002920 德赛西威 — 网格交易 回测明细
数据区间: 2017-12-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.20M
策略: 网格交易
K线 & 交易信号（策略收益 +119.77%）
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 26 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 |
2018-01-26 |
2018-03-13 |
39.522628884869555 |
40.74921 |
¥3.1万 |
+3.07% |
网格止盈 |
| 2 |
2018-03-19 |
2018-03-20 |
37.859164342999996 |
38.521440000000005 |
¥1.8万 |
+1.72% |
网格止盈 |
| 3 |
2018-03-23 |
2018-04-03 |
36.50684877 |
38.961 |
¥7.0万 |
+6.69% |
网格止盈 |
| 4 |
2018-04-04 |
2020-02-25 |
38.93990578526829 |
41.338620000000006 |
¥6.8万 |
+6.13% |
网格止盈 |
| 5 |
2020-02-28 |
2020-03-02 |
41.55396244999999 |
45.084869999999995 |
¥9.5万 |
+8.46% |
网格止盈 |
| 6 |
2020-03-04 |
2020-05-27 |
48.322714693083014 |
50.72921999999999 |
¥6.3万 |
+4.95% |
网格止盈 |
| 7 |
2020-06-04 |
2020-06-17 |
53.665863650616 |
57.22272 |
¥8.8万 |
+6.60% |
网格止盈 |
| 8 |
2020-06-22 |
2020-06-24 |
52.718460795 |
56.12382 |
¥9.1万 |
+6.43% |
网格止盈 |
| 9 |
2020-06-30 |
2020-07-01 |
55.57216664999999 |
62.387550000000005 |
¥18.5万 |
+12.23% |
网格止盈 |
| 10 |
2020-07-03 |
2020-07-07 |
61.68009848 |
66.65328 |
¥13.7万 |
+8.03% |
网格止盈 |
| 11 |
2020-07-08 |
2020-07-13 |
66.08581979999998 |
77.77215 |
¥32.4万 |
+17.65% |
网格止盈 |
| 12 |
2020-07-15 |
2020-07-22 |
73.185038927 |
74.925 |
¥5.1万 |
+2.35% |
网格止盈 |
| 13 |
2020-07-23 |
2020-11-16 |
73.97606616399999 |
76.0 |
¥6.0万 |
+2.71% |
网格止盈 |
| 14 |
2020-11-20 |
2020-11-24 |
83.10792489999999 |
88.911 |
¥15.6万 |
+6.95% |
网格止盈 |
| 15 |
2020-11-25 |
2021-01-06 |
85.61258593211268 |
88.48142999999999 |
¥8.1万 |
+3.32% |
网格止盈 |
| 16 |
2021-01-07 |
2021-01-12 |
86.502332917 |
97.50239999999998 |
¥31.8万 |
+12.68% |
网格止盈 |
| 17 |
2021-01-14 |
2021-01-18 |
95.83445171299998 |
102.58731 |
¥19.6万 |
+7.01% |
网格止盈 |
| 18 |
2021-01-22 |
2021-11-23 |
123.14088777234144 |
135.7641 |
¥31.0万 |
+10.22% |
网格止盈 |
| 19 |
2021-11-25 |
2021-11-30 |
132.87254980999998 |
141.858 |
¥22.4万 |
+6.73% |
网格止盈 |
| 20 |
2021-12-01 |
2021-12-22 |
139.18813411237107 |
154.59525 |
¥39.3万 |
+11.04% |
网格止盈 |
| 21 |
2021-12-27 |
2022-06-28 |
155.91507151692912 |
159.9399 |
¥10.1万 |
+2.55% |
网格止盈 |
| 22 |
2022-06-30 |
2022-07-08 |
150.195045 |
161.17866 |
¥29.2万 |
+7.28% |
网格止盈 |
| 23 |
2022-07-13 |
2022-07-15 |
158.45577247499997 |
168.3315 |
¥26.7万 |
+6.20% |
网格止盈 |
| 24 |
2022-07-18 |
