600025 华能水电 — 网格交易 回测明细
数据区间: 2017-12-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.59M
策略: 网格交易
K线 & 交易信号（策略收益 +158.59%）
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 20 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 |
2018-01-18 |
2021-03-15 |
5.030174092605633 |
5.854140000000001 |
¥16.3万 |
+16.35% |
网格止盈 |
| 2 |
2021-03-16 |
2021-03-23 |
5.477112641 |
5.74425 |
¥5.5万 |
+4.85% |
网格止盈 |
| 3 |
2021-03-24 |
2021-03-30 |
5.386995613999999 |
5.544449999999999 |
¥3.5万 |
+2.89% |
网格止盈 |
| 4 |
2021-03-31 |
2021-04-01 |
5.60728168 |
5.724270000000001 |
¥2.5万 |
+2.06% |
网格止盈 |
| 5 |
2021-04-02 |
2021-04-12 |
5.567229667999999 |
5.78421 |
¥4.9万 |
+3.87% |
网格止盈 |
| 6 |
2021-04-14 |
2021-09-09 |
6.207518845344554 |
6.8931000000000004 |
¥14.6万 |
+11.01% |
网格止盈 |
| 7 |
2021-09-13 |
2021-09-22 |
6.6185949829999995 |
7.34265 |
¥15.9万 |
+10.91% |
网格止盈 |
| 8 |
2021-09-24 |
2021-10-08 |
7.819934750022028 |
8.74125 |
¥19.2万 |
+11.75% |
网格止盈 |
| 9 |
2021-10-12 |
2022-07-13 |
7.150135561142241 |
7.3726199999999995 |
¥5.6万 |
+3.08% |
网格止盈 |
| 10 |
2022-07-15 |
2022-09-05 |
7.218821661106716 |
7.44255 |
¥5.8万 |
+3.07% |
网格止盈 |
| 11 |
2022-09-16 |
2023-05-30 |
7.3815959014501145 |
7.64235 |
¥6.8万 |
+3.50% |
网格止盈 |
| 12 |
2023-06-01 |
2023-11-02 |
7.509235111372005 |
7.8021899999999995 |
¥7.8万 |
+3.87% |
网格止盈 |
| 13 |
2023-12-29 |
2024-01-04 |
8.61118258 |
8.85114 |
¥5.7万 |
+2.76% |
网格止盈 |
| 14 |
2024-01-09 |
2024-02-07 |
8.730953745271615 |
9.02097 |
¥7.0万 |
+3.29% |
网格止盈 |
| 15 |
2024-02-27 |
2024-03-05 |
9.141871739 |
9.57042 |
¥10.0万 |
+4.66% |
网格止盈 |
| 16 |
2024-03-13 |
2024-04-12 |
9.442261829 |
9.77022 |
¥7.9万 |
+3.44% |
网格止盈 |
| 17 |
2024-04-23 |
2024-06-04 |
9.740795392363896 |
10.259729999999998 |
¥12.7万 |
+5.30% |
网格止盈 |
| 18 |
2024-06-17 |
2024-07-02 |
10.51365315 |
11.03895 |
¥12.5万 |
+4.96% |
网格止盈 |
| 19 |
2024-07-29 |
2024-08-23 |
11.635109485999998 |
12.22776 |
¥13.3万 |
+5.06% |
网格止盈 |
| 20 |
2024-08-26 |
2026-11-13 |
11.741375287622512 |
10.94 |
¥-19.0万 |
-6.85% |
强平 |
逐笔成交记录（共 53 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-01-18 |
网格首格 |
买入 |
5.03503 |
193100.0 |
¥97.3万 |
|
| 2018-01-26 |
网格加仓 |
买入 |
4.834829999999999 |
5600.0 |
¥2.7万 |
加仓 |
| 2018-04-18 |
网格加仓 |
买入 |
3.5935899999999994 |
100.0 |
¥359 |
加仓 |
| 2021-03-15 |
网格止盈 |
卖出 |
5.854140000000001 |
198800.0 |
¥1.16M |
止盈触发 |
| 2021-03-16 |
网格首格 |
买入 |
5.475469999999999 |
208100.0 |
¥1.14M |
|
| 2021-03-23 |
网格止盈 |
卖出 |
5.74425 |
208100.0 |
¥1.20M |
止盈触发 |
| 2021-03-24 |
网格首格 |
买入 |
5.38538 |
222400.0 |
¥1.20M |
|
| 2021-03-30 |
网格止盈 |
卖出 |
5.544449999999999 |
222400.0 |
¥1.23M |
止盈触发 |
| 2021-03-31 |
网格首格 |
买入 |
5.605599999999999 |
221000.0 |
¥1.24M |
|
| 2021-04-01 |
网格止盈 |
卖出 |
5.724270000000001 |
221000.0 |
¥1.26M |
止盈触发 |
| 2021-04-02 |
网格首格 |
买入 |
