600019 宝钢股份 — 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: ¥1.24M
策略: 网格交易
K线 & 交易信号（策略收益 +23.54%）
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 19 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 |
2015-02-09 |
6.117944833 |
6.343649999999999 |
¥3.6万 |
+3.66% |
网格止盈 |
| 2 |
2015-02-12 |
2015-03-02 |
6.478412940999999 |
6.71328 |
¥3.7万 |
+3.59% |
网格止盈 |
| 3 |
2015-03-04 |
2015-03-19 |
6.607657133663792 |
6.96303 |
¥5.7万 |
+5.35% |
网格止盈 |
| 4 |
2015-03-20 |
2015-03-25 |
6.838881048999999 |
7.252740000000001 |
¥6.8万 |
+6.02% |
网格止盈 |
| 5 |
2015-03-26 |
2015-03-31 |
7.049154112 |
7.302689999999999 |
¥4.3万 |
+3.57% |
网格止盈 |
| 6 |
2015-04-01 |
2015-04-10 |
7.10923213 |
7.53246 |
¥7.3万 |
+5.92% |
网格止盈 |
| 7 |
2015-04-16 |
2015-04-17 |
7.249414172000001 |
7.54245 |
¥5.2万 |
+4.01% |
网格止盈 |
| 8 |
2015-04-22 |
2015-04-24 |
8.320805493 |
8.68131 |
¥5.9万 |
+4.30% |
网格止盈 |
| 9 |
2015-04-29 |
2015-05-05 |
9.456170993857901 |
10.06992 |
¥9.2万 |
+6.46% |
网格止盈 |
| 10 |
2015-05-06 |
2015-05-27 |
9.160717965190331 |
9.46053 |
¥4.9万 |
+3.24% |
网格止盈 |
| 11 |
2015-05-28 |
2015-06-09 |
9.403532856435433 |
9.70029 |
¥4.9万 |
+3.12% |
网格止盈 |
| 12 |
2015-06-10 |
2015-06-16 |
9.392196814 |
9.4905 |
¥1.6万 |
+1.02% |
网格止盈 |
| 13 |
2015-06-17 |
2017-11-30 |
8.983566989090908 |
9.46053 |
¥8.6万 |
+5.28% |
网格止盈 |
| 14 |
2017-12-05 |
2018-01-09 |
8.92564190250442 |
9.28071 |
¥6.8万 |
+3.95% |
网格止盈 |
| 15 |
2018-01-11 |
2018-01-26 |
9.061767714999998 |
9.720270000000001 |
¥12.9万 |
+7.23% |
网格止盈 |
| 16 |
2018-01-31 |
2018-02-02 |
9.742651919 |
10.16982 |
¥8.3万 |
+4.35% |
网格止盈 |
| 17 |
2018-02-08 |
2021-09-08 |
10.396021225172914 |
10.67931 |
¥5.4万 |
+2.69% |
网格止盈 |
| 18 |
2021-09-09 |
2021-09-10 |
10.523666152999999 |
11.26872 |
¥14.4万 |
+7.05% |
网格止盈 |
| 19 |
2021-09-15 |
2026-11-13 |
10.97515290908054 |
6.18 |
¥-95.9万 |
-43.71% |
强平 |
逐笔成交记录（共 48 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 |
6.11611 |
161200.0 |
¥98.6万 |
|
| 2015-02-09 |
网格止盈 |
卖出 |
6.343649999999999 |
161200.0 |
¥1.02M |
止盈触发 |
| 2015-02-12 |
网格首格 |
买入 |
6.476469999999999 |
159100.0 |
¥1.03M |
|
| 2015-03-02 |
网格止盈 |
卖出 |
6.71328 |
159100.0 |
¥1.07M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
6.606599999999998 |
161800.0 |
¥1.07M |
|
| 2015-03-06 |
网格加仓 |
买入 |
6.356349999999999 |
600.0 |
¥3,815 |
加仓 |
| 2015-03-19 |
网格止盈 |
卖出 |
6.96303 |
162400.0 |
¥1.13M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
6.836829999999998 |
164900.0 |
¥1.13M |
|
| 2015-03-25 |
网格止盈 |
卖出 |
7.252740000000001 |
164900.0 |
¥1.20M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
7.04704 |
169600.0 |
