601998 中信银行 — 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: ¥1.52M
策略: 网格交易
K线 & 交易信号（策略收益 +52.22%）
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 14 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 |
2015-03-03 |
6.707905593651006 |
6.96303 |
¥3.8万 |
+3.77% |
网格止盈 |
| 2 |
2015-03-04 |
2015-03-10 |
6.708712009999999 |
6.90309 |
¥3.0万 |
+2.87% |
网格止盈 |
| 3 |
2015-03-11 |
2015-03-13 |
6.888946063999998 |
7.28271 |
¥6.1万 |
+5.68% |
网格止盈 |
| 4 |
2015-03-16 |
2015-03-19 |
7.2093621599999995 |
7.4825099999999996 |
¥4.2万 |
+3.76% |
网格止盈 |
| 5 |
2015-03-25 |
2015-04-09 |
7.3922170000000005 |
7.83216 |
¥6.9万 |
+5.92% |
网格止盈 |
| 6 |
2015-04-10 |
2015-04-14 |
7.649934292 |
7.9620299999999995 |
¥5.0万 |
+4.05% |
网格止盈 |
| 7 |
2015-04-15 |
2015-04-17 |
7.850194352 |
8.38161 |
¥8.6万 |
+6.74% |
网格止盈 |
| 8 |
2015-04-21 |
2015-04-23 |
7.930298376 |
8.181809999999999 |
¥4.3万 |
+3.14% |
网格止盈 |
| 9 |
2015-04-24 |
2015-04-29 |
7.9002593669999985 |
8.191799999999999 |
¥5.1万 |
+3.66% |
网格止盈 |
| 10 |
2015-04-30 |
2015-06-09 |
8.11989229073687 |
8.57142 |
¥8.1万 |
+5.53% |
网格止盈 |
| 11 |
2015-06-10 |
2015-07-08 |
8.374208175666665 |
8.27172 |
¥-1.9万 |
-1.25% |
网格止盈 |
| 12 |
2015-07-10 |
2015-07-13 |
9.422235823000001 |
9.37062 |
¥-8,480 |
-0.58% |
网格止盈 |
| 13 |
2015-07-14 |
2015-07-15 |
9.011702699999999 |
9.590399999999999 |
¥9.5万 |
+6.39% |
网格止盈 |
| 14 |
2015-07-17 |
2026-11-13 |
9.891309799625077 |
9.31 |
¥-9.6万 |
-5.91% |
强平 |
逐笔成交记录（共 34 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 |
6.7067 |
148500.0 |
¥99.6万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
6.46646 |
500.0 |
¥3,234 |
加仓 |
| 2015-03-03 |
网格止盈 |
卖出 |
6.96303 |
149000.0 |
¥1.04M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
6.7067 |
153900.0 |
¥1.03M |
|
| 2015-03-10 |
网格止盈 |
卖出 |
6.90309 |
153900.0 |
¥1.06M |
止盈触发 |
| 2015-03-11 |
网格首格 |
买入 |
6.886879999999999 |
154800.0 |
¥1.07M |
|
| 2015-03-13 |
网格止盈 |
卖出 |
7.28271 |
154800.0 |
¥1.13M |
止盈触发 |
| 2015-03-16 |
网格首格 |
买入 |
7.207199999999999 |
156100.0 |
¥1.13M |
|
| 2015-03-19 |
网格止盈 |
卖出 |
7.4825099999999996 |
156100.0 |
¥1.17M |
止盈触发 |
| 2015-03-25 |
网格首格 |
买入 |
7.39 |
157400.0 |
¥1.16M |
|
| 2015-04-09 |
网格止盈 |
卖出 |
7.83216 |
157400.0 |
¥1.23M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
7.64764 |
160500.0 |
¥1.23M |
|
| 2015-04-14 |
网格止盈 |
卖出 |
7.9620299999999995 |
160500.0 |
¥1.28M |
止盈触发 |
| 2015-04-15 |
网格首格 |
买入 |
7.847839999999999 |
163400.0 |
¥1.28M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
8.38161 |
163400.0 |
¥1.37M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
7.927919999999999 |
172800.0 |
¥1.37M |
|
| 2015-04-23 |
网格止盈 |
卖出 |
8.181809999999999 |
172800.0 |
¥1.41M |
止盈触发 |
| 2015-04-24 |
网格首格 |
买入 |
7.8978899999999985 |
175600.0 |
¥1.39M |
|
| 2015-04-29 |
网格止盈 |
卖出 |
8.191799999999999 |
175600.0 |
¥1.44M |
止盈触发 |
| 2015-04-30 |
网格首格 |
买入 |
8.118109999999998 |
180700.0 |
¥1.47M |
|
| 2015-05-06 |
网格加仓 |
买入 |
7.527519999999999 |
200.0 |
¥1,506 |
加仓 |
| 2015-06-09 |
网格止盈 |
卖出 |
8.57142 |
180900.0 |
¥1.55M |
止盈触发 |
| 2015-06-10 |
网格首格 |
买入 |
8.378369999999999 |
181900.0 |
¥1.52M |
|
| 2015-06-16 |
网格加仓 |
买入 |
8.008 |
3100.0 |
¥2.5万 |
加仓 |
| 2015-06-23 |
网格加仓 |
买入 |
7.5074999999999985 |
100.0 |
¥751 |
加仓 |
| 2015-07-08 |
网格止盈 |
卖出 |
8.27172 |
185100.0 |
¥1.53M |
止盈触发 |
| 2015-07-10 |
网格首格 |
买入 |
9.41941 |
155800.0 |
¥1.47M |
|
| 2015-07-13 |
网格止盈 |
卖出 |
9.37062 |
155800.0 |
¥1.46M |
止盈触发 |
| 2015-07-14 |
网格首格 |
买入 |
9.008999999999999 |
164900.0 |
¥1.49M |
|
| 2015-07-15 |
网格止盈 |
卖出 |
9.590399999999999 |
164900.0 |
¥1.58M |
止盈触发 |
| 2015-07-17 |
网格首格 |
买入 |
9.88988 |
163100.0 |
¥1.61M |
|
| 2015-07-22 |
网格加仓 |
买入 |
9.339329999999999 |
300.0 |
¥2,803 |
加仓 |
| 2015-07-27 |
网格加仓 |
买入 |
9.02902 |
100.0 |
¥903 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
9.31 |
163500 |
¥1.52M |
回测结束强平 |