600309 烟台万华 — 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: ¥2.17M
策略: 网格交易
K线 & 交易信号(策略收益 +116.68%)
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 |
2015-02-06 |
2015-03-02 |
21.133935255837205 |
22.267709999999997 |
¥5.3万 |
+5.33% |
网格止盈 |
| 2 |
2015-03-05 |
2015-03-20 |
22.376711 |
23.1768 |
¥3.7万 |
+3.54% |
网格止盈 |
| 3 |
2015-03-25 |
2015-03-31 |
22.469178731999996 |
23.776200000000003 |
¥6.3万 |
+5.79% |
网格止盈 |
| 4 |
2015-04-09 |
2015-04-15 |
24.60738 |
25.394579999999998 |
¥3.6万 |
+3.17% |
网格止盈 |
| 5 |
2015-04-21 |
2015-04-23 |
25.232767559999996 |
26.293680000000005 |
¥4.9万 |
+4.17% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-26 |
25.14022868877845 |
27.802169999999993 |
¥13.1万 |
+10.56% |
网格止盈 |
| 7 |
2015-05-28 |
2017-04-19 |
28.824610916153684 |
29.960009999999997 |
¥5.4万 |
+3.91% |
网格止盈 |
| 8 |
2017-04-24 |
2017-07-21 |
30.49440725232189 |
31.5684 |
¥5.0万 |
+3.49% |
网格止盈 |
| 9 |
2017-08-03 |
2017-08-23 |
34.53169771694835 |
35.97399 |
¥6.1万 |
+4.15% |
网格止盈 |
| 10 |
2017-08-30 |
2017-09-04 |
35.546160650000004 |
37.3626 |
¥7.8万 |
+5.08% |
网格止盈 |
| 11 |
2017-09-18 |
2017-10-10 |
41.29080019166667 |
42.857099999999996 |
¥6.1万 |
+3.76% |
网格止盈 |
| 12 |
2017-10-12 |
2017-10-13 |
41.433806414 |
42.60735 |
¥4.7万 |
+2.80% |
网格止盈 |
| 13 |
2017-10-16 |
2018-06-06 |
40.176918313114754 |
44.045910000000006 |
¥16.5万 |
+9.60% |
网格止盈 |
| 14 |
2018-06-19 |
2018-06-25 |
47.0611141 |
49.150800000000004 |
¥8.1万 |
+4.41% |
网格止盈 |
| 15 |
2018-06-26 |
2018-07-16 |
45.22684269329032 |
50.36958 |
¥22.3万 |
+11.34% |
网格止盈 |
| 16 |
2018-07-19 |
2019-12-31 |
52.92926723830509 |
55.944 |
¥12.4万 |
+5.66% |
网格止盈 |
| 17 |
2020-01-07 |
2020-07-16 |
55.25146309936842 |
57.542399999999994 |
¥9.5万 |
+4.12% |
网格止盈 |
| 18 |
2020-07-22 |
2020-07-23 |
64.83419442499999 |
65.934 |
¥4.0万 |
+1.67% |
网格止盈 |
| 19 |
2020-07-24 |
2020-07-31 |
65.11039309975199 |
67.02291000000001 |
¥7.1万 |
+2.91% |
网格止盈 |
| 20 |
2020-08-03 |
2020-08-07 |
67.577757247 |
69.04089 |
¥5.4万 |
+2.13% |
网格止盈 |
| 21 |
2020-08-10 |
2020-08-25 |
67.51233823244473 |
71.47845 |
¥15.0万 |
+5.84% |
网格止盈 |
| 22 |
2020-08-26 |
2020-08-31 |
69.72053988899998 |
74.89503 |
¥20.0万 |
+7.39% |
网格止盈 |
| 23 |
2020-09-01 |
2020-09-04 |
72.71442778599999 |
73.85607 |
¥4.4万 |
+1.54% |
网格止盈 |
| 24 |
2020-09-08 |
2020-09-16 |
72.5706381179191 |
74.925 |
¥9.5万 |
+3.21% |
网格止盈 |
| 25 |
2020-09-24 |
2020-10-13 |
71.061312 |
76.923 |
¥25.0万 |
+8.22% |
网格止盈 |
| 26 |
2020-10-20 |
2020-10-29 |
79.04360386410525 |
81.46844999999999 |
¥10.0万 |
+3.04% |
网格止盈 |
| 27 |
2020-10-30 |
2020-11-05 |
78.37177448099999 |
83.36655 |
¥21.5万 |
+6.34% |
网格止盈 |
| 28 |
2020-11-20 |
2021-01-05 |
89.4880620708148 |
93.7062 |
¥17.0万 |
+4.68% |
网格止盈 |
| 29 |
2021-01-14 |
2021-01-25 |
111.70506146799998 |
116.7831 |
¥16.7万 |
+4.51% |
网格止盈 |
| 30 |
2021-01-28 |
2021-02-02 |
113.67762305899998 |
121.06881 |
¥25.2万 |
