603288 海天味业 — 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: ¥49.9万
策略: 网格交易
K线 & 交易信号(策略收益 -50.15%)
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 27 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 |
2015-02-16 |
45.338877584 |
48.21174 |
¥6.3万 |
+6.30% |
网格止盈 |
| 2 |
2015-02-26 |
2015-03-12 |
47.55502904618833 |
50.23971 |
¥6.0万 |
+5.61% |
网格止盈 |
| 3 |
2015-03-18 |
2015-03-24 |
50.255262056999996 |
51.92802 |
¥3.7万 |
+3.30% |
网格止盈 |
| 4 |
2015-03-27 |
2015-03-31 |
50.655782177 |
52.91703 |
¥5.1万 |
+4.43% |
网格止盈 |
| 5 |
2015-04-14 |
2018-05-16 |
66.73495006078453 |
69.93 |
¥5.7万 |
+4.76% |
网格止盈 |
| 6 |
2018-05-18 |
2018-05-24 |
68.18855042999998 |
70.30962 |
¥3.9万 |
+3.08% |
网格止盈 |
| 7 |
2018-05-25 |
2018-05-29 |
68.79934361299999 |
71.1288 |
¥4.3万 |
+3.35% |
网格止盈 |
| 8 |
2018-05-30 |
2018-05-31 |
70.962152261 |
73.59 |
¥4.9万 |
+3.67% |
网格止盈 |
| 9 |
2018-06-11 |
2019-03-29 |
79.37671587299998 |
81.95796 |
¥4.5万 |
+3.22% |
网格止盈 |
| 10 |
2019-04-03 |
2019-04-11 |
85.250707542 |
87.912 |
¥4.4万 |
+3.09% |
网格止盈 |
| 11 |
2019-04-12 |
2019-04-30 |
85.61117565 |
88.08183 |
¥4.2万 |
+2.86% |
网格止盈 |
| 12 |
2019-05-09 |
2019-05-16 |
89.57632483799998 |
94.4055 |
¥8.0万 |
+5.36% |
网格止盈 |
| 13 |
2019-05-22 |
2019-05-29 |
92.630290753 |
96.8031 |
¥7.1万 |
+4.47% |
网格止盈 |
| 14 |
2019-06-06 |
2019-06-12 |
101.1313303 |
104.87502 |
¥6.2万 |
+3.67% |
网格止盈 |
| 15 |
2019-06-18 |
2019-06-28 |
101.82222750699998 |
104.85503999999999 |
¥5.1万 |
+2.95% |
网格止盈 |
| 16 |
2019-07-05 |
2019-08-23 |
102.44303369299999 |
105.87402 |
¥5.9万 |
+3.32% |
网格止盈 |
| 17 |
2019-09-17 |
2019-11-05 |
110.34928887017962 |
114.01586999999999 |
¥6.1万 |
+3.29% |
网格止盈 |
| 18 |
2019-11-12 |
2020-04-01 |
113.52742801399998 |
125.61426 |
¥20.2万 |
+10.61% |
网格止盈 |
| 19 |
2020-04-02 |
2020-04-03 |
119.15473569999997 |
124.875 |
¥9.8万 |
+4.77% |
网格止盈 |
| 20 |
2020-04-09 |
2020-07-14 |
127.46552818999997 |
131.20866 |
¥6.4万 |
+2.91% |
网格止盈 |
| 21 |
2020-07-17 |
2020-07-22 |
127.16513809999998 |
134.04582000000002 |
¥12.2万 |
+5.38% |
网格止盈 |
| 22 |
2020-07-29 |
2020-08-03 |
145.32872554199997 |
150.58926 |
¥8.5万 |
+3.59% |
网格止盈 |
| 23 |
2020-09-04 |
2020-12-07 |
175.81221245531205 |
182.817 |
