600887 伊利股份 — 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: ¥2.23M
策略: 网格交易
K线 & 交易信号（策略收益 +122.86%）
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 |
2015-02-06 |
2015-02-13 |
26.934978069999996 |
28.24173 |
¥4.8万 |
+4.82% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-23 |
27.996356388 |
29.65 |
¥6.1万 |
+5.87% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-08 |
30.890114255 |
32.547419999999995 |
¥5.9万 |
+5.33% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-13 |
32.201817647999995 |
33.576389999999996 |
¥4.9万 |
+4.24% |
网格止盈 |
| 5 |
2015-04-16 |
2015-04-17 |
33.04290989999999 |
35.484480000000005 |
¥8.9万 |
+7.36% |
网格止盈 |
| 6 |
2015-04-28 |
2015-05-26 |
38.810399628 |
43.556400000000004 |
¥15.9万 |
+12.20% |
网格止盈 |
| 7 |
2015-05-28 |
2017-06-26 |
20.257800787290453 |
21.14883 |
¥6.4万 |
+4.37% |
网格止盈 |
| 8 |
2017-07-05 |
2017-08-10 |
20.947202276 |
22.8771 |
¥14.0万 |
+9.18% |
网格止盈 |
| 9 |
2017-08-15 |
2017-09-06 |
22.979841884999995 |
24.09588 |
¥8.0万 |
+4.83% |
网格止盈 |
| 10 |
2017-09-08 |
2017-09-19 |
23.540570053 |
24.46551 |
¥6.8万 |
+3.90% |
网格止盈 |
| 11 |
2017-10-11 |
2017-10-12 |
27.635888279999996 |
28.42155 |
¥5.1万 |
+2.81% |
网格止盈 |
| 12 |
2017-10-16 |
2017-10-19 |
27.535758249999997 |
29.42055 |
¥12.7万 |
+6.81% |
网格止盈 |
| 13 |
2017-10-27 |
2017-11-07 |
29.54623574569333 |
30.6693 |
¥7.5万 |
+3.77% |
网格止盈 |
| 14 |
2017-11-08 |
2017-11-20 |
30.223233637677374 |
31.12884 |
¥6.1万 |
+2.97% |
网格止盈 |
| 15 |
2017-11-23 |
2017-12-21 |
31.798494075276125 |
33.126839999999994 |
¥8.8万 |
+4.15% |
网格止盈 |
| 16 |
2017-12-27 |
2018-01-05 |
32.131726627 |
33.6663 |
¥10.4万 |
+4.74% |
网格止盈 |
| 17 |
2018-01-16 |
2018-01-24 |
34.374639298999995 |
35.49447 |
¥7.5万 |
+3.23% |
网格止盈 |
| 18 |
2018-01-26 |
2020-07-14 |
34.27779925569999 |
35.074889999999996 |
¥5.5万 |
+2.29% |
网格止盈 |
| 19 |
2020-07-17 |
2020-07-20 |
32.892714855 |
34.32564 |
¥10.5万 |
+4.33% |
网格止盈 |
| 20 |
2020-07-21 |
2020-07-23 |
33.553573053 |
35.724239999999995 |
¥16.5万 |
+6.44% |
网格止盈 |
| 21 |
2020-07-29 |
2020-08-03 |
35.446030619999995 |
37.29 |
¥14.1万 |
+5.17% |
网格止盈 |
| 22 |
2020-08-07 |
2020-08-31 |
37.228345154 |
41.4585 |
¥32.4万 |
+11.33% |
网格止盈 |
| 23 |
2020-09-04 |
2020-10-29 |
41.14174972649677 |
42.93702 |
¥13.8万 |
+4.33% |
网格止盈 |
| 24 |
2020-11-02 |
2020-12-08 |
38.74030860699999 |
40.13982 |
¥11.6万 |
+3.58% |
网格止盈 |
| 25 |
2021-01-11 |
2026-11-13 |
49.0410356761111 |
31.74 |
¥-1.22M |
-35.30% |
强平 |
逐笔成交记录（共 60 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 |
26.926899999999996 |
36900.0 |
¥99.4万 |
|
| 2015-02-13 |
网格止盈 |
卖出 |
28.24173 |
36900.0 |
¥1.04M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
27.987959999999998 |
37300.0 |
¥1.04M |
|
| 2015-03-23 |
网格止盈 |
卖出 |
29.65 |
37300.0 |
¥1.11M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
30.88085 |
35800.0 |
¥1.11M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
32.547419999999995 |
35800.0 |
¥1.16M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
32.192159999999994 |
36100.0 |
¥1.16M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
33.576389999999996 |
36100.0 |
¥1.21M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
33.032999999999994 |
36700.0 |
¥1.21M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
35.484480000000005 |
36700.0 |
¥1.30M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
