603369 今世缘 — 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: ¥1.09M
策略: 网格交易
K线 & 交易信号(策略收益 +8.80%)
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 18 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 |
2015-03-18 |
27.475680232 |
28.38159 |
¥3.3万 |
+3.27% |
网格止盈 |
| 2 |
2015-04-10 |
2015-04-13 |
31.831336536999995 |
34.21575 |
¥7.6万 |
+7.46% |
网格止盈 |
| 3 |
2015-04-16 |
2015-04-17 |
32.041609599999994 |
35.44452 |
¥11.6万 |
+10.59% |
网格止盈 |
| 4 |
2015-04-20 |
2015-05-15 |
33.79344256133149 |
35.1648 |
¥4.9万 |
+4.03% |
网格止盈 |
| 5 |
2015-05-18 |
2015-05-19 |
33.95409317299999 |
37.59237 |
¥13.5万 |
+10.68% |
网格止盈 |
| 6 |
2015-05-28 |
2020-07-16 |
48.042593438430025 |
48.831120000000006 |
¥2.3万 |
+1.61% |
网格止盈 |
| 7 |
2020-07-17 |
2020-07-20 |
43.75682310999999 |
45.544410000000006 |
¥5.6万 |
+4.05% |
网格止盈 |
| 8 |
2020-07-21 |
2020-08-14 |
44.467746322999986 |
45.98397 |
¥5.0万 |
+3.38% |
网格止盈 |
| 9 |
2020-08-18 |
2020-08-27 |
48.47888583392744 |
49.95 |
¥4.6万 |
+3.00% |
网格止盈 |
| 10 |
2020-09-01 |
2020-11-13 |
54.51472447800689 |
54.964980000000004 |
¥1.3万 |
+0.80% |
网格止盈 |
| 11 |
2020-11-16 |
2020-11-17 |
50.37541809300001 |
52.4475 |
¥6.4万 |
+4.08% |
网格止盈 |
| 12 |
2020-11-18 |
2020-12-15 |
51.513790806739124 |
53.51643 |
¥6.4万 |
+3.86% |
网格止盈 |
| 13 |
2020-12-21 |
2021-01-05 |
56.4528184712295 |
60.18975 |
¥11.3万 |
+6.59% |
网格止盈 |
| 14 |
2021-01-11 |
2023-02-10 |
61.13789436754999 |
62.5374 |
¥4.1万 |
+2.26% |
网格止盈 |
| 15 |
2023-02-13 |
2023-02-21 |
62.641346768 |
64.41552 |
¥5.2万 |
+2.80% |
网格止盈 |
| 16 |
2023-02-22 |
2023-03-31 |
62.97635292598038 |
65.1348 |
¥6.5万 |
+3.40% |
网格止盈 |
| 17 |
2023-04-11 |
2023-09-05 |
63.04083695886076 |
64.6353 |
¥5.0万 |
+2.50% |
网格止盈 |
| 18 |
2023-09-11 |
2026-11-13 |
62.58359593112537 |
33.27 |
¥-95.9万 |
-46.86% |
强平 |
逐笔成交记录(共 47 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 |
27.46744 |
36300.0 |
¥99.7万 |
|
| 2015-03-18 |
网格止盈 |
卖出 |
28.38159 |
36300.0 |
¥1.03M |
止盈触发 |
| 2015-04-10 |
网格首格 |
买入 |
31.821789999999996 |
32100.0 |
¥1.02M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
34.21575 |
32100.0 |
¥1.10M |
止盈触发 |
| 2015-04-16 |
网格首格 |
买入 |
32.032 |
34200.0 |
¥1.10M |
|
| 2015-04-17 |
网格止盈 |
卖出 |
35.44452 |
34200.0 |
¥1.21M |
止盈触发 |
| 2015-04-20 |
网格首格 |
买入 |
33.79375999999999 |
35900.0 |
¥1.21M |
|
| 2015-04-21 |
网格加仓 |
买入 |
32.5325 |
300.0 |
¥9,763 |
加仓 |
| 2015-05-15 |
网格止盈 |
卖出 |
35.1648 |
36200.0 |
¥1.27M |
止盈触发 |
| 2015-05-18 |
网格首格 |
买入 |
33.943909999999995 |
