601288 农业银行 — 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: ¥1.93M
策略: 网格交易
K线 & 交易信号(策略收益 +92.78%)
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 22 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 |
2015-03-18 |
3.2924316644185048 |
3.40659 |
¥3.4万 |
+3.44% |
网格止盈 |
| 2 |
2015-03-26 |
2015-03-31 |
3.6046810799999993 |
3.77622 |
¥4.8万 |
+4.73% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-08 |
3.6547460949999997 |
3.76623 |
¥3.2万 |
+3.02% |
网格止盈 |
| 4 |
2015-04-21 |
2015-04-29 |
3.935110178999999 |
4.02597 |
¥2.5万 |
+2.28% |
网格止盈 |
| 5 |
2015-04-30 |
2018-01-17 |
4.0246970434691125 |
4.14585 |
¥3.4万 |
+2.98% |
网格止盈 |
| 6 |
2018-01-25 |
2018-02-06 |
4.525877355999999 |
4.6453500000000005 |
¥3.0万 |
+2.61% |
网格止盈 |
| 7 |
2018-02-08 |
2024-07-15 |
4.432477920731786 |
4.6 |
¥4.5万 |
+3.75% |
网格止盈 |
| 8 |
2024-07-29 |
2024-08-19 |
4.615994382999999 |
4.75524 |
¥3.7万 |
+2.99% |
网格止盈 |
| 9 |
2024-08-30 |
2024-09-26 |
4.674544808824191 |
4.83516 |
¥4.4万 |
+3.40% |
网格止盈 |
| 10 |
2024-09-30 |
2024-10-15 |
4.696098407 |
5.004989999999999 |
¥8.7万 |
+6.55% |
网格止盈 |
| 11 |
2024-10-16 |
2024-12-17 |
4.9260424790218975 |
5.10489 |
¥5.1万 |
+3.60% |
网格止盈 |
| 12 |
2024-12-20 |
2024-12-25 |
5.046553511999999 |
5.25474 |
¥6.0万 |
+4.09% |
网格止盈 |
| 13 |
2025-01-03 |
2025-04-17 |
5.196111892069365 |
5.354640000000001 |
¥4.6万 |
+3.02% |
网格止盈 |
| 14 |
2025-05-06 |
2025-05-14 |
5.427047625999999 |
5.61438 |
¥5.4万 |
+3.42% |
网格止盈 |
| 15 |
2025-05-27 |
2025-06-19 |
5.50715165 |
5.73426 |
¥6.7万 |
+4.09% |
网格止盈 |
| 16 |
2025-06-30 |
2025-07-08 |
5.857606755 |
6.07392 |
¥6.2万 |
+3.66% |
网格止盈 |
| 17 |
2025-07-17 |
2025-08-05 |
6.188035854 |
6.3936 |
¥5.7万 |
+3.29% |
网格止盈 |
| 18 |
2025-08-28 |
2025-09-05 |
7.082123999999999 |
7.44255 |
¥9.1万 |
+5.06% |
网格止盈 |
| 19 |
2025-09-08 |
2025-10-17 |
7.236097753339034 |
7.48251 |
¥6.4万 |
+3.37% |
网格止盈 |
| 20 |
2025-10-24 |
2025-10-28 |
7.860207354999999 |
8.17182 |
¥7.6万 |
+3.93% |
网格止盈 |
| 21 |
2025-10-31 |
2025-11-13 |
8.060467415 |
8.551440000000001 |
¥12.3万 |
+6.06% |
网格止盈 |
| 22 |
2025-11-18 |
2026-11-13 |
8.288767712464242 |
7.37 |
¥-24.1万 |
-11.11% |
强平 |
逐笔成交记录(共 53 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 |
3.29329 |
300200.0 |
¥98.9万 |
|
| 2015-03-06 |
网格加仓 |
买入 |
3.1331299999999995 |
3500.0 |
¥1.1万 |
加仓 |
| 2015-03-18 |
网格止盈 |
卖出 |
3.40659 |
303700.0 |
¥1.03M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
3.6035999999999997 |
283200.0 |
¥1.02M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
3.77622 |
283200.0 |
¥1.07M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
3.6536499999999994 |
294000.0 |
¥1.07M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
3.76623 |
294000.0 |
¥1.11M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
3.9339299999999993 |
281300.0 |
¥1.11M |
|
| 2015-04-29 |
网格止盈 |
卖出 |
4.02597 |
281300.0 |
¥1.13M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
