601898 中煤能源 — 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: ¥2.05M
策略: 网格交易
K线 & 交易信号（策略收益 +105.15%）
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 26 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 |
2015-02-06 |
2015-02-27 |
6.047853812 |
6.24375 |
¥3.2万 |
+3.21% |
网格止盈 |
| 2 |
2015-03-03 |
2015-03-17 |
6.366020072758024 |
6.58341 |
¥3.5万 |
+3.38% |
网格止盈 |
| 3 |
2015-03-26 |
2015-03-31 |
6.728738015999999 |
7.1128800000000005 |
¥6.0万 |
+5.68% |
网格止盈 |
| 4 |
2015-04-01 |
2015-04-03 |
6.888946063999999 |
7.01298 |
¥2.0万 |
+1.77% |
网格止盈 |
| 5 |
2015-04-10 |
2015-04-14 |
7.099219127 |
7.3726199999999995 |
¥4.3万 |
+3.82% |
网格止盈 |
| 6 |
2015-04-16 |
2015-04-17 |
7.20936216 |
7.582409999999999 |
¥6.1万 |
+5.14% |
网格止盈 |
| 7 |
2015-04-23 |
2015-04-28 |
8.691286603999998 |
9.18081 |
¥7.0万 |
+5.60% |
网格止盈 |
| 8 |
2015-04-29 |
2015-06-09 |
9.711883485940398 |
10.32966 |
¥8.4万 |
+6.33% |
网格止盈 |
| 9 |
2015-06-11 |
2015-06-15 |
11.114433329999999 |
11.658329999999998 |
¥6.6万 |
+4.86% |
网格止盈 |
| 10 |
2015-06-16 |
2015-06-17 |
10.924186273 |
11.23875 |
¥4.1万 |
+2.85% |
网格止盈 |
| 11 |
2015-06-19 |
2015-06-25 |
11.522673398877862 |
13.016969999999999 |
¥19.5万 |
+12.93% |
网格止盈 |
| 12 |
2015-06-26 |
2024-01-30 |
11.830897719417473 |
12.287700000000001 |
¥6.5万 |
+3.83% |
网格止盈 |
| 13 |
2024-01-31 |
2024-02-06 |
11.815343539999999 |
12.30768 |
¥7.2万 |
+4.14% |
网格止盈 |
| 14 |
2024-02-07 |
2024-02-20 |
11.985564591 |
12.777209999999998 |
¥12.0万 |
+6.57% |
网格止盈 |
| 15 |
2024-02-27 |
2024-03-08 |
12.376071707999998 |
12.73725 |
¥5.6万 |
+2.89% |
网格止盈 |
| 16 |
2024-03-11 |
2024-05-30 |
12.409760201191151 |
12.83 |
¥6.8万 |
+3.36% |
网格止盈 |
| 17 |
2024-06-04 |
2024-08-16 |
12.961863479782606 |
13.34664 |
¥6.1万 |
+2.94% |
网格止盈 |
| 18 |
2024-08-22 |
2024-08-27 |
12.776591828 |
13.19 |
¥6.9万 |
+3.20% |
网格止盈 |
| 19 |
2024-09-02 |
2024-09-03 |
13.277241977999996 |
13.97601 |
¥11.6万 |
+5.23% |
网格止盈 |
| 20 |
2024-09-04 |
2024-09-26 |
13.507749772019105 |
13.93605 |
¥7.3万 |
+3.14% |
网格止盈 |
| 21 |
2024-10-09 |
2025-11-06 |
14.235399682298223 |
14.80518 |
¥9.6万 |
+3.97% |
网格止盈 |
| 22 |
2025-11-13 |
2026-02-25 |
14.43365426792383 |
14.89509 |
¥7.9万 |
+3.17% |
网格止盈 |
| 23 |
2026-02-27 |
2026-03-02 |
14.618984379999995 |
15.984 |
¥24.0万 |
+9.30% |
网格止盈 |
| 24 |
2026-03-04 |
2026-03-10 |
17.0221051 |
16.44 |
¥-9.4万 |
-3.45% |
网格止盈 |
| 25 |
2026-03-11 |
