601633 长城汽车 — 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: ¥28.7万
策略: 网格交易
K线 & 交易信号(策略收益 -71.29%)
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 |
2015-02-12 |
2015-03-25 |
50.71733419036547 |
52.49745 |
¥3.5万 |
+3.48% |
网格止盈 |
| 2 |
2015-03-26 |
2015-04-08 |
52.878668843 |
55.5444 |
¥5.2万 |
+5.01% |
网格止盈 |
| 3 |
2015-04-10 |
2015-04-20 |
54.05019019399999 |
56.543400000000005 |
¥4.9万 |
+4.58% |
网格止盈 |
| 4 |
2015-04-21 |
2015-04-22 |
53.169045929999996 |
54.945 |
¥3.7万 |
+3.31% |
网格止盈 |
| 5 |
2015-04-23 |
2015-04-24 |
55.77242670999999 |
56.943 |
¥2.4万 |
+2.07% |
网格止盈 |
| 6 |
2015-04-27 |
2021-08-02 |
56.4477848698915 |
61.62831 |
¥10.9万 |
+9.14% |
网格止盈 |
| 7 |
2021-08-04 |
2021-08-05 |
59.056691693999994 |
60.4395 |
¥3.0万 |
+2.31% |
网格止盈 |
| 8 |
2021-08-09 |
2021-08-30 |
60.679890507599985 |
63.916019999999996 |
¥7.1万 |
+5.30% |
网格止盈 |
| 9 |
2021-08-31 |
2021-10-28 |
65.13184948177314 |
66.70322999999999 |
¥3.4万 |
+2.38% |
网格止盈 |
| 10 |
2021-10-29 |
2021-11-01 |
65.815468719 |
66.89304 |
¥2.3万 |
+1.61% |
网格止盈 |
| 11 |
2021-11-02 |
2026-11-13 |
65.62643399868608 |
12.87 |
¥-1.18M |
-80.39% |
强平 |
逐笔成交记录(共 27 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-02-12 |
网格首格 |
买入 |
50.71065999999999 |
19600.0 |
¥99.4万 |
|
| 2015-03-02 |
网格加仓 |
买入 |
49.02897999999999 |
100.0 |
¥4,904 |
加仓 |
| 2015-03-25 |
网格止盈 |
卖出 |
52.49745 |
19700.0 |
¥1.03M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
52.862809999999996 |
19500.0 |
¥1.03M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
55.5444 |
19500.0 |
¥1.08M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
54.033979999999985 |
19800.0 |
¥1.07M |
|
| 2015-04-20 |
网格止盈 |
卖出 |
56.543400000000005 |
19800.0 |
¥1.12M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
53.1531 |
21200.0 |
¥1.13M |
|
| 2015-04-22 |
网格止盈 |
卖出 |
54.945 |
21200.0 |
¥1.16M |
止盈触发 |
| 2015-04-23 |
网格首格 |
买入 |
55.7557 |
20900.0 |
¥1.17M |
|
| 2015-04-24 |
网格止盈 |
卖出 |
56.943 |
20900.0 |
¥1.19M |
止盈触发 |
| 2015-04-27 |
网格首格 |
买入 |
56.45639999999999 |
21100.0 |
¥1.19M |
|
| 2015-05-06 |
网格加仓 |
买入 |
51.040989999999994 |
100.0 |
¥5,106 |
加仓 |
| 2021-08-02 |
网格止盈 |
卖出 |
61.62831 |
21200.0 |
¥1.31M |
止盈触发 |
| 2021-08-04 |
网格首格 |
买入 |
59.038979999999995 |
22000.0 |
¥1.30M |
|
| 2021-08-05 |
网格止盈 |
卖出 |
60.4395 |
22000.0 |
¥1.33M |
止盈触发 |
| 2021-08-09 |
网格首格 |
买入 |
60.74067999999998 |
21300.0 |
¥1.29M |
|
| 2021-08-11 |
网格加仓 |
买入 |
58.258199999999995 |
700.0 |
¥4.1万 |
加仓 |
| 2021-08-30 |
网格止盈 |
卖出 |
63.916019999999996 |
22000.0 |
¥1.41M |
止盈触发 |
| 2021-08-31 |
网格首格 |
买入 |
65.15509 |
21500.0 |
¥1.40M |
|
| 2021-09-17 |
网格加仓 |
买入 |
55.915859999999995 |
100.0 |
¥5,593 |
加仓 |
| 2021-10-28 |
网格止盈 |
卖出 |
66.70322999999999 |
21600.0 |
¥1.44M |
止盈触发 |
| 2021-10-29 |
网格首格 |
买入 |
65.79572999999999 |
21700.0 |
¥1.43M |
|
| 2021-11-01 |
网格止盈 |
卖出 |
66.89304 |
21700.0 |
¥1.45M |
止盈触发 |
| 2021-11-02 |
网格首格 |
买入 |
65.65558999999999 |
22200.0 |
¥1.46M |
|
| 2021-12-14 |
网格加仓 |
买入 |
54.764709999999994 |
100.0 |
¥5,478 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
12.87 |
22300 |
¥28.7万 |
回测结束强平 |