600406 国电南瑞 — 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: ¥1.85M
策略: 网格交易
K线 & 交易信号（策略收益 +85.50%）
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 21 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 |
15.810531736999998 |
16.263720000000003 |
¥2.8万 |
+2.84% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-10 |
16.030817803 |
16.46352 |
¥2.7万 |
+2.67% |
网格止盈 |
| 3 |
2015-03-16 |
2015-03-18 |
16.551493959000002 |
17.15283 |
¥3.8万 |
+3.60% |
网格止盈 |
| 4 |
2015-03-26 |
2015-03-30 |
17.753054318999997 |
20.279700000000002 |
¥15.5万 |
+14.20% |
网格止盈 |
| 5 |
2015-03-31 |
2015-04-02 |
20.827046239999994 |
23.7762 |
¥17.6万 |
+14.13% |
网格止盈 |
| 6 |
2015-04-08 |
2015-04-23 |
23.207200006727568 |
24.4755 |
¥7.7万 |
+5.43% |
网格止盈 |
| 7 |
2015-04-24 |
2015-05-26 |
24.019271700423992 |
25.9 |
¥11.7万 |
+7.80% |
网格止盈 |
| 8 |
2015-05-28 |
2015-06-01 |
25.506719531668768 |
27.85212 |
¥14.8万 |
+9.16% |
网格止盈 |
| 9 |
2015-06-09 |
2015-06-11 |
28.216642453999995 |
28.86111 |
¥4.0万 |
+2.25% |
网格止盈 |
| 10 |
2015-06-12 |
2021-01-20 |
28.321025656120685 |
28.99098 |
¥4.2万 |
+2.33% |
网格止盈 |
| 11 |
2021-01-27 |
2021-02-10 |
30.672855375953485 |
33.24672 |
¥15.4万 |
+8.36% |
网格止盈 |
| 12 |
2021-02-22 |
2021-08-26 |
32.41719442612136 |
33.95601 |
¥9.4万 |
+4.72% |
网格止盈 |
| 13 |
2021-08-27 |
2021-09-01 |
31.931466566999998 |
35.4645 |
¥23.1万 |
+11.03% |
网格止盈 |
| 14 |
2021-09-07 |
2021-09-22 |
34.14434023 |
35.09 |
¥6.4万 |
+2.74% |
网格止盈 |
| 15 |
2021-09-23 |
2021-10-26 |
37.14852099654348 |
39.7602 |
¥16.7万 |
+7.00% |
网格止盈 |
| 16 |
2021-11-02 |
2021-11-10 |
36.837838037 |
37.962 |
¥7.7万 |
+3.02% |
网格止盈 |
| 17 |
2021-11-11 |
2021-11-15 |
35.94668077 |
40.259699999999995 |
¥31.4万 |
+11.96% |
网格止盈 |
| 18 |
2021-11-17 |
2021-11-19 |
38.209619448 |
39.96 |
¥13.4万 |
+4.55% |
网格止盈 |
| 19 |
2021-11-23 |
2021-11-26 |
40.192194042 |
44.4555 |
¥32.6万 |
+10.57% |
网格止盈 |
| 20 |
2021-11-30 |
2021-12-15 |
43.06121688009734 |
44.90505 |
¥14.5万 |
+4.25% |
网格止盈 |
| 21 |
2021-12-17 |
2026-11-13 |
44.58920894910288 |
23.26 |
¥-1.70M |
-47.85% |
强平 |
逐笔成交记录（共 54 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 |
15.805789999999998 |
63200.0 |
¥99.9万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
16.263720000000003 |
63200.0 |
¥1.03M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
16.02601 |
64000.0 |
¥1.03M |
|
| 2015-03-10 |
网格止盈 |
卖出 |
16.46352 |
64000.0 |
¥1.05M |
止盈触发 |
| 2015-03-16 |
网格首格 |
买入 |
16.54653 |
63700.0 |
¥1.05M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
17.15283 |
63700.0 |
¥1.09M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
17.747729999999997 |
61500.0 |
¥1.09M |
|
| 2015-03-30 |
网格止盈 |
卖出 |
20.279700000000002 |
61500.0 |
¥1.25M |
止盈触发 |
| 2015-03-31 |
网格首格 |
买入 |
20.8208 |
59800.0 |
¥1.25M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
23.7762 |
59800.0 |
¥1.42M |
止盈触发 |
| 2015-04-08 |
网格首格 |
买入 |
23.22 |
