002714 牧原股份 — 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: ¥86.7万
策略: 网格交易
K线 & 交易信号（策略收益 -13.34%）
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 18 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 |
2015-02-04 |
2015-02-27 |
51.835546 |
53.8 |
¥3.7万 |
+3.76% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-05 |
55.32184157499999 |
57.4425 |
¥3.9万 |
+3.80% |
网格止盈 |
| 3 |
2015-03-06 |
2015-03-10 |
55.071516499999994 |
59.06088 |
¥7.5万 |
+7.21% |
网格止盈 |
| 4 |
2015-03-12 |
2015-03-13 |
56.783740013 |
59.4405 |
¥5.3万 |
+4.65% |
网格止盈 |
| 5 |
2015-03-16 |
2015-03-18 |
59.10675670899999 |
61.93800000000001 |
¥5.7万 |
+4.76% |
网格止盈 |
| 6 |
2015-03-20 |
2015-03-24 |
61.339656378 |
63.8361 |
¥5.1万 |
+4.04% |
网格止盈 |
| 7 |
2015-03-30 |
2015-04-02 |
73.405324993 |
78.68124 |
¥9.3万 |
+7.16% |
网格止盈 |
| 8 |
2015-04-03 |
2015-04-29 |
75.16761352099999 |
77.77215 |
¥4.8万 |
+3.43% |
网格止盈 |
| 9 |
2015-04-30 |
2015-05-05 |
75.072515 |
78.4215 |
¥6.4万 |
+4.43% |
网格止盈 |
| 10 |
2015-05-06 |
2015-05-21 |
77.89889234962885 |
85.914 |
¥15.5万 |
+10.26% |
网格止盈 |
| 11 |
2015-05-25 |
2015-05-26 |
89.16579171499998 |
99.2007 |
¥18.2万 |
+11.22% |
网格止盈 |
| 12 |
2015-05-27 |
2015-06-03 |
100.66594333447826 |
107.48241 |
¥12.5万 |
+6.74% |
网格止盈 |
| 13 |
2015-06-04 |
2020-02-20 |
103.52805527986386 |
109.64025 |
¥11.6万 |
+5.87% |
网格止盈 |
| 14 |
2020-02-21 |
2020-02-25 |
108.1404324 |
109.98989999999998 |
¥3.5万 |
+1.68% |
网格止盈 |
| 15 |
2020-02-27 |
2020-03-03 |
116.1508348 |
121.70817 |
¥10.1万 |
+4.75% |
网格止盈 |
| 16 |
2020-03-04 |
2020-03-06 |
118.66409855299999 |
124.5 |
¥10.7万 |
+4.89% |
网格止盈 |
| 17 |
2020-03-09 |
2020-03-10 |
128.156425397 |
133.98588 |
¥10.5万 |
+4.52% |
网格止盈 |
| 18 |
2020-03-11 |
2026-11-13 |
129.279992366 |
45.84 |
¥-1.58M |
-64.55% |
强平 |
逐笔成交记录（共 43 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
网格首格 |
买入 |
51.82 |
19200.0 |
¥99.5万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
53.8 |
19200.0 |
¥1.03M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
55.305249999999994 |
18400.0 |
¥1.02M |
|
| 2015-03-05 |
网格止盈 |
卖出 |
57.4425 |
18400.0 |
¥1.06M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
55.05499999999999 |
19000.0 |
¥1.05M |
|
| 2015-03-10 |
网格止盈 |
卖出 |
59.06088 |
19000.0 |
¥1.12M |
止盈触发 |
| 2015-03-12 |
网格首格 |
买入 |
56.766709999999996 |
20000.0 |
¥1.14M |
|
| 2015-03-13 |
网格止盈 |
卖出 |
59.4405 |
20000.0 |
¥1.19M |
止盈触发 |
| 2015-03-16 |
网格首格 |
买入 |
59.089029999999994 |
20300.0 |
¥1.20M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
61.93800000000001 |
20300.0 |
¥1.26M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
61.321259999999995 |
20500.0 |
¥1.26M |
|
| 2015-03-24 |
网格止盈 |
卖出 |
63.8361 |
20500.0 |
¥1.31M |
止盈触发 |
| 2015-03-30 |
网格首格 |
买入 |
73.38331 |
17700.0 |
¥1.30M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
78.68124 |
17700.0 |
¥1.39M |
止盈触发 |
| 2015-04-03 |
网格首格 |
买入 |
75.14506999999999 |
18600.0 |
¥1.40M |
|
| 2015-04-29 |
网格止盈 |
卖出 |
77.77215 |
18600.0 |
¥1.45M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
75.05 |
19200.0 |
¥1.44M |
|
| 2015-05-05 |
网格止盈 |
卖出 |
78.4215 |
19200.0 |
¥1.51M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
77.90782999999999 |
19200.0 |
¥1.50M |
|
| 2015-05-08 |
网格加仓 |
买入 |
74.7747 |
200.0 |
¥1.5万 |
加仓 |
| 2015-05-21 |
网格止盈 |
卖出 |
85.914 |
19400.0 |
¥1.67M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
89.13904999999998 |
18200.0 |
¥1.62M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
99.2007 |
18200.0 |
¥1.80M |
止盈触发 |
| 2015-05-27 |
网格首格 |
买入 |
100.66055999999999 |
18300.0 |
¥1.84M |
|
| 2015-05-29 |
网格加仓 |
买入 |
96.09599999999999 |
100.0 |
¥9,612 |
加仓 |
| 2015-06-03 |
网格止盈 |
卖出 |
107.48241 |
18400.0 |
¥1.98M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
103.90379999999999 |
18700.0 |
¥1.94M |
|
| 2015-06-05 |
网格加仓 |
买入 |
96.34624999999998 |
300.0 |
¥2.9万 |
加仓 |
| 2015-06-11 |
网格加仓 |
买入 |
48.87883 |
100.0 |
¥4,889 |
加仓 |
| 2020-02-20 |
网格止盈 |
卖出 |
109.64025 |
19100.0 |
¥2.09M |
止盈触发 |
| 2020-02-21 |
网格首格 |
买入 |
108.10799999999999 |
19200.0 |
¥2.08M |
|
| 2020-02-25 |
网格止盈 |
卖出 |
109.98989999999998 |
19200.0 |
¥2.11M |
止盈触发 |
| 2020-02-27 |
网格首格 |
买入 |
116.11599999999999 |
18300.0 |
¥2.13M |
|
| 2020-03-03 |
网格止盈 |
卖出 |
121.70817 |
18300.0 |
¥2.23M |
止盈触发 |
| 2020-03-04 |
网格首格 |
买入 |
118.62851 |
18500.0 |
¥2.20M |
|
| 2020-03-06 |
网格止盈 |
卖出 |
124.5 |
18500.0 |
¥2.30M |
止盈触发 |
| 2020-03-09 |
网格首格 |
买入 |
128.11799 |
18200.0 |
¥2.33M |
|
| 2020-03-10 |
网格止盈 |
卖出 |
133.98588 |
18200.0 |
¥2.44M |
止盈触发 |
| 2020-03-11 |
网格首格 |
买入 |
130.13 |
18600.0 |
¥2.42M |
|
| 2020-03-13 |
网格加仓 |
买入 |
115.69557999999999 |
100.0 |
¥1.2万 |
加仓 |
| 2020-06-05 |
网格加仓 |
买入 |
71.68 |
100.0 |
¥7,170 |
加仓 |
| 2023-10-10 |
网格加仓 |
买入 |
35.035 |
100.0 |
¥3,505 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
45.84 |
18900 |
¥86.6万 |
回测结束强平 |