600585 海螺水泥 — 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: ¥1.31M
策略: 网格交易
K线 & 交易信号（策略收益 +31.21%）
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 31 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 |
2015-02-06 |
2015-02-25 |
19.635498882999993 |
20.25972 |
¥3.1万 |
+3.15% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-03 |
20.005979993999997 |
20.579400000000003 |
¥2.9万 |
+2.84% |
网格止盈 |
| 3 |
2015-03-05 |
2015-03-17 |
19.975940984999994 |
20.679299999999998 |
¥3.7万 |
+3.49% |
网格止盈 |
| 4 |
2015-03-26 |
2015-03-31 |
21.387774408 |
23.526449999999997 |
¥10.8万 |
+9.97% |
网格止盈 |
| 5 |
2015-04-01 |
2015-04-09 |
22.919763867 |
24.165809999999997 |
¥6.5万 |
+5.40% |
网格止盈 |
| 6 |
2015-04-16 |
2015-04-20 |
23.490505038 |
24.92505 |
¥7.6万 |
+6.08% |
网格止盈 |
| 7 |
2015-04-21 |
2015-04-23 |
24.93237747 |
25.69428 |
¥4.1万 |
+3.02% |
网格止盈 |
| 8 |
2015-04-28 |
2015-05-28 |
25.121360017326086 |
26.16381 |
¥5.7万 |
+4.12% |
网格止盈 |
| 9 |
2015-05-29 |
2015-06-02 |
25.022494496999993 |
26.2737 |
¥7.1万 |
+4.97% |
网格止盈 |
| 10 |
2015-06-03 |
2015-06-08 |
26.02933463714776 |
26.7732 |
¥4.3万 |
+2.83% |
网格止盈 |
| 11 |
2015-06-12 |
2015-06-16 |
27.185303144999995 |
27.972 |
¥4.5万 |
+2.86% |
网格止盈 |
| 12 |
2015-06-17 |
2017-11-17 |
26.294732316173764 |
27.6 |
¥7.9万 |
+4.93% |
网格止盈 |
| 13 |
2017-11-28 |
2017-11-29 |
27.655914285999998 |
30.0 |
¥14.2万 |
+8.44% |
网格止盈 |
| 14 |
2017-12-04 |
2018-01-03 |
30.631644148988233 |
32.1678 |
¥9.1万 |
+4.98% |
网格止盈 |
| 15 |
2018-01-04 |
2018-01-09 |
31.701167497999993 |
34.01595 |
¥13.9万 |
+7.27% |
网格止盈 |
| 16 |
2018-01-11 |
2018-01-29 |
32.861794141568 |
34.74522 |
¥11.7万 |
+5.70% |
网格止盈 |
| 17 |
2018-01-30 |
2018-02-05 |
34.99544548499999 |
36.47349 |
¥9.1万 |
+4.19% |
网格止盈 |
| 18 |
2018-02-08 |
2018-02-27 |
33.462389552307684 |
34.965 |
¥10.1万 |
+4.46% |
网格止盈 |
| 19 |
2018-02-28 |
2018-03-15 |
32.24186966 |
34.12584 |
¥13.3万 |
+5.81% |
网格止盈 |
| 20 |
2018-03-16 |
2018-05-08 |
33.92084347282065 |
35.29 |
¥10.0万 |
+4.01% |
网格止盈 |
| 21 |
2018-05-15 |
2018-06-13 |
35.295835575000005 |
36.92304 |
¥11.9万 |
+4.58% |
网格止盈 |
| 22 |
2018-06-20 |
2018-06-25 |
34.554873353 |
35.93403 |
¥10.4万 |
+3.96% |
网格止盈 |
| 23 |
2018-06-26 |
2018-07-24 |
34.026562950891304 |
36.81 |
¥23.0万 |
+8.15% |
网格止盈 |
| 24 |
2018-08-03 |
2019-04-02 |
37.75448763342007 |
40.24971 |
¥20.0万 |
+6.58% |
网格止盈 |
| 25 |
2019-04-10 |
2019-11-20 |
43.366315993 |
44.77518 |
¥10.5万 |
+3.22% |
网格止盈 |
| 26 |
2019-12-04 |
2019-12-10 |
46.049800797 |
47.502449999999996 |
¥10.4万 |
+3.12% |
网格止盈 |
| 27 |
2020-01-06 |
2020-03-03 |
54.054703096760555 |
62.06787 |
¥51.1万 |
+14.79% |
网格止盈 |
| 28 |
2020-03-04 |
2020-04-30 |
58.21554062847283 |
60.18975 |
¥13.3万 |
+3.36% |
网格止盈 |
| 29 |
2020-05-15 |
2020-07-21 |
59.28364343493487 |
