601689 拓普集团 — 网格交易 回测明细
数据区间: 2015-03-19 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.16M
策略: 网格交易
K线 & 交易信号(策略收益 +116.21%)
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 24 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 |
2015-04-21 |
2015-04-22 |
23.53055705 |
24.805169999999997 |
¥5.3万 |
+5.39% |
网格止盈 |
| 2 |
2015-04-23 |
2015-04-29 |
24.83224744 |
25.144830000000002 |
¥1.3万 |
+1.23% |
网格止盈 |
| 3 |
2015-05-04 |
2015-05-15 |
25.02178935594366 |
27.222750000000005 |
¥9.3万 |
+8.76% |
网格止盈 |
| 4 |
2015-05-18 |
2015-05-19 |
28.53705855 |
32.237730000000006 |
¥14.9万 |
+12.93% |
网格止盈 |
| 5 |
2015-05-20 |
2015-05-25 |
29.718592903999994 |
33.806160000000006 |
¥17.6万 |
+13.72% |
网格止盈 |
| 6 |
2015-05-29 |
2015-06-01 |
38.0494114 |
42.976980000000005 |
¥18.4万 |
+12.92% |
网格止盈 |
| 7 |
2015-06-02 |
2020-08-17 |
40.01349675584652 |
44.505449999999996 |
¥18.7万 |
+11.19% |
网格止盈 |
| 8 |
2020-08-20 |
2020-08-25 |
40.092064011999994 |
41.618339999999996 |
¥6.8万 |
+3.78% |
网格止盈 |
| 9 |
2020-08-31 |
2021-01-06 |
42.05461259999999 |
44.89506 |
¥12.9万 |
+6.72% |
网格止盈 |
| 10 |
2021-01-11 |
2021-01-13 |
44.65799338 |
46.72323 |
¥9.4万 |
+4.59% |
网格止盈 |
| 11 |
2021-01-14 |
2021-01-19 |
44.6906816627104 |
47.55239999999999 |
¥13.7万 |
+6.37% |
网格止盈 |
| 12 |
2021-01-26 |
2021-11-01 |
49.859986916135355 |
50.94899999999999 |
¥4.9万 |
+2.15% |
网格止盈 |
| 13 |
2021-11-03 |
2021-11-08 |
52.24784965399999 |
52.79715 |
¥2.4万 |
+1.02% |
网格止盈 |
| 14 |
2021-11-09 |
2021-11-10 |
54.570866349999996 |
55.944 |
¥5.8万 |
+2.49% |
网格止盈 |
| 15 |
2021-11-16 |
2021-11-23 |
57.344468180999996 |
59.830110000000005 |
¥10.4万 |
+4.30% |
网格止盈 |
| 16 |
2021-11-26 |
2021-11-29 |
59.08673070299999 |
61.21 |
¥8.9万 |
+3.56% |
网格止盈 |
| 17 |
2021-12-03 |
2022-06-15 |
62.48935082317984 |
65.80413 |
¥13.7万 |
+5.27% |
网格止盈 |
| 18 |
2022-06-16 |
2022-06-24 |
65.98568977 |
69.94998 |
¥16.4万 |
+5.98% |
网格止盈 |
| 19 |
2022-07-01 |
2022-07-04 |
68.218589439 |
70.75917 |
¥10.7万 |
+3.69% |
网格止盈 |
| 20 |
2022-07-06 |
2022-07-08 |
71.59297145 |
73.926 |
¥9.6万 |
+3.23% |
网格止盈 |
| 21 |
2022-07-11 |
2022-07-12 |
70.23120304199999 |
73.86606 |
¥15.8万 |
+5.14% |
网格止盈 |
| 22 |
2022-07-13 |
2022-07-15 |
74.432323 |
78.4215 |
¥17.4万 |
+5.33% |
网格止盈 |
| 23 |
2022-07-20 |
2022-08-01 |
86.33211186599999 |
91.52838 |
¥20.3万 |
+5.99% |
网格止盈 |
| 24 |
2022-08-02 |
2026-11-13 |
84.7988882461651 |
50.28 |
¥-1.48M |
-40.72% |
强平 |
逐笔成交记录(共 57 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-04-21 |
网格首格 |
买入 |
23.5235 |
42100.0 |
¥99.1万 |
|
| 2015-04-22 |
网格止盈 |
卖出 |
24.805169999999997 |
42100.0 |
¥1.04M |
止盈触发 |
| 2015-04-23 |
网格首格 |
买入 |
24.8248 |
42300.0 |
¥1.05M |
|
| 2015-04-29 |
网格止盈 |
卖出 |
25.144830000000002 |
42300.0 |
¥1.06M |
止盈触发 |
| 2015-05-04 |
网格首格 |
买入 |
25.025 |
42200.0 |
¥1.06M |
|
| 2015-05-06 |
网格加仓 |
买入 |
23.88386 |
400.0 |
¥9,556 |
加仓 |
| 2015-05-15 |
网格止盈 |
卖出 |
27.222750000000005 |
42600.0 |
¥1.16M |
止盈触发 |
| 2015-05-18 |
网格首格 |
买入 |
28.528499999999998 |
40400.0 |
¥1.15M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
32.237730000000006 |
40400.0 |
¥1.30M |
止盈触发 |
| 2015-05-20 |
网格首格 |
买入 |
29.709679999999995 |
43200.0 |
¥1.28M |
|
| 2015-05-25 |
