600009 上海机场 — 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: ¥1.05M
策略: 网格交易
K线 & 交易信号（策略收益 +5.50%）
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 31 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 |
20.206240053999995 |
21.12885 |
¥4.5万 |
+4.53% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-12 |
21.147462335999997 |
22.01 |
¥4.2万 |
+4.05% |
网格止盈 |
| 3 |
2015-03-20 |
2015-04-07 |
24.630170962222216 |
25.92405 |
¥5.7万 |
+5.22% |
网格止盈 |
| 4 |
2015-04-09 |
2015-04-15 |
25.042520503 |
25.7742 |
¥3.3万 |
+2.89% |
网格止盈 |
| 5 |
2015-04-22 |
2015-04-28 |
26.434327919999994 |
27.232740000000003 |
¥3.5万 |
+2.99% |
网格止盈 |
| 6 |
2015-05-07 |
2015-05-13 |
26.544470953 |
28.72125 |
¥9.7万 |
+8.17% |
网格止盈 |
| 7 |
2015-05-14 |
2015-05-21 |
27.948382 |
30.57 |
¥12.2万 |
+9.35% |
网格止盈 |
| 8 |
2015-05-25 |
2015-06-09 |
32.89571414161289 |
33.92604 |
¥4.4万 |
+3.10% |
网格止盈 |
| 9 |
2015-06-17 |
2017-05-17 |
36.02134986327628 |
38.961 |
¥12.0万 |
+8.13% |
网格止盈 |
| 10 |
2017-05-18 |
2017-05-23 |
38.409879507999996 |
39.47049 |
¥4.3万 |
+2.73% |
网格止盈 |
| 11 |
2017-05-25 |
2017-09-08 |
38.57067794532783 |
40.94901 |
¥10.0万 |
+6.13% |
网格止盈 |
| 12 |
2017-09-13 |
2017-10-31 |
41.24691288057007 |
43.146809999999995 |
¥7.9万 |
+4.57% |
网格止盈 |
| 13 |
2017-11-02 |
2017-11-07 |
42.38504169899999 |
44.295660000000005 |
¥8.1万 |
+4.48% |
网格止盈 |
| 14 |
2017-11-09 |
2017-11-13 |
42.65539277999999 |
44.24571 |
¥7.0万 |
+3.70% |
网格止盈 |
| 15 |
2017-11-14 |
2017-11-20 |
43.523053 |
44.955 |
¥6.4万 |
+3.26% |
网格止盈 |
| 16 |
2017-11-22 |
2018-01-24 |
45.449020617 |
46.78317 |
¥5.9万 |
+2.90% |
网格止盈 |
| 17 |
2018-01-30 |
2018-02-01 |
45.509098635 |
46.833119999999994 |
¥6.0万 |
+2.88% |
网格止盈 |
| 18 |
2018-02-08 |
2018-02-27 |
47.209878716 |
49.89006 |
¥12.1万 |
+5.65% |
网格止盈 |
| 19 |
2018-03-01 |
2018-03-05 |
48.56306455 |
49.95 |
¥6.4万 |
+2.83% |
网格止盈 |
| 20 |
2018-03-13 |
2018-05-09 |
50.18004610113117 |
51.948 |
¥8.1万 |
+3.49% |
网格止盈 |
| 21 |
2018-05-16 |
2018-06-05 |
53.21911094499999 |
55.324619999999996 |
¥9.4万 |
+3.93% |
网格止盈 |
| 22 |
2018-06-12 |
2018-06-13 |
56.04277779099999 |
59.140800000000006 |
¥13.8万 |
+5.50% |
网格止盈 |
| 23 |
2018-06-22 |
2018-06-26 |
56.77372700999999 |
57.942 |
¥5.3万 |
+2.03% |
网格止盈 |
| 24 |
2018-06-27 |
2018-07-11 |
56.04664172991701 |
59.77017 |
¥17.9万 |
+6.61% |
网格止盈 |
| 25 |
2018-07-18 |
2019-04-22 |
62.33928784416667 |
66.59334 |
¥19.6万 |
+6.79% |
网格止盈 |
| 26 |
2019-05-09 |
2019-05-13 |
67.98829036999999 |
70.34958 |
¥10.4万 |
+3.44% |
网格止盈 |
| 27 |
2019-05-14 |
2019-05-17 |
68.73926559499999 |
72.927 |
¥18.7万 |
+6.06% |
网格止盈 |
| 28 |
2019-05-20 |
2019-06-11 |
70.87214063403158 |
73.79613 |
¥13.8万 |
+4.09% |
网格止盈 |
| 29 |
