601698 中国卫通 — 网格交易 回测明细
数据区间: 2019-06-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.60M
策略: 网格交易
K线 & 交易信号(策略收益 +59.81%)
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 16 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 |
2019-07-30 |
2019-08-07 |
10.673861198 |
10.989 |
¥2.9万 |
+2.92% |
网格止盈 |
| 2 |
2019-08-08 |
2019-08-29 |
10.343623494429576 |
10.97901 |
¥6.3万 |
+6.11% |
网格止盈 |
| 3 |
2019-08-30 |
2019-09-02 |
10.673861197999999 |
12.75723 |
¥21.0万 |
+19.48% |
网格止盈 |
| 4 |
2019-09-11 |
2020-02-07 |
15.086923838064962 |
17.21277 |
¥18.3万 |
+14.06% |
网格止盈 |
| 5 |
2020-02-11 |
2020-02-14 |
18.096182836439024 |
19.989990000000002 |
¥15.5万 |
+10.43% |
网格止盈 |
| 6 |
2020-02-17 |
2020-02-19 |
19.695576901 |
20.5794 |
¥7.3万 |
+4.46% |
网格止盈 |
| 7 |
2020-02-21 |
2020-07-09 |
19.64309772913433 |
23.18 |
¥30.7万 |
+17.97% |
网格止盈 |
| 8 |
2020-07-13 |
2020-07-15 |
23.029906899999997 |
24.65532 |
¥13.6万 |
+7.03% |
网格止盈 |
| 9 |
2020-07-16 |
2020-07-21 |
22.0866820174 |
24.065910000000002 |
¥19.2万 |
+8.93% |
网格止盈 |
| 10 |
2020-07-22 |
2020-08-04 |
22.979841885 |
25.974 |
¥30.5万 |
+13.00% |
网格止盈 |
| 11 |
2020-08-05 |
2020-08-06 |
24.191415247999995 |
25.194779999999998 |
¥10.6万 |
+4.12% |
网格止盈 |
| 12 |
2020-08-07 |
2024-11-14 |
25.50515643994542 |
26.81316 |
¥14.1万 |
+5.10% |
网格止盈 |
| 13 |
2024-11-15 |
2025-09-01 |
23.889266897786477 |
24.7752 |
¥10.7万 |
+3.68% |
网格止盈 |
| 14 |
2025-09-02 |
2025-12-19 |
23.837741677749996 |
24.4755 |
¥7.9万 |
+2.64% |
网格止盈 |
| 15 |
2025-12-24 |
2025-12-25 |
23.240179963 |
24.515459999999997 |
¥16.6万 |
+5.46% |
网格止盈 |
| 16 |
2026-01-14 |
2026-11-13 |
44.377629296 |
21.81 |
¥-1.65M |
-50.87% |
强平 |
逐笔成交记录(共 42 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-07-30 |
网格首格 |
买入 |
10.67066 |
92700.0 |
¥98.9万 |
|
| 2019-08-07 |
网格止盈 |
卖出 |
10.989 |
92700.0 |
¥1.02M |
止盈触发 |
| 2019-08-08 |
网格首格 |
买入 |
10.35034 |
98100.0 |
¥1.02M |
|
| 2019-08-12 |
网格加仓 |
买入 |
9.59959 |
1300.0 |
¥1.2万 |
加仓 |
| 2019-08-29 |
网格止盈 |
卖出 |
10.97901 |
99400.0 |
¥1.09M |
止盈触发 |
| 2019-08-30 |
网格首格 |
买入 |
10.67066 |
100800.0 |
¥1.08M |
|
| 2019-09-02 |
网格止盈 |
卖出 |
12.75723 |
100800.0 |
¥1.29M |
止盈触发 |
| 2019-09-11 |
网格首格 |
买入 |
15.095079999999998 |
84800.0 |
¥1.28M |
|
| 2019-09-12 |
