601939 建设银行 — 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: ¥2.04M
策略: 网格交易
K线 & 交易信号（策略收益 +104.34%）
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 24 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 |
2015-02-04 |
2015-03-19 |
5.827439374166666 |
6.103890000000001 |
¥4.7万 |
+4.71% |
网格止盈 |
| 2 |
2015-03-26 |
2015-03-31 |
5.937710778999999 |
6.273719999999999 |
¥5.8万 |
+5.63% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-09 |
6.107931829999998 |
6.36363 |
¥4.6万 |
+4.16% |
网格止盈 |
| 4 |
2015-04-16 |
2015-06-09 |
7.017234612192682 |
7.40259 |
¥6.3万 |
+5.46% |
网格止盈 |
| 5 |
2015-06-11 |
2015-07-08 |
7.168760112985824 |
6.993000000000001 |
¥-3.0万 |
-2.48% |
网格止盈 |
| 6 |
2015-07-09 |
2015-07-13 |
6.8488940519999995 |
6.94305 |
¥1.6万 |
+1.34% |
网格止盈 |
| 7 |
2015-07-14 |
2017-08-03 |
6.683414534454038 |
6.883109999999999 |
¥3.5万 |
+2.96% |
网格止盈 |
| 8 |
2017-08-10 |
2017-08-24 |
6.688686003999999 |
6.8931 |
¥3.7万 |
+3.03% |
网格止盈 |
| 9 |
2017-08-31 |
2017-10-19 |
7.020943399668875 |
7.2 |
¥3.2万 |
+2.52% |
网格止盈 |
| 10 |
2017-11-02 |
2017-11-23 |
7.068637407810297 |
7.36263 |
¥5.4万 |
+4.13% |
网格止盈 |
| 11 |
2017-11-28 |
2017-12-26 |
7.160501233055349 |
7.402590000000001 |
¥4.6万 |
+3.35% |
网格止盈 |
| 12 |
2018-01-04 |
2018-01-16 |
7.762327999999999 |
8.05194 |
¥5.2万 |
+3.70% |
网格止盈 |
| 13 |
2018-01-26 |
2018-02-06 |
9.442261828999998 |
9.600389999999999 |
¥2.4万 |
+1.64% |
网格止盈 |
| 14 |
2018-02-08 |
2025-04-16 |
8.712223348392815 |
8.991 |
¥4.7万 |
+3.17% |
网格止盈 |
| 15 |
2025-05-06 |
2025-06-24 |
9.071780718000001 |
9.390600000000001 |
¥5.3万 |
+3.48% |
网格止盈 |
| 16 |
2025-06-30 |
2025-07-02 |
9.342131798999999 |
9.74025 |
¥6.6万 |
+4.23% |
网格止盈 |
| 17 |
2025-07-16 |
2026-05-22 |
9.711809032545451 |
10.039950000000001 |
¥5.5万 |
+3.35% |
网格止盈 |
| 18 |
2026-05-29 |
2026-06-09 |
10.023016002999999 |
10.2 |
¥2.9万 |
+1.74% |
网格止盈 |
| 19 |
2026-06-16 |
2026-07-29 |
10.298489877077426 |
10.60938 |
¥5.2万 |
+2.99% |
网格止盈 |
| 20 |
2026-08-04 |
2026-08-25 |
10.308351821128472 |
10.669319999999999 |
¥6.2万 |
+3.47% |
网格止盈 |
| 21 |
2026-09-08 |
2026-09-14 |
10.673861198 |
11.03895 |
¥6.2万 |
+3.39% |
网格止盈 |
| 22 |
2026-09-17 |
2026-10-09 |
10.824056243 |
11.128860000000001 |
¥5.3万 |
+2.79% |
网格止盈 |
| 23 |
2026-10-26 |
2026-10-27 |
11.244602368999999 |
11.49849 |
¥4.3万 |
+2.23% |
网格止盈 |
| 24 |
2026-11-04 |
2026-11-10 |
11.755265521999998 |
12.00798 |
¥4.2万 |
+2.12% |
网格止盈 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
网格首格 |
买入 |
5.825819999999999 |
171500.0 |
¥99.9万 |
|
| 2015-02-06 |
网格加仓 |
买入 |
5.605599999999999 |
100.0 |
¥561 |
加仓 |
| 2015-03-19 |
网格止盈 |
卖出 |
6.103890000000001 |
171600.0 |
¥1.05M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
5.935929999999999 |
174500.0 |
¥1.04M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
6.273719999999999 |
174500.0 |
¥1.09M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
6.106099999999998 |
180600.0 |
¥1.10M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
6.36363 |
180600.0 |
¥1.15M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
7.017009999999998 |
162900.0 |
¥1.14M |
|
| 2015-04-27 |
网格加仓 |
买入 |
6.73673 |
1100.0 |
¥7,413 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
7.40259 |
164000.0 |
¥1.21M |
止盈触发 |
| 2015-06-11 |
网格首格 |
