601919 中国远洋 — 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: ¥1.56M
策略: 网格交易
K线 & 交易信号(策略收益 +55.82%)
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 18 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 |
2015-03-12 |
6.090033591937843 |
6.293699999999999 |
¥3.3万 |
+3.31% |
网格止盈 |
| 2 |
2015-03-19 |
2015-03-31 |
7.232169000000001 |
7.7922 |
¥7.9万 |
+7.71% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-13 |
7.449674232 |
8.08191 |
¥9.4万 |
+8.45% |
网格止盈 |
| 4 |
2015-04-14 |
2015-04-16 |
8.090506424 |
8.191799999999999 |
¥1.5万 |
+1.22% |
网格止盈 |
| 5 |
2015-04-22 |
2015-04-23 |
10.794017233999996 |
11.6 |
¥8.8万 |
+7.43% |
网格止盈 |
| 6 |
2015-04-24 |
2015-04-27 |
11.514953449999997 |
13.3866 |
¥20.7万 |
+16.22% |
网格止盈 |
| 7 |
2015-04-30 |
2015-05-04 |
14.81924444 |
14.6853 |
¥-1.4万 |
-0.93% |
网格止盈 |
| 8 |
2015-05-05 |
2021-01-11 |
14.707542085279139 |
15.5844 |
¥8.9万 |
+5.93% |
网格止盈 |
| 9 |
2021-01-15 |
2021-04-08 |
15.305766522244463 |
17.35263 |
¥21.2万 |
+13.34% |
网格止盈 |
| 10 |
2021-04-09 |
2021-04-12 |
15.920674769999998 |
16.59339 |
¥7.5万 |
+4.19% |
网格止盈 |
| 11 |
2021-04-14 |
2021-04-19 |
14.508841347 |
14.8851 |
¥4.8万 |
+2.56% |
网格止盈 |
| 12 |
2021-04-20 |
2021-04-23 |
14.81924444 |
15.414569999999998 |
¥7.5万 |
+3.99% |
网格止盈 |
| 13 |
2021-05-11 |
2021-05-18 |
19.985953987999995 |
21.3786 |
¥13.9万 |
+6.94% |
网格止盈 |
| 14 |
2021-05-20 |
2021-05-24 |
21.521509446056335 |
22.56741 |
¥10.3万 |
+4.83% |
网格止盈 |
| 15 |
2021-05-25 |
2021-06-02 |
21.227566359999997 |
22.177799999999998 |
¥9.9万 |
+4.45% |
网格止盈 |
| 16 |
2021-06-03 |
2021-06-10 |
21.180917546023526 |
23.42655 |
¥24.7万 |
+10.57% |
网格止盈 |
| 17 |
2021-06-24 |
2021-06-28 |
26.844861042999995 |
28.971 |
¥20.2万 |
+7.89% |
网格止盈 |
| 18 |
2021-07-09 |
2026-11-13 |
30.50656699582295 |
17.03 |
¥-1.23M |
-44.19% |
强平 |
逐笔成交记录(共 45 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 |
6.09 |
163100.0 |
¥99.4万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
5.795789999999999 |
1000.0 |
¥5,798 |
加仓 |
| 2015-03-12 |
网格止盈 |
卖出 |
6.293699999999999 |
164100.0 |
¥1.03M |
止盈触发 |
| 2015-03-19 |
网格首格 |
买入 |
7.23 |
141400.0 |
¥1.02M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
7.7922 |
141400.0 |
¥1.10M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
7.447439999999999 |
148900.0 |
¥1.11M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
8.08191 |
148900.0 |
¥1.20M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
8.08808 |
148300.0 |
¥1.20M |
|
| 2015-04-16 |
网格止盈 |
卖出 |
8.191799999999999 |
