600372 中航机载 — 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: ¥39.3万
策略: 网格交易
K线 & 交易信号(策略收益 -60.71%)
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 11 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 |
2015-03-03 |
28.183096065418074 |
29.0709 |
¥3.1万 |
+3.12% |
网格止盈 |
| 2 |
2015-03-09 |
2015-03-17 |
28.036408399999996 |
29.200770000000002 |
¥4.2万 |
+4.12% |
网格止盈 |
| 3 |
2015-04-03 |
2015-04-17 |
30.831935254810343 |
32.967 |
¥7.4万 |
+6.89% |
网格止盈 |
| 4 |
2015-04-20 |
2015-04-22 |
33.223143953999994 |
34.7652 |
¥5.2万 |
+4.61% |
网格止盈 |
| 5 |
2015-04-24 |
2015-04-28 |
34.34460028999999 |
35.1648 |
¥2.8万 |
+2.36% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-04 |
33.423404014 |
36.963 |
¥12.8万 |
+10.56% |
网格止盈 |
| 7 |
2015-05-07 |
2015-05-12 |
35.886602751999995 |
37.452510000000004 |
¥5.9万 |
+4.33% |
网格止盈 |
| 8 |
2015-05-14 |
2015-05-22 |
39.401166804999995 |
41.43852 |
¥7.2万 |
+5.14% |
网格止盈 |
| 9 |
2015-05-28 |
2015-06-03 |
45.98029877617647 |
47.60235 |
¥5.2万 |
+3.50% |
网格止盈 |
| 10 |
2015-06-04 |
2015-06-12 |
45.449020617 |
48.651300000000006 |
¥10.6万 |
+7.01% |
网格止盈 |
| 11 |
2015-06-15 |
2026-11-13 |
47.1225405739914 |
11.25 |
¥-1.25M |
-76.13% |
强平 |
逐笔成交记录(共 27 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 |
28.178149999999995 |
35300.0 |
¥99.5万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
26.936909999999997 |
100.0 |
¥2,694 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
29.0709 |
35400.0 |
¥1.03M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
28.028 |
36300.0 |
¥1.02M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
29.200770000000002 |
36300.0 |
¥1.06M |
止盈触发 |
| 2015-04-03 |
网格首格 |
买入 |
30.830799999999996 |
34600.0 |
¥1.07M |
|
| 2015-04-10 |
网格加仓 |
买入 |
29.41939 |
200.0 |
¥5,886 |
加仓 |
| 2015-04-17 |
网格止盈 |
卖出 |
32.967 |
34800.0 |
¥1.15M |
止盈触发 |
| 2015-04-20 |
网格首格 |
买入 |
33.213179999999994 |
34100.0 |
¥1.13M |
|
| 2015-04-22 |
网格止盈 |
卖出 |
34.7652 |
34100.0 |
¥1.19M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
34.33429999999999 |
34800.0 |
¥1.20M |
|
| 2015-04-28 |
网格止盈 |
卖出 |
35.1648 |
34800.0 |
¥1.22M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
33.41338 |
36400.0 |
¥1.22M |
|
| 2015-05-04 |
网格止盈 |
卖出 |
36.963 |
36400.0 |
¥1.35M |
止盈触发 |
| 2015-05-07 |
网格首格 |
买入 |
35.87584 |
37700.0 |
¥1.35M |
|
| 2015-05-12 |
网格止盈 |
卖出 |
37.452510000000004 |
37700.0 |
¥1.41M |
止盈触发 |
| 2015-05-14 |
网格首格 |
买入 |
39.38935 |
35700.0 |
¥1.41M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
41.43852 |
35700.0 |
¥1.48M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
46.05600999999999 |
31500.0 |
¥1.45M |
|
| 2015-05-29 |
网格加仓 |
买入 |
42.44239999999999 |
800.0 |
¥3.4万 |
加仓 |
| 2015-06-03 |
网格止盈 |
卖出 |
47.60235 |
32300.0 |
¥1.54M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
45.43539 |
33300.0 |
¥1.51M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
48.651300000000006 |
33300.0 |
¥1.62M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
47.17713 |
34700.0 |
¥1.64M |
|
| 2015-06-17 |
网格加仓 |
买入 |
43.243199999999995 |
100.0 |
¥4,326 |
加仓 |
| 2015-07-03 |
网格加仓 |
买入 |
27.1271 |
100.0 |
¥2,714 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
11.25 |
34900 |
¥39.3万 |
回测结束强平 |