601138 工业富联 — 网格交易 回测明细
数据区间: 2018-06-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.75M
策略: 网格交易
K线 & 交易信号(策略收益 +75.04%)
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 25 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 |
2018-07-11 |
2018-07-13 |
16.972040084999996 |
17.682299999999998 |
¥4.0万 |
+4.15% |
网格止盈 |
| 2 |
2018-07-16 |
2019-04-19 |
17.632287320105082 |
18.511470000000003 |
¥5.2万 |
+4.95% |
网格止盈 |
| 3 |
2019-04-22 |
2019-12-16 |
17.726300304943184 |
18.80118 |
¥6.6万 |
+6.03% |
网格止盈 |
| 4 |
2019-12-20 |
2020-01-16 |
18.077929330398433 |
18.631349999999998 |
¥3.5万 |
+3.03% |
网格止盈 |
| 5 |
2020-02-03 |
2020-02-06 |
18.0054 |
18.521459999999998 |
¥3.0万 |
+2.84% |
网格止盈 |
| 6 |
2020-02-10 |
2020-02-24 |
18.913880666795663 |
19.73025 |
¥5.2万 |
+4.28% |
网格止盈 |
| 7 |
2020-02-25 |
2023-06-13 |
19.64750214391525 |
21.1788 |
¥9.9万 |
+7.76% |
网格止盈 |
| 8 |
2023-06-16 |
2023-06-19 |
22.669438792 |
24.4755 |
¥10.9万 |
+7.93% |
网格止盈 |
| 9 |
2023-06-26 |
2023-07-03 |
23.916982136306448 |
25.3746 |
¥9.0万 |
+6.06% |
网格止盈 |
| 10 |
2023-07-04 |
2023-07-14 |
24.012495878363357 |
25.68429 |
¥10.9万 |
+6.93% |
网格止盈 |
| 11 |
2023-07-18 |
2024-06-17 |
26.110242462652167 |
27.042930000000002 |
¥6.0万 |
+3.54% |
网格止盈 |
| 12 |
2024-06-25 |
2024-07-02 |
26.794796028 |
27.72225 |
¥5.8万 |
+3.43% |
网格止盈 |
| 13 |
2024-07-03 |
2024-07-10 |
27.185303144999992 |
28.971 |
¥11.6万 |
+6.54% |
网格止盈 |
| 14 |
2024-07-15 |
2025-07-25 |
27.168756835078007 |
28.42155 |
¥8.8万 |
+4.58% |
网格止盈 |
| 15 |
2025-08-01 |
2025-08-06 |
34.01423930666667 |
34.0659 |
¥2,437 |
+0.12% |
网格止盈 |
| 16 |
2025-08-08 |
2025-08-13 |
35.77645971899999 |
39.680279999999996 |
¥21.8万 |
+10.88% |
网格止盈 |
| 17 |
2025-08-15 |
2025-08-18 |
42.645379776999995 |
44.755199999999995 |
¥10.7万 |
+4.92% |
网格止盈 |
| 18 |
2025-08-22 |
2025-08-26 |
44.55786335 |
46.833119999999994 |
¥11.6万 |
+5.07% |
网格止盈 |
| 19 |
2025-08-27 |
2025-08-29 |
45.05851349999999 |
47.952 |
¥15.4万 |
+6.39% |
网格止盈 |
| 20 |
2025-09-03 |
2025-09-08 |
53.950060163999986 |
54.945 |
¥4.7万 |
+1.81% |
网格止盈 |
| 21 |
2025-09-09 |
2025-09-11 |
50.46553512 |
55.7442 |
¥27.0万 |
+10.43% |
网格止盈 |
| 22 |
2025-09-16 |
2025-09-19 |
59.94784896099999 |
65.57436 |
¥27.2万 |
+9.35% |
网格止盈 |
| 23 |
2025-09-24 |
2025-10-28 |
68.75307663362068 |
71.10882000000001 |
¥10.8万 |
+3.40% |
网格止盈 |
| 24 |
