002460 赣锋锂业 — 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: ¥1.57M
策略: 网格交易
K线 & 交易信号(策略收益 +57.25%)
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 38 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 |
2015-02-17 |
18.073470415 |
19.16082 |
¥6.0万 |
+5.98% |
网格止盈 |
| 2 |
2015-02-26 |
2015-02-27 |
20.005979993999997 |
21.558419999999998 |
¥8.2万 |
+7.73% |
网格止盈 |
| 3 |
2015-03-04 |
2015-03-06 |
21.878411555 |
23.1768 |
¥6.7万 |
+5.90% |
网格止盈 |
| 4 |
2015-03-09 |
2015-03-18 |
21.82834654 |
22.677300000000002 |
¥4.6万 |
+3.86% |
网格止盈 |
| 5 |
2015-03-20 |
2015-03-25 |
22.969828882 |
24.795180000000002 |
¥9.8万 |
+7.91% |
网格止盈 |
| 6 |
2015-03-27 |
2015-04-02 |
24.421714316999996 |
26.053919999999998 |
¥9.0万 |
+6.65% |
网格止盈 |
| 7 |
2015-04-10 |
2015-04-13 |
24.431727319999997 |
25.65432 |
¥7.1万 |
+4.97% |
网格止盈 |
| 8 |
2015-04-14 |
2015-05-21 |
25.792879570511946 |
26.973000000000003 |
¥6.9万 |
+4.54% |
网格止盈 |
| 9 |
2015-05-25 |
2015-05-27 |
27.285433174999998 |
29.060909999999996 |
¥10.1万 |
+6.48% |
网格止盈 |
| 10 |
2015-06-03 |
2015-06-05 |
32.341999689999994 |
36.963 |
¥23.5万 |
+14.25% |
网格止盈 |
| 11 |
2015-06-08 |
2015-11-09 |
36.04425108494737 |
37.57239 |
¥8.1万 |
+4.21% |
网格止盈 |
| 12 |
2015-11-12 |
2015-11-20 |
45.939657763999996 |
50.8491 |
¥20.8万 |
+10.65% |
网格止盈 |
| 13 |
2015-11-23 |
2015-12-08 |
50.01031811966665 |
52.49745 |
¥10.9万 |
+4.94% |
网格止盈 |
| 14 |
2015-12-11 |
2015-12-30 |
62.019117822860586 |
63.776160000000004 |
¥6.5万 |
+2.80% |
网格止盈 |
| 15 |
2015-12-31 |
2016-05-04 |
63.26960944559573 |
66.02391 |
¥10.3万 |
+4.32% |
网格止盈 |
| 16 |
2016-05-05 |
2016-05-06 |
66.0858198 |
68.86107000000001 |
¥10.2万 |
+4.17% |
网格止盈 |
| 17 |
2016-05-09 |
2016-05-17 |
67.04111230179997 |
70.2297 |
¥12.2万 |
+4.72% |
网格止盈 |
| 18 |
2016-05-18 |
2016-06-21 |
68.4880279425114 |
72.7272 |
¥16.7万 |
+6.16% |
网格止盈 |
| 19 |
2016-06-22 |
2017-08-03 |
66.18837233072581 |
67.71222 |
¥6.5万 |
+2.27% |
网格止盈 |
| 20 |
2017-08-04 |
2017-08-24 |
67.75646506959583 |
72.12780000000001 |
¥18.8万 |
+6.42% |
网格止盈 |
| 21 |
2017-08-25 |
2017-08-28 |
70.101034003 |
73.6 |
¥15.4万 |
+4.96% |
网格止盈 |
| 22 |
2017-08-29 |
2017-09-01 |
73.59557205 |
76.1238 |
¥11.0万 |
+3.40% |
网格止盈 |
| 23 |
2017-09-05 |
2017-09-06 |
80.134063009 |
87.8121 |
¥32.2万 |
+9.55% |
网格止盈 |
| 24 |
2017-09-07 |
2017-09-11 |
89.826649913 |
96.21369 |
¥25.9万 |
+7.08% |
网格止盈 |
| 25 |
2017-09-13 |
2017-09-14 |
92.109614597 |
93.906 |
¥7.6万 |
+1.92% |
网格止盈 |
| 26 |
2017-09-15 |
2017-09-28 |
88.92933079800001 |
91.4085 |
¥11.2万 |
+2.76% |
网格止盈 |
| 27 |
2017-10-10 |
2017-10-23 |
