600905 三峡能源 — 网格交易 回测明细
数据区间: 2021-06-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥64.1万
策略: 网格交易
K线 & 交易信号（策略收益 -35.88%）
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 9 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 |
2021-07-13 |
2021-07-14 |
6.678673000999999 |
6.98301 |
¥4.4万 |
+4.53% |
网格止盈 |
| 2 |
2021-07-15 |
2021-09-23 |
6.710076249483289 |
7.642350000000001 |
¥14.5万 |
+13.86% |
网格止盈 |
| 3 |
2021-09-24 |
2021-09-29 |
6.949024081999998 |
7.282709999999999 |
¥5.6万 |
+4.77% |
网格止盈 |
| 4 |
2021-10-12 |
2021-10-19 |
6.701988146380721 |
6.963029999999999 |
¥4.8万 |
+3.86% |
网格止盈 |
| 5 |
2021-10-20 |
2021-10-21 |
6.858907054999999 |
7.042949999999999 |
¥3.4万 |
+2.65% |
网格止盈 |
| 6 |
2021-10-22 |
2021-10-28 |
6.868091252785308 |
7.092899999999999 |
¥4.3万 |
+3.24% |
网格止盈 |
| 7 |
2021-10-29 |
2021-11-02 |
7.159297144999999 |
7.62237 |
¥8.7万 |
+6.44% |
网格止盈 |
| 8 |
2021-11-03 |
2021-12-27 |
7.526985372931818 |
7.8921 |
¥7.0万 |
+4.82% |
网格止盈 |
| 9 |
2021-12-28 |
2026-11-13 |
7.698097593080101 |
3.23 |
¥-88.7万 |
-58.05% |
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 |
|---|
| 2021-07-13 |
网格首格 |
买入 |
6.676669999999999 |
147000.0 |
¥98.2万 |
|
| 2021-07-14 |
网格止盈 |
卖出 |
6.98301 |
147000.0 |
¥1.03M |
止盈触发 |
| 2021-07-15 |
网格首格 |
买入 |
6.716709999999999 |
152800.0 |
¥1.03M |
|
| 2021-07-20 |
网格加仓 |
买入 |
6.23623 |
2800.0 |
¥1.7万 |
加仓 |
| 2021-09-23 |
网格止盈 |
卖出 |
7.642350000000001 |
155600.0 |
¥1.19M |
止盈触发 |
| 2021-09-24 |
网格首格 |
买入 |
6.946939999999999 |
170200.0 |
¥1.18M |
|
| 2021-09-29 |
网格止盈 |
卖出 |
7.282709999999999 |
170200.0 |
¥1.24M |
止盈触发 |
| 2021-10-12 |
网格首格 |
买入 |
6.7067 |
181400.0 |
¥1.22M |
|
| 2021-10-14 |
网格加仓 |
买入 |
6.416409999999999 |
4300.0 |
¥2.8万 |
加仓 |
| 2021-10-19 |
网格止盈 |
卖出 |
6.963029999999999 |
185700.0 |
¥1.29M |
止盈触发 |
| 2021-10-20 |
网格首格 |
买入 |
6.856849999999999 |
186800.0 |
¥1.28M |
|
| 2021-10-21 |
网格止盈 |
卖出 |
7.042949999999999 |
186800.0 |
¥1.32M |
止盈触发 |
| 2021-10-22 |
网格首格 |
买入 |
6.86686 |
192300.0 |
¥1.32M |
|
| 2021-10-25 |
网格加仓 |
买入 |
6.7067 |
1000.0 |
¥6,709 |
加仓 |
| 2021-10-28 |
网格止盈 |
卖出 |
7.092899999999999 |
193300.0 |
¥1.37M |
止盈触发 |
| 2021-10-29 |
网格首格 |
买入 |
7.157150000000001 |
189200.0 |
¥1.35M |
|
| 2021-11-02 |
网格止盈 |
卖出 |
7.62237 |
189200.0 |
¥1.44M |
止盈触发 |
| 2021-11-03 |
网格首格 |
买入 |
7.527519999999999 |
192400.0 |
¥1.45M |
|
| 2021-11-08 |
网格加仓 |
买入 |
7.077069999999999 |
1200.0 |
¥8,495 |
加仓 |
| 2021-12-27 |
网格止盈 |
卖出 |
7.8921 |
193600.0 |
¥1.53M |
止盈触发 |
| 2021-12-28 |
网格首格 |
买入 |
7.69769 |
198000.0 |
¥1.52M |
|
| 2021-12-30 |
网格加仓 |
买入 |
7.237229999999999 |
400.0 |
¥2,896 |
加仓 |
| 2022-04-14 |
网格加仓 |
买入 |
5.765759999999999 |
100.0 |
¥577 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
3.23 |
198500 |
¥64.1万 |
回测结束强平 |