148300.0 |
¥1.21M |
止盈触发 |
| 2015-04-22 |
网格首格 |
买入 |
10.790779999999998 |
109400.0 |
¥1.18M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
11.6 |
109400.0 |
¥1.27M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
11.511499999999998 |
111000.0 |
¥1.28M |
|
| 2015-04-27 |
网格止盈 |
卖出 |
13.3866 |
111000.0 |
¥1.49M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
14.814800000000002 |
99400.0 |
¥1.47M |
|
| 2015-05-04 |
网格止盈 |
卖出 |
14.6853 |
99400.0 |
¥1.46M |
止盈触发 |
| 2015-05-05 |
网格首格 |
买入 |
14.724710000000002 |
101100.0 |
¥1.49M |
|
| 2015-05-07 |
网格加仓 |
买入 |
13.023009999999998 |
900.0 |
¥1.2万 |
加仓 |
| 2015-07-07 |
网格加仓 |
买入 |
8.008 |
100.0 |
¥801 |
加仓 |
| 2021-01-11 |
网格止盈 |
卖出 |
15.5844 |
102100.0 |
¥1.59M |
止盈触发 |
| 2021-01-15 |
网格首格 |
买入 |
15.305289999999998 |
103200.0 |
¥1.58M |
|
| 2021-01-18 |
网格加仓 |
买入 |
14.694679999999996 |
700.0 |
¥1.0万 |
加仓 |
| 2021-04-08 |
网格止盈 |
卖出 |
17.35263 |
103900.0 |
¥1.80M |
止盈触发 |
| 2021-04-09 |
网格首格 |
买入 |
15.915899999999999 |
112300.0 |
¥1.79M |
|
| 2021-04-12 |
网格止盈 |
卖出 |
16.59339 |
112300.0 |
¥1.86M |
止盈触发 |
| 2021-04-14 |
网格首格 |
买入 |
14.504489999999999 |
128900.0 |
¥1.87M |
|
| 2021-04-19 |
网格止盈 |
卖出 |
14.8851 |
128900.0 |
¥1.92M |
止盈触发 |
| 2021-04-20 |
网格首格 |
买入 |
14.8148 |
127500.0 |
¥1.89M |
|
| 2021-04-23 |
网格止盈 |
卖出 |
15.414569999999998 |
127500.0 |
¥1.96M |
止盈触发 |
| 2021-05-11 |
网格首格 |
买入 |
20.019999999999996 |
97500.0 |
¥1.95M |
|
| 2021-05-13 |
网格加仓 |
买入 |
18.418399999999995 |
2500.0 |
¥4.6万 |
加仓 |
| 2021-05-18 |
网格止盈 |
卖出 |
21.3786 |
100000.0 |
¥2.14M |
止盈触发 |
| 2021-05-20 |
网格首格 |
买入 |
21.53151 |
97500.0 |
¥2.10M |
|
| 2021-05-21 |
网格加仓 |
买入 |
20.670649999999995 |
1900.0 |
¥3.9万 |
加仓 |
| 2021-05-24 |
网格止盈 |
卖出 |
22.56741 |
99400.0 |
¥2.24M |
止盈触发 |
| 2021-05-25 |
网格首格 |
买入 |
21.221199999999996 |
104600.0 |
¥2.22M |
|
| 2021-06-02 |
网格止盈 |
卖出 |
22.177799999999998 |
104600.0 |
¥2.32M |
止盈触发 |
| 2021-06-03 |
网格首格 |
买入 |
21.18116 |
109800.0 |
¥2.33M |
|
| 2021-06-04 |
网格加仓 |
买入 |
20.14012 |
700.0 |
¥1.4万 |
加仓 |
| 2021-06-10 |
网格止盈 |
卖出 |
23.42655 |
110500.0 |
¥2.59M |
止盈触发 |
| 2021-06-24 |
网格首格 |
买入 |
26.836809999999996 |
95500.0 |
¥2.56M |
|
| 2021-06-28 |
网格止盈 |
卖出 |
28.971 |
95500.0 |
¥2.77M |
止盈触发 |
| 2021-07-09 |
网格首格 |
买入 |
30.550519999999995 |
89600.0 |
¥2.74M |
|
| 2021-07-12 |
网格加仓 |
买入 |
28.828799999999998 |
1800.0 |
¥5.2万 |
加仓 |
| 2022-08-03 |
网格加仓 |
买入 |
12.952939999999998 |
100.0 |
¥1,296 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
17.03 |
91500 |
¥1.56M |
回测结束强平 |