300418 昆仑万维 — 网格交易 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.55M
策略: 网格交易
K线 & 交易信号(策略收益 +155.40%)
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 |
2015-02-27 |
2015-03-02 |
65.58516964999998 |
67.932 |
¥3.5万 |
+3.55% |
网格止盈 |
| 2 |
2015-03-03 |
2015-03-16 |
67.42404526488235 |
75.03489 |
¥11.6万 |
+11.25% |
网格止盈 |
| 3 |
2015-03-18 |
2015-03-19 |
73.75578009799997 |
76.4235 |
¥4.1万 |
+3.59% |
网格止盈 |
| 4 |
2015-03-23 |
2015-03-26 |
80.68477817399999 |
82.96695 |
¥3.3万 |
+2.80% |
网格止盈 |
| 5 |
2015-03-27 |
2015-04-03 |
78.10142339999997 |
84.56535000000001 |
¥10.0万 |
+8.24% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-13 |
111.1443333 |
129.0 |
¥20.8万 |
+16.03% |
网格止盈 |
| 7 |
2015-04-16 |
2015-04-23 |
130.8122674662222 |
135.87399 |
¥5.9万 |
+3.84% |
网格止盈 |
| 8 |
2015-04-24 |
2015-05-04 |
135.09937321222222 |
159.84 |
¥28.9万 |
+18.28% |
网格止盈 |
| 9 |
2015-08-07 |
2015-08-12 |
126.24394182399999 |
146.70315 |
¥27.2万 |
+16.17% |
网格止盈 |
| 10 |
2015-08-13 |
2015-08-14 |
128.496867499 |
134.71515 |
¥9.9万 |
+4.81% |
网格止盈 |
| 11 |
2015-08-17 |
2015-10-30 |
125.73663498485475 |
133.81605 |
¥14.4万 |
+6.39% |
网格止盈 |
| 12 |
2015-11-04 |
2015-11-05 |
144.54771130799998 |
147.852 |
¥5.4万 |
+2.26% |
网格止盈 |
| 13 |
2015-11-09 |
2015-11-10 |
135.36578755699998 |
149.85 |
¥25.7万 |
+10.67% |
网格止盈 |
| 14 |
2015-11-11 |
2015-11-12 |
37.478670228999995 |
41.948010000000004 |
¥8.1万 |
+11.89% |
网格止盈 |
| 15 |
2015-11-13 |
2015-11-19 |
39.568649256888875 |
44.83512 |
¥36.9万 |
+13.28% |
网格止盈 |
| 16 |
2015-11-24 |
2015-11-25 |
47.731985300999995 |
53.946 |
¥40.3万 |
+12.98% |
网格止盈 |
| 17 |
2015-11-27 |
2023-05-04 |
57.875824873533325 |
66.19374 |
¥51.0万 |
+14.34% |
网格止盈 |
| 18 |
2023-05-08 |
2026-11-13 |
63.97556367403458 |
40.14 |
¥-1.52M |
-37.28% |
强平 |
逐笔成交记录(共 45 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-02-27 |
网格首格 |
买入 |
65.56549999999999 |
15200.0 |
¥99.7万 |
|
| 2015-03-02 |
网格止盈 |
卖出 |
67.932 |
15200.0 |
¥1.03M |
止盈触发 |
| 2015-03-03 |
网格首格 |
买入 |
67.45 |
15000.0 |
¥1.01M |
|
| 2015-03-04 |
网格加仓 |
买入 |
65.09503 |
300.0 |
¥2.0万 |
加仓 |
| 2015-03-16 |
网格止盈 |
卖出 |
75.03489 |
15300.0 |
¥1.15M |
止盈触发 |
| 2015-03-18 |
网格首格 |
买入 |
73.73365999999997 |
15600.0 |
¥1.15M |
|
| 2015-03-19 |
网格止盈 |
卖出 |
76.4235 |
15600.0 |
¥1.19M |
止盈触发 |
| 2015-03-23 |
网格首格 |
买入 |
80.66058 |
14700.0 |
¥1.19M |
|
| 2015-03-26 |
网格止盈 |
卖出 |
82.96695 |
14700.0 |
¥1.22M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
