601888 中国国旅 — 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: ¥89.6万
策略: 网格交易
K线 & 交易信号（策略收益 -10.36%）
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 32 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 |
2015-02-09 |
2015-02-17 |
47.0611141 |
50.14980000000001 |
¥6.5万 |
+6.53% |
网格止盈 |
| 2 |
2015-02-26 |
2015-06-05 |
49.874767942999995 |
62.15 |
¥25.9万 |
+24.57% |
网格止盈 |
| 3 |
2015-06-10 |
2015-06-11 |
67.68790028 |
75.4245 |
¥15.0万 |
+11.40% |
网格止盈 |
| 4 |
2015-06-16 |
2015-06-18 |
69.109746706 |
72.27765 |
¥6.5万 |
+4.55% |
网格止盈 |
| 5 |
2015-06-19 |
2015-07-23 |
68.88344385792826 |
72.927 |
¥9.0万 |
+5.84% |
网格止盈 |
| 6 |
2015-07-24 |
2018-07-17 |
69.89677733665235 |
71.6283 |
¥4.0万 |
+2.45% |
网格止盈 |
| 7 |
2018-07-23 |
2019-04-18 |
73.645637065 |
75.65 |
¥4.5万 |
+2.69% |
网格止盈 |
| 8 |
2019-05-06 |
2019-05-16 |
75.0975225 |
77.90202000000001 |
¥6.1万 |
+3.70% |
网格止盈 |
| 9 |
2019-05-20 |
2019-06-13 |
76.53302302099999 |
79.07085000000001 |
¥5.8万 |
+3.28% |
网格止盈 |
| 10 |
2019-06-24 |
2019-07-01 |
84.980356461 |
89.51039999999999 |
¥9.6万 |
+5.30% |
网格止盈 |
| 11 |
2019-07-04 |
2019-07-29 |
86.29429980829596 |
89.89002 |
¥8.0万 |
+4.14% |
网格止盈 |
| 12 |
2019-08-06 |
2019-08-07 |
82.40701468999998 |
86.08383 |
¥8.5万 |
+4.43% |
网格止盈 |
| 13 |
2019-08-12 |
2019-08-19 |
87.71390627999999 |
91.1088 |
¥8.0万 |
+3.84% |
网格止盈 |
| 14 |
2019-09-10 |
2019-10-09 |
93.811825107 |
96.69321000000001 |
¥6.6万 |
+3.04% |
网格止盈 |
| 15 |
2019-10-15 |
2020-06-01 |
94.72759060171184 |
101.3985 |
¥15.7万 |
+7.01% |
网格止盈 |
| 16 |
2020-06-04 |
2020-06-08 |
101.13133029999999 |
104.9949 |
¥8.9万 |
+3.79% |
网格止盈 |
| 17 |
2020-06-11 |
2020-06-12 |
105.13653149999998 |
107.69219999999999 |
¥5.9万 |
+2.40% |
网格止盈 |
| 18 |
2020-06-23 |
2020-06-30 |
126.36409785999999 |
146.3535 |
¥39.9万 |
+15.78% |
网格止盈 |
| 19 |
2020-07-03 |
2020-07-06 |
166.21584979999997 |
188.04176999999999 |
¥38.3万 |
+13.10% |
网格止盈 |
| 20 |
2020-07-08 |
2020-07-09 |
185.24055549999997 |
190.809 |
¥9.5万 |
+2.98% |
网格止盈 |
| 21 |
2020-07-10 |
2020-07-13 |
191.64887742 |
205.794 |
¥24.6万 |
+7.35% |
网格止盈 |
| 22 |
2020-07-14 |
2020-07-21 |
188.76616482435048 |
193.806 |
¥9.7万 |
+2.64% |
网格止盈 |
| 23 |
2020-07-23 |
2020-07-24 |
204.26526119999997 |
225.774 |
¥38.8万 |
+10.50% |
网格止盈 |
| 24 |
2020-07-27 |
2020-07-29 |
200.26005999999998 |
203.0 |
¥5.4万 |
+1.34% |
网格止盈 |
| 25 |
2020-07-30 |
2020-07-31 |
215.21948648200004 |
224.0 |
¥17.0万 |
+4.05% |
网格止盈 |
| 26 |
2020-08-04 |
2020-12-24 |
233.70164026737964 |
252.74699999999996 |
¥35.5万 |
+8.12% |
网格止盈 |
| 27 |
2020-12-25 |
2020-12-28 |
250.32507499999994 |
263.61612 |
¥24.7万 |
+5.28% |
网格止盈 |
| 28 |
2020-12-30 |
2020-12-31 |
253.42910592999996 |
269.74998 |
¥31.5万 |
+6.41% |
