600893 航空动力 — 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: ¥85.1万
策略: 网格交易
K线 & 交易信号(策略收益 -14.85%)
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 |
2015-02-04 |
2015-03-02 |
31.435476556761003 |
33.03693 |
¥5.1万 |
+5.06% |
网格止盈 |
| 2 |
2015-03-09 |
2015-03-18 |
31.971518578999994 |
33.25671 |
¥4.2万 |
+3.99% |
网格止盈 |
| 3 |
2015-03-20 |
2015-03-31 |
35.245770560000004 |
37.34 |
¥6.4万 |
+5.91% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-02 |
38.359814493 |
39.6603 |
¥3.9万 |
+3.36% |
网格止盈 |
| 5 |
2015-04-09 |
2015-04-13 |
39.230945754000004 |
42.1578 |
¥8.9万 |
+7.43% |
网格止盈 |
| 6 |
2015-04-14 |
2015-04-15 |
41.60402746499999 |
44.335620000000006 |
¥8.1万 |
+6.53% |
网格止盈 |
| 7 |
2015-04-16 |
2015-04-20 |
42.49518473199999 |
46.8531 |
¥13.8万 |
+10.22% |
网格止盈 |
| 8 |
2015-04-28 |
2015-05-13 |
55.54067194516296 |
60.659279999999995 |
¥13.8万 |
+9.18% |
网格止盈 |
| 9 |
2015-05-14 |
2015-05-19 |
58.00532637899999 |
61.58835 |
¥10.1万 |
+6.15% |
网格止盈 |
| 10 |
2015-05-28 |
2026-11-13 |
76.6914867132511 |
37.5 |
¥-89.0万 |
-51.12% |
强平 |
逐笔成交记录(共 24 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 |
31.431399999999996 |
31700.0 |
¥99.7万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
29.729699999999998 |
100.0 |
¥2,974 |
加仓 |
| 2015-03-02 |
网格止盈 |
卖出 |
33.03693 |
31800.0 |
¥1.05M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
31.961929999999995 |
32800.0 |
¥1.05M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
33.25671 |
32800.0 |
¥1.09M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
35.2352 |
30900.0 |
¥1.09M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
37.34 |
30900.0 |
¥1.15M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
38.34831 |
29900.0 |
¥1.15M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
39.6603 |
29900.0 |
¥1.19M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
39.219179999999994 |
30400.0 |
¥1.19M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
42.1578 |
30400.0 |
¥1.28M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
41.59154999999999 |
29900.0 |
¥1.24M |
|
| 2015-04-15 |
网格止盈 |
卖出 |
44.335620000000006 |
29900.0 |
¥1.33M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
42.48243999999999 |
31700.0 |
¥1.35M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
46.8531 |
31700.0 |
¥1.48M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
55.55 |
26800.0 |
¥1.49M |
|
| 2015-04-29 |
网格加仓 |
买入 |
52.04199 |
200.0 |
¥1.0万 |
加仓 |
| 2015-05-13 |
网格止盈 |
卖出 |
60.659279999999995 |
27000.0 |
¥1.64M |
止盈触发 |
| 2015-05-14 |
网格首格 |
买入 |
57.98792999999999 |
28200.0 |
¥1.64M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
61.58835 |
28200.0 |
¥1.74M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
76.87679999999999 |
22200.0 |
¥1.71M |
|
| 2015-05-29 |
网格加仓 |
买入 |
69.55948999999998 |
400.0 |
¥2.8万 |
加仓 |
| 2015-06-19 |
网格加仓 |
买入 |
58.858799999999995 |
100.0 |
¥5,888 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
37.5 |
22700 |
¥85.1万 |
回测结束强平 |