603392 万泰生物 — 网格交易 回测明细
数据区间: 2020-04-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥25.4万
策略: 网格交易
K线 & 交易信号(策略收益 -74.63%)
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 21 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 |
2020-06-10 |
2020-06-15 |
136.1768408 |
162.837 |
¥18.1万 |
+19.54% |
网格止盈 |
| 2 |
2020-06-17 |
2020-07-02 |
164.01298913999997 |
168.831 |
¥3.4万 |
+2.91% |
网格止盈 |
| 3 |
2020-07-03 |
2020-07-08 |
163.71259904999997 |
171.82799999999997 |
¥5.9万 |
+4.93% |
网格止盈 |
| 4 |
2020-07-16 |
2020-07-20 |
211.85077850603327 |
217.77201000000002 |
¥3.5万 |
+2.76% |
网格止盈 |
| 5 |
2020-07-21 |
2020-07-22 |
197.23613309399997 |
205.72407000000004 |
¥5.4万 |
+4.27% |
网格止盈 |
| 6 |
2020-07-23 |
2020-07-24 |
212.165520567 |
225.774 |
¥8.4万 |
+6.38% |
网格止盈 |
| 7 |
2020-07-27 |
2020-07-28 |
211.27436329999998 |
221.65812 |
¥7.0万 |
+4.88% |
网格止盈 |
| 8 |
2020-07-29 |
2020-07-30 |
210.33314101799996 |
232.767 |
¥15.7万 |
+10.63% |
网格止盈 |
| 9 |
2020-08-05 |
2020-08-06 |
252.82832574999998 |
264.735 |
¥7.6万 |
+4.68% |
网格止盈 |
| 10 |
2020-08-07 |
2020-08-10 |
251.32637529999997 |
268.2315 |
¥11.4万 |
+6.69% |
网格止盈 |
| 11 |
2020-08-11 |
2021-01-13 |
250.7201826859459 |
281.718 |
¥22.9万 |
+12.33% |
网格止盈 |
| 12 |
2021-01-15 |
2021-01-19 |
258.18763108409877 |
273.90582 |
¥12.7万 |
+6.06% |
网格止盈 |
| 13 |
2021-01-20 |
2021-01-21 |
275.36759550299996 |
293.65605 |
¥14.6万 |
+6.61% |
网格止盈 |
| 14 |
2021-01-27 |
2021-01-28 |
304.89594135000004 |
309.69 |
¥3.6万 |
+1.54% |
网格止盈 |
| 15 |
2021-02-01 |
2021-02-18 |
325.4225975 |
343.64601000000005 |
¥13.2万 |
+5.57% |
网格止盈 |
| 16 |
2021-02-19 |
2021-05-17 |
304.9127101140602 |
325.674 |
¥17.2万 |
+6.78% |
网格止盈 |
| 17 |
2021-05-19 |
2021-06-11 |
235.09921556860868 |
241.30845000000002 |
¥7.1万 |
+2.61% |
网格止盈 |
| 18 |
2021-06-15 |
2021-06-29 |
252.71818271699993 |
262.4373 |
¥10.5万 |
+3.81% |
网格止盈 |
| 19 |
2021-07-02 |
2021-07-13 |
252.32767559999996 |
263.71602 |
¥12.8万 |
+4.48% |
网格止盈 |
| 20 |
2021-07-20 |
2021-08-03 |
273.835606044 |
282.63 |
¥9.5万 |
+3.18% |
网格止盈 |
| 21 |
2021-08-09 |
2026-11-13 |
279.57919085492796 |
22.85 |
¥-2.85M |
-91.83% |
强平 |
逐笔成交记录(共 49 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-06-10 |
网格首格 |
买入 |
136.136 |
6800.0 |
¥92.6万 |
|
| 2020-06-15 |
网格止盈 |
卖出 |
162.837 |
6800.0 |
¥1.11M |
止盈触发 |
| 2020-06-17 |
网格首格 |
买入 |
163.9638 |
7200.0 |
¥1.18M |
|
| 2020-07-02 |
网格止盈 |
卖出 |
168.831 |
7200.0 |
¥1.22M |
止盈触发 |
| 2020-07-03 |
网格首格 |
买入 |
163.66349999999997 |
7300.0 |
¥1.20M |
|
| 2020-07-08 |
网格止盈 |
卖出 |
171.82799999999997 |
7300.0 |
¥1.25M |
止盈触发 |
| 2020-07-16 |
网格首格 |
买入 |
212.10188999999997 |
5800.0 |
¥1.23M |
|
| 2020-07-17 |
网格加仓 |
买入 |
202.66245999999998 |
200.0 |
¥4.1万 |
加仓 |
| 2020-07-20 |