4.024019999999999 |
282700.0 |
¥1.14M |
|
| 2015-05-06 |
网格加仓 |
买入 |
3.7737699999999994 |
600.0 |
¥2,265 |
加仓 |
| 2018-01-17 |
网格止盈 |
卖出 |
4.14585 |
283300.0 |
¥1.17M |
止盈触发 |
| 2018-01-25 |
网格首格 |
买入 |
4.524519999999999 |
258300.0 |
¥1.17M |
|
| 2018-02-06 |
网格止盈 |
卖出 |
4.6453500000000005 |
258300.0 |
¥1.20M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
4.434429999999999 |
269200.0 |
¥1.19M |
|
| 2018-02-12 |
网格加仓 |
买入 |
4.144139999999999 |
2500.0 |
¥1.0万 |
加仓 |
| 2022-07-18 |
网格加仓 |
买入 |
2.7727699999999995 |
100.0 |
¥277 |
加仓 |
| 2024-07-15 |
网格止盈 |
卖出 |
4.6 |
271800.0 |
¥1.25M |
止盈触发 |
| 2024-07-29 |
网格首格 |
买入 |
4.61461 |
269600.0 |
¥1.24M |
|
| 2024-08-19 |
网格止盈 |
卖出 |
4.75524 |
269600.0 |
¥1.28M |
止盈触发 |
| 2024-08-30 |
网格首格 |
买入 |
4.674669999999999 |
272300.0 |
¥1.27M |
|
| 2024-09-02 |
网格加仓 |
买入 |
4.53453 |
3000.0 |
¥1.4万 |
加仓 |
| 2024-09-26 |
网格止盈 |
卖出 |
4.83516 |
275300.0 |
¥1.33M |
止盈触发 |
| 2024-09-30 |
网格首格 |
买入 |
4.69469 |
282200.0 |
¥1.33M |
|
| 2024-10-15 |
网格止盈 |
卖出 |
5.004989999999999 |
282200.0 |
¥1.41M |
止盈触发 |
| 2024-10-16 |
网格首格 |
买入 |
4.924919999999999 |
287100.0 |
¥1.41M |
|
| 2024-10-29 |
网格加仓 |
买入 |
4.75475 |
600.0 |
¥2,854 |
加仓 |
| 2024-12-17 |
网格止盈 |
卖出 |
5.10489 |
287700.0 |
¥1.47M |
止盈触发 |
| 2024-12-20 |
网格首格 |
买入 |
5.045039999999999 |
290400.0 |
¥1.47M |
|
| 2024-12-25 |
网格止盈 |
卖出 |
5.25474 |
290400.0 |
¥1.53M |
止盈触发 |
| 2025-01-03 |
网格首格 |
买入 |
5.19519 |
293000.0 |
¥1.52M |
|
| 2025-01-14 |
网格加仓 |
买入 |
5.025019999999999 |
1100.0 |
¥5,529 |
加仓 |
| 2025-04-17 |
网格止盈 |
卖出 |
5.354640000000001 |
294100.0 |
¥1.57M |
止盈触发 |
| 2025-05-06 |
网格首格 |
买入 |
5.425419999999999 |
289500.0 |
¥1.57M |
|
| 2025-05-14 |
网格止盈 |
卖出 |
5.61438 |
289500.0 |
¥1.62M |
止盈触发 |
| 2025-05-27 |
网格首格 |
买入 |
5.5055 |
295100.0 |
¥1.63M |
|
| 2025-06-19 |
网格止盈 |
卖出 |
5.73426 |
295100.0 |
¥1.69M |
止盈触发 |
| 2025-06-30 |
网格首格 |
买入 |
5.855849999999999 |
287300.0 |
¥1.68M |
|
| 2025-07-08 |
网格止盈 |
卖出 |
6.07392 |
287300.0 |
¥1.74M |
止盈触发 |
| 2025-07-17 |
网格首格 |
买入 |
6.186179999999999 |
278300.0 |
¥1.72M |
|
| 2025-08-05 |
网格止盈 |
卖出 |
6.3936 |
278300.0 |
¥1.78M |
止盈触发 |
| 2025-08-28 |
网格首格 |
买入 |
7.08 |
254200.0 |
¥1.80M |
|
| 2025-09-05 |
网格止盈 |
卖出 |
7.44255 |
254200.0 |
¥1.89M |
止盈触发 |
| 2025-09-08 |
网格首格 |
买入 |
7.237229999999999 |
260000.0 |
¥1.88M |
|
| 2025-09-18 |
网格加仓 |
买入 |
6.956949999999999 |
3100.0 |
¥2.2万 |
加仓 |
| 2025-10-17 |
网格止盈 |
卖出 |
7.48251 |
263100.0 |
¥1.97M |
止盈触发 |
| 2025-10-24 |
网格首格 |
买入 |
7.857849999999999 |
245500.0 |
¥1.93M |
|
| 2025-10-28 |
网格止盈 |
卖出 |
8.17182 |
245500.0 |
¥2.01M |
止盈触发 |
| 2025-10-31 |
网格首格 |
买入 |
8.05805 |
252800.0 |
¥2.04M |
|
| 2025-11-13 |
网格止盈 |
卖出 |
8.551440000000001 |
252800.0 |
¥2.16M |
止盈触发 |
| 2025-11-18 |
网格首格 |
买入 |
8.288279999999999 |
259700.0 |
¥2.15M |
|
| 2025-11-25 |
网格加仓 |
买入 |
7.99799 |
1800.0 |
¥1.4万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
7.37 |
261500 |
¥1.93M |
回测结束强平 |