600489 中金黄金 — 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: ¥1.23M
策略: 网格交易
K线 & 交易信号(策略收益 +22.52%)
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 16 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 |
2015-03-20 |
11.798060174727272 |
12.50748 |
¥6.0万 |
+5.98% |
网格止盈 |
| 2 |
2015-03-24 |
2015-03-25 |
12.576331768 |
12.82716 |
¥2.1万 |
+1.96% |
网格止盈 |
| 3 |
2015-03-26 |
2015-04-08 |
12.616383779999998 |
13.336649999999999 |
¥6.1万 |
+5.68% |
网格止盈 |
| 4 |
2015-04-09 |
2015-04-17 |
13.042308867776 |
13.6863 |
¥5.6万 |
+4.91% |
网格止盈 |
| 5 |
2015-04-21 |
2015-04-27 |
13.617684079999998 |
14.185799999999999 |
¥4.9万 |
+4.14% |
网格止盈 |
| 6 |
2015-05-04 |
2015-05-27 |
15.712270464180325 |
16.533450000000002 |
¥6.5万 |
+5.19% |
网格止盈 |
| 7 |
2015-05-28 |
2024-07-10 |
16.301467779611936 |
16.8831 |
¥4.6万 |
+3.54% |
网格止盈 |
| 8 |
2024-07-15 |
2024-07-17 |
17.012092097 |
18.33165 |
¥10.4万 |
+7.72% |
网格止盈 |
| 9 |
2024-07-19 |
2025-09-02 |
16.791460755034482 |
18.05193 |
¥10.9万 |
+7.47% |
网格止盈 |
| 10 |
2025-09-04 |
2025-09-10 |
18.18229075698957 |
18.521459999999998 |
¥2.9万 |
+1.83% |
网格止盈 |
| 11 |
2025-09-12 |
2025-09-23 |
18.97112485002016 |
20.34963 |
¥11.6万 |
+7.23% |
网格止盈 |
| 12 |
2025-10-20 |
2026-01-07 |
23.812019782940276 |
24.69528 |
¥6.3万 |
+3.68% |
网格止盈 |
| 13 |
2026-01-09 |
2026-01-14 |
24.341610292999995 |
25.95402 |
¥11.7万 |
+6.59% |
网格止盈 |
| 14 |
2026-01-16 |
2026-01-20 |
26.113911823999995 |
26.973 |
¥6.1万 |
+3.26% |
网格止盈 |
| 15 |
2026-02-02 |
2026-03-03 |
32.895146695444446 |
33.975989999999996 |
¥6.4万 |
+3.25% |
网格止盈 |
| 16 |
2026-03-04 |
2026-11-13 |
31.710221641999997 |
19.23 |
¥-79.5万 |
-39.38% |
强平 |
逐笔成交记录(共 45 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 |
11.8118 |
83000.0 |
¥98.1万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
10.950939999999997 |
1700.0 |
¥1.9万 |
加仓 |
| 2015-03-20 |
网格止盈 |
卖出 |
12.50748 |
84700.0 |
¥1.06M |
止盈触发 |
| 2015-03-24 |
网格首格 |
买入 |
12.57256 |
84200.0 |
¥1.06M |
|
| 2015-03-25 |
网格止盈 |
卖出 |
12.82716 |
84200.0 |
¥1.08M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
12.612599999999997 |
85400.0 |
¥1.08M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
13.336649999999999 |
85400.0 |
¥1.14M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
13.04 |
87200.0 |
¥1.14M |
|
| 2015-04-10 |
网格加仓 |
买入 |
12.57256 |
300.0 |
¥3,773 |
加仓 |
| 2015-04-17 |
网格止盈 |
卖出 |
