600188 兖矿能源 — 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: ¥1.22M
策略: 网格交易
K线 & 交易信号（策略收益 +22.39%）
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 30 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 |
2015-02-06 |
2015-03-16 |
13.112382219944882 |
14.085899999999999 |
¥7.4万 |
+7.39% |
网格止盈 |
| 2 |
2015-03-23 |
2015-03-26 |
14.368659305 |
14.73525 |
¥2.7万 |
+2.52% |
网格止盈 |
| 3 |
2015-03-30 |
2015-03-31 |
14.809231437 |
15.694289999999999 |
¥6.5万 |
+5.94% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-02 |
15.079582517999997 |
15.494489999999999 |
¥3.1万 |
+2.72% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-23 |
15.54700356051495 |
16.333650000000002 |
¥6.0万 |
+5.03% |
网格止盈 |
| 6 |
2015-04-27 |
2015-06-10 |
17.308372166484844 |
17.5824 |
¥2.0万 |
+1.55% |
网格止盈 |
| 7 |
2015-06-11 |
2015-06-17 |
17.522755249999996 |
18.16182 |
¥4.6万 |
+3.62% |
网格止盈 |
| 8 |
2015-06-19 |
2018-01-30 |
17.499904383550994 |
18.07191 |
¥4.3万 |
+3.24% |
网格止盈 |
| 9 |
2018-01-31 |
2018-02-05 |
17.933288372999996 |
18.84114 |
¥6.7万 |
+5.03% |
网格止盈 |
| 10 |
2018-02-06 |
2021-08-27 |
18.78582593420341 |
18.811169999999997 |
¥1,501 |
+0.10% |
网格止盈 |
| 11 |
2021-09-08 |
2021-09-10 |
26.985043084999994 |
28.971 |
¥10.5万 |
+7.33% |
网格止盈 |
| 12 |
2021-09-13 |
2021-09-14 |
29.448241822999996 |
31.968000000000004 |
¥13.1万 |
+8.52% |
网格止盈 |
| 13 |
2021-09-15 |
2021-09-17 |
32.54225975 |
33.44652 |
¥4.5万 |
+2.75% |
网格止盈 |
| 14 |
2021-09-22 |
2021-09-23 |
31.270608368999994 |
35.964 |
¥25.6万 |
+14.97% |
网格止盈 |
| 15 |
2021-09-24 |
2022-03-03 |
32.02370016373983 |
35.2647 |
¥19.9万 |
+10.09% |
网格止盈 |
| 16 |
2022-03-04 |
2022-03-23 |
34.81459970412861 |
35.8641 |
¥6.5万 |
+2.98% |
网格止盈 |
| 17 |
2022-03-24 |
2022-03-25 |
35.75643371299999 |
37.32264 |
¥9.7万 |
+4.35% |
网格止盈 |
| 18 |
2022-04-01 |
2022-04-15 |
37.73293883678606 |
40.70925 |
¥18.3万 |
+7.86% |
网格止盈 |
| 19 |
2022-04-18 |
2022-04-20 |
35.446030619999995 |
36.49347 |
¥7.0万 |
+2.92% |
网格止盈 |
| 20 |
2022-04-22 |
2022-05-06 |
33.745272977101955 |
33.7662 |
¥826 |
+0.03% |
网格止盈 |
| 21 |
2022-05-09 |
2022-05-16 |
33.02312717668158 |
35.09487 |
¥16.1万 |
+6.24% |
网格止盈 |
| 22 |
2022-05-17 |
2022-05-23 |
35.566186656 |
36.6633 |
¥8.4万 |
+3.05% |
网格止盈 |
| 23 |
2022-05-24 |
2022-05-25 |
36.197005845 |
37.40256 |
¥9.2万 |
+3.30% |
网格止盈 |
| 24 |
2022-05-31 |
2022-06-02 |
38.89050365199999 |
39.81015 |
¥6.8万 |
+2.33% |
网格止盈 |
| 25 |
2022-06-07 |
2022-06-09 |
39.100776714999995 |
42.907050000000005 |
¥28.8万 |
+9.70% |
网格止盈 |
| 26 |
2022-06-14 |
2022-06-15 |
41.473858426 |
42.957 |
¥11.4万 |
+3.55% |
网格止盈 |
| 27 |
2022-06-16 |
2022-08-16 |
41.18975923638517 |
43.53642 |
¥19.2万 |
+5.67% |
网格止盈 |
| 28 |
2022-08-17 |
2022-08-22 |
