600036 招商银行 — 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: ¥3.05M
策略: 网格交易
K线 & 交易信号（策略收益 +204.63%）
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 33 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 |
2015-03-13 |
14.618984379999997 |
15.15483 |
¥3.6万 |
+3.63% |
网格止盈 |
| 2 |
2015-03-26 |
2015-03-31 |
15.099608523999997 |
15.93405 |
¥5.6万 |
+5.49% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-14 |
15.610271676999998 |
17.95203 |
¥16.3万 |
+14.97% |
网格止盈 |
| 4 |
2015-04-24 |
2015-04-30 |
17.903249363999997 |
18.4815 |
¥3.9万 |
+3.20% |
网格止盈 |
| 5 |
2015-05-04 |
2015-05-26 |
18.252814738126936 |
19.22076 |
¥6.8万 |
+5.27% |
网格止盈 |
| 6 |
2015-06-01 |
2015-06-02 |
17.943301375999997 |
18.80118 |
¥6.4万 |
+4.75% |
网格止盈 |
| 7 |
2015-06-08 |
2015-06-09 |
20.066058011999996 |
21.12885 |
¥7.5万 |
+5.26% |
网格止盈 |
| 8 |
2015-06-10 |
2017-05-24 |
20.518708670842898 |
21.79818 |
¥9.3万 |
+6.20% |
网格止盈 |
| 9 |
2017-06-05 |
2017-06-09 |
21.958515578999997 |
22.72725 |
¥5.5万 |
+3.47% |
网格止盈 |
| 10 |
2017-06-14 |
2017-06-23 |
21.747253088826085 |
22.58739 |
¥6.3万 |
+3.83% |
网格止盈 |
| 11 |
2017-06-27 |
2017-06-28 |
22.969828882 |
24.08589 |
¥8.2万 |
+4.83% |
网格止盈 |
| 12 |
2017-07-04 |
2017-07-13 |
23.540570053 |
24.31566 |
¥5.8万 |
+3.26% |
网格止盈 |
| 13 |
2017-07-19 |
2017-07-20 |
24.471779332 |
25.074900000000003 |
¥4.5万 |
+2.43% |
网格止盈 |
| 14 |
2017-07-24 |
2017-07-25 |
24.802208430999997 |
25.7742 |
¥7.4万 |
+3.89% |
网格止盈 |
| 15 |
2017-08-04 |
2017-08-25 |
25.900296707436265 |
26.8 |
¥6.8万 |
+3.44% |
网格止盈 |
| 16 |
2017-09-01 |
2017-10-30 |
26.77216821807086 |
27.82215 |
¥7.9万 |
+3.89% |
网格止盈 |
| 17 |
2017-11-01 |
2017-11-15 |
27.145251132999995 |
27.76221 |
¥4.7万 |
+2.24% |
网格止盈 |
| 18 |
2017-11-27 |
2018-01-12 |
29.890416035479994 |
31.088879999999996 |
¥8.6万 |
+3.98% |
网格止盈 |
| 19 |
2018-01-26 |
2018-02-02 |
33.23315695699999 |
34.00596 |
¥5.1万 |
+2.29% |
网格止盈 |
| 20 |
2018-02-08 |
2019-04-01 |
31.965713537038827 |
34.165800000000004 |
¥15.8万 |
+6.85% |
网格止盈 |
| 21 |
2019-04-12 |
2019-04-17 |
34.90532845799999 |
35.85411 |
¥6.6万 |
+2.69% |
网格止盈 |
| 22 |
2019-04-23 |
2019-04-25 |
34.74512041 |
35.31465 |
¥4.0万 |
+1.61% |
网格止盈 |
| 23 |
2019-04-30 |
2019-06-19 |
34.574751118040375 |
36.95301 |
¥17.6万 |
+6.85% |
网格止盈 |
| 24 |
2019-06-26 |
2019-06-28 |
35.115601520999995 |
36.31365 |
¥9.0万 |
+3.38% |
网格止盈 |
| 25 |
2019-07-02 |
2019-11-07 |
36.927673623661015 |
38.09187 |
¥8.8万 |
+3.12% |
网格止盈 |
| 26 |
2019-11-12 |
2020-01-03 |
37.35734899699872 |
38.92 |
¥12.1万 |
+4.15% |
网格止盈 |
| 27 |
2020-01-10 |
2020-07-07 |
38.93910897091048 |
41.758199999999995 |
¥21.9万 |
+7.21% |
网格止盈 |
| 28 |
2020-07-08 |
2020-11-05 |
40.928746522402754 |
43.0569 |
¥16.9万 |
+5.17% |
网格止盈 |
| 29 |
2020-11-17 |
2020-11-19 |
43.055912899999996 |
44.48547 |
¥11.3万 |
+3.29% |
网格止盈 |
| 30 |
2020-12-02 |
2021-01-12 |
46.04586061529999 |
48.50145 |
¥18.8万 |
+5.30% |
网格止盈 |
| 31 |
2021-01-25 |
2021-02-04 |
51.16644532999999 |
