600519 贵州茅台 — 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: ¥4.60M
策略: 网格交易
K线 & 交易信号（策略收益 +360.24%）
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 45 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 |
179.382948745 |
186.8 |
¥4.0万 |
+4.10% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-17 |
187.23314309699998 |
194.89 |
¥4.2万 |
+4.06% |
网格止盈 |
| 3 |
2015-03-23 |
2015-04-09 |
194.92312940099995 |
204.27552000000003 |
¥5.1万 |
+4.77% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-17 |
200.25004699699997 |
238.66109999999998 |
¥21.5万 |
+19.15% |
网格止盈 |
| 5 |
2015-04-20 |
2015-04-22 |
230.29906899999995 |
268.5312 |
¥21.7万 |
+16.57% |
网格止盈 |
| 6 |
2015-04-24 |
2015-05-25 |
251.95234948754836 |
269.73 |
¥11.0万 |
+7.02% |
网格止盈 |
| 7 |
2015-05-28 |
2016-06-06 |
274.37039889275405 |
281.718 |
¥4.4万 |
+2.65% |
网格止盈 |
| 8 |
2016-06-07 |
2016-06-28 |
276.8595329499999 |
286.73298 |
¥6.1万 |
+3.54% |
网格止盈 |
| 9 |
2016-07-08 |
2016-07-13 |
313.9376830589999 |
322.70696999999996 |
¥4.8万 |
+2.76% |
网格止盈 |
| 10 |
2016-07-19 |
2016-12-07 |
315.91024465 |
326.79288 |
¥6.1万 |
+3.41% |
网格止盈 |
| 11 |
2016-12-13 |
2017-01-05 |
327.2649900519999 |
349.65 |
¥12.7万 |
+6.81% |
网格止盈 |
| 12 |
2017-01-10 |
2017-02-21 |
348.903089535 |
361.51812 |
¥7.1万 |
+3.58% |
网格止盈 |
| 13 |
2017-03-01 |
2017-03-08 |
355.56173652999996 |
366.81282000000004 |
¥6.5万 |
+3.13% |
网格止盈 |
| 14 |
2017-03-28 |
2017-04-07 |
380.44404898499994 |
392.59701 |
¥6.7万 |
+3.16% |
网格止盈 |
| 15 |
2017-04-24 |
2017-04-26 |
401.1409261859999 |
418.43115000000006 |
¥9.4万 |
+4.28% |
网格止盈 |
| 16 |
2017-05-02 |
2017-05-17 |
412.1352034799999 |
428.571 |
¥9.0万 |
+3.96% |
网格止盈 |
| 17 |
2017-06-19 |
2017-06-27 |
462.5606865879999 |
482.33717999999993 |
¥10.0万 |
+4.24% |
网格止盈 |
| 18 |
2017-07-04 |
2017-07-25 |
459.5567856879999 |
481.7178 |
¥11.9万 |
+4.79% |
网格止盈 |
| 19 |
2017-09-07 |
2017-09-26 |
485.94104859299995 |
506.18331 |
¥10.6万 |
+4.13% |
网格止盈 |
| 20 |
2017-10-25 |
2017-10-27 |
570.4908459249999 |
601.50789 |
¥14.5万 |
+5.41% |
网格止盈 |
| 21 |
2017-10-31 |
2017-11-07 |
622.818799603 |
649.92942 |
¥12.4万 |
+4.32% |
网格止盈 |
| 22 |
2017-11-20 |
2017-12-29 |
