002709 天赐材料 — 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: ¥79.3万
策略: 网格交易
K线 & 交易信号（策略收益 -20.70%）
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 47 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 |
2015-02-09 |
2015-02-16 |
35.135627527 |
37.0629 |
¥5.3万 |
+5.45% |
网格止盈 |
| 2 |
2015-02-27 |
2015-03-06 |
39.611439868 |
41.458499999999994 |
¥4.8万 |
+4.63% |
网格止盈 |
| 3 |
2015-03-09 |
2015-03-18 |
38.949374428503546 |
40.6593 |
¥4.8万 |
+4.36% |
网格止盈 |
| 4 |
2015-03-19 |
2015-04-02 |
41.596606761195645 |
42.53742 |
¥2.6万 |
+2.23% |
网格止盈 |
| 5 |
2015-04-07 |
2015-04-08 |
43.55656305 |
44.535419999999995 |
¥2.6万 |
+2.22% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-13 |
41.864365543000005 |
44.2557 |
¥6.8万 |
+5.68% |
网格止盈 |
| 7 |
2015-04-14 |
2015-04-15 |
46.600515961999996 |
47.062889999999996 |
¥1.2万 |
+0.96% |
网格止盈 |
| 8 |
2015-04-16 |
2015-05-19 |
44.745099503999995 |
45.4545 |
¥2.0万 |
+1.55% |
网格止盈 |
| 9 |
2015-05-20 |
2015-05-22 |
45.60922866499998 |
48.06189 |
¥6.9万 |
+5.35% |
网格止盈 |
| 10 |
2015-05-29 |
2015-06-01 |
51.21651034499999 |
54.38 |
¥8.3万 |
+6.14% |
网格止盈 |
| 11 |
2015-06-02 |
2015-06-05 |
55.97531566654053 |
60.91902 |
¥12.8万 |
+8.80% |
网格止盈 |
| 12 |
2015-06-08 |
2015-11-10 |
56.47127580184999 |
59.69025 |
¥9.0万 |
+5.67% |
网格止盈 |
| 13 |
2015-11-12 |
2015-11-23 |
65.655260671 |
68.92101 |
¥8.2万 |
+4.94% |
网格止盈 |
| 14 |
2015-11-26 |
2015-12-04 |
73.01148020833332 |
76.2237 |
¥7.7万 |
+4.37% |
网格止盈 |
| 15 |
2015-12-11 |
2015-12-16 |
84.059160185 |
85.97394 |
¥4.0万 |
+2.25% |
网格止盈 |
| 16 |
2015-12-17 |
2015-12-28 |
84.72001838299998 |
88.42149 |
¥8.1万 |
+4.34% |
网格止盈 |
| 17 |
2015-12-29 |
2016-04-15 |
91.99947156399998 |
98.58132 |
¥13.9万 |
+7.12% |
网格止盈 |
| 18 |
2016-04-18 |
2016-04-19 |
97.1261291 |
102.19769999999998 |
¥10.7万 |
+5.19% |
网格止盈 |
| 19 |
2016-04-20 |
2016-04-29 |
101.03083112703224 |
109.79010000000002 |
¥18.9万 |
+8.64% |
网格止盈 |
| 20 |
2016-05-03 |
2016-05-04 |
110.663709156 |
114.7851 |
¥8.7万 |
+3.69% |
网格止盈 |
| 21 |
2016-05-12 |
2016-05-13 |
121.337570354 |
55.944 |
¥-1.28M |
-53.91% |
网格止盈 |
| 22 |
2016-05-16 |
2016-05-18 |
56.67359698 |
61.43849999999999 |
¥9.8万 |
+8.38% |
网格止盈 |
| 23 |
2016-05-19 |
2016-06-16 |
63.64738228124138 |
71.93799 |
¥16.8万 |
+12.99% |
网格止盈 |
| 24 |
2016-06-20 |
2020-11-16 |
75.82612754445594 |
80.2197 |
¥8.4万 |
+5.76% |
网格止盈 |
| 25 |
2020-11-18 |
2020-11-23 |
71.172425324 |
