600426 华鲁恒升 — 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: ¥1.34M
策略: 网格交易
K线 & 交易信号(策略收益 +34.35%)
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 26 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 |
10.692259421694116 |
10.95903 |
¥2.5万 |
+2.46% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-06 |
10.763978224999997 |
11.09889 |
¥3.2万 |
+3.08% |
网格止盈 |
| 3 |
2015-04-07 |
2015-04-09 |
13.787905130999997 |
14.265720000000002 |
¥3.6万 |
+3.43% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-14 |
13.547593058999997 |
14.035950000000003 |
¥3.9万 |
+3.57% |
网格止盈 |
| 5 |
2015-04-16 |
2015-04-23 |
13.377372007999998 |
13.946040000000002 |
¥4.7万 |
+4.22% |
网格止盈 |
| 6 |
2015-04-24 |
2015-04-28 |
13.817944139999998 |
14.875110000000001 |
¥8.9万 |
+7.62% |
网格止盈 |
| 7 |
2015-05-06 |
2015-05-22 |
14.427300377239177 |
15.214769999999998 |
¥6.9万 |
+5.43% |
网格止盈 |
| 8 |
2015-05-29 |
2015-06-03 |
15.289855580999998 |
16.59339 |
¥11.3万 |
+8.49% |
网格止盈 |
| 9 |
2015-06-04 |
2015-06-08 |
16.421324919999996 |
18.47151 |
¥18.0万 |
+12.45% |
网格止盈 |
| 10 |
2015-06-10 |
2015-06-11 |
18.594146571 |
19.23075 |
¥5.5万 |
+3.39% |
网格止盈 |
| 11 |
2015-06-16 |
2015-06-18 |
19.853107919716983 |
21.028950000000002 |
¥9.9万 |
+5.89% |
网格止盈 |
| 12 |
2015-06-19 |
2015-06-25 |
19.793036796866666 |
20.7792 |
¥8.8万 |
+4.95% |
网格止盈 |
| 13 |
2015-06-26 |
2018-01-23 |
18.558385845999997 |
19.13085 |
¥5.7万 |
+3.05% |
网格止盈 |
| 14 |
2018-01-26 |
2018-01-29 |
18.914562667 |
19.61037 |
¥7.0万 |
+3.65% |
网格止盈 |
| 15 |
2018-01-30 |
2018-05-21 |
18.86708836288007 |
20.55942 |
¥17.9万 |
+8.94% |
网格止盈 |
| 16 |
2018-05-22 |
2020-07-20 |
21.131460973924266 |
23.4765 |
¥24.1万 |
+11.06% |
网格止盈 |
| 17 |
2020-07-22 |
2020-08-07 |
24.182695215357356 |
24.975 |
¥7.8万 |
+3.25% |
网格止盈 |
| 18 |
2020-08-12 |
2020-08-14 |
24.982442484999993 |
25.744229999999998 |
¥7.3万 |
+3.02% |
网格止盈 |
| 19 |
2020-08-19 |
2020-08-28 |
25.667697999999998 |
26.753220000000002 |
¥10.6万 |
+4.20% |
网格止盈 |
| 20 |
2020-09-03 |
2020-10-29 |
26.278555888063845 |
28.63134 |
¥23.9万 |
+8.92% |
网格止盈 |
| 21 |
2020-11-18 |
2020-11-20 |
35.04551049999999 |
35.75421 |
¥5.8万 |
+1.99% |
网格止盈 |
| 22 |
2020-11-26 |
2020-12-22 |
36.14499182698297 |
36.95301 |
¥6.6万 |
+2.20% |
网格止盈 |
| 23 |
2020-12-23 |
2020-12-28 |
34.644990379999996 |
37.8621 |
¥27.8万 |
+9.25% |
网格止盈 |
| 24 |
2020-12-31 |
2021-01-06 |
37.0481111 |
40.3596 |
¥29.2万 |
+8.91% |
网格止盈 |
| 25 |
2021-01-12 |
2021-02-04 |