676.88810553 |
717.282 |
¥17.7万 |
+5.94% |
网格止盈 |
| 23 |
2018-01-02 |
2018-01-05 |
700.9102099999999 |
740.259 |
¥17.6万 |
+5.58% |
网格止盈 |
| 24 |
2018-01-17 |
2018-06-13 |
771.0012309999998 |
799.2 |
¥12.0万 |
+3.63% |
网格止盈 |
| 25 |
2018-06-19 |
2019-03-19 |
768.6247627177778 |
802.197 |
¥15.0万 |
+4.34% |
网格止盈 |
| 26 |
2019-03-22 |
2019-04-01 |
789.2449224659999 |
859.14 |
¥31.3万 |
+8.82% |
网格止盈 |
| 27 |
2019-04-15 |
2019-04-24 |
932.2105793 |
978.90012 |
¥19.5万 |
+4.98% |
网格止盈 |
| 28 |
2019-04-26 |
2019-06-24 |
947.5304738899998 |
977.3216999999999 |
¥12.7万 |
+3.11% |
网格止盈 |
| 29 |
2019-07-04 |
2019-08-13 |
986.3646252925579 |
1015.1438400000001 |
¥12.2万 |
+2.89% |
网格止盈 |
| 30 |
2019-09-12 |
2019-09-19 |
1067.3861197999997 |
1146.852 |
¥31.6万 |
+7.41% |
网格止盈 |
| 31 |
2019-10-08 |
2019-10-16 |
1154.4992458999998 |
1166.832 |
¥4.8万 |
+1.04% |
网格止盈 |
| 32 |
2019-10-17 |
2019-11-14 |
1177.5291528 |
1225.773 |
¥19.2万 |
+4.07% |
网格止盈 |
| 33 |
2019-11-25 |
2020-04-20 |
1189.594821415 |
1219.779 |
¥12.2万 |
+2.51% |
网格止盈 |
| 34 |
2020-05-25 |
2020-06-02 |
1331.729399 |
1414.59399 |
¥30.5万 |
+6.19% |
网格止盈 |
| 35 |
2020-06-16 |
2020-06-24 |
1400.31846955 |
1462.1363999999999 |
¥23.3万 |
+4.38% |
网格止盈 |
| 36 |
2020-07-08 |
2020-07-14 |
1682.1845039999996 |
1780.20801 |
¥32.2万 |
+5.80% |
网格止盈 |
| 37 |
2020-07-17 |
2020-07-23 |
1622.1064860000001 |
1670.328 |
¥17.2万 |
+2.94% |
网格止盈 |
| 38 |
2020-07-24 |
2020-08-26 |
1657.0018014549996 |
1732.266 |
¥26.9万 |
+4.51% |
网格止盈 |
| 39 |
2020-09-07 |
2020-12-09 |
1760.7237181422777 |
1864.08405 |
¥37.0万 |
+5.84% |
网格止盈 |
| 40 |
2020-12-16 |
2020-12-31 |
1832.8801991499997 |
1939.0589999999997 |
¥38.0万 |
+5.76% |
网格止盈 |
| 41 |
2021-01-18 |
2021-01-26 |
2063.7399963179996 |
2182.815 |
¥40.3万 |
+5.74% |
网格止盈 |
| 42 |
2021-01-28 |
2021-02-04 |
2082.704624 |
2191.0 |
¥37.7万 |
+5.17% |
网格止盈 |
| 43 |
2021-02-19 |
2026-08-11 |
2448.5265595415617 |
1346.652 |
¥-3.53M |
-45.02% |
网格止盈 |
| 44 |
2026-08-18 |
2026-10-21 |
1292.6786872999999 |
1330.54812 |
¥12.4万 |
+2.90% |
网格止盈 |
| 45 |
2026-11-12 |
2026-11-13 |
1396.944087539 |
1435.26 |
¥11.7万 |
+2.71% |
强平 |
逐笔成交记录（共 97 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 |
