601088 中国神华 — 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: ¥3.44M
策略: 网格交易
K线 & 交易信号（策略收益 +243.94%）
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 32 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 |
2015-03-03 |
18.315492999999996 |
18.74124 |
¥2.3万 |
+2.29% |
网格止盈 |
| 2 |
2015-03-05 |
2015-03-16 |
18.133548432999994 |
18.6813 |
¥3.0万 |
+2.99% |
网格止盈 |
| 3 |
2015-03-26 |
2015-03-31 |
19.255004769 |
20.759220000000003 |
¥8.2万 |
+7.78% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-08 |
20.096097021 |
21.11886 |
¥5.7万 |
+5.06% |
网格止盈 |
| 5 |
2015-04-16 |
2015-04-17 |
20.546682155999996 |
21.93804 |
¥8.0万 |
+6.74% |
网格止盈 |
| 6 |
2015-04-21 |
2015-04-23 |
22.178801644999993 |
23.43654 |
¥7.1万 |
+5.64% |
网格止盈 |
| 7 |
2015-04-27 |
2015-04-28 |
22.839659842999996 |
23.976 |
¥6.6万 |
+4.94% |
网格止盈 |
| 8 |
2015-04-29 |
2015-06-10 |
23.415965644618964 |
24.8751 |
¥8.7万 |
+6.20% |
网格止盈 |
| 9 |
2015-06-11 |
2018-01-30 |
24.874765216465885 |
26.13384 |
¥7.5万 |
+5.03% |
网格止盈 |
| 10 |
2018-01-31 |
2018-02-02 |
25.833547739999997 |
26.673299999999998 |
¥5.0万 |
+3.22% |
网格止盈 |
| 11 |
2018-02-08 |
2022-03-04 |
25.933389395513593 |
26.7732 |
¥5.2万 |
+3.21% |
网格止盈 |
| 12 |
2022-03-08 |
2022-03-29 |
26.700328303210856 |
28.971 |
¥14.2万 |
+8.47% |
网格止盈 |
| 13 |
2022-04-07 |
2022-04-11 |
29.13783873 |
30.119850000000003 |
¥6.0万 |
+3.34% |
网格止盈 |
| 14 |
2022-04-13 |
2022-04-14 |
31.000257287999997 |
31.79817 |
¥4.8万 |
+2.54% |
网格止盈 |
| 15 |
2022-04-18 |
2022-04-29 |
30.095634258344827 |
31.17879 |
¥6.9万 |
+3.57% |
网格止盈 |
| 16 |
2022-05-06 |
2022-05-18 |
30.264034858896494 |
31.188779999999998 |
¥6.0万 |
+3.02% |
网格止盈 |
| 17 |
2022-06-14 |
2022-06-15 |
33.443430019999994 |
34.375589999999995 |
¥5.6万 |
+2.76% |
网格止盈 |
| 18 |
2022-06-16 |
2024-01-26 |
33.75145823408333 |
34.965 |
¥7.5万 |
+3.56% |
网格止盈 |
| 19 |
2024-02-27 |
2024-03-08 |
38.44993151999999 |
39.89007 |
¥8.0万 |
+3.71% |
网格止盈 |
| 20 |
2024-03-11 |
2024-04-16 |
39.530643223688806 |
41.00895 |
¥8.4万 |
+3.71% |
网格止盈 |
| 21 |
2024-04-23 |
2024-05-22 |
39.961894973 |
41.8581 |
¥10.9万 |
+4.71% |
网格止盈 |
| 22 |
2024-06-05 |
2024-06-07 |
42.36501569299999 |
44.16579 |
¥10.3万 |
+4.22% |
网格止盈 |
| 23 |
2024-06-18 |
2024-07-02 |
43.576589056 |
45.2547 |
¥9.7万 |
+3.82% |
网格止盈 |
| 24 |
2024-07-09 |
2026-03-03 |
43.349856710290844 |
44.655300000000004 |
¥7.9万 |
+2.98% |
网格止盈 |
| 25 |
2026-03-10 |
2026-03-12 |
46.049800796999996 |
48.20175 |
¥12.1万 |
+4.64% |
网格止盈 |
| 26 |
2026-03-18 |
2026-03-20 |
47.802076322000005 |
48.561389999999996 |
¥4.4万 |
+1.56% |
网格止盈 |
| 27 |
2026-03-25 |
2026-06-02 |
47.45912405637479 |
48.651300000000006 |
¥7.2万 |
+2.48% |
网格止盈 |
| 28 |
2026-06-03 |
2026-06-09 |
47.842128333999995 |
49.4505 |
¥9.8万 |
+3.33% |
网格止盈 |
| 29 |
2026-06-10 |
2026-10-15 |
48.79908684578695 |