2019-06-13 |
2019-06-20 |
74.08620919699999 |
76.50341999999999 |
¥11.3万 |
+3.23% |
网格止盈 |
| 30 |
2019-07-03 |
2019-08-26 |
84.35959706473365 |
85.99392 |
¥6.9万 |
+1.91% |
网格止盈 |
| 31 |
2019-08-29 |
2026-11-13 |
85.5151809205429 |
24.46 |
¥-2.63M |
-71.41% |
强平 |
逐笔成交记录（共 75 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 |
20.200179999999996 |
49200.0 |
¥99.4万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
21.12885 |
49200.0 |
¥1.04M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
21.141119999999997 |
49300.0 |
¥1.04M |
|
| 2015-03-12 |
网格止盈 |
卖出 |
22.01 |
49300.0 |
¥1.08M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
24.624599999999997 |
44000.0 |
¥1.08M |
|
| 2015-03-27 |
网格加仓 |
买入 |
23.823799999999995 |
100.0 |
¥2,383 |
加仓 |
| 2015-04-07 |
网格止盈 |
卖出 |
25.92405 |
44100.0 |
¥1.14M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
25.03501 |
45000.0 |
¥1.13M |
|
| 2015-04-15 |
网格止盈 |
卖出 |
25.7742 |
45000.0 |
¥1.16M |
止盈触发 |
| 2015-04-22 |
网格首格 |
买入 |
26.426399999999997 |
44500.0 |
¥1.18M |
|
| 2015-04-28 |
网格止盈 |
卖出 |
27.232740000000003 |
44500.0 |
¥1.21M |
止盈触发 |
| 2015-05-07 |
网格首格 |
买入 |
26.53651 |
44700.0 |
¥1.19M |
|
| 2015-05-13 |
网格止盈 |
卖出 |
28.72125 |
44700.0 |
¥1.28M |
止盈触发 |
| 2015-05-14 |
网格首格 |
买入 |
27.94 |
46600.0 |
¥1.30M |
|
| 2015-05-21 |
网格止盈 |
卖出 |
30.57 |
46600.0 |
¥1.42M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
32.90286999999999 |
43100.0 |
¥1.42M |
|
| 2015-05-29 |
网格加仓 |
买入 |
30.44041 |
300.0 |
¥9,135 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
33.92604 |
43400.0 |
¥1.47M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
36.035999999999994 |
40500.0 |
¥1.46M |
|
| 2015-06-19 |
网格加仓 |
买入 |
33.43339999999999 |
400.0 |
¥1.3万 |
加仓 |
| 2017-05-17 |
网格止盈 |
卖出 |
38.961 |
40900.0 |
¥1.59M |
止盈触发 |
| 2017-05-18 |
网格首格 |
买入 |
38.39836 |
41200.0 |
¥1.58M |
|
| 2017-05-23 |
网格止盈 |
卖出 |
39.47049 |
41200.0 |
¥1.63M |
止盈触发 |
| 2017-05-25 |
网格首格 |
买入 |
38.568529999999996 |
42100.0 |
¥1.62M |
|
| 2017-06-06 |
网格加仓 |
买入 |
37.2372 |
300.0 |
¥1.1万 |
加仓 |
| 2017-09-08 |
网格止盈 |
卖出 |
40.94901 |
42400.0 |
¥1.74M |
止盈触发 |
| 2017-09-13 |
网格首格 |
买入 |
41.2412 |
41900.0 |
¥1.73M |
|
| 2017-09-19 |
网格加仓 |
买入 |
39.83979999999999 |
200.0 |
¥7,970 |
加仓 |
| 2017-10-31 |
网格止盈 |
卖出 |
43.146809999999995 |
42100.0 |
¥1.82M |
止盈触发 |
| 2017-11-02 |
网格首格 |
买入 |
42.37232999999999 |
42700.0 |
¥1.81M |
|
| 2017-11-07 |
网格止盈 |
卖出 |
44.295660000000005 |
42700.0 |
¥1.89M |
止盈触发 |
| 2017-11-09 |
网格首格 |
买入 |
42.642599999999995 |
44200.0 |
¥1.89M |
|
| 2017-11-13 |
网格止盈 |
卖出 |
44.24571 |
44200.0 |
¥1.96M |
止盈触发 |
| 2017-11-14 |
网格首格 |
买入 |
43.51 |
45000.0 |
¥1.96M |
|
| 2017-11-20 |
网格止盈 |
卖出 |
44.955 |
