002648 卫星化学 — 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: ¥1.12M
策略: 网格交易
K线 & 交易信号(策略收益 +11.85%)
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 16 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 |
2015-02-05 |
2015-03-10 |
13.122474065488188 |
14.185799999999999 |
¥8.1万 |
+8.07% |
网格止盈 |
| 2 |
2015-03-11 |
2015-03-20 |
14.208451257 |
14.775210000000001 |
¥4.3万 |
+3.96% |
网格止盈 |
| 3 |
2015-03-25 |
2015-03-30 |
14.328607292999996 |
14.80518 |
¥3.7万 |
+3.30% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-14 |
14.809231436999998 |
15.42456 |
¥4.8万 |
+4.12% |
网格止盈 |
| 5 |
2015-04-15 |
2015-04-21 |
15.33252595133418 |
15.734249999999998 |
¥3.1万 |
+2.59% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-22 |
16.01044205433376 |
16.89309 |
¥6.8万 |
+5.48% |
网格止盈 |
| 7 |
2015-05-25 |
2015-06-11 |
17.22236516 |
19.4805 |
¥17.0万 |
+13.08% |
网格止盈 |
| 8 |
2015-06-15 |
2020-10-15 |
20.332588704803026 |
21.61 |
¥9.2万 |
+6.25% |
网格止盈 |
| 9 |
2020-10-20 |
2020-10-29 |
20.837059243 |
21.2787 |
¥3.3万 |
+2.09% |
网格止盈 |
| 10 |
2020-11-04 |
2020-11-05 |
22.148762635999997 |
23.936040000000002 |
¥12.8万 |
+8.04% |
网格止盈 |
| 11 |
2020-11-19 |
2021-01-07 |
26.78226813122325 |
28.78 |
¥12.8万 |
+7.43% |
网格止盈 |
| 12 |
2021-01-12 |
2021-01-13 |
30.239269059999998 |
31.49847 |
¥7.6万 |
+4.13% |
网格止盈 |
| 13 |
2021-01-14 |
2021-01-22 |
30.420244233907088 |
31.358610000000002 |
¥5.9万 |
+3.05% |
网格止盈 |
| 14 |
2021-02-04 |
2021-02-09 |
41.048047731412375 |
44.955 |
¥18.9万 |
+9.49% |
网格止盈 |
| 15 |
2021-02-22 |
2021-02-23 |
45.05851349999999 |
46.94301 |
¥8.8万 |
+4.15% |
网格止盈 |
| 16 |
2021-02-24 |
2026-11-13 |
47.398566933881 |
23.35 |
¥-1.15M |
-50.75% |
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 |
| 2015-02-05 |
网格首格 |
买入 |
13.123109999999999 |
75600.0 |
¥99.2万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
12.542529999999998 |
600.0 |
¥7,528 |
加仓 |
| 2015-03-10 |
网格止盈 |
卖出 |
14.185799999999999 |
76200.0 |
¥1.08M |
止盈触发 |
| 2015-03-11 |
网格首格 |
买入 |
14.204189999999999 |
75800.0 |
¥1.08M |
|
| 2015-03-20 |
网格止盈 |
卖出 |
14.775210000000001 |
75800.0 |
¥1.12M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
14.324309999999997 |
78100.0 |
¥1.12M |
|
| 2015-03-30 |
网格止盈 |
卖出 |
14.80518 |
78100.0 |
¥1.16M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
14.804789999999997 |
77800.0 |
¥1.15M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
15.42456 |
77800.0 |
¥1.20M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
15.33 |
78500.0 |
¥1.20M |
|
| 2015-04-16 |
网格加仓 |
买入 |
14.514499999999998 |
200.0 |
¥2,904 |
加仓 |
| 2015-04-21 |
网格止盈 |
卖出 |
15.734249999999998 |
78700.0 |
¥1.24M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
16.016 |
76500.0 |
¥1.23M |
|
| 2015-05-08 |
网格加仓 |
买入 |
15.014999999999997 |
800.0 |
¥1.2万 |
加仓 |
| 2015-05-22 |
网格止盈 |
卖出 |
16.89309 |
77300.0 |
¥1.31M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
17.2172 |
75500.0 |
¥1.30M |
|
| 2015-06-11 |
网格止盈 |
卖出 |
19.4805 |
75500.0 |
¥1.47M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
20.350329999999996 |
71300.0 |
¥1.45M |
|
| 2015-06-17 |
网格加仓 |
买入 |
19.019 |
1300.0 |
¥2.5万 |
加仓 |
| 2020-10-15 |
网格止盈 |
卖出 |
21.61 |
72600.0 |
¥1.57M |
止盈触发 |
| 2020-10-20 |
网格首格 |
买入 |
20.830809999999996 |
74800.0 |
¥1.56M |
|
| 2020-10-29 |
网格止盈 |
卖出 |
21.2787 |
74800.0 |
¥1.59M |
止盈触发 |
| 2020-11-04 |
网格首格 |
买入 |
22.14212 |
71900.0 |
¥1.59M |
|
| 2020-11-05 |
网格止盈 |
卖出 |
23.936040000000002 |
71900.0 |
¥1.72M |
止盈触发 |
| 2020-11-19 |
网格首格 |
买入 |
26.796769999999995 |
63400.0 |
¥1.70M |
|
| 2020-11-20 |
网格加仓 |
买入 |
25.475449999999995 |
1100.0 |
¥2.8万 |
加仓 |
| 2021-01-07 |
网格止盈 |
卖出 |
28.78 |
64500.0 |
¥1.86M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
30.230199999999996 |
61100.0 |
¥1.85M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
31.49847 |
61100.0 |
¥1.92M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
30.420389999999998 |
62800.0 |
¥1.91M |
|
| 2021-01-15 |
网格加仓 |
买入 |
29.579549999999998 |
700.0 |
¥2.1万 |
加仓 |
| 2021-01-22 |
网格止盈 |
卖出 |
31.358610000000002 |
63500.0 |
¥1.99M |
止盈触发 |
| 2021-02-04 |
网格首格 |
买入 |
41.041 |
48200.0 |
¥1.98M |
|
| 2021-02-08 |
网格加仓 |
买入 |
40.190149999999996 |
300.0 |
¥1.2万 |
加仓 |
| 2021-02-09 |
网格止盈 |
卖出 |
44.955 |
48500.0 |
¥2.18M |
止盈触发 |
| 2021-02-22 |
网格首格 |
买入 |
45.04499999999999 |
47200.0 |
¥2.13M |
|
| 2021-02-23 |
网格止盈 |
卖出 |
46.94301 |
47200.0 |
¥2.22M |
止盈触发 |
| 2021-02-24 |
网格首格 |
买入 |
47.43738999999999 |
47700.0 |
¥2.26M |
|
| 2021-02-25 |
网格加仓 |
买入 |
43.543499999999995 |
100.0 |
¥4,356 |
加仓 |
| 2022-06-22 |
网格加仓 |
买入 |
25.9259 |
100.0 |
¥2,593 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
23.35 |
47900 |
¥1.12M |
回测结束强平 |