600760 中航沈飞 — 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: ¥3.64M
策略: 网格交易
K线 & 交易信号（策略收益 +264.19%）
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 35 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 |
11.463441601997705 |
11.988 |
¥4.5万 |
+4.54% |
网格止盈 |
| 2 |
2015-03-10 |
2015-03-18 |
12.015603599999997 |
12.737249999999998 |
¥6.2万 |
+5.97% |
网格止盈 |
| 3 |
2015-03-19 |
2015-03-20 |
13.016903899999999 |
13.49649 |
¥4.0万 |
+3.65% |
网格止盈 |
| 4 |
2015-03-26 |
2015-03-27 |
13.107020926999999 |
13.65633 |
¥4.7万 |
+4.16% |
网格止盈 |
| 5 |
2015-03-30 |
2015-04-07 |
13.417424019999999 |
13.90608 |
¥4.3万 |
+3.61% |
网格止盈 |
| 6 |
2015-04-09 |
2015-04-15 |
13.61171555730693 |
14.085899999999999 |
¥4.3万 |
+3.45% |
网格止盈 |
| 7 |
2015-04-16 |
2015-04-20 |
13.177111948 |
13.36662 |
¥1.8万 |
+1.41% |
网格止盈 |
| 8 |
2015-04-22 |
2015-04-23 |
15.490115641 |
15.93405 |
¥3.6万 |
+2.84% |
网格止盈 |
| 9 |
2015-04-24 |
2015-05-08 |
15.633161894878075 |
16.183799999999998 |
¥4.7万 |
+3.49% |
网格止盈 |
| 10 |
2015-05-11 |
2015-05-12 |
16.301168884000003 |
17.03295 |
¥6.2万 |
+4.46% |
网格止盈 |
| 11 |
2015-05-14 |
2015-05-19 |
17.172300144999994 |
17.69229 |
¥4.3万 |
+3.00% |
网格止盈 |
| 12 |
2015-05-20 |
2015-05-22 |
17.522755249999996 |
18.781200000000002 |
¥10.6万 |
+7.15% |
网格止盈 |
| 13 |
2015-05-28 |
2015-06-08 |
20.58320627056995 |
21.778200000000002 |
¥9.2万 |
+5.77% |
网格止盈 |
| 14 |
2015-06-09 |
2015-06-12 |
20.606760173999998 |
21.99798 |
¥11.1万 |
+6.72% |
网格止盈 |
| 15 |
2015-06-16 |
2015-06-24 |
23.699228469583332 |
25.2747 |
¥11.9万 |
+6.62% |
网格止盈 |
| 16 |
2015-06-30 |
2015-07-01 |
21.327696389999996 |
21.95802 |
¥5.2万 |
+2.92% |
网格止盈 |
| 17 |
2015-07-02 |
2015-07-23 |
18.538181202855522 |
19.61037 |
¥11.3万 |
+5.75% |
网格止盈 |
| 18 |
2015-07-27 |
2015-08-13 |
19.887703793812257 |
21.888090000000002 |
¥20.8万 |
+10.03% |
网格止盈 |
| 19 |
2015-08-17 |
2017-01-19 |
22.923047971293883 |
25.08 |
¥21.4万 |
+9.38% |
网格止盈 |
| 20 |
2017-01-24 |
2017-02-08 |
24.364078494853658 |
25.71426 |
¥13.8万 |
+5.51% |
网格止盈 |
| 21 |
2017-02-14 |
2017-02-17 |
28.617162574 |
30.73923 |
¥19.3万 |
+7.38% |
网格止盈 |
| 22 |
2017-02-20 |
2017-03-02 |
28.54036253787184 |
30.92904 |
¥23.6万 |
+8.34% |
网格止盈 |
| 23 |
2017-03-14 |
2017-03-15 |
33.563586056 |
38.291669999999996 |
¥42.8万 |
+14.05% |
网格止盈 |
| 24 |
2017-03-16 |
2017-03-17 |
38.91052965799999 |
39.83013 |
¥8.1万 |
+2.33% |
网格止盈 |
| 25 |
2017-03-20 |
2018-04-23 |