74.5 |
¥7.0万 |
+4.64% |
网格止盈 |
| 26 |
2020-11-24 |
2020-11-25 |
79.34303577199998 |
83.39652000000001 |
¥8.2万 |
+5.08% |
网格止盈 |
| 27 |
2020-11-27 |
2020-12-09 |
80.04734662452829 |
84.57534 |
¥9.5万 |
+5.62% |
网格止盈 |
| 28 |
2020-12-10 |
2020-12-11 |
84.229381236 |
85.71419999999999 |
¥3.0万 |
+1.73% |
网格止盈 |
| 29 |
2020-12-14 |
2020-12-15 |
86.101812797 |
93.97592999999999 |
¥16.6万 |
+9.11% |
网格止盈 |
| 30 |
2020-12-23 |
2020-12-28 |
98.107403394 |
103.0968 |
¥10.0万 |
+5.05% |
网格止盈 |
| 31 |
2020-12-29 |
2021-01-04 |
99.92976993999997 |
106.88 |
¥14.3万 |
+6.92% |
网格止盈 |
| 32 |
2021-01-07 |
2021-01-11 |
112.14563360000001 |
109.4904 |
¥-5.3万 |
-2.40% |
网格止盈 |
| 33 |
2021-01-12 |
2021-01-13 |
102.1326306 |
106.69319999999998 |
¥9.3万 |
+4.43% |
网格止盈 |
| 34 |
2021-01-14 |
2021-01-18 |
104.01507516399998 |
108.89100000000002 |
¥10.3万 |
+4.66% |
网格止盈 |
| 35 |
2021-01-19 |
2021-01-25 |
106.1378318 |
115.89399 |
¥20.9万 |
+9.16% |
网格止盈 |
| 36 |
2021-01-27 |
2021-06-24 |
103.01872152683664 |
107.01288000000001 |
¥9.9万 |
+3.85% |
网格止盈 |
| 37 |
2021-06-25 |
2021-06-30 |
103.18399591499997 |
104.56533 |
¥3.5万 |
+1.31% |
网格止盈 |
| 38 |
2021-07-01 |
2021-07-12 |
106.5865546117647 |
112.887 |
¥16.0万 |
+5.88% |
网格止盈 |
| 39 |
2021-07-13 |
2021-07-14 |
112.79647879500001 |
114.885 |
¥5.2万 |
+1.82% |
网格止盈 |
| 40 |
2021-07-15 |
2021-08-03 |
104.96217813440859 |
107.49239999999998 |
¥7.0万 |
+2.38% |
网格止盈 |
| 41 |
2021-08-04 |
2021-08-05 |
105.63718164999999 |
117.87201 |
¥34.5万 |
+11.55% |
网格止盈 |
| 42 |
2021-08-09 |
2021-08-20 |
121.01867797584781 |
124.72515 |
¥10.1万 |
+3.03% |
网格止盈 |
| 43 |
2021-08-26 |
2021-09-15 |
139.28087173 |
149.69016 |
¥25.6万 |
+7.44% |
网格止盈 |
| 44 |
2021-09-16 |
2021-09-22 |
147.69179425 |
151.848 |
¥10.1万 |
+2.78% |
网格止盈 |
| 45 |
2021-09-24 |
2021-09-27 |
144.18724319999998 |
150.6492 |
¥16.7万 |
+4.45% |
网格止盈 |
| 46 |
2021-09-28 |
2021-10-28 |
147.7037800751524 |
166.18364999999997 |
¥49.6万 |
+12.48% |
网格止盈 |
| 47 |
2021-11-03 |
2026-11-13 |
149.48237537694646 |
26.52 |
¥-3.68M |
-82.26% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
网格首格 |
买入 |
35.12509 |
27800.0 |
¥97.7万 |
|
| 2015-02-16 |
网格止盈 |
卖出 |
37.0629 |
27800.0 |
¥1.03M |
止盈触发 |
| 2015-02-27 |
网格首格 |
买入 |
39.59956 |
26400.0 |
¥1.05M |
|
| 2015-03-06 |
网格止盈 |
卖出 |
41.458499999999994 |
26400.0 |
¥1.09M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
38.94891 |
27800.0 |
¥1.08M |
