601601 中国太保 — 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: ¥1.07M
策略: 网格交易
K线 & 交易信号（策略收益 +6.61%）
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 11 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 |
2015-04-09 |
34.005077749499996 |
35.61435 |
¥4.7万 |
+4.70% |
网格止盈 |
| 2 |
2015-04-10 |
2015-04-20 |
34.925354463999994 |
36.07389 |
¥3.4万 |
+3.26% |
网格止盈 |
| 3 |
2015-04-22 |
2015-04-23 |
34.955393472999994 |
36.95301 |
¥6.1万 |
+5.68% |
网格止盈 |
| 4 |
2015-04-28 |
2017-08-28 |
35.80389346389656 |
37.88 |
¥6.6万 |
+5.77% |
网格止盈 |
| 5 |
2017-09-04 |
2017-09-06 |
38.131436 |
39.05091 |
¥2.9万 |
+2.38% |
网格止盈 |
| 6 |
2017-09-13 |
2017-10-19 |
37.847830606475455 |
39.4605 |
¥5.2万 |
+4.23% |
网格止盈 |
| 7 |
2017-11-07 |
2017-11-08 |
42.40506770499999 |
43.39656 |
¥3.0万 |
+2.31% |
网格止盈 |
| 8 |
2017-11-09 |
2017-11-13 |
42.264885663 |
44.5554 |
¥7.0万 |
+5.39% |
网格止盈 |
| 9 |
2017-11-15 |
2017-11-17 |
43.546550047000004 |
46.033919999999995 |
¥7.8万 |
+5.68% |
网格止盈 |
| 10 |
2017-11-24 |
2026-01-07 |
44.713559984006096 |
47.11284 |
¥7.8万 |
+5.33% |
网格止盈 |
| 11 |
2026-01-14 |
2026-11-13 |
45.70663326223077 |
31.54 |
¥-47.9万 |
-31.02% |
强平 |
逐笔成交记录（共 30 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 |
34.003969999999995 |
29300.0 |
¥99.7万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
31.331300000000002 |
100.0 |
¥3,134 |
加仓 |
| 2015-04-09 |
网格止盈 |
卖出 |
35.61435 |
29400.0 |
¥1.05M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
34.91488 |
29700.0 |
¥1.04M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
36.07389 |
29700.0 |
¥1.07M |
止盈触发 |
| 2015-04-22 |
网格首格 |
买入 |
34.94490999999999 |
30900.0 |
¥1.08M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
36.95301 |
30900.0 |
¥1.14M |
止盈触发 |
| 2015-04-28 |
网格首格 |
买入 |
35.80577 |
31700.0 |
¥1.14M |
|
| 2015-05-08 |
网格加仓 |
买入 |
35.035 |
100.0 |
¥3,505 |
加仓 |
| 2015-05-19 |
网格加仓 |
买入 |
32.55252 |
100.0 |
¥3,256 |
加仓 |
| 2017-08-28 |
网格止盈 |
卖出 |
37.88 |
31900.0 |
¥1.21M |
止盈触发 |
| 2017-09-04 |
网格首格 |
买入 |
38.12 |
31400.0 |
¥1.20M |
|
| 2017-09-06 |
网格止盈 |
卖出 |
39.05091 |
31400.0 |
¥1.23M |
止盈触发 |
| 2017-09-13 |
网格首格 |
买入 |
37.847809999999996 |
32300.0 |
¥1.22M |
|
| 2017-09-19 |
网格加仓 |
买入 |
36.61657999999999 |
300.0 |
¥1.1万 |
加仓 |
| 2017-10-19 |
网格止盈 |
卖出 |
39.4605 |
32600.0 |
¥1.29M |
止盈触发 |
| 2017-11-07 |
网格首格 |
买入 |
42.39234999999999 |
30300.0 |
¥1.28M |
|
| 2017-11-08 |
网格止盈 |
卖出 |
43.39656 |
30300.0 |
¥1.31M |
止盈触发 |
| 2017-11-09 |
网格首格 |
买入 |
42.25221 |
30900.0 |
¥1.31M |
|
| 2017-11-13 |
网格止盈 |
卖出 |
44.5554 |
30900.0 |
¥1.38M |
止盈触发 |
| 2017-11-15 |
网格首格 |
买入 |
43.53349 |
31500.0 |
¥1.37M |
|
| 2017-11-17 |
网格止盈 |
卖出 |
46.033919999999995 |
31500.0 |
¥1.45M |
止盈触发 |
| 2017-11-24 |
网格首格 |
买入 |
44.76472 |
32400.0 |
¥1.45M |
|
| 2017-11-30 |
网格加仓 |
买入 |
42.65 |
300.0 |
¥1.3万 |
加仓 |
| 2018-07-03 |
网格加仓 |
买入 |
29.929899999999996 |
100.0 |
¥2,994 |
加仓 |
| 2026-01-07 |
网格止盈 |
卖出 |
47.11284 |
32800.0 |
¥1.54M |
止盈触发 |
| 2026-01-14 |
网格首格 |
买入 |
45.7457 |
33500.0 |
¥1.53M |
|
| 2026-01-19 |
网格加仓 |
买入 |
44.12407999999999 |
200.0 |
¥8,827 |
加仓 |
| 2026-06-05 |
网格加仓 |
买入 |
31.151120000000002 |
100.0 |
¥3,116 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
31.54 |
33800 |
¥1.07M |
回测结束强平 |