¥1.20M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
7.302689999999999 |
169600.0 |
¥1.24M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
7.107099999999999 |
173700.0 |
¥1.23M |
|
| 2015-04-10 |
网格止盈 |
卖出 |
7.53246 |
173700.0 |
¥1.31M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
7.247240000000001 |
178900.0 |
¥1.30M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
7.54245 |
178900.0 |
¥1.35M |
止盈触发 |
| 2015-04-22 |
网格首格 |
买入 |
8.31831 |
163600.0 |
¥1.36M |
|
| 2015-04-24 |
网格止盈 |
卖出 |
8.68131 |
163600.0 |
¥1.42M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
9.459449999999999 |
148600.0 |
¥1.41M |
|
| 2015-05-04 |
网格加仓 |
买入 |
8.99899 |
2000.0 |
¥1.8万 |
加仓 |
| 2015-05-05 |
网格止盈 |
卖出 |
10.06992 |
150600.0 |
¥1.52M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
9.159149999999999 |
165200.0 |
¥1.51M |
|
| 2015-05-07 |
网格加仓 |
买入 |
8.5085 |
300.0 |
¥2,553 |
加仓 |
| 2015-05-27 |
网格止盈 |
卖出 |
9.46053 |
165500.0 |
¥1.57M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
9.4094 |
164800.0 |
¥1.55M |
|
| 2015-05-29 |
网格加仓 |
买入 |
8.55855 |
1700.0 |
¥1.5万 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
9.70029 |
166500.0 |
¥1.61M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
9.38938 |
169000.0 |
¥1.59M |
|
| 2015-06-16 |
网格止盈 |
卖出 |
9.4905 |
169000.0 |
¥1.60M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
8.98898 |
179400.0 |
¥1.61M |
|
| 2015-06-23 |
网格加仓 |
买入 |
8.288279999999999 |
2100.0 |
¥1.7万 |
加仓 |
| 2017-11-30 |
网格止盈 |
卖出 |
9.46053 |
181500.0 |
¥1.72M |
止盈触发 |
| 2017-12-05 |
网格首格 |
买入 |
8.92892 |
190100.0 |
¥1.70M |
|
| 2017-12-07 |
网格加仓 |
买入 |
8.4084 |
2200.0 |
¥1.9万 |
加仓 |
| 2018-01-09 |
网格止盈 |
卖出 |
9.28071 |
192300.0 |
¥1.78M |
止盈触发 |
| 2018-01-11 |
网格首格 |
买入 |
9.05905 |
196500.0 |
¥1.78M |
|
| 2018-01-26 |
网格止盈 |
卖出 |
9.720270000000001 |
196500.0 |
¥1.91M |
止盈触发 |
| 2018-01-31 |
网格首格 |
买入 |
9.73973 |
195200.0 |
¥1.90M |
|
| 2018-02-02 |
网格止盈 |
卖出 |
10.16982 |
195200.0 |
¥1.98M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
10.4104 |
186800.0 |
¥1.95M |
|
| 2018-02-12 |
网格加仓 |
买入 |
9.769759999999998 |
5000.0 |
¥4.9万 |
加仓 |
| 2018-03-05 |
网格加仓 |
买入 |
9.629619999999997 |
200.0 |
¥1,927 |
加仓 |
| 2021-09-08 |
网格止盈 |
卖出 |
10.67931 |
192000.0 |
¥2.05M |
止盈触发 |
| 2021-09-09 |
网格首格 |
买入 |
10.520509999999998 |
194000.0 |
¥2.04M |
|
| 2021-09-10 |
网格止盈 |
卖出 |
11.26872 |
194000.0 |
¥2.19M |
止盈触发 |
| 2021-09-15 |
网格首格 |
买入 |
10.980970000000001 |
198000.0 |
¥2.17M |
|
| 2021-09-22 |
网格加仓 |
买入 |
10.29028 |
1800.0 |
¥1.9万 |
加仓 |
| 2022-08-04 |
网格加仓 |
买入 |
5.2052 |
100.0 |
¥521 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
6.18 |
199900 |
¥1.24M |
回测结束强平 |