62.62730999999999 |
¥23.0万 |
+5.61% |
网格止盈 |
| 30 |
2020-07-22 |
2020-08-05 |
60.75890220399999 |
62.5374 |
¥12.5万 |
+2.90% |
网格止盈 |
| 31 |
2020-08-12 |
2026-11-13 |
60.623147680333325 |
17.85 |
¥-3.14M |
-70.56% |
强平 |
逐笔成交记录（共 77 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
网格首格 |
买入 |
19.629609999999996 |
50900.0 |
¥99.9万 |
|
| 2015-02-25 |
网格止盈 |
卖出 |
20.25972 |
50900.0 |
¥1.03M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
19.999979999999997 |
51500.0 |
¥1.03M |
|
| 2015-03-03 |
网格止盈 |
卖出 |
20.579400000000003 |
51500.0 |
¥1.06M |
止盈触发 |
| 2015-03-05 |
网格首格 |
买入 |
19.969949999999994 |
52700.0 |
¥1.05M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
20.679299999999998 |
52700.0 |
¥1.09M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
21.381359999999997 |
50900.0 |
¥1.09M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
23.526449999999997 |
50900.0 |
¥1.20M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
22.91289 |
52600.0 |
¥1.21M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
24.165809999999997 |
52600.0 |
¥1.27M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
23.483459999999997 |
53600.0 |
¥1.26M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
24.92505 |
53600.0 |
¥1.34M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
24.924899999999997 |
53900.0 |
¥1.34M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
25.69428 |
53900.0 |
¥1.38M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
25.12 |
54900.0 |
¥1.38M |
|
| 2015-04-29 |
网格加仓 |
买入 |
23.98396 |
300.0 |
¥7,197 |
加仓 |
| 2015-05-28 |
网格止盈 |
卖出 |
26.16381 |
55200.0 |
¥1.44M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
25.014989999999994 |
57400.0 |
¥1.44M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
26.2737 |
57400.0 |
¥1.51M |
止盈触发 |
| 2015-06-03 |
网格首格 |
买入 |
26.025999999999996 |
57700.0 |
¥1.50M |
|
| 2015-06-05 |
网格加仓 |
买入 |
25.50548 |
500.0 |
¥1.3万 |
加仓 |
| 2015-06-08 |
网格止盈 |
卖出 |
26.7732 |
58200.0 |
¥1.56M |
止盈触发 |
| 2015-06-12 |
网格首格 |
买入 |
27.177149999999994 |
57200.0 |
¥1.55M |
|
| 2015-06-16 |
网格止盈 |
卖出 |
27.972 |
57200.0 |
¥1.60M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
26.316289999999995 |
60600.0 |
¥1.60M |
|
| 2015-06-19 |
网格加仓 |
买入 |
24.27 |
300.0 |
¥7,283 |
加仓 |
| 2016-01-18 |
网格加仓 |
买入 |
14.49448 |
100.0 |
¥1,450 |
加仓 |
| 2017-11-17 |
网格止盈 |
卖出 |
27.6 |
61000.0 |
¥1.68M |
止盈触发 |
| 2017-11-28 |
网格首格 |
买入 |
27.647619999999996 |
60800.0 |
¥1.68M |
|
| 2017-11-29 |
网格止盈 |
卖出 |
30.0 |
60800.0 |
¥1.82M |
止盈触发 |
| 2017-12-04 |
网格首格 |
买入 |
30.630599999999998 |
59100.0 |
¥1.81M |
|
| 2017-12-08 |
网格加仓 |
买入 |
29.41939 |
400.0 |
¥1.2万 |
加仓 |
| 2018-01-03 |
网格止盈 |
卖出 |
32.1678 |
59500.0 |
¥1.91M |
止盈触发 |
| 2018-01-04 |
网格首格 |
买入 |
31.691659999999995 |
60200.0 |
¥1.91M |
|
