601006 大秦铁路 — 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: ¥47.7万
策略: 网格交易
K线 & 交易信号(策略收益 -52.26%)
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 8 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 |
2015-02-17 |
10.190358698397553 |
10.4895 |
¥2.9万 |
+2.90% |
网格止盈 |
| 2 |
2015-02-27 |
2015-03-19 |
10.66320487252746 |
11.13885 |
¥4.6万 |
+4.43% |
网格止盈 |
| 3 |
2015-03-26 |
2015-03-31 |
10.864108255 |
11.43855 |
¥5.6万 |
+5.26% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-08 |
11.014303299999998 |
11.498490000000002 |
¥4.9万 |
+4.36% |
网格止盈 |
| 5 |
2015-04-09 |
2015-04-14 |
11.344732399 |
12.24774 |
¥9.3万 |
+7.93% |
网格止盈 |
| 6 |
2015-04-16 |
2015-04-17 |
12.486214740999998 |
13.11687 |
¥6.3万 |
+5.02% |
网格止盈 |
| 7 |
2015-04-21 |
2015-04-28 |
13.817425868623188 |
14.2857 |
¥4.5万 |
+3.36% |
网格止盈 |
| 8 |
2015-04-29 |
2026-11-13 |
14.002412902165313 |
4.84 |
¥-90.4万 |
-65.44% |
强平 |
逐笔成交记录(共 21 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 |
10.190179999999998 |
97500.0 |
¥99.4万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
9.71971 |
600.0 |
¥5,834 |
加仓 |
| 2015-02-17 |
网格止盈 |
卖出 |
10.4895 |
98100.0 |
¥1.03M |
止盈触发 |
| 2015-02-27 |
网格首格 |
买入 |
10.660649999999999 |
96300.0 |
¥1.03M |
|
| 2015-03-04 |
网格加仓 |
买入 |
10.35034 |
200.0 |
¥2,071 |
加仓 |
| 2015-03-19 |
网格止盈 |
卖出 |
11.13885 |
96500.0 |
¥1.07M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
10.86085 |
98100.0 |
¥1.07M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
11.43855 |
98100.0 |
¥1.12M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
11.011 |
102100.0 |
¥1.12M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
11.498490000000002 |
102100.0 |
¥1.17M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
11.34133 |
103900.0 |
¥1.18M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
12.24774 |
103900.0 |
¥1.27M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
12.48247 |
100200.0 |
¥1.25M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
13.11687 |
100200.0 |
¥1.31M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
13.813799999999999 |
96500.0 |
¥1.33M |
|
| 2015-04-27 |
网格加仓 |
买入 |
13.3133 |
100.0 |
¥1,332 |
加仓 |
| 2015-04-28 |
网格止盈 |
卖出 |
14.2857 |
96600.0 |
¥1.38M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
14.014 |
97500.0 |
¥1.37M |
|
| 2015-05-06 |
网格加仓 |
买入 |
13.033019999999999 |
1000.0 |
¥1.3万 |
加仓 |
| 2015-08-25 |
网格加仓 |
买入 |
8.258249999999999 |
100.0 |
¥826 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
4.84 |
98600 |
¥47.7万 |
回测结束强平 |