601018 宁波港 — 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: ¥60.8万
策略: 网格交易
K线 & 交易信号（策略收益 -39.23%）
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 13 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 |
2015-02-26 |
4.215474263 |
4.37562 |
¥3.7万 |
+3.77% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-18 |
4.716124412999999 |
4.945050000000001 |
¥4.9万 |
+4.82% |
网格止盈 |
| 3 |
2015-03-20 |
2015-03-25 |
5.306891589999998 |
5.594399999999999 |
¥5.8万 |
+5.39% |
网格止盈 |
| 4 |
2015-03-27 |
2015-03-31 |
5.617294683 |
6.013979999999999 |
¥8.0万 |
+7.03% |
网格止盈 |
| 5 |
2015-04-01 |
2015-04-08 |
5.857606755 |
5.994 |
¥2.8万 |
+2.30% |
网格止盈 |
| 6 |
2015-04-09 |
2015-04-14 |
5.937236004082976 |
6.27372 |
¥7.1万 |
+5.64% |
网格止盈 |
| 7 |
2015-04-16 |
2015-04-17 |
6.588555973999999 |
6.87312 |
¥5.6万 |
+4.29% |
网格止盈 |
| 8 |
2015-04-22 |
2015-04-27 |
7.5397912589999985 |
8.6913 |
¥21.0万 |
+15.24% |
网格止盈 |
| 9 |
2015-04-29 |
2015-04-30 |
8.731338615999999 |
9.16083 |
¥7.7万 |
+4.89% |
网格止盈 |
| 10 |
2015-05-04 |
2015-05-22 |
9.352144801999998 |
11.10888 |
¥31.2万 |
+18.75% |
网格止盈 |
| 11 |
2015-05-28 |
2015-06-08 |
12.737933378273192 |
13.20678 |
¥7.2万 |
+3.65% |
网格止盈 |
| 12 |
2015-06-10 |
2015-06-16 |
12.406110717 |
12.3876 |
¥-3,607 |
-0.18% |
网格止盈 |
| 13 |
2015-06-17 |
2026-11-13 |
11.98884683489748 |
3.56 |
¥-1.44M |
-70.31% |
强平 |
逐笔成交记录（共 32 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 |
4.21421 |
233400.0 |
¥98.4万 |
|
| 2015-02-26 |
网格止盈 |
卖出 |
4.37562 |
233400.0 |
¥1.02M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
4.714709999999999 |
215700.0 |
¥1.02M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
4.945050000000001 |
215700.0 |
¥1.07M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
5.305299999999999 |
202700.0 |
¥1.08M |
|
| 2015-03-25 |
网格止盈 |
卖出 |
5.594399999999999 |
202700.0 |
¥1.13M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
5.615609999999999 |
203200.0 |
¥1.14M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
6.013979999999999 |
203200.0 |
¥1.22M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
5.855849999999999 |
207100.0 |
¥1.21M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
5.994 |
207100.0 |
¥1.24M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
5.935929999999999 |
210400.0 |
¥1.25M |
|
| 2015-04-10 |
网格加仓 |
买入 |
5.73573 |
500.0 |
¥2,869 |
加仓 |
| 2015-04-14 |
网格止盈 |
卖出 |
6.27372 |
210900.0 |
¥1.32M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
6.58658 |
199100.0 |
¥1.31M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
6.87312 |
199100.0 |
¥1.37M |
止盈触发 |
| 2015-04-22 |
网格首格 |
买入 |
7.537529999999999 |
182500.0 |
¥1.38M |
|
| 2015-04-27 |
网格止盈 |
卖出 |
8.6913 |
182500.0 |
¥1.59M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
8.72872 |
180500.0 |
¥1.58M |
|
| 2015-04-30 |
网格止盈 |
卖出 |
9.16083 |
180500.0 |
¥1.65M |
止盈触发 |
| 2015-05-04 |
网格首格 |
买入 |
9.349339999999998 |
178100.0 |
¥1.67M |
|
| 2015-05-22 |
网格止盈 |
卖出 |
11.10888 |
178100.0 |
¥1.98M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
12.762749999999999 |
152000.0 |
¥1.94M |
|
| 2015-05-29 |
网格加仓 |
买入 |
11.371359999999997 |
3100.0 |
¥3.5万 |
加仓 |
| 2015-06-01 |
网格加仓 |
买入 |
11.451439999999998 |
100.0 |
¥1,145 |
加仓 |
| 2015-06-08 |
网格止盈 |
卖出 |
13.20678 |
155200.0 |
¥2.05M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
12.402389999999999 |
162300.0 |
¥2.01M |
|
| 2015-06-16 |
网格止盈 |
卖出 |
12.3876 |
162300.0 |
¥2.01M |
止盈触发 |
| 2015-06-17 |
网格首格 |
买入 |
12.011999999999999 |
167300.0 |
¥2.01M |
|
| 2015-06-19 |
网格加仓 |
买入 |
10.9109 |
3100.0 |
¥3.4万 |
加仓 |
| 2015-06-23 |
网格加仓 |
买入 |
10.39 |
200.0 |
¥2,079 |
加仓 |
| 2018-10-12 |
网格加仓 |
买入 |
3.73 |
100.0 |
¥373 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
3.56 |
170700 |
¥60.8万 |
回测结束强平 |