179.32915 |
5500.0 |
¥98.7万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
186.8 |
5500.0 |
¥1.03M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
187.17699 |
5500.0 |
¥1.03M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
194.89 |
5500.0 |
¥1.07M |
止盈触发 |
| 2015-03-23 |
网格首格 |
买入 |
194.86466999999996 |
5500.0 |
¥1.07M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
204.27552000000003 |
5500.0 |
¥1.12M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
200.18999 |
5600.0 |
¥1.12M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
238.66109999999998 |
5600.0 |
¥1.34M |
止盈触发 |
| 2015-04-20 |
网格首格 |
买入 |
230.22999999999996 |
5700.0 |
¥1.31M |
|
| 2015-04-22 |
网格止盈 |
卖出 |
268.5312 |
5700.0 |
¥1.53M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
252.13187999999997 |
6000.0 |
¥1.51M |
|
| 2015-05-06 |
网格加仓 |
买入 |
244.22397999999993 |
200.0 |
¥4.9万 |
加仓 |
| 2015-05-25 |
网格止盈 |
卖出 |
269.73 |
6200.0 |
¥1.67M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
275.52524999999997 |
6000.0 |
¥1.65M |
|
| 2015-07-28 |
网格加仓 |
买入 |
200.05985999999996 |
100.0 |
¥2.0万 |
加仓 |
| 2016-06-06 |
网格止盈 |
卖出 |
281.718 |
6100.0 |
¥1.72M |
止盈触发 |
| 2016-06-07 |
网格首格 |
买入 |
276.77649999999994 |
6200.0 |
¥1.72M |
|
| 2016-06-28 |
网格止盈 |
卖出 |
286.73298 |
6200.0 |
¥1.78M |
止盈触发 |
| 2016-07-08 |
网格首格 |
买入 |
313.84352999999993 |
5500.0 |
¥1.73M |
|
| 2016-07-13 |
网格止盈 |
卖出 |
322.70696999999996 |
5500.0 |
¥1.77M |
止盈触发 |
| 2016-07-19 |
网格首格 |
买入 |
315.8155 |
5700.0 |
¥1.80M |
|
| 2016-12-07 |
网格止盈 |
卖出 |
326.79288 |
5700.0 |
¥1.86M |
止盈触发 |
| 2016-12-13 |
网格首格 |
买入 |
327.1668399999999 |
5700.0 |
¥1.87M |
|
| 2017-01-05 |
网格止盈 |
卖出 |
349.65 |
5700.0 |
¥1.99M |
止盈触发 |
| 2017-01-10 |
网格首格 |
买入 |
348.79844999999995 |
5700.0 |
¥1.99M |
|
| 2017-02-21 |
网格止盈 |
卖出 |
361.51812 |
5700.0 |
¥2.06M |
止盈触发 |
| 2017-03-01 |
网格首格 |
买入 |
355.45509999999996 |
5800.0 |
¥2.06M |
|
| 2017-03-08 |
网格止盈 |
卖出 |
366.81282000000004 |
5800.0 |
¥2.13M |
止盈触发 |
| 2017-03-28 |
网格首格 |
买入 |
380.32994999999994 |
5600.0 |
¥2.13M |
|
| 2017-04-07 |
网格止盈 |
卖出 |
392.59701 |
5600.0 |
¥2.20M |
止盈触发 |
| 2017-04-24 |
网格首格 |
买入 |
401.02061999999995 |
5500.0 |
