002466 天齐锂业 — 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: ¥43.3万
策略: 网格交易
K线 & 交易信号(策略收益 -56.75%)
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 15 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 |
2015-03-06 |
2015-04-02 |
58.126937793343025 |
67.70223 |
¥16.4万 |
+16.44% |
网格止盈 |
| 2 |
2015-04-07 |
2015-04-13 |
68.73150403646153 |
71.928 |
¥5.4万 |
+4.62% |
网格止盈 |
| 3 |
2015-04-15 |
2015-06-01 |
70.08164466193061 |
76.36355999999999 |
¥10.8万 |
+8.93% |
网格止盈 |
| 4 |
2015-06-03 |
2015-06-05 |
78.30168346 |
85.96395 |
¥12.8万 |
+9.75% |
网格止盈 |
| 5 |
2015-06-09 |
2015-06-12 |
85.07047348799999 |
88.0119 |
¥5.0万 |
+3.43% |
网格止盈 |
| 6 |
2015-06-16 |
2015-11-05 |
89.43662651249998 |
101.77812 |
¥20.7万 |
+13.77% |
网格止盈 |
| 7 |
2015-11-06 |
2015-11-09 |
100.29023804799999 |
105.894 |
¥9.3万 |
+5.56% |
网格止盈 |
| 8 |
2015-11-12 |
2015-11-19 |
137.40737007707634 |
144.855 |
¥9.7万 |
+5.39% |
网格止盈 |
| 9 |
2015-11-23 |
2015-12-10 |
167.767865265 |
173.826 |
¥6.8万 |
+3.58% |
网格止盈 |
| 10 |
2015-12-11 |
2016-04-01 |
158.6245400255645 |
166.833 |
¥10.1万 |
+5.14% |
网格止盈 |
| 11 |
2016-04-08 |
2016-04-20 |
169.01046252254096 |
175.824 |
¥8.2万 |
+4.00% |
网格止盈 |
| 12 |
2016-04-21 |
2016-05-06 |
171.97180454854396 |
181.818 |
¥12.2万 |
+5.69% |
网格止盈 |
| 13 |
2016-05-09 |
2016-05-13 |
175.77826766500002 |
179.48033999999998 |
¥4.7万 |
+2.08% |
网格止盈 |
| 14 |
2016-05-18 |
2016-05-20 |
185.74120565 |
193.83597000000003 |
¥9.8万 |
+4.33% |
网格止盈 |
| 15 |
2016-05-25 |
2026-11-13 |
193.53973290652 |
34.6 |
¥-1.99M |
-82.13% |
强平 |
逐笔成交记录(共 41 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-03-06 |
网格首格 |
买入 |
58.1581 |
16900.0 |
¥98.3万 |
|
| 2015-03-09 |
网格加仓 |
买入 |
55.705649999999984 |
200.0 |
¥1.1万 |
加仓 |
| 2015-03-11 |
网格加仓 |
买入 |
54.704649999999994 |
100.0 |
¥5,472 |
加仓 |
| 2015-04-02 |
网格止盈 |
卖出 |
67.70223 |
17200.0 |
¥1.16M |
止盈触发 |
| 2015-04-07 |
网格首格 |
买入 |
68.75868999999999 |
16600.0 |
¥1.14M |
|
| 2015-04-09 |
网格加仓 |
买入 |
66.06599999999999 |
300.0 |
¥2.0万 |
加仓 |
| 2015-04-13 |
网格止盈 |
卖出 |
71.928 |
16900.0 |
¥1.22M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
70.09001999999998 |
17200.0 |
¥1.21M |
|
| 2015-04-16 |
网格加仓 |
买入 |
65.00493999999999 |
100.0 |
¥6,502 |
加仓 |
| 2015-06-01 |
网格止盈 |
卖出 |
76.36355999999999 |
17300.0 |
¥1.32M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
78.2782 |
16700.0 |
¥1.31M |
|
| 2015-06-05 |
网格止盈 |
卖出 |
85.96395 |
16700.0 |
¥1.44M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
85.04495999999999 |
17000.0 |
¥1.45M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
88.0119 |
17000.0 |
¥1.50M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
89.48 |
16600.0 |
¥1.49M |
|
| 2015-06-17 |
网格加仓 |
买入 |
83.58349999999999 |
200.0 |
¥1.7万 |
加仓 |
| 2015-11-05 |
网格止盈 |
卖出 |
101.77812 |
16800.0 |
¥1.71M |
止盈触发 |
| 2015-11-06 |
网格首格 |
买入 |
100.26015999999998 |
16700.0 |
¥1.67M |
|
| 2015-11-09 |
网格止盈 |
卖出 |
105.894 |
16700.0 |
¥1.77M |
止盈触发 |
| 2015-11-12 |
网格首格 |
买入 |
137.44731 |
12900.0 |
¥1.77M |
|
| 2015-11-16 |
网格加仓 |
买入 |
132.13199999999998 |
200.0 |
¥2.6万 |
加仓 |
| 2015-11-19 |
网格止盈 |
卖出 |
144.855 |
13100.0 |
¥1.90M |
止盈触发 |
| 2015-11-23 |
网格首格 |
买入 |
167.71755 |
11300.0 |
¥1.90M |
|
| 2015-12-10 |
网格止盈 |
卖出 |
173.826 |
11300.0 |
¥1.96M |
止盈触发 |
| 2015-12-11 |
网格首格 |
买入 |
159.0589 |
12100.0 |
¥1.93M |
|
| 2015-12-15 |
网格加仓 |
买入 |
150.14999999999998 |
200.0 |
¥3.0万 |
加仓 |
| 2016-01-05 |
网格加仓 |
买入 |
117.11699999999999 |
100.0 |
¥1.2万 |
加仓 |
| 2016-04-01 |
网格止盈 |
卖出 |
166.833 |
12400.0 |
¥2.07M |
止盈触发 |
| 2016-04-08 |
网格首格 |
买入 |
169.16899999999998 |
11900.0 |
¥2.01M |
|
| 2016-04-13 |
网格加仓 |
买入 |
160.66049999999998 |
300.0 |
¥4.8万 |
加仓 |
| 2016-04-20 |
网格止盈 |
卖出 |
175.824 |
12200.0 |
¥2.14M |
止盈触发 |
| 2016-04-21 |
网格首格 |
买入 |
172.17199999999997 |
12300.0 |
¥2.12M |
|
| 2016-04-22 |
网格加仓 |
买入 |
156.43627999999998 |
200.0 |
¥3.1万 |
加仓 |
| 2016-05-06 |
网格止盈 |
卖出 |
181.818 |
12500.0 |
¥2.27M |
止盈触发 |
| 2016-05-09 |
网格首格 |
买入 |
175.72555000000003 |
12900.0 |
¥2.27M |
|
| 2016-05-13 |
网格止盈 |
卖出 |
179.48033999999998 |
12900.0 |
¥2.31M |
止盈触发 |
| 2016-05-18 |
网格首格 |
买入 |
185.68550000000002 |
12200.0 |
¥2.27M |
|
| 2016-05-20 |
网格止盈 |
卖出 |
193.83597000000003 |
12200.0 |
¥2.36M |
止盈触发 |
| 2016-05-25 |
网格首格 |
买入 |
194.69449999999998 |
12400.0 |
¥2.41M |
|
| 2016-05-31 |
网格加仓 |
买入 |
43.09304999999999 |
100.0 |
¥4,311 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
34.6 |
12500 |
¥43.2万 |
回测结束强平 |