601238 广汽集团 — 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: ¥62.0万
策略: 网格交易
K线 & 交易信号(策略收益 -37.97%)
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 30 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 |
2015-03-03 |
8.310792489999999 |
8.65134 |
¥4.1万 |
+4.07% |
网格止盈 |
| 2 |
2015-03-09 |
2015-03-18 |
8.961637684999998 |
9.270719999999999 |
¥3.5万 |
+3.42% |
网格止盈 |
| 3 |
2015-03-26 |
2015-04-03 |
9.912872969999997 |
10.489499999999998 |
¥6.2万 |
+5.79% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-14 |
10.21326306 |
10.50948 |
¥3.2万 |
+2.87% |
网格止盈 |
| 5 |
2015-04-21 |
2015-04-22 |
10.693887204 |
11.06 |
¥4.0万 |
+3.39% |
网格止盈 |
| 6 |
2015-04-29 |
2015-05-26 |
12.680223240889822 |
13.666319999999999 |
¥9.4万 |
+7.74% |
网格止盈 |
| 7 |
2015-05-27 |
2015-06-08 |
13.555900555704474 |
14.5854 |
¥9.9万 |
+7.56% |
网格止盈 |
| 8 |
2015-06-12 |
2015-06-16 |
14.859296451999997 |
15.464519999999998 |
¥5.7万 |
+4.04% |
网格止盈 |
| 9 |
2015-06-23 |
2015-07-20 |
16.796154996588708 |
17.4825 |
¥5.9万 |
+4.06% |
网格止盈 |
| 10 |
2015-07-23 |
2015-07-24 |
17.102209123999994 |
18.1818 |
¥9.4万 |
+6.28% |
网格止盈 |
| 11 |
2015-07-28 |
2015-07-29 |
17.923275369999995 |
19.330650000000002 |
¥11.9万 |
+7.82% |
网格止盈 |
| 12 |
2015-07-30 |
2015-08-18 |
19.334235175288583 |
20.979 |
¥14.6万 |
+8.47% |
网格止盈 |
| 13 |
2015-08-19 |
2015-08-20 |
19.0247057 |
19.930049999999998 |
¥8.7万 |
+4.73% |
网格止盈 |
| 14 |
2015-08-21 |
2015-10-13 |
19.547595886543824 |
20.56941 |
¥10.2万 |
+5.20% |
网格止盈 |
| 15 |
2015-10-14 |
2015-10-20 |
19.395186811 |
20.26971 |
¥9.2万 |
+4.48% |
网格止盈 |
| 16 |
2015-10-21 |
2015-10-30 |
19.784838331948624 |
20.659319999999997 |
¥9.5万 |
+4.39% |
网格止盈 |
| 17 |
2015-11-03 |
2015-11-05 |
20.22626606 |
20.99898 |
¥8.5万 |
+3.79% |
网格止盈 |
| 18 |
2015-11-10 |
2015-11-13 |
22.939789873 |
23.306669999999997 |
¥3.6万 |
+1.57% |
网格止盈 |
| 19 |
2015-11-19 |
2015-12-24 |
23.329488853931103 |
24.475499999999997 |
¥11.6万 |
+4.88% |
网格止盈 |
| 20 |
2015-12-28 |
2016-05-11 |
23.328042655365856 |
24.28569 |
¥10.1万 |
+4.07% |
网格止盈 |
| 21 |
2016-05-12 |
2016-08-09 |
24.109071596115562 |
25.21476 |
¥11.8万 |
+4.55% |
网格止盈 |
| 22 |
2016-08-16 |
2017-02-22 |
25.011598012768946 |
26.52345 |
¥16.3万 |
+6.01% |
网格止盈 |
| 23 |
2017-02-24 |
2017-03-08 |
25.423014616999996 |
26.19378 |
¥8.6万 |
+3.00% |
网格止盈 |
| 24 |
2017-03-09 |
2017-05-18 |
26.191246293978722 |
26.78319 |
¥6.6万 |
+2.23% |
网格止盈 |
| 25 |
2017-05-23 |
2017-06-08 |
25.957785 |
26.763210000000004 |
¥9.3万 |
+3.07% |
网格止盈 |
| 26 |
2017-06-30 |
2017-09-12 |
25.93367777 |
26.973000000000003 |
¥12.2万 |
+3.98% |
网格止盈 |
| 27 |
2017-09-15 |
2017-09-26 |
26.013781793999996 |
26.92305 |
¥11.2万 |
+3.46% |
网格止盈 |
| 28 |
2017-10-10 |
