600570 恒生电子 — 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: ¥27.3万
策略: 网格交易
K线 & 交易信号（策略收益 -72.74%）
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 13 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 |
2015-02-05 |
2015-02-12 |
62.58126874999999 |
72.927 |
¥16.4万 |
+16.50% |
网格止盈 |
| 2 |
2015-02-16 |
2015-02-17 |
71.09232130000001 |
78.60132 |
¥12.2万 |
+10.53% |
网格止盈 |
| 3 |
2015-02-26 |
2015-02-27 |
73.87593613399999 |
75.54438 |
¥2.8万 |
+2.23% |
网格止盈 |
| 4 |
2015-03-02 |
2015-03-03 |
77.510656223 |
82.72719000000001 |
¥8.8万 |
+6.70% |
网格止盈 |
| 5 |
2015-03-06 |
2015-03-13 |
81.465792408 |
87.06285000000001 |
¥9.5万 |
+6.84% |
网格止盈 |
| 6 |
2015-03-26 |
2015-04-02 |
106.00659754791491 |
121.55832000000001 |
¥21.9万 |
+14.64% |
网格止盈 |
| 7 |
2015-04-08 |
2015-04-10 |
133.169939 |
136.71314999999998 |
¥4.5万 |
+2.63% |
网格止盈 |
| 8 |
2015-04-14 |
2015-05-13 |
138.31371025125196 |
139.86 |
¥1.9万 |
+1.09% |
网格止盈 |
| 9 |
2015-05-15 |
2015-05-19 |
128.36669845999998 |
139.90995 |
¥15.3万 |
+8.96% |
网格止盈 |
| 10 |
2015-05-25 |
2015-05-26 |
122.65928674999998 |
126.86300999999999 |
¥6.1万 |
+3.40% |
网格止盈 |
| 11 |
2015-05-27 |
2015-06-03 |
135.17554049999998 |
144.88 |
¥14.2万 |
+7.15% |
网格止盈 |
| 12 |
2015-06-09 |
2015-06-10 |
143.18594289999996 |
150.849 |
¥11.2万 |
+5.32% |
网格止盈 |
| 13 |
2015-06-12 |
2026-11-13 |
168.98748931315788 |
20.49 |
¥-1.98M |
-87.88% |
强平 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-05 |
网格首格 |
买入 |
62.56249999999999 |
15900.0 |
¥99.5万 |
|
| 2015-02-12 |
网格止盈 |
卖出 |
72.927 |
15900.0 |
¥1.16M |
止盈触发 |
| 2015-02-16 |
网格首格 |
买入 |
71.071 |
16300.0 |
¥1.16M |
|
| 2015-02-17 |
网格止盈 |
卖出 |
78.60132 |
16300.0 |
¥1.28M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
73.85377999999999 |
17100.0 |
¥1.26M |
|
| 2015-02-27 |
网格止盈 |
卖出 |
75.54438 |
17100.0 |
¥1.29M |
止盈触发 |
| 2015-03-02 |
网格首格 |
买入 |
77.48740999999998 |
16900.0 |
¥1.31M |
|
| 2015-03-03 |
网格止盈 |
卖出 |
82.72719000000001 |
16900.0 |
¥1.40M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
81.44135999999999 |
17000.0 |
¥1.38M |
|
| 2015-03-13 |
网格止盈 |
卖出 |
87.06285000000001 |
17000.0 |
¥1.48M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
106.106 |
13700.0 |
¥1.45M |
|
| 2015-03-27 |
网格加仓 |
买入 |
101.48137999999999 |
400.0 |
¥4.1万 |
加仓 |
| 2015-04-02 |
网格止盈 |
卖出 |
121.55832000000001 |
14100.0 |
¥1.71M |
止盈触发 |
| 2015-04-08 |
网格首格 |
买入 |
133.13 |
12800.0 |
¥1.70M |
|
| 2015-04-10 |
网格止盈 |
卖出 |
136.71314999999998 |
12800.0 |
¥1.75M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
138.6385 |
12400.0 |
¥1.72M |
|
| 2015-04-16 |
网格加仓 |
买入 |
123.13301 |
300.0 |
¥3.7万 |
加仓 |
| 2015-05-13 |
网格止盈 |
卖出 |
139.86 |
12700.0 |
¥1.78M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
128.32819999999998 |
13300.0 |
¥1.71M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
139.90995 |
13300.0 |
¥1.86M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
122.62249999999999 |
14700.0 |
¥1.80M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
126.86300999999999 |
14700.0 |
¥1.86M |
止盈触发 |
| 2015-05-27 |
网格首格 |
买入 |
135.135 |
14700.0 |
¥1.99M |
|
| 2015-06-03 |
网格止盈 |
卖出 |
144.88 |
14700.0 |
¥2.13M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
143.14299999999997 |
14700.0 |
¥2.10M |
|
| 2015-06-10 |
网格止盈 |
卖出 |
150.849 |
14700.0 |
¥2.22M |
止盈触发 |
| 2015-06-12 |
网格首格 |
买入 |
170.17 |
12900.0 |
¥2.20M |
|
| 2015-06-16 |
网格加仓 |
买入 |
138.6385 |
300.0 |
¥4.2万 |
加仓 |
| 2015-07-02 |
网格加仓 |
买入 |
100.75 |
100.0 |
¥1.0万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
20.49 |
13300 |
¥27.2万 |
回测结束强平 |