¥9.8万 |
+3.95% |
网格止盈 |
| 24 |
2020-12-18 |
2020-12-22 |
188.59491150499997 |
194.85495 |
¥8.1万 |
+3.29% |
网格止盈 |
| 25 |
2020-12-24 |
2021-01-07 |
195.58398759899998 |
206.39339999999999 |
¥14.5万 |
+5.50% |
网格止盈 |
| 26 |
2021-01-12 |
2021-01-15 |
207.26916209999996 |
213.97581 |
¥9.0万 |
+3.20% |
网格止盈 |
| 27 |
2021-01-18 |
2026-11-13 |
203.97923872885212 |
34.89 |
¥-2.40M |
-82.90% |
强平 |
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 |
45.32528 |
22000.0 |
¥99.7万 |
|
| 2015-02-16 |
网格止盈 |
卖出 |
48.21174 |
22000.0 |
¥1.06M |
止盈触发 |
| 2015-02-26 |
网格首格 |
买入 |
47.54749999999999 |
22200.0 |
¥1.06M |
|
| 2015-03-04 |
网格加仓 |
买入 |
46.04599999999999 |
100.0 |
¥4,606 |
加仓 |
| 2015-03-12 |
网格止盈 |
卖出 |
50.23971 |
22300.0 |
¥1.12M |
止盈触发 |
| 2015-03-18 |
网格首格 |
买入 |
50.24018999999999 |
22200.0 |
¥1.12M |
|
| 2015-03-24 |
网格止盈 |
卖出 |
51.92802 |
22200.0 |
¥1.15M |
止盈触发 |
| 2015-03-27 |
网格首格 |
买入 |
50.640589999999996 |
22700.0 |
¥1.15M |
|
| 2015-03-31 |
网格止盈 |
卖出 |
52.91703 |
22700.0 |
¥1.20M |
止盈触发 |
| 2015-04-14 |
网格首格 |
买入 |
67.65759 |
17600.0 |
¥1.19M |
|
| 2015-04-16 |
网格加仓 |
买入 |
33.5335 |
500.0 |
¥1.7万 |
加仓 |
| 2018-05-16 |
网格止盈 |
卖出 |
69.93 |
18100.0 |
¥1.27M |
止盈触发 |
| 2018-05-18 |
网格首格 |
买入 |
68.16809999999998 |
18400.0 |
¥1.25M |
|
| 2018-05-24 |
网格止盈 |
卖出 |
70.30962 |
18400.0 |
¥1.29M |
止盈触发 |
| 2018-05-25 |
网格首格 |
买入 |
68.77870999999999 |
18700.0 |
¥1.29M |
|
| 2018-05-29 |
网格止盈 |
卖出 |
71.1288 |
18700.0 |
¥1.33M |
止盈触发 |
| 2018-05-30 |
网格首格 |
买入 |
70.94086999999999 |
18800.0 |
¥1.33M |
|
| 2018-05-31 |
网格止盈 |
卖出 |
73.59 |
18800.0 |
¥1.38M |
止盈触发 |
| 2018-06-11 |
网格首格 |
买入 |
79.39931999999999 |
17300.0 |
¥1.37M |
|
| 2018-06-12 |
网格加仓 |
买入 |
76.67659999999998 |
300.0 |
¥2.3万 |
加仓 |
| 2019-03-29 |
网格止盈 |
卖出 |
81.95796 |
17600.0 |
¥1.44M |
止盈触发 |
| 2019-04-03 |
网格首格 |
买入 |
85.22514 |
16800.0 |
¥1.43M |
|
| 2019-04-11 |
网格止盈 |
卖出 |
87.912 |
16800.0 |
¥1.48M |
止盈触发 |
| 2019-04-12 |
网格首格 |
买入 |
85.5855 |
17100.0 |
¥1.46M |
|
| 2019-04-30 |
网格止盈 |
卖出 |
88.08183 |
17100.0 |
¥1.51M |
止盈触发 |
| 2019-05-09 |
网格首格 |
买入 |
89.54945999999998 |
16700.0 |
¥1.50M |
|
| 2019-05-16 |
网格止盈 |
卖出 |
94.4055 |
16700.0 |
¥1.58M |
止盈触发 |
| 2019-05-22 |
网格首格 |
买入 |
92.60251 |
