300124 汇川技术 — 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: ¥1.52M
策略: 网格交易
K线 & 交易信号(策略收益 +52.48%)
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 21 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 |
2015-02-17 |
33.54490407724832 |
34.74522 |
¥3.5万 |
+3.55% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-03 |
34.77515941899999 |
35.63433 |
¥2.5万 |
+2.44% |
网格止盈 |
| 3 |
2015-03-04 |
2015-03-10 |
34.644990379999996 |
36.2637 |
¥4.9万 |
+4.64% |
网格止盈 |
| 4 |
2015-03-13 |
2015-03-17 |
36.066836806 |
37.77219 |
¥5.2万 |
+4.70% |
网格止盈 |
| 5 |
2015-03-23 |
2015-03-25 |
39.16085473299999 |
42.64731 |
¥10.3万 |
+8.87% |
网格止盈 |
| 6 |
2015-03-26 |
2015-05-05 |
44.04779330170732 |
48.76119 |
¥13.5万 |
+10.67% |
网格止盈 |
| 7 |
2015-05-06 |
2015-05-12 |
49.95093828724999 |
52.74720000000001 |
¥7.8万 |
+5.57% |
网格止盈 |
| 8 |
2015-05-13 |
2015-05-19 |
50.96618526999999 |
53.78616 |
¥7.9万 |
+5.50% |
网格止盈 |
| 9 |
2015-05-25 |
2015-05-27 |
55.07151649999999 |
57.94199999999999 |
¥7.8万 |
+5.18% |
网格止盈 |
| 10 |
2015-06-05 |
2020-11-03 |
69.16982472399998 |
78.64128 |
¥22.3万 |
+13.66% |
网格止盈 |
| 11 |
2020-11-18 |
2020-11-24 |
81.646026462 |
84.33558000000001 |
¥6.0万 |
+3.26% |
网格止盈 |
| 12 |
2020-11-26 |
2020-12-07 |
82.3130996273793 |
85.52439 |
¥7.4万 |
+3.87% |
网格止盈 |
| 13 |
2020-12-15 |
2020-12-21 |
84.479706311 |
88.44147 |
¥9.2万 |
+4.66% |
网格止盈 |
| 14 |
2020-12-30 |
2021-01-04 |
86.642514959 |
93.2067 |
¥15.7万 |
+7.54% |
网格止盈 |
| 15 |
2021-01-12 |
2021-01-13 |
94.38256627799998 |
97.90199999999999 |
¥8.2万 |
+3.70% |
网格止盈 |
| 16 |
2021-01-14 |
2021-01-15 |
88.1144264 |
90.2097 |
¥5.3万 |
+2.35% |
网格止盈 |
| 17 |
2021-01-18 |
2021-01-20 |
88.31468645999999 |
92.39751000000001 |
¥10.7万 |
+4.59% |
网格止盈 |
| 18 |
2021-01-21 |
2021-01-22 |
93.62157805 |
102.897 |
¥24.4万 |
+9.87% |
网格止盈 |
| 19 |
2021-01-25 |
2021-02-03 |
99.37905477499999 |
105.90399000000001 |
¥17.8万 |
+6.53% |
网格止盈 |
| 20 |
2021-02-04 |
2021-02-09 |
101.59192843799997 |
110.889 |
¥26.4万 |
+9.12% |
网格止盈 |
| 21 |
2021-02-19 |
2026-11-13 |
111.08952528357895 |
53.45 |
¥-1.64M |
-51.90% |
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 |
| 2015-02-04 |
网格首格 |
买入 |
33.54351 |
29500.0 |
¥99.0万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
32.682649999999995 |
300.0 |
¥9,808 |
加仓 |
| 2015-02-17 |
网格止盈 |
卖出 |
34.74522 |
29800.0 |
¥1.04M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
34.76472999999999 |
29700.0 |
¥1.03M |
|
| 2015-03-03 |
网格止盈 |
卖出 |
35.63433 |
29700.0 |
¥1.06M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
34.6346 |
30600.0 |
¥1.06M |
|
| 2015-03-10 |
网格止盈 |
卖出 |
36.2637 |
30600.0 |
¥1.11M |
止盈触发 |
| 2015-03-13 |
网格首格 |
买入 |
36.05602 |
30600.0 |
¥1.10M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