52.81713 |
¥11.8万 |
+3.20% |
网格止盈 |
| 32 |
2021-02-19 |
2021-05-26 |
55.71902885753255 |
57.61 |
¥12.9万 |
+3.36% |
网格止盈 |
| 33 |
2021-06-04 |
2026-11-13 |
56.110510319050775 |
42.93 |
¥-93.5万 |
-23.51% |
强平 |
逐笔成交记录（共 83 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 |
14.614599999999998 |
68400.0 |
¥100.0万 |
|
| 2015-03-13 |
网格止盈 |
卖出 |
15.15483 |
68400.0 |
¥1.04M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
15.095079999999998 |
68100.0 |
¥1.03M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
15.93405 |
68100.0 |
¥1.08M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
15.60559 |
69900.0 |
¥1.09M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
17.95203 |
69900.0 |
¥1.25M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
17.897879999999997 |
68900.0 |
¥1.23M |
|
| 2015-04-30 |
网格止盈 |
卖出 |
18.4815 |
68900.0 |
¥1.27M |
止盈触发 |
| 2015-05-04 |
网格首格 |
买入 |
18.24823 |
70800.0 |
¥1.29M |
|
| 2015-05-06 |
网格加仓 |
买入 |
17.6176 |
100.0 |
¥1,762 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
19.22076 |
70900.0 |
¥1.36M |
止盈触发 |
| 2015-06-01 |
网格首格 |
买入 |
17.93792 |
75200.0 |
¥1.35M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
18.80118 |
75200.0 |
¥1.41M |
止盈触发 |
| 2015-06-08 |
网格首格 |
买入 |
20.060039999999997 |
71100.0 |
¥1.43M |
|
| 2015-06-09 |
网格止盈 |
卖出 |
21.12885 |
71100.0 |
¥1.50M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
20.53051 |
71900.0 |
¥1.48M |
|
| 2015-06-16 |
网格加仓 |
买入 |
19.519499999999997 |
1300.0 |
¥2.5万 |
加仓 |
| 2017-05-24 |
网格止盈 |
卖出 |
21.79818 |
73200.0 |
¥1.60M |
止盈触发 |
| 2017-06-05 |
网格首格 |
买入 |
21.951929999999997 |
71700.0 |
¥1.57M |
|
| 2017-06-09 |
网格止盈 |
卖出 |
22.72725 |
71700.0 |
¥1.63M |
止盈触发 |
| 2017-06-14 |
网格首格 |
买入 |
21.771749999999997 |
73100.0 |
¥1.59M |
|
| 2017-06-16 |
网格加仓 |
买入 |
20.930909999999997 |
2800.0 |
¥5.9万 |
加仓 |
| 2017-06-23 |
网格止盈 |
卖出 |
22.58739 |
75900.0 |
¥1.71M |
止盈触发 |
| 2017-06-27 |
网格首格 |
买入 |
22.96294 |
74100.0 |
¥1.70M |
|
| 2017-06-28 |
网格止盈 |
卖出 |
24.08589 |
74100.0 |
¥1.78M |
止盈触发 |
| 2017-07-04 |
网格首格 |
买入 |
23.53351 |
76100.0 |
¥1.79M |
|
| 2017-07-13 |
网格止盈 |
卖出 |
24.31566 |
76100.0 |
¥1.85M |
止盈触发 |
| 2017-07-19 |
网格首格 |
买入 |
24.46444 |
75300.0 |
¥1.84M |
|
| 2017-07-20 |
网格止盈 |
卖出 |
25.074900000000003 |
75300.0 |
¥1.89M |
止盈触发 |
| 2017-07-24 |
网格首格 |
买入 |
24.794769999999996 |
76500.0 |
¥1.90M |
|
| 2017-07-25 |
网格止盈 |
卖出 |
25.7742 |
76500.0 |
¥1.97M |
止盈触发 |
| 2017-08-04 |
网格首格 |
买入 |
25.89587 |
75900.0 |
¥1.97M |
|
| 2017-08-14 |
网格加仓 |
买入 |
24.624599999999997 |
200.0 |
¥4,926 |
加仓 |
| 2017-08-25 |
网格止盈 |
卖出 |
26.8 |
76100.0 |
¥2.04M |
止盈触发 |
| 2017-09-01 |
网格首格 |
买入 |
26.766739999999995 |
76000.0 |
¥2.03M |
|
| 2017-09-15 |
网格加仓 |
买入 |
25.77575 |
200.0 |
¥5,157 |
加仓 |
| 2017-10-30 |
网格止盈 |
卖出 |
27.82215 |
76200.0 |
¥2.12M |
止盈触发 |
| 2017-11-01 |
网格首格 |
买入 |
27.137109999999993 |
77900.0 |
¥2.11M |
|
| 2017-11-15 |
网格止盈 |
卖出 |
27.76221 |
77900.0 |
¥2.16M |
止盈触发 |
| 2017-11-27 |