买入 |
7.167159999999999 |
169000.0 |
¥1.21M |
|
| 2015-06-16 |
网格加仓 |
买入 |
6.85685 |
300.0 |
¥2,058 |
加仓 |
| 2015-07-08 |
网格止盈 |
卖出 |
6.993000000000001 |
169300.0 |
¥1.18M |
止盈触发 |
| 2015-07-09 |
网格首格 |
买入 |
6.846839999999999 |
172500.0 |
¥1.18M |
|
| 2015-07-13 |
网格止盈 |
卖出 |
6.94305 |
172500.0 |
¥1.20M |
止盈触发 |
| 2015-07-14 |
网格首格 |
买入 |
6.686679999999999 |
175000.0 |
¥1.17M |
|
| 2015-07-23 |
网格加仓 |
买入 |
6.476469999999999 |
4500.0 |
¥2.9万 |
加仓 |
| 2017-08-03 |
网格止盈 |
卖出 |
6.883109999999999 |
179500.0 |
¥1.24M |
止盈触发 |
| 2017-08-10 |
网格首格 |
买入 |
6.68668 |
183700.0 |
¥1.23M |
|
| 2017-08-24 |
网格止盈 |
卖出 |
6.8931 |
183700.0 |
¥1.27M |
止盈触发 |
| 2017-08-31 |
网格首格 |
买入 |
7.02 |
180400.0 |
¥1.27M |
|
| 2017-09-19 |
网格加仓 |
买入 |
6.756749999999999 |
800.0 |
¥5,407 |
加仓 |
| 2017-10-19 |
网格止盈 |
卖出 |
7.2 |
181200.0 |
¥1.30M |
止盈触发 |
| 2017-11-02 |
网格首格 |
买入 |
7.067059999999999 |
184100.0 |
¥1.30M |
|
| 2017-11-13 |
网格加仓 |
买入 |
6.8168099999999985 |
400.0 |
¥2,728 |
加仓 |
| 2017-11-23 |
网格止盈 |
卖出 |
7.36263 |
184500.0 |
¥1.36M |
止盈触发 |
| 2017-11-28 |
网格首格 |
买入 |
7.16 |
188300.0 |
¥1.35M |
|
| 2017-12-13 |
网格加仓 |
买入 |
6.936929999999999 |
1400.0 |
¥9,715 |
加仓 |
| 2017-12-26 |
网格止盈 |
卖出 |
7.402590000000001 |
189700.0 |
¥1.40M |
止盈触发 |
| 2018-01-04 |
网格首格 |
买入 |
7.76 |
180500.0 |
¥1.40M |
|
| 2018-01-16 |
网格止盈 |
卖出 |
8.05194 |
180500.0 |
¥1.45M |
止盈触发 |
| 2018-01-26 |
网格首格 |
买入 |
9.439429999999998 |
152000.0 |
¥1.44M |
|
| 2018-02-06 |
网格止盈 |
卖出 |
9.600389999999999 |
152000.0 |
¥1.46M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
8.71871 |
166700.0 |
¥1.45M |
|
| 2018-02-12 |
网格加仓 |
买入 |
8.3083 |
3000.0 |
¥2.5万 |
加仓 |
| 2022-07-15 |
网格加仓 |
买入 |
5.58 |
100.0 |
¥558 |
加仓 |
| 2025-04-16 |
网格止盈 |
卖出 |
8.991 |
169800.0 |
¥1.53M |
止盈触发 |
| 2025-05-06 |
网格首格 |
买入 |
9.06906 |
167900.0 |
¥1.52M |
|
| 2025-06-24 |
网格止盈 |
卖出 |
9.390600000000001 |
167900.0 |
¥1.58M |
止盈触发 |
| 2025-06-30 |
网格首格 |
买入 |
9.339329999999999 |
167900.0 |
¥1.57M |
|
| 2025-07-02 |
网格止盈 |
卖出 |
9.74025 |
167900.0 |
¥1.63M |
止盈触发 |
| 2025-07-16 |
网格首格 |
买入 |
9.709699999999998 |
169000.0 |
¥1.64M |
|
| 2025-07-25 |
网格加仓 |
买入 |
9.369359999999999 |
400.0 |
¥3,749 |
加仓 |
| 2026-05-22 |
网格止盈 |
卖出 |
10.039950000000001 |
169400.0 |
¥1.70M |
止盈触发 |
| 2026-05-29 |
网格首格 |
买入 |
10.02001 |
167900.0 |
¥1.68M |
|
| 2026-06-09 |
网格止盈 |
卖出 |
10.2 |
167900.0 |
¥1.71M |
止盈触发 |
| 2026-06-16 |
网格首格 |
买入 |
10.300289999999999 |
165900.0 |
¥1.71M |
|
| 2026-06-22 |
网格加仓 |
买入 |
9.88988 |
2000.0 |
¥2.0万 |
加仓 |
| 2026-07-29 |
网格止盈 |
卖出 |
10.60938 |
167900.0 |
¥1.78M |
止盈触发 |
| 2026-08-04 |
网格首格 |
买入 |
10.3103 |
169900.0 |
¥1.75M |
|
| 2026-08-06 |
网格加仓 |
买入 |
10.009999999999998 |
2900.0 |
¥2.9万 |
加仓 |
| 2026-08-25 |
网格止盈 |
卖出 |
10.669319999999999 |
172800.0 |
¥1.84M |
止盈触发 |
| 2026-09-08 |
网格首格 |
买入 |
10.67066 |
171500.0 |
¥1.83M |
|
| 2026-09-14 |
网格止盈 |
卖出 |
11.03895 |
171500.0 |
¥1.89M |
止盈触发 |
| 2026-09-17 |
网格首格 |
买入 |
10.82081 |
175000.0 |
¥1.89M |
|
| 2026-10-09 |
网格止盈 |
卖出 |
11.128860000000001 |
175000.0 |
¥1.95M |
止盈触发 |
| 2026-10-26 |
网格首格 |
买入 |
11.24123 |
172700.0 |
¥1.94M |
|
| 2026-10-27 |
网格止盈 |
卖出 |
11.49849 |
172700.0 |
¥1.99M |
止盈触发 |
| 2026-11-04 |
网格首格 |
买入 |
11.751739999999998 |
168300.0 |
¥1.98M |
|
| 2026-11-10 |
网格止盈 |
卖出 |
12.00798 |
168300.0 |
¥2.02M |
止盈触发 |