002493 荣盛石化 — 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: ¥57.5万
策略: 网格交易
K线 & 交易信号(策略收益 -42.51%)
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 |
2015-02-06 |
2015-03-03 |
15.809771255759493 |
16.89 |
¥6.8万 |
+6.80% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-05 |
17.182313148 |
18.3816 |
¥7.4万 |
+6.95% |
网格止盈 |
| 3 |
2015-03-06 |
2015-03-20 |
18.26211539152 |
19.380599999999998 |
¥7.0万 |
+6.09% |
网格止盈 |
| 4 |
2015-03-25 |
2015-04-01 |
18.875661 |
19.5804 |
¥4.4万 |
+3.70% |
网格止盈 |
| 5 |
2015-04-16 |
2015-04-28 |
23.901955382648854 |
25.374599999999997 |
¥7.7万 |
+6.13% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-04 |
24.461766329 |
25.174799999999998 |
¥3.8万 |
+2.88% |
网格止盈 |
| 7 |
2015-05-07 |
2015-05-08 |
20.877111255000003 |
23.71626 |
¥18.5万 |
+13.57% |
网格止盈 |
| 8 |
2015-05-14 |
2015-05-15 |
26.534457949999997 |
27.322650000000003 |
¥4.6万 |
+2.94% |
网格止盈 |
| 9 |
2015-05-18 |
2015-05-20 |
26.284132874999994 |
27.08289 |
¥4.8万 |
+3.01% |
网格止盈 |
| 10 |
2015-05-21 |
2015-05-22 |
28.406889510999996 |
30.4695 |
¥11.9万 |
+7.23% |
网格止盈 |
| 11 |
2015-05-27 |
2015-06-09 |
31.881654588176893 |
33.126839999999994 |
¥6.8万 |
+3.87% |
网格止盈 |
| 12 |
2015-06-10 |
2015-06-12 |
31.64108948 |
33.78618 |
¥12.1万 |
+6.75% |
网格止盈 |
| 13 |
2015-06-15 |
2021-01-22 |
32.990579466961215 |
34.07589 |
¥6.4万 |
+3.26% |
网格止盈 |
| 14 |
2021-01-26 |
2021-02-03 |
36.754068050153 |
39.47049 |
¥14.8万 |
+7.36% |
网格止盈 |
| 15 |
2021-02-19 |
2026-11-13 |
42.45017520579452 |
11.25 |
¥-1.59M |
-73.51% |
强平 |
逐笔成交记录(共 38 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 |
15.8158 |
62400.0 |
¥98.7万 |
|
| 2015-02-10 |
网格加仓 |
买入 |
14.964949999999998 |
800.0 |
¥1.2万 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
16.89 |
63200.0 |
¥1.07M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
17.177159999999997 |
61900.0 |
¥1.06M |
|
| 2015-03-05 |
网格止盈 |
卖出 |
18.3816 |
61900.0 |
¥1.14M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
18.258239999999997 |
62400.0 |
¥1.14M |
|
| 2015-03-09 |
网格加仓 |
买入 |
17.257239999999996 |
100.0 |
¥1,726 |
加仓 |
| 2015-03-20 |
网格止盈 |
卖出 |
19.380599999999998 |
62500.0 |
¥1.21M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
18.87 |
63200.0 |
¥1.19M |
|
| 2015-04-01 |
网格止盈 |
卖出 |
19.5804 |
63200.0 |
¥1.24M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
24.023999999999997 |
48600.0 |
¥1.17M |
|
| 2015-04-21 |
网格加仓 |
买入 |
22.242219999999996 |
3800.0 |
¥8.5万 |
加仓 |
| 2015-04-28 |
网格止盈 |
卖出 |
25.374599999999997 |
52400.0 |
¥1.33M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
24.45443 |
54300.0 |
¥1.33M |
|
| 2015-05-04 |
网格止盈 |
卖出 |
25.174799999999998 |
54300.0 |
¥1.37M |
止盈触发 |
| 2015-05-07 |
网格首格 |
买入 |
20.87085 |
65300.0 |
¥1.36M |
|
| 2015-05-08 |
网格止盈 |
卖出 |
23.71626 |
65300.0 |
¥1.55M |
止盈触发 |
| 2015-05-14 |
网格首格 |
买入 |
26.5265 |
58400.0 |
¥1.55M |
|
| 2015-05-15 |
网格止盈 |
卖出 |
27.322650000000003 |
58400.0 |
¥1.60M |
止盈触发 |
| 2015-05-18 |
网格首格 |
买入 |
26.276249999999997 |
60600.0 |
¥1.59M |
|
| 2015-05-20 |
网格止盈 |
卖出 |
27.08289 |
60600.0 |
¥1.64M |
止盈触发 |
| 2015-05-21 |
网格首格 |
买入 |
28.398369999999993 |
57900.0 |
¥1.64M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
30.4695 |
57900.0 |
¥1.76M |
止盈触发 |
| 2015-05-27 |
网格首格 |
买入 |
31.941909999999996 |
54600.0 |
¥1.74M |
|
| 2015-05-29 |
网格加仓 |
买入 |
27.107079999999996 |
800.0 |
¥2.2万 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
33.126839999999994 |
55400.0 |
¥1.83M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
31.6316 |
56500.0 |
¥1.79M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
33.78618 |
56500.0 |
¥1.91M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
33.0 |
58700.0 |
¥1.94M |
|
| 2015-06-16 |
网格加仓 |
买入 |
31.09106 |
600.0 |
¥1.9万 |
加仓 |
| 2021-01-22 |
网格止盈 |
卖出 |
34.07589 |
59300.0 |
¥2.02M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
36.756719999999994 |
54600.0 |
¥2.01M |
|
| 2021-01-29 |
网格加仓 |
买入 |
34.25422 |
300.0 |
¥1.0万 |
加仓 |
| 2021-02-03 |
网格止盈 |
卖出 |
39.47049 |
54900.0 |
¥2.17M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
42.5425 |
49700.0 |
¥2.11M |
|
| 2021-02-23 |
网格加仓 |
买入 |
40.430389999999996 |
1300.0 |
¥5.3万 |
加仓 |
| 2021-06-18 |
网格加仓 |
买入 |
16.3163 |
100.0 |
¥1,632 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
11.25 |
51100 |
¥57.5万 |
回测结束强平 |