600115 东方航空 — 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: ¥59.8万
策略: 网格交易
K线 & 交易信号（策略收益 -40.22%）
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 12 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 |
2015-02-25 |
5.051785166927742 |
5.48451 |
¥8.5万 |
+8.53% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-12 |
5.38550484432258 |
5.6943 |
¥6.2万 |
+5.70% |
网格止盈 |
| 3 |
2015-03-19 |
2015-04-08 |
7.369155250645244 |
7.782209999999999 |
¥6.4万 |
+5.57% |
网格止盈 |
| 4 |
2015-04-09 |
2015-04-27 |
7.940311379 |
9.0909 |
¥17.5万 |
+14.46% |
网格止盈 |
| 5 |
2015-04-28 |
2015-05-27 |
8.791365806573605 |
9.2 |
¥6.4万 |
+4.62% |
网格止盈 |
| 6 |
2015-05-28 |
2015-06-04 |
9.494208790208907 |
9.84015 |
¥5.2万 |
+3.61% |
网格止盈 |
| 7 |
2015-06-08 |
2015-06-09 |
10.023016002999999 |
11.4885 |
¥21.9万 |
+14.59% |
网格止盈 |
| 8 |
2015-06-10 |
2015-06-11 |
10.91417327 |
11.6883 |
¥11.8万 |
+7.06% |
网格止盈 |
| 9 |
2015-06-15 |
2015-06-16 |
11.675161498 |
12.207780000000001 |
¥8.3万 |
+4.53% |
网格止盈 |
| 10 |
2015-06-17 |
2015-06-19 |
12.305980686999998 |
12.0879 |
¥-3.4万 |
-1.80% |
网格止盈 |
| 11 |
2015-06-23 |
2015-06-24 |
11.41482342 |
12.69729 |
¥20.8万 |
+11.20% |
网格止盈 |
| 12 |
2015-06-26 |
2026-11-13 |
12.245680493722546 |
3.49 |
¥-1.50M |
-71.51% |
强平 |
逐笔成交记录（共 33 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 |
5.05505 |
195800.0 |
¥99.0万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
4.604599999999999 |
2100.0 |
¥9,673 |
加仓 |
| 2015-02-25 |
网格止盈 |
卖出 |
5.48451 |
197900.0 |
¥1.09M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
5.385379999999999 |
200300.0 |
¥1.08M |
|
| 2015-03-06 |
网格加仓 |
买入 |
5.135129999999999 |
1200.0 |
¥6,164 |
加仓 |
| 2015-03-12 |
网格止盈 |
卖出 |
5.6943 |
201500.0 |
¥1.15M |
止盈触发 |
| 2015-03-19 |
网格首格 |
买入 |
7.37 |
153000.0 |
¥1.13M |
|
| 2015-03-20 |
网格加仓 |
买入 |
7.187179999999999 |
2600.0 |
¥1.9万 |
加仓 |
| 2015-04-08 |
网格止盈 |
卖出 |
7.782209999999999 |
155600.0 |
¥1.21M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
7.93793 |
152400.0 |
¥1.21M |
|
| 2015-04-27 |
网格止盈 |
卖出 |
9.0909 |
152400.0 |
¥1.39M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
8.8088 |
153600.0 |
¥1.35M |
|
| 2015-05-06 |
网格加仓 |
买入 |
8.018009999999999 |
4000.0 |
¥3.2万 |
加仓 |
| 2015-05-27 |
网格止盈 |
卖出 |
9.2 |
157600.0 |
¥1.45M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
9.5095 |
149600.0 |
¥1.42M |
|
| 2015-05-29 |
网格加仓 |
买入 |
8.6086 |
3000.0 |
¥2.6万 |
加仓 |
| 2015-06-01 |
网格加仓 |
买入 |
8.83883 |
100.0 |
¥884 |
加仓 |
| 2015-06-04 |
网格止盈 |
卖出 |
9.84015 |
152700.0 |
¥1.50M |
止盈触发 |
| 2015-06-08 |
网格首格 |
买入 |
10.02001 |
149800.0 |
¥1.50M |
|
| 2015-06-09 |
网格止盈 |
卖出 |
11.4885 |
149800.0 |
¥1.72M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
10.9109 |
153700.0 |
¥1.68M |
|
| 2015-06-11 |
网格止盈 |
卖出 |
11.6883 |
153700.0 |
¥1.80M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
11.67166 |
156700.0 |
¥1.83M |
|
| 2015-06-16 |
网格止盈 |
卖出 |
12.207780000000001 |
156700.0 |
¥1.91M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
12.302289999999998 |
154400.0 |
¥1.90M |
|
| 2015-06-19 |
网格止盈 |
卖出 |
12.0879 |
154400.0 |
¥1.87M |
止盈触发 |
| 2015-06-23 |
网格首格 |
买入 |
11.411399999999999 |
162900.0 |
¥1.86M |
|
| 2015-06-24 |
网格止盈 |
卖出 |
12.69729 |
162900.0 |
¥2.07M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
12.362349999999998 |
161100.0 |
¥1.99M |
|
| 2015-07-02 |
网格加仓 |
买入 |
10.4104 |
9400.0 |
¥9.8万 |
加仓 |
| 2015-07-03 |
网格加仓 |
买入 |
9.019009999999998 |
600.0 |
¥5,413 |
加仓 |
| 2015-07-06 |
网格加仓 |
买入 |
9.88 |
100.0 |
¥988 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
3.49 |
171200 |
¥59.7万 |
回测结束强平 |