2017-10-17 |
26.934978069999996 |
28.56141 |
¥20.1万 |
+6.01% |
网格止盈 |
| 29 |
2017-10-19 |
2017-10-30 |
27.746031312999996 |
28.64133 |
¥11.3万 |
+3.20% |
网格止盈 |
| 30 |
2017-10-31 |
2026-11-13 |
28.10052082059017 |
4.76 |
¥-3.04M |
-83.07% |
强平 |
逐笔成交记录(共 74 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 |
8.3083 |
120200.0 |
¥99.9万 |
|
| 2015-03-03 |
网格止盈 |
卖出 |
8.65134 |
120200.0 |
¥1.04M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
8.958949999999998 |
115200.0 |
¥1.03M |
|
| 2015-03-18 |
网格止盈 |
卖出 |
9.270719999999999 |
115200.0 |
¥1.07M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
9.909899999999999 |
107300.0 |
¥1.06M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
10.489499999999998 |
107300.0 |
¥1.13M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
10.210199999999999 |
110600.0 |
¥1.13M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
10.50948 |
110600.0 |
¥1.16M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
10.690679999999999 |
109100.0 |
¥1.17M |
|
| 2015-04-22 |
网格止盈 |
卖出 |
11.06 |
109100.0 |
¥1.21M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
12.692679999999998 |
93500.0 |
¥1.19M |
|
| 2015-05-06 |
网格加仓 |
买入 |
11.831819999999999 |
1800.0 |
¥2.1万 |
加仓 |
| 2015-05-26 |
网格止盈 |
卖出 |
13.666319999999999 |
95300.0 |
¥1.30M |
止盈触发 |
| 2015-05-27 |
网格首格 |
买入 |
13.56 |
95500.0 |
¥1.30M |
|
| 2015-05-29 |
网格加仓 |
买入 |
12.252239999999999 |
600.0 |
¥7,354 |
加仓 |
| 2015-06-08 |
网格止盈 |
卖出 |
14.5854 |
96100.0 |
¥1.40M |
止盈触发 |
| 2015-06-12 |
网格首格 |
买入 |
14.854839999999996 |
94100.0 |
¥1.40M |
|
| 2015-06-16 |
网格止盈 |
卖出 |
15.464519999999998 |
94100.0 |
¥1.45M |
止盈触发 |
| 2015-06-23 |
网格首格 |
买入 |
16.88687 |
83400.0 |
¥1.41M |
|
| 2015-06-30 |
网格加仓 |
买入 |
14.414399999999999 |
3300.0 |
¥4.8万 |
加仓 |
| 2015-07-01 |
网格加仓 |
买入 |
15.36535 |
100.0 |
¥1,537 |
加仓 |
| 2015-07-20 |
网格止盈 |
卖出 |
17.4825 |
86800.0 |
¥1.52M |
止盈触发 |
| 2015-07-23 |
网格首格 |
买入 |
17.097079999999995 |
87300.0 |
¥1.49M |
|
| 2015-07-24 |
网格止盈 |
卖出 |
18.1818 |
87300.0 |
¥1.59M |
止盈触发 |
| 2015-07-28 |
网格首格 |
买入 |
17.917899999999996 |
84700.0 |
¥1.52M |
|
| 2015-07-29 |
网格止盈 |
卖出 |
19.330650000000002 |
84700.0 |
¥1.64M |
止盈触发 |
| 2015-07-30 |
网格首格 |
买入 |
19.359339999999996 |
87900.0 |
¥1.70M |
|
| 2015-08-04 |
网格加仓 |
买入 |
17.5175 |
1500.0 |
¥2.6万 |
加仓 |
| 2015-08-18 |
网格止盈 |
卖出 |
20.979 |
89400.0 |
¥1.87M |
止盈触发 |
| 2015-08-19 |
网格首格 |
买入 |
19.019 |
96700.0 |
¥1.84M |
|
| 2015-08-20 |
网格止盈 |
卖出 |
19.930049999999998 |
96700.0 |
¥1.93M |
止盈触发 |
| 2015-08-21 |
网格首格 |
买入 |
19.54953 |
100200.0 |
¥1.96M |
|
| 2015-08-25 |
网格加仓 |
买入 |
15.635619999999996 |
200.0 |
¥3,128 |
加仓 |
| 2015-10-13 |
网格止盈 |
卖出 |
20.56941 |
100400.0 |
¥2.06M |
止盈触发 |
