300803 指南针 — 网格交易 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.49M
策略: 网格交易
K线 & 交易信号(策略收益 +49.31%)
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 28 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 |
2019-12-23 |
2019-12-24 |
38.830425633999994 |
42.22773 |
¥8.6万 |
+8.72% |
网格止盈 |
| 2 |
2019-12-25 |
2019-12-27 |
40.552662149999996 |
41.698260000000005 |
¥3.0万 |
+2.79% |
网格止盈 |
| 3 |
2019-12-30 |
2020-01-06 |
39.14767972905263 |
40.959 |
¥5.1万 |
+4.60% |
网格止盈 |
| 4 |
2020-01-10 |
2020-02-19 |
45.684145054745095 |
46.91304 |
¥3.1万 |
+2.66% |
网格止盈 |
| 5 |
2020-02-26 |
2020-03-06 |
63.44840546193083 |
63.985949999999995 |
¥9,745 |
+0.82% |
网格止盈 |
| 6 |
2020-03-09 |
2020-03-11 |
56.0728168 |
60.42951 |
¥8.7万 |
+7.74% |
网格止盈 |
| 7 |
2020-03-12 |
2020-03-13 |
58.07541739999999 |
58.0 |
¥-2,042 |
-0.16% |
网格止盈 |
| 8 |
2020-03-16 |
2020-07-07 |
64.91580131178392 |
69.13080000000001 |
¥8.3万 |
+6.46% |
网格止盈 |
| 9 |
2020-07-08 |
2020-07-09 |
67.317419169 |
69.93 |
¥5.2万 |
+3.85% |
网格止盈 |
| 10 |
2020-07-10 |
2023-08-08 |
68.66415018251924 |
69.93999000000001 |
¥2.6万 |
+1.83% |
网格止盈 |
| 11 |
2023-08-10 |
2023-08-11 |
69.970864964 |
75.93399000000001 |
¥12.1万 |
+8.49% |
网格止盈 |
| 12 |
2023-08-14 |
2023-08-16 |
71.11234730599999 |
71.928 |
¥1.7万 |
+1.12% |
网格止盈 |
| 13 |
2023-08-17 |
2023-08-29 |
71.00448401921875 |
67.932 |
¥-6.9万 |
-4.36% |
网格止盈 |
| 14 |
2023-08-30 |
2024-10-08 |
68.9089429535294 |
91.83807 |
¥50.6万 |
+33.23% |
网格止盈 |
| 15 |
2024-10-11 |
2024-10-15 |
75.19765252999998 |
75.7242 |
¥1.3万 |
+0.67% |
网格止盈 |
| 16 |
2024-10-16 |
2024-10-17 |
74.29648226 |
81.4185 |
¥18.7万 |
+9.55% |
网格止盈 |
| 17 |
2024-10-18 |
2024-10-21 |
80.30428406 |
92.48742 |
¥33.1万 |
+15.14% |
网格止盈 |
| 18 |
2024-10-22 |
2024-10-23 |
95.12352849999998 |
107.68221000000001 |
¥33.3万 |
+13.17% |
网格止盈 |
| 19 |
2024-10-24 |
2024-11-01 |
96.60545294399999 |
101.86802999999999 |
¥15.5万 |
+5.42% |
网格止盈 |
| 20 |
2024-11-04 |
2024-11-05 |
94.1222282 |
100.68921 |
¥20.8万 |
+6.94% |
网格止盈 |
| 21 |
2024-11-06 |
2024-11-08 |
112.14563359999998 |
123.04683 |
¥31.4万 |
+9.69% |
网格止盈 |
| 22 |
2024-11-11 |
2024-12-06 |
106.24547158224999 |
108.77112 |
¥8.4万 |
+2.35% |
网格止盈 |
| 23 |
2024-12-09 |
2025-08-19 |
106.80395999957894 |
123.13674000000002 |
¥55.7万 |
+15.26% |
网格止盈 |
| 24 |
2025-08-20 |
2025-08-25 |
125.36279755999999 |
140.84901000000002 |
¥51.1万 |
+12.32% |
网格止盈 |
| 25 |
2025-08-26 |
2025-08-27 |
143.69660605299998 |
155.4444 |
¥37.6万 |
+8.14% |
网格止盈 |
| 26 |