网格止盈 |
| 29 |
2021-01-11 |
2021-01-13 |
290.37708699999996 |
317.682 |
¥49.2万 |
+9.37% |
网格止盈 |
| 30 |
2021-01-14 |
2021-01-26 |
293.58414512330455 |
301.24845 |
¥14.9万 |
+2.58% |
网格止盈 |
| 31 |
2021-01-27 |
2021-02-03 |
299.18973 |
330.34932000000003 |
¥61.5万 |
+10.38% |
网格止盈 |
| 32 |
2021-02-19 |
2026-11-13 |
378.6355154315838 |
51.8 |
¥-5.65M |
-86.32% |
强平 |
逐笔成交记录（共 75 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
网格首格 |
买入 |
47.047 |
21200.0 |
¥99.8万 |
|
| 2015-02-17 |
网格止盈 |
卖出 |
50.14980000000001 |
21200.0 |
¥1.06M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
49.859809999999996 |
21100.0 |
¥1.05M |
|
| 2015-06-05 |
网格止盈 |
卖出 |
62.15 |
21100.0 |
¥1.31M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
67.6676 |
19500.0 |
¥1.32M |
|
| 2015-06-11 |
网格止盈 |
卖出 |
75.4245 |
19500.0 |
¥1.47M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
69.08901999999999 |
20800.0 |
¥1.44M |
|
| 2015-06-18 |
网格止盈 |
卖出 |
72.27765 |
20800.0 |
¥1.50M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
68.9689 |
21900.0 |
¥1.51M |
|
| 2015-06-23 |
网格加仓 |
买入 |
63.052989999999994 |
400.0 |
¥2.5万 |
加仓 |
| 2015-07-23 |
网格止盈 |
卖出 |
72.927 |
22300.0 |
¥1.63M |
止盈触发 |
| 2015-07-24 |
网格首格 |
买入 |
70.07 |
22800.0 |
¥1.60M |
|
| 2015-07-28 |
网格加仓 |
买入 |
60.46039999999999 |
400.0 |
¥2.4万 |
加仓 |
| 2015-07-29 |
网格加仓 |
买入 |
63.2632 |
100.0 |
¥6,328 |
加仓 |
| 2018-07-17 |
网格止盈 |
卖出 |
71.6283 |
23300.0 |
¥1.67M |
止盈触发 |
| 2018-07-23 |
网格首格 |
买入 |
73.62355 |
22600.0 |
¥1.66M |
|
| 2019-04-18 |
网格止盈 |
卖出 |
75.65 |
22600.0 |
¥1.71M |
止盈触发 |
| 2019-05-06 |
网格首格 |
买入 |
75.07499999999999 |
22000.0 |
¥1.65M |
|
| 2019-05-16 |
网格止盈 |
卖出 |
77.90202000000001 |
22000.0 |
¥1.71M |
止盈触发 |
| 2019-05-20 |
网格首格 |
买入 |
76.52645 |
22900.0 |
¥1.75M |
|
| 2019-06-10 |
网格加仓 |
买入 |
74.63456 |
200.0 |
¥1.5万 |
加仓 |
| 2019-06-13 |
网格止盈 |
卖出 |
79.07085000000001 |
23100.0 |
¥1.83M |
止盈触发 |
| 2019-06-24 |
网格首格 |
买入 |
84.95487 |
21400.0 |
¥1.82M |
|
| 2019-07-01 |
网格止盈 |
卖出 |
89.51039999999999 |
21400.0 |
¥1.91M |
止盈触发 |
| 2019-07-04 |
网格首格 |
买入 |
86.33 |
21800.0 |
¥1.88M |
|
| 2019-07-05 |
网格加仓 |
买入 |
83.58349999999999 |
500.0 |
¥4.2万 |
加仓 |
| 2019-07-29 |
网格止盈 |
卖出 |
89.89002 |
22300.0 |
¥2.00M |
止盈触发 |
| 2019-08-06 |
网格首格 |
买入 |
82.38229999999999 |
23300.0 |
¥1.92M |
|
| 2019-08-07 |
网格止盈 |
卖出 |
86.08383 |
23300.0 |
¥2.01M |
止盈触发 |
| 2019-08-12 |
网格首格 |
买入 |
87.68759999999999 |
23800.0 |
¥2.09M |
|
| 2019-08-19 |
网格止盈 |
卖出 |
91.1088 |
23800.0 |
¥2.17M |
止盈触发 |
| 2019-09-10 |
网格首格 |
买入 |
93.78369 |
23100.0 |
¥2.17M |
|
| 2019-10-09 |
网格止盈 |
卖出 |
96.69321000000001 |
23100.0 |
¥2.23M |
止盈触发 |
| 2019-10-15 |
网格首格 |
买入 |
94.72462999999999 |
23500.0 |
¥2.23M |
|
| 2019-10-25 |
网格加仓 |
买入 |
