601881 中国银河 — 网格交易 回测明细
数据区间: 2017-01-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.23M
策略: 网格交易
K线 & 交易信号（策略收益 +22.57%）
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 15 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 |
2017-03-01 |
2017-03-17 |
13.81794414 |
15.2847 |
¥10.6万 |
+10.58% |
网格止盈 |
| 2 |
2017-03-20 |
2017-03-28 |
14.118334229999999 |
14.47551 |
¥2.8万 |
+2.50% |
网格止盈 |
| 3 |
2017-03-29 |
2017-08-31 |
14.547305950956355 |
15.394589999999999 |
¥6.6万 |
+5.79% |
网格止盈 |
| 4 |
2017-09-04 |
2017-09-19 |
15.60192750783333 |
16.16382 |
¥4.3万 |
+3.57% |
网格止盈 |
| 5 |
2017-09-20 |
2020-07-09 |
15.518903024624999 |
16.183799999999998 |
¥5.3万 |
+4.25% |
网格止盈 |
| 6 |
2020-07-10 |
2024-10-09 |
15.681455025599998 |
15.984 |
¥2.5万 |
+1.90% |
网格止盈 |
| 7 |
2024-10-11 |
2024-10-14 |
14.538880355999998 |
14.994990000000001 |
¥4.0万 |
+3.11% |
网格止盈 |
| 8 |
2024-10-15 |
2024-11-05 |
14.512863664444442 |
14.965019999999999 |
¥4.2万 |
+3.08% |
网格止盈 |
| 9 |
2024-11-07 |
2024-11-08 |
15.710401706999997 |
17.1828 |
¥12.9万 |
+9.34% |
网格止盈 |
| 10 |
2024-11-11 |
2025-02-28 |
16.008518971005227 |
17.4825 |
¥14.0万 |
+9.17% |
网格止盈 |
| 11 |
2025-03-03 |
2025-03-13 |
16.400472693713162 |
17.16282 |
¥7.7万 |
+4.62% |
网格止盈 |
| 12 |
2025-03-14 |
2025-03-17 |
17.602859273999997 |
18.29169 |
¥6.8万 |
+3.88% |
网格止盈 |
| 13 |
2025-03-19 |
2025-08-18 |
17.75061713645161 |
18.3816 |
¥6.4万 |
+3.52% |
网格止盈 |
| 14 |
2025-08-22 |
2025-08-25 |
18.073470415 |
19.0809 |
¥10.4万 |
+5.54% |
网格止盈 |
| 15 |
2025-08-27 |
2026-11-13 |
18.661910958189086 |
11.53 |
¥-75.8万 |
-38.23% |
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 |
|---|
| 2017-03-01 |
网格首格 |
买入 |
13.813799999999999 |
72300.0 |
¥99.9万 |
|
| 2017-03-17 |
网格止盈 |
卖出 |
15.2847 |
72300.0 |
¥1.10M |
止盈触发 |
| 2017-03-20 |
网格首格 |
买入 |
14.114099999999999 |
78100.0 |
¥1.10M |
|
| 2017-03-28 |
网格止盈 |
卖出 |
14.47551 |
78100.0 |
¥1.13M |
止盈触发 |
| 2017-03-29 |
网格首格 |
买入 |
14.55 |
77500.0 |
¥1.13M |
|
| 2017-03-30 |
网格加仓 |
买入 |
13.3133 |
300.0 |
¥3,995 |
加仓 |
| 2017-04-17 |
网格加仓 |
买入 |
12.762749999999999 |
100.0 |
¥1,277 |
加仓 |
| 2017-08-31 |
网格止盈 |
卖出 |
15.394589999999999 |
77900.0 |
¥1.20M |
止盈触发 |
| 2017-09-04 |
网格首格 |
买入 |
15.605589999999998 |
76000.0 |