|
| 2015-03-16 |
网格加仓 |
买入 |
38.15812 |
400.0 |
¥1.5万 |
加仓 |
| 2015-03-18 |
网格止盈 |
卖出 |
40.6593 |
28200.0 |
¥1.15M |
止盈触发 |
| 2015-03-19 |
网格首格 |
买入 |
41.6 |
27300.0 |
¥1.14M |
|
| 2015-03-26 |
网格加仓 |
买入 |
40.1401 |
300.0 |
¥1.2万 |
加仓 |
| 2015-04-02 |
网格止盈 |
卖出 |
42.53742 |
27600.0 |
¥1.17M |
止盈触发 |
| 2015-04-07 |
网格首格 |
买入 |
43.543499999999995 |
26900.0 |
¥1.17M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
44.535419999999995 |
26900.0 |
¥1.20M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
41.85181 |
28600.0 |
¥1.20M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
44.2557 |
28600.0 |
¥1.27M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
46.58653999999999 |
26900.0 |
¥1.25M |
|
| 2015-04-15 |
网格止盈 |
卖出 |
47.062889999999996 |
26900.0 |
¥1.27M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
44.804759999999995 |
28000.0 |
¥1.25M |
|
| 2015-04-21 |
网格加仓 |
买入 |
41.321279999999994 |
600.0 |
¥2.5万 |
加仓 |
| 2015-05-19 |
网格止盈 |
卖出 |
45.4545 |
28600.0 |
¥1.30M |
止盈触发 |
| 2015-05-20 |
网格首格 |
买入 |
45.59554999999999 |
28400.0 |
¥1.30M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
48.06189 |
28400.0 |
¥1.36M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
51.20114999999999 |
26500.0 |
¥1.36M |
|
| 2015-06-01 |
网格止盈 |
卖出 |
54.38 |
26500.0 |
¥1.44M |
止盈触发 |
| 2015-06-02 |
网格首格 |
买入 |
55.965909999999994 |
25800.0 |
¥1.44M |
|
| 2015-06-04 |
网格加仓 |
买入 |
54.053999999999995 |
100.0 |
¥5,407 |
加仓 |
| 2015-06-05 |
网格止盈 |
卖出 |
60.91902 |
25900.0 |
¥1.58M |
止盈触发 |
| 2015-06-08 |
网格首格 |
买入 |
56.6 |
27300.0 |
¥1.55M |
|
| 2015-06-09 |
网格加仓 |
买入 |
53.06300999999999 |
600.0 |
¥3.2万 |
加仓 |
| 2015-06-30 |
网格加仓 |
买入 |
37.037 |
100.0 |
¥3,705 |
加仓 |
| 2015-11-10 |
网格止盈 |
卖出 |
59.69025 |
28000.0 |
¥1.67M |
止盈触发 |
| 2015-11-12 |
网格首格 |
买入 |
65.63556999999999 |
25400.0 |
¥1.67M |
|
| 2015-11-23 |
网格止盈 |
卖出 |
68.92101 |
25400.0 |
¥1.75M |
止盈触发 |
| 2015-11-26 |
网格首格 |
买入 |
73.073 |
23500.0 |
¥1.72M |
|
| 2015-11-27 |
网格加仓 |
买入 |
69.06899999999999 |
500.0 |
¥3.5万 |
加仓 |
| 2015-12-04 |
网格止盈 |
卖出 |
76.2237 |
24000.0 |
¥1.83M |
止盈触发 |
| 2015-12-11 |
网格首格 |
买入 |
84.03394999999999 |
21200.0 |
¥1.78M |
|
| 2015-12-16 |
网格止盈 |
卖出 |
85.97394 |
21200.0 |
¥1.82M |
止盈触发 |
| 2015-12-17 |
网格首格 |
买入 |
84.69460999999998 |
22000.0 |
¥1.86M |
|
| 2015-12-28 |
网格止盈 |
卖出 |
88.42149 |
22000.0 |
¥1.94M |
止盈触发 |
| 2015-12-29 |
网格首格 |
买入 |
91.97187999999998 |
21200.0 |
