002837 英维克 — 网格交易 回测明细
数据区间: 2016-12-29 ~ 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 -13.30%)
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 |
2017-02-07 |
2017-02-14 |
52.86865583999999 |
55.59435 |
¥5.1万 |
+5.12% |
网格止盈 |
| 2 |
2017-02-15 |
2017-02-16 |
55.682309683 |
56.943000000000005 |
¥2.3万 |
+2.23% |
网格止盈 |
| 3 |
2017-02-17 |
2017-02-22 |
56.273076859999996 |
58.0419 |
¥3.3万 |
+3.11% |
网格止盈 |
| 4 |
2017-02-24 |
2017-03-17 |
58.34052357466666 |
59.80014 |
¥2.7万 |
+2.47% |
网格止盈 |
| 5 |
2017-03-20 |
2017-03-21 |
58.06540439700001 |
61.768170000000005 |
¥7.1万 |
+6.34% |
网格止盈 |
| 6 |
2017-03-24 |
2017-05-17 |
60.39933979476382 |
68.1318 |
¥15.3万 |
+12.77% |
网格止盈 |
| 7 |
2017-05-18 |
2025-08-28 |
68.59003139372221 |
69.5304 |
¥1.8万 |
+1.34% |
网格止盈 |
| 8 |
2025-09-02 |
2025-09-23 |
78.60384728195999 |
87.52239 |
¥15.6万 |
+11.31% |
网格止盈 |
| 9 |
2025-09-24 |
2025-09-26 |
80.23419303899999 |
85.96395 |
¥10.5万 |
+7.11% |
网格止盈 |
| 10 |
2025-09-29 |
2025-09-30 |
79.92378994599999 |
84.6153 |
¥9.5万 |
+5.84% |
网格止盈 |
| 11 |
2025-10-10 |
2025-12-16 |
77.45551735446188 |
81.918 |
¥9.9万 |
+5.73% |
网格止盈 |
| 12 |
2025-12-19 |
2025-12-24 |
94.27541682321647 |
105.894 |
¥22.5万 |
+12.29% |
网格止盈 |
| 13 |
2025-12-26 |
2026-04-21 |
110.43976242223654 |
108.97 |
¥-2.8万 |
-1.36% |
网格止盈 |
| 14 |
2026-04-22 |
2026-04-23 |
98.19752042099998 |
99.9 |
¥3.1万 |
+1.70% |
网格止盈 |
| 15 |
2026-04-24 |
2026-05-08 |
99.17352216752656 |
100.899 |
¥3.5万 |
+1.71% |
网格止盈 |
| 16 |
2026-05-11 |
2026-05-14 |
102.53315072 |
108.7911 |
¥12.7万 |
+6.07% |
网格止盈 |
| 17 |
2026-05-18 |
2026-05-21 |
100.64069315299999 |
108.2916 |
¥16.8万 |
+7.57% |
网格止盈 |
| 18 |
2026-05-26 |
2026-11-13 |
105.68405544243362 |
38.36 |
¥-1.52M |
-63.71% |
强平 |
逐笔成交记录(共 47 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2017-02-07 |
网格首格 |
买入 |
52.85279999999999 |
18700.0 |
¥98.9万 |
|
| 2017-02-14 |
网格止盈 |
卖出 |
55.59435 |
18700.0 |
¥1.04M |
止盈触发 |
| 2017-02-15 |
网格首格 |
买入 |
55.665609999999994 |
18600.0 |
¥1.04M |
|
| 2017-02-16 |
网格止盈 |
卖出 |
56.943000000000005 |
18600.0 |
¥1.06M |
止盈触发 |
| 2017-02-17 |
网格首格 |
买入 |
56.2562 |
18800.0 |
¥1.06M |
|
| 2017-02-22 |
网格止盈 |
卖出 |
58.0419 |
18800.0 |
¥1.09M |
止盈触发 |
| 2017-02-24 |
网格首格 |
买入 |
58.35829999999999 |
18600.0 |
¥1.09M |
|
| 2017-03-02 |
网格加仓 |
买入 |
56.13607999999999 |
300.0 |
¥1.7万 |
加仓 |
| 2017-03-17 |
网格止盈 |
卖出 |
59.80014 |
18900.0 |
¥1.13M |
止盈触发 |
| 2017-03-20 |
网格首格 |
买入 |
58.047990000000006 |
