600027 华电国际 — 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: ¥1.06M
策略: 网格交易
K线 & 交易信号(策略收益 +6.19%)
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 14 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 |
2015-03-18 |
5.866760674061033 |
6.2937 |
¥7.2万 |
+7.25% |
网格止盈 |
| 2 |
2015-03-26 |
2015-03-31 |
6.658646995 |
7.022970000000001 |
¥5.8万 |
+5.44% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-07 |
6.808842039999999 |
7.14285 |
¥5.5万 |
+4.87% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-14 |
6.778803030999999 |
7.1628300000000005 |
¥6.6万 |
+5.63% |
网格止盈 |
| 5 |
2015-04-16 |
2015-04-20 |
7.459687235 |
7.8921 |
¥7.2万 |
+5.76% |
网格止盈 |
| 6 |
2015-04-21 |
2015-04-23 |
8.11053243 |
8.931059999999999 |
¥13.2万 |
+10.08% |
网格止盈 |
| 7 |
2015-04-30 |
2015-05-04 |
8.420935523 |
8.77 |
¥6.0万 |
+4.11% |
网格止盈 |
| 8 |
2015-05-06 |
2015-05-28 |
9.052715329046054 |
9.53046 |
¥7.9万 |
+5.25% |
网格止盈 |
| 9 |
2015-05-29 |
2015-06-02 |
8.621195582999999 |
9.290700000000001 |
¥12.2万 |
+7.73% |
网格止盈 |
| 10 |
2015-06-03 |
2015-06-09 |
9.302079786999997 |
9.87012 |
¥10.4万 |
+6.07% |
网格止盈 |
| 11 |
2015-06-11 |
2015-06-15 |
9.622495883 |
10.009979999999999 |
¥7.2万 |
+4.00% |
网格止盈 |
| 12 |
2015-06-16 |
2015-06-18 |
10.076623401653704 |
10.709280000000001 |
¥11.8万 |
+6.25% |
网格止盈 |
| 13 |
2015-06-19 |
2015-06-25 |
9.73456001541279 |
10.4895 |
¥15.5万 |
+7.72% |
网格止盈 |
| 14 |
2015-07-01 |
2026-11-13 |
10.580093291118278 |
5.19 |
¥-1.10M |
-50.96% |
强平 |
逐笔成交记录(共 35 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 |
5.86586 |
170000.0 |
¥99.7万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
5.5 |
400.0 |
¥2,201 |
加仓 |
| 2015-03-18 |
网格止盈 |
卖出 |
6.2937 |
170400.0 |
¥1.07M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
6.65665 |
159500.0 |
¥1.06M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
7.022970000000001 |
159500.0 |
¥1.12M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
6.806799999999999 |
165600.0 |
¥1.13M |
|
| 2015-04-07 |
网格止盈 |
卖出 |
7.14285 |
165600.0 |
¥1.18M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
6.776769999999999 |
172900.0 |
¥1.17M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
7.1628300000000005 |
172900.0 |
¥1.24M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
7.457450000000001 |
166900.0 |
¥1.25M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
7.8921 |
166900.0 |
¥1.32M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
8.108099999999999 |
161000.0 |
¥1.31M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
8.931059999999999 |
161000.0 |
¥1.44M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
8.41841 |
172300.0 |
¥1.45M |
|
| 2015-05-04 |
网格止盈 |
卖出 |
8.77 |
172300.0 |
¥1.51M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
9.05905 |
163100.0 |
¥1.48M |
|
| 2015-05-07 |
网格加仓 |
买入 |
8.69 |
4100.0 |
¥3.6万 |
加仓 |
| 2015-05-28 |
网格止盈 |
卖出 |
9.53046 |
167200.0 |
¥1.59M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
8.618609999999999 |
182700.0 |
¥1.58M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
9.290700000000001 |
182700.0 |
¥1.70M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
9.299289999999997 |
184000.0 |
¥1.71M |
|
| 2015-06-09 |
网格止盈 |
卖出 |
9.87012 |
184000.0 |
¥1.82M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
9.619609999999998 |
187100.0 |
¥1.80M |
|
| 2015-06-15 |
网格止盈 |
卖出 |
10.009979999999999 |
187100.0 |
¥1.87M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
10.08 |
185300.0 |
¥1.87M |
|
| 2015-06-17 |
网格加仓 |
买入 |
9.579569999999999 |
2400.0 |
¥2.3万 |
加仓 |
| 2015-06-18 |
网格止盈 |
卖出 |
10.709280000000001 |
187700.0 |
¥2.01M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
9.769759999999998 |
193300.0 |
¥1.89M |
|
| 2015-06-23 |
网格加仓 |
买入 |
9.16916 |
13100.0 |
¥12.0万 |
加仓 |
| 2015-06-25 |
网格止盈 |
卖出 |
10.4895 |
206400.0 |
¥2.16M |
止盈触发 |
| 2015-07-01 |
网格首格 |
买入 |
10.64063 |
194000.0 |
¥2.06M |
|
| 2015-07-02 |
网格加仓 |
买入 |
9.5095 |
9900.0 |
¥9.4万 |
加仓 |
| 2015-07-03 |
网格加仓 |
买入 |
8.118109999999998 |
600.0 |
¥4,872 |
加仓 |
| 2015-07-07 |
网格加仓 |
买入 |
7.4074 |
100.0 |
¥741 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
5.19 |
204600 |
¥1.06M |
回测结束强平 |