37.77219 |
30600.0 |
¥1.16M |
止盈触发 |
| 2015-03-23 |
网格首格 |
买入 |
39.14910999999999 |
29600.0 |
¥1.16M |
|
| 2015-03-25 |
网格止盈 |
卖出 |
42.64731 |
29600.0 |
¥1.26M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
44.044 |
28600.0 |
¥1.26M |
|
| 2015-03-27 |
网格加仓 |
买入 |
41.34129999999999 |
100.0 |
¥4,135 |
加仓 |
| 2015-05-05 |
网格止盈 |
卖出 |
48.76119 |
28700.0 |
¥1.40M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
49.94989999999999 |
27900.0 |
¥1.39M |
|
| 2015-05-08 |
网格加仓 |
买入 |
46.04599999999999 |
100.0 |
¥4,606 |
加仓 |
| 2015-05-12 |
网格止盈 |
卖出 |
52.74720000000001 |
28000.0 |
¥1.48M |
止盈触发 |
| 2015-05-13 |
网格首格 |
买入 |
50.95089999999999 |
28000.0 |
¥1.43M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
53.78616 |
28000.0 |
¥1.51M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
55.05499999999999 |
27200.0 |
¥1.50M |
|
| 2015-05-27 |
网格止盈 |
卖出 |
57.94199999999999 |
27200.0 |
¥1.58M |
止盈触发 |
| 2015-06-05 |
网格首格 |
买入 |
69.14907999999998 |
23600.0 |
¥1.63M |
|
| 2020-11-03 |
网格止盈 |
卖出 |
78.64128 |
23600.0 |
¥1.86M |
止盈触发 |
| 2020-11-18 |
网格首格 |
买入 |
81.62154 |
22400.0 |
¥1.83M |
|
| 2020-11-24 |
网格止盈 |
卖出 |
84.33558000000001 |
22400.0 |
¥1.89M |
止盈触发 |
| 2020-11-26 |
网格首格 |
买入 |
82.30221999999999 |
23100.0 |
¥1.90M |
|
| 2020-11-27 |
网格加仓 |
买入 |
79.09901999999998 |
100.0 |
¥7,912 |
加仓 |
| 2020-12-07 |
网格止盈 |
卖出 |
85.52439 |
23200.0 |
¥1.98M |
止盈触发 |
| 2020-12-15 |
网格首格 |
买入 |
84.45437 |
23500.0 |
¥1.99M |
|
| 2020-12-21 |
网格止盈 |
卖出 |
88.44147 |
23500.0 |
¥2.08M |
止盈触发 |
| 2020-12-30 |
网格首格 |
买入 |
86.61653 |
24000.0 |
¥2.08M |
|
| 2021-01-04 |
网格止盈 |
卖出 |
93.2067 |
24000.0 |
¥2.24M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
94.35426 |
23400.0 |
¥2.21M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
97.90199999999999 |
23400.0 |
¥2.29M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
88.08799999999998 |
25700.0 |
¥2.26M |
|
| 2021-01-15 |
网格止盈 |
卖出 |
90.2097 |
25700.0 |
¥2.32M |
止盈触发 |
| 2021-01-18 |
网格首格 |
买入 |
88.28819999999999 |
26500.0 |
¥2.34M |
|
| 2021-01-20 |
网格止盈 |
卖出 |
92.39751000000001 |
26500.0 |
¥2.45M |
止盈触发 |
| 2021-01-21 |
网格首格 |
买入 |
93.59349999999999 |
26400.0 |
¥2.47M |
|
| 2021-01-22 |
网格止盈 |
卖出 |
102.897 |
26400.0 |
¥2.72M |
止盈触发 |
| 2021-01-25 |
网格首格 |
买入 |
99.34924999999998 |
27400.0 |
¥2.72M |
|
| 2021-02-03 |
网格止盈 |
卖出 |
105.90399000000001 |
27400.0 |
¥2.90M |
止盈触发 |
| 2021-02-04 |
网格首格 |
买入 |
101.56145999999998 |
28500.0 |
¥2.90M |
|
| 2021-02-09 |
网格止盈 |
卖出 |
110.889 |
28500.0 |
¥3.16M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
111.2111 |
27600.0 |
¥3.07M |
|
| 2021-02-22 |
网格加仓 |
买入 |
106.30619999999999 |
900.0 |
¥9.6万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
53.45 |
28500 |
¥1.52M |
回测结束强平 |