43.045899897 |
44.655300000000004 |
¥13.3万 |
+3.71% |
网格止盈 |
| 29 |
2022-09-01 |
2022-09-02 |
48.0624144 |
49.10085 |
¥7.9万 |
+2.13% |
网格止盈 |
| 30 |
2022-09-14 |
2026-11-13 |
53.28672684166291 |
17.19 |
¥-2.57M |
-67.75% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
网格首格 |
买入 |
13.113099999999998 |
75600.0 |
¥99.2万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
12.522509999999999 |
600.0 |
¥7,516 |
加仓 |
| 2015-03-16 |
网格止盈 |
卖出 |
14.085899999999999 |
76200.0 |
¥1.07M |
止盈触发 |
| 2015-03-23 |
网格首格 |
买入 |
14.364349999999998 |
74700.0 |
¥1.07M |
|
| 2015-03-26 |
网格止盈 |
卖出 |
14.73525 |
74700.0 |
¥1.10M |
止盈触发 |
| 2015-03-30 |
网格首格 |
买入 |
14.804789999999999 |
73400.0 |
¥1.09M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
15.694289999999999 |
73400.0 |
¥1.15M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
15.075059999999999 |
75600.0 |
¥1.14M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
15.494489999999999 |
75600.0 |
¥1.17M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
15.555539999999997 |
75600.0 |
¥1.18M |
|
| 2015-04-16 |
网格加仓 |
买入 |
14.774759999999999 |
1300.0 |
¥1.9万 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
16.333650000000002 |
76900.0 |
¥1.26M |
止盈触发 |
| 2015-04-27 |
网格首格 |
买入 |
17.30729 |
72400.0 |
¥1.25M |
|
| 2015-04-29 |
网格加仓 |
买入 |
16.396379999999997 |
100.0 |
¥1,640 |
加仓 |
| 2015-05-06 |
网格加仓 |
买入 |
15.23522 |
100.0 |
¥1,524 |
加仓 |
| 2015-06-10 |
网格止盈 |
卖出 |
17.5824 |
72600.0 |
¥1.28M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
17.5175 |
72000.0 |
¥1.26M |
|
| 2015-06-17 |
网格止盈 |
卖出 |
18.16182 |
72000.0 |
¥1.31M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
17.49748 |
75400.0 |
¥1.32M |
|
| 2015-06-23 |
网格加仓 |
买入 |
15.36535 |
100.0 |
¥1,537 |
加仓 |
| 2018-01-30 |
网格止盈 |
卖出 |
18.07191 |
75500.0 |
¥1.36M |
止盈触发 |
| 2018-01-31 |
网格首格 |
买入 |
17.927909999999997 |
74700.0 |
¥1.34M |
|
| 2018-02-05 |
网格止盈 |
卖出 |
18.84114 |
74700.0 |
¥1.41M |
止盈触发 |
| 2018-02-06 |
网格首格 |
买入 |
18.86885 |
72500.0 |
¥1.37M |
|
| 2018-02-08 |
网格加仓 |
买入 |
17.077059999999996 |
3600.0 |
¥6.1万 |
加仓 |
| 2018-02-09 |
网格加仓 |
买入 |
15.8158 |
100.0 |
¥1,582 |
加仓 |
| 2021-08-27 |
网格止盈 |
卖出 |
18.811169999999997 |
76200.0 |
¥1.43M |
止盈触发 |
| 2021-09-08 |
网格首格 |
买入 |
26.97694999999999 |
53000.0 |
¥1.43M |
|
| 2021-09-10 |
网格止盈 |
卖出 |
28.971 |
53000.0 |
¥1.54M |
止盈触发 |
| 2021-09-13 |
网格首格 |
买入 |
29.439409999999995 |
52200.0 |
¥1.54M |
|
| 2021-09-14 |
网格止盈 |
卖出 |
31.968000000000004 |
52200.0 |
¥1.67M |
止盈触发 |
| 2021-09-15 |
网格首格 |
买入 |
32.5325 |
49900.0 |
¥1.62M |
|
| 2021-09-17 |
网格止盈 |
卖出 |
33.44652 |
49900.0 |
¥1.67M |
止盈触发 |
| 2021-09-22 |
网格首格 |
买入 |
31.261229999999998 |
54600.0 |
¥1.71M |
|
| 2021-09-23 |
网格止盈 |
卖出 |
35.964 |
