600031 三一重工 — 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: ¥1.93M
策略: 网格交易
K线 & 交易信号（策略收益 +93.48%）
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 32 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 |
2015-02-27 |
8.070480417999999 |
8.62137 |
¥6.8万 |
+6.79% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-17 |
8.390896514000001 |
8.71 |
¥4.0万 |
+3.77% |
网格止盈 |
| 3 |
2015-03-25 |
2015-03-27 |
9.181923751 |
9.530460000000001 |
¥4.2万 |
+3.76% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-09 |
10.133159035999999 |
10.439549999999997 |
¥3.4万 |
+2.99% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-14 |
10.013002999999998 |
10.509480000000002 |
¥5.8万 |
+4.93% |
网格止盈 |
| 6 |
2015-04-15 |
2015-04-20 |
10.588092821620307 |
11.17881 |
¥6.9万 |
+5.55% |
网格止盈 |
| 7 |
2015-04-21 |
2015-05-26 |
11.44756387730332 |
13.106879999999999 |
¥18.9万 |
+14.46% |
网格止盈 |
| 8 |
2015-05-29 |
2015-06-02 |
12.946812879 |
13.356629999999997 |
¥4.7万 |
+3.13% |
网格止盈 |
| 9 |
2015-06-03 |
2015-06-15 |
13.291159926852966 |
13.8861 |
¥6.9万 |
+4.44% |
网格止盈 |
| 10 |
2015-06-16 |
2019-04-09 |
13.078614682986235 |
13.6863 |
¥7.5万 |
+4.62% |
网格止盈 |
| 11 |
2019-04-12 |
2019-07-19 |
13.16238098019081 |
13.6863 |
¥6.7万 |
+3.95% |
网格止盈 |
| 12 |
2019-08-01 |
2019-09-06 |
14.147735827850122 |
14.5854 |
¥5.4万 |
+3.06% |
网格止盈 |
| 13 |
2019-09-12 |
2019-12-06 |
14.618110870852986 |
15.33465 |
¥8.8万 |
+4.87% |
网格止盈 |
| 14 |
2019-12-16 |
2019-12-26 |
15.770479725 |
16.55343 |
¥9.4万 |
+4.93% |
网格止盈 |
| 15 |
2020-01-07 |
2020-03-03 |
17.22236516 |
19.2807 |
¥23.7万 |
+11.92% |
网格止盈 |
| 16 |
2020-03-04 |
2020-04-08 |
18.31929498659737 |
18.93105 |
¥7.4万 |
+3.31% |
网格止盈 |
| 17 |
2020-04-16 |
2020-04-21 |
19.054744708999998 |
19.440540000000002 |
¥4.5万 |
+1.99% |
网格止盈 |
| 18 |
2020-04-22 |
2020-05-07 |
19.32509579 |
20.129849999999998 |
¥9.6万 |
+4.13% |
网格止盈 |
| 19 |
2020-05-14 |
2020-07-07 |
20.150974551044513 |
21.478499999999997 |
¥16.0万 |
+6.56% |
网格止盈 |
| 20 |
2020-07-08 |
2020-07-14 |
20.856255 |
21.578400000000002 |
¥8.9万 |
+3.43% |
网格止盈 |
| 21 |
2020-07-17 |
2020-07-21 |
20.516643147 |
22.76721 |
¥29.4万 |
+10.94% |
网格止盈 |
| 22 |
2020-07-23 |
2020-08-26 |
21.599433982273315 |
22.39758 |
¥10.9万 |
+3.66% |
网格止盈 |
| 23 |
2020-09-09 |
2020-09-16 |
23.036908999999998 |
23.876099999999997 |
¥11.0万 |
+3.61% |
网格止盈 |
| 24 |
2020-09-29 |
2020-10-12 |
24.83224744 |
25.58 |
¥9.6万 |
+2.98% |
网格止盈 |
| 25 |
2020-10-16 |
2020-11-12 |
27.305434334838708 |
28.281689999999998 |
¥11.7万 |
+3.54% |
网格止盈 |
| 26 |
2020-11-19 |
2020-11-23 |
27.555784255999995 |
29.08 |
¥18.8万 |
+5.50% |
网格止盈 |
| 27 |
2020-11-26 |
2020-11-30 |
29.318072783999998 |
31.04892 |
¥21.1万 |
+5.87% |
网格止盈 |
| 28 |
2020-12-04 |
2020-12-24 |
31.54095945 |
32.767199999999995 |
¥14.6万 |
+3.86% |
网格止盈 |
| 29 |
2021-01-05 |
2021-01-06 |
34.554873353 |
36.54342 |
¥22.4万 |
+5.72% |
网格止盈 |
| 30 |
2021-01-12 |
2021-01-13 |
41.06332530299999 |
45.654300000000006 |
¥45.6万 |
+11.15% |
网格止盈 |