88.71862999999999 |
100.0 |
¥8,875 |
加仓 |
| 2020-06-01 |
网格止盈 |
卖出 |
101.3985 |
23600.0 |
¥2.39M |
止盈触发 |
| 2020-06-04 |
网格首格 |
买入 |
101.101 |
23300.0 |
¥2.36M |
|
| 2020-06-08 |
网格止盈 |
卖出 |
104.9949 |
23300.0 |
¥2.45M |
止盈触发 |
| 2020-06-11 |
网格首格 |
买入 |
105.10499999999998 |
23300.0 |
¥2.45M |
|
| 2020-06-12 |
网格止盈 |
卖出 |
107.69219999999999 |
23300.0 |
¥2.51M |
止盈触发 |
| 2020-06-23 |
网格首格 |
买入 |
126.32619999999997 |
20000.0 |
¥2.53M |
|
| 2020-06-30 |
网格止盈 |
卖出 |
146.3535 |
20000.0 |
¥2.93M |
止盈触发 |
| 2020-07-03 |
网格首格 |
买入 |
166.16599999999997 |
17600.0 |
¥2.93M |
|
| 2020-07-06 |
网格止盈 |
卖出 |
188.04176999999999 |
17600.0 |
¥3.31M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
185.18499999999997 |
17200.0 |
¥3.19M |
|
| 2020-07-09 |
网格止盈 |
卖出 |
190.809 |
17200.0 |
¥3.28M |
止盈触发 |
| 2020-07-10 |
网格首格 |
买入 |
191.5914 |
17500.0 |
¥3.35M |
|
| 2020-07-13 |
网格止盈 |
卖出 |
205.794 |
17500.0 |
¥3.60M |
止盈触发 |
| 2020-07-14 |
网格首格 |
买入 |
189.02883999999997 |
18700.0 |
¥3.54M |
|
| 2020-07-17 |
网格加仓 |
买入 |
180.17999999999998 |
700.0 |
¥12.6万 |
加仓 |
| 2020-07-21 |
网格止盈 |
卖出 |
193.806 |
19400.0 |
¥3.76M |
止盈触发 |
| 2020-07-23 |
网格首格 |
买入 |
204.20399999999998 |
18100.0 |
¥3.70M |
|
| 2020-07-24 |
网格止盈 |
卖出 |
225.774 |
18100.0 |
¥4.09M |
止盈触发 |
| 2020-07-27 |
网格首格 |
买入 |
200.2 |
20200.0 |
¥4.05M |
|
| 2020-07-29 |
网格止盈 |
卖出 |
203.0 |
20200.0 |
¥4.10M |
止盈触发 |
| 2020-07-30 |
网格首格 |
买入 |
215.15494 |
19500.0 |
¥4.20M |
|
| 2020-07-31 |
网格止盈 |
卖出 |
224.0 |
19500.0 |
¥4.37M |
止盈触发 |
| 2020-08-04 |
网格首格 |
买入 |
234.0 |
18200.0 |
¥4.26M |
|
| 2020-08-05 |
网格加仓 |
买入 |
220.21999999999997 |
500.0 |
¥11.0万 |
加仓 |
| 2020-12-24 |
网格止盈 |
卖出 |
252.74699999999996 |
18700.0 |
¥4.72M |
止盈触发 |
| 2020-12-25 |
网格首格 |
买入 |
250.24999999999994 |
18700.0 |
¥4.68M |
|
| 2020-12-28 |
网格止盈 |
卖出 |
263.61612 |
18700.0 |
¥4.93M |
止盈触发 |
| 2020-12-30 |
网格首格 |
买入 |
253.35309999999993 |
19400.0 |
¥4.92M |
|
| 2020-12-31 |
网格止盈 |
卖出 |
269.74998 |
19400.0 |
¥5.23M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
290.28999999999996 |
18100.0 |
¥5.26M |
|
| 2021-01-13 |
网格止盈 |
卖出 |
317.682 |
18100.0 |
¥5.75M |
止盈触发 |
| 2021-01-14 |
网格首格 |
买入 |
293.85355999999996 |
19200.0 |
¥5.64M |
|
| 2021-01-15 |
网格加仓 |
买入 |
279.76949 |
500.0 |
¥14.0万 |
加仓 |
| 2021-01-26 |
网格止盈 |
卖出 |
301.24845 |
19700.0 |
¥5.93M |
止盈触发 |
| 2021-01-27 |
网格首格 |
买入 |
299.1 |
19800.0 |
¥5.92M |
|
| 2021-02-03 |
网格止盈 |
卖出 |
330.34932000000003 |
19800.0 |
¥6.54M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
379.37899999999996 |
17100.0 |
¥6.49M |
|
| 2021-02-23 |
网格加仓 |
买入 |
330.20988 |
100.0 |
¥3.3万 |
加仓 |
| 2021-03-09 |
网格加仓 |
买入 |
280.28 |
100.0 |
¥2.8万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
51.8 |
17300 |
¥89.6万 |
回测结束强平 |