600674 川投能源 — 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: ¥2.73M
策略: 网格交易
K线 & 交易信号(策略收益 +172.57%)
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 |
2015-02-04 |
2015-03-02 |
20.104377391690136 |
21.41856 |
¥6.5万 |
+6.50% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-16 |
20.516643146999996 |
21.2787 |
¥3.9万 |
+3.68% |
网格止盈 |
| 3 |
2015-03-25 |
2015-04-14 |
22.669438791999998 |
24.055919999999997 |
¥6.6万 |
+6.08% |
网格止盈 |
| 4 |
2015-04-16 |
2015-04-17 |
23.029906899999997 |
24.26571 |
¥6.2万 |
+5.33% |
网格止盈 |
| 5 |
2015-04-20 |
2015-04-23 |
23.991155188 |
26.98299 |
¥15.2万 |
+12.44% |
网格止盈 |
| 6 |
2015-04-24 |
2015-06-03 |
26.51166973627586 |
28.35162 |
¥9.6万 |
+6.91% |
网格止盈 |
| 7 |
2015-06-04 |
2015-06-05 |
27.385563204999997 |
29.19078 |
¥9.7万 |
+6.56% |
网格止盈 |
| 8 |
2015-06-19 |
2015-06-25 |
29.80019257504726 |
31.75821 |
¥10.3万 |
+6.54% |
网格止盈 |
| 9 |
2015-06-26 |
2015-08-17 |
13.137692098967108 |
13.8861 |
¥9.5万 |
+5.66% |
网格止盈 |
| 10 |
2015-08-18 |
2021-09-23 |
13.49433466041673 |
14.5854 |
¥14.3万 |
+8.05% |
网格止盈 |
| 11 |
2021-09-24 |
2021-09-29 |
13.847983149 |
14.185799999999999 |
¥4.6万 |
+2.41% |
网格止盈 |
| 12 |
2021-09-30 |
2023-05-05 |
14.063212505032235 |
14.76522 |
¥9.7万 |
+4.96% |
网格止盈 |
| 13 |
2023-05-24 |
2023-06-12 |
14.91937447 |
15.264719999999997 |
¥4.7万 |
+2.28% |
网格止盈 |
| 14 |
2023-06-13 |
2023-09-15 |
14.879322457999997 |
15.34464 |
¥6.5万 |
+3.10% |
网格止盈 |
| 15 |
2023-09-22 |
2024-02-01 |
14.959426481999998 |
15.47451 |
¥7.4万 |
+3.41% |
网格止盈 |
| 16 |
2024-02-19 |
2024-02-20 |
15.389985610999998 |
16.12386 |
¥10.6万 |
+4.74% |
网格止盈 |
| 17 |
2024-02-27 |
2024-03-05 |
15.640310685999998 |
16.2837 |
¥9.6万 |
+4.08% |
网格止盈 |
| 18 |
2024-03-13 |
2024-03-25 |
15.990765790999998 |
16.423560000000002 |
¥6.5万 |
+2.68% |
网格止盈 |
| 19 |
2024-03-27 |
2024-04-15 |
16.421324919999996 |
16.983 |
¥8.5万 |
+3.39% |
网格止盈 |
| 20 |
2024-04-23 |
2024-05-27 |
16.841871045999998 |
17.50248 |
¥10.1万 |
+3.89% |
网格止盈 |
| 21 |
2024-06-18 |
2024-07-02 |
18.20546 |
19.200779999999998 |
¥14.6万 |
+5.44% |
网格止盈 |
| 22 |
2024-07-17 |
2024-07-25 |
19.495316840999998 |
20.129849999999998 |
¥9.2万 |
+3.22% |
网格止盈 |
| 23 |
2024-07-29 |
2026-11-13 |
19.21239708215052 |
17.83 |
¥-21.2万 |
-7.22% |
强平 |
逐笔成交记录(共 56 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 |
20.100079999999995 |
49600.0 |
¥99.7万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
19.239219999999996 |
100.0 |
¥1,924 |
加仓 |
| 2015-03-02 |
网格止盈 |
卖出 |
21.41856 |
49700.0 |
¥1.06M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
20.510489999999997 |
51700.0 |
¥1.06M |
|
| 2015-03-16 |
网格止盈 |
卖出 |
21.2787 |
51700.0 |
¥1.10M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
22.66264 |
48200.0 |
¥1.09M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
24.055919999999997 |
48200.0 |
¥1.16M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
23.022999999999996 |
50600.0 |
¥1.17M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
24.26571 |
50600.0 |
¥1.23M |
止盈触发 |
| 2015-04-20 |
网格首格 |
买入 |
23.98396 |
50800.0 |
