600938 中国海油 — 网格交易 回测明细
数据区间: 2022-04-21 ~ 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 +139.01%）
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 30 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 |
2022-05-26 |
2022-05-30 |
16.571519965 |
18.37161 |
¥10.7万 |
+10.83% |
网格止盈 |
| 2 |
2022-06-02 |
2022-06-09 |
18.654224589000002 |
19.6803 |
¥5.9万 |
+5.47% |
网格止盈 |
| 3 |
2022-06-10 |
2022-06-13 |
19.32509579 |
19.86012 |
¥3.1万 |
+2.74% |
网格止盈 |
| 4 |
2022-06-14 |
2022-06-15 |
19.435238823 |
20.15982 |
¥4.4万 |
+3.70% |
网格止盈 |
| 5 |
2022-06-16 |
2023-04-18 |
18.981836574006117 |
19.61037 |
¥4.1万 |
+3.28% |
网格止盈 |
| 6 |
2023-04-19 |
2023-05-09 |
19.278539090336842 |
20.06991 |
¥5.2万 |
+4.07% |
网格止盈 |
| 7 |
2023-05-11 |
2023-07-14 |
19.111609385063037 |
19.23075 |
¥7,913 |
+0.59% |
网格止盈 |
| 8 |
2023-07-17 |
2023-09-06 |
18.894522558178874 |
19.6803 |
¥5.5万 |
+4.13% |
网格止盈 |
| 9 |
2023-09-11 |
2023-09-15 |
19.415212816999997 |
20.4795 |
¥7.6万 |
+5.45% |
网格止盈 |
| 10 |
2023-09-18 |
2023-10-09 |
20.376461104999997 |
20.46951 |
¥6,275 |
+0.43% |
网格止盈 |
| 11 |
2023-10-11 |
2023-10-17 |
20.236279063 |
20.7 |
¥3.3万 |
+2.26% |
网格止盈 |
| 12 |
2023-10-19 |
2024-01-05 |
20.52540622289552 |
21.398580000000003 |
¥6.4万 |
+4.22% |
网格止盈 |
| 13 |
2024-01-11 |
2024-01-26 |
20.706890204 |
22.4775 |
¥13.4万 |
+8.52% |
网格止盈 |
| 14 |
2024-02-02 |
2024-02-06 |
22.108710623999997 |
23.016959999999997 |
¥6.9万 |
+4.08% |
网格止盈 |
| 15 |
2024-02-29 |
2024-03-05 |
25.182702544999994 |
26.673299999999998 |
¥10.5万 |
+5.89% |
网格止盈 |
| 16 |
2024-03-07 |
2024-03-08 |
27.135238129999998 |
28.371599999999997 |
¥8.5万 |
+4.52% |
网格止盈 |
| 17 |
2024-03-12 |
2024-04-03 |
28.844099505629025 |
30.1698 |
¥9.0万 |
+4.56% |
网格止盈 |
| 18 |
2024-04-08 |
2024-04-22 |
29.408189810999996 |
29.86011 |
¥3.0万 |
+1.51% |
网格止盈 |
| 19 |
2024-04-23 |
2024-04-29 |
28.837448639999998 |
29.760209999999997 |
¥6.6万 |
+3.17% |
网格止盈 |
| 20 |
2024-04-30 |
2024-05-30 |
29.13065590012162 |
30.10986 |
¥7.2万 |
+3.33% |
网格止盈 |
| 21 |
2024-06-03 |
2024-06-13 |
29.53835884999999 |
31.35861 |
¥13.6万 |
+6.13% |
网格止盈 |
| 22 |
2024-06-17 |
2024-06-21 |
30.649802183 |
32.00796 |
¥10.3万 |
+4.40% |
网格止盈 |
| 23 |
2024-06-27 |
2024-07-01 |
32.001557588000004 |
32.877089999999995 |
¥6.6万 |
+2.71% |
网格止盈 |
| 24 |
2024-07-08 |
2026-01-29 |
34.0056769387906 |
36.573389999999996 |
¥19.0万 |
+7.52% |
网格止盈 |
| 25 |
2026-02-02 |
2026-02-13 |
33.894015155 |
34.4655 |
¥4.3万 |
+1.66% |
网格止盈 |
| 26 |
2026-02-27 |