2022-07-19 |
162.83145478599997 |
176.2236 |
¥37.3万 |
+8.19% |
网格止盈 |
| 25 |
2022-07-20 |
2022-07-28 |
177.15004907599993 |
183.816 |
¥18.3万 |
+3.73% |
网格止盈 |
| 26 |
2022-08-01 |
2026-11-13 |
193.1713022194179 |
81.99 |
¥-2.98M |
-57.57% |
强平 |
逐笔成交记录（共 65 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-01-26 |
网格首格 |
买入 |
39.54950999999999 |
25000.0 |
¥98.9万 |
|
| 2018-01-30 |
网格加仓 |
买入 |
37.69765999999999 |
200.0 |
¥7,542 |
加仓 |
| 2018-02-02 |
网格加仓 |
买入 |
33.45342 |
100.0 |
¥3,346 |
加仓 |
| 2018-03-13 |
网格止盈 |
卖出 |
40.74921 |
25300.0 |
¥1.03M |
止盈触发 |
| 2018-03-19 |
网格首格 |
买入 |
37.847809999999996 |
27200.0 |
¥1.03M |
|
| 2018-03-20 |
网格止盈 |
卖出 |
38.521440000000005 |
27200.0 |
¥1.05M |
止盈触发 |
| 2018-03-23 |
网格首格 |
买入 |
36.636599999999994 |
27100.0 |
¥99.3万 |
|
| 2018-03-26 |
网格加仓 |
买入 |
33.95392 |
1500.0 |
¥5.1万 |
加仓 |
| 2018-04-03 |
网格止盈 |
卖出 |
38.961 |
28600.0 |
¥1.11M |
止盈触发 |
| 2018-04-04 |
网格首格 |
买入 |
38.9389 |
28500.0 |
¥1.11M |
|
| 2018-04-09 |
网格加仓 |
买入 |
37.40736999999999 |
200.0 |
¥7,484 |
加仓 |
| 2020-02-25 |
网格止盈 |
卖出 |
41.338620000000006 |
28700.0 |
¥1.19M |
止盈触发 |
| 2020-02-28 |
网格首格 |
买入 |
41.541499999999985 |
27100.0 |
¥1.13M |
|
| 2020-03-02 |
网格止盈 |
卖出 |
45.084869999999995 |
27100.0 |
¥1.22M |
止盈触发 |
| 2020-03-04 |
网格首格 |
买入 |
48.31827 |
26400.0 |
¥1.28M |
|
| 2020-03-05 |
网格加仓 |
买入 |
45.655609999999996 |
100.0 |
¥4,567 |
加仓 |
| 2020-05-27 |
网格止盈 |
卖出 |
50.72921999999999 |
26500.0 |
¥1.34M |
止盈触发 |
| 2020-06-04 |
网格首格 |
买入 |
53.67 |
24800.0 |
¥1.33M |
|
| 2020-06-05 |
网格加仓 |
买入 |
51.14108999999999 |
200.0 |
¥1.0万 |
加仓 |
| 2020-06-17 |
网格止盈 |
卖出 |
57.22272 |
25000.0 |
¥1.43M |
止盈触发 |
| 2020-06-22 |
网格首格 |
买入 |
52.70264999999999 |
27000.0 |
¥1.42M |
|
| 2020-06-24 |
网格止盈 |
卖出 |
56.12382 |
27000.0 |
¥1.51M |
止盈触发 |
| 2020-06-30 |
网格首格 |
买入 |
55.555499999999995 |
27200.0 |
¥1.51M |
|
| 2020-07-01 |
网格止盈 |
卖出 |
62.387550000000005 |
27200.0 |
¥1.70M |
止盈触发 |
| 2020-07-03 |
网格首格 |
买入 |
61.6616 |
27600.0 |
¥1.70M |
|
| 2020-07-07 |
网格止盈 |
卖出 |
66.65328 |
27600.0 |
¥1.84M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
66.06599999999999 |
27800.0 |
¥1.84M |
|
| 2020-07-13 |
网格止盈 |
卖出 |
77.77215 |
27800.0 |
¥2.16M |
止盈触发 |
| 2020-07-15 |
网格首格 |
买入 |
73.16308999999998 |
29600.0 |
¥2.17M |
|
| 2020-07-22 |
网格止盈 |
卖出 |
74.925 |
29600.0 |
¥2.22M |
止盈触发 |