5.565559999999999 |
227600.0 |
¥1.27M |
|
| 2021-04-12 |
网格止盈 |
卖出 |
5.78421 |
227600.0 |
¥1.32M |
止盈触发 |
| 2021-04-14 |
网格首格 |
买入 |
6.2062 |
213400.0 |
¥1.32M |
|
| 2021-04-16 |
网格加仓 |
买入 |
6.056049999999999 |
400.0 |
¥2,423 |
加仓 |
| 2021-04-26 |
网格加仓 |
买入 |
5.645639999999999 |
100.0 |
¥565 |
加仓 |
| 2021-09-09 |
网格止盈 |
卖出 |
6.8931000000000004 |
213900.0 |
¥1.47M |
止盈触发 |
| 2021-09-13 |
网格首格 |
买入 |
6.61661 |
220200.0 |
¥1.46M |
|
| 2021-09-22 |
网格止盈 |
卖出 |
7.34265 |
220200.0 |
¥1.62M |
止盈触发 |
| 2021-09-24 |
网格首格 |
买入 |
7.817809999999999 |
208600.0 |
¥1.63M |
|
| 2021-09-27 |
网格加仓 |
买入 |
7.587579999999999 |
200.0 |
¥1,518 |
加仓 |
| 2021-10-08 |
网格止盈 |
卖出 |
8.74125 |
208800.0 |
¥1.82M |
止盈触发 |
| 2021-10-12 |
网格首格 |
买入 |
7.15715 |
249100.0 |
¥1.78M |
|
| 2021-10-13 |
网格加仓 |
买入 |
6.776769999999999 |
6000.0 |
¥4.1万 |
加仓 |
| 2021-10-14 |
网格加仓 |
买入 |
6.6065999999999985 |
100.0 |
¥661 |
加仓 |
| 2022-07-13 |
网格止盈 |
卖出 |
7.3726199999999995 |
255200.0 |
¥1.88M |
止盈触发 |
| 2022-07-15 |
网格首格 |
买入 |
7.217209999999999 |
259600.0 |
¥1.87M |
|
| 2022-07-22 |
网格加仓 |
买入 |
7.057049999999999 |
900.0 |
¥6,353 |
加仓 |
| 2022-09-05 |
网格止盈 |
卖出 |
7.44255 |
260500.0 |
¥1.94M |
止盈触发 |
| 2022-09-16 |
网格首格 |
买入 |
7.38 |
261800.0 |
¥1.93M |
|
| 2022-09-20 |
网格加仓 |
买入 |
7.17717 |
800.0 |
¥5,743 |
加仓 |
| 2023-05-30 |
网格止盈 |
卖出 |
7.64235 |
262600.0 |
¥2.01M |
止盈触发 |
| 2023-06-01 |
网格首格 |
买入 |
7.507499999999999 |
266600.0 |
¥2.00M |
|
| 2023-06-05 |
网格加仓 |
买入 |
7.277269999999999 |
600.0 |
¥4,368 |
加仓 |
| 2023-11-02 |
网格止盈 |
卖出 |
7.8021899999999995 |
267200.0 |
¥2.08M |
止盈触发 |
| 2023-12-29 |
网格首格 |
买入 |
8.6086 |
239800.0 |
¥2.06M |
|
| 2024-01-04 |
网格止盈 |
卖出 |
8.85114 |
239800.0 |
¥2.12M |
止盈触发 |
| 2024-01-09 |
网格首格 |
买入 |
8.73 |
243800.0 |
¥2.13M |
|
| 2024-01-12 |
网格加仓 |
买入 |
8.438429999999999 |
1400.0 |
¥1.2万 |
加仓 |
| 2024-02-07 |
网格止盈 |
卖出 |
9.02097 |
245200.0 |
¥2.21M |
止盈触发 |
| 2024-02-27 |
网格首格 |
买入 |
9.13913 |
235700.0 |
¥2.15M |
|
| 2024-03-05 |
网格止盈 |
卖出 |
9.57042 |
235700.0 |
¥2.26M |
止盈触发 |
| 2024-03-13 |
网格首格 |
买入 |
9.439429999999998 |
243500.0 |
¥2.30M |
|
| 2024-04-12 |
网格止盈 |
卖出 |
9.77022 |
243500.0 |
¥2.38M |
止盈触发 |
| 2024-04-23 |
网格首格 |
买入 |
9.73973 |
244100.0 |
¥2.38M |
|
| 2024-05-08 |
网格加仓 |
买入 |
9.38938 |
1300.0 |
¥1.2万 |
加仓 |
| 2024-06-04 |
网格止盈 |
卖出 |
10.259729999999998 |
245400.0 |
¥2.52M |
止盈触发 |
| 2024-06-17 |
网格首格 |
买入 |
10.510499999999999 |
238700.0 |
¥2.51M |
|
| 2024-07-02 |
网格止盈 |
卖出 |
11.03895 |
238700.0 |
¥2.63M |
止盈触发 |
| 2024-07-29 |
网格首格 |
买入 |
11.631619999999998 |
225800.0 |
¥2.63M |
|
| 2024-08-23 |
网格止盈 |
卖出 |
12.22776 |
225800.0 |
¥2.76M |
止盈触发 |
| 2024-08-26 |
网格首格 |
买入 |
11.74173 |
234800.0 |
¥2.76M |
|
| 2024-08-30 |
网格加仓 |
买入 |
11.131119999999997 |
1500.0 |
¥1.7万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
10.94 |
236300 |
¥2.58M |
回测结束强平 |