600026 中远海能 — 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: ¥2.07M
策略: 网格交易
K线 & 交易信号(策略收益 +106.91%)
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 18 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 |
2015-03-03 |
7.720234078313513 |
7.932060000000001 |
¥2.7万 |
+2.71% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-16 |
8.009676027707489 |
8.4915 |
¥6.1万 |
+5.98% |
网格止盈 |
| 3 |
2015-03-25 |
2015-04-08 |
9.132738999999999 |
9.720270000000001 |
¥6.9万 |
+6.40% |
网格止盈 |
| 4 |
2015-04-09 |
2015-04-13 |
9.582443870999997 |
10.0899 |
¥6.1万 |
+5.26% |
网格止盈 |
| 5 |
2015-04-14 |
2015-04-17 |
10.193237053999997 |
10.769219999999999 |
¥6.8万 |
+5.62% |
网格止盈 |
| 6 |
2015-04-21 |
2015-04-28 |
11.715213509999998 |
13.00698 |
¥13.8万 |
+10.99% |
网格止盈 |
| 7 |
2015-04-30 |
2022-08-02 |
13.008966651959817 |
13.536450000000002 |
¥5.7万 |
+4.02% |
网格止盈 |
| 8 |
2022-08-03 |
2022-08-17 |
13.01123367442054 |
14.53545 |
¥17.3万 |
+11.68% |
网格止盈 |
| 9 |
2022-08-29 |
2022-09-06 |
15.142280589849952 |
16.5834 |
¥15.7万 |
+9.48% |
网格止盈 |
| 10 |
2022-09-07 |
2022-09-22 |
17.561661253897185 |
19.02096 |
¥15.0万 |
+8.28% |
网格止盈 |
| 11 |
2022-09-23 |
2022-10-20 |
19.579597946091816 |
21.01896 |
¥14.4万 |
+7.32% |
网格止盈 |
| 12 |
2022-10-21 |
2026-02-27 |
19.587641385870697 |
20.4795 |
¥9.5万 |
+4.52% |
网格止盈 |
| 13 |
2026-03-05 |
2026-03-06 |
23.099997920999996 |
24.46551 |
¥12.5万 |
+5.88% |
网格止盈 |
| 14 |
2026-03-10 |
2026-03-11 |
21.62808648 |
23.14683 |
¥15.4万 |
+6.99% |
网格止盈 |
| 15 |
2026-03-12 |
2026-03-17 |
22.589334768 |
23.94603 |
¥14.7万 |
+5.97% |
网格止盈 |
| 16 |
2026-03-18 |
2026-03-19 |
23.140049933 |
24.94503 |
¥20.3万 |
+7.77% |
网格止盈 |
| 17 |
2026-03-23 |
2026-03-25 |
23.520544046999998 |
26.673299999999998 |
¥37.8万 |
+13.37% |
网格止盈 |
| 18 |
2026-03-26 |
2026-11-13 |
25.331857910101103 |
16.34 |
¥-1.14M |
-35.52% |
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 |
| 2015-02-04 |
网格首格 |
买入 |
7.727719999999999 |
127900.0 |
¥98.9万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
6.91691 |
1500.0 |
¥1.0万 |
加仓 |
| 2015-02-10 |
网格加仓 |
买入 |
7.197190000000001 |
100.0 |
¥720 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
7.932060000000001 |
129500.0 |
¥1.03M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
8.008 |
127900.0 |
¥1.02M |
|
| 2015-03-06 |
网格加仓 |
买入 |
7.69769 |
300.0 |
¥2,310 |
加仓 |
| 2015-03-16 |
网格止盈 |
卖出 |
8.4915 |
128200.0 |
¥1.09M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
9.13 |
118700.0 |
¥1.08M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
9.720270000000001 |
118700.0 |
¥1.15M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
9.579569999999999 |
120600.0 |