| 31 |
2021-01-14 |
2021-02-10 |
43.91019808789981 |
47.03292 |
¥32.9万 |
+7.08% |
网格止盈 |
| 32 |
2021-02-19 |
2026-11-13 |
47.1089603245625 |
18.32 |
¥-3.04M |
-61.12% |
强平 |
逐笔成交记录（共 80 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 |
8.06806 |
123600.0 |
¥99.8万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
8.62137 |
123600.0 |
¥1.07M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
8.38838 |
126800.0 |
¥1.06M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
8.71 |
126800.0 |
¥1.10M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
9.17917 |
120400.0 |
¥1.11M |
|
| 2015-03-27 |
网格止盈 |
卖出 |
9.530460000000001 |
120400.0 |
¥1.15M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
10.130119999999998 |
113100.0 |
¥1.15M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
10.439549999999997 |
113100.0 |
¥1.18M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
10.009999999999998 |
117200.0 |
¥1.17M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
10.509480000000002 |
117200.0 |
¥1.23M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
10.59058 |
115900.0 |
¥1.23M |
|
| 2015-04-16 |
网格加仓 |
买入 |
10.08007 |
1300.0 |
¥1.3万 |
加仓 |
| 2015-04-20 |
网格止盈 |
卖出 |
11.17881 |
117200.0 |
¥1.31M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
11.461449999999997 |
112100.0 |
¥1.29M |
|
| 2015-04-29 |
网格加仓 |
买入 |
10.6 |
2300.0 |
¥2.4万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
13.106879999999999 |
114400.0 |
¥1.50M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
12.942929999999999 |
115700.0 |
¥1.50M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
13.356629999999997 |
115700.0 |
¥1.54M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
13.29 |
115800.0 |
¥1.54M |
|
| 2015-06-05 |
网格加仓 |
买入 |
12.632619999999998 |
500.0 |
¥6,318 |
加仓 |
| 2015-06-15 |
网格止盈 |
卖出 |
13.8861 |
116300.0 |
¥1.61M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
13.09 |
121100.0 |
¥1.59M |
|
| 2015-06-17 |
网格加仓 |
买入 |
12.302289999999998 |
2400.0 |
¥3.0万 |
加仓 |
| 2019-04-09 |
网格止盈 |
卖出 |
13.6863 |
123500.0 |
¥1.69M |
止盈触发 |
| 2019-04-12 |
网格首格 |
买入 |
13.163149999999998 |
127800.0 |
¥1.68M |
|
| 2019-04-23 |
网格加仓 |
买入 |
12.24223 |
500.0 |
¥6,123 |
加仓 |
| 2019-05-07 |
网格加仓 |
买入 |
11.711699999999999 |
100.0 |
¥1,172 |
加仓 |
| 2019-07-19 |
网格止盈 |
卖出 |
13.6863 |
128400.0 |
¥1.76M |
止盈触发 |
| 2019-08-01 |
网格首格 |
买入 |
14.144129999999999 |
124000.0 |
¥1.75M |
|
| 2019-08-06 |
网格加仓 |
买入 |
13.353339999999998 |
100.0 |
¥1,336 |
加仓 |
| 2019-09-06 |
网格止盈 |
卖出 |
14.5854 |
124100.0 |
¥1.81M |
止盈触发 |
| 2019-09-12 |
网格首格 |
买入 |
14.614599999999996 |
123600.0 |
¥1.81M |
|
| 2019-10-25 |
网格加仓 |
买入 |
14.07406 |
200.0 |
¥2,816 |
加仓 |
| 2019-12-06 |
网格止盈 |
卖出 |
15.33465 |
123800.0 |
¥1.90M |
止盈触发 |
| 2019-12-16 |
网格首格 |
买入 |
15.765749999999999 |
120300.0 |
¥1.90M |
|
| 2019-12-26 |
网格止盈 |
卖出 |
16.55343 |
120300.0 |
¥1.99M |
止盈触发 |
| 2020-01-07 |
网格首格 |
买入 |
17.2172 |
115600.0 |
¥1.99M |
|
| 2020-03-03 |
网格止盈 |
卖出 |
19.2807 |