19200.0 |
¥1.11M |
|
| 2017-03-21 |
网格止盈 |
卖出 |
61.768170000000005 |
19200.0 |
¥1.19M |
止盈触发 |
| 2017-03-24 |
网格首格 |
买入 |
60.440380000000005 |
19700.0 |
¥1.19M |
|
| 2017-03-30 |
网格加仓 |
买入 |
54.5545 |
200.0 |
¥1.1万 |
加仓 |
| 2017-05-17 |
网格止盈 |
卖出 |
68.1318 |
19900.0 |
¥1.36M |
止盈触发 |
| 2017-05-18 |
网格首格 |
买入 |
68.67860999999999 |
19600.0 |
¥1.35M |
|
| 2017-05-23 |
网格加仓 |
买入 |
59.18913 |
100.0 |
¥5,921 |
加仓 |
| 2017-05-26 |
网格加仓 |
买入 |
56.5565 |
100.0 |
¥5,657 |
加仓 |
| 2025-08-28 |
网格止盈 |
卖出 |
69.5304 |
19800.0 |
¥1.38M |
止盈触发 |
| 2025-09-02 |
网格首格 |
买入 |
78.70862999999999 |
17100.0 |
¥1.35M |
|
| 2025-09-03 |
网格加仓 |
买入 |
73.09301999999998 |
400.0 |
¥2.9万 |
加仓 |
| 2025-09-23 |
网格止盈 |
卖出 |
87.52239 |
17500.0 |
¥1.53M |
止盈触发 |
| 2025-09-24 |
网格首格 |
买入 |
80.21012999999999 |
18400.0 |
¥1.48M |
|
| 2025-09-26 |
网格止盈 |
卖出 |
85.96395 |
18400.0 |
¥1.58M |
止盈触发 |
| 2025-09-29 |
网格首格 |
买入 |
79.89981999999999 |
20400.0 |
¥1.63M |
|
| 2025-09-30 |
网格止盈 |
卖出 |
84.6153 |
20400.0 |
¥1.73M |
止盈触发 |
| 2025-10-10 |
网格首格 |
买入 |
77.44736999999999 |
22200.0 |
¥1.72M |
|
| 2025-10-16 |
网格加仓 |
买入 |
74.08400999999999 |
100.0 |
¥7,411 |
加仓 |
| 2025-12-16 |
网格止盈 |
卖出 |
81.918 |
22300.0 |
¥1.83M |
止盈触发 |
| 2025-12-19 |
网格首格 |
买入 |
94.25415999999998 |
19300.0 |
¥1.82M |
|
| 2025-12-22 |
网格加仓 |
买入 |
92.8928 |
100.0 |
¥9,292 |
加仓 |
| 2025-12-24 |
网格止盈 |
卖出 |
105.894 |
19400.0 |
¥2.05M |
止盈触发 |
| 2025-12-26 |
网格首格 |
买入 |
110.44032999999999 |
18400.0 |
¥2.03M |
|
| 2026-01-05 |
网格加仓 |
买入 |
107.3072 |
200.0 |
¥2.1万 |
加仓 |
| 2026-04-21 |
网格止盈 |
卖出 |
108.97 |
18600.0 |
¥2.03M |
止盈触发 |
| 2026-04-22 |
网格首格 |
买入 |
98.16806999999999 |
18500.0 |
¥1.82M |
|
| 2026-04-23 |
网格止盈 |
卖出 |
99.9 |
18500.0 |
¥1.85M |
止盈触发 |
| 2026-04-24 |
网格首格 |
买入 |
99.23913999999999 |
20300.0 |
¥2.02M |
|
| 2026-04-27 |
网格加仓 |
买入 |
94.30420999999998 |
400.0 |
¥3.8万 |
加仓 |
| 2026-05-08 |
网格止盈 |
卖出 |
100.899 |
20700.0 |
¥2.09M |
止盈触发 |
| 2026-05-11 |
网格首格 |
买入 |
102.5024 |
20400.0 |
¥2.09M |
|
| 2026-05-14 |
网格止盈 |
卖出 |
108.7911 |
20400.0 |
¥2.22M |
止盈触发 |
| 2026-05-18 |
网格首格 |
买入 |
100.61050999999999 |
22000.0 |
¥2.21M |
|
| 2026-05-21 |
网格止盈 |
卖出 |
108.2916 |
22000.0 |
¥2.38M |
止盈触发 |
| 2026-05-26 |
网格首格 |
买入 |
106.0 |
22400.0 |
¥2.38M |
|
| 2026-05-27 |
网格加仓 |
买入 |
97.59749999999998 |
100.0 |
¥9,763 |
加仓 |
| 2026-11-04 |
网格加仓 |
买入 |
35.83579999999999 |
100.0 |
¥3,585 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
38.36 |
22600 |
¥86.7万 |
回测结束强平 |