601012 隆基股份 — 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: ¥28.9万
策略: 网格交易
K线 & 交易信号(策略收益 -71.07%)
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 17 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 |
2015-02-09 |
2015-02-17 |
25.13263753 |
26.663310000000003 |
¥5.9万 |
+6.06% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-03 |
26.043820803 |
28.221749999999997 |
¥8.7万 |
+8.33% |
网格止盈 |
| 3 |
2015-03-04 |
2015-03-09 |
28.33679849 |
30.37959 |
¥8.2万 |
+7.18% |
网格止盈 |
| 4 |
2015-03-13 |
2015-03-17 |
32.54225975 |
34.155809999999995 |
¥6.0万 |
+4.93% |
网格止盈 |
| 5 |
2015-03-25 |
2015-03-26 |
49.724572898 |
52.78716000000001 |
¥7.8万 |
+6.13% |
网格止盈 |
| 6 |
2015-03-27 |
2015-04-01 |
46.61052896499999 |
51.888059999999996 |
¥14.6万 |
+11.29% |
网格止盈 |
| 7 |
2015-04-07 |
2015-04-08 |
60.57866814999999 |
61.238699999999994 |
¥1.6万 |
+1.06% |
网格止盈 |
| 8 |
2015-04-09 |
2015-04-13 |
60.33835607799999 |
66.55338 |
¥15.7万 |
+10.27% |
网格止盈 |
| 9 |
2015-04-15 |
2020-09-02 |
62.19995918848709 |
67.932 |
¥15.5万 |
+9.18% |
网格止盈 |
| 10 |
2020-09-07 |
2020-09-14 |
66.0598148065971 |
71.6283 |
¥15.4万 |
+8.40% |
网格止盈 |
| 11 |
2020-09-17 |
2020-09-18 |
72.213777636 |
74.1258 |
¥5.1万 |
+2.62% |
网格止盈 |
| 12 |
2020-09-22 |
2020-09-24 |
71.0923213 |
75.81411 |
¥13.4万 |
+6.61% |
网格止盈 |
| 13 |
2020-10-16 |
2020-12-22 |
77.77821796744999 |
86.4135 |
¥24.1万 |
+11.07% |
网格止盈 |
| 14 |
2021-01-11 |
2021-01-25 |
110.83324 |
120.41946 |
¥20.8万 |
+8.62% |
网格止盈 |
| 15 |
2021-01-26 |
2021-01-28 |
116.14082179699997 |
118.04184000000001 |
¥4.2万 |
+1.61% |
网格止盈 |
| 16 |
2021-01-29 |
2021-02-10 |
113.00467937203389 |
119.87001000000001 |
¥16.1万 |
+6.04% |
网格止盈 |
| 17 |
2021-02-22 |
2026-11-13 |
114.66388358526315 |
11.7 |
¥-2.54M |
-89.80% |
强平 |
逐笔成交记录(共 42 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-02-09 |
网格首格 |
买入 |
25.1251 |
38900.0 |
¥97.8万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
26.663310000000003 |
38900.0 |
¥1.04M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
26.03601 |
40300.0 |
¥1.05M |
|
| 2015-03-03 |
网格止盈 |
卖出 |
28.221749999999997 |
40300.0 |
¥1.14M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
28.3283 |
40300.0 |
¥1.14M |
|
| 2015-03-09 |
网格止盈 |
卖出 |
30.37959 |
40300.0 |
¥1.22M |
止盈触发 |
| 2015-03-13 |
网格首格 |
买入 |
32.5325 |
37600.0 |
¥1.22M |
|
| 2015-03-17 |
网格止盈 |
卖出 |
34.155809999999995 |
37600.0 |
¥1.28M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
49.70965999999999 |
25700.0 |
¥1.28M |
|
| 2015-03-26 |
网格止盈 |
卖出 |
52.78716000000001 |
25700.0 |
¥1.36M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
46.59654999999999 |
27700.0 |
¥1.29M |
|
| 2015-04-01 |
网格止盈 |
卖出 |
51.888059999999996 |
27700.0 |
¥1.44M |
止盈触发 |
| 2015-04-07 |
网格首格 |
买入 |
60.56049999999999 |
24900.0 |
¥1.51M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
61.238699999999994 |
24900.0 |
¥1.52M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
60.32025999999999 |
25300.0 |
¥1.53M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
66.55338 |
25300.0 |
¥1.68M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
63.0 |
25900.0 |
¥1.63M |
|
| 2015-04-16 |
网格加仓 |
买入 |
54.75470000000001 |
900.0 |
¥4.9万 |
加仓 |
| 2015-05-06 |
网格加仓 |
买入 |
16.6166 |
200.0 |
¥3,324 |
加仓 |
| 2015-09-16 |
网格加仓 |
买入 |
8.108099999999999 |
100.0 |
¥811 |
加仓 |
| 2020-09-02 |
网格止盈 |
卖出 |
67.932 |
27100.0 |
¥1.84M |
止盈触发 |
| 2020-09-07 |
网格首格 |
买入 |
66.06599999999999 |
27600.0 |
¥1.82M |
|
| 2020-09-08 |
网格加仓 |
买入 |
62.452389999999994 |
200.0 |
¥1.2万 |
加仓 |
| 2020-09-14 |
网格止盈 |
卖出 |
71.6283 |
27800.0 |
¥1.99M |
止盈触发 |
| 2020-09-17 |
网格首格 |
买入 |
72.19212 |
27100.0 |
¥1.96M |
|
| 2020-09-18 |
网格止盈 |
卖出 |
74.1258 |
27100.0 |
¥2.01M |
止盈触发 |
| 2020-09-22 |
网格首格 |
买入 |
71.071 |
28600.0 |
¥2.03M |
|
| 2020-09-24 |
网格止盈 |
卖出 |
75.81411 |
28600.0 |
¥2.17M |
止盈触发 |
| 2020-10-16 |
网格首格 |
买入 |
77.79771999999998 |
27800.0 |
¥2.16M |
|
| 2020-10-20 |
网格加仓 |
买入 |
71.80172999999999 |
200.0 |
¥1.4万 |
加仓 |
| 2020-12-22 |
网格止盈 |
卖出 |
86.4135 |
28000.0 |
¥2.42M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
110.8 |
21800.0 |
¥2.42M |
|
| 2021-01-25 |
网格止盈 |
卖出 |
120.41946 |
21800.0 |
¥2.62M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
116.10598999999998 |
22400.0 |
¥2.60M |
|
| 2021-01-28 |
网格止盈 |
卖出 |
118.04184000000001 |
22400.0 |
¥2.64M |
止盈触发 |
| 2021-01-29 |
网格首格 |
买入 |
113.0 |
23500.0 |
¥2.66M |
|
| 2021-02-01 |
网格加仓 |
买入 |
106.10599999999998 |
100.0 |
¥1.1万 |
加仓 |
| 2021-02-10 |
网格止盈 |
卖出 |
119.87001000000001 |
23600.0 |
¥2.83M |
止盈触发 |
| 2021-02-22 |
网格首格 |
买入 |
115.11499999999998 |
24100.0 |
¥2.78M |
|
| 2021-02-23 |
网格加仓 |
买入 |
106.106 |
500.0 |
¥5.3万 |
加仓 |
| 2022-12-23 |
网格加仓 |
买入 |
40.2402 |
100.0 |
¥4,025 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
11.7 |
24700 |
¥28.9万 |
回测结束强平 |