13.6863 |
87500.0 |
¥1.20M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
13.613599999999998 |
86500.0 |
¥1.18M |
|
| 2015-04-27 |
网格止盈 |
卖出 |
14.185799999999999 |
86500.0 |
¥1.23M |
止盈触发 |
| 2015-05-04 |
网格首格 |
买入 |
15.735719999999999 |
77000.0 |
¥1.21M |
|
| 2015-05-06 |
网格加仓 |
买入 |
14.764749999999998 |
2300.0 |
¥3.4万 |
加仓 |
| 2015-05-27 |
网格止盈 |
卖出 |
16.533450000000002 |
79300.0 |
¥1.31M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
16.3163 |
79300.0 |
¥1.29M |
|
| 2015-05-29 |
网格加仓 |
买入 |
14.874859999999998 |
1100.0 |
¥1.6万 |
加仓 |
| 2024-07-10 |
网格止盈 |
卖出 |
16.8831 |
80400.0 |
¥1.36M |
止盈触发 |
| 2024-07-15 |
网格首格 |
买入 |
17.00699 |
79000.0 |
¥1.34M |
|
| 2024-07-17 |
网格止盈 |
卖出 |
18.33165 |
79000.0 |
¥1.45M |
止盈触发 |
| 2024-07-19 |
网格首格 |
买入 |
16.8168 |
82200.0 |
¥1.38M |
|
| 2024-07-24 |
网格加仓 |
买入 |
16.26625 |
4800.0 |
¥7.8万 |
加仓 |
| 2025-09-02 |
网格止盈 |
卖出 |
18.05193 |
87000.0 |
¥1.57M |
止盈触发 |
| 2025-09-04 |
网格首格 |
买入 |
18.17816 |
86100.0 |
¥1.57M |
|
| 2025-09-05 |
网格加仓 |
买入 |
17.60759 |
200.0 |
¥3,523 |
加仓 |
| 2025-09-10 |
网格止盈 |
卖出 |
18.521459999999998 |
86300.0 |
¥1.60M |
止盈触发 |
| 2025-09-12 |
网格首格 |
买入 |
18.968949999999996 |
83900.0 |
¥1.59M |
|
| 2025-09-19 |
网格加仓 |
买入 |
18.228209999999997 |
400.0 |
¥7,293 |
加仓 |
| 2025-09-23 |
网格止盈 |
卖出 |
20.34963 |
84300.0 |
¥1.71M |
止盈触发 |
| 2025-10-20 |
网格首格 |
买入 |
23.873849999999997 |
68400.0 |
¥1.63M |
|
| 2025-10-23 |
网格加仓 |
买入 |
22.50248 |
3500.0 |
¥7.9万 |
加仓 |
| 2025-10-27 |
网格加仓 |
买入 |
22.21219 |
100.0 |
¥2,222 |
加仓 |
| 2026-01-07 |
网格止盈 |
卖出 |
24.69528 |
72000.0 |
¥1.78M |
止盈触发 |
| 2026-01-09 |
网格首格 |
买入 |
24.334309999999995 |
73000.0 |
¥1.78M |
|
| 2026-01-14 |
网格止盈 |
卖出 |
25.95402 |
73000.0 |
¥1.89M |
止盈触发 |
| 2026-01-16 |
网格首格 |
买入 |
26.106079999999995 |
72100.0 |
¥1.88M |
|
| 2026-01-20 |
网格止盈 |
卖出 |
26.973 |
72100.0 |
¥1.94M |
止盈触发 |
| 2026-02-02 |
网格首格 |
买入 |
33.21 |
52800.0 |
¥1.75M |
|
| 2026-02-05 |
网格加仓 |
买入 |
30.390359999999998 |
6300.0 |
¥19.2万 |
加仓 |
| 2026-02-06 |
网格加仓 |
买入 |
28.1281 |
300.0 |
¥8,441 |
加仓 |
| 2026-03-03 |
网格止盈 |
卖出 |
33.975989999999996 |
59400.0 |
¥2.02M |
止盈触发 |
| 2026-03-04 |
网格首格 |
买入 |
31.81178 |
59800.0 |
¥1.90M |
|
| 2026-03-16 |
网格加仓 |
买入 |
30.029999999999998 |
3700.0 |
¥11.1万 |
加仓 |
| 2026-03-17 |
网格加仓 |
买入 |
29.399369999999998 |
200.0 |
¥5,882 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
19.23 |
63700 |
¥1.22M |
回测结束强平 |