601117 中国化学 — 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: ¥1.02M
策略: 网格交易
K线 & 交易信号（策略收益 +1.60%）
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 14 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 |
2015-02-27 |
8.000389397 |
8.451540000000001 |
¥5.6万 |
+5.61% |
网格止盈 |
| 2 |
2015-03-06 |
2015-03-13 |
8.180623450999999 |
8.50149 |
¥4.1万 |
+3.89% |
网格止盈 |
| 3 |
2015-03-26 |
2015-03-27 |
9.131858735999998 |
9.55044 |
¥5.0万 |
+4.55% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-08 |
9.61248288 |
10.06992 |
¥5.3万 |
+4.73% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-14 |
10.083094020999999 |
10.43955 |
¥4.2万 |
+3.50% |
网格止盈 |
| 6 |
2015-04-16 |
2015-04-17 |
10.814043240000002 |
11.1 |
¥3.2万 |
+2.61% |
网格止盈 |
| 7 |
2015-04-21 |
2015-04-24 |
11.765278525000001 |
12.687299999999999 |
¥9.8万 |
+7.80% |
网格止盈 |
| 8 |
2015-04-30 |
2015-05-04 |
12.776591827999999 |
13.236750000000002 |
¥4.9万 |
+3.57% |
网格止盈 |
| 9 |
2015-05-07 |
2015-05-26 |
11.516081955522305 |
12.3876 |
¥10.7万 |
+7.54% |
网格止盈 |
| 10 |
2015-05-27 |
2015-06-08 |
12.32113353657627 |
13.13685 |
¥10.1万 |
+6.59% |
网格止盈 |
| 11 |
2015-06-10 |
2021-08-31 |
12.695289308833852 |
13.09689 |
¥5.1万 |
+3.13% |
网格止盈 |
| 12 |
2021-09-07 |
2021-09-08 |
13.477502038 |
13.4865 |
¥614 |
+0.04% |
网格止盈 |
| 13 |
2021-09-09 |
2021-09-10 |
13.667749094999998 |
15.32466 |
¥20.2万 |
+12.09% |
网格止盈 |
| 14 |
2021-09-13 |
2026-11-13 |
13.089357069933191 |
7.07 |
¥-86.5万 |
-46.00% |
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 |
7.99799 |
124900.0 |
¥99.9万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
8.451540000000001 |
124900.0 |
¥1.06M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
8.17817 |
128800.0 |
¥1.05M |
|
| 2015-03-13 |
网格止盈 |
卖出 |
8.50149 |
128800.0 |
¥1.09M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
9.129119999999999 |
120000.0 |
¥1.10M |
|
| 2015-03-27 |
网格止盈 |
卖出 |
9.55044 |
120000.0 |
¥1.15M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
9.609599999999999 |
117100.0 |
¥1.13M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
10.06992 |
117100.0 |
¥1.18M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
10.08007 |
118700.0 |
¥1.20M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
10.43955 |
118700.0 |
¥1.24M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
10.8108 |
111900.0 |
¥1.21M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
11.1 |
111900.0 |
¥1.24M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
11.76175 |
106500.0 |
¥1.25M |
|
| 2015-04-24 |
网格止盈 |
卖出 |
12.687299999999999 |
106500.0 |
¥1.35M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
12.772759999999998 |
106400.0 |
¥1.36M |
|
| 2015-05-04 |
网格止盈 |
卖出 |
13.236750000000002 |
106400.0 |
¥1.41M |
止盈触发 |
| 2015-05-07 |
网格首格 |
买入 |
11.52 |
122000.0 |
¥1.41M |
|
| 2015-05-08 |
网格加仓 |
买入 |
10.82081 |
1300.0 |
¥1.4万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
12.3876 |
123300.0 |
¥1.53M |
止盈触发 |
| 2015-05-27 |
网格首格 |
买入 |
12.32231 |
123000.0 |
¥1.52M |
|
| 2015-05-29 |
网格加仓 |
买入 |
11.651639999999999 |
900.0 |
¥1.0万 |
加仓 |
| 2015-06-08 |
网格止盈 |
卖出 |
13.13685 |
123900.0 |
¥1.63M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
12.702689999999999 |
126000.0 |
¥1.60M |
|
| 2015-06-16 |
网格加仓 |
买入 |
12.13 |
2100.0 |
¥2.5万 |
加仓 |
| 2015-06-23 |
网格加仓 |
买入 |
10.360349999999999 |
100.0 |
¥1,036 |
加仓 |
| 2021-08-31 |
网格止盈 |
卖出 |
13.09689 |
128200.0 |
¥1.68M |
止盈触发 |
| 2021-09-07 |
网格首格 |
买入 |
13.47346 |
123900.0 |
¥1.67M |
|
| 2021-09-08 |
网格止盈 |
卖出 |
13.4865 |
123900.0 |
¥1.67M |
止盈触发 |
| 2021-09-09 |
网格首格 |
买入 |
13.663649999999999 |
122100.0 |
¥1.67M |
|
| 2021-09-10 |
网格止盈 |
卖出 |
15.32466 |
122100.0 |
¥1.87M |
止盈触发 |
| 2021-09-13 |
网格首格 |
买入 |
13.113099999999998 |
138000.0 |
¥1.81M |
|
| 2021-09-17 |
网格加仓 |
买入 |
12.462449999999997 |
5600.0 |
¥7.0万 |
加仓 |
| 2022-03-04 |
网格加仓 |
买入 |
9.789779999999999 |
100.0 |
¥979 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
7.07 |
143700 |
¥1.02M |
回测结束强平 |