600886 国投电力 — 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: ¥2.39M
策略: 网格交易
K线 & 交易信号(策略收益 +139.20%)
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 25 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 |
2015-02-26 |
9.822755942999999 |
10.369620000000001 |
¥5.5万 |
+5.54% |
网格止盈 |
| 2 |
2015-02-27 |
2015-03-20 |
10.552413484612996 |
10.989 |
¥4.3万 |
+4.11% |
网格止盈 |
| 3 |
2015-03-25 |
2015-04-10 |
10.873261000000001 |
11.22876 |
¥3.5万 |
+3.24% |
网格止盈 |
| 4 |
2015-04-16 |
2015-04-20 |
11.474901438 |
12.07791 |
¥5.9万 |
+5.22% |
网格止盈 |
| 5 |
2015-04-21 |
2015-04-23 |
12.326006693 |
13.26672 |
¥9.0万 |
+7.60% |
网格止盈 |
| 6 |
2015-04-24 |
2015-05-05 |
12.716106938718534 |
14.06592 |
¥13.6万 |
+10.58% |
网格止盈 |
| 7 |
2015-05-06 |
2015-06-09 |
12.70076372381289 |
13.226759999999999 |
¥5.8万 |
+4.11% |
网格止盈 |
| 8 |
2015-06-11 |
2015-06-15 |
12.846682848999999 |
13.50648 |
¥7.5万 |
+5.10% |
网格止盈 |
| 9 |
2015-06-16 |
2015-06-18 |
13.165154095392705 |
14.185799999999999 |
¥12.0万 |
+7.72% |
网格止盈 |
| 10 |
2015-06-19 |
2015-06-23 |
13.026916902999998 |
13.63635 |
¥7.5万 |
+4.65% |
网格止盈 |
| 11 |
2015-09-21 |
2021-09-29 |
11.752619297684388 |
12.01797 |
¥3.9万 |
+2.23% |
网格止盈 |
| 12 |
2021-09-30 |
2023-05-09 |
12.2645876478125 |
12.687299999999999 |
¥6.1万 |
+3.42% |
网格止盈 |
| 13 |
2023-05-16 |
2023-06-01 |
12.706500807 |
12.99699 |
¥4.1万 |
+2.26% |
网格止盈 |
| 14 |
2023-06-02 |
2023-06-29 |
12.433880639681156 |
12.85713 |
¥6.4万 |
+3.37% |
网格止盈 |
| 15 |
2023-07-03 |
2023-08-02 |
12.676149501610135 |
13.0869 |
¥6.3万 |
+3.21% |
网格止盈 |
| 16 |
2023-08-14 |
2023-12-27 |
12.813911283837786 |
13.376610000000001 |
¥8.8万 |
+4.36% |
网格止盈 |
| 17 |
2023-12-29 |
2024-01-04 |
13.076981918 |
13.53645 |
¥7.3万 |
+3.48% |
网格止盈 |
| 18 |
2024-01-12 |
2024-01-30 |
13.1462011902503 |
13.766219999999999 |
¥10.2万 |
+4.68% |
网格止盈 |
| 19 |
2024-02-27 |
2024-03-05 |
14.128347232999998 |
14.66532 |
¥8.5万 |
+3.77% |
网格止盈 |
| 20 |
2024-03-13 |
2024-04-01 |
14.448763328999998 |
15.024959999999998 |
¥9.3万 |
+3.96% |
网格止盈 |
| 21 |
2024-04-02 |
2024-04-11 |
14.839270446 |
15.384599999999999 |
¥8.9万 |
+3.64% |
网格止盈 |
| 22 |
2024-04-25 |
2024-05-07 |
15.749746918788231 |
16.183799999999998 |
¥6.9万 |
+2.73% |
网格止盈 |
| 23 |
2024-05-09 |
2024-05-24 |
15.800518733999997 |
16.35 |
¥9.0万 |
+3.45% |
网格止盈 |
| 24 |