2025-10-31 |
2026-06-04 |
77.99326876475885 |
79.92 |
¥8.0万 |
+2.44% |
网格止盈 |
| 25 |
2026-06-05 |
2026-11-13 |
77.46738902655045 |
40.1 |
¥-1.63M |
-48.25% |
强平 |
逐笔成交记录(共 67 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2018-07-11 |
网格首格 |
买入 |
16.966949999999997 |
57400.0 |
¥97.4万 |
|
| 2018-07-13 |
网格止盈 |
卖出 |
17.682299999999998 |
57400.0 |
¥1.01M |
止盈触发 |
| 2018-07-16 |
网格首格 |
买入 |
17.63762 |
58800.0 |
¥1.04M |
|
| 2018-07-20 |
网格加仓 |
买入 |
16.92691 |
100.0 |
¥1,693 |
加仓 |
| 2018-10-12 |
网格加仓 |
买入 |
12.082069999999998 |
100.0 |
¥1,209 |
加仓 |
| 2019-04-19 |
网格止盈 |
卖出 |
18.511470000000003 |
59000.0 |
¥1.09M |
止盈触发 |
| 2019-04-22 |
网格首格 |
买入 |
17.73 |
60800.0 |
¥1.08M |
|
| 2019-04-23 |
网格加仓 |
买入 |
17.167149999999996 |
700.0 |
¥1.2万 |
加仓 |
| 2019-04-26 |
网格加仓 |
买入 |
16.1161 |
100.0 |
¥1,612 |
加仓 |
| 2019-12-16 |
网格止盈 |
卖出 |
18.80118 |
61600.0 |
¥1.16M |
止盈触发 |
| 2019-12-20 |
网格首格 |
买入 |
18.078059999999997 |
63500.0 |
¥1.15M |
|
| 2019-12-30 |
网格加仓 |
买入 |
17.36735 |
500.0 |
¥8,686 |
加仓 |
| 2020-01-16 |
网格止盈 |
卖出 |
18.631349999999998 |
64000.0 |
¥1.19M |
止盈触发 |
| 2020-02-03 |
网格首格 |
买入 |
18.0 |
59400.0 |
¥1.07M |
|
| 2020-02-06 |
网格止盈 |
卖出 |
18.521459999999998 |
59400.0 |
¥1.10M |
止盈触发 |
| 2020-02-10 |
网格首格 |
买入 |
18.918899999999997 |
63100.0 |
¥1.19M |
|
| 2020-02-17 |
网格加仓 |
买入 |
18.45844 |
1500.0 |
¥2.8万 |
加仓 |
| 2020-02-24 |
网格止盈 |
卖出 |
19.73025 |
64600.0 |
¥1.27M |
止盈触发 |
| 2020-02-25 |
网格首格 |
买入 |
19.669649999999997 |
63100.0 |
¥1.24M |
|
| 2020-02-27 |
网格加仓 |
买入 |
18.65864 |
1800.0 |
¥3.4万 |
加仓 |
| 2023-06-13 |
网格止盈 |
卖出 |
21.1788 |
64900.0 |
¥1.37M |
止盈触发 |
| 2023-06-16 |
网格首格 |
买入 |
22.66264 |
60500.0 |
¥1.37M |
|
| 2023-06-19 |
网格止盈 |
卖出 |
24.4755 |
60500.0 |
¥1.48M |
止盈触发 |
| 2023-06-26 |
网格首格 |
买入 |
23.923899999999996 |
60300.0 |
¥1.44M |
|
| 2023-06-27 |
网格加仓 |
买入 |
23.41 |
1700.0 |
¥4.0万 |
加仓 |
| 2023-07-03 |
网格止盈 |
卖出 |
25.3746 |
62000.0 |
¥1.57M |
止盈触发 |
| 2023-07-04 |
网格首格 |
买入 |
24.023999999999997 |
64300.0 |
¥1.55M |
|
| 2023-07-13 |
网格加仓 |
买入 |
23.002979999999997 |
1200.0 |
¥2.8万 |
加仓 |
| 2023-07-14 |
网格止盈 |
卖出 |
25.68429 |
65500.0 |
¥1.68M |
止盈触发 |
| 2023-07-18 |
网格首格 |
买入 |
26.106079999999995 |
64200.0 |
¥1.68M |
|
| 2023-07-20 |
网格加仓 |
买入 |
24.924899999999997 |
200.0 |
¥4,986 |
加仓 |
| 2024-06-17 |
网格止盈 |
卖出 |
27.042930000000002 |
64400.0 |
¥1.74M |
止盈触发 |