网格加仓 |
买入 |
14.314300000000001 |
1400.0 |
¥2.0万 |
加仓 |
| 2020-02-07 |
网格止盈 |
卖出 |
17.21277 |
86200.0 |
¥1.48M |
止盈触发 |
| 2020-02-11 |
网格首格 |
买入 |
18.1181 |
80400.0 |
¥1.46M |
|
| 2020-02-12 |
网格加仓 |
买入 |
16.716699999999996 |
1600.0 |
¥2.7万 |
加仓 |
| 2020-02-14 |
网格止盈 |
卖出 |
19.989990000000002 |
82000.0 |
¥1.64M |
止盈触发 |
| 2020-02-17 |
网格首格 |
买入 |
19.68967 |
82700.0 |
¥1.63M |
|
| 2020-02-19 |
网格止盈 |
卖出 |
20.5794 |
82700.0 |
¥1.70M |
止盈触发 |
| 2020-02-21 |
网格首格 |
买入 |
19.65964 |
85500.0 |
¥1.68M |
|
| 2020-02-27 |
网格加仓 |
买入 |
18.43842 |
1600.0 |
¥3.0万 |
加仓 |
| 2020-07-09 |
网格止盈 |
卖出 |
23.18 |
87100.0 |
¥2.02M |
止盈触发 |
| 2020-07-13 |
网格首格 |
买入 |
23.022999999999996 |
83900.0 |
¥1.93M |
|
| 2020-07-15 |
网格止盈 |
卖出 |
24.65532 |
83900.0 |
¥2.07M |
止盈触发 |
| 2020-07-16 |
网格首格 |
买入 |
22.11209 |
94900.0 |
¥2.10M |
|
| 2020-07-17 |
网格加仓 |
买入 |
20.91089 |
2600.0 |
¥5.4万 |
加仓 |
| 2020-07-21 |
网格止盈 |
卖出 |
24.065910000000002 |
97500.0 |
¥2.35M |
止盈触发 |
| 2020-07-22 |
网格首格 |
买入 |
22.972949999999997 |
102100.0 |
¥2.35M |
|
| 2020-08-04 |
网格止盈 |
卖出 |
25.974 |
102100.0 |
¥2.65M |
止盈触发 |
| 2020-08-05 |
网格首格 |
买入 |
24.184159999999995 |
106300.0 |
¥2.57M |
|
| 2020-08-06 |
网格止盈 |
卖出 |
25.194779999999998 |
106300.0 |
¥2.68M |
止盈触发 |
| 2020-08-07 |
网格首格 |
买入 |
25.535509999999995 |
105700.0 |
¥2.70M |
|
| 2020-08-12 |
网格加仓 |
买入 |
23.8238 |
2400.0 |
¥5.7万 |
加仓 |
| 2024-11-14 |
网格止盈 |
卖出 |
26.81316 |
108100.0 |
¥2.90M |
止盈触发 |
| 2024-11-15 |
网格首格 |
买入 |
24.023999999999997 |
113400.0 |
¥2.73M |
|
| 2024-11-20 |
网格加仓 |
买入 |
21.87185 |
7700.0 |
¥16.8万 |
加仓 |
| 2024-11-25 |
网格加仓 |
买入 |
20.8208 |
200.0 |
¥4,165 |
加仓 |
| 2025-09-01 |
网格止盈 |
卖出 |
24.7752 |
121300.0 |
¥3.00M |
止盈触发 |
| 2025-09-02 |
网格首格 |
买入 |
23.833809999999996 |
125500.0 |
¥2.99M |
|
| 2025-09-03 |
网格加仓 |
买入 |
23.022999999999996 |
500.0 |
¥1.2万 |
加仓 |
| 2025-12-19 |
网格止盈 |
卖出 |
24.4755 |
126000.0 |
¥3.08M |
止盈触发 |
| 2025-12-24 |
网格首格 |
买入 |
23.23321 |
130700.0 |
¥3.04M |
|
| 2025-12-25 |
网格止盈 |
卖出 |
24.515459999999997 |
130700.0 |
¥3.20M |
止盈触发 |
| 2026-01-14 |
网格首格 |
买入 |
44.84479999999999 |
66800.0 |
¥3.00M |
|
| 2026-01-16 |
网格加仓 |
买入 |
39.349309999999996 |
6400.0 |
¥25.2万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
21.81 |
73200 |
¥1.60M |
回测结束强平 |