50.499449999999996 |
¥10.6万 |
+3.45% |
网格止盈 |
| 30 |
2026-10-22 |
2026-10-30 |
49.33406578099999 |
51.35859 |
¥12.9万 |
+4.07% |
网格止盈 |
| 31 |
2026-11-09 |
2026-11-10 |
48.102466411999984 |
49.000949999999996 |
¥6.0万 |
+1.84% |
网格止盈 |
| 32 |
2026-11-11 |
2026-11-13 |
48.923532658 |
50.0 |
¥7.3万 |
+2.17% |
强平 |
逐笔成交记录（共 77 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 |
18.31 |
53700.0 |
¥98.4万 |
|
| 2015-03-03 |
网格止盈 |
卖出 |
18.74124 |
53700.0 |
¥1.01M |
止盈触发 |
| 2015-03-05 |
网格首格 |
买入 |
18.128109999999996 |
55600.0 |
¥1.01M |
|
| 2015-03-16 |
网格止盈 |
卖出 |
18.6813 |
55600.0 |
¥1.04M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
19.249229999999997 |
54500.0 |
¥1.05M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
20.759220000000003 |
54500.0 |
¥1.13M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
20.090069999999997 |
56200.0 |
¥1.13M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
21.11886 |
56200.0 |
¥1.19M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
20.540519999999997 |
57600.0 |
¥1.18M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
21.93804 |
57600.0 |
¥1.26M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
22.172149999999995 |
56600.0 |
¥1.26M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
23.43654 |
56600.0 |
¥1.33M |
止盈触发 |
| 2015-04-27 |
网格首格 |
买入 |
22.832809999999995 |
58600.0 |
¥1.34M |
|
| 2015-04-28 |
网格止盈 |
卖出 |
23.976 |
58600.0 |
¥1.40M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
23.423399999999997 |
58700.0 |
¥1.38M |
|
| 2015-05-04 |
网格加仓 |
买入 |
22.80278 |
1400.0 |
¥3.2万 |
加仓 |
| 2015-06-10 |
网格止盈 |
卖出 |
24.8751 |
60100.0 |
¥1.49M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
24.904879999999995 |
58900.0 |
¥1.47M |
|
| 2015-06-16 |
网格加仓 |
买入 |
23.022999999999996 |
1100.0 |
¥2.5万 |
加仓 |
| 2015-06-17 |
网格加仓 |
买入 |
23.022999999999996 |
100.0 |
¥2,303 |
加仓 |
| 2018-01-30 |
网格止盈 |
卖出 |
26.13384 |
60100.0 |
¥1.57M |
止盈触发 |
| 2018-01-31 |
网格首格 |
买入 |
25.825799999999997 |
60400.0 |
¥1.56M |
|
| 2018-02-02 |
网格止盈 |
卖出 |
26.673299999999998 |
60400.0 |
¥1.61M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
26.015989999999995 |
60000.0 |
¥1.56M |
|
| 2018-02-12 |
网格加仓 |
买入 |
24.013989999999996 |
2400.0 |
¥5.8万 |
加仓 |
| 2018-07-12 |
网格加仓 |
买入 |
17.57756 |
100.0 |
¥1,758 |
加仓 |
| 2022-03-04 |
网格止盈 |
卖出 |
26.7732 |
62500.0 |
¥1.67M |
止盈触发 |
| 2022-03-08 |
网格首格 |
买入 |
26.726699999999997 |
61600.0 |
¥1.65M |
|
| 2022-03-16 |
网格加仓 |
买入 |
24.57455 |
1000.0 |
¥2.5万 |
加仓 |
| 2022-03-29 |
网格止盈 |
卖出 |
28.971 |
62600.0 |
¥1.81M |
止盈触发 |
| 2022-04-07 |
网格首格 |
买入 |
29.129099999999998 |
61900.0 |
¥1.80M |
|
| 2022-04-11 |
网格止盈 |
卖出 |
30.119850000000003 |
61900.0 |
¥1.86M |
止盈触发 |
| 2022-04-13 |
网格首格 |
买入 |
30.990959999999998 |
60300.0 |
¥1.87M |
|
| 2022-04-14 |
网格止盈 |
卖出 |
31.79817 |
60300.0 |
¥1.92M |
