601009 南京银行 — 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: ¥1.05M
策略: 网格交易
K线 & 交易信号（策略收益 +5.45%）
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 11 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 |
2015-03-10 |
12.795130627408449 |
13.63635 |
¥6.5万 |
+6.54% |
网格止盈 |
| 2 |
2015-03-11 |
2015-03-13 |
13.687775100999998 |
14.67531 |
¥7.6万 |
+7.18% |
网格止盈 |
| 3 |
2015-03-17 |
2015-04-08 |
14.719114409999998 |
15.64434 |
¥7.1万 |
+6.25% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-13 |
15.620284679999996 |
16.50348 |
¥6.7万 |
+5.62% |
网格止盈 |
| 5 |
2015-04-15 |
2015-04-17 |
16.12093483 |
16.933049999999998 |
¥6.4万 |
+5.01% |
网格止盈 |
| 6 |
2015-04-21 |
2015-04-23 |
16.020804799999997 |
16.80318 |
¥6.5万 |
+4.85% |
网格止盈 |
| 7 |
2015-04-30 |
2015-05-26 |
18.023405399999998 |
18.6813 |
¥5.1万 |
+3.62% |
网格止盈 |
| 8 |
2015-05-28 |
2015-06-01 |
18.253704469 |
18.981 |
¥5.7万 |
+3.95% |
网格止盈 |
| 9 |
2015-06-04 |
2015-06-12 |
21.237579363 |
22.377599999999997 |
¥7.9万 |
+5.34% |
网格止盈 |
| 10 |
2015-06-15 |
2015-07-01 |
21.284997415925233 |
22.00797 |
¥5.4万 |
+3.37% |
网格止盈 |
| 11 |
2015-07-02 |
2026-11-13 |
20.04255424366464 |
12.81 |
¥-59.6万 |
-36.11% |
强平 |
逐笔成交记录（共 26 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 |
12.792779999999999 |
77900.0 |
¥99.7万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
12.212199999999998 |
200.0 |
¥2,443 |
加仓 |
| 2015-03-10 |
网格止盈 |
卖出 |
13.63635 |
78100.0 |
¥1.06M |
止盈触发 |
| 2015-03-11 |
网格首格 |
买入 |
13.683669999999998 |
77300.0 |
¥1.06M |
|
| 2015-03-13 |
网格止盈 |
卖出 |
14.67531 |
77300.0 |
¥1.13M |
止盈触发 |
| 2015-03-17 |
网格首格 |
买入 |
14.714699999999997 |
77400.0 |
¥1.14M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
15.64434 |
77400.0 |
¥1.21M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
15.615599999999997 |
76600.0 |
¥1.20M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
16.50348 |
76600.0 |
¥1.26M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
16.1161 |
79200.0 |
¥1.28M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
16.933049999999998 |
79200.0 |
¥1.34M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
16.016 |
83600.0 |
¥1.34M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
16.80318 |
83600.0 |
¥1.40M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
18.017999999999997 |
78100.0 |
¥1.41M |
|
| 2015-05-26 |
网格止盈 |
卖出 |
18.6813 |
78100.0 |
¥1.46M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
18.24823 |
79000.0 |
¥1.44M |
|
| 2015-06-01 |
网格止盈 |
卖出 |
18.981 |
79000.0 |
¥1.50M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
21.231209999999997 |
70000.0 |
¥1.49M |
|
| 2015-06-12 |
网格止盈 |
卖出 |
22.377599999999997 |
70000.0 |
¥1.57M |
止盈触发 |
| 2015-06-15 |
网格首格 |
买入 |
21.28126 |
74700.0 |
¥1.59M |
|
| 2015-06-16 |
网格加仓 |
买入 |
20.290269999999996 |
200.0 |
¥4,059 |
加仓 |
| 2015-07-01 |
网格止盈 |
卖出 |
22.00797 |
74900.0 |
¥1.65M |
止盈触发 |
| 2015-07-02 |
网格首格 |
买入 |
20.090069999999997 |
80100.0 |
¥1.61M |
|
| 2015-07-03 |
网格加仓 |
买入 |
18.06805 |
2100.0 |
¥3.8万 |
加仓 |
| 2015-07-06 |
网格加仓 |
买入 |
18.5 |
100.0 |
¥1,851 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
12.81 |
82300 |
¥1.05M |
回测结束强平 |