¥2.21M |
|
| 2017-04-26 |
网格止盈 |
卖出 |
418.43115000000006 |
5500.0 |
¥2.30M |
止盈触发 |
| 2017-05-02 |
网格首格 |
买入 |
412.0116 |
5500.0 |
¥2.27M |
|
| 2017-05-17 |
网格止盈 |
卖出 |
428.571 |
5500.0 |
¥2.36M |
止盈触发 |
| 2017-06-19 |
网格首格 |
买入 |
462.42195999999996 |
5100.0 |
¥2.36M |
|
| 2017-06-27 |
网格止盈 |
卖出 |
482.33717999999993 |
5100.0 |
¥2.46M |
止盈触发 |
| 2017-07-04 |
网格首格 |
买入 |
459.4189599999999 |
5400.0 |
¥2.48M |
|
| 2017-07-25 |
网格止盈 |
卖出 |
481.7178 |
5400.0 |
¥2.60M |
止盈触发 |
| 2017-09-07 |
网格首格 |
买入 |
485.7953099999999 |
5300.0 |
¥2.58M |
|
| 2017-09-26 |
网格止盈 |
卖出 |
506.18331 |
5300.0 |
¥2.68M |
止盈触发 |
| 2017-10-25 |
网格首格 |
买入 |
570.3197499999999 |
4700.0 |
¥2.68M |
|
| 2017-10-27 |
网格止盈 |
卖出 |
601.50789 |
4700.0 |
¥2.83M |
止盈触发 |
| 2017-10-31 |
网格首格 |
买入 |
622.6320099999999 |
4600.0 |
¥2.86M |
|
| 2017-11-07 |
网格止盈 |
卖出 |
649.92942 |
4600.0 |
¥2.99M |
止盈触发 |
| 2017-11-20 |
网格首格 |
买入 |
677.4767999999999 |
4300.0 |
¥2.91M |
|
| 2017-11-23 |
网格加仓 |
买入 |
642.6419999999999 |
100.0 |
¥6.4万 |
加仓 |
| 2017-12-29 |
网格止盈 |
卖出 |
717.282 |
4400.0 |
¥3.16M |
止盈触发 |
| 2018-01-02 |
网格首格 |
买入 |
700.6999999999999 |
4500.0 |
¥3.15M |
|
| 2018-01-05 |
网格止盈 |
卖出 |
740.259 |
4500.0 |
¥3.33M |
止盈触发 |
| 2018-01-17 |
网格首格 |
买入 |
770.7699999999999 |
4300.0 |
¥3.32M |
|
| 2018-06-13 |
网格止盈 |
卖出 |
799.2 |
4300.0 |
¥3.44M |
止盈触发 |
| 2018-06-19 |
网格首格 |
买入 |
769.0 |
4400.0 |
¥3.38M |
|
| 2018-06-20 |
网格加仓 |
买入 |
741.7409999999999 |
100.0 |
¥7.4万 |
加仓 |
| 2019-03-19 |
网格止盈 |
卖出 |
802.197 |
4500.0 |
¥3.61M |
止盈触发 |
| 2019-03-22 |
网格首格 |
买入 |
789.0082199999999 |
4500.0 |
¥3.55M |
|
| 2019-04-01 |
网格止盈 |
卖出 |
859.14 |
4500.0 |
¥3.86M |
止盈触发 |
| 2019-04-15 |
网格首格 |
买入 |
931.9309999999999 |
4200.0 |
¥3.92M |
|
| 2019-04-24 |
网格止盈 |
卖出 |
978.90012 |
4200.0 |
¥4.11M |
止盈触发 |
| 2019-04-26 |
网格首格 |
买入 |
947.2462999999999 |
4300.0 |
¥4.07M |
|
| 2019-06-24 |
网格止盈 |
卖出 |
977.3216999999999 |
4300.0 |
¥4.20M |
止盈触发 |
| 2019-07-04 |
网格首格 |
买入 |
986.7857999999999 |
4200.0 |
¥4.15M |
|
| 2019-07-19 |
网格加仓 |
买入 |
955.955 |
100.0 |
¥9.6万 |
加仓 |
| 2019-08-13 |
网格止盈 |
卖出 |
1015.1438400000001 |
4300.0 |
¥4.36M |
止盈触发 |
| 2019-09-12 |
网格首格 |
买入 |
1067.0659999999998 |
4000.0 |