2025-08-28 |
2025-08-29 |
142.19465560299997 |
154.845 |
¥42.1万 |
+8.86% |
网格止盈 |
| 27 |
2025-09-01 |
2025-09-17 |
150.18167614040868 |
156.843 |
¥24.3万 |
+4.40% |
网格止盈 |
| 28 |
2025-09-18 |
2026-11-13 |
165.5909003024138 |
42.9 |
¥-4.27M |
-74.10% |
强平 |
逐笔成交记录(共 71 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-12-23 |
网格首格 |
买入 |
38.81878 |
25400.0 |
¥98.6万 |
|
| 2019-12-24 |
网格止盈 |
卖出 |
42.22773 |
25400.0 |
¥1.07M |
止盈触发 |
| 2019-12-25 |
网格首格 |
买入 |
40.540499999999994 |
26300.0 |
¥1.07M |
|
| 2019-12-27 |
网格止盈 |
卖出 |
41.698260000000005 |
26300.0 |
¥1.10M |
止盈触发 |
| 2019-12-30 |
网格首格 |
买入 |
39.1391 |
27600.0 |
¥1.08M |
|
| 2020-01-02 |
网格加仓 |
买入 |
39.039 |
900.0 |
¥3.5万 |
加仓 |
| 2020-01-06 |
网格止盈 |
卖出 |
40.959 |
28500.0 |
¥1.17M |
止盈触发 |
| 2020-01-10 |
网格首格 |
买入 |
45.68 |
25400.0 |
¥1.16M |
|
| 2020-01-13 |
网格加仓 |
买入 |
43.243199999999995 |
100.0 |
¥4,326 |
加仓 |
| 2020-02-19 |
网格止盈 |
卖出 |
46.91304 |
25500.0 |
¥1.20M |
止盈触发 |
| 2020-02-26 |
网格首格 |
买入 |
64.14407999999999 |
17200.0 |
¥1.10M |
|
| 2020-02-28 |
网格加仓 |
买入 |
55.785729999999994 |
1500.0 |
¥8.4万 |
加仓 |
| 2020-03-02 |
网格加仓 |
买入 |
55.15509999999999 |
100.0 |
¥5,517 |
加仓 |
| 2020-03-06 |
网格止盈 |
卖出 |
63.985949999999995 |
18800.0 |
¥1.20M |
止盈触发 |
| 2020-03-09 |
网格首格 |
买入 |
56.056 |
20000.0 |
¥1.12M |
|
| 2020-03-11 |
网格止盈 |
卖出 |
60.42951 |
20000.0 |
¥1.21M |
止盈触发 |
| 2020-03-12 |
网格首格 |
买入 |
58.05799999999999 |
22000.0 |
¥1.28M |
|
| 2020-03-13 |
网格止盈 |
卖出 |
58.0 |
22000.0 |
¥1.28M |
止盈触发 |
| 2020-03-16 |
网格首格 |
买入 |
64.92 |
19800.0 |
¥1.29M |
|
| 2020-03-17 |
网格加仓 |
买入 |
60.21014999999999 |
100.0 |
¥6,023 |
加仓 |
| 2020-07-07 |
网格止盈 |
卖出 |
69.13080000000001 |
19900.0 |
¥1.38M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
67.29723 |
20200.0 |
¥1.36M |
|
| 2020-07-09 |
网格止盈 |
卖出 |
69.93 |
20200.0 |
¥1.41M |
止盈触发 |
| 2020-07-10 |
网格首格 |
买入 |
68.8 |
20200.0 |
¥1.39M |
|
| 2020-07-13 |
网格加仓 |
买入 |
66.87680999999999 |
500.0 |
¥3.3万 |
加仓 |
| 2020-10-27 |
网格加仓 |
买入 |
45.87582999999999 |
100.0 |
¥4,589 |
加仓 |
| 2023-08-08 |
网格止盈 |
卖出 |
69.93999000000001 |
20800.0 |
¥1.45M |
止盈触发 |
| 2023-08-10 |
网格首格 |
买入 |
69.94988 |
20400.0 |
¥1.43M |
|
| 2023-08-11 |
网格止盈 |
卖出 |
75.93399000000001 |
20400.0 |
¥1.55M |
止盈触发 |
| 2023-08-14 |
网格首格 |
买入 |
71.09101999999999 |
21200.0 |
¥1.51M |
|
| 2023-08-16 |
网格止盈 |
卖出 |
71.928 |
21200.0 |
¥1.52M |
止盈触发 |
| 2023-08-17 |
网格首格 |
买入 |
71.071 |
21900.0 |
¥1.56M |
|
| 2023-08-21 |
网格加仓 |
买入 |
67.13706999999998 |
500.0 |
¥3.4万 |
加仓 |
| 2023-08-29 |
网格止盈 |