¥1.95M |
|
| 2016-04-15 |
网格止盈 |
卖出 |
98.58132 |
21200.0 |
¥2.09M |
止盈触发 |
| 2016-04-18 |
网格首格 |
买入 |
97.097 |
21300.0 |
¥2.07M |
|
| 2016-04-19 |
网格止盈 |
卖出 |
102.19769999999998 |
21300.0 |
¥2.18M |
止盈触发 |
| 2016-04-20 |
网格首格 |
买入 |
101.10099999999998 |
21500.0 |
¥2.17M |
|
| 2016-04-22 |
网格加仓 |
买入 |
90.20010999999998 |
200.0 |
¥1.8万 |
加仓 |
| 2016-04-29 |
网格止盈 |
卖出 |
109.79010000000002 |
21700.0 |
¥2.38M |
止盈触发 |
| 2016-05-03 |
网格首格 |
买入 |
110.63051999999999 |
21300.0 |
¥2.36M |
|
| 2016-05-04 |
网格止盈 |
卖出 |
114.7851 |
21300.0 |
¥2.44M |
止盈触发 |
| 2016-05-12 |
网格首格 |
买入 |
121.30117999999999 |
19500.0 |
¥2.37M |
|
| 2016-05-13 |
网格止盈 |
卖出 |
55.944 |
19500.0 |
¥1.09M |
止盈触发 |
| 2016-05-16 |
网格首格 |
买入 |
56.6566 |
20600.0 |
¥1.17M |
|
| 2016-05-18 |
网格止盈 |
卖出 |
61.43849999999999 |
20600.0 |
¥1.27M |
止盈触发 |
| 2016-05-19 |
网格首格 |
买入 |
63.86379999999999 |
19500.0 |
¥1.25M |
|
| 2016-05-23 |
网格加仓 |
买入 |
57.887829999999994 |
800.0 |
¥4.6万 |
加仓 |
| 2016-06-16 |
网格止盈 |
卖出 |
71.93799 |
20300.0 |
¥1.46M |
止盈触发 |
| 2016-06-20 |
网格首格 |
买入 |
75.87579999999998 |
19200.0 |
¥1.46M |
|
| 2016-07-25 |
网格加仓 |
买入 |
61.9 |
100.0 |
¥6,192 |
加仓 |
| 2020-11-16 |
网格止盈 |
卖出 |
80.2197 |
19300.0 |
¥1.55M |
止盈触发 |
| 2020-11-18 |
网格首格 |
买入 |
71.15108 |
21200.0 |
¥1.51M |
|
| 2020-11-23 |
网格止盈 |
卖出 |
74.5 |
21200.0 |
¥1.58M |
止盈触发 |
| 2020-11-24 |
网格首格 |
买入 |
79.31923999999998 |
20300.0 |
¥1.61M |
|
| 2020-11-25 |
网格止盈 |
卖出 |
83.39652000000001 |
20300.0 |
¥1.69M |
止盈触发 |
| 2020-11-27 |
网格首格 |
买入 |
80.07999999999998 |
21000.0 |
¥1.68M |
|
| 2020-12-02 |
网格加仓 |
买入 |
74.074 |
200.0 |
¥1.5万 |
加仓 |
| 2020-12-09 |
网格止盈 |
卖出 |
84.57534 |
21200.0 |
¥1.79M |
止盈触发 |
| 2020-12-10 |
网格首格 |
买入 |
84.20411999999999 |
20800.0 |
¥1.75M |
|
| 2020-12-11 |
网格止盈 |
卖出 |
85.71419999999999 |
20800.0 |
¥1.78M |
止盈触发 |
| 2020-12-14 |
网格首格 |
买入 |
86.07598999999999 |
21200.0 |
¥1.83M |
|
| 2020-12-15 |
网格止盈 |
卖出 |
93.97592999999999 |
21200.0 |
¥1.99M |
止盈触发 |
| 2020-12-23 |
网格首格 |
买入 |
98.07798 |
20200.0 |
¥1.98M |
|
| 2020-12-28 |
网格止盈 |
卖出 |
103.0968 |
20200.0 |
¥2.08M |
止盈触发 |
| 2020-12-29 |
网格首格 |
买入 |
99.89979999999998 |
20600.0 |
¥2.06M |
|
| 2021-01-04 |
网格止盈 |
卖出 |
106.88 |
20600.0 |
¥2.20M |
止盈触发 |
| 2021-01-07 |
网格首格 |
买入 |
112.11200000000001 |
19800.0 |
¥2.22M |
|
| 2021-01-11 |
网格止盈 |
卖出 |
109.4904 |
19800.0 |
¥2.17M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
102.10199999999999 |
20500.0 |
