600039 四川路桥 — 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: ¥1.30M
策略: 网格交易
K线 & 交易信号(策略收益 +30.50%)
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 |
2015-02-27 |
5.346943601999999 |
5.53446 |
¥3.5万 |
+3.48% |
网格止盈 |
| 2 |
2015-03-03 |
2015-03-09 |
5.5572166649999994 |
5.6943 |
¥2.5万 |
+2.44% |
网格止盈 |
| 3 |
2015-03-25 |
2015-03-31 |
6.3882959139999995 |
6.793199999999999 |
¥6.6万 |
+6.31% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-07 |
6.578542971 |
7.15284 |
¥9.8万 |
+8.70% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-14 |
6.858907054999998 |
7.2627299999999995 |
¥7.1万 |
+5.86% |
网格止盈 |
| 6 |
2015-04-16 |
2015-04-20 |
7.409622219999999 |
7.8921 |
¥8.3万 |
+6.48% |
网格止盈 |
| 7 |
2015-04-21 |
2015-06-15 |
8.129902330136364 |
8.42157 |
¥4.9万 |
+3.56% |
网格止盈 |
| 8 |
2015-06-18 |
2021-09-22 |
8.758255092449966 |
9.200790000000001 |
¥7.2万 |
+5.02% |
网格止盈 |
| 9 |
2021-09-27 |
2021-10-25 |
9.490232869988592 |
10.859129999999999 |
¥21.5万 |
+14.39% |
网格止盈 |
| 10 |
2021-10-26 |
2021-10-28 |
10.303380086999999 |
11.74824 |
¥23.9万 |
+13.99% |
网格止盈 |
| 11 |
2021-11-02 |
2021-11-30 |
11.14825007586244 |
12.037949999999999 |
¥15.5万 |
+7.95% |
网格止盈 |
| 12 |
2021-12-03 |
2023-03-14 |
12.895547528472171 |
13.336649999999999 |
¥7.1万 |
+3.39% |
网格止盈 |
| 13 |
2023-03-23 |
2023-04-03 |
13.147072938999997 |
13.63 |
¥7.9万 |
+3.64% |
网格止盈 |
| 14 |
2023-05-09 |
2026-11-13 |
15.18368948669153 |
8.77 |
¥-95.5万 |
-42.26% |
强平 |
逐笔成交记录(共 37 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 |
5.345339999999999 |
187000.0 |
¥100.0万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
5.53446 |
187000.0 |
¥1.03M |
止盈触发 |
| 2015-03-03 |
网格首格 |
买入 |
5.555549999999999 |
185800.0 |
¥1.03M |
|
| 2015-03-09 |
网格止盈 |
卖出 |
5.6943 |
185800.0 |
¥1.06M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
6.386379999999999 |
164800.0 |
¥1.05M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
6.793199999999999 |
164800.0 |
¥1.12M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
6.576569999999999 |
171100.0 |
¥1.13M |
|
| 2015-04-07 |
网格止盈 |
卖出 |
7.15284 |
171100.0 |
¥1.22M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
6.856849999999998 |
176500.0 |
¥1.21M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
7.2627299999999995 |
176500.0 |
¥1.28M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
7.4074 |
172300.0 |
¥1.28M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
7.8921 |
172300.0 |
¥1.36M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
8.12812 |
169100.0 |
¥1.37M |
|
| 2015-04-29 |
网格加仓 |
买入 |
7.75775 |
300.0 |
¥2,328 |
加仓 |
| 2015-06-15 |
网格止盈 |
卖出 |
8.42157 |
169400.0 |
¥1.43M |
止盈触发 |
| 2015-06-18 |
网格首格 |
买入 |
8.75875 |
162700.0 |
¥1.43M |
|
| 2015-06-23 |
网格加仓 |
买入 |
7.827819999999999 |
100.0 |
¥783 |
加仓 |
| 2015-07-08 |
网格加仓 |
买入 |
4.604599999999999 |
100.0 |
¥461 |
加仓 |
| 2021-09-22 |
网格止盈 |
卖出 |
9.200790000000001 |
162900.0 |
¥1.50M |
止盈触发 |
| 2021-09-27 |
网格首格 |
买入 |
9.489479999999999 |
157500.0 |
¥1.50M |
|
| 2021-09-28 |
网格加仓 |
买入 |
8.38838 |
300.0 |
¥2,517 |
加仓 |
| 2021-10-25 |
网格止盈 |
卖出 |
10.859129999999999 |
157800.0 |
¥1.71M |
止盈触发 |
| 2021-10-26 |
网格首格 |
买入 |
10.300289999999999 |
166100.0 |
¥1.71M |
|
| 2021-10-28 |
网格止盈 |
卖出 |
11.74824 |
166100.0 |
¥1.95M |
止盈触发 |
| 2021-11-02 |
网格首格 |
买入 |
11.16115 |
171500.0 |
¥1.91M |
|
| 2021-11-03 |
网格加仓 |
买入 |
10.39038 |
3600.0 |
¥3.7万 |
加仓 |
| 2021-11-17 |
网格加仓 |
买入 |
10.450439999999999 |
100.0 |
¥1,045 |
加仓 |
| 2021-11-30 |
网格止盈 |
卖出 |
12.037949999999999 |
175200.0 |
¥2.11M |
止盈触发 |
| 2021-12-03 |
网格首格 |
买入 |
12.89288 |
163100.0 |
¥2.10M |
|
| 2021-12-09 |
网格加仓 |
买入 |
12.402389999999999 |
400.0 |
¥4,962 |
加仓 |
| 2023-03-14 |
网格止盈 |
卖出 |
13.336649999999999 |
163500.0 |
¥2.18M |
止盈触发 |
| 2023-03-23 |
网格首格 |
买入 |
13.14313 |
165600.0 |
¥2.18M |
|
| 2023-04-03 |
网格止盈 |
卖出 |
13.63 |
165600.0 |
¥2.26M |
止盈触发 |
| 2023-05-09 |
网格首格 |
买入 |
15.185169999999998 |
148500.0 |
¥2.26M |
|
| 2023-05-15 |
网格加仓 |
买入 |
14.544529999999998 |
200.0 |
¥2,910 |
加仓 |
| 2023-12-12 |
网格加仓 |
买入 |
7.48748 |
100.0 |
¥749 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
8.77 |
148800 |
¥1.30M |
回测结束强平 |