601988 中国银行 — 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: ¥1.86M
策略: 网格交易
K线 & 交易信号（策略收益 +85.90%）
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 17 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 |
2015-03-23 |
4.242178436465422 |
4.42557 |
¥4.3万 |
+4.29% |
网格止盈 |
| 2 |
2015-03-26 |
2015-03-31 |
4.285565284 |
4.515479999999999 |
¥5.5万 |
+5.33% |
网格止盈 |
| 3 |
2015-04-01 |
2015-04-09 |
4.3856953139999995 |
4.53546 |
¥3.7万 |
+3.38% |
网格止盈 |
| 4 |
2015-04-10 |
2015-04-14 |
4.495838346999999 |
4.66533 |
¥4.2万 |
+3.74% |
网格止盈 |
| 5 |
2015-04-21 |
2015-04-23 |
4.70611141 |
4.8551400000000005 |
¥3.7万 |
+3.14% |
网格止盈 |
| 6 |
2015-04-24 |
2015-04-29 |
4.716124412999999 |
4.995 |
¥7.0万 |
+5.88% |
网格止盈 |
| 7 |
2015-04-30 |
2015-06-09 |
4.959457309863268 |
5.24475 |
¥7.3万 |
+5.72% |
网格止盈 |
| 8 |
2015-06-10 |
2015-07-08 |
5.149828749315629 |
5.0949 |
¥-1.5万 |
-1.10% |
网格止盈 |
| 9 |
2015-07-10 |
2025-02-19 |
5.384392956180504 |
5.52447 |
¥3.5万 |
+2.57% |
网格止盈 |
| 10 |
2025-02-25 |
2025-04-01 |
5.4270476259999985 |
5.594399999999999 |
¥4.2万 |
+3.05% |
网格止盈 |
| 11 |
2025-04-08 |
2025-04-16 |
5.40702162 |
5.57442 |
¥4.3万 |
+3.07% |
网格止盈 |
| 12 |
2025-04-28 |
2025-11-20 |
5.677314372827184 |
5.9840100000000005 |
¥7.9万 |
+5.37% |
网格止盈 |
| 13 |
2025-11-25 |
2026-09-01 |
6.15687628511191 |
6.50349 |
¥8.6万 |
+5.60% |
网格止盈 |
| 14 |
2026-09-08 |
2026-09-15 |
6.428347925999999 |
6.6233699999999995 |
¥4.9万 |
+3.00% |
网格止盈 |
| 15 |
2026-10-19 |
2026-10-20 |
6.888946063999998 |
7.08291 |
¥4.6万 |
+2.78% |
网格止盈 |
| 16 |
2026-10-26 |
2026-10-30 |
6.939011078999999 |
7.182810000000001 |
¥6.0万 |
+3.48% |
网格止盈 |
| 17 |
2026-11-04 |
2026-11-13 |
6.878933061 |
7.18 |
¥7.7万 |
+4.35% |
强平 |
逐笔成交记录（共 43 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 |
4.24424 |
232800.0 |
¥98.8万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
3.9739699999999996 |
2800.0 |
¥1.1万 |
加仓 |
| 2015-03-04 |
网格加仓 |
买入 |
3.95395 |
100.0 |
¥396 |
加仓 |
| 2015-03-23 |
网格止盈 |
卖出 |
4.42557 |
235700.0 |
¥1.04M |
止盈触发 |
| 2015-03-26 |
网格首格 |
买入 |
4.28428 |
241700.0 |
¥1.04M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
4.515479999999999 |
241700.0 |
¥1.09M |
止盈触发 |
| 2015-04-01 |
网格首格 |
买入 |
4.384379999999999 |
249800.0 |
¥1.10M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
4.53546 |
249800.0 |
¥1.13M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
4.49449 |
252000.0 |