87.66145531736288 |
90.61928999999999 |
¥13.9万 |
+3.34% |
网格止盈 |
| 28 |
2017-10-26 |
2020-12-22 |
87.20640048365922 |
93.41649000000001 |
¥30.5万 |
+7.09% |
网格止盈 |
| 29 |
2020-12-31 |
2021-01-05 |
100.11000399399998 |
112.887 |
¥57.9万 |
+12.73% |
网格止盈 |
| 30 |
2021-01-12 |
2021-01-13 |
122.15863660000001 |
137.4624 |
¥62.4万 |
+12.49% |
网格止盈 |
| 31 |
2021-01-14 |
2021-01-18 |
122.65928674999999 |
126.77309999999999 |
¥18.7万 |
+3.32% |
网格止盈 |
| 32 |
2021-01-19 |
2021-01-25 |
134.20567115112107 |
137.65221 |
¥15.2万 |
+2.54% |
网格止盈 |
| 33 |
2021-01-26 |
2021-07-12 |
140.18366061329226 |
155.6442 |
¥67.5万 |
+11.00% |
网格止盈 |
| 34 |
2021-07-20 |
2021-07-21 |
163.01168884 |
174.12570000000002 |
¥45.1万 |
+6.79% |
网格止盈 |
| 35 |
2021-07-28 |
2021-07-29 |
171.10219526399996 |
186.6132 |
¥63.2万 |
+9.03% |
网格止盈 |
| 36 |
2021-08-03 |
2021-08-05 |
182.73952986177778 |
183.74607 |
¥4.1万 |
+0.52% |
网格止盈 |
| 37 |
2021-08-09 |
2021-08-30 |
186.0376092985246 |
198.0 |
¥50.8万 |
+6.40% |
网格止盈 |
| 38 |
2021-09-02 |
2026-11-13 |
192.55734646211837 |
35.82 |
¥-6.88M |
-81.40% |
强平 |
逐笔成交记录(共 96 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 |
18.06805 |
55300.0 |
¥99.9万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
19.16082 |
55300.0 |
¥1.06M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
19.999979999999997 |
52800.0 |
¥1.06M |
|
| 2015-02-27 |
网格止盈 |
卖出 |
21.558419999999998 |
52800.0 |
¥1.14M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
21.87185 |
52000.0 |
¥1.14M |
|
| 2015-03-06 |
网格止盈 |
卖出 |
23.1768 |
52000.0 |
¥1.20M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
21.8218 |
54700.0 |
¥1.19M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
22.677300000000002 |
54700.0 |
¥1.24M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
22.96294 |
54100.0 |
¥1.24M |
|
| 2015-03-25 |
网格止盈 |
卖出 |
24.795180000000002 |
54100.0 |
¥1.34M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
24.414389999999994 |
55200.0 |
¥1.35M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
26.053919999999998 |
55200.0 |
¥1.44M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
24.424399999999995 |
58400.0 |
¥1.43M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
25.65432 |
58400.0 |
¥1.50M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
25.8 |
58200.0 |
¥1.50M |
|
| 2015-04-16 |
网格加仓 |
买入 |
23.6236 |
400.0 |
¥9,452 |
加仓 |
| 2015-05-21 |
网格止盈 |
卖出 |
26.973000000000003 |
58600.0 |
¥1.58M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
27.27725 |
57000.0 |
¥1.56M |
|
| 2015-05-27 |
网格止盈 |
卖出 |
29.060909999999996 |
57000.0 |