网格首格 |
买入 |
29.88986 |
71800.0 |
¥2.15M |
|
| 2017-12-01 |
网格加仓 |
买入 |
29.018989999999995 |
700.0 |
¥2.0万 |
加仓 |
| 2018-01-12 |
网格止盈 |
卖出 |
31.088879999999996 |
72500.0 |
¥2.25M |
止盈触发 |
| 2018-01-26 |
网格首格 |
买入 |
33.223189999999995 |
67200.0 |
¥2.23M |
|
| 2018-02-02 |
网格止盈 |
卖出 |
34.00596 |
67200.0 |
¥2.28M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
31.98194999999999 |
70900.0 |
¥2.27M |
|
| 2018-02-12 |
网格加仓 |
买入 |
30.430399999999995 |
1200.0 |
¥3.7万 |
加仓 |
| 2019-04-01 |
网格止盈 |
卖出 |
34.165800000000004 |
72100.0 |
¥2.46M |
止盈触发 |
| 2019-04-12 |
网格首格 |
买入 |
34.894859999999994 |
70200.0 |
¥2.45M |
|
| 2019-04-17 |
网格止盈 |
卖出 |
35.85411 |
70200.0 |
¥2.52M |
止盈触发 |
| 2019-04-23 |
网格首格 |
买入 |
34.7347 |
72400.0 |
¥2.52M |
|
| 2019-04-25 |
网格止盈 |
卖出 |
35.31465 |
72400.0 |
¥2.56M |
止盈触发 |
| 2019-04-30 |
网格首格 |
买入 |
34.604569999999995 |
72400.0 |
¥2.51M |
|
| 2019-05-09 |
网格加仓 |
买入 |
33.032999999999994 |
1900.0 |
¥6.3万 |
加仓 |
| 2019-06-19 |
网格止盈 |
卖出 |
36.95301 |
74300.0 |
¥2.74M |
止盈触发 |
| 2019-06-26 |
网格首格 |
买入 |
35.10507 |
75700.0 |
¥2.66M |
|
| 2019-06-28 |
网格止盈 |
卖出 |
36.31365 |
75700.0 |
¥2.75M |
止盈触发 |
| 2019-07-02 |
网格首格 |
买入 |
36.92 |
76500.0 |
¥2.83M |
|
| 2019-07-09 |
网格加仓 |
买入 |
35.615579999999994 |
200.0 |
¥7,125 |
加仓 |
| 2019-11-07 |
网格止盈 |
卖出 |
38.09187 |
76700.0 |
¥2.92M |
止盈触发 |
| 2019-11-12 |
网格首格 |
买入 |
37.34731 |
78100.0 |
¥2.92M |
|
| 2019-11-25 |
网格加仓 |
买入 |
36.43639999999999 |
100.0 |
¥3,645 |
加仓 |
| 2020-01-03 |
网格止盈 |
卖出 |
38.92 |
78200.0 |
¥3.04M |
止盈触发 |
| 2020-01-10 |
网格首格 |
买入 |
38.9389 |
78000.0 |
¥3.04M |
|
| 2020-02-03 |
网格加仓 |
买入 |
33.8338 |
100.0 |
¥3,384 |
加仓 |
| 2020-02-04 |
网格加仓 |
买入 |
35.075039999999994 |
100.0 |
¥3,509 |
加仓 |
| 2020-07-07 |
网格止盈 |
卖出 |
41.758199999999995 |
78200.0 |
¥3.26M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
40.94089999999999 |
79200.0 |
¥3.24M |
|
| 2020-07-13 |
网格加仓 |
买入 |
37.04700999999999 |
500.0 |
¥1.9万 |
加仓 |
| 2020-11-05 |
网格止盈 |
卖出 |
43.0569 |
79700.0 |
¥3.43M |
止盈触发 |
| 2020-11-17 |
网格首格 |
买入 |
43.04299999999999 |
79500.0 |
¥3.42M |
|
| 2020-11-19 |
网格止盈 |
卖出 |
44.48547 |
79500.0 |
¥3.54M |
止盈触发 |
| 2020-12-02 |
网格首格 |
买入 |
46.04599999999999 |
76400.0 |
¥3.52M |
|
| 2020-12-08 |
网格加仓 |
买入 |
44.43438999999999 |
500.0 |
¥2.2万 |
加仓 |
| 2020-12-14 |
网格加仓 |
买入 |
43.363319999999995 |
100.0 |
¥4,338 |
加仓 |
| 2021-01-12 |
网格止盈 |
卖出 |
48.50145 |
77000.0 |
¥3.73M |
止盈触发 |
| 2021-01-25 |
网格首格 |
买入 |
51.15109999999999 |
72000.0 |
¥3.68M |
|
| 2021-02-04 |
网格止盈 |
卖出 |
52.81713 |
72000.0 |
¥3.80M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
55.70564999999999 |
68900.0 |
¥3.84M |
|
| 2021-02-25 |
网格加仓 |
买入 |
54.5545 |
200.0 |
¥1.1万 |
加仓 |
| 2021-05-26 |
网格止盈 |
卖出 |
57.61 |
69100.0 |
¥3.98M |
止盈触发 |
| 2021-06-04 |
网格首格 |
买入 |
56.10604999999999 |
70500.0 |
¥3.96M |
|
| 2021-06-22 |
网格加仓 |
买入 |
53.91385999999999 |
400.0 |
¥2.2万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
42.93 |
70900 |
¥3.04M |
回测结束强平 |