43.320053993562496 |
45.23 |
¥15.8万 |
+4.38% |
网格止盈 |
| 26 |
2021-02-19 |
2026-11-13 |
50.67254688188828 |
18.08 |
¥-2.42M |
-64.33% |
强平 |
逐笔成交记录(共 67 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 |
10.690679999999999 |
93100.0 |
¥99.6万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
10.3103 |
400.0 |
¥4,125 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
10.95903 |
93500.0 |
¥1.02M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
10.760749999999998 |
95100.0 |
¥1.02M |
|
| 2015-03-06 |
网格止盈 |
卖出 |
11.09889 |
95100.0 |
¥1.06M |
止盈触发 |
| 2015-04-07 |
网格首格 |
买入 |
13.783769999999997 |
76500.0 |
¥1.05M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
14.265720000000002 |
76500.0 |
¥1.09M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
13.543529999999997 |
80100.0 |
¥1.09M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
14.035950000000003 |
80100.0 |
¥1.12M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
13.373359999999998 |
83500.0 |
¥1.12M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
13.946040000000002 |
83500.0 |
¥1.16M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
13.813799999999999 |
84100.0 |
¥1.16M |
|
| 2015-04-28 |
网格止盈 |
卖出 |
14.875110000000001 |
84100.0 |
¥1.25M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
14.424409999999998 |
87600.0 |
¥1.26M |
|
| 2015-05-07 |
网格加仓 |
买入 |
13.793779999999996 |
200.0 |
¥2,760 |
加仓 |
| 2015-05-22 |
网格止盈 |
卖出 |
15.214769999999998 |
87800.0 |
¥1.34M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
15.285269999999997 |
87100.0 |
¥1.33M |
|
| 2015-06-03 |
网格止盈 |
卖出 |
16.59339 |
87100.0 |
¥1.44M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
16.416399999999996 |
88100.0 |
¥1.45M |
|
| 2015-06-08 |
网格止盈 |
卖出 |
18.47151 |
88100.0 |
¥1.63M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
18.588569999999997 |
87300.0 |
¥1.62M |
|
| 2015-06-11 |
网格止盈 |
卖出 |
19.23075 |
87300.0 |
¥1.68M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
19.86 |
83100.0 |
¥1.65M |
|
| 2015-06-17 |
网格加仓 |
买入 |
19.219199999999997 |
1700.0 |
¥3.3万 |
加仓 |
| 2015-06-18 |
网格止盈 |
卖出 |
21.028950000000002 |
84800.0 |
¥1.78M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
19.819799999999997 |
85800.0 |
¥1.70M |
|
| 2015-06-23 |
网格加仓 |
买入 |
19.1191 |
4200.0 |
¥8.0万 |
加仓 |
| 2015-06-25 |
网格止盈 |
卖出 |
20.7792 |
90000.0 |
¥1.87M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
18.668649999999996 |
93600.0 |
¥1.75M |
|
| 2015-06-30 |
