600011 华能国际 — 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: ¥1.65M
策略: 网格交易
K线 & 交易信号（策略收益 +64.85%）
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 17 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 |
2015-02-06 |
2015-03-03 |
7.559768854111952 |
7.76223 |
¥2.6万 |
+2.65% |
网格止盈 |
| 2 |
2015-03-05 |
2015-03-13 |
7.459687235 |
7.70229 |
¥3.3万 |
+3.22% |
网格止盈 |
| 3 |
2015-03-26 |
2015-04-08 |
8.170610447999998 |
8.63136 |
¥5.9万 |
+5.61% |
网格止盈 |
| 4 |
2015-04-16 |
2015-04-20 |
8.991676694 |
9.290700000000001 |
¥3.7万 |
+3.29% |
网格止盈 |
| 5 |
2015-04-21 |
2015-04-23 |
9.382183810999997 |
10.989 |
¥19.6万 |
+17.09% |
网格止盈 |
| 6 |
2015-04-24 |
2015-04-27 |
10.513653149999998 |
10.95903 |
¥5.6万 |
+4.20% |
网格止盈 |
| 7 |
2015-04-28 |
2015-05-05 |
11.314693389999999 |
12.67731 |
¥16.6万 |
+12.01% |
网格止盈 |
| 8 |
2015-05-06 |
2015-05-13 |
11.297438775915886 |
11.64834 |
¥4.8万 |
+3.08% |
网格止盈 |
| 9 |
2015-05-14 |
2015-05-26 |
11.05986793523634 |
11.66832 |
¥8.9万 |
+5.47% |
网格止盈 |
| 10 |
2015-05-27 |
2015-05-28 |
11.645122489 |
12.0879 |
¥6.4万 |
+3.77% |
网格止盈 |
| 11 |
2015-05-29 |
2015-06-02 |
11.004290296999999 |
12.30768 |
¥20.8万 |
+11.81% |
网格止盈 |
| 12 |
2015-06-04 |
2015-06-08 |
11.765278525 |
12.15783 |
¥6.5万 |
+3.31% |
网格止盈 |
| 13 |
2015-06-11 |
2015-06-15 |
12.165798644999999 |
12.73725 |
¥9.5万 |
+4.67% |
网格止盈 |
| 14 |
2015-06-17 |
2015-06-18 |
12.015603599999997 |
12.77721 |
¥13.5万 |
+6.31% |
网格止盈 |
| 15 |
2015-06-19 |
2015-06-25 |
12.065668615 |
13.456530000000003 |
¥25.4万 |
+11.49% |
网格止盈 |
| 16 |
2015-06-26 |
2015-07-01 |
13.31729399 |
13.5864 |
¥4.7万 |
+1.99% |
网格止盈 |
| 17 |
2015-07-02 |
2026-11-13 |
12.1823884692259 |
7.79 |
¥-93.0万 |
-36.07% |
强平 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
网格首格 |
买入 |
7.56 |
131400.0 |
¥99.4万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
7.1471399999999985 |
800.0 |
¥5,719 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
7.76223 |
132200.0 |
¥1.03M |
止盈触发 |
| 2015-03-05 |
网格首格 |
买入 |
7.45745 |
136000.0 |
¥1.01M |
|
| 2015-03-13 |
网格止盈 |
卖出 |
7.70229 |
136000.0 |
¥1.05M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
8.168159999999999 |
129300.0 |
¥1.06M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
8.63136 |
129300.0 |
¥1.12M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
8.98898 |
123500.0 |
¥1.11M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
9.290700000000001 |
123500.0 |
¥1.15M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
9.379369999999998 |
122000.0 |
¥1.14M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
10.989 |
122000.0 |
¥1.34M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
10.510499999999999 |
125600.0 |
¥1.32M |
|
| 2015-04-27 |
网格止盈 |
卖出 |
10.95903 |
125600.0 |
¥1.38M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
11.3113 |
121800.0 |
¥1.38M |
|
| 2015-05-05 |
网格止盈 |
卖出 |
12.67731 |
121800.0 |
¥1.54M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
11.301289999999998 |
137500.0 |
¥1.55M |
|
| 2015-05-07 |
网格加仓 |
买入 |
10.700689999999998 |
1500.0 |
¥1.6万 |
加仓 |
| 2015-05-08 |
网格加仓 |
买入 |
10.240229999999999 |
100.0 |
¥1,024 |
加仓 |
| 2015-05-13 |
网格止盈 |
卖出 |
11.64834 |
139100.0 |
¥1.62M |
止盈触发 |
| 2015-05-14 |
网格首格 |
买入 |
11.06105 |
145000.0 |
¥1.60M |
|
| 2015-05-18 |
网格加仓 |
买入 |
10.59058 |
1400.0 |
¥1.5万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
11.66832 |
146400.0 |
¥1.71M |
止盈触发 |
| 2015-05-27 |
网格首格 |
买入 |
11.64163 |
146500.0 |
¥1.71M |
|
| 2015-05-28 |
网格止盈 |
卖出 |
12.0879 |
146500.0 |
¥1.77M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
11.00099 |
160200.0 |
¥1.76M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
12.30768 |
160200.0 |
¥1.97M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
11.76175 |
167400.0 |
¥1.97M |
|
| 2015-06-08 |
网格止盈 |
卖出 |
12.15783 |
167400.0 |
¥2.03M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
12.162149999999999 |
167900.0 |
¥2.04M |
|
| 2015-06-15 |
网格止盈 |
卖出 |
12.73725 |
167900.0 |
¥2.14M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
12.011999999999997 |
177500.0 |
¥2.13M |
|
| 2015-06-18 |
网格止盈 |
卖出 |
12.77721 |
177500.0 |
¥2.27M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
12.06205 |
183500.0 |
¥2.21M |
|
| 2015-06-25 |
网格止盈 |
卖出 |
13.456530000000003 |
183500.0 |
¥2.47M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
13.313299999999998 |
179100.0 |
¥2.39M |
|
| 2015-07-01 |
网格止盈 |
卖出 |
13.5864 |
179100.0 |
¥2.43M |
止盈触发 |
| 2015-07-02 |
网格首格 |
买入 |
12.25 |
203400.0 |
¥2.49M |
|
| 2015-07-03 |
网格加仓 |
买入 |
10.32031 |
7400.0 |
¥7.6万 |
加仓 |
| 2015-07-06 |
网格加仓 |
买入 |
11.25 |
800.0 |
¥9,003 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
7.79 |
211600 |
¥1.65M |
回测结束强平 |