2026-03-12 |
16.851884048999995 |
18.341639999999998 |
¥24.0万 |
+8.81% |
网格止盈 |
| 26 |
2026-03-16 |
2026-11-13 |
18.8427158716493 |
13.03 |
¥-91.6万 |
-30.87% |
强平 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-06 |
网格首格 |
买入 |
6.04604 |
163900.0 |
¥99.1万 |
|
| 2015-02-27 |
网格止盈 |
卖出 |
6.24375 |
163900.0 |
¥1.02M |
止盈触发 |
| 2015-03-03 |
网格首格 |
买入 |
6.366359999999999 |
160600.0 |
¥1.02M |
|
| 2015-03-06 |
网格加仓 |
买入 |
6.1061 |
1400.0 |
¥8,551 |
加仓 |
| 2015-03-17 |
网格止盈 |
卖出 |
6.58341 |
162000.0 |
¥1.07M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
6.726719999999999 |
157500.0 |
¥1.06M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
7.1128800000000005 |
157500.0 |
¥1.12M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
6.88688 |
163200.0 |
¥1.12M |
|
| 2015-04-03 |
网格止盈 |
卖出 |
7.01298 |
163200.0 |
¥1.14M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
7.09709 |
160000.0 |
¥1.14M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
7.3726199999999995 |
160000.0 |
¥1.18M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
7.2072 |
163300.0 |
¥1.18M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
7.582409999999999 |
163300.0 |
¥1.24M |
止盈触发 |
| 2015-04-23 |
网格首格 |
买入 |
8.688679999999998 |
143400.0 |
¥1.25M |
|
| 2015-04-28 |
网格止盈 |
卖出 |
9.18081 |
143400.0 |
¥1.32M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
9.71971 |
133200.0 |
¥1.30M |
|
| 2015-05-04 |
网格加仓 |
买入 |
9.17917 |
2700.0 |
¥2.5万 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
10.32966 |
135900.0 |
¥1.40M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
11.111099999999999 |
122500.0 |
¥1.36M |
|
| 2015-06-15 |
网格止盈 |
卖出 |
11.658329999999998 |
122500.0 |
¥1.43M |
止盈触发 |
| 2015-06-16 |
网格首格 |
买入 |
10.92091 |
130800.0 |
¥1.43M |
|
| 2015-06-17 |
网格止盈 |
卖出 |
11.23875 |
130800.0 |
¥1.47M |
止盈触发 |
| 2015-06-19 |
网格首格 |
买入 |
11.541529999999998 |
127000.0 |
¥1.47M |
|
| 2015-06-23 |
网格加仓 |
买入 |
10.8108 |
4000.0 |
¥4.3万 |
加仓 |
| 2015-06-25 |
网格止盈 |
卖出 |
13.016969999999999 |
131000.0 |
¥1.70M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
11.891879999999999 |
135300.0 |
¥1.61M |
|
| 2015-06-30 |
网格加仓 |
买入 |
10.9109 |
8600.0 |
¥9.4万 |
加仓 |
| 2015-07-02 |
网格加仓 |
买入 |
9.98998 |
200.0 |
¥1,999 |
加仓 |
| 2015-07-07 |
网格加仓 |
买入 |
7.007 |
100.0 |
¥701 |
加仓 |
| 2024-01-30 |
网格止盈 |
卖出 |
12.287700000000001 |
144200.0 |
¥1.77M |
止盈触发 |