¥1.66M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
32.3323 |
50900.0 |
¥1.65M |
|
| 2015-06-05 |
网格止盈 |
卖出 |
36.963 |
50900.0 |
¥1.88M |
止盈触发 |
| 2015-06-08 |
网格首格 |
买入 |
36.046009999999995 |
53100.0 |
¥1.91M |
|
| 2015-06-23 |
网格加仓 |
买入 |
29.359329999999996 |
100.0 |
¥2,937 |
加仓 |
| 2015-11-09 |
网格止盈 |
卖出 |
37.57239 |
53200.0 |
¥2.00M |
止盈触发 |
| 2015-11-12 |
网格首格 |
买入 |
45.92588 |
42400.0 |
¥1.95M |
|
| 2015-11-20 |
网格止盈 |
卖出 |
50.8491 |
42400.0 |
¥2.16M |
止盈触发 |
| 2015-11-23 |
网格首格 |
买入 |
50.060009999999984 |
43100.0 |
¥2.16M |
|
| 2015-11-24 |
网格加仓 |
买入 |
47.207159999999995 |
1000.0 |
¥4.7万 |
加仓 |
| 2015-12-08 |
网格止盈 |
卖出 |
52.49745 |
44100.0 |
¥2.31M |
止盈触发 |
| 2015-12-11 |
网格首格 |
买入 |
62.07200999999999 |
36500.0 |
¥2.27M |
|
| 2015-12-14 |
网格加仓 |
买入 |
58.738679999999995 |
800.0 |
¥4.7万 |
加仓 |
| 2015-12-30 |
网格止盈 |
卖出 |
63.776160000000004 |
37300.0 |
¥2.38M |
止盈触发 |
| 2015-12-31 |
网格首格 |
买入 |
63.283219999999986 |
37500.0 |
¥2.37M |
|
| 2016-01-05 |
网格加仓 |
买入 |
51.03097999999999 |
100.0 |
¥5,105 |
加仓 |
| 2016-05-04 |
网格止盈 |
卖出 |
66.02391 |
37600.0 |
¥2.48M |
止盈触发 |
| 2016-05-05 |
网格首格 |
买入 |
66.06599999999999 |
37100.0 |
¥2.45M |
|
| 2016-05-06 |
网格止盈 |
卖出 |
68.86107000000001 |
37100.0 |
¥2.55M |
止盈触发 |
| 2016-05-09 |
网格首格 |
买入 |
67.05698999999998 |
38100.0 |
¥2.56M |
|
| 2016-05-11 |
网格加仓 |
买入 |
63.593529999999994 |
400.0 |
¥2.5万 |
加仓 |
| 2016-05-17 |
网格止盈 |
卖出 |
70.2297 |
38500.0 |
¥2.70M |
止盈触发 |
| 2016-05-18 |
网格首格 |
买入 |
68.57851 |
38200.0 |
¥2.62M |
|
| 2016-05-26 |
网格加仓 |
买入 |
65.20514 |
1300.0 |
¥8.5万 |
加仓 |
| 2016-06-21 |
网格止盈 |
卖出 |
72.7272 |
39500.0 |
¥2.87M |
止盈触发 |
| 2016-06-22 |
网格首格 |
买入 |
67.5675 |
41700.0 |
¥2.82M |
|
| 2016-06-27 |
网格加仓 |
买入 |
31.831799999999998 |
1600.0 |
¥5.1万 |
加仓 |
| 2016-06-28 |
网格加仓 |
买入 |
32.18214999999999 |
100.0 |
¥3,219 |
加仓 |
| 2017-08-03 |
网格止盈 |
卖出 |
67.71222 |
43400.0 |
¥2.94M |
止盈触发 |
| 2017-08-04 |
网格首格 |
买入 |
67.76769999999999 |
43000.0 |
¥2.91M |
|
| 2017-08-07 |
网格加仓 |
买入 |
63.213149999999985 |
300.0 |
¥1.9万 |
加仓 |
| 2017-08-24 |
网格止盈 |
卖出 |
72.12780000000001 |
43300.0 |
¥3.12M |
止盈触发 |
| 2017-08-25 |
网格首格 |
买入 |
70.08001 |
44400.0 |
¥3.11M |
|
| 2017-08-28 |
网格止盈 |
卖出 |
73.6 |
44400.0 |
¥3.27M |
止盈触发 |
| 2017-08-29 |
网格首格 |
买入 |
73.5735 |
44000.0 |
¥3.24M |
|
| 2017-09-01 |
网格止盈 |
卖出 |
76.1238 |
44000.0 |
¥3.35M |
止盈触发 |
| 2017-09-05 |
网格首格 |
买入 |
80.11003 |
42100.0 |
¥3.37M |
|
| 2017-09-06 |
网格止盈 |
卖出 |
87.8121 |
42100.0 |
¥3.70M |
止盈触发 |
| 2017-09-07 |
网格首格 |
买入 |
89.79970999999999 |
40800.0 |
¥3.66M |
|
| 2017-09-11 |
网格止盈 |
卖出 |
96.21369 |
40800.0 |