¥1.13M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
4.66533 |
252000.0 |
¥1.18M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
4.7047 |
247600.0 |
¥1.17M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
4.8551400000000005 |
247600.0 |
¥1.20M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
4.714709999999999 |
252100.0 |
¥1.19M |
|
| 2015-04-29 |
网格止盈 |
卖出 |
4.995 |
252100.0 |
¥1.26M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
4.96 |
257500.0 |
¥1.28M |
|
| 2015-05-06 |
网格加仓 |
买入 |
4.58458 |
1400.0 |
¥6,420 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
5.24475 |
258900.0 |
¥1.36M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
5.15515 |
255700.0 |
¥1.32M |
|
| 2015-06-16 |
网格加仓 |
买入 |
4.924919999999999 |
7800.0 |
¥3.8万 |
加仓 |
| 2015-06-17 |
网格加仓 |
买入 |
5.015009999999999 |
100.0 |
¥502 |
加仓 |
| 2015-07-08 |
网格止盈 |
卖出 |
5.0949 |
263600.0 |
¥1.34M |
止盈触发 |
| 2015-07-10 |
网格首格 |
买入 |
5.395389999999999 |
238900.0 |
¥1.29M |
|
| 2015-07-14 |
网格加仓 |
买入 |
5.095089999999999 |
10100.0 |
¥5.1万 |
加仓 |
| 2015-07-23 |
网格加仓 |
买入 |
5.025019999999999 |
300.0 |
¥1,508 |
加仓 |
| 2025-02-19 |
网格止盈 |
卖出 |
5.52447 |
249300.0 |
¥1.38M |
止盈触发 |
| 2025-02-25 |
网格首格 |
买入 |
5.425419999999999 |
253700.0 |
¥1.38M |
|
| 2025-04-01 |
网格止盈 |
卖出 |
5.594399999999999 |
253700.0 |
¥1.42M |
止盈触发 |
| 2025-04-08 |
网格首格 |
买入 |
5.4054 |
260000.0 |
¥1.41M |
|
| 2025-04-16 |
网格止盈 |
卖出 |
5.57442 |
260000.0 |
¥1.45M |
止盈触发 |
| 2025-04-28 |
网格首格 |
买入 |
5.675669999999999 |
257400.0 |
¥1.46M |
|
| 2025-05-07 |
网格加仓 |
买入 |
5.525519999999999 |
100.0 |
¥553 |
加仓 |
| 2025-11-20 |
网格止盈 |
卖出 |
5.9840100000000005 |
257500.0 |
¥1.54M |
止盈触发 |
| 2025-11-25 |
网格首格 |
买入 |
6.156149999999999 |
248800.0 |
¥1.53M |
|
| 2025-12-04 |
网格加仓 |
买入 |
5.95595 |
1400.0 |
¥8,341 |
加仓 |
| 2026-09-01 |
网格止盈 |
卖出 |
6.50349 |
250200.0 |
¥1.63M |
止盈触发 |
| 2026-09-08 |
网格首格 |
买入 |
6.426419999999999 |
251800.0 |
¥1.62M |
|
| 2026-09-15 |
网格止盈 |
卖出 |
6.6233699999999995 |
251800.0 |
¥1.67M |
止盈触发 |
| 2026-10-19 |
网格首格 |
买入 |
6.886879999999999 |
241300.0 |
¥1.66M |
|
| 2026-10-20 |
网格止盈 |
卖出 |
7.08291 |
241300.0 |
¥1.71M |
止盈触发 |
| 2026-10-26 |
网格首格 |
买入 |
6.936929999999999 |
247600.0 |
¥1.72M |
|
| 2026-10-30 |
网格止盈 |
卖出 |
7.182810000000001 |
247600.0 |
¥1.78M |
止盈触发 |
| 2026-11-04 |
网格首格 |
买入 |
6.876869999999999 |
256600.0 |
¥1.77M |
|
| 2026-11-13 |
强平 |
卖出 |
7.18 |
256600 |
¥1.84M |
回测结束强平 |