
+4.32% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-08 |
39.901816954999994 |
41.10884999999999 |
¥3.3万 |
+2.99% |
网格止盈 |
| 4 |
2015-04-09 |
2015-04-14 |
39.96189497299999 |
41.658300000000004 |
¥4.8万 |
+4.21% |
网格止盈 |
| 5 |
2015-04-15 |
2015-05-22 |
41.35370238999999 |
45.954 |
¥13.2万 |
+11.09% |
网格止盈 |
| 6 |
2015-05-26 |
2015-06-02 |
46.182726028463414 |
48.14181 |
¥5.6万 |
+4.21% |
网格止盈 |
| 7 |
2015-06-09 |
2015-06-12 |
48.062414399999994 |
50.279669999999996 |
¥6.3万 |
+4.58% |
网格止盈 |
| 8 |
2015-06-17 |
2026-11-13 |
50.32109667951219 |
42.67 |
¥-22.0万 |
-15.23% |
强平 |
逐笔成交记录(共 20 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 |
33.74371 |
29400.0 |
¥99.2万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
32.1321 |
200.0 |
¥6,428 |
加仓 |
| 2015-02-26 |
网格止盈 |
卖出 |
36.013949999999994 |
29600.0 |
¥1.07M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
34.38435 |
30600.0 |
¥1.05M |
|
| 2015-03-16 |
网格止盈 |
卖出 |
35.89 |
30600.0 |
¥1.10M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
39.889849999999996 |
27800.0 |
¥1.11M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
41.10884999999999 |
27800.0 |
¥1.14M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
39.94991 |
28600.0 |
¥1.14M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
41.658300000000004 |
28600.0 |
¥1.19M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
41.34129999999999 |
28800.0 |
¥1.19M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
45.954 |
28800.0 |
¥1.32M |
止盈触发 |
| 2015-05-26 |
网格首格 |
买入 |
46.17613 |
28600.0 |
¥1.32M |
|
| 2015-05-29 |
网格加仓 |
买入 |
44.094049999999996 |
100.0 |
¥4,411 |
加仓 |
| 2015-06-02 |
网格止盈 |
卖出 |
48.14181 |
28700.0 |
¥1.38M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
48.047999999999995 |
28600.0 |
¥1.37M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
50.279669999999996 |
28600.0 |
¥1.44M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
50.35029999999999 |
28500.0 |
¥1.44M |
|
| 2015-06-19 |
网格加仓 |
买入 |
47.43738999999999 |
100.0 |
¥4,745 |
加仓 |
| 2015-06-29 |
网格加仓 |
买入 |
40.550509999999996 |
100.0 |
¥4,056 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
42.67 |
28700 |
¥1.22M |
回测结束强平 |