¥2.09M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
106.69319999999998 |
20500.0 |
¥2.19M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
103.98388 |
21300.0 |
¥2.22M |
|
| 2021-01-18 |
网格止盈 |
卖出 |
108.89100000000002 |
21300.0 |
¥2.32M |
止盈触发 |
| 2021-01-19 |
网格首格 |
买入 |
106.106 |
21500.0 |
¥2.28M |
|
| 2021-01-25 |
网格止盈 |
卖出 |
115.89399 |
21500.0 |
¥2.49M |
止盈触发 |
| 2021-01-27 |
网格首格 |
买入 |
103.103 |
25000.0 |
¥2.58M |
|
| 2021-03-24 |
网格加仓 |
买入 |
74.19412 |
100.0 |
¥7,422 |
加仓 |
| 2021-06-24 |
网格止盈 |
卖出 |
107.01288000000001 |
25100.0 |
¥2.69M |
止盈触发 |
| 2021-06-25 |
网格首格 |
买入 |
103.15304999999998 |
26000.0 |
¥2.68M |
|
| 2021-06-30 |
网格止盈 |
卖出 |
104.56533 |
26000.0 |
¥2.72M |
止盈触发 |
| 2021-07-01 |
网格首格 |
买入 |
106.58 |
25400.0 |
¥2.71M |
|
| 2021-07-02 |
网格加仓 |
买入 |
100.1 |
100.0 |
¥1.0万 |
加仓 |
| 2021-07-12 |
网格止盈 |
卖出 |
112.887 |
25500.0 |
¥2.88M |
止盈触发 |
| 2021-07-13 |
网格首格 |
买入 |
112.76265000000001 |
25400.0 |
¥2.87M |
|
| 2021-07-14 |
网格止盈 |
卖出 |
114.885 |
25400.0 |
¥2.92M |
止盈触发 |
| 2021-07-15 |
网格首格 |
买入 |
105.10499999999999 |
27300.0 |
¥2.87M |
|
| 2021-07-19 |
网格加仓 |
买入 |
97.0 |
600.0 |
¥5.8万 |
加仓 |
| 2021-08-03 |
网格止盈 |
卖出 |
107.49239999999998 |
27900.0 |
¥3.00M |
止盈触发 |
| 2021-08-04 |
网格首格 |
买入 |
105.60549999999999 |
28300.0 |
¥2.99M |
|
| 2021-08-05 |
网格止盈 |
卖出 |
117.87201 |
28300.0 |
¥3.33M |
止盈触发 |
| 2021-08-09 |
网格首格 |
买入 |
121.13100999999999 |
27000.0 |
¥3.27M |
|
| 2021-08-17 |
网格加仓 |
买入 |
114.29418 |
600.0 |
¥6.9万 |
加仓 |
| 2021-08-20 |
网格止盈 |
卖出 |
124.72515 |
27600.0 |
¥3.44M |
止盈触发 |
| 2021-08-26 |
网格首格 |
买入 |
139.23909999999998 |
24700.0 |
¥3.44M |
|
| 2021-09-15 |
网格止盈 |
卖出 |
149.69016 |
24700.0 |
¥3.70M |
止盈触发 |
| 2021-09-16 |
网格首格 |
买入 |
147.64749999999998 |
24600.0 |
¥3.63M |
|
| 2021-09-22 |
网格止盈 |
卖出 |
151.848 |
24600.0 |
¥3.73M |
止盈触发 |
| 2021-09-24 |
网格首格 |
买入 |
144.14399999999998 |
26100.0 |
¥3.76M |
|
| 2021-09-27 |
网格止盈 |
卖出 |
150.6492 |
26100.0 |
¥3.93M |
止盈触发 |
| 2021-09-28 |
网格首格 |
买入 |
147.68753999999998 |
26800.0 |
¥3.96M |
|
| 2021-09-29 |
网格加仓 |
买入 |
140.14 |
100.0 |
¥1.4万 |
加仓 |
| 2021-10-28 |
网格止盈 |
卖出 |
166.18364999999997 |
26900.0 |
¥4.47M |
止盈触发 |
| 2021-11-03 |
网格首格 |
买入 |
149.92978 |
29300.0 |
¥4.39M |
|
| 2021-11-12 |
网格加仓 |
买入 |
144.17403 |
500.0 |
¥7.2万 |
加仓 |
| 2023-09-08 |
网格加仓 |
买入 |
31.53 |
100.0 |
¥3,154 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
26.52 |
29900 |
¥79.3万 |
回测结束强平 |