60700.0 |
¥1.41M |
|
| 2015-04-16 |
网格加仓 |
买入 |
21.201179999999997 |
600.0 |
¥1.3万 |
加仓 |
| 2015-04-23 |
网格止盈 |
卖出 |
24.4755 |
61300.0 |
¥1.50M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
24.023999999999997 |
62000.0 |
¥1.49M |
|
| 2015-04-29 |
网格加仓 |
买入 |
22.53251 |
500.0 |
¥1.1万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
25.9 |
62500.0 |
¥1.62M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
25.50548 |
62700.0 |
¥1.60M |
|
| 2015-05-29 |
网格加仓 |
买入 |
24.924899999999994 |
700.0 |
¥1.7万 |
加仓 |
| 2015-06-01 |
网格止盈 |
卖出 |
27.85212 |
63400.0 |
¥1.77M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
28.208179999999995 |
62600.0 |
¥1.77M |
|
| 2015-06-11 |
网格止盈 |
卖出 |
28.86111 |
62600.0 |
¥1.81M |
止盈触发 |
| 2015-06-12 |
网格首格 |
买入 |
28.338309999999996 |
63500.0 |
¥1.80M |
|
| 2015-06-17 |
网格加仓 |
买入 |
25.975949999999997 |
200.0 |
¥5,197 |
加仓 |
| 2015-07-03 |
网格加仓 |
买入 |
16.6166 |
100.0 |
¥1,662 |
加仓 |
| 2021-01-20 |
网格止盈 |
卖出 |
28.99098 |
63800.0 |
¥1.85M |
止盈触发 |
| 2021-01-27 |
网格首格 |
买入 |
30.67064 |
59700.0 |
¥1.83M |
|
| 2021-01-29 |
网格加仓 |
买入 |
29.8298 |
500.0 |
¥1.5万 |
加仓 |
| 2021-02-10 |
网格止盈 |
卖出 |
33.24672 |
60200.0 |
¥2.00M |
止盈触发 |
| 2021-02-22 |
网格首格 |
买入 |
32.42239 |
61400.0 |
¥1.99M |
|
| 2021-02-23 |
网格加仓 |
买入 |
30.840809999999994 |
300.0 |
¥9,255 |
加仓 |
| 2021-02-26 |
网格加仓 |
买入 |
27.94792 |
100.0 |
¥2,796 |
加仓 |
| 2021-08-26 |
网格止盈 |
卖出 |
33.95601 |
61800.0 |
¥2.10M |
止盈触发 |
| 2021-08-27 |
网格首格 |
买入 |
31.921889999999998 |
65500.0 |
¥2.09M |
|
| 2021-09-01 |
网格止盈 |
卖出 |
35.4645 |
65500.0 |
¥2.32M |
止盈触发 |
| 2021-09-07 |
网格首格 |
买入 |
34.1341 |
68200.0 |
¥2.33M |
|
| 2021-09-22 |
网格止盈 |
卖出 |
35.09 |
68200.0 |
¥2.39M |
止盈触发 |
| 2021-09-23 |
网格首格 |
买入 |
37.16713 |
63500.0 |
¥2.36M |
|
| 2021-09-24 |
网格加仓 |
买入 |
35.024989999999995 |
800.0 |
¥2.8万 |
加仓 |
| 2021-09-27 |
网格加仓 |
买入 |
35.145109999999995 |
100.0 |
¥3,516 |
加仓 |
| 2021-10-26 |
网格止盈 |
卖出 |
39.7602 |
64400.0 |
¥2.56M |
止盈触发 |
| 2021-11-02 |
网格首格 |
买入 |
36.826789999999995 |
69300.0 |
¥2.55M |
|
| 2021-11-10 |
网格止盈 |
卖出 |
37.962 |
69300.0 |
¥2.63M |
止盈触发 |
| 2021-11-11 |
网格首格 |
买入 |
35.9359 |
72900.0 |
¥2.62M |
|
| 2021-11-15 |
网格止盈 |
卖出 |
40.259699999999995 |
72900.0 |
¥2.93M |
止盈触发 |
| 2021-11-17 |
网格首格 |
买入 |
38.198159999999994 |
77100.0 |
¥2.95M |
|
| 2021-11-19 |
网格止盈 |
卖出 |
39.96 |
77100.0 |
¥3.08M |
止盈触发 |
| 2021-11-23 |
网格首格 |
买入 |
40.180139999999994 |
76600.0 |
¥3.08M |
|
| 2021-11-26 |
网格止盈 |
卖出 |
44.4555 |
76600.0 |
¥3.40M |
止盈触发 |
| 2021-11-30 |
网格首格 |
买入 |
43.05300999999999 |
78900.0 |
¥3.40M |
|
| 2021-12-01 |
网格加仓 |
买入 |
41.19115 |
200.0 |
¥8,241 |
加仓 |
| 2021-12-15 |
网格止盈 |
卖出 |
44.90505 |
79100.0 |
¥3.55M |
止盈触发 |
| 2021-12-17 |
网格首格 |
买入 |
44.61456999999999 |
78500.0 |
¥3.50M |
|
| 2021-12-21 |
网格加仓 |
买入 |
42.041999999999994 |
1200.0 |
¥5.0万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
23.26 |
79700 |
¥1.85M |
回测结束强平 |