+6.47% |
网格止盈 |
| 31 |
2021-02-08 |
2021-02-09 |
123.93093813099998 |
133.15671 |
¥31.1万 |
+7.41% |
网格止盈 |
| 32 |
2021-02-19 |
2026-11-13 |
142.26156639348739 |
68.09 |
¥-2.36M |
-52.15% |
强平 |
逐笔成交记录(共 81 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 |
21.131109999999996 |
47100.0 |
¥99.6万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
20.300279999999997 |
200.0 |
¥4,061 |
加仓 |
| 2015-03-02 |
网格止盈 |
卖出 |
22.267709999999997 |
47300.0 |
¥1.05M |
止盈触发 |
| 2015-03-05 |
网格首格 |
买入 |
22.37 |
46700.0 |
¥1.04M |
|
| 2015-03-20 |
网格止盈 |
卖出 |
23.1768 |
46700.0 |
¥1.08M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
22.462439999999994 |
48200.0 |
¥1.08M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
23.776200000000003 |
48200.0 |
¥1.15M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
24.6 |
46500.0 |
¥1.14M |
|
| 2015-04-15 |
网格止盈 |
卖出 |
25.394579999999998 |
46500.0 |
¥1.18M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
25.225199999999997 |
46900.0 |
¥1.18M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
26.293680000000005 |
46900.0 |
¥1.23M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
25.135109999999997 |
49100.0 |
¥1.23M |
|
| 2015-05-07 |
网格加仓 |
买入 |
23.94392 |
100.0 |
¥2,395 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
27.802169999999993 |
49200.0 |
¥1.37M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
28.8288 |
47300.0 |
¥1.36M |
|
| 2015-05-29 |
网格加仓 |
买入 |
26.216189999999997 |
100.0 |
¥2,622 |
加仓 |
| 2015-06-23 |
网格加仓 |
买入 |
25.345319999999997 |
100.0 |
¥2,535 |
加仓 |
| 2017-04-19 |
网格止盈 |
卖出 |
29.960009999999997 |
47500.0 |
¥1.42M |
止盈触发 |
| 2017-04-24 |
网格首格 |
买入 |
30.50047 |
46200.0 |
¥1.41M |
|
| 2017-04-27 |
网格加仓 |
买入 |
28.728699999999993 |
400.0 |
¥1.1万 |
加仓 |
| 2017-07-21 |
网格止盈 |
卖出 |
31.5684 |
46600.0 |
¥1.47M |
止盈触发 |
| 2017-08-03 |
网格首格 |
买入 |
34.534499999999994 |
42200.0 |
¥1.46M |
|
| 2017-08-11 |
网格加仓 |
买入 |
33.1331 |
400.0 |
¥1.3万 |
加仓 |
| 2017-08-23 |
网格止盈 |
卖出 |
35.97399 |
42600.0 |
¥1.53M |
止盈触发 |
| 2017-08-30 |
网格首格 |
买入 |
35.5355 |
43100.0 |
¥1.53M |
|
| 2017-09-04 |
网格止盈 |
卖出 |
37.3626 |
43100.0 |
¥1.61M |
止盈触发 |
| 2017-09-18 |
网格首格 |
买入 |
41.29125 |
38600.0 |
¥1.59M |
|
| 2017-09-20 |
网格加仓 |
买入 |
40.03999999999999 |
400.0 |
¥1.6万 |
加仓 |
| 2017-10-10 |
网格止盈 |
卖出 |
42.857099999999996 |
39000.0 |
¥1.67M |
止盈触发 |
| 2017-10-12 |
网格首格 |
买入 |
41.42138 |
40200.0 |
¥1.67M |
|
| 2017-10-13 |
网格止盈 |
卖出 |
42.60735 |
40200.0 |
¥1.71M |
止盈触发 |
| 2017-10-16 |
网格首格 |
买入 |
40.22 |
41300.0 |
¥1.66M |
|
| 2017-10-17 |
网格加仓 |
买入 |
38.5385 |
1400.0 |
¥5.4万 |
加仓 |
| 2018-06-06 |
网格止盈 |
卖出 |
44.045910000000006 |
42700.0 |
¥1.88M |
止盈触发 |
| 2018-06-19 |
网格首格 |
买入 |
47.047 |
39100.0 |
¥1.84M |
|
| 2018-06-25 |
网格止盈 |
卖出 |
49.150800000000004 |
39100.0 |
¥1.92M |
止盈触发 |
| 2018-06-26 |
网格首格 |
买入 |
45.2452 |
42600.0 |
¥1.93M |
|
| 2018-06-29 |
网格加仓 |
买入 |