| 2015-10-14 |
网格首格 |
买入 |
19.38937 |
105400.0 |
¥2.04M |
|
| 2015-10-20 |
网格止盈 |
卖出 |
20.26971 |
105400.0 |
¥2.14M |
止盈触发 |
| 2015-10-21 |
网格首格 |
买入 |
19.79 |
108200.0 |
¥2.14M |
|
| 2015-10-22 |
网格加仓 |
买入 |
18.27826 |
800.0 |
¥1.5万 |
加仓 |
| 2015-10-30 |
网格止盈 |
卖出 |
20.659319999999997 |
109000.0 |
¥2.25M |
止盈触发 |
| 2015-11-03 |
网格首格 |
买入 |
20.220200000000002 |
110300.0 |
¥2.23M |
|
| 2015-11-05 |
网格止盈 |
卖出 |
20.99898 |
110300.0 |
¥2.32M |
止盈触发 |
| 2015-11-10 |
网格首格 |
买入 |
22.932909999999996 |
99400.0 |
¥2.28M |
|
| 2015-11-13 |
网格止盈 |
卖出 |
23.306669999999997 |
99400.0 |
¥2.32M |
止盈触发 |
| 2015-11-19 |
网格首格 |
买入 |
23.323300000000003 |
101500.0 |
¥2.37M |
|
| 2015-11-24 |
网格加仓 |
买入 |
22.502480000000002 |
100.0 |
¥2,251 |
加仓 |
| 2015-12-24 |
网格止盈 |
卖出 |
24.475499999999997 |
101600.0 |
¥2.49M |
止盈触发 |
| 2015-12-28 |
网格首格 |
买入 |
23.3233 |
106300.0 |
¥2.48M |
|
| 2015-12-29 |
网格加仓 |
买入 |
22.522499999999997 |
300.0 |
¥6,759 |
加仓 |
| 2016-05-11 |
网格止盈 |
卖出 |
24.28569 |
106600.0 |
¥2.59M |
止盈触发 |
| 2016-05-12 |
网格首格 |
买入 |
24.114089999999997 |
106000.0 |
¥2.56M |
|
| 2016-05-20 |
网格加仓 |
买入 |
23.103079999999995 |
1300.0 |
¥3.0万 |
加仓 |
| 2016-08-09 |
网格止盈 |
卖出 |
25.21476 |
107300.0 |
¥2.70M |
止盈触发 |
| 2016-08-16 |
网格首格 |
买入 |
25.02 |
106400.0 |
¥2.66M |
|
| 2016-08-17 |
网格加仓 |
买入 |
24.064039999999995 |
1800.0 |
¥4.3万 |
加仓 |
| 2017-02-22 |
网格止盈 |
卖出 |
26.52345 |
108200.0 |
¥2.87M |
止盈触发 |
| 2017-02-24 |
网格首格 |
买入 |
25.415389999999995 |
112800.0 |
¥2.87M |
|
| 2017-03-08 |
网格止盈 |
卖出 |
26.19378 |
112800.0 |
¥2.95M |
止盈触发 |
| 2017-03-09 |
网格首格 |
买入 |
26.186159999999997 |
112400.0 |
¥2.94M |
|
| 2017-04-11 |
网格加仓 |
买入 |
25.405379999999994 |
400.0 |
¥1.0万 |
加仓 |
| 2017-05-18 |
网格止盈 |
卖出 |
26.78319 |
112800.0 |
¥3.02M |
止盈触发 |
| 2017-05-23 |
网格首格 |
买入 |
25.95 |
116300.0 |
¥3.02M |
|
| 2017-06-08 |
网格止盈 |
卖出 |
26.763210000000004 |
116300.0 |
¥3.11M |
止盈触发 |
| 2017-06-30 |
网格首格 |
买入 |
25.925899999999995 |
118700.0 |
¥3.08M |
|
| 2017-09-12 |
网格止盈 |
卖出 |
26.973000000000003 |
118700.0 |
¥3.20M |
止盈触发 |
| 2017-09-15 |
网格首格 |
买入 |
26.005979999999997 |
124000.0 |
¥3.23M |
|
| 2017-09-26 |
网格止盈 |
卖出 |
26.92305 |
124000.0 |
¥3.34M |
止盈触发 |
| 2017-10-10 |
网格首格 |
买入 |
26.926899999999996 |
124100.0 |
¥3.34M |
|
| 2017-10-17 |
网格止盈 |
卖出 |
28.56141 |
124100.0 |
¥3.54M |
止盈触发 |
| 2017-10-19 |
网格首格 |
买入 |
27.737709999999996 |
127300.0 |
¥3.53M |
|
| 2017-10-30 |
网格止盈 |
卖出 |
28.64133 |
127300.0 |
¥3.64M |
止盈触发 |
| 2017-10-31 |
网格首格 |
买入 |
28.108079999999994 |
129000.0 |
¥3.63M |
|
| 2017-11-03 |
网格加仓 |
买入 |
27.27725 |
1200.0 |
¥3.3万 |
加仓 |
| 2018-04-19 |
网格加仓 |
买入 |
17.24723 |
100.0 |
¥1,725 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
4.76 |
130300 |
¥62.0万 |
回测结束强平 |