17200.0 |
¥1.59M |
|
| 2019-05-29 |
网格止盈 |
卖出 |
96.8031 |
17200.0 |
¥1.66M |
止盈触发 |
| 2019-06-06 |
网格首格 |
买入 |
101.10099999999998 |
16600.0 |
¥1.68M |
|
| 2019-06-12 |
网格止盈 |
卖出 |
104.87502 |
16600.0 |
¥1.74M |
止盈触发 |
| 2019-06-18 |
网格首格 |
买入 |
101.79168999999999 |
17100.0 |
¥1.74M |
|
| 2019-06-28 |
网格止盈 |
卖出 |
104.85503999999999 |
17100.0 |
¥1.79M |
止盈触发 |
| 2019-07-05 |
网格首格 |
买入 |
102.41230999999999 |
17500.0 |
¥1.79M |
|
| 2019-08-23 |
网格止盈 |
卖出 |
105.87402 |
17500.0 |
¥1.85M |
止盈触发 |
| 2019-09-17 |
网格首格 |
买入 |
110.33021999999998 |
16600.0 |
¥1.83M |
|
| 2019-10-22 |
网格加仓 |
买入 |
107.98787999999999 |
100.0 |
¥1.1万 |
加仓 |
| 2019-11-05 |
网格止盈 |
卖出 |
114.01586999999999 |
16700.0 |
¥1.90M |
止盈触发 |
| 2019-11-12 |
网格首格 |
买入 |
113.49337999999999 |
16800.0 |
¥1.91M |
|
| 2020-04-01 |
网格止盈 |
卖出 |
125.61426 |
16800.0 |
¥2.11M |
止盈触发 |
| 2020-04-02 |
网格首格 |
买入 |
119.11899999999999 |
17300.0 |
¥2.06M |
|
| 2020-04-03 |
网格止盈 |
卖出 |
124.875 |
17300.0 |
¥2.16M |
止盈触发 |
| 2020-04-09 |
网格首格 |
买入 |
127.42729999999997 |
17300.0 |
¥2.21M |
|
| 2020-07-14 |
网格止盈 |
卖出 |
131.20866 |
17300.0 |
¥2.27M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
127.12699999999998 |
17800.0 |
¥2.26M |
|
| 2020-07-22 |
网格止盈 |
卖出 |
134.04582000000002 |
17800.0 |
¥2.39M |
止盈触发 |
| 2020-07-29 |
网格首格 |
买入 |
145.28513999999998 |
16300.0 |
¥2.37M |
|
| 2020-08-03 |
网格止盈 |
卖出 |
150.58926 |
16300.0 |
¥2.45M |
止盈触发 |
| 2020-09-04 |
网格首格 |
买入 |
176.18600999999998 |
13300.0 |
¥2.34M |
|
| 2020-09-07 |
网格加仓 |
买入 |
168.6685 |
800.0 |
¥13.5万 |
加仓 |
| 2020-12-07 |
网格止盈 |
卖出 |
182.817 |
14100.0 |
¥2.58M |
止盈触发 |
| 2020-12-18 |
网格首格 |
买入 |
188.53834999999998 |
13100.0 |
¥2.47M |
|
| 2020-12-22 |
网格止盈 |
卖出 |
194.85495 |
13100.0 |
¥2.55M |
止盈触发 |
| 2020-12-24 |
网格首格 |
买入 |
195.52533 |
13500.0 |
¥2.64M |
|
| 2021-01-07 |
网格止盈 |
卖出 |
206.39339999999999 |
13500.0 |
¥2.79M |
止盈触发 |
| 2021-01-12 |
网格首格 |
买入 |
207.20699999999997 |
13500.0 |
¥2.80M |
|
| 2021-01-15 |
网格止盈 |
卖出 |
213.97581 |
13500.0 |
¥2.89M |
止盈触发 |
| 2021-01-18 |
网格首格 |
买入 |
203.98 |
14100.0 |
¥2.88M |
|
| 2021-02-01 |
网格加仓 |
买入 |
195.18499 |
100.0 |
¥2.0万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
34.89 |
14200 |
¥49.5万 |
回测结束强平 |