43.51346999999999 |
800.0 |
¥3.5万 |
加仓 |
| 2018-07-16 |
网格止盈 |
卖出 |
50.36958 |
43400.0 |
¥2.19M |
止盈触发 |
| 2018-07-19 |
网格首格 |
买入 |
52.93288 |
40900.0 |
¥2.17M |
|
| 2018-07-23 |
网格加仓 |
买入 |
50.920869999999994 |
400.0 |
¥2.0万 |
加仓 |
| 2019-12-31 |
网格止盈 |
卖出 |
55.944 |
41300.0 |
¥2.31M |
止盈触发 |
| 2020-01-07 |
网格首格 |
买入 |
55.255199999999995 |
41700.0 |
¥2.30M |
|
| 2020-02-03 |
网格加仓 |
买入 |
46.76671999999999 |
100.0 |
¥4,678 |
加仓 |
| 2020-07-16 |
网格止盈 |
卖出 |
57.542399999999994 |
41800.0 |
¥2.40M |
止盈触发 |
| 2020-07-22 |
网格首格 |
买入 |
64.81474999999999 |
37100.0 |
¥2.41M |
|
| 2020-07-23 |
网格止盈 |
卖出 |
65.934 |
37100.0 |
¥2.45M |
止盈触发 |
| 2020-07-24 |
网格首格 |
买入 |
65.13506999999998 |
36700.0 |
¥2.39M |
|
| 2020-07-27 |
网格加仓 |
买入 |
63.062999999999995 |
800.0 |
¥5.0万 |
加仓 |
| 2020-07-31 |
网格止盈 |
卖出 |
67.02291000000001 |
37500.0 |
¥2.51M |
止盈触发 |
| 2020-08-03 |
网格首格 |
买入 |
67.55748999999999 |
37100.0 |
¥2.51M |
|
| 2020-08-07 |
网格止盈 |
卖出 |
69.04089 |
37100.0 |
¥2.56M |
止盈触发 |
| 2020-08-10 |
网格首格 |
买入 |
67.5 |
37900.0 |
¥2.56M |
|
| 2020-08-13 |
网格加仓 |
买入 |
64.49443 |
100.0 |
¥6,451 |
加仓 |
| 2020-08-25 |
网格止盈 |
卖出 |
71.47845 |
38000.0 |
¥2.72M |
止盈触发 |
| 2020-08-26 |
网格首格 |
买入 |
69.69962999999998 |
38900.0 |
¥2.71M |
|
| 2020-08-31 |
网格止盈 |
卖出 |
74.89503 |
38900.0 |
¥2.91M |
止盈触发 |
| 2020-09-01 |
网格首格 |
买入 |
72.69261999999999 |
39700.0 |
¥2.89M |
|
| 2020-09-04 |
网格止盈 |
卖出 |
73.85607 |
39700.0 |
¥2.93M |
止盈触发 |
| 2020-09-08 |
网格首格 |
买入 |
72.56248999999998 |
40500.0 |
¥2.94M |
|
| 2020-09-10 |
网格加仓 |
买入 |
70.71064 |
300.0 |
¥2.1万 |
加仓 |
| 2020-09-16 |
网格止盈 |
卖出 |
74.925 |
40800.0 |
¥3.06M |
止盈触发 |
| 2020-09-24 |
网格首格 |
买入 |
71.04 |
42800.0 |
¥3.04M |
|
| 2020-10-13 |
网格止盈 |
卖出 |
76.923 |
42800.0 |
¥3.29M |
止盈触发 |
| 2020-10-20 |
网格首格 |
买入 |
79.02895 |
41600.0 |
¥3.29M |
|
| 2020-10-27 |
网格加仓 |
买入 |
77.13705999999999 |
200.0 |
¥1.5万 |
加仓 |
| 2020-10-29 |
网格止盈 |
卖出 |
81.46844999999999 |
41800.0 |
¥3.40M |
止盈触发 |
| 2020-10-30 |
网格首格 |
买入 |
78.34826999999999 |
43300.0 |
¥3.39M |
|
| 2020-11-05 |
网格止盈 |
卖出 |
83.36655 |
43300.0 |
¥3.61M |
止盈触发 |
| 2020-11-20 |
网格首格 |
买入 |
89.48939999999999 |
40300.0 |
¥3.61M |
|
| 2020-11-26 |
网格加仓 |
买入 |
83.7837 |
200.0 |
¥1.7万 |
加仓 |
| 2021-01-05 |
网格止盈 |
卖出 |
93.7062 |
40500.0 |
¥3.79M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
111.67155999999999 |
33200.0 |
¥3.71M |
|
| 2021-01-25 |
网格止盈 |
卖出 |
116.7831 |
33200.0 |
¥3.88M |
止盈触发 |
| 2021-01-28 |
网格首格 |
买入 |
113.64352999999998 |
34200.0 |
¥3.89M |
|
| 2021-02-02 |
网格止盈 |
卖出 |
121.06881 |
34200.0 |
¥4.14M |
止盈触发 |
| 2021-02-08 |
网格首格 |
买入 |
123.89376999999998 |
33900.0 |
¥4.20M |
|
| 2021-02-09 |
网格止盈 |
卖出 |
133.15671 |
33900.0 |
¥4.51M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
142.25211 |
31300.0 |
¥4.45M |
|
| 2021-02-22 |
网格加仓 |
买入 |
140.14 |
500.0 |
¥7.0万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
68.09 |
31800 |
¥2.16M |
回测结束强平 |