601600 中国铝业 — 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: ¥1.35M
策略: 网格交易
K线 & 交易信号（策略收益 +34.84%）
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 18 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 |
2015-02-25 |
5.064956336156028 |
5.2347600000000005 |
¥3.3万 |
+3.32% |
网格止盈 |
| 2 |
2015-02-26 |
2015-02-27 |
5.166709547999999 |
5.3946000000000005 |
¥4.5万 |
+4.38% |
网格止盈 |
| 3 |
2015-03-03 |
2015-03-09 |
5.607281679999999 |
6.03396 |
¥8.1万 |
+7.58% |
网格止盈 |
| 4 |
2015-03-11 |
2015-03-19 |
6.127957835999999 |
6.383609999999999 |
¥4.8万 |
+4.14% |
网格止盈 |
| 5 |
2015-03-20 |
2015-04-08 |
6.408321919999999 |
7.132859999999999 |
¥13.5万 |
+11.27% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-14 |
6.888946063999999 |
7.072920000000001 |
¥3.5万 |
+2.64% |
网格止盈 |
| 7 |
2015-04-16 |
2015-04-17 |
7.109232129999999 |
7.46253 |
¥6.7万 |
+4.94% |
网格止盈 |
| 8 |
2015-04-21 |
2015-04-23 |
8.210662459999998 |
8.68131 |
¥8.0万 |
+5.70% |
网格止盈 |
| 9 |
2015-04-29 |
2025-11-07 |
10.349287004978956 |
10.6893 |
¥5.0万 |
+3.25% |
网格止盈 |
| 10 |
2025-11-17 |
2025-12-29 |
11.40928323052284 |
11.85813 |
¥6.1万 |
+3.90% |
网格止盈 |
| 11 |
2025-12-30 |
2025-12-31 |
11.144472339000002 |
11.97801 |
¥11.8万 |
+7.45% |
网格止盈 |
| 12 |
2026-01-09 |
2026-01-12 |
13.507541047 |
14.32566 |
¥10.4万 |
+6.02% |
网格止盈 |
| 13 |
2026-01-13 |
2026-01-29 |
13.814666073541666 |
14.99499 |
¥15.8万 |
+8.51% |
网格止盈 |
| 14 |
2026-02-02 |
2026-02-05 |
13.026916902999998 |
13.11687 |
¥1.2万 |
+0.66% |
网格止盈 |
| 15 |
2026-02-06 |
2026-02-09 |
12.195837653999998 |
13.106879999999999 |
¥14.5万 |
+7.44% |
网格止盈 |
| 16 |
2026-02-11 |
2026-02-26 |
13.076981917999998 |
13.73625 |
¥10.8万 |
+5.01% |
网格止盈 |
| 17 |
2026-02-27 |
2026-03-03 |
13.367359004999999 |
14.275709999999998 |
¥15.3万 |
+6.76% |
网格止盈 |
| 18 |
2026-03-06 |
2026-11-13 |
14.366173181582642 |
7.96 |
¥-1.09M |
-44.61% |
强平 |
逐笔成交记录（共 43 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 |
5.065059999999999 |
195800.0 |
¥99.2万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
4.86486 |
1600.0 |
¥7,786 |
加仓 |
| 2015-02-25 |
网格止盈 |
卖出 |
5.2347600000000005 |
197400.0 |
¥1.03M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
5.165159999999999 |
199500.0 |
¥1.03M |
|
| 2015-02-27 |
网格止盈 |
卖出 |
5.3946000000000005 |
199500.0 |
¥1.08M |
止盈触发 |
| 2015-03-03 |
网格首格 |
买入 |
5.605599999999999 |
191200.0 |
¥1.07M |
|
| 2015-03-09 |
网格止盈 |
卖出 |
6.03396 |
191200.0 |
¥1.15M |
止盈触发 |
| 2015-03-11 |
网格首格 |
买入 |
6.126119999999999 |
187900.0 |
