601728 中国电信 — 网格交易 回测明细
数据区间: 2021-08-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.19M
策略: 网格交易
K线 & 交易信号(策略收益 +19.26%)
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 8 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 |
2021-09-23 |
2023-01-30 |
4.594262828724264 |
4.975020000000001 |
¥8.3万 |
+8.26% |
网格止盈 |
| 2 |
2023-02-07 |
2023-02-16 |
5.045671247399998 |
5.264729999999998 |
¥4.7万 |
+4.31% |
网格止盈 |
| 3 |
2023-02-23 |
2023-03-01 |
5.587255673999999 |
5.774220000000001 |
¥3.7万 |
+3.32% |
网格止盈 |
| 4 |
2023-03-07 |
2023-03-10 |
6.338230899 |
6.6733199999999995 |
¥6.0万 |
+5.26% |
网格止盈 |
| 5 |
2023-03-15 |
2025-02-11 |
7.278668313781472 |
7.572419999999999 |
¥4.9万 |
+4.00% |
网格止盈 |
| 6 |
2025-02-12 |
2025-02-18 |
7.730038315999998 |
8.14185 |
¥6.7万 |
+5.30% |
网格止盈 |
| 7 |
2025-02-20 |
2025-02-24 |
7.970350387999998 |
8.5914 |
¥10.3万 |
+7.76% |
网格止盈 |
| 8 |
2025-02-27 |
2026-11-13 |
8.079037391480982 |
6.67 |
¥-25.2万 |
-17.47% |
强平 |
逐笔成交记录(共 21 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2021-09-23 |
网格首格 |
买入 |
4.594589999999999 |
215200.0 |
¥98.9万 |
|
| 2021-09-27 |
网格加仓 |
买入 |
4.44 |
2400.0 |
¥1.1万 |
加仓 |
| 2023-01-30 |
网格止盈 |
卖出 |
4.975020000000001 |
217600.0 |
¥1.08M |
止盈触发 |
| 2023-02-07 |
网格首格 |
买入 |
5.045039999999999 |
213600.0 |
¥1.08M |
|
| 2023-02-09 |
网格加仓 |
买入 |
4.834829999999999 |
900.0 |
¥4,353 |
加仓 |
| 2023-02-16 |
网格止盈 |
卖出 |
5.264729999999998 |
214500.0 |
¥1.13M |
止盈触发 |
| 2023-02-23 |
网格首格 |
买入 |
5.585579999999999 |
198100.0 |
¥1.11M |
|
| 2023-03-01 |
网格止盈 |
卖出 |
5.774220000000001 |
198100.0 |
¥1.14M |
止盈触发 |
| 2023-03-07 |
网格首格 |
买入 |
6.33633 |
181000.0 |
¥1.15M |
|
| 2023-03-10 |
网格止盈 |
卖出 |
6.6733199999999995 |
181000.0 |
¥1.21M |
止盈触发 |
| 2023-03-15 |
网格首格 |
买入 |
7.277269999999999 |
167800.0 |
¥1.22M |
|
| 2023-03-17 |
网格加仓 |
买入 |
7.057049999999999 |
600.0 |
¥4,236 |
加仓 |
| 2025-02-11 |
网格止盈 |
卖出 |
7.572419999999999 |
168400.0 |
¥1.27M |
止盈触发 |
| 2025-02-12 |
网格首格 |
买入 |
7.727719999999999 |
162900.0 |
¥1.26M |
|
| 2025-02-18 |
网格止盈 |
卖出 |
8.14185 |
162900.0 |
¥1.33M |
止盈触发 |
| 2025-02-20 |
网格首格 |
买入 |
7.967959999999999 |
165900.0 |
¥1.32M |
|
| 2025-02-24 |
网格止盈 |
卖出 |
8.5914 |
165900.0 |
¥1.42M |
止盈触发 |
| 2025-02-27 |
网格首格 |
买入 |
8.078069999999999 |
178600.0 |
¥1.44M |
|
| 2025-03-03 |
网格加仓 |
买入 |
7.8077999999999985 |
100.0 |
¥781 |
加仓 |
| 2026-02-03 |
网格加仓 |
买入 |
5.74574 |
100.0 |
¥575 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
6.67 |
178800 |
¥1.19M |
回测结束强平 |