37100.0 |
¥1.26M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
37.59237 |
37100.0 |
¥1.39M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
48.058009999999996 |
29000.0 |
¥1.39M |
|
| 2015-05-29 |
网格加仓 |
买入 |
45.1451 |
300.0 |
¥1.4万 |
加仓 |
| 2020-07-16 |
网格止盈 |
卖出 |
48.831120000000006 |
29300.0 |
¥1.43M |
止盈触发 |
| 2020-07-17 |
网格首格 |
买入 |
43.7437 |
31700.0 |
¥1.39M |
|
| 2020-07-20 |
网格止盈 |
卖出 |
45.544410000000006 |
31700.0 |
¥1.44M |
止盈触发 |
| 2020-07-21 |
网格首格 |
买入 |
44.45440999999999 |
33400.0 |
¥1.49M |
|
| 2020-08-14 |
网格止盈 |
卖出 |
45.98397 |
33400.0 |
¥1.54M |
止盈触发 |
| 2020-08-18 |
网格首格 |
买入 |
48.468419999999995 |
31600.0 |
¥1.53M |
|
| 2020-08-24 |
网格加仓 |
买入 |
47.17713 |
100.0 |
¥4,719 |
加仓 |
| 2020-08-27 |
网格止盈 |
卖出 |
49.95 |
31700.0 |
¥1.58M |
止盈触发 |
| 2020-09-01 |
网格首格 |
买入 |
54.50445 |
28900.0 |
¥1.58M |
|
| 2020-09-03 |
网格加仓 |
买入 |
52.742689999999996 |
100.0 |
¥5,276 |
加仓 |
| 2020-11-13 |
网格止盈 |
卖出 |
54.964980000000004 |
29000.0 |
¥1.59M |
止盈触发 |
| 2020-11-16 |
网格首格 |
买入 |
50.360310000000005 |
31100.0 |
¥1.57M |
|
| 2020-11-17 |
网格止盈 |
卖出 |
52.4475 |
31100.0 |
¥1.63M |
止盈触发 |
| 2020-11-18 |
网格首格 |
买入 |
51.5515 |
31600.0 |
¥1.63M |
|
| 2020-12-01 |
网格加仓 |
买入 |
48.698649999999994 |
600.0 |
¥2.9万 |
加仓 |
| 2020-12-15 |
网格止盈 |
卖出 |
53.51643 |
32200.0 |
¥1.72M |
止盈触发 |
| 2020-12-21 |
网格首格 |
买入 |
56.456399999999995 |
30000.0 |
¥1.69M |
|
| 2020-12-28 |
网格加仓 |
买入 |
55.20514999999999 |
500.0 |
¥2.8万 |
加仓 |
| 2021-01-05 |
网格止盈 |
卖出 |
60.18975 |
30500.0 |
¥1.84M |
止盈触发 |
| 2021-01-11 |
网格首格 |
买入 |
61.171109999999985 |
29500.0 |
¥1.81M |
|
| 2021-01-18 |
网格加仓 |
买入 |
58.078019999999995 |
500.0 |
¥2.9万 |
加仓 |
| 2023-02-10 |
网格止盈 |
卖出 |
62.5374 |
30000.0 |
¥1.88M |
止盈触发 |
| 2023-02-13 |
网格首格 |
买入 |
62.62255999999999 |
29700.0 |
¥1.86M |
|
| 2023-02-21 |
网格止盈 |
卖出 |
64.41552 |
29700.0 |
¥1.91M |
止盈触发 |
| 2023-02-22 |
网格首格 |
买入 |
62.96289999999999 |
30500.0 |
¥1.92M |
|
| 2023-03-09 |
网格加仓 |
买入 |
61.3 |
100.0 |
¥6,132 |
加仓 |
| 2023-03-31 |
网格止盈 |
卖出 |
65.1348 |
30600.0 |
¥1.99M |
止盈触发 |
| 2023-04-11 |
网格首格 |
买入 |
63.03 |
31500.0 |
¥1.99M |
|
| 2023-04-12 |
网格加仓 |
买入 |
60.48 |
100.0 |
¥6,050 |
加仓 |
| 2023-09-05 |
网格止盈 |
卖出 |
64.6353 |
31600.0 |
¥2.04M |
止盈触发 |
| 2023-09-11 |
网格首格 |
买入 |
62.64257999999999 |
32400.0 |
¥2.03M |
|
| 2023-09-18 |
网格加仓 |
买入 |
60.7607 |
200.0 |
¥1.2万 |
加仓 |
| 2024-08-21 |
网格加仓 |
买入 |
40.98093999999999 |
100.0 |
¥4,099 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
33.27 |
32700 |
¥1.09M |
回测结束强平 |