115600.0 |
¥2.23M |
止盈触发 |
| 2020-03-04 |
网格首格 |
买入 |
18.32831 |
120200.0 |
¥2.20M |
|
| 2020-03-10 |
网格加仓 |
买入 |
17.267249999999997 |
1400.0 |
¥2.4万 |
加仓 |
| 2020-03-17 |
网格加仓 |
买入 |
15.525509999999999 |
100.0 |
¥1,553 |
加仓 |
| 2020-04-08 |
网格止盈 |
卖出 |
18.93105 |
121700.0 |
¥2.30M |
止盈触发 |
| 2020-04-16 |
网格首格 |
买入 |
19.04903 |
119500.0 |
¥2.28M |
|
| 2020-04-21 |
网格止盈 |
卖出 |
19.440540000000002 |
119500.0 |
¥2.32M |
止盈触发 |
| 2020-04-22 |
网格首格 |
买入 |
19.3193 |
120000.0 |
¥2.32M |
|
| 2020-05-07 |
网格止盈 |
卖出 |
20.129849999999998 |
120000.0 |
¥2.41M |
止盈触发 |
| 2020-05-14 |
网格首格 |
买入 |
20.150129999999997 |
119900.0 |
¥2.42M |
|
| 2020-05-18 |
网格加仓 |
买入 |
19.699679999999997 |
1400.0 |
¥2.8万 |
加仓 |
| 2020-07-07 |
网格止盈 |
卖出 |
21.478499999999997 |
121300.0 |
¥2.60M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
20.85 |
124500.0 |
¥2.60M |
|
| 2020-07-14 |
网格止盈 |
卖出 |
21.578400000000002 |
124500.0 |
¥2.69M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
20.510489999999997 |
131200.0 |
¥2.69M |
|
| 2020-07-21 |
网格止盈 |
卖出 |
22.76721 |
131200.0 |
¥2.99M |
止盈触发 |
| 2020-07-23 |
网格首格 |
买入 |
21.601579999999995 |
136600.0 |
¥2.95M |
|
| 2020-08-12 |
网格加仓 |
买入 |
20.9 |
1700.0 |
¥3.6万 |
加仓 |
| 2020-08-26 |
网格止盈 |
卖出 |
22.39758 |
138300.0 |
¥3.10M |
止盈触发 |
| 2020-09-09 |
网格首格 |
买入 |
23.03 |
132000.0 |
¥3.04M |
|
| 2020-09-16 |
网格止盈 |
卖出 |
23.876099999999997 |
132000.0 |
¥3.15M |
止盈触发 |
| 2020-09-29 |
网格首格 |
买入 |
24.8248 |
129100.0 |
¥3.21M |
|
| 2020-10-12 |
网格止盈 |
卖出 |
25.58 |
129100.0 |
¥3.30M |
止盈触发 |
| 2020-10-16 |
网格首格 |
买入 |
27.327299999999997 |
119800.0 |
¥3.27M |
|
| 2020-10-26 |
网格加仓 |
买入 |
24.023999999999997 |
1100.0 |
¥2.6万 |
加仓 |
| 2020-11-12 |
网格止盈 |
卖出 |
28.281689999999998 |
120900.0 |
¥3.42M |
止盈触发 |
| 2020-11-19 |
网格首格 |
买入 |
27.547519999999995 |
123900.0 |
¥3.41M |
|
| 2020-11-23 |
网格止盈 |
卖出 |
29.08 |
123900.0 |
¥3.60M |
止盈触发 |
| 2020-11-26 |
网格首格 |
买入 |
29.309279999999998 |
122600.0 |
¥3.59M |
|
| 2020-11-30 |
网格止盈 |
卖出 |
31.04892 |
122600.0 |
¥3.81M |
止盈触发 |
| 2020-12-04 |
网格首格 |
买入 |
31.531499999999998 |
120200.0 |
¥3.79M |
|
| 2020-12-24 |
网格止盈 |
卖出 |
32.767199999999995 |
120200.0 |
¥3.94M |
止盈触发 |
| 2021-01-05 |
网格首格 |
买入 |
34.544509999999995 |
113500.0 |
¥3.92M |
|
| 2021-01-06 |
网格止盈 |
卖出 |
36.54342 |
113500.0 |
¥4.15M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
41.05100999999999 |
99700.0 |
¥4.09M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
45.654300000000006 |
99700.0 |
¥4.55M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
43.92388 |
104700.0 |
¥4.60M |
|
| 2021-01-15 |
网格加仓 |
买入 |
41.34129999999999 |
1100.0 |
¥4.5万 |
加仓 |
| 2021-02-10 |
网格止盈 |
卖出 |
47.03292 |
105800.0 |
¥4.97M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
47.10706 |
105100.0 |
¥4.95M |
|
| 2021-02-22 |
网格加仓 |
买入 |
44.84479999999999 |
400.0 |
¥1.8万 |
加仓 |
| 2021-02-23 |
网格加仓 |
买入 |
43.243199999999995 |
100.0 |
¥4,326 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
18.32 |
105600 |
¥1.93M |
回测结束强平 |