601111 中国国航 — 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: ¥84.9万
策略: 网格交易
K线 & 交易信号(策略收益 -15.11%)
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 12 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 |
2015-02-25 |
7.279664671959213 |
7.772220000000001 |
¥6.7万 |
+6.73% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-02 |
7.60988228 |
7.88211 |
¥3.8万 |
+3.55% |
网格止盈 |
| 3 |
2015-03-03 |
2015-03-16 |
7.7362648892941195 |
8.62137 |
¥12.6万 |
+11.41% |
网格止盈 |
| 4 |
2015-03-19 |
2015-04-08 |
9.708369040535912 |
10.44954 |
¥9.4万 |
+7.60% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-20 |
10.273341078 |
10.54944 |
¥3.5万 |
+2.66% |
网格止盈 |
| 6 |
2015-04-21 |
2015-04-27 |
11.094407323999999 |
12.41757 |
¥16.1万 |
+11.89% |
网格止盈 |
| 7 |
2015-04-29 |
2015-06-25 |
13.209647683204167 |
14.545440000000001 |
¥15.3万 |
+10.08% |
网格止盈 |
| 8 |
2015-06-26 |
2015-07-29 |
13.567619064999999 |
13.78 |
¥2.4万 |
+1.53% |
网格止盈 |
| 9 |
2015-07-30 |
2018-02-06 |
13.640709322850599 |
13.51647 |
¥-1.6万 |
-0.94% |
网格止盈 |
| 10 |
2018-02-08 |
2018-02-23 |
12.548743703017907 |
13.6863 |
¥15.2万 |
+9.03% |
网格止盈 |
| 11 |
2018-02-26 |
2018-02-27 |
13.857996151999997 |
14.17581 |
¥4.1万 |
+2.26% |
网格止盈 |
| 12 |
2018-02-28 |
2026-11-13 |
13.719681934261153 |
6.21 |
¥-1.03M |
-54.75% |
强平 |
逐笔成交记录(共 34 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 |
7.287279999999999 |
134500.0 |
¥98.0万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
6.806799999999999 |
2800.0 |
¥1.9万 |
加仓 |
| 2015-02-25 |
网格止盈 |
卖出 |
7.772220000000001 |
137300.0 |
¥1.07M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
7.6076 |
139000.0 |
¥1.06M |
|
| 2015-03-02 |
网格止盈 |
卖出 |
7.88211 |
139000.0 |
¥1.10M |
止盈触发 |
| 2015-03-03 |
网格首格 |
买入 |
7.737730000000001 |
140800.0 |
¥1.09M |
|
| 2015-03-04 |
网格加仓 |
买入 |
7.467459999999999 |
2000.0 |
¥1.5万 |
加仓 |
| 2015-03-16 |
网格止盈 |
卖出 |
8.62137 |
142800.0 |
¥1.23M |
止盈触发 |
| 2015-03-19 |
网格首格 |
买入 |
9.71971 |
122300.0 |
¥1.19M |
|
| 2015-03-23 |
网格加仓 |
买入 |
9.3093 |
4400.0 |
¥4.1万 |
加仓 |
| 2015-04-08 |
网格止盈 |
卖出 |
10.44954 |
126700.0 |
¥1.32M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
10.270259999999999 |
128500.0 |
¥1.32M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
10.54944 |
128500.0 |
¥1.36M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
11.091079999999998 |
122300.0 |
¥1.36M |
|
| 2015-04-27 |
网格止盈 |
卖出 |
12.41757 |
122300.0 |
¥1.52M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
13.213199999999997 |
111500.0 |
¥1.47M |
|
| 2015-05-05 |
网格加仓 |
买入 |
12.972959999999999 |
3600.0 |
¥4.7万 |
加仓 |
| 2015-06-25 |
网格止盈 |
卖出 |
14.545440000000001 |
115100.0 |
¥1.67M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
13.56355 |
116700.0 |
¥1.58M |
|
| 2015-07-29 |
网格止盈 |
卖出 |
13.78 |
116700.0 |
¥1.61M |
止盈触发 |
| 2015-07-30 |
网格首格 |
买入 |
13.703689999999996 |
116700.0 |
¥1.60M |
|
| 2015-07-31 |
网格加仓 |
买入 |
12.69 |
7500.0 |
¥9.5万 |
加仓 |
| 2015-08-03 |
网格加仓 |
买入 |
11.76175 |
200.0 |
¥2,353 |
加仓 |
| 2015-08-21 |
网格加仓 |
买入 |
10.1101 |
100.0 |
¥1,011 |
加仓 |
| 2018-02-06 |
网格止盈 |
卖出 |
13.51647 |
124500.0 |
¥1.68M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
12.552539999999997 |
131700.0 |
¥1.65M |
|
| 2018-02-12 |
网格加仓 |
买入 |
12.112099999999998 |
2300.0 |
¥2.8万 |
加仓 |
| 2018-02-23 |
网格止盈 |
卖出 |
13.6863 |
134000.0 |
¥1.83M |
止盈触发 |
| 2018-02-26 |
网格首格 |
买入 |
13.853839999999998 |
131500.0 |
¥1.82M |
|
| 2018-02-27 |
网格止盈 |
卖出 |
14.17581 |
131500.0 |
¥1.86M |
止盈触发 |
| 2018-02-28 |
网格首格 |
买入 |
13.73372 |
133500.0 |
¥1.83M |
|
| 2018-03-05 |
网格加仓 |
买入 |
13.163149999999998 |
3100.0 |
¥4.1万 |
加仓 |
| 2020-03-20 |
网格加仓 |
买入 |
6.6065999999999985 |
100.0 |
¥661 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
6.21 |
136700 |
¥84.9万 |
回测结束强平 |