002532 天山铝业 — 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: ¥86.5万
策略: 网格交易
K线 & 交易信号（策略收益 -13.50%）
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 11 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 |
2015-02-10 |
2015-02-13 |
10.763978224999999 |
11.188799999999999 |
¥3.9万 |
+3.92% |
网格止盈 |
| 2 |
2015-03-16 |
2015-03-18 |
13.026916902999996 |
13.666319999999999 |
¥5.1万 |
+4.88% |
网格止盈 |
| 3 |
2015-03-26 |
2015-04-03 |
13.81794414 |
14.73525 |
¥7.2万 |
+6.61% |
网格止盈 |
| 4 |
2015-04-09 |
2015-04-23 |
15.999591044678619 |
16.6833 |
¥4.9万 |
+4.24% |
网格止盈 |
| 5 |
2015-04-24 |
2015-04-28 |
16.271129875 |
16.96302 |
¥5.0万 |
+4.22% |
网格止盈 |
| 6 |
2015-04-29 |
2015-04-30 |
16.12093483 |
16.8831 |
¥5.9万 |
+4.70% |
网格止盈 |
| 7 |
2015-05-05 |
2015-05-19 |
17.37106946805797 |
18.401580000000003 |
¥7.8万 |
+5.90% |
网格止盈 |
| 8 |
2015-05-25 |
2015-05-26 |
20.716903206999998 |
21.3786 |
¥4.4万 |
+3.16% |
网格止盈 |
| 9 |
2015-06-01 |
2015-06-29 |
22.729516809999996 |
21.83 |
¥-5.7万 |
-3.99% |
网格止盈 |
| 10 |
2015-06-30 |
2026-01-29 |
19.213944065594443 |
20.70927 |
¥10.7万 |
+7.75% |
网格止盈 |
| 11 |
2026-01-30 |
2026-11-13 |
19.141674027727852 |
11.1 |
¥-62.7万 |
-42.03% |
强平 |
逐笔成交记录（共 28 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
网格首格 |
买入 |
10.760749999999998 |
92700.0 |
¥99.8万 |
|
| 2015-02-13 |
网格止盈 |
卖出 |
11.188799999999999 |
92700.0 |
¥1.04M |
止盈触发 |
| 2015-03-16 |
网格首格 |
买入 |
13.023009999999998 |
79600.0 |
¥1.04M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
13.666319999999999 |
79600.0 |
¥1.09M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
13.813799999999999 |
78400.0 |
¥1.08M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
14.73525 |
78400.0 |
¥1.15M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
15.995980000000001 |
72400.0 |
¥1.16M |
|
| 2015-04-10 |
网格加仓 |
买入 |
15.135119999999997 |
100.0 |
¥1,514 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
16.6833 |
72500.0 |
¥1.21M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
16.26625 |
73300.0 |
¥1.19M |
|
| 2015-04-28 |
网格止盈 |
卖出 |
16.96302 |
73300.0 |
¥1.24M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
16.1161 |
78000.0 |
¥1.26M |
|
| 2015-04-30 |
网格止盈 |
卖出 |
16.8831 |
78000.0 |
¥1.32M |
止盈触发 |
| 2015-05-05 |
网格首格 |
买入 |
17.36735 |
75800.0 |
¥1.32M |
|
| 2015-05-07 |
网格加仓 |
买入 |
16.236219999999996 |
100.0 |
¥1,624 |
加仓 |
| 2015-05-19 |
网格止盈 |
卖出 |
18.401580000000003 |
75900.0 |
¥1.40M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
20.71069 |
67300.0 |
¥1.39M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
21.3786 |
67300.0 |
¥1.44M |
止盈触发 |
| 2015-06-01 |
网格首格 |
买入 |
22.722699999999996 |
63400.0 |
¥1.44M |
|
| 2015-06-29 |
网格止盈 |
卖出 |
21.83 |
63400.0 |
¥1.38M |
止盈触发 |
| 2015-06-30 |
网格首格 |
买入 |
19.669649999999997 |
63200.0 |
¥1.24M |
|
| 2015-07-02 |
网格加仓 |
买入 |
16.056039999999996 |
7900.0 |
¥12.7万 |
加仓 |
| 2015-07-03 |
网格加仓 |
买入 |
14.364349999999996 |
800.0 |
¥1.1万 |
加仓 |
| 2015-07-06 |
网格加仓 |
买入 |
15.33 |
100.0 |
¥1,533 |
加仓 |
| 2026-01-29 |
网格止盈 |
卖出 |
20.70927 |
72000.0 |
¥1.49M |
止盈触发 |
| 2026-01-30 |
网格首格 |
买入 |
19.219199999999997 |
72500.0 |
¥1.39M |
|
| 2026-02-03 |
网格加仓 |
买入 |
18.017999999999997 |
5400.0 |
¥9.7万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
11.1 |
77900 |
¥86.4万 |
回测结束强平 |