39.411179808 |
40.0599 |
¥5.8万 |
+1.62% |
网格止盈 |
| 26 |
2018-04-25 |
2018-07-24 |
37.97045949977615 |
40.4595 |
¥23.7万 |
+6.52% |
网格止盈 |
| 27 |
2018-07-25 |
2020-07-08 |
40.21848598127027 |
44.69526 |
¥42.9万 |
+11.10% |
网格止盈 |
| 28 |
2020-07-16 |
2020-07-20 |
55.622231664999994 |
61.7382 |
¥45.5万 |
+10.96% |
网格止盈 |
| 29 |
2020-07-22 |
2020-07-24 |
60.06800499699999 |
69.56036999999999 |
¥73.7万 |
+15.77% |
网格止盈 |
| 30 |
2020-07-27 |
2020-08-04 |
64.193362233 |
66.94299000000001 |
¥22.7万 |
+4.25% |
网格止盈 |
| 31 |
2020-08-05 |
2020-08-07 |
62.961762863999994 |
68.931 |
¥53.1万 |
+9.45% |
网格止盈 |
| 32 |
2020-08-10 |
2020-12-28 |
72.05396225478431 |
74.4255 |
¥20.4万 |
+3.26% |
网格止盈 |
| 33 |
2020-12-29 |
2021-01-04 |
72.98477886699999 |
81.2187 |
¥72.1万 |
+11.25% |
网格止盈 |
| 34 |
2021-01-06 |
2021-01-07 |
88.39479048399998 |
91.13877000000001 |
¥21.7万 |
+3.07% |
网格止盈 |
| 35 |
2021-01-08 |
2026-11-13 |
96.2361061184961 |
47.42 |
¥-3.75M |
-50.74% |
强平 |
逐笔成交记录（共 91 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 |
11.461449999999997 |
87000.0 |
¥99.7万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
10.83082 |
200.0 |
¥2,167 |
加仓 |
| 2015-03-02 |
网格止盈 |
卖出 |
11.988 |
87200.0 |
¥1.05M |
止盈触发 |
| 2015-03-10 |
网格首格 |
买入 |
12.011999999999999 |
86100.0 |
¥1.03M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
12.737249999999998 |
86100.0 |
¥1.10M |
止盈触发 |
| 2015-03-19 |
网格首格 |
买入 |
13.012999999999998 |
84800.0 |
¥1.10M |
|
| 2015-03-20 |
网格止盈 |
卖出 |
13.49649 |
84800.0 |
¥1.14M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
13.10309 |
86700.0 |
¥1.14M |
|
| 2015-03-27 |
网格止盈 |
卖出 |
13.65633 |
86700.0 |
¥1.18M |
止盈触发 |
| 2015-03-30 |
网格首格 |
买入 |
13.4134 |
88800.0 |
¥1.19M |
|
| 2015-04-07 |
网格止盈 |
卖出 |
13.90608 |
88800.0 |
¥1.23M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
13.61 |
90600.0 |
¥1.23M |
|
| 2015-04-10 |
网格加仓 |
买入 |
12.89288 |
300.0 |
¥3,869 |
加仓 |
| 2015-04-15 |
网格止盈 |
卖出 |
14.085899999999999 |
90900.0 |
¥1.28M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
13.17316 |
95900.0 |
¥1.26M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
13.36662 |
95900.0 |
¥1.28M |
止盈触发 |
| 2015-04-22 |
网格首格 |
买入 |
15.485470000000001 |
82000.0 |
¥1.27M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
15.93405 |
82000.0 |
¥1.31M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
15.635619999999998 |
84600.0 |
¥1.32M |
|
| 2015-04-29 |