网格加仓 |
买入 |
17.04703 |
7200.0 |
¥12.3万 |
加仓 |
| 2018-01-23 |
网格止盈 |
卖出 |
19.13085 |
100800.0 |
¥1.93M |
止盈触发 |
| 2018-01-26 |
网格首格 |
买入 |
18.90889 |
101000.0 |
¥1.91M |
|
| 2018-01-29 |
网格止盈 |
卖出 |
19.61037 |
101000.0 |
¥1.98M |
止盈触发 |
| 2018-01-30 |
网格首格 |
买入 |
18.86885 |
105300.0 |
¥1.99M |
|
| 2018-02-05 |
网格加仓 |
买入 |
17.8178 |
500.0 |
¥8,912 |
加仓 |
| 2018-02-08 |
网格加仓 |
买入 |
16.26625 |
100.0 |
¥1,627 |
加仓 |
| 2018-05-21 |
网格止盈 |
卖出 |
20.55942 |
105900.0 |
¥2.18M |
止盈触发 |
| 2018-05-22 |
网格首格 |
买入 |
21.131109999999996 |
102600.0 |
¥2.17M |
|
| 2018-05-28 |
网格加仓 |
买入 |
19.77976 |
300.0 |
¥5,936 |
加仓 |
| 2018-05-30 |
网格加仓 |
买入 |
19.019 |
100.0 |
¥1,902 |
加仓 |
| 2020-07-20 |
网格止盈 |
卖出 |
23.4765 |
103000.0 |
¥2.42M |
止盈触发 |
| 2020-07-22 |
网格首格 |
买入 |
24.18416 |
99400.0 |
¥2.40M |
|
| 2020-07-27 |
网格加仓 |
买入 |
22.44242 |
500.0 |
¥1.1万 |
加仓 |
| 2020-08-07 |
网格止盈 |
卖出 |
24.975 |
99900.0 |
¥2.49M |
止盈触发 |
| 2020-08-12 |
网格首格 |
买入 |
24.974949999999996 |
97200.0 |
¥2.43M |
|
| 2020-08-14 |
网格止盈 |
卖出 |
25.744229999999998 |
97200.0 |
¥2.50M |
止盈触发 |
| 2020-08-19 |
网格首格 |
买入 |
25.66 |
98600.0 |
¥2.53M |
|
| 2020-08-28 |
网格止盈 |
卖出 |
26.753220000000002 |
98600.0 |
¥2.64M |
止盈触发 |
| 2020-09-03 |
网格首格 |
买入 |
26.276249999999994 |
101100.0 |
¥2.66M |
|
| 2020-09-08 |
网格加仓 |
买入 |
25.465439999999997 |
700.0 |
¥1.8万 |
加仓 |
| 2020-10-29 |
网格止盈 |
卖出 |
28.63134 |
101800.0 |
¥2.91M |
止盈触发 |
| 2020-11-18 |
网格首格 |
买入 |
35.035 |
82500.0 |
¥2.89M |
|
| 2020-11-20 |
网格止盈 |
卖出 |
35.75421 |
82500.0 |
¥2.95M |
止盈触发 |
| 2020-11-26 |
网格首格 |
买入 |
36.1361 |
82000.0 |
¥2.96M |
|
| 2020-12-03 |
网格加仓 |
买入 |
35.3353 |
200.0 |
¥7,069 |
加仓 |
| 2020-12-22 |
网格止盈 |
卖出 |
36.95301 |
82200.0 |
¥3.04M |
止盈触发 |
| 2020-12-23 |
网格首格 |
买入 |
34.6346 |
86700.0 |
¥3.00M |
|
| 2020-12-28 |
网格止盈 |
卖出 |
37.8621 |
86700.0 |
¥3.28M |
止盈触发 |
| 2020-12-31 |
网格首格 |
买入 |
37.037 |
88600.0 |
¥3.28M |
|
| 2021-01-06 |
网格止盈 |
卖出 |
40.3596 |
88600.0 |
¥3.57M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
43.313269999999996 |
82800.0 |
¥3.59M |
|
| 2021-01-15 |
网格加仓 |
买入 |
42.02197999999999 |
400.0 |
¥1.7万 |
加仓 |
| 2021-02-04 |
网格止盈 |
卖出 |
45.23 |
83200.0 |
¥3.76M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
50.67061999999999 |
74100.0 |
¥3.76M |
|
| 2021-02-22 |
网格加仓 |
买入 |
49.309259999999995 |
100.0 |
¥4,932 |
加仓 |
| 2021-02-26 |
网格加仓 |
买入 |
42.172129999999996 |
100.0 |
¥4,218 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
18.08 |
74300 |
¥1.34M |
回测结束强平 |