网格止盈 |
卖出 |
33.806160000000006 |
43200.0 |
¥1.46M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
38.038 |
37400.0 |
¥1.42M |
|
| 2015-06-01 |
网格止盈 |
卖出 |
42.976980000000005 |
37400.0 |
¥1.61M |
止盈触发 |
| 2015-06-02 |
网格首格 |
买入 |
40.120079999999994 |
40400.0 |
¥1.62M |
|
| 2015-06-05 |
网格加仓 |
买入 |
37.15711999999999 |
1200.0 |
¥4.5万 |
加仓 |
| 2015-06-29 |
网格加仓 |
买入 |
26.226199999999995 |
100.0 |
¥2,623 |
加仓 |
| 2020-08-17 |
网格止盈 |
卖出 |
44.505449999999996 |
41700.0 |
¥1.86M |
止盈触发 |
| 2020-08-20 |
网格首格 |
买入 |
40.08004 |
45200.0 |
¥1.81M |
|
| 2020-08-25 |
网格止盈 |
卖出 |
41.618339999999996 |
45200.0 |
¥1.88M |
止盈触发 |
| 2020-08-31 |
网格首格 |
买入 |
42.041999999999994 |
45700.0 |
¥1.92M |
|
| 2021-01-06 |
网格止盈 |
卖出 |
44.89506 |
45700.0 |
¥2.05M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
44.6446 |
45800.0 |
¥2.05M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
46.72323 |
45800.0 |
¥2.14M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
44.70465999999999 |
46700.0 |
¥2.09M |
|
| 2021-01-15 |
网格加仓 |
买入 |
43.69364999999999 |
1300.0 |
¥5.7万 |
加仓 |
| 2021-01-19 |
网格止盈 |
卖出 |
47.55239999999999 |
48000.0 |
¥2.28M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
49.89984999999999 |
45400.0 |
¥2.27M |
|
| 2021-01-28 |
网格加仓 |
买入 |
47.02 |
300.0 |
¥1.4万 |
加仓 |
| 2021-03-09 |
网格加仓 |
买入 |
33.43339999999999 |
100.0 |
¥3,344 |
加仓 |
| 2021-11-01 |
网格止盈 |
卖出 |
50.94899999999999 |
45800.0 |
¥2.33M |
止盈触发 |
| 2021-11-03 |
网格首格 |
买入 |
52.23217999999999 |
44100.0 |
¥2.30M |
|
| 2021-11-08 |
网格止盈 |
卖出 |
52.79715 |
44100.0 |
¥2.33M |
止盈触发 |
| 2021-11-09 |
网格首格 |
买入 |
54.5545 |
43000.0 |
¥2.35M |
|
| 2021-11-10 |
网格止盈 |
卖出 |
55.944 |
43000.0 |
¥2.40M |
止盈触发 |
| 2021-11-16 |
网格首格 |
买入 |
57.32727 |
42100.0 |
¥2.41M |
|
| 2021-11-23 |
网格止盈 |
卖出 |
59.830110000000005 |
42100.0 |
¥2.52M |
止盈触发 |
| 2021-11-26 |
网格首格 |
买入 |
59.06901 |
42500.0 |
¥2.51M |
|
| 2021-11-29 |
网格止盈 |
卖出 |
61.21 |
42500.0 |
¥2.60M |
止盈触发 |
| 2021-12-03 |
网格首格 |
买入 |
62.50243999999999 |
41400.0 |
¥2.59M |
|
| 2021-12-06 |
网格加仓 |
买入 |
58.078019999999995 |
300.0 |
¥1.7万 |
加仓 |
| 2022-06-15 |
网格止盈 |
卖出 |
65.80413 |
41700.0 |
¥2.74M |
止盈触发 |
| 2022-06-16 |
网格首格 |
买入 |
65.9659 |
41500.0 |
¥2.74M |
|
| 2022-06-24 |
网格止盈 |
卖出 |
69.94998 |
41500.0 |
¥2.90M |
止盈触发 |
| 2022-07-01 |
网格首格 |
买入 |
68.19812999999999 |
42300.0 |
¥2.89M |
|
| 2022-07-04 |
网格止盈 |
卖出 |
70.75917 |
42300.0 |
¥2.99M |
止盈触发 |
| 2022-07-06 |
网格首格 |
买入 |
71.57149999999999 |
41500.0 |
¥2.97M |
|
| 2022-07-08 |
网格止盈 |
卖出 |
73.926 |
41500.0 |
¥3.07M |
止盈触发 |
| 2022-07-11 |
网格首格 |
买入 |
70.21014 |
43600.0 |
¥3.06M |
|
| 2022-07-12 |
网格止盈 |
卖出 |
73.86606 |
43600.0 |
¥3.22M |
止盈触发 |
| 2022-07-13 |
网格首格 |
买入 |
74.41 |
43900.0 |
¥3.27M |
|
| 2022-07-15 |
网格止盈 |
卖出 |
78.4215 |
43900.0 |
¥3.44M |
止盈触发 |
| 2022-07-20 |
网格首格 |
买入 |
86.30622 |
39300.0 |
¥3.39M |
|
| 2022-08-01 |
网格止盈 |
卖出 |
91.52838 |
39300.0 |
¥3.60M |
止盈触发 |
| 2022-08-02 |
网格首格 |
买入 |
84.96487999999998 |
41300.0 |
¥3.51M |
|
| 2022-08-05 |
网格加仓 |
买入 |
83.083 |
1600.0 |
¥13.3万 |
加仓 |
| 2024-08-15 |
网格加仓 |
买入 |
32.76272999999999 |
100.0 |
¥3,277 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
50.28 |
43000 |
¥2.16M |
回测结束强平 |