¥1.15M |
|
| 2015-03-19 |
网格止盈 |
卖出 |
6.383609999999999 |
187900.0 |
¥1.20M |
止盈触发 |
| 2015-03-20 |
网格首格 |
买入 |
6.4064 |
186200.0 |
¥1.19M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
7.132859999999999 |
186200.0 |
¥1.33M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
6.886879999999999 |
193200.0 |
¥1.33M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
7.072920000000001 |
193200.0 |
¥1.37M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
7.107099999999998 |
191400.0 |
¥1.36M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
7.46253 |
191400.0 |
¥1.43M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
8.208199999999998 |
171700.0 |
¥1.41M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
8.68131 |
171700.0 |
¥1.49M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
10.35 |
146300.0 |
¥1.51M |
|
| 2015-04-30 |
网格加仓 |
买入 |
9.92992 |
900.0 |
¥8,940 |
加仓 |
| 2015-05-08 |
网格加仓 |
买入 |
8.5085 |
100.0 |
¥851 |
加仓 |
| 2025-11-07 |
网格止盈 |
卖出 |
10.6893 |
147300.0 |
¥1.57M |
止盈触发 |
| 2025-11-17 |
网格首格 |
买入 |
11.421409999999998 |
134500.0 |
¥1.54M |
|
| 2025-11-19 |
网格加仓 |
买入 |
10.790779999999998 |
3400.0 |
¥3.7万 |
加仓 |
| 2025-12-29 |
网格止盈 |
卖出 |
11.85813 |
137900.0 |
¥1.63M |
止盈触发 |
| 2025-12-30 |
网格首格 |
买入 |
11.14113 |
142300.0 |
¥1.59M |
|
| 2025-12-31 |
网格止盈 |
卖出 |
11.97801 |
142300.0 |
¥1.70M |
止盈触发 |
| 2026-01-09 |
网格首格 |
买入 |
13.50349 |
128000.0 |
¥1.73M |
|
| 2026-01-12 |
网格止盈 |
卖出 |
14.32566 |
128000.0 |
¥1.83M |
止盈触发 |
| 2026-01-13 |
网格首格 |
买入 |
13.813799999999999 |
133600.0 |
¥1.85M |
|
| 2026-01-19 |
网格加仓 |
买入 |
13.263249999999998 |
800.0 |
¥1.1万 |
加仓 |
| 2026-01-29 |
网格止盈 |
卖出 |
14.99499 |
134400.0 |
¥2.01M |
止盈触发 |
| 2026-02-02 |
网格首格 |
买入 |
13.023009999999998 |
142100.0 |
¥1.85M |
|
| 2026-02-05 |
网格止盈 |
卖出 |
13.11687 |
142100.0 |
¥1.86M |
止盈触发 |
| 2026-02-06 |
网格首格 |
买入 |
12.192179999999999 |
159900.0 |
¥1.95M |
|
| 2026-02-09 |
网格止盈 |
卖出 |
13.106879999999999 |
159900.0 |
¥2.10M |
止盈触发 |
| 2026-02-11 |
网格首格 |
买入 |
13.07306 |
164700.0 |
¥2.15M |
|
| 2026-02-26 |
网格止盈 |
卖出 |
13.73625 |
164700.0 |
¥2.26M |
止盈触发 |
| 2026-02-27 |
网格首格 |
买入 |
13.36335 |
168900.0 |
¥2.26M |
|
| 2026-03-03 |
网格止盈 |
卖出 |
14.275709999999998 |
168900.0 |
¥2.41M |
止盈触发 |
| 2026-03-06 |
网格首格 |
买入 |
14.39 |
164000.0 |
¥2.36M |
|
| 2026-03-17 |
网格加仓 |
买入 |
13.603589999999997 |
5300.0 |
¥7.2万 |
加仓 |
| 2026-06-29 |
网格加仓 |
买入 |
8.4084 |
100.0 |
¥841 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
7.96 |
169400 |
¥1.35M |
回测结束强平 |