网格加仓 |
买入 |
14.764749999999998 |
700.0 |
¥1.0万 |
加仓 |
| 2015-05-08 |
网格止盈 |
卖出 |
16.183799999999998 |
85300.0 |
¥1.38M |
止盈触发 |
| 2015-05-11 |
网格首格 |
买入 |
16.29628 |
84700.0 |
¥1.38M |
|
| 2015-05-12 |
网格止盈 |
卖出 |
17.03295 |
84700.0 |
¥1.44M |
止盈触发 |
| 2015-05-14 |
网格首格 |
买入 |
17.167149999999996 |
82800.0 |
¥1.42M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
17.69229 |
82800.0 |
¥1.46M |
止盈触发 |
| 2015-05-20 |
网格首格 |
买入 |
17.5175 |
84400.0 |
¥1.48M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
18.781200000000002 |
84400.0 |
¥1.58M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
20.6206 |
75600.0 |
¥1.56M |
|
| 2015-05-29 |
网格加仓 |
买入 |
18.5185 |
1600.0 |
¥3.0万 |
加仓 |
| 2015-06-08 |
网格止盈 |
卖出 |
21.778200000000002 |
77200.0 |
¥1.68M |
止盈触发 |
| 2015-06-09 |
网格首格 |
买入 |
20.600579999999997 |
80300.0 |
¥1.65M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
21.99798 |
80300.0 |
¥1.77M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
23.693669999999997 |
75500.0 |
¥1.79M |
|
| 2015-06-23 |
网格加仓 |
买入 |
22.522499999999994 |
100.0 |
¥2,253 |
加仓 |
| 2015-06-24 |
网格止盈 |
卖出 |
25.2747 |
75600.0 |
¥1.91M |
止盈触发 |
| 2015-06-30 |
网格首格 |
买入 |
21.321299999999997 |
83700.0 |
¥1.79M |
|
| 2015-07-01 |
网格止盈 |
卖出 |
21.95802 |
83700.0 |
¥1.84M |
止盈触发 |
| 2015-07-02 |
网格首格 |
买入 |
19.19918 |
93300.0 |
¥1.79M |
|
| 2015-07-07 |
网格加仓 |
买入 |
13.76 |
11200.0 |
¥15.4万 |
加仓 |
| 2015-07-08 |
网格加仓 |
买入 |
12.38 |
1300.0 |
¥1.6万 |
加仓 |
| 2015-07-09 |
网格加仓 |
买入 |
11.15114 |
100.0 |
¥1,115 |
加仓 |
| 2015-07-23 |
网格止盈 |
卖出 |
19.61037 |
105900.0 |
¥2.08M |
止盈触发 |
| 2015-07-27 |
网格首格 |
买入 |
20.019999999999996 |
99500.0 |
¥1.99M |
|
| 2015-07-28 |
网格加仓 |
买入 |
17.017 |
4500.0 |
¥7.7万 |
加仓 |
| 2015-07-29 |
网格加仓 |
买入 |
17.717699999999997 |
400.0 |
¥7,089 |
加仓 |
| 2015-08-13 |
网格止盈 |
卖出 |
21.888090000000002 |
104400.0 |
¥2.28M |
止盈触发 |
| 2015-08-17 |
网格首格 |
买入 |
23.022999999999996 |
96900.0 |
¥2.23M |
|
| 2015-08-19 |
网格加仓 |
买入 |
19.129109999999997 |
2500.0 |
¥4.8万 |
加仓 |
| 2015-08-20 |
网格加仓 |
买入 |
20.600579999999994 |
200.0 |
¥4,121 |
加仓 |
| 2015-08-21 |
网格加仓 |
买入 |
18.70869 |
100.0 |
¥1,871 |
加仓 |
| 2017-01-19 |
网格止盈 |
卖出 |
25.08 |
99700.0 |
¥2.50M |
止盈触发 |
| 2017-01-24 |
网格首格 |
买入 |
24.37435 |
100700.0 |
¥2.46M |
|
| 2017-01-25 |
网格加仓 |
买入 |
23.37335 |
1800.0 |
¥4.2万 |
加仓 |
| 2017-02-08 |
网格止盈 |
卖出 |
25.71426 |
102500.0 |
¥2.63M |
止盈触发 |
| 2017-02-14 |
网格首格 |
买入 |