| 2024-06-25 |
网格首格 |
买入 |
26.786759999999997 |
63000.0 |
¥1.69M |
|
| 2024-07-02 |
网格止盈 |
卖出 |
27.72225 |
63000.0 |
¥1.75M |
止盈触发 |
| 2024-07-03 |
网格首格 |
买入 |
27.177149999999994 |
65500.0 |
¥1.78M |
|
| 2024-07-10 |
网格止盈 |
卖出 |
28.971 |
65500.0 |
¥1.90M |
止盈触发 |
| 2024-07-15 |
网格首格 |
买入 |
27.177149999999994 |
70000.0 |
¥1.90M |
|
| 2024-07-18 |
网格加仓 |
买入 |
24.84482 |
500.0 |
¥1.2万 |
加仓 |
| 2025-07-25 |
网格止盈 |
卖出 |
28.42155 |
70500.0 |
¥2.00M |
止盈触发 |
| 2025-08-01 |
网格首格 |
买入 |
34.034 |
57700.0 |
¥1.96M |
|
| 2025-08-04 |
网格加仓 |
买入 |
32.432399999999994 |
1100.0 |
¥3.6万 |
加仓 |
| 2025-08-06 |
网格止盈 |
卖出 |
34.0659 |
58800.0 |
¥2.00M |
止盈触发 |
| 2025-08-08 |
网格首格 |
买入 |
35.76572999999999 |
56000.0 |
¥2.00M |
|
| 2025-08-13 |
网格止盈 |
卖出 |
39.680279999999996 |
56000.0 |
¥2.22M |
止盈触发 |
| 2025-08-15 |
网格首格 |
买入 |
42.63259 |
51200.0 |
¥2.18M |
|
| 2025-08-18 |
网格止盈 |
卖出 |
44.755199999999995 |
51200.0 |
¥2.29M |
止盈触发 |
| 2025-08-22 |
网格首格 |
买入 |
44.54449999999999 |
51300.0 |
¥2.29M |
|
| 2025-08-26 |
网格止盈 |
卖出 |
46.833119999999994 |
51300.0 |
¥2.40M |
止盈触发 |
| 2025-08-27 |
网格首格 |
买入 |
45.044999999999995 |
53600.0 |
¥2.42M |
|
| 2025-08-29 |
网格止盈 |
卖出 |
47.952 |
53600.0 |
¥2.57M |
止盈触发 |
| 2025-09-03 |
网格首格 |
买入 |
53.93387999999999 |
48100.0 |
¥2.59M |
|
| 2025-09-08 |
网格止盈 |
卖出 |
54.945 |
48100.0 |
¥2.64M |
止盈触发 |
| 2025-09-09 |
网格首格 |
买入 |
50.450399999999995 |
51300.0 |
¥2.59M |
|
| 2025-09-11 |
网格止盈 |
卖出 |
55.7442 |
51300.0 |
¥2.86M |
止盈触发 |
| 2025-09-16 |
网格首格 |
买入 |
59.929869999999994 |
48500.0 |
¥2.91M |
|
| 2025-09-19 |
网格止盈 |
卖出 |
65.57436 |
48500.0 |
¥3.18M |
止盈触发 |
| 2025-09-24 |
网格首格 |
买入 |
68.8688 |
44800.0 |
¥3.09M |
|
| 2025-09-29 |
网格加仓 |
买入 |
64.91484999999999 |
1600.0 |
¥10.4万 |
加仓 |
| 2025-10-28 |
网格止盈 |
卖出 |
71.10882000000001 |
46400.0 |
¥3.30M |
止盈触发 |
| 2025-10-31 |
网格首格 |
买入 |
78.02794999999999 |
42100.0 |
¥3.29M |
|
| 2025-11-03 |
网格加仓 |
买入 |
70.43036 |
100.0 |
¥7,045 |
加仓 |
| 2025-11-24 |
网格加仓 |
买入 |
61.06099999999999 |
100.0 |
¥6,108 |
加仓 |
| 2026-06-04 |
网格止盈 |
卖出 |
79.92 |
42300.0 |
¥3.38M |
止盈触发 |
| 2026-06-05 |
网格首格 |
买入 |
77.57749999999999 |
42800.0 |
¥3.32M |
|
| 2026-06-08 |
网格加仓 |
买入 |
70.05998999999998 |
700.0 |
¥4.9万 |
加仓 |
| 2026-06-09 |
网格加仓 |
买入 |
72.06198999999998 |
100.0 |
¥7,208 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
40.1 |
43600 |
¥1.75M |
回测结束强平 |