¥1.22M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
26.98299 |
50800.0 |
¥1.37M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
26.5265 |
51300.0 |
¥1.36M |
|
| 2015-04-29 |
网格加仓 |
买入 |
25.20518 |
900.0 |
¥2.3万 |
加仓 |
| 2015-06-03 |
网格止盈 |
卖出 |
28.35162 |
52200.0 |
¥1.48M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
27.37735 |
53800.0 |
¥1.47M |
|
| 2015-06-05 |
网格止盈 |
卖出 |
29.19078 |
53800.0 |
¥1.57M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
29.8 |
52300.0 |
¥1.56M |
|
| 2015-06-23 |
网格加仓 |
买入 |
29.028999999999996 |
600.0 |
¥1.7万 |
加仓 |
| 2015-06-25 |
网格止盈 |
卖出 |
31.75821 |
52900.0 |
¥1.68M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
14.114099999999999 |
56800.0 |
¥80.2万 |
|
| 2015-06-29 |
网格加仓 |
买入 |
13.58 |
24500.0 |
¥33.3万 |
加仓 |
| 2015-06-30 |
网格加仓 |
买入 |
11.711699999999999 |
25300.0 |
¥29.6万 |
加仓 |
| 2015-07-02 |
网格加仓 |
买入 |
11.681669999999999 |
21100.0 |
¥24.7万 |
加仓 |
| 2015-08-17 |
网格止盈 |
卖出 |
13.8861 |
127700.0 |
¥1.77M |
止盈触发 |
| 2015-08-18 |
网格首格 |
买入 |
13.5 |
130900.0 |
¥1.77M |
|
| 2015-08-19 |
网格加仓 |
买入 |
11.76175 |
500.0 |
¥5,883 |
加仓 |
| 2015-08-25 |
网格加仓 |
买入 |
9.41941 |
100.0 |
¥942 |
加仓 |
| 2021-09-23 |
网格止盈 |
卖出 |
14.5854 |
131500.0 |
¥1.92M |
止盈触发 |
| 2021-09-24 |
网格首格 |
买入 |
13.843829999999999 |
137400.0 |
¥1.90M |
|
| 2021-09-29 |
网格止盈 |
卖出 |
14.185799999999999 |
137400.0 |
¥1.95M |
止盈触发 |
| 2021-09-30 |
网格首格 |
买入 |
14.06405 |
138100.0 |
¥1.94M |
|
| 2021-10-11 |
网格加仓 |
买入 |
13.59358 |
1500.0 |
¥2.0万 |
加仓 |
| 2023-05-05 |
网格止盈 |
卖出 |
14.76522 |
139600.0 |
¥2.06M |
止盈触发 |
| 2023-05-24 |
网格首格 |
买入 |
14.9149 |
137600.0 |
¥2.05M |
|
| 2023-06-12 |
网格止盈 |
卖出 |
15.264719999999997 |
137600.0 |
¥2.10M |
止盈触发 |
| 2023-06-13 |
网格首格 |
买入 |
14.874859999999998 |
140900.0 |
¥2.10M |
|
| 2023-09-15 |
网格止盈 |
卖出 |
15.34464 |
140900.0 |
¥2.16M |
止盈触发 |
| 2023-09-22 |
网格首格 |
买入 |
14.954939999999999 |
145200.0 |
¥2.17M |
|
| 2024-02-01 |
网格止盈 |
卖出 |
15.47451 |
145200.0 |
¥2.25M |
止盈触发 |
| 2024-02-19 |
网格首格 |
买入 |
15.38537 |
145400.0 |
¥2.24M |
|
| 2024-02-20 |
网格止盈 |
卖出 |
16.12386 |
145400.0 |
¥2.34M |
止盈触发 |
| 2024-02-27 |
网格首格 |
买入 |
15.63562 |
149600.0 |
¥2.34M |
|
| 2024-03-05 |
网格止盈 |
卖出 |
16.2837 |
149600.0 |
¥2.44M |
止盈触发 |
| 2024-03-13 |
网格首格 |
买入 |
15.985969999999996 |
152800.0 |
¥2.44M |
|
| 2024-03-25 |
网格止盈 |
卖出 |
16.423560000000002 |
152800.0 |
¥2.51M |
止盈触发 |
| 2024-03-27 |
网格首格 |
买入 |
16.416399999999996 |
152500.0 |
¥2.50M |
|
| 2024-04-15 |
网格止盈 |
卖出 |
16.983 |
152500.0 |
¥2.59M |
止盈触发 |
| 2024-04-23 |
网格首格 |
买入 |
16.83682 |
153600.0 |
¥2.59M |
|
| 2024-05-27 |
网格止盈 |
卖出 |
17.50248 |
153600.0 |
¥2.69M |
止盈触发 |
| 2024-06-18 |
网格首格 |
买入 |
18.2 |
147800.0 |
¥2.69M |
|
| 2024-07-02 |
网格止盈 |
卖出 |
19.200779999999998 |
147800.0 |
¥2.84M |
止盈触发 |
| 2024-07-17 |
网格首格 |
买入 |
19.489469999999997 |
145600.0 |
¥2.84M |
|
| 2024-07-25 |
网格止盈 |
卖出 |
20.129849999999998 |
145600.0 |
¥2.93M |
止盈触发 |
| 2024-07-29 |
网格首格 |
买入 |
19.20919 |
152200.0 |
¥2.92M |
|
| 2024-08-07 |
网格加仓 |
买入 |
18.558539999999997 |
600.0 |
¥1.1万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
17.83 |
152800 |
¥2.72M |
回测结束强平 |