2024-06-17 |
2024-07-02 |
17.753054318999997 |
18.59139 |
¥12.7万 |
+4.69% |
网格止盈 |
| 25 |
2024-07-11 |
2026-11-13 |
18.520292641361255 |
15.65 |
¥-43.9万 |
-15.52% |
强平 |
逐笔成交记录(共 64 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 |
9.819809999999999 |
101800.0 |
¥100.0万 |
|
| 2015-02-26 |
网格止盈 |
卖出 |
10.369620000000001 |
101800.0 |
¥1.06M |
止盈触发 |
| 2015-02-27 |
网格首格 |
买入 |
10.550539999999998 |
99700.0 |
¥1.05M |
|
| 2015-03-05 |
网格加仓 |
买入 |
10.120109999999999 |
300.0 |
¥3,037 |
加仓 |
| 2015-03-20 |
网格止盈 |
卖出 |
10.989 |
100000.0 |
¥1.10M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
10.87 |
100500.0 |
¥1.09M |
|
| 2015-04-10 |
网格止盈 |
卖出 |
11.22876 |
100500.0 |
¥1.13M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
11.47146 |
98200.0 |
¥1.13M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
12.07791 |
98200.0 |
¥1.19M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
12.32231 |
96500.0 |
¥1.19M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
13.26672 |
96500.0 |
¥1.28M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
12.72271 |
98400.0 |
¥1.25M |
|
| 2015-04-30 |
网格加仓 |
买入 |
12.302289999999998 |
2500.0 |
¥3.1万 |
加仓 |
| 2015-05-05 |
网格止盈 |
卖出 |
14.06592 |
100900.0 |
¥1.42M |
止盈触发 |
| 2015-05-06 |
网格首格 |
买入 |
12.702689999999999 |
110700.0 |
¥1.41M |
|
| 2015-05-07 |
网格加仓 |
买入 |
12.06205 |
1000.0 |
¥1.2万 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
13.226759999999999 |
111700.0 |
¥1.48M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
12.84283 |
114500.0 |
¥1.47M |
|
| 2015-06-15 |
网格止盈 |
卖出 |
13.50648 |
114500.0 |
¥1.55M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
13.17316 |
115700.0 |
¥1.52M |
|
| 2015-06-17 |
网格加仓 |
买入 |
12.532519999999998 |
2200.0 |
¥2.8万 |
加仓 |
| 2015-06-18 |
网格止盈 |
卖出 |
14.185799999999999 |
117900.0 |
¥1.67M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
13.023009999999998 |
123100.0 |
¥1.60M |
|
| 2015-06-23 |
网格止盈 |
卖出 |
13.63635 |
123100.0 |
¥1.68M |
止盈触发 |
| 2015-09-21 |
网格首格 |
买入 |
12.04 |
130100.0 |
¥1.57M |
|
| 2015-09-23 |
网格加仓 |
买入 |
9.76 |
16500.0 |
¥16.1万 |
加仓 |
| 2015-09-24 |
网格加仓 |
买入 |
9.22922 |
1900.0 |
¥1.8万 |
加仓 |
| 2015-09-25 |
网格加仓 |
买入 |
9.35935 |
100.0 |
¥936 |
加仓 |
| 2021-09-29 |
网格止盈 |
卖出 |
12.01797 |
148600.0 |
¥1.79M |
止盈触发 |
| 2021-09-30 |
网格首格 |
买入 |
