603019 中科曙光 — 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: ¥1.57M
策略: 网格交易
K线 & 交易信号(策略收益 +57.17%)
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 15 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 |
2015-02-17 |
51.45909340737112 |
53.23671 |
¥3.4万 |
+3.42% |
网格止盈 |
| 2 |
2015-02-25 |
2015-02-26 |
53.76982611 |
57.83211 |
¥7.7万 |
+7.52% |
网格止盈 |
| 3 |
2015-02-27 |
2015-03-02 |
56.95396106399999 |
59.22072 |
¥4.4万 |
+3.95% |
网格止盈 |
| 4 |
2015-03-04 |
2015-03-06 |
58.12548241499999 |
59.94 |
¥3.6万 |
+3.09% |
网格止盈 |
| 5 |
2015-03-09 |
2015-03-16 |
55.872556739999986 |
61.93800000000001 |
¥12.6万 |
+10.82% |
网格止盈 |
| 6 |
2015-03-18 |
2015-03-24 |
63.0819189 |
67.2327 |
¥8.6万 |
+6.55% |
网格止盈 |
| 7 |
2015-03-30 |
2015-04-02 |
71.17242532399999 |
76.89303 |
¥11.2万 |
+8.01% |
网格止盈 |
| 8 |
2015-04-09 |
2015-04-10 |
81.115337303 |
91.908 |
¥19.8万 |
+13.27% |
网格止盈 |
| 9 |
2015-04-29 |
2015-04-30 |
111.14433329999999 |
132.0 |
¥30.8万 |
+18.73% |
网格止盈 |
| 10 |
2015-05-05 |
2015-05-12 |
130.916113055 |
135.85401000000002 |
¥7.5万 |
+3.74% |
网格止盈 |
| 11 |
2015-05-13 |
2015-05-14 |
133.102848879 |
144.99486 |
¥18.4万 |
+8.90% |
网格止盈 |
| 12 |
2015-05-15 |
2015-05-20 |
138.95044263100002 |
159.73011 |
¥33.2万 |
+14.92% |
网格止盈 |
| 13 |
2015-05-25 |
2015-05-27 |
142.18464260000002 |
150.04979999999998 |
¥13.7万 |
+5.50% |
网格止盈 |
| 14 |
2015-05-29 |
2015-06-02 |
142.43496767499997 |
144.855 |
¥4.4万 |
+1.67% |
网格止盈 |
| 15 |
2015-06-04 |
2026-11-13 |
144.6971520853368 |
81.43 |
¥-1.22M |
-43.74% |
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 |
| 2015-02-04 |
网格首格 |
买入 |
51.471419999999995 |
19200.0 |
¥98.9万 |
|
| 2015-02-09 |
网格加仓 |
买入 |
48.77872999999999 |
200.0 |
¥9,759 |
加仓 |
| 2015-02-17 |
网格止盈 |
卖出 |
53.23671 |
19400.0 |
¥1.03M |
止盈触发 |
| 2015-02-25 |
网格首格 |
买入 |
53.753699999999995 |
19100.0 |
¥1.03M |
|
| 2015-02-26 |
网格止盈 |
卖出 |
57.83211 |
19100.0 |
¥1.10M |
止盈触发 |
| 2015-02-27 |
网格首格 |
买入 |
56.936879999999995 |
19500.0 |
¥1.11M |
|
| 2015-03-02 |
网格止盈 |
卖出 |
59.22072 |
19500.0 |
¥1.15M |
止盈触发 |
| 2015-03-04 |
网格首格 |
买入 |
58.10804999999999 |
19800.0 |
¥1.15M |
|
| 2015-03-06 |
网格止盈 |
卖出 |
59.94 |
19800.0 |
¥1.19M |
止盈触发 |
| 2015-03-09 |
网格首格 |
买入 |
55.85579999999998 |
20800.0 |
¥1.16M |
|
| 2015-03-16 |
网格止盈 |
卖出 |
61.93800000000001 |
20800.0 |
¥1.29M |
止盈触发 |
| 2015-03-18 |
网格首格 |
买入 |
63.062999999999995 |
20800.0 |
¥1.31M |
|
| 2015-03-24 |
网格止盈 |
卖出 |
67.2327 |
20800.0 |
¥1.40M |
止盈触发 |
| 2015-03-30 |
网格首格 |
买入 |
71.15108 |
19700.0 |
¥1.40M |
|
| 2015-04-02 |
网格止盈 |
卖出 |
76.89303 |
19700.0 |
¥1.51M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
81.09101 |
18400.0 |
¥1.49M |
|
| 2015-04-10 |
网格止盈 |
卖出 |
91.908 |
18400.0 |
¥1.69M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
111.11099999999999 |
14800.0 |
¥1.64M |
|
| 2015-04-30 |
网格止盈 |
卖出 |
132.0 |
14800.0 |
¥1.95M |
止盈触发 |
| 2015-05-05 |
网格首格 |
买入 |
131.0309 |
15100.0 |
¥1.98M |
|
| 2015-05-06 |
网格加仓 |
买入 |
123.12299999999998 |
300.0 |
¥3.7万 |
加仓 |
| 2015-05-12 |
网格止盈 |
卖出 |
135.85401000000002 |
15400.0 |
¥2.09M |
止盈触发 |
| 2015-05-13 |
网格首格 |
买入 |
133.06293 |
15500.0 |
¥2.06M |
|
| 2015-05-14 |
网格止盈 |
卖出 |
144.99486 |
15500.0 |
¥2.25M |
止盈触发 |
| 2015-05-15 |
网格首格 |
买入 |
138.90877000000003 |
16000.0 |
¥2.22M |
|
| 2015-05-20 |
网格止盈 |
卖出 |
159.73011 |
16000.0 |
¥2.55M |
止盈触发 |
| 2015-05-25 |
网格首格 |
买入 |
142.142 |
17500.0 |
¥2.49M |
|
| 2015-05-27 |
网格止盈 |
卖出 |
150.04979999999998 |
17500.0 |
¥2.63M |
止盈触发 |
| 2015-05-29 |
网格首格 |
买入 |
142.39225 |
18600.0 |
¥2.65M |
|
| 2015-06-02 |
网格止盈 |
卖出 |
144.855 |
18600.0 |
¥2.69M |
止盈触发 |
| 2015-06-04 |
网格首格 |
买入 |
145.2 |
18900.0 |
¥2.75M |
|
| 2015-06-05 |
网格加仓 |
买入 |
139.13899999999998 |
300.0 |
¥4.2万 |
加仓 |
| 2015-07-07 |
网格加仓 |
买入 |
57.95789999999999 |
100.0 |
¥5,798 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
81.43 |
19300 |
¥1.57M |
回测结束强平 |