网格止盈 |
卖出 |
217.77201000000002 |
6000.0 |
¥1.31M |
止盈触发 |
| 2020-07-21 |
网格首格 |
买入 |
197.17697999999996 |
6400.0 |
¥1.26M |
|
| 2020-07-22 |
网格止盈 |
卖出 |
205.72407000000004 |
6400.0 |
¥1.32M |
止盈触发 |
| 2020-07-23 |
网格首格 |
买入 |
212.10188999999997 |
6200.0 |
¥1.32M |
|
| 2020-07-24 |
网格止盈 |
卖出 |
225.774 |
6200.0 |
¥1.40M |
止盈触发 |
| 2020-07-27 |
网格首格 |
买入 |
211.21099999999998 |
6800.0 |
¥1.44M |
|
| 2020-07-28 |
网格止盈 |
卖出 |
221.65812 |
6800.0 |
¥1.51M |
止盈触发 |
| 2020-07-29 |
网格首格 |
买入 |
210.27005999999994 |
7000.0 |
¥1.47M |
|
| 2020-07-30 |
网格止盈 |
卖出 |
232.767 |
7000.0 |
¥1.63M |
止盈触发 |
| 2020-08-05 |
网格首格 |
买入 |
252.75249999999997 |
6400.0 |
¥1.62M |
|
| 2020-08-06 |
网格止盈 |
卖出 |
264.735 |
6400.0 |
¥1.69M |
止盈触发 |
| 2020-08-07 |
网格首格 |
买入 |
251.25099999999998 |
6800.0 |
¥1.71M |
|
| 2020-08-10 |
网格止盈 |
卖出 |
268.2315 |
6800.0 |
¥1.82M |
止盈触发 |
| 2020-08-11 |
网格首格 |
买入 |
251.25099999999995 |
7200.0 |
¥1.81M |
|
| 2020-08-13 |
网格加仓 |
买入 |
228.82859999999997 |
200.0 |
¥4.6万 |
加仓 |
| 2021-01-13 |
网格止盈 |
卖出 |
281.718 |
7400.0 |
¥2.08M |
止盈触发 |
| 2021-01-15 |
网格首格 |
买入 |
258.258 |
8000.0 |
¥2.07M |
|
| 2021-01-18 |
网格加仓 |
买入 |
246.28603999999996 |
100.0 |
¥2.5万 |
加仓 |
| 2021-01-19 |
网格止盈 |
卖出 |
273.90582 |
8100.0 |
¥2.22M |
止盈触发 |
| 2021-01-20 |
网格首格 |
买入 |
275.28500999999994 |
8000.0 |
¥2.20M |
|
| 2021-01-21 |
网格止盈 |
卖出 |
293.65605 |
8000.0 |
¥2.35M |
止盈触发 |
| 2021-01-27 |
网格首格 |
买入 |
304.80449999999996 |
7700.0 |
¥2.35M |
|
| 2021-01-28 |
网格止盈 |
卖出 |
309.69 |
7700.0 |
¥2.38M |
止盈触发 |
| 2021-02-01 |
网格首格 |
买入 |
325.325 |
7300.0 |
¥2.38M |
|
| 2021-02-18 |
网格止盈 |
卖出 |
343.64601000000005 |
7300.0 |
¥2.51M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
305.30499999999995 |
8200.0 |
¥2.50M |
|
| 2021-02-23 |
网格加仓 |
买入 |
265.15488999999997 |
100.0 |
¥2.7万 |
加仓 |
| 2021-05-17 |
网格止盈 |
卖出 |
325.674 |
8300.0 |
¥2.70M |
止盈触发 |
| 2021-05-19 |
网格首格 |
买入 |
235.13489999999996 |
11300.0 |
¥2.66M |
|
| 2021-05-25 |
网格加仓 |
买入 |
229.02879999999996 |
200.0 |
¥4.6万 |
加仓 |
| 2021-06-11 |
网格止盈 |
卖出 |
241.30845000000002 |
11500.0 |
¥2.77M |
止盈触发 |
| 2021-06-15 |
网格首格 |
买入 |
252.64238999999995 |
10900.0 |
¥2.75M |
|
| 2021-06-29 |
网格止盈 |
卖出 |
262.4373 |
10900.0 |
¥2.86M |
止盈触发 |
| 2021-07-02 |
网格首格 |
买入 |
252.25199999999998 |
11300.0 |
¥2.85M |
|
| 2021-07-13 |
网格止盈 |
卖出 |
263.71602 |
11300.0 |
¥2.98M |
止盈触发 |
| 2021-07-20 |
网格首格 |
买入 |
273.75347999999997 |
10900.0 |
¥2.98M |
|
| 2021-08-03 |
网格止盈 |
卖出 |
282.63 |
10900.0 |
¥3.08M |
止盈触发 |
| 2021-08-09 |
网格首格 |
买入 |
281.75147 |
10900.0 |
¥3.07M |
|
| 2021-08-12 |
网格加仓 |
买入 |
256.0558 |
100.0 |
¥2.6万 |
加仓 |
| 2023-08-23 |
网格加仓 |
买入 |
57.01696 |
100.0 |
¥5,703 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
22.85 |
11100 |
¥25.4万 |
回测结束强平 |