止盈触发 |
| 2022-04-18 |
网格首格 |
买入 |
30.1301 |
61700.0 |
¥1.86M |
|
| 2022-04-22 |
网格加仓 |
买入 |
28.80878 |
2100.0 |
¥6.1万 |
加仓 |
| 2022-04-29 |
网格止盈 |
卖出 |
31.17879 |
63800.0 |
¥1.99M |
止盈触发 |
| 2022-05-06 |
网格首格 |
买入 |
30.280249999999995 |
64700.0 |
¥1.96M |
|
| 2022-05-11 |
网格加仓 |
买入 |
28.618589999999998 |
1000.0 |
¥2.9万 |
加仓 |
| 2022-05-18 |
网格止盈 |
卖出 |
31.188779999999998 |
65700.0 |
¥2.05M |
止盈触发 |
| 2022-06-14 |
网格首格 |
买入 |
33.43339999999999 |
60600.0 |
¥2.03M |
|
| 2022-06-15 |
网格止盈 |
卖出 |
34.375589999999995 |
60600.0 |
¥2.08M |
止盈触发 |
| 2022-06-16 |
网格首格 |
买入 |
33.74371 |
62300.0 |
¥2.10M |
|
| 2022-06-17 |
网格加仓 |
买入 |
32.262229999999995 |
100.0 |
¥3,227 |
加仓 |
| 2024-01-26 |
网格止盈 |
卖出 |
34.965 |
62400.0 |
¥2.18M |
止盈触发 |
| 2024-02-27 |
网格首格 |
买入 |
38.43839999999999 |
56300.0 |
¥2.16M |
|
| 2024-03-08 |
网格止盈 |
卖出 |
39.89007 |
56300.0 |
¥2.25M |
止盈触发 |
| 2024-03-11 |
网格首格 |
买入 |
39.5395 |
56700.0 |
¥2.24M |
|
| 2024-03-13 |
网格加仓 |
买入 |
37.17 |
500.0 |
¥1.9万 |
加仓 |
| 2024-04-16 |
网格止盈 |
卖出 |
41.00895 |
57200.0 |
¥2.35M |
止盈触发 |
| 2024-04-23 |
网格首格 |
买入 |
39.949909999999996 |
58000.0 |
¥2.32M |
|
| 2024-05-22 |
网格止盈 |
卖出 |
41.8581 |
58000.0 |
¥2.43M |
止盈触发 |
| 2024-06-05 |
网格首格 |
买入 |
42.35230999999999 |
57700.0 |
¥2.44M |
|
| 2024-06-07 |
网格止盈 |
卖出 |
44.16579 |
57700.0 |
¥2.55M |
止盈触发 |
| 2024-06-18 |
网格首格 |
买入 |
43.56352 |
58500.0 |
¥2.55M |
|
| 2024-07-02 |
网格止盈 |
卖出 |
45.2547 |
58500.0 |
¥2.65M |
止盈触发 |
| 2024-07-09 |
网格首格 |
买入 |
43.34329999999999 |
61000.0 |
¥2.64M |
|
| 2024-07-11 |
网格加仓 |
买入 |
41.371329999999986 |
200.0 |
¥8,277 |
加仓 |
| 2026-03-03 |
网格止盈 |
卖出 |
44.655300000000004 |
61200.0 |
¥2.73M |
止盈触发 |
| 2026-03-10 |
网格首格 |
买入 |
46.03599 |
56800.0 |
¥2.62M |
|
| 2026-03-12 |
网格止盈 |
卖出 |
48.20175 |
56800.0 |
¥2.74M |
止盈触发 |
| 2026-03-18 |
网格首格 |
买入 |
47.78774 |
59600.0 |
¥2.85M |
|
| 2026-03-20 |
网格止盈 |
卖出 |
48.561389999999996 |
59600.0 |
¥2.89M |
止盈触发 |
| 2026-03-25 |
网格首格 |
买入 |
47.5 |
59600.0 |
¥2.83M |
|
| 2026-04-15 |
网格加仓 |
买入 |
45.25521 |
1500.0 |
¥6.8万 |
加仓 |
| 2026-06-02 |
网格止盈 |
卖出 |
48.651300000000006 |
61100.0 |
¥2.97M |
止盈触发 |
| 2026-06-03 |
网格首格 |
买入 |
47.82778 |
61400.0 |
¥2.94M |
|
| 2026-06-09 |
网格止盈 |
卖出 |
49.4505 |
61400.0 |
¥3.04M |
止盈触发 |
| 2026-06-10 |
网格首格 |
买入 |
48.79874999999999 |
62400.0 |
¥3.05M |
|
| 2026-06-12 |
网格加仓 |
买入 |
47.0 |
500.0 |
¥2.4万 |
加仓 |
| 2026-10-15 |
网格止盈 |
卖出 |
50.499449999999996 |
62900.0 |
¥3.18M |
止盈触发 |
| 2026-10-22 |
网格首格 |
买入 |
49.319269999999996 |
64200.0 |
¥3.17M |
|
| 2026-10-30 |
网格止盈 |
卖出 |
51.35859 |
64200.0 |
¥3.30M |
止盈触发 |
| 2026-11-09 |
网格首格 |
买入 |
48.08803999999999 |
67800.0 |
¥3.26M |
|
| 2026-11-10 |
网格止盈 |
卖出 |
49.000949999999996 |
67800.0 |
¥3.32M |
止盈触发 |
| 2026-11-11 |
网格首格 |
买入 |
48.90886 |
68700.0 |
¥3.36M |
|
| 2026-11-13 |
强平 |
卖出 |
50.0 |
68700 |
¥3.43M |
回测结束强平 |