2026-03-03 |
35.52613464399999 |
41.74821 |
¥48.2万 |
+17.48% |
网格止盈 |
| 27 |
2026-03-05 |
2026-03-10 |
42.0546126 |
39.03 |
¥-22.9万 |
-7.22% |
网格止盈 |
| 28 |
2026-03-11 |
2026-03-12 |
40.25227206 |
42.57738 |
¥17.0万 |
+5.74% |
网格止盈 |
| 29 |
2026-03-17 |
2026-03-20 |
40.562675152999994 |
40.31 |
¥-2.0万 |
-0.65% |
网格止盈 |
| 30 |
2026-03-24 |
2026-11-13 |
40.91980559333332 |
30.85 |
¥-78.0万 |
-24.63% |
强平 |
逐笔成交记录（共 69 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-05-26 |
网格首格 |
买入 |
16.56655 |
59900.0 |
¥99.3万 |
|
| 2022-05-30 |
网格止盈 |
卖出 |
18.37161 |
59900.0 |
¥1.10M |
止盈触发 |
| 2022-06-02 |
网格首格 |
买入 |
18.648629999999997 |
58100.0 |
¥1.08M |
|
| 2022-06-09 |
网格止盈 |
卖出 |
19.6803 |
58100.0 |
¥1.14M |
止盈触发 |
| 2022-06-10 |
网格首格 |
买入 |
19.319300000000002 |
58900.0 |
¥1.14M |
|
| 2022-06-13 |
网格止盈 |
卖出 |
19.86012 |
58900.0 |
¥1.17M |
止盈触发 |
| 2022-06-14 |
网格首格 |
买入 |
19.429409999999997 |
60800.0 |
¥1.18M |
|
| 2022-06-15 |
网格止盈 |
卖出 |
20.15982 |
60800.0 |
¥1.23M |
止盈触发 |
| 2022-06-16 |
网格首格 |
买入 |
19.019 |
63800.0 |
¥1.21M |
|
| 2022-06-21 |
网格加仓 |
买入 |
17.267249999999997 |
1600.0 |
¥2.8万 |
加仓 |
| 2023-04-18 |
网格止盈 |
卖出 |
19.61037 |
65400.0 |
¥1.28M |
止盈触发 |
| 2023-04-19 |
网格首格 |
买入 |
19.27926 |
66100.0 |
¥1.27M |
|
| 2023-04-27 |
网格加仓 |
买入 |
18.198179999999997 |
400.0 |
¥7,281 |
加仓 |
| 2023-05-09 |
网格止盈 |
卖出 |
20.06991 |
66500.0 |
¥1.33M |
止盈触发 |
| 2023-05-11 |
网格首格 |
买入 |
19.10909 |
69400.0 |
¥1.33M |
|
| 2023-05-24 |
网格加仓 |
买入 |
18.54853 |
400.0 |
¥7,422 |
加仓 |
| 2023-07-14 |
网格止盈 |
卖出 |
19.23075 |
69800.0 |
¥1.34M |
止盈触发 |
| 2023-07-17 |
网格首格 |
买入 |
18.89888 |
70100.0 |
¥1.33M |
|
| 2023-08-17 |
网格加仓 |
买入 |
18.108089999999997 |
900.0 |
¥1.6万 |
加仓 |
| 2023-09-06 |
网格止盈 |
卖出 |
19.6803 |
71000.0 |
¥1.40M |
止盈触发 |
| 2023-09-11 |
网格首格 |
买入 |
19.40939 |
71900.0 |
¥1.40M |
|
| 2023-09-15 |
网格止盈 |
卖出 |
20.4795 |
71900.0 |
¥1.47M |
止盈触发 |
| 2023-09-18 |
网格首格 |
买入 |
20.37035 |
72200.0 |
¥1.47M |
|
| 2023-10-09 |
网格止盈 |
卖出 |
20.46951 |
72200.0 |
¥1.48M |
止盈触发 |
| 2023-10-11 |
网格首格 |
买入 |
20.23021 |
73000.0 |
¥1.48M |
|
| 2023-10-17 |
网格止盈 |
卖出 |
20.7 |
73000.0 |
¥1.51M |
止盈触发 |
| 2023-10-19 |
网格首格 |
买入 |
20.5205 |
73600.0 |
¥1.51M |
|
| 2023-10-26 |
网格加仓 |
买入 |
19.599579999999996 |
100.0 |
¥1,961 |
加仓 |
| 2024-01-05 |
网格止盈 |
卖出 |
21.398580000000003 |
73700.0 |
¥1.58M |
止盈触发 |
| 2024-01-11 |
网格首格 |
买入 |
20.70068 |
75800.0 |
¥1.57M |
|
| 2024-01-26 |
网格止盈 |
卖出 |
22.4775 |
75800.0 |
¥1.70M |
止盈触发 |
| 2024-02-02 |
网格首格 |
买入 |
22.102079999999997 |