| 2018-01-09 |
网格止盈 |
卖出 |
34.01595 |
60200.0 |
¥2.05M |
止盈触发 |
| 2018-01-11 |
网格首格 |
买入 |
32.9 |
60700.0 |
¥2.00M |
|
| 2018-01-12 |
网格加仓 |
买入 |
31.231199999999994 |
1800.0 |
¥5.6万 |
加仓 |
| 2018-01-29 |
网格止盈 |
卖出 |
34.74522 |
62500.0 |
¥2.17M |
止盈触发 |
| 2018-01-30 |
网格首格 |
买入 |
34.98495 |
61800.0 |
¥2.16M |
|
| 2018-02-05 |
网格止盈 |
卖出 |
36.47349 |
61800.0 |
¥2.25M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
33.5335 |
65700.0 |
¥2.20M |
|
| 2018-02-12 |
网格加仓 |
买入 |
30.58055 |
1800.0 |
¥5.5万 |
加仓 |
| 2018-02-13 |
网格加仓 |
买入 |
31.831799999999998 |
100.0 |
¥3,184 |
加仓 |
| 2018-02-27 |
网格止盈 |
卖出 |
34.965 |
67600.0 |
¥2.36M |
止盈触发 |
| 2018-02-28 |
网格首格 |
买入 |
32.2322 |
71200.0 |
¥2.30M |
|
| 2018-03-15 |
网格止盈 |
卖出 |
34.12584 |
71200.0 |
¥2.43M |
止盈触发 |
| 2018-03-16 |
网格首格 |
买入 |
33.91388 |
73400.0 |
¥2.49M |
|
| 2018-03-22 |
网格加仓 |
买入 |
32.7327 |
200.0 |
¥6,549 |
加仓 |
| 2018-05-08 |
网格止盈 |
卖出 |
35.29 |
73600.0 |
¥2.60M |
止盈触发 |
| 2018-05-15 |
网格首格 |
买入 |
35.28525 |
73500.0 |
¥2.59M |
|
| 2018-06-13 |
网格止盈 |
卖出 |
36.92304 |
73500.0 |
¥2.71M |
止盈触发 |
| 2018-06-20 |
网格首格 |
买入 |
34.544509999999995 |
75700.0 |
¥2.62M |
|
| 2018-06-25 |
网格止盈 |
卖出 |
35.93403 |
75700.0 |
¥2.72M |
止盈触发 |
| 2018-06-26 |
网格首格 |
买入 |
34.05 |
81000.0 |
¥2.76M |
|
| 2018-06-28 |
网格加仓 |
买入 |
32.502469999999995 |
1800.0 |
¥5.9万 |
加仓 |
| 2018-07-24 |
网格止盈 |
卖出 |
36.81 |
82800.0 |
¥3.05M |
止盈触发 |
| 2018-08-03 |
网格首格 |
买入 |
37.75 |
79800.0 |
¥3.01M |
|
| 2018-08-17 |
网格加仓 |
买入 |
37.1371 |
900.0 |
¥3.3万 |
加仓 |
| 2019-04-02 |
网格止盈 |
卖出 |
40.24971 |
80700.0 |
¥3.25M |
止盈触发 |
| 2019-04-10 |
网格首格 |
买入 |
43.35331 |
74900.0 |
¥3.25M |
|
| 2019-11-20 |
网格止盈 |
卖出 |
44.77518 |
74900.0 |
¥3.35M |
止盈触发 |
| 2019-12-04 |
网格首格 |
买入 |
46.03599 |
72300.0 |
¥3.33M |
|
| 2019-12-10 |
网格止盈 |
卖出 |
47.502449999999996 |
72300.0 |
¥3.43M |
止盈触发 |
| 2020-01-06 |
网格首格 |
买入 |
54.06400999999999 |
63000.0 |
¥3.41M |
|
| 2020-01-17 |
网格加仓 |
买入 |
52.252199999999995 |
900.0 |
¥4.7万 |
加仓 |
| 2020-03-03 |
网格止盈 |
卖出 |
62.06787 |
63900.0 |
¥3.96M |
止盈触发 |
| 2020-03-04 |
网格首格 |
买入 |
58.23817999999999 |
67000.0 |
¥3.90M |
|
| 2020-03-10 |
网格加仓 |
买入 |
55.7557 |
1100.0 |
¥6.1万 |
加仓 |
| 2020-04-30 |
网格止盈 |
卖出 |
60.18975 |
68100.0 |
¥4.10M |
止盈触发 |
| 2020-05-15 |
网格首格 |
买入 |
59.269209999999994 |
69000.0 |
¥4.09M |
|
| 2020-05-25 |
网格加仓 |
买入 |
56.95689999999999 |
100.0 |
¥5,697 |
加仓 |
| 2020-07-21 |
网格止盈 |
卖出 |
62.62730999999999 |
69100.0 |
¥4.33M |
止盈触发 |
| 2020-07-22 |
网格首格 |
买入 |
60.74067999999999 |
70800.0 |
¥4.30M |
|
| 2020-08-05 |
网格止盈 |
卖出 |
62.5374 |
70800.0 |
¥4.43M |
止盈触发 |
| 2020-08-12 |
网格首格 |
买入 |
60.610549999999996 |
73300.0 |
¥4.44M |
|
| 2020-09-08 |
网格加仓 |
买入 |
58.558499999999995 |
200.0 |
¥1.2万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
17.85 |
73500 |
¥1.31M |
回测结束强平 |