78.07799999999999 |
15500.0 |
¥1.21M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
84.56535000000001 |
15500.0 |
¥1.31M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
111.11099999999999 |
11700.0 |
¥1.30M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
129.0 |
11700.0 |
¥1.51M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
131.12099 |
11000.0 |
¥1.44M |
|
| 2015-04-20 |
网格加仓 |
买入 |
125.30517999999998 |
700.0 |
¥8.8万 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
135.87399 |
11700.0 |
¥1.59M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
135.135 |
11500.0 |
¥1.55M |
|
| 2015-04-27 |
网格加仓 |
买入 |
130.68055 |
200.0 |
¥2.6万 |
加仓 |
| 2015-05-04 |
网格止盈 |
卖出 |
159.84 |
11700.0 |
¥1.87M |
止盈触发 |
| 2015-08-07 |
网格首格 |
买入 |
126.20607999999999 |
13300.0 |
¥1.68M |
|
| 2015-08-12 |
网格止盈 |
卖出 |
146.70315 |
13300.0 |
¥1.95M |
止盈触发 |
| 2015-08-13 |
网格首格 |
买入 |
128.45833 |
16000.0 |
¥2.06M |
|
| 2015-08-14 |
网格止盈 |
卖出 |
134.71515 |
16000.0 |
¥2.15M |
止盈触发 |
| 2015-08-17 |
网格首格 |
买入 |
126.12599999999999 |
17400.0 |
¥2.20M |
|
| 2015-08-18 |
网格加仓 |
买入 |
116.22610999999999 |
400.0 |
¥4.7万 |
加仓 |
| 2015-08-25 |
网格加仓 |
买入 |
89.27918999999999 |
100.0 |
¥8,931 |
加仓 |
| 2015-10-30 |
网格止盈 |
卖出 |
133.81605 |
17900.0 |
¥2.39M |
止盈触发 |
| 2015-11-04 |
网格首格 |
买入 |
144.50436 |
16500.0 |
¥2.39M |
|
| 2015-11-05 |
网格止盈 |
卖出 |
147.852 |
16500.0 |
¥2.44M |
止盈触发 |
| 2015-11-09 |
网格首格 |
买入 |
135.32519 |
17800.0 |
¥2.41M |
|
| 2015-11-10 |
网格止盈 |
卖出 |
149.85 |
17800.0 |
¥2.67M |
止盈触发 |
| 2015-11-11 |
网格首格 |
买入 |
37.46742999999999 |
18200.0 |
¥68.2万 |
|
| 2015-11-12 |
网格止盈 |
卖出 |
41.948010000000004 |
18200.0 |
¥76.3万 |
止盈触发 |
| 2015-11-13 |
网格首格 |
买入 |
39.74970999999999 |
66900.0 |
¥2.66M |
|
| 2015-11-16 |
网格加仓 |
买入 |
35.64561 |
3300.0 |
¥11.8万 |
加仓 |
| 2015-11-19 |
网格止盈 |
卖出 |
44.83512 |
70200.0 |
¥3.15M |
止盈触发 |
| 2015-11-24 |
网格首格 |
买入 |
47.71767 |
65000.0 |
¥3.10M |
|
| 2015-11-25 |
网格止盈 |
卖出 |
53.946 |
65000.0 |
¥3.51M |
止盈触发 |
| 2015-11-27 |
网格首格 |
买入 |
58.16810999999999 |
58600.0 |
¥3.41M |
|
| 2015-12-03 |
网格加仓 |
买入 |
52.38232999999999 |
2800.0 |
¥14.7万 |
加仓 |
| 2016-01-29 |
网格加仓 |
买入 |
29.73971 |
100.0 |
¥2,975 |
加仓 |
| 2023-05-04 |
网格止盈 |
卖出 |
66.19374 |
61500.0 |
¥4.07M |
止盈触发 |
| 2023-05-08 |
网格首格 |
买入 |
63.96389999999999 |
63400.0 |
¥4.06M |
|
| 2023-05-10 |
网格加仓 |
买入 |
61.57150999999999 |
200.0 |
¥1.2万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
40.14 |
63600 |
¥2.55M |
回测结束强平 |