¥4.27M |
|
| 2019-09-19 |
网格止盈 |
卖出 |
1146.852 |
4000.0 |
¥4.59M |
止盈触发 |
| 2019-10-08 |
网格首格 |
买入 |
1154.1529999999998 |
4000.0 |
¥4.62M |
|
| 2019-10-16 |
网格止盈 |
卖出 |
1166.832 |
4000.0 |
¥4.67M |
止盈触发 |
| 2019-10-17 |
网格首格 |
买入 |
1177.176 |
4000.0 |
¥4.71M |
|
| 2019-11-14 |
网格止盈 |
卖出 |
1225.773 |
4000.0 |
¥4.90M |
止盈触发 |
| 2019-11-25 |
网格首格 |
买入 |
1189.23805 |
4100.0 |
¥4.88M |
|
| 2020-04-20 |
网格止盈 |
卖出 |
1219.779 |
4100.0 |
¥5.00M |
止盈触发 |
| 2020-05-25 |
网格首格 |
买入 |
1331.33 |
3700.0 |
¥4.93M |
|
| 2020-06-02 |
网格止盈 |
卖出 |
1414.59399 |
3700.0 |
¥5.23M |
止盈触发 |
| 2020-06-16 |
网格首格 |
买入 |
1399.8984999999998 |
3800.0 |
¥5.32M |
|
| 2020-06-24 |
网格止盈 |
卖出 |
1462.1363999999999 |
3800.0 |
¥5.55M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
1681.6799999999996 |
3300.0 |
¥5.55M |
|
| 2020-07-14 |
网格止盈 |
卖出 |
1780.20801 |
3300.0 |
¥5.87M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
1621.62 |
3600.0 |
¥5.84M |
|
| 2020-07-23 |
网格止盈 |
卖出 |
1670.328 |
3600.0 |
¥6.01M |
止盈触发 |
| 2020-07-24 |
网格首格 |
买入 |
1656.5048499999998 |
3600.0 |
¥5.97M |
|
| 2020-08-26 |
网格止盈 |
卖出 |
1732.266 |
3600.0 |
¥6.23M |
止盈触发 |
| 2020-09-07 |
网格首格 |
买入 |
1761.7599999999998 |
3500.0 |
¥6.17M |
|
| 2020-09-10 |
网格加仓 |
买入 |
1705.4437399999997 |
100.0 |
¥17.1万 |
加仓 |
| 2020-12-09 |
网格止盈 |
卖出 |
1864.08405 |
3600.0 |
¥6.71M |
止盈触发 |
| 2020-12-16 |
网格首格 |
买入 |
1832.3304999999998 |
3600.0 |
¥6.60M |
|
| 2020-12-31 |
网格止盈 |
卖出 |
1939.0589999999997 |
3600.0 |
¥6.98M |
止盈触发 |
| 2021-01-18 |
网格首格 |
买入 |
2063.12106 |
3400.0 |
¥7.02M |
|
| 2021-01-26 |
网格止盈 |
卖出 |
2182.815 |
3400.0 |
¥7.42M |
止盈触发 |
| 2021-01-28 |
网格首格 |
买入 |
2082.08 |
3500.0 |
¥7.29M |
|
| 2021-02-04 |
网格止盈 |
卖出 |
2191.0 |
3500.0 |
¥7.67M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
2453.6111599999995 |
3100.0 |
¥7.61M |
|
| 2021-02-23 |
网格加仓 |
买入 |
2267.40514 |
100.0 |
¥22.7万 |
加仓 |
| 2026-08-11 |
网格止盈 |
卖出 |
1346.652 |
3200.0 |
¥4.31M |
止盈触发 |
| 2026-08-18 |
网格首格 |
买入 |
1292.291 |
3300.0 |
¥4.27M |
|
| 2026-10-21 |
网格止盈 |
卖出 |
1330.54812 |
3300.0 |
¥4.39M |
止盈触发 |
| 2026-11-12 |
网格首格 |
买入 |
1396.52513 |
3100.0 |
¥4.33M |
|
| 2026-11-13 |
强平 |
卖出 |
1435.26 |
3100 |
¥4.45M |
回测结束强平 |