¥3.92M |
止盈触发 |
| 2017-09-13 |
网格首格 |
买入 |
92.08198999999999 |
42900.0 |
¥3.95M |
|
| 2017-09-14 |
网格止盈 |
卖出 |
93.906 |
42900.0 |
¥4.03M |
止盈触发 |
| 2017-09-15 |
网格首格 |
买入 |
88.9889 |
44800.0 |
¥3.99M |
|
| 2017-09-25 |
网格加仓 |
买入 |
83.38329999999999 |
700.0 |
¥5.8万 |
加仓 |
| 2017-09-28 |
网格止盈 |
卖出 |
91.4085 |
45500.0 |
¥4.16M |
止盈触发 |
| 2017-10-10 |
网格首格 |
买入 |
87.65 |
47200.0 |
¥4.14M |
|
| 2017-10-11 |
网格加仓 |
买入 |
84.13404999999999 |
200.0 |
¥1.7万 |
加仓 |
| 2017-10-23 |
网格止盈 |
卖出 |
90.61928999999999 |
47400.0 |
¥4.29M |
止盈触发 |
| 2017-10-26 |
网格首格 |
买入 |
87.27719 |
48700.0 |
¥4.25M |
|
| 2017-10-31 |
网格加仓 |
买入 |
84.07398999999998 |
500.0 |
¥4.2万 |
加仓 |
| 2018-02-07 |
网格加仓 |
买入 |
55.5 |
100.0 |
¥5,552 |
加仓 |
| 2020-12-22 |
网格止盈 |
卖出 |
93.41649000000001 |
49300.0 |
¥4.60M |
止盈触发 |
| 2020-12-31 |
网格首格 |
买入 |
100.07997999999998 |
45400.0 |
¥4.54M |
|
| 2021-01-05 |
网格止盈 |
卖出 |
112.887 |
45400.0 |
¥5.12M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
122.122 |
40900.0 |
¥5.00M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
137.4624 |
40900.0 |
¥5.62M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
122.62249999999997 |
45800.0 |
¥5.62M |
|
| 2021-01-18 |
网格止盈 |
卖出 |
126.77309999999999 |
45800.0 |
¥5.80M |
止盈触发 |
| 2021-01-19 |
网格首格 |
买入 |
134.23409999999998 |
44000.0 |
¥5.91M |
|
| 2021-01-20 |
网格加仓 |
买入 |
129.129 |
600.0 |
¥7.8万 |
加仓 |
| 2021-01-25 |
网格止盈 |
卖出 |
137.65221 |
44600.0 |
¥6.14M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
140.16002 |
43700.0 |
¥6.13M |
|
| 2021-01-29 |
网格加仓 |
买入 |
132.1 |
100.0 |
¥1.3万 |
加仓 |
| 2021-07-12 |
网格止盈 |
卖出 |
155.6442 |
43800.0 |
¥6.82M |
止盈触发 |
| 2021-07-20 |
网格首格 |
买入 |
162.9628 |
40800.0 |
¥6.65M |
|
| 2021-07-21 |
网格止盈 |
卖出 |
174.12570000000002 |
40800.0 |
¥7.10M |
止盈触发 |
| 2021-07-28 |
网格首格 |
买入 |
171.05087999999998 |
40900.0 |
¥7.00M |
|
| 2021-07-29 |
网格止盈 |
卖出 |
186.6132 |
40900.0 |
¥7.63M |
止盈触发 |
| 2021-08-03 |
网格首格 |
买入 |
182.90272 |
41800.0 |
¥7.65M |
|
| 2021-08-04 |
网格加仓 |
买入 |
176.176 |
1400.0 |
¥24.7万 |
加仓 |
| 2021-08-05 |
网格止盈 |
卖出 |
183.74607 |
43200.0 |
¥7.94M |
止盈触发 |
| 2021-08-09 |
网格首格 |
买入 |
186.18599999999998 |
41400.0 |
¥7.71M |
|
| 2021-08-11 |
网格加仓 |
买入 |
179.4793 |
1300.0 |
¥23.3万 |
加仓 |
| 2021-08-30 |
网格止盈 |
卖出 |
198.0 |
42700.0 |
¥8.45M |
止盈触发 |
| 2021-09-02 |
网格首格 |
买入 |
193.19299999999998 |
42500.0 |
¥8.21M |
|
| 2021-09-06 |
网格加仓 |
买入 |
180.51032999999998 |
1300.0 |
¥23.5万 |
加仓 |
| 2023-08-15 |
网格加仓 |
买入 |
53.66360999999999 |
100.0 |
¥5,368 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
35.82 |
43900 |
¥1.57M |
回测结束强平 |