¥1.19M |
|
| 2017-09-11 |
网格加仓 |
买入 |
14.804789999999999 |
800.0 |
¥1.2万 |
加仓 |
| 2017-09-19 |
网格止盈 |
卖出 |
16.16382 |
76800.0 |
¥1.24M |
止盈触发 |
| 2017-09-20 |
网格首格 |
买入 |
15.525509999999997 |
79000.0 |
¥1.23M |
|
| 2017-09-25 |
网格加仓 |
买入 |
14.624609999999997 |
1000.0 |
¥1.5万 |
加仓 |
| 2020-07-09 |
网格止盈 |
卖出 |
16.183799999999998 |
80000.0 |
¥1.29M |
止盈触发 |
| 2020-07-10 |
网格首格 |
买入 |
15.695679999999998 |
80100.0 |
¥1.26M |
|
| 2020-07-13 |
网格加仓 |
买入 |
15.045029999999997 |
2400.0 |
¥3.6万 |
加仓 |
| 2024-10-09 |
网格止盈 |
卖出 |
15.984 |
82500.0 |
¥1.32M |
止盈触发 |
| 2024-10-11 |
网格首格 |
买入 |
14.534519999999999 |
89300.0 |
¥1.30M |
|
| 2024-10-14 |
网格止盈 |
卖出 |
14.994990000000001 |
89300.0 |
¥1.34M |
止盈触发 |
| 2024-10-15 |
网格首格 |
买入 |
14.514499999999996 |
91600.0 |
¥1.33M |
|
| 2024-10-17 |
网格加仓 |
买入 |
14.234219999999999 |
2000.0 |
¥2.8万 |
加仓 |
| 2024-11-05 |
网格止盈 |
卖出 |
14.965019999999999 |
93600.0 |
¥1.40M |
止盈触发 |
| 2024-11-07 |
网格首格 |
买入 |
15.705689999999997 |
88200.0 |
¥1.39M |
|
| 2024-11-08 |
网格止盈 |
卖出 |
17.1828 |
88200.0 |
¥1.52M |
止盈触发 |
| 2024-11-11 |
网格首格 |
买入 |
16.016 |
93300.0 |
¥1.49M |
|
| 2024-11-19 |
网格加仓 |
买入 |
15.505489999999996 |
2300.0 |
¥3.6万 |
加仓 |
| 2025-02-28 |
网格止盈 |
卖出 |
17.4825 |
95600.0 |
¥1.67M |
止盈触发 |
| 2025-03-03 |
网格首格 |
买入 |
16.40639 |
99900.0 |
¥1.64M |
|
| 2025-03-05 |
网格加仓 |
买入 |
15.825809999999999 |
1900.0 |
¥3.0万 |
加仓 |
| 2025-03-13 |
网格止盈 |
卖出 |
17.16282 |
101800.0 |
¥1.75M |
止盈触发 |
| 2025-03-14 |
网格首格 |
买入 |
17.597579999999997 |
99100.0 |
¥1.74M |
|
| 2025-03-17 |
网格止盈 |
卖出 |
18.29169 |
99100.0 |
¥1.81M |
止盈触发 |
| 2025-03-19 |
网格首格 |
买入 |
17.747729999999997 |
101900.0 |
¥1.81M |
|
| 2025-03-24 |
网格加仓 |
买入 |
17.29728 |
300.0 |
¥5,191 |
加仓 |
| 2025-04-01 |
网格加仓 |
买入 |
16.606589999999997 |
100.0 |
¥1,661 |
加仓 |
| 2025-08-18 |
网格止盈 |
卖出 |
18.3816 |
102300.0 |
¥1.88M |
止盈触发 |
| 2025-08-22 |
网格首格 |
买入 |
18.06805 |
103700.0 |
¥1.87M |
|
| 2025-08-25 |
网格止盈 |
卖出 |
19.0809 |
103700.0 |
¥1.98M |
止盈触发 |
| 2025-08-27 |
网格首格 |
买入 |
18.65864 |
106000.0 |
¥1.98M |
|
| 2025-08-28 |
网格加仓 |
买入 |
18.08807 |
200.0 |
¥3,619 |
加仓 |
| 2025-09-04 |
网格加仓 |
买入 |
17.327309999999997 |
100.0 |
¥1,733 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
11.53 |
106300 |
¥1.23M |
回测结束强平 |