¥1.16M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
10.0899 |
120600.0 |
¥1.22M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
10.190179999999998 |
119400.0 |
¥1.22M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
10.769219999999999 |
119400.0 |
¥1.29M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
11.711699999999997 |
106900.0 |
¥1.25M |
|
| 2015-04-28 |
网格止盈 |
卖出 |
13.00698 |
106900.0 |
¥1.39M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
13.012999999999998 |
108100.0 |
¥1.41M |
|
| 2015-05-05 |
网格加仓 |
买入 |
12.39238 |
1400.0 |
¥1.7万 |
加仓 |
| 2022-08-02 |
网格止盈 |
卖出 |
13.536450000000002 |
109500.0 |
¥1.48M |
止盈触发 |
| 2022-08-03 |
网格首格 |
买入 |
13.012999999999998 |
112400.0 |
¥1.46M |
|
| 2022-08-04 |
网格加仓 |
买入 |
12.58257 |
1500.0 |
¥1.9万 |
加仓 |
| 2022-08-17 |
网格止盈 |
卖出 |
14.53545 |
113900.0 |
¥1.66M |
止盈触发 |
| 2022-08-29 |
网格首格 |
买入 |
15.15514 |
107300.0 |
¥1.63M |
|
| 2022-09-01 |
网格加仓 |
买入 |
14.204189999999999 |
2000.0 |
¥2.8万 |
加仓 |
| 2022-09-06 |
网格止盈 |
卖出 |
16.5834 |
109300.0 |
¥1.81M |
止盈触发 |
| 2022-09-07 |
网格首格 |
买入 |
17.557539999999996 |
103000.0 |
¥1.81M |
|
| 2022-09-14 |
网格加仓 |
买入 |
16.37636 |
100.0 |
¥1,638 |
加仓 |
| 2022-09-22 |
网格止盈 |
卖出 |
19.02096 |
103100.0 |
¥1.96M |
止盈触发 |
| 2022-09-23 |
网格首格 |
买入 |
19.579559999999997 |
99800.0 |
¥1.95M |
|
| 2022-09-26 |
网格加仓 |
买入 |
18.017999999999997 |
300.0 |
¥5,407 |
加仓 |
| 2022-09-27 |
网格加仓 |
买入 |
18.418399999999995 |
100.0 |
¥1,842 |
加仓 |
| 2022-10-20 |
网格止盈 |
卖出 |
21.01896 |
100200.0 |
¥2.11M |
止盈触发 |
| 2022-10-21 |
网格首格 |
买入 |
19.599579999999996 |
105900.0 |
¥2.08M |
|
| 2022-10-25 |
网格加仓 |
买入 |
18.72871 |
1500.0 |
¥2.8万 |
加仓 |
| 2022-12-07 |
网格加仓 |
买入 |
13.513499999999999 |
100.0 |
¥1,352 |
加仓 |
| 2026-02-27 |
网格止盈 |
卖出 |
20.4795 |
107500.0 |
¥2.20M |
止盈触发 |
| 2026-03-05 |
网格首格 |
买入 |
23.093069999999994 |
92200.0 |
¥2.13M |
|
| 2026-03-06 |
网格止盈 |
卖出 |
24.46551 |
92200.0 |
¥2.26M |
止盈触发 |
| 2026-03-10 |
网格首格 |
买入 |
21.6216 |
102000.0 |
¥2.21M |
|
| 2026-03-11 |
网格止盈 |
卖出 |
23.14683 |
102000.0 |
¥2.36M |
止盈触发 |
| 2026-03-12 |
网格首格 |
买入 |
22.582559999999997 |
108600.0 |
¥2.45M |
|
| 2026-03-17 |
网格止盈 |
卖出 |
23.94603 |
108600.0 |
¥2.60M |
止盈触发 |
| 2026-03-18 |
网格首格 |
买入 |
23.13311 |
112700.0 |
¥2.61M |
|
| 2026-03-19 |
网格止盈 |
卖出 |
24.94503 |
112700.0 |
¥2.81M |
止盈触发 |
| 2026-03-23 |
网格首格 |
买入 |
23.513489999999997 |
120200.0 |
¥2.83M |
|
| 2026-03-25 |
网格止盈 |
卖出 |
26.673299999999998 |
120200.0 |
¥3.21M |
止盈触发 |
| 2026-03-26 |
网格首格 |
买入 |
25.33 |
126200.0 |
¥3.20M |
|
| 2026-03-27 |
网格加仓 |
买入 |
23.513489999999997 |
400.0 |
¥9,408 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
16.34 |
126600 |
¥2.07M |
回测结束强平 |