601360 三六零 — 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: ¥67.3万
策略: 网格交易
K线 & 交易信号（策略收益 -32.69%）
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 17 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 |
2015-02-17 |
9.952924981999997 |
10.429559999999999 |
¥4.7万 |
+4.76% |
网格止盈 |
| 2 |
2015-03-09 |
2015-03-11 |
10.864108255 |
11.488499999999998 |
¥6.0万 |
+5.72% |
网格止盈 |
| 3 |
2015-03-25 |
2015-03-26 |
13.277241978000001 |
14.2857 |
¥8.4万 |
+7.56% |
网格止盈 |
| 4 |
2015-03-27 |
2015-03-31 |
14.669049394999998 |
15.31467 |
¥5.2万 |
+4.37% |
网格止盈 |
| 5 |
2015-04-01 |
2015-04-03 |
14.759166421999996 |
15.894090000000002 |
¥9.4万 |
+7.66% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-14 |
16.140960835999998 |
17.1828 |
¥8.6万 |
+6.42% |
网格止盈 |
| 7 |
2015-04-15 |
2015-05-20 |
16.530757728368606 |
17.99 |
¥12.5万 |
+8.79% |
网格止盈 |
| 8 |
2015-05-25 |
2015-05-27 |
19.635498882999993 |
22.4 |
¥21.3万 |
+14.04% |
网格止盈 |
| 9 |
2015-05-28 |
2015-06-03 |
22.874829051196357 |
26.52345 |
¥28.0万 |
+15.92% |
网格止盈 |
| 10 |
2015-06-04 |
2017-11-23 |
25.601851275746547 |
30.36 |
¥37.8万 |
+18.55% |
网格止盈 |
| 11 |
2017-12-05 |
2017-12-06 |
42.95578287 |
45.16479 |
¥11.1万 |
+5.11% |
网格止盈 |
| 12 |
2017-12-07 |
2017-12-08 |
46.46033391999998 |
50.2497 |
¥20.3万 |
+8.12% |
网格止盈 |
| 13 |
2017-12-11 |
2017-12-12 |
49.96488497 |
52.947 |
¥16.2万 |
+5.94% |
网格止盈 |
| 14 |
2017-12-13 |
2018-01-04 |
49.611166622169804 |
60.939 |
¥65.9万 |
+22.80% |
网格止盈 |
| 15 |
2018-01-08 |
2018-02-06 |
54.5541164878387 |
58.6413 |
¥26.5万 |
+7.46% |
网格止盈 |
| 16 |
2018-02-08 |
2018-02-28 |
56.85592018514754 |
65.60433 |
¥58.6万 |
+15.35% |
网格止盈 |
| 17 |
2018-03-01 |
2026-11-13 |
52.556257315614566 |
8.03 |
¥-3.73M |
-84.73% |
强平 |
逐笔成交记录（共 44 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 |
9.949939999999998 |
100200.0 |
¥99.7万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
10.429559999999999 |
100200.0 |
¥1.04M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
10.86085 |
95900.0 |
¥1.04M |
|
| 2015-03-11 |
网格止盈 |
卖出 |
11.488499999999998 |
95900.0 |
¥1.10M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
13.273259999999999 |
83300.0 |
¥1.11M |
|
| 2015-03-26 |
网格止盈 |
卖出 |
14.2857 |
83300.0 |
¥1.19M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
14.664649999999998 |
81000.0 |
¥1.19M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
15.31467 |
81000.0 |
¥1.24M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
14.754739999999996 |
83600.0 |
¥1.23M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
15.894090000000002 |
83600.0 |
¥1.33M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
16.13612 |
82500.0 |
¥1.33M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
17.1828 |
82500.0 |
¥1.42M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
16.55654 |
84100.0 |
¥1.39M |
|
| 2015-04-16 |
网格加仓 |
买入 |
15.165149999999999 |
1900.0 |
¥2.9万 |
加仓 |
| 2015-05-20 |
网格止盈 |
卖出 |
17.99 |
86000.0 |
¥1.55M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
19.629609999999996 |
77300.0 |
¥1.52M |
|
| 2015-05-27 |
网格止盈 |
卖出 |
22.4 |
77300.0 |
¥1.73M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
22.882859999999997 |
76500.0 |
¥1.75M |
|
| 2015-05-29 |
网格加仓 |
买入 |
20.019999999999996 |
400.0 |
¥8,010 |
加仓 |
| 2015-06-03 |
网格止盈 |
卖出 |
26.52345 |
76900.0 |
¥2.04M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
25.6256 |
78700.0 |
¥2.02M |
|
| 2015-06-09 |
网格加仓 |
买入 |
24.324299999999997 |
900.0 |
¥2.2万 |
加仓 |
| 2015-07-08 |
网格加仓 |
买入 |
12.29 |
100.0 |
¥1,229 |
加仓 |
| 2017-11-23 |
网格止盈 |
卖出 |
30.36 |
79700.0 |
¥2.42M |
止盈触发 |
| 2017-12-05 |
网格首格 |
买入 |
42.942899999999995 |
50500.0 |
¥2.17M |
|
| 2017-12-06 |
网格止盈 |
卖出 |
45.16479 |
50500.0 |
¥2.28M |
止盈触发 |
| 2017-12-07 |
网格首格 |
买入 |
46.44639999999998 |
53700.0 |
¥2.49M |
|
| 2017-12-08 |
网格止盈 |
卖出 |
50.2497 |
53700.0 |
¥2.70M |
止盈触发 |
| 2017-12-11 |
网格首格 |
买入 |
49.9499 |
54500.0 |
¥2.72M |
|
| 2017-12-12 |
网格止盈 |
卖出 |
52.947 |
54500.0 |
¥2.88M |
止盈触发 |
| 2017-12-13 |
网格首格 |
买入 |
49.659609999999994 |
57500.0 |
¥2.86M |
|
| 2017-12-19 |
网格加仓 |
买入 |
45.04499999999999 |
800.0 |
¥3.6万 |
加仓 |
| 2018-01-04 |
网格止盈 |
卖出 |
60.939 |
58300.0 |
¥3.55M |
止盈触发 |
| 2018-01-08 |
网格首格 |
买入 |
54.60454999999999 |
63900.0 |
¥3.49M |
|
| 2018-01-11 |
网格加仓 |
买入 |
50.980929999999994 |
1200.0 |
¥6.1万 |
加仓 |
| 2018-02-06 |
网格止盈 |
卖出 |
58.6413 |
65100.0 |
¥3.82M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
56.936879999999995 |
65600.0 |
¥3.74M |
|
| 2018-02-12 |
网格加仓 |
买入 |
52.55249999999999 |
1500.0 |
¥7.9万 |
加仓 |
| 2018-02-28 |
网格止盈 |
卖出 |
65.60433 |
67100.0 |
¥4.40M |
止盈触发 |
| 2018-03-01 |
网格首格 |
买入 |
52.7527 |
77100.0 |
¥4.07M |
|
| 2018-03-06 |
网格加仓 |
买入 |
50.30024999999999 |
6500.0 |
¥32.7万 |
加仓 |
| 2018-03-08 |
网格加仓 |
买入 |
47.047 |
100.0 |
¥4,706 |
加仓 |
| 2018-03-26 |
网格加仓 |
买入 |
40.03999999999999 |
100.0 |
¥4,005 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
8.03 |
83800 |
¥67.3万 |
回测结束强平 |