601628 中国人寿 — 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: ¥1.01M
策略: 网格交易
K线 & 交易信号(策略收益 +1.37%)
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 10 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 |
2015-02-12 |
36.64063341541544 |
37.962 |
¥3.6万 |
+3.58% |
网格止盈 |
| 2 |
2015-02-16 |
2015-04-09 |
38.299736474999996 |
40.86909 |
¥6.9万 |
+6.68% |
网格止盈 |
| 3 |
2015-04-10 |
2015-04-13 |
39.85175193999999 |
41.4585 |
¥4.4万 |
+4.00% |
网格止盈 |
| 4 |
2015-04-14 |
2020-07-10 |
40.7271416412695 |
41.94801000000001 |
¥3.4万 |
+2.97% |
网格止盈 |
| 5 |
2020-07-13 |
2020-08-17 |
39.76102806433333 |
42.966989999999996 |
¥9.5万 |
+8.03% |
网格止盈 |
| 6 |
2020-08-20 |
2020-09-21 |
45.03410017113073 |
46.953 |
¥5.4万 |
+4.23% |
网格止盈 |
| 7 |
2020-09-22 |
2020-10-13 |
45.37892959599999 |
46.003949999999996 |
¥1.8万 |
+1.35% |
网格止盈 |
| 8 |
2020-10-20 |
2020-10-22 |
50.04498899399999 |
50.929019999999994 |
¥2.3万 |
+1.74% |
网格止盈 |
| 9 |
2020-10-26 |
2026-01-14 |
48.83947331964768 |
50.70924 |
¥5.2万 |
+3.80% |
网格止盈 |
| 10 |
2026-01-15 |
2026-11-13 |
49.11643833993448 |
34.95 |
¥-41.1万 |
-28.86% |
强平 |
逐笔成交记录(共 29 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 |
36.636599999999994 |
27100.0 |
¥99.3万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
34.74471 |
100.0 |
¥3,476 |
加仓 |
| 2015-02-12 |
网格止盈 |
卖出 |
37.962 |
27200.0 |
¥1.03M |
止盈触发 |
| 2015-02-16 |
网格首格 |
买入 |
38.28825 |
27000.0 |
¥1.03M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
40.86909 |
27000.0 |
¥1.10M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
39.83979999999999 |
27600.0 |
¥1.10M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
41.4585 |
27600.0 |
¥1.14M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
40.76 |
27900.0 |
¥1.14M |
|
| 2015-04-15 |
网格加仓 |
买入 |
39.2392 |
200.0 |
¥7,850 |
加仓 |
| 2015-06-23 |
网格加仓 |
买入 |
31.09105999999999 |
100.0 |
¥3,110 |
加仓 |
| 2020-07-10 |
网格止盈 |
卖出 |
41.94801000000001 |
28200.0 |
¥1.18M |
止盈触发 |
| 2020-07-13 |
网格首格 |
买入 |
39.889849999999996 |
28800.0 |
¥1.15M |
|
| 2020-07-17 |
网格加仓 |
买入 |
35.24521 |
900.0 |
¥3.2万 |
加仓 |
| 2020-08-17 |
网格止盈 |
卖出 |
42.966989999999996 |
29700.0 |
¥1.28M |
止盈触发 |
| 2020-08-20 |
网格首格 |
买入 |
45.044999999999995 |
27800.0 |
¥1.25M |
|
| 2020-08-25 |
网格加仓 |
买入 |
43.663619999999995 |
500.0 |
¥2.2万 |
加仓 |
| 2020-09-21 |
网格止盈 |
卖出 |
46.953 |
28300.0 |
¥1.33M |
止盈触发 |
| 2020-09-22 |
网格首格 |
买入 |
45.36532 |
28900.0 |
¥1.31M |
|
| 2020-10-13 |
网格止盈 |
卖出 |
46.003949999999996 |
28900.0 |
¥1.33M |
止盈触发 |
| 2020-10-20 |
网格首格 |
买入 |
50.029979999999995 |
26800.0 |
¥1.34M |
|
| 2020-10-22 |
网格止盈 |
卖出 |
50.929019999999994 |
26800.0 |
¥1.36M |
止盈触发 |
| 2020-10-26 |
网格首格 |
买入 |
48.878829999999994 |
27900.0 |
¥1.36M |
|
| 2020-11-02 |
网格加仓 |
买入 |
46.546499999999995 |
100.0 |
¥4,656 |
加仓 |
| 2021-02-01 |
网格加仓 |
买入 |
36.035999999999994 |
100.0 |
¥3,605 |
加仓 |
| 2026-01-14 |
网格止盈 |
卖出 |
50.70924 |
28100.0 |
¥1.42M |
止盈触发 |
| 2026-01-15 |
网格首格 |
买入 |
49.15911 |
28600.0 |
¥1.41M |
|
| 2026-01-19 |
网格加仓 |
买入 |
47.54749999999999 |
300.0 |
¥1.4万 |
加仓 |
| 2026-03-27 |
网格加仓 |
买入 |
37.34731 |
100.0 |
¥3,736 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
34.95 |
29000 |
¥1.01M |
回测结束强平 |