28.60858 |
91500.0 |
¥2.62M |
|
| 2017-02-17 |
网格止盈 |
卖出 |
30.73923 |
91500.0 |
¥2.81M |
止盈触发 |
| 2017-02-20 |
网格首格 |
买入 |
28.618589999999994 |
94300.0 |
¥2.70M |
|
| 2017-02-23 |
网格加仓 |
买入 |
26.8268 |
4800.0 |
¥12.9万 |
加仓 |
| 2017-03-02 |
网格止盈 |
卖出 |
30.92904 |
99100.0 |
¥3.06M |
止盈触发 |
| 2017-03-14 |
网格首格 |
买入 |
33.55352 |
90700.0 |
¥3.04M |
|
| 2017-03-15 |
网格止盈 |
卖出 |
38.291669999999996 |
90700.0 |
¥3.47M |
止盈触发 |
| 2017-03-16 |
网格首格 |
买入 |
38.89885999999999 |
89000.0 |
¥3.46M |
|
| 2017-03-17 |
网格止盈 |
卖出 |
39.83013 |
89000.0 |
¥3.54M |
止盈触发 |
| 2017-03-20 |
网格首格 |
买入 |
39.399359999999994 |
90700.0 |
¥3.57M |
|
| 2018-04-23 |
网格止盈 |
卖出 |
40.0599 |
90700.0 |
¥3.63M |
止盈触发 |
| 2018-04-25 |
网格首格 |
买入 |
37.98795 |
94200.0 |
¥3.58M |
|
| 2018-05-11 |
网格加仓 |
买入 |
36.01597999999999 |
1400.0 |
¥5.0万 |
加仓 |
| 2018-07-24 |
网格止盈 |
卖出 |
40.4595 |
95600.0 |
¥3.87M |
止盈触发 |
| 2018-07-25 |
网格首格 |
买入 |
40.21017 |
96000.0 |
¥3.86M |
|
| 2018-07-27 |
网格加仓 |
买入 |
38.40836999999999 |
200.0 |
¥7,684 |
加仓 |
| 2020-07-08 |
网格止盈 |
卖出 |
44.69526 |
96200.0 |
¥4.30M |
止盈触发 |
| 2020-07-16 |
网格首格 |
买入 |
55.605549999999994 |
74700.0 |
¥4.15M |
|
| 2020-07-20 |
网格止盈 |
卖出 |
61.7382 |
74700.0 |
¥4.61M |
止盈触发 |
| 2020-07-22 |
网格首格 |
买入 |
60.04998999999999 |
77800.0 |
¥4.67M |
|
| 2020-07-24 |
网格止盈 |
卖出 |
69.56036999999999 |
77800.0 |
¥5.41M |
止盈触发 |
| 2020-07-27 |
网格首格 |
买入 |
64.17411 |
83100.0 |
¥5.33M |
|
| 2020-08-04 |
网格止盈 |
卖出 |
66.94299000000001 |
83100.0 |
¥5.56M |
止盈触发 |
| 2020-08-05 |
网格首格 |
买入 |
62.942879999999995 |
89300.0 |
¥5.62M |
|
| 2020-08-07 |
网格止盈 |
卖出 |
68.931 |
89300.0 |
¥6.15M |
止盈触发 |
| 2020-08-10 |
网格首格 |
买入 |
72.13206 |
84800.0 |
¥6.12M |
|
| 2020-08-11 |
网格加仓 |
买入 |
67.6676 |
1800.0 |
¥12.2万 |
加仓 |
| 2020-08-13 |
网格加仓 |
买入 |
66.04598 |
100.0 |
¥6,607 |
加仓 |
| 2020-12-28 |
网格止盈 |
卖出 |
74.4255 |
86700.0 |
¥6.45M |
止盈触发 |
| 2020-12-29 |
网格首格 |
买入 |
72.96288999999999 |
87800.0 |
¥6.41M |
|
| 2021-01-04 |
网格止盈 |
卖出 |
81.2187 |
87800.0 |
¥7.13M |
止盈触发 |
| 2021-01-06 |
网格首格 |
买入 |
88.36827999999998 |
79900.0 |
¥7.06M |
|
| 2021-01-07 |
网格止盈 |
卖出 |
91.13877000000001 |
79900.0 |
¥7.28M |
止盈触发 |
| 2021-01-08 |
网格首格 |
买入 |
96.2962 |
76300.0 |
¥7.35M |
|
| 2021-01-12 |
网格加仓 |
买入 |
88.99890999999998 |
400.0 |
¥3.6万 |
加仓 |
| 2021-05-06 |
网格加仓 |
买入 |
57.167109999999994 |
100.0 |
¥5,718 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
47.42 |
76800 |
¥3.64M |
回测结束强平 |