45000.0 |
¥2.02M |
止盈触发 |
| 2017-11-22 |
网格首格 |
买入 |
45.43539 |
44700.0 |
¥2.03M |
|
| 2018-01-24 |
网格止盈 |
卖出 |
46.78317 |
44700.0 |
¥2.09M |
止盈触发 |
| 2018-01-30 |
网格首格 |
买入 |
45.49545 |
45600.0 |
¥2.08M |
|
| 2018-02-01 |
网格止盈 |
卖出 |
46.833119999999994 |
45600.0 |
¥2.13M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
47.24719999999999 |
44900.0 |
¥2.12M |
|
| 2018-02-12 |
网格加仓 |
买入 |
43.34329999999999 |
600.0 |
¥2.6万 |
加仓 |
| 2018-02-27 |
网格止盈 |
卖出 |
49.89006 |
45500.0 |
¥2.27M |
止盈触发 |
| 2018-03-01 |
网格首格 |
买入 |
48.5485 |
46300.0 |
¥2.25M |
|
| 2018-03-05 |
网格止盈 |
卖出 |
49.95 |
46300.0 |
¥2.31M |
止盈触发 |
| 2018-03-13 |
网格首格 |
买入 |
50.17011999999999 |
46400.0 |
¥2.33M |
|
| 2018-03-30 |
网格加仓 |
买入 |
47.78774000000001 |
100.0 |
¥4,780 |
加仓 |
| 2018-05-09 |
网格止盈 |
卖出 |
51.948 |
46500.0 |
¥2.41M |
止盈触发 |
| 2018-05-16 |
网格首格 |
买入 |
53.20314999999999 |
45000.0 |
¥2.39M |
|
| 2018-06-05 |
网格止盈 |
卖出 |
55.324619999999996 |
45000.0 |
¥2.49M |
止盈触发 |
| 2018-06-12 |
网格首格 |
买入 |
56.025969999999994 |
44700.0 |
¥2.51M |
|
| 2018-06-13 |
网格止盈 |
卖出 |
59.140800000000006 |
44700.0 |
¥2.64M |
止盈触发 |
| 2018-06-22 |
网格首格 |
买入 |
56.75669999999999 |
46200.0 |
¥2.62M |
|
| 2018-06-26 |
网格止盈 |
卖出 |
57.942 |
46200.0 |
¥2.68M |
止盈触发 |
| 2018-06-27 |
网格首格 |
买入 |
56.056000000000004 |
47600.0 |
¥2.67M |
|
| 2018-07-04 |
网格加仓 |
买入 |
53.95389999999999 |
600.0 |
¥3.2万 |
加仓 |
| 2018-07-11 |
网格止盈 |
卖出 |
59.77017 |
48200.0 |
¥2.88M |
止盈触发 |
| 2018-07-18 |
网格首格 |
买入 |
62.342279999999995 |
46000.0 |
¥2.87M |
|
| 2018-07-31 |
网格加仓 |
买入 |
60.77070999999999 |
100.0 |
¥6,079 |
加仓 |
| 2018-08-07 |
网格加仓 |
买入 |
53.89384 |
100.0 |
¥5,391 |
加仓 |
| 2019-04-22 |
网格止盈 |
卖出 |
66.59334 |
46200.0 |
¥3.08M |
止盈触发 |
| 2019-05-09 |
网格首格 |
买入 |
67.9679 |
44400.0 |
¥3.02M |
|
| 2019-05-13 |
网格止盈 |
卖出 |
70.34958 |
44400.0 |
¥3.12M |
止盈触发 |
| 2019-05-14 |
网格首格 |
买入 |
68.71865 |
44900.0 |
¥3.09M |
|
| 2019-05-17 |
网格止盈 |
卖出 |
72.927 |
44900.0 |
¥3.27M |
止盈触发 |
| 2019-05-20 |
网格首格 |
买入 |
70.88081 |
47000.0 |
¥3.33M |
|
| 2019-05-27 |
网格加仓 |
买入 |
68.03796999999999 |
500.0 |
¥3.4万 |
加仓 |
| 2019-06-11 |
网格止盈 |
卖出 |
73.79613 |
47500.0 |
¥3.50M |
止盈触发 |
| 2019-06-13 |
网格首格 |
买入 |
74.06398999999999 |
47100.0 |
¥3.49M |
|
| 2019-06-20 |
网格止盈 |
卖出 |
76.50341999999999 |
47100.0 |
¥3.60M |
止盈触发 |
| 2019-07-03 |
网格首格 |
买入 |
84.34425999999999 |
42700.0 |
¥3.60M |
|
| 2019-07-05 |
网格加仓 |
买入 |
80.07999999999998 |
100.0 |
¥8,010 |
加仓 |
| 2019-08-26 |
网格止盈 |
卖出 |
85.99392 |
42800.0 |
¥3.68M |
止盈触发 |
| 2019-08-29 |
网格首格 |
买入 |
85.50541999999999 |
42900.0 |
¥3.67M |
|
| 2019-09-12 |
网格加仓 |
买入 |
82.082 |
200.0 |
¥1.6万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
24.46 |
43100 |
¥1.05M |
回测结束强平 |