600438 通威股份 — 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: ¥73.7万
策略: 网格交易
K线 & 交易信号(策略收益 -26.27%)
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 23 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 |
2015-05-20 |
2015-05-22 |
18.463977531999998 |
21.60837 |
¥17.0万 |
+16.99% |
网格止盈 |
| 2 |
2015-05-25 |
2015-05-27 |
19.184913748 |
19.97001 |
¥4.6万 |
+4.06% |
网格止盈 |
| 3 |
2015-05-28 |
2015-06-03 |
21.058403876041595 |
22.62735 |
¥9.0万 |
+7.42% |
网格止盈 |
| 4 |
2015-06-04 |
2015-06-05 |
21.477891435 |
22.65732 |
¥7.1万 |
+5.46% |
网格止盈 |
| 5 |
2015-06-10 |
2020-07-21 |
21.181645187779992 |
23.22675 |
¥13.2万 |
+9.62% |
网格止盈 |
| 6 |
2020-07-22 |
2020-07-24 |
22.178801644999993 |
24.43554 |
¥14.6万 |
+10.14% |
网格止盈 |
| 7 |
2020-07-29 |
2020-07-30 |
23.730817109999997 |
25.254720000000002 |
¥10.5万 |
+6.39% |
网格止盈 |
| 8 |
2020-08-04 |
2020-10-12 |
27.093892129919997 |
29.960009999999997 |
¥18.6万 |
+10.55% |
网格止盈 |
| 9 |
2020-10-19 |
2020-10-28 |
28.753735793648442 |
29.870099999999997 |
¥7.5万 |
+3.85% |
网格止盈 |
| 10 |
2020-10-29 |
2020-11-03 |
30.289334074999992 |
32.35761 |
¥13.5万 |
+6.80% |
网格止盈 |
| 11 |
2020-11-04 |
2020-11-11 |
31.89877618590384 |
33.2667 |
¥9.2万 |
+4.26% |
网格止盈 |
| 12 |
2020-11-13 |
2020-12-21 |
32.229701778305596 |
34.965 |
¥19.0万 |
+8.45% |
网格止盈 |
| 13 |
2021-01-04 |
2021-01-05 |
38.34980148999999 |
41.00895 |
¥16.7万 |
+6.90% |
网格止盈 |
| 14 |
2021-01-11 |
2021-01-25 |
42.11398768873786 |
44.805150000000005 |
¥16.5万 |
+6.36% |
网格止盈 |
| 15 |
2021-01-27 |
2021-01-28 |
45.45903361999999 |
49.4505 |
¥23.9万 |
+8.75% |
网格止盈 |
| 16 |
2021-01-29 |
2021-02-10 |
49.36410479 |
51.948 |
¥15.6万 |
+5.20% |
网格止盈 |
| 17 |
2021-02-22 |
2021-08-26 |
50.013320696992096 |
54.0459 |
¥25.4万 |
+8.03% |
网格止盈 |
| 18 |
2021-09-07 |
2021-09-13 |
55.72236169499999 |
57.961980000000004 |
¥13.6万 |
+3.99% |
网格止盈 |
| 19 |
2021-09-14 |
2021-10-18 |
54.04629455757447 |
56.433510000000005 |
¥15.6万 |
+4.39% |
网格止盈 |
| 20 |
2021-10-19 |
2021-11-01 |
55.351880584 |
56.4435 |
¥7.1万 |
+1.94% |
网格止盈 |
| 21 |
2021-11-02 |
2022-06-27 |
54.288289923873734 |
58.111830000000005 |
¥26.5万 |
+7.01% |
网格止盈 |
| 22 |
2022-06-30 |
2022-07-01 |
56.994013075999995 |
59.94 |
¥20.7万 |
+5.14% |
网格止盈 |
| 23 |
2022-07-07 |
2026-11-13 |
65.57868974050847 |
11.35 |
¥-3.52M |
-82.70% |
强平 |
逐笔成交记录(共 60 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-05-20 |
网格首格 |
买入 |
18.45844 |
54100.0 |
¥99.9万 |
|
| 2015-05-22 |
网格止盈 |
卖出 |
21.60837 |
54100.0 |
¥1.17M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
19.17916 |
59000.0 |
¥1.13M |
|
| 2015-05-27 |
网格止盈 |
卖出 |
19.97001 |
59000.0 |
¥1.18M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
21.06104 |
57400.0 |
¥1.21M |
|
| 2015-05-29 |
网格加仓 |
买入 |
19.339319999999997 |
300.0 |
¥5,804 |
加仓 |
| 2015-06-03 |
网格止盈 |
卖出 |
22.62735 |
57700.0 |
¥1.31M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
21.471449999999997 |
60500.0 |
¥1.30M |
|
| 2015-06-05 |
网格止盈 |
卖出 |
22.65732 |
60500.0 |
¥1.37M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
21.231209999999997 |
63000.0 |
¥1.34M |
|
| 2015-06-16 |
网格加仓 |
买入 |
20.13011 |
1900.0 |
¥3.8万 |
加仓 |
| 2017-05-12 |
网格加仓 |
买入 |
5.8058 |
100.0 |
¥581 |
加仓 |
| 2020-07-21 |
网格止盈 |