| 2024-01-31 |
网格首格 |
买入 |
11.8118 |
147200.0 |
¥1.74M |
|
| 2024-02-06 |
网格止盈 |
卖出 |
12.30768 |
147200.0 |
¥1.81M |
止盈触发 |
| 2024-02-07 |
网格首格 |
买入 |
11.981969999999999 |
152300.0 |
¥1.83M |
|
| 2024-02-20 |
网格止盈 |
卖出 |
12.777209999999998 |
152300.0 |
¥1.95M |
止盈触发 |
| 2024-02-27 |
网格首格 |
买入 |
12.372359999999999 |
156800.0 |
¥1.94M |
|
| 2024-03-08 |
网格止盈 |
卖出 |
12.73725 |
156800.0 |
¥2.00M |
止盈触发 |
| 2024-03-11 |
网格首格 |
买入 |
12.4124 |
160500.0 |
¥1.99M |
|
| 2024-03-12 |
网格加仓 |
买入 |
11.94193 |
2200.0 |
¥2.6万 |
加仓 |
| 2024-05-30 |
网格止盈 |
卖出 |
12.83 |
162700.0 |
¥2.09M |
止盈触发 |
| 2024-06-04 |
网格首格 |
买入 |
12.962949999999998 |
159000.0 |
¥2.06M |
|
| 2024-06-18 |
网格加仓 |
买入 |
12.56255 |
2000.0 |
¥2.5万 |
加仓 |
| 2024-08-16 |
网格止盈 |
卖出 |
13.34664 |
161000.0 |
¥2.15M |
止盈触发 |
| 2024-08-22 |
网格首格 |
买入 |
12.77276 |
167600.0 |
¥2.14M |
|
| 2024-08-27 |
网格止盈 |
卖出 |
13.19 |
167600.0 |
¥2.21M |
止盈触发 |
| 2024-09-02 |
网格首格 |
买入 |
13.273259999999997 |
166500.0 |
¥2.21M |
|
| 2024-09-03 |
网格止盈 |
卖出 |
13.97601 |
166500.0 |
¥2.33M |
止盈触发 |
| 2024-09-04 |
网格首格 |
买入 |
13.513499999999999 |
170200.0 |
¥2.30M |
|
| 2024-09-10 |
网格加仓 |
买入 |
12.84283 |
2400.0 |
¥3.1万 |
加仓 |
| 2024-09-12 |
网格加仓 |
买入 |
12.682669999999998 |
100.0 |
¥1,269 |
加仓 |
| 2024-09-26 |
网格止盈 |
卖出 |
13.93605 |
172700.0 |
¥2.41M |
止盈触发 |
| 2024-10-09 |
网格首格 |
买入 |
14.25 |
164700.0 |
¥2.35M |
|
| 2024-10-10 |
网格加仓 |
买入 |
13.513499999999999 |
4200.0 |
¥5.7万 |
加仓 |
| 2024-10-24 |
网格加仓 |
买入 |
13.293279999999998 |
100.0 |
¥1,330 |
加仓 |
| 2025-11-06 |
网格止盈 |
卖出 |
14.80518 |
169000.0 |
¥2.50M |
止盈触发 |
| 2025-11-13 |
网格首格 |
买入 |
14.434419999999998 |
171900.0 |
¥2.48M |
|
| 2025-11-25 |
网格加仓 |
买入 |
13.803789999999998 |
1400.0 |
¥1.9万 |
加仓 |
| 2026-02-25 |
网格止盈 |
卖出 |
14.89509 |
173300.0 |
¥2.58M |
止盈触发 |
| 2026-02-27 |
网格首格 |
买入 |
14.614599999999998 |
176400.0 |
¥2.58M |
|
| 2026-03-02 |
网格止盈 |
卖出 |
15.984 |
176400.0 |
¥2.82M |
止盈触发 |
| 2026-03-04 |
网格首格 |
买入 |
17.017 |
160600.0 |
¥2.73M |
|
| 2026-03-10 |
网格止盈 |
卖出 |
16.44 |
160600.0 |
¥2.64M |
止盈触发 |
| 2026-03-11 |
网格首格 |
买入 |
16.846829999999997 |
161700.0 |
¥2.72M |
|
| 2026-03-12 |
网格止盈 |
卖出 |
18.341639999999998 |
161700.0 |
¥2.96M |
止盈触发 |
| 2026-03-16 |
网格首格 |
买入 |
18.83882 |
157100.0 |
¥2.96M |
|
| 2026-03-17 |
网格加仓 |
买入 |
17.917899999999996 |
300.0 |
¥5,377 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
13.03 |
157400 |
¥2.05M |
回测结束强平 |