54600.0 |
¥1.96M |
止盈触发 |
| 2021-09-24 |
网格首格 |
买入 |
32.032 |
61000.0 |
¥1.95M |
|
| 2021-09-27 |
网格加仓 |
买入 |
29.8298 |
500.0 |
¥1.5万 |
加仓 |
| 2022-03-03 |
网格止盈 |
卖出 |
35.2647 |
61500.0 |
¥2.17M |
止盈触发 |
| 2022-03-04 |
网格首格 |
买入 |
34.834799999999994 |
61500.0 |
¥2.14M |
|
| 2022-03-09 |
网格加仓 |
买入 |
32.11207999999999 |
700.0 |
¥2.2万 |
加仓 |
| 2022-03-23 |
网格止盈 |
卖出 |
35.8641 |
62200.0 |
¥2.23M |
止盈触发 |
| 2022-03-24 |
网格首格 |
买入 |
35.745709999999995 |
62300.0 |
¥2.23M |
|
| 2022-03-25 |
网格止盈 |
卖出 |
37.32264 |
62300.0 |
¥2.32M |
止盈触发 |
| 2022-04-01 |
网格首格 |
买入 |
37.74771 |
60500.0 |
¥2.28M |
|
| 2022-04-13 |
网格加仓 |
买入 |
36.406369999999995 |
1200.0 |
¥4.4万 |
加仓 |
| 2022-04-15 |
网格止盈 |
卖出 |
40.70925 |
61700.0 |
¥2.51M |
止盈触发 |
| 2022-04-18 |
网格首格 |
买入 |
35.435399999999994 |
67500.0 |
¥2.39M |
|
| 2022-04-20 |
网格止盈 |
卖出 |
36.49347 |
67500.0 |
¥2.46M |
止盈触发 |
| 2022-04-22 |
网格首格 |
买入 |
33.763729999999995 |
74400.0 |
¥2.51M |
|
| 2022-04-26 |
网格加仓 |
买入 |
32.72268999999999 |
2100.0 |
¥6.9万 |
加仓 |
| 2022-05-06 |
网格止盈 |
卖出 |
33.7662 |
76500.0 |
¥2.58M |
止盈触发 |
| 2022-05-09 |
网格首格 |
买入 |
33.032999999999994 |
76700.0 |
¥2.53M |
|
| 2022-05-11 |
网格加仓 |
买入 |
32.00196999999999 |
1500.0 |
¥4.8万 |
加仓 |
| 2022-05-16 |
网格止盈 |
卖出 |
35.09487 |
78200.0 |
¥2.74M |
止盈触发 |
| 2022-05-17 |
网格首格 |
买入 |
35.55552 |
77000.0 |
¥2.74M |
|
| 2022-05-23 |
网格止盈 |
卖出 |
36.6633 |
77000.0 |
¥2.82M |
止盈触发 |
| 2022-05-24 |
网格首格 |
买入 |
36.18615 |
77100.0 |
¥2.79M |
|
| 2022-05-25 |
网格止盈 |
卖出 |
37.40256 |
77100.0 |
¥2.88M |
止盈触发 |
| 2022-05-31 |
网格首格 |
买入 |
38.87884 |
75000.0 |
¥2.92M |
|
| 2022-06-02 |
网格止盈 |
卖出 |
39.81015 |
75000.0 |
¥2.98M |
止盈触发 |
| 2022-06-07 |
网格首格 |
买入 |
39.08904999999999 |
75900.0 |
¥2.97M |
|
| 2022-06-09 |
网格止盈 |
卖出 |
42.907050000000005 |
75900.0 |
¥3.26M |
止盈触发 |
| 2022-06-14 |
网格首格 |
买入 |
41.46142 |
77500.0 |
¥3.21M |
|
| 2022-06-15 |
网格止盈 |
卖出 |
42.957 |
77500.0 |
¥3.33M |
止盈触发 |
| 2022-06-16 |
网格首格 |
买入 |
41.22118 |
80800.0 |
¥3.33M |
|
| 2022-06-17 |
网格加仓 |
买入 |
39.038999999999994 |
1400.0 |
¥5.5万 |
加仓 |
| 2022-06-21 |
网格加仓 |
买入 |
35.745709999999995 |
100.0 |
¥3,576 |
加仓 |
| 2022-08-16 |
网格止盈 |
卖出 |
43.53642 |
82300.0 |
¥3.58M |
止盈触发 |
| 2022-08-17 |
网格首格 |
买入 |
43.03299 |
83200.0 |
¥3.58M |
|
| 2022-08-22 |
网格止盈 |
卖出 |
44.655300000000004 |
83200.0 |
¥3.71M |
止盈触发 |
| 2022-09-01 |
网格首格 |
买入 |
48.047999999999995 |
77100.0 |
¥3.71M |
|
| 2022-09-02 |
网格止盈 |
卖出 |
49.10085 |
77100.0 |
¥3.78M |
止盈触发 |
| 2022-09-14 |
网格首格 |
买入 |
53.37331999999999 |
69600.0 |
¥3.72M |
|
| 2022-09-19 |
网格加仓 |
买入 |
49.46942000000001 |
1500.0 |
¥7.4万 |
加仓 |
| 2022-11-18 |
网格加仓 |
买入 |
38.89885999999999 |
100.0 |
¥3,891 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
17.19 |
71200 |
¥1.22M |
回测结束强平 |