12.262249999999998 |
145500.0 |
¥1.78M |
|
| 2021-10-15 |
网格加仓 |
买入 |
10.3103 |
100.0 |
¥1,031 |
加仓 |
| 2023-05-09 |
网格止盈 |
卖出 |
12.687299999999999 |
145600.0 |
¥1.85M |
止盈触发 |
| 2023-05-16 |
网格首格 |
买入 |
12.702689999999999 |
144400.0 |
¥1.83M |
|
| 2023-06-01 |
网格止盈 |
卖出 |
12.99699 |
144400.0 |
¥1.88M |
止盈触发 |
| 2023-06-02 |
网格首格 |
买入 |
12.432419999999999 |
151000.0 |
¥1.88M |
|
| 2023-06-19 |
网格加仓 |
买入 |
12.00199 |
800.0 |
¥9,604 |
加仓 |
| 2023-06-29 |
网格止盈 |
卖出 |
12.85713 |
151800.0 |
¥1.95M |
止盈触发 |
| 2023-07-03 |
网格首格 |
买入 |
12.672659999999999 |
153700.0 |
¥1.95M |
|
| 2023-07-10 |
网格加仓 |
买入 |
12.43242 |
200.0 |
¥2,487 |
加仓 |
| 2023-08-02 |
网格止盈 |
卖出 |
13.0869 |
153900.0 |
¥2.01M |
止盈触发 |
| 2023-08-14 |
网格首格 |
买入 |
12.8128 |
156100.0 |
¥2.00M |
|
| 2023-09-05 |
网格加仓 |
买入 |
12.42241 |
1100.0 |
¥1.4万 |
加仓 |
| 2023-12-27 |
网格止盈 |
卖出 |
13.376610000000001 |
157200.0 |
¥2.10M |
止盈触发 |
| 2023-12-29 |
网格首格 |
买入 |
13.07306 |
159800.0 |
¥2.09M |
|
| 2024-01-04 |
网格止盈 |
卖出 |
13.53645 |
159800.0 |
¥2.16M |
止盈触发 |
| 2024-01-12 |
网格首格 |
买入 |
13.14313 |
165100.0 |
¥2.17M |
|
| 2024-01-23 |
网格加仓 |
买入 |
12.66265 |
300.0 |
¥3,800 |
加仓 |
| 2024-01-30 |
网格止盈 |
卖出 |
13.766219999999999 |
165400.0 |
¥2.28M |
止盈触发 |
| 2024-02-27 |
网格首格 |
买入 |
14.124109999999996 |
160100.0 |
¥2.26M |
|
| 2024-03-05 |
网格止盈 |
卖出 |
14.66532 |
160100.0 |
¥2.35M |
止盈触发 |
| 2024-03-13 |
网格首格 |
买入 |
14.444429999999999 |
163100.0 |
¥2.36M |
|
| 2024-04-01 |
网格止盈 |
卖出 |
15.024959999999998 |
163100.0 |
¥2.45M |
止盈触发 |
| 2024-04-02 |
网格首格 |
买入 |
14.83482 |
165200.0 |
¥2.45M |
|
| 2024-04-11 |
网格止盈 |
卖出 |
15.384599999999999 |
165200.0 |
¥2.54M |
止盈触发 |
| 2024-04-25 |
网格首格 |
买入 |
15.745729999999996 |
161200.0 |
¥2.54M |
|
| 2024-04-30 |
网格加仓 |
买入 |
15.36535 |
300.0 |
¥4,611 |
加仓 |
| 2024-05-07 |
网格止盈 |
卖出 |
16.183799999999998 |
161500.0 |
¥2.61M |
止盈触发 |
| 2024-05-09 |
网格首格 |
买入 |
15.795779999999997 |
165300.0 |
¥2.61M |
|
| 2024-05-24 |
网格止盈 |
卖出 |
16.35 |
165300.0 |
¥2.70M |
止盈触发 |
| 2024-06-17 |
网格首格 |
买入 |
17.747729999999997 |
152000.0 |
¥2.70M |
|
| 2024-07-02 |
网格止盈 |
卖出 |
18.59139 |
152000.0 |
¥2.83M |
止盈触发 |
| 2024-07-11 |
网格首格 |
买入 |
18.5185 |
152000.0 |
¥2.82M |
|
| 2024-07-26 |
网格加仓 |
买入 |
17.8 |
800.0 |
¥1.4万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
15.65 |
152800 |
¥2.39M |
回测结束强平 |