76800.0 |
¥1.70M |
|
| 2024-02-06 |
网格止盈 |
卖出 |
23.016959999999997 |
76800.0 |
¥1.77M |
止盈触发 |
| 2024-02-29 |
网格首格 |
买入 |
25.175149999999995 |
70500.0 |
¥1.78M |
|
| 2024-03-05 |
网格止盈 |
卖出 |
26.673299999999998 |
70500.0 |
¥1.88M |
止盈触发 |
| 2024-03-07 |
网格首格 |
买入 |
27.1271 |
69300.0 |
¥1.88M |
|
| 2024-03-08 |
网格止盈 |
卖出 |
28.371599999999997 |
69300.0 |
¥1.97M |
止盈触发 |
| 2024-03-12 |
网格首格 |
买入 |
28.858829999999994 |
67300.0 |
¥1.94M |
|
| 2024-03-13 |
网格加仓 |
买入 |
27.08706 |
900.0 |
¥2.4万 |
加仓 |
| 2024-04-03 |
网格止盈 |
卖出 |
30.1698 |
68200.0 |
¥2.06M |
止盈触发 |
| 2024-04-08 |
网格首格 |
买入 |
29.399369999999998 |
68600.0 |
¥2.02M |
|
| 2024-04-22 |
网格止盈 |
卖出 |
29.86011 |
68600.0 |
¥2.05M |
止盈触发 |
| 2024-04-23 |
网格首格 |
买入 |
28.828799999999998 |
72100.0 |
¥2.08M |
|
| 2024-04-29 |
网格止盈 |
卖出 |
29.760209999999997 |
72100.0 |
¥2.15M |
止盈触发 |
| 2024-04-30 |
网格首格 |
买入 |
29.129099999999998 |
73300.0 |
¥2.14M |
|
| 2024-05-17 |
网格加仓 |
买入 |
28.37 |
700.0 |
¥2.0万 |
加仓 |
| 2024-05-30 |
网格止盈 |
卖出 |
30.10986 |
74000.0 |
¥2.23M |
止盈触发 |
| 2024-06-03 |
网格首格 |
买入 |
29.529499999999995 |
75000.0 |
¥2.22M |
|
| 2024-06-13 |
网格止盈 |
卖出 |
31.35861 |
75000.0 |
¥2.35M |
止盈触发 |
| 2024-06-17 |
网格首格 |
买入 |
30.640609999999995 |
76700.0 |
¥2.35M |
|
| 2024-06-21 |
网格止盈 |
卖出 |
32.00796 |
76700.0 |
¥2.45M |
止盈触发 |
| 2024-06-27 |
网格首格 |
买入 |
31.99196 |
76800.0 |
¥2.46M |
|
| 2024-07-01 |
网格止盈 |
卖出 |
32.877089999999995 |
76800.0 |
¥2.52M |
止盈触发 |
| 2024-07-08 |
网格首格 |
买入 |
34.01398 |
73600.0 |
¥2.50M |
|
| 2024-07-18 |
网格加仓 |
买入 |
32.48245 |
900.0 |
¥2.9万 |
加仓 |
| 2026-01-29 |
网格止盈 |
卖出 |
36.573389999999996 |
74500.0 |
¥2.72M |
止盈触发 |
| 2026-02-02 |
网格首格 |
买入 |
33.883849999999995 |
76400.0 |
¥2.59M |
|
| 2026-02-13 |
网格止盈 |
卖出 |
34.4655 |
76400.0 |
¥2.63M |
止盈触发 |
| 2026-02-27 |
网格首格 |
买入 |
35.51547999999999 |
77700.0 |
¥2.76M |
|
| 2026-03-03 |
网格止盈 |
卖出 |
41.74821 |
77700.0 |
¥3.24M |
止盈触发 |
| 2026-03-05 |
网格首格 |
买入 |
42.041999999999994 |
75500.0 |
¥3.18M |
|
| 2026-03-10 |
网格止盈 |
卖出 |
39.03 |
75500.0 |
¥2.95M |
止盈触发 |
| 2026-03-11 |
网格首格 |
买入 |
40.2402 |
73400.0 |
¥2.95M |
|
| 2026-03-12 |
网格止盈 |
卖出 |
42.57738 |
73400.0 |
¥3.12M |
止盈触发 |
| 2026-03-17 |
网格首格 |
买入 |
40.550509999999996 |
77100.0 |
¥3.13M |
|
| 2026-03-20 |
网格止盈 |
卖出 |
40.31 |
77100.0 |
¥3.11M |
止盈触发 |
| 2026-03-24 |
网格首格 |
买入 |
40.960919999999994 |
75000.0 |
¥3.07M |
|
| 2026-04-02 |
网格加仓 |
买入 |
39.2392 |
2400.0 |
¥9.4万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
30.85 |
77400 |
¥2.39M |
回测结束强平 |