38.798759999999994 |
33600.0 |
¥1.30M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
43.556400000000004 |
33600.0 |
¥1.46M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
21.611589999999996 |
33500.0 |
¥72.4万 |
|
| 2015-06-01 |
网格加仓 |
买入 |
20.170149999999992 |
14000.0 |
¥28.2万 |
加仓 |
| 2015-06-19 |
网格加仓 |
买入 |
18.828809999999997 |
14200.0 |
¥26.7万 |
加仓 |
| 2015-06-23 |
网格加仓 |
买入 |
17.96795 |
10600.0 |
¥19.1万 |
加仓 |
| 2017-06-26 |
网格止盈 |
卖出 |
21.14883 |
72300.0 |
¥1.53M |
止盈触发 |
| 2017-07-05 |
网格首格 |
买入 |
20.94092 |
72800.0 |
¥1.52M |
|
| 2017-08-10 |
网格止盈 |
卖出 |
22.8771 |
72800.0 |
¥1.66M |
止盈触发 |
| 2017-08-15 |
网格首格 |
买入 |
22.972949999999997 |
72500.0 |
¥1.67M |
|
| 2017-09-06 |
网格止盈 |
卖出 |
24.09588 |
72500.0 |
¥1.75M |
止盈触发 |
| 2017-09-08 |
网格首格 |
买入 |
23.53351 |
74300.0 |
¥1.75M |
|
| 2017-09-19 |
网格止盈 |
卖出 |
24.46551 |
74300.0 |
¥1.82M |
止盈触发 |
| 2017-10-11 |
网格首格 |
买入 |
27.627599999999997 |
65600.0 |
¥1.81M |
|
| 2017-10-12 |
网格止盈 |
卖出 |
28.42155 |
65600.0 |
¥1.86M |
止盈触发 |
| 2017-10-16 |
网格首格 |
买入 |
27.527499999999996 |
67500.0 |
¥1.86M |
|
| 2017-10-19 |
网格止盈 |
卖出 |
29.42055 |
67500.0 |
¥1.99M |
止盈触发 |
| 2017-10-27 |
网格首格 |
买入 |
29.549519999999998 |
66800.0 |
¥1.97M |
|
| 2017-11-02 |
网格加仓 |
买入 |
28.378349999999998 |
700.0 |
¥2.0万 |
加仓 |
| 2017-11-07 |
网格止盈 |
卖出 |
30.6693 |
67500.0 |
¥2.07M |
止盈触发 |
| 2017-11-08 |
网格首格 |
买入 |
30.22019 |
68100.0 |
¥2.06M |
|
| 2017-11-15 |
网格加仓 |
买入 |
29.189159999999998 |
400.0 |
¥1.2万 |
加仓 |
| 2017-11-20 |
网格止盈 |
卖出 |
31.12884 |
68500.0 |
¥2.13M |
止盈触发 |
| 2017-11-23 |
网格首格 |
买入 |
31.8 |
66500.0 |
¥2.12M |
|
| 2017-11-24 |
网格加仓 |
买入 |
30.320289999999996 |
500.0 |
¥1.5万 |
加仓 |
| 2017-12-21 |
网格止盈 |
卖出 |
33.126839999999994 |
67000.0 |
¥2.22M |
止盈触发 |
| 2017-12-27 |
网格首格 |
买入 |
32.12209 |
68300.0 |
¥2.19M |
|
| 2018-01-05 |
网格止盈 |
卖出 |
33.6663 |
68300.0 |
¥2.30M |
止盈触发 |
| 2018-01-16 |
网格首格 |
买入 |
34.364329999999995 |
67300.0 |
¥2.31M |
|
| 2018-01-24 |
网格止盈 |
卖出 |
35.49447 |
67300.0 |
¥2.39M |
止盈触发 |
| 2018-01-26 |
网格首格 |
买入 |
34.294259999999994 |
69500.0 |
¥2.38M |
|
| 2018-02-06 |
网格加仓 |
买入 |
31.931899999999995 |
400.0 |
¥1.3万 |
加仓 |
| 2018-05-03 |
网格加仓 |
买入 |
25.025 |
100.0 |
¥2,503 |
加仓 |
| 2020-07-14 |
网格止盈 |
卖出 |
35.074889999999996 |
70000.0 |
¥2.45M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
32.88285 |
73900.0 |
¥2.43M |
|
| 2020-07-20 |
网格止盈 |
卖出 |
34.32564 |
73900.0 |
¥2.54M |
止盈触发 |
| 2020-07-21 |
网格首格 |
买入 |
33.54351 |
76200.0 |
¥2.56M |
|
| 2020-07-23 |
网格止盈 |
卖出 |
35.724239999999995 |
76200.0 |
¥2.72M |
止盈触发 |
| 2020-07-29 |
网格首格 |
买入 |
35.435399999999994 |
76700.0 |
¥2.72M |
|
| 2020-08-03 |
网格止盈 |
卖出 |
37.29 |
76700.0 |
¥2.86M |
止盈触发 |
| 2020-08-07 |
网格首格 |
买入 |
37.21718 |
76900.0 |
¥2.86M |
|
| 2020-08-31 |
网格止盈 |
卖出 |
41.4585 |
76900.0 |
¥3.19M |
止盈触发 |
| 2020-09-04 |
网格首格 |
买入 |
41.151109999999996 |
76500.0 |
¥3.15M |
|
| 2020-09-09 |
网格加仓 |
买入 |
39.469429999999996 |
1000.0 |
¥3.9万 |
加仓 |
| 2020-10-29 |
网格止盈 |
卖出 |
42.93702 |
77500.0 |
¥3.33M |
止盈触发 |
| 2020-11-02 |
网格首格 |
买入 |
38.72868999999999 |
83400.0 |
¥3.23M |
|
| 2020-12-08 |
网格止盈 |
卖出 |
40.13982 |
83400.0 |
¥3.35M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
49.04899999999999 |
69600.0 |
¥3.41M |
|
| 2021-01-15 |
网格加仓 |
买入 |
46.39635 |
600.0 |
¥2.8万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
31.74 |
70200 |
¥2.23M |
回测结束强平 |