卖出 |
23.22675 |
65000.0 |
¥1.51M |
止盈触发 |
| 2020-07-22 |
网格首格 |
买入 |
22.172149999999995 |
65100.0 |
¥1.44M |
|
| 2020-07-24 |
网格止盈 |
卖出 |
24.43554 |
65100.0 |
¥1.59M |
止盈触发 |
| 2020-07-29 |
网格首格 |
买入 |
23.723699999999997 |
69500.0 |
¥1.65M |
|
| 2020-07-30 |
网格止盈 |
卖出 |
25.254720000000002 |
69500.0 |
¥1.75M |
止盈触发 |
| 2020-08-04 |
网格首格 |
买入 |
27.107079999999996 |
63800.0 |
¥1.73M |
|
| 2020-08-05 |
网格加仓 |
买入 |
26.16614 |
1100.0 |
¥2.9万 |
加仓 |
| 2020-08-14 |
网格加仓 |
买入 |
23.603579999999997 |
100.0 |
¥2,361 |
加仓 |
| 2020-10-12 |
网格止盈 |
卖出 |
29.960009999999997 |
65000.0 |
¥1.95M |
止盈触发 |
| 2020-10-19 |
网格首格 |
买入 |
28.748719999999995 |
67500.0 |
¥1.94M |
|
| 2020-10-20 |
网格加仓 |
买入 |
27.527499999999996 |
200.0 |
¥5,507 |
加仓 |
| 2020-10-28 |
网格止盈 |
卖出 |
29.870099999999997 |
67700.0 |
¥2.02M |
止盈触发 |
| 2020-10-29 |
网格首格 |
买入 |
30.280249999999995 |
65400.0 |
¥1.98M |
|
| 2020-11-03 |
网格止盈 |
卖出 |
32.35761 |
65400.0 |
¥2.12M |
止盈触发 |
| 2020-11-04 |
网格首格 |
买入 |
31.90187 |
66700.0 |
¥2.13M |
|
| 2020-11-09 |
网格加仓 |
买入 |
30.95092 |
900.0 |
¥2.8万 |
加仓 |
| 2020-11-11 |
网格止盈 |
卖出 |
33.2667 |
67600.0 |
¥2.25M |
止盈触发 |
| 2020-11-13 |
网格首格 |
买入 |
32.2322 |
69000.0 |
¥2.22M |
|
| 2020-11-16 |
网格加仓 |
买入 |
31.020989999999994 |
700.0 |
¥2.2万 |
加仓 |
| 2020-12-21 |
网格止盈 |
卖出 |
34.965 |
69700.0 |
¥2.44M |
止盈触发 |
| 2021-01-04 |
网格首格 |
买入 |
38.33829999999999 |
63200.0 |
¥2.42M |
|
| 2021-01-05 |
网格止盈 |
卖出 |
41.00895 |
63200.0 |
¥2.59M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
42.11 |
61600.0 |
¥2.59M |
|
| 2021-01-12 |
网格加仓 |
买入 |
39.43939999999999 |
200.0 |
¥7,890 |
加仓 |
| 2021-01-25 |
网格止盈 |
卖出 |
44.805150000000005 |
61800.0 |
¥2.77M |
止盈触发 |
| 2021-01-27 |
网格首格 |
买入 |
45.44539999999999 |
60200.0 |
¥2.74M |
|
| 2021-01-28 |
网格止盈 |
卖出 |
49.4505 |
60200.0 |
¥2.98M |
止盈触发 |
| 2021-01-29 |
网格首格 |
买入 |
49.34929999999999 |
60900.0 |
¥3.01M |
|
| 2021-02-10 |
网格止盈 |
卖出 |
51.948 |
60900.0 |
¥3.16M |
止盈触发 |
| 2021-02-22 |
网格首格 |
买入 |
50.029979999999995 |
61900.0 |
¥3.10M |
|
| 2021-02-25 |
网格加仓 |
买入 |
48.59854999999999 |
1400.0 |
¥6.8万 |
加仓 |
| 2021-08-26 |
网格止盈 |
卖出 |
54.0459 |
63300.0 |
¥3.42M |
止盈触发 |
| 2021-09-07 |
网格首格 |
买入 |
55.70564999999999 |
61200.0 |
¥3.41M |
|
| 2021-09-13 |
网格止盈 |
卖出 |
57.961980000000004 |
61200.0 |
¥3.55M |
止盈触发 |
| 2021-09-14 |
网格首格 |
买入 |
54.07402 |
63900.0 |
¥3.46M |
|
| 2021-09-15 |
网格加仓 |
买入 |
52.552499999999995 |
1900.0 |
¥10.0万 |
加仓 |
| 2021-10-18 |
网格止盈 |
卖出 |
56.433510000000005 |
65800.0 |
¥3.71M |
止盈触发 |
| 2021-10-19 |
网格首格 |
买入 |
55.33528 |
66300.0 |
¥3.67M |
|
| 2021-11-01 |
网格止盈 |
卖出 |
56.4435 |
66300.0 |
¥3.74M |
止盈触发 |
| 2021-11-02 |
网格首格 |
买入 |
54.35429999999999 |
68500.0 |
¥3.72M |
|
| 2021-11-03 |
网格加仓 |
买入 |
50.35029999999999 |
1100.0 |
¥5.5万 |
加仓 |
| 2021-12-27 |
网格加仓 |
买入 |
41.041 |
100.0 |
¥4,105 |
加仓 |
| 2022-06-27 |
网格止盈 |
卖出 |
58.111830000000005 |
69700.0 |
¥4.05M |
止盈触发 |
| 2022-06-30 |
网格首格 |
买入 |
56.97691999999999 |
70800.0 |
¥4.04M |
|
| 2022-07-01 |
网格止盈 |
卖出 |
59.94 |
70800.0 |
¥4.24M |
止盈触发 |
| 2022-07-07 |
网格首格 |
买入 |
65.56549999999999 |
64800.0 |
¥4.25M |
|
| 2022-07-12 |
网格加仓 |
买入 |
61.36129999999999 |
100.0 |
¥6,138 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
11.35 |
64900 |
¥73.6万 |
回测结束强平 |