600845 宝信软件 — 网格交易 回测明细
数据区间: 2015-01-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥35.0万
策略: 网格交易
K线 & 交易信号(策略收益 -65.03%)
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 10 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 |
2015-02-26 |
2015-03-02 |
45.939657763999996 |
47.952 |
¥4.3万 |
+4.35% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-10 |
46.39024289899999 |
50.23971 |
¥8.4万 |
+8.27% |
网格止盈 |
| 3 |
2015-03-12 |
2015-03-19 |
47.982310376 |
49.73022000000001 |
¥4.0万 |
+3.61% |
网格止盈 |
| 4 |
2015-03-23 |
2015-03-24 |
51.657082476999996 |
59.29065 |
¥17.1万 |
+14.74% |
网格止盈 |
| 5 |
2015-03-27 |
2015-04-03 |
58.87645763999999 |
62.937 |
¥9.2万 |
+6.86% |
网格止盈 |
| 6 |
2015-04-08 |
2015-05-19 |
62.979240528634364 |
66.933 |
¥8.9万 |
+6.25% |
网格止盈 |
| 7 |
2015-05-21 |
2015-05-22 |
70.29128105999999 |
74.8251 |
¥9.7万 |
+6.42% |
网格止盈 |
| 8 |
2015-05-25 |
2015-05-27 |
73.47541601399999 |
76.97295 |
¥7.5万 |
+4.73% |
网格止盈 |
| 9 |
2015-05-29 |
2015-06-01 |
72.17372562399999 |
77.88 |
¥13.1万 |
+7.87% |
网格止盈 |
| 10 |
2015-06-08 |
2026-11-13 |
87.54631880729806 |
16.79 |
¥-1.47M |
-80.83% |
强平 |
逐笔成交记录(共 23 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-02-26 |
网格首格 |
买入 |
45.92588 |
21400.0 |
¥98.3万 |
|
| 2015-03-02 |
网格止盈 |
卖出 |
47.952 |
21400.0 |
¥1.03M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
46.376329999999996 |
22000.0 |
¥1.02M |
|
| 2015-03-10 |
网格止盈 |
卖出 |
50.23971 |
22000.0 |
¥1.10M |
止盈触发 |
| 2015-03-12 |
网格首格 |
买入 |
47.96792000000001 |
23300.0 |
¥1.12M |
|
| 2015-03-19 |
网格止盈 |
卖出 |
49.73022000000001 |
23300.0 |
¥1.16M |
止盈触发 |
| 2015-03-23 |
网格首格 |
买入 |
51.641589999999994 |
22400.0 |
¥1.16M |
|
| 2015-03-24 |
网格止盈 |
卖出 |
59.29065 |
22400.0 |
¥1.33M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
58.85879999999999 |
22700.0 |
¥1.34M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
62.937 |
22700.0 |
¥1.43M |
止盈触发 |
| 2015-04-08 |
网格首格 |
买入 |
63.0 |
22500.0 |
¥1.42M |
|
| 2015-04-09 |
网格加仓 |
买入 |
58.5 |
200.0 |
¥1.2万 |
加仓 |
| 2015-05-19 |
网格止盈 |
卖出 |
66.933 |
22700.0 |
¥1.52M |
止盈触发 |
| 2015-05-21 |
网格首格 |
买入 |
70.27019999999999 |
21400.0 |
¥1.50M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
74.8251 |
21400.0 |
¥1.60M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
73.45337999999998 |
21600.0 |
¥1.59M |
|
| 2015-05-27 |
网格止盈 |
卖出 |
76.97295 |
21600.0 |
¥1.66M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
72.15207999999998 |
23000.0 |
¥1.66M |
|
| 2015-06-01 |
网格止盈 |
卖出 |
77.88 |
23000.0 |
¥1.79M |
止盈触发 |
| 2015-06-08 |
网格首格 |
买入 |
87.66757999999999 |
20600.0 |
¥1.81M |
|
| 2015-06-09 |
网格加仓 |
买入 |
83.01 |
100.0 |
¥8,303 |
加仓 |
| 2015-06-30 |
网格加仓 |
买入 |
61.64158 |
100.0 |
¥6,166 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
16.79 |
20800 |
¥34.9万 |
回测结束强平 |