卖出 |
67.932 |
22400.0 |
¥1.52M |
止盈触发 |
| 2023-08-30 |
网格首格 |
买入 |
69.06899999999999 |
21500.0 |
¥1.49M |
|
| 2023-08-31 |
网格加仓 |
买入 |
65.12505999999999 |
500.0 |
¥3.3万 |
加仓 |
| 2024-01-10 |
网格加仓 |
买入 |
48.84879999999999 |
100.0 |
¥4,886 |
加仓 |
| 2024-10-08 |
网格止盈 |
卖出 |
91.83807 |
22100.0 |
¥2.03M |
止盈触发 |
| 2024-10-11 |
网格首格 |
买入 |
75.17509999999999 |
26700.0 |
¥2.01M |
|
| 2024-10-15 |
网格止盈 |
卖出 |
75.7242 |
26700.0 |
¥2.02M |
止盈触发 |
| 2024-10-16 |
网格首格 |
买入 |
74.2742 |
26400.0 |
¥1.96M |
|
| 2024-10-17 |
网格止盈 |
卖出 |
81.4185 |
26400.0 |
¥2.15M |
止盈触发 |
| 2024-10-18 |
网格首格 |
买入 |
80.2802 |
27200.0 |
¥2.18M |
|
| 2024-10-21 |
网格止盈 |
卖出 |
92.48742 |
27200.0 |
¥2.51M |
止盈触发 |
| 2024-10-22 |
网格首格 |
买入 |
95.09499999999998 |
26600.0 |
¥2.53M |
|
| 2024-10-23 |
网格止盈 |
卖出 |
107.68221000000001 |
26600.0 |
¥2.86M |
止盈触发 |
| 2024-10-24 |
网格首格 |
买入 |
96.57647999999999 |
29700.0 |
¥2.87M |
|
| 2024-11-01 |
网格止盈 |
卖出 |
101.86802999999999 |
29700.0 |
¥3.02M |
止盈触发 |
| 2024-11-04 |
网格首格 |
买入 |
94.094 |
31800.0 |
¥2.99M |
|
| 2024-11-05 |
网格止盈 |
卖出 |
100.68921 |
31800.0 |
¥3.20M |
止盈触发 |
| 2024-11-06 |
网格首格 |
买入 |
112.112 |
28900.0 |
¥3.24M |
|
| 2024-11-08 |
网格止盈 |
卖出 |
123.04683 |
28900.0 |
¥3.55M |
止盈触发 |
| 2024-11-11 |
网格首格 |
买入 |
106.36626 |
32400.0 |
¥3.45M |
|
| 2024-11-15 |
网格加仓 |
买入 |
102.09198999999998 |
1200.0 |
¥12.3万 |
加仓 |
| 2024-12-06 |
网格止盈 |
卖出 |
108.77112 |
33600.0 |
¥3.65M |
止盈触发 |
| 2024-12-09 |
网格首格 |
买入 |
106.67656999999998 |
33600.0 |
¥3.59M |
|
| 2024-12-10 |
网格加仓 |
买入 |
112.112 |
600.0 |
¥6.7万 |
加仓 |
| 2025-08-19 |
网格止盈 |
卖出 |
123.13674000000002 |
34200.0 |
¥4.21M |
止盈触发 |
| 2025-08-20 |
网格首格 |
买入 |
125.3252 |
33100.0 |
¥4.15M |
|
| 2025-08-25 |
网格止盈 |
卖出 |
140.84901000000002 |
33100.0 |
¥4.66M |
止盈触发 |
| 2025-08-26 |
网格首格 |
买入 |
143.65350999999998 |
32100.0 |
¥4.61M |
|
| 2025-08-27 |
网格止盈 |
卖出 |
155.4444 |
32100.0 |
¥4.99M |
止盈触发 |
| 2025-08-28 |
网格首格 |
买入 |
142.15200999999996 |
33400.0 |
¥4.75M |
|
| 2025-08-29 |
网格止盈 |
卖出 |
154.845 |
33400.0 |
¥5.17M |
止盈触发 |
| 2025-09-01 |
网格首格 |
买入 |
150.14999999999998 |
36600.0 |
¥5.50M |
|
| 2025-09-03 |
网格加仓 |
买入 |
145.24509999999998 |
100.0 |
¥1.5万 |
加仓 |
| 2025-09-17 |
网格止盈 |
卖出 |
156.843 |
36700.0 |
¥5.75M |
止盈触发 |
| 2025-09-18 |
网格首格 |
买入 |
166.16599999999997 |
33200.0 |
¥5.52M |
|
| 2025-09-19 |
网格加仓 |
买入 |
156.6565 |
1500.0 |
¥23.5万 |
加仓 |
| 2026-06-01 |
网格加仓 |
买入 |
91.39129999999999 |
100.0 |
¥9,142 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
42.9 |
34800 |
¥1.49M |
回测结束强平 |