| 2020-07-23 |
网格首格 |
买入 |
74.074 |
29100.0 |
¥2.16M |
|
| 2020-07-27 |
网格加仓 |
买入 |
70.07 |
900.0 |
¥6.3万 |
加仓 |
| 2020-11-16 |
网格止盈 |
卖出 |
76.0 |
30000.0 |
¥2.28M |
止盈触发 |
| 2020-11-20 |
网格首格 |
买入 |
83.08299999999998 |
27000.0 |
¥2.24M |
|
| 2020-11-24 |
网格止盈 |
卖出 |
88.911 |
27000.0 |
¥2.40M |
止盈触发 |
| 2020-11-25 |
网格首格 |
买入 |
85.62554 |
28300.0 |
¥2.42M |
|
| 2020-11-26 |
网格加仓 |
买入 |
74.65458 |
100.0 |
¥7,468 |
加仓 |
| 2021-01-06 |
网格止盈 |
卖出 |
88.48142999999999 |
28400.0 |
¥2.51M |
止盈触发 |
| 2021-01-07 |
网格首格 |
买入 |
86.47639 |
29000.0 |
¥2.51M |
|
| 2021-01-12 |
网格止盈 |
卖出 |
97.50239999999998 |
29000.0 |
¥2.83M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
95.80570999999998 |
29200.0 |
¥2.80M |
|
| 2021-01-18 |
网格止盈 |
卖出 |
102.58731 |
29200.0 |
¥2.99M |
止盈触发 |
| 2021-01-22 |
网格首格 |
买入 |
123.12299999999998 |
24500.0 |
¥3.02M |
|
| 2021-01-26 |
网格加仓 |
买入 |
118.43831999999999 |
100.0 |
¥1.2万 |
加仓 |
| 2021-11-23 |
网格止盈 |
卖出 |
135.7641 |
24600.0 |
¥3.34M |
止盈触发 |
| 2021-11-25 |
网格首格 |
买入 |
132.83269999999996 |
25100.0 |
¥3.34M |
|
| 2021-11-30 |
网格止盈 |
卖出 |
141.858 |
25100.0 |
¥3.56M |
止盈触发 |
| 2021-12-01 |
网格首格 |
买入 |
139.16903 |
25500.0 |
¥3.55M |
|
| 2021-12-02 |
网格加仓 |
买入 |
133.37323999999998 |
100.0 |
¥1.3万 |
加仓 |
| 2021-12-22 |
网格止盈 |
卖出 |
154.59525 |
25600.0 |
¥3.96M |
止盈触发 |
| 2021-12-27 |
网格首格 |
买入 |
156.15599999999998 |
24900.0 |
¥3.89M |
|
| 2021-12-28 |
网格加仓 |
买入 |
147.64749999999998 |
400.0 |
¥5.9万 |
加仓 |
| 2022-02-11 |
网格加仓 |
买入 |
117.11699999999999 |
100.0 |
¥1.2万 |
加仓 |
| 2022-06-28 |
网格止盈 |
卖出 |
159.9399 |
25400.0 |
¥4.06M |
止盈触发 |
| 2022-06-30 |
网格首格 |
买入 |
150.14999999999998 |
26700.0 |
¥4.01M |
|
| 2022-07-08 |
网格止盈 |
卖出 |
161.17866 |
26700.0 |
¥4.30M |
止盈触发 |
| 2022-07-13 |
网格首格 |
买入 |
158.40824999999998 |
27200.0 |
¥4.31M |
|
| 2022-07-15 |
网格止盈 |
卖出 |
168.3315 |
27200.0 |
¥4.58M |
止盈触发 |
| 2022-07-18 |
网格首格 |
买入 |
162.78261999999998 |
28000.0 |
¥4.56M |
|
| 2022-07-19 |
网格止盈 |
卖出 |
176.2236 |
28000.0 |
¥4.93M |
止盈触发 |
| 2022-07-20 |
网格首格 |
买入 |
177.09691999999995 |
27700.0 |
¥4.91M |
|
| 2022-07-28 |
网格止盈 |
卖出 |
183.816 |
27700.0 |
¥5.09M |
止盈触发 |
| 2022-08-01 |
网格首格 |
买入 |
193.19299999999998 |
26400.0 |
¥5.10M |
|
| 2022-08-05 |
网格加仓 |
买入 |
187.85766999999996 |
400.0 |
¥7.5万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
81.99 |
26800 |
¥2.20M |
回测结束强平 |