603799 华友钴业 — 网格交易 回测明细
数据区间: 2015-01-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.13M
策略: 网格交易
K线 & 交易信号(策略收益 +13.49%)
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 32 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 |
2015-03-09 |
2015-03-20 |
19.290185590351353 |
20.6793 |
¥7.2万 |
+7.17% |
网格止盈 |
| 2 |
2015-03-24 |
2015-04-07 |
20.506630144 |
21.29868 |
¥4.1万 |
+3.83% |
网格止盈 |
| 3 |
2015-04-09 |
2015-04-16 |
21.427826419999995 |
21.978000000000005 |
¥2.8万 |
+2.54% |
网格止盈 |
| 4 |
2015-04-21 |
2015-05-15 |
24.81614810184314 |
27.63234 |
¥12.9万 |
+11.31% |
网格止盈 |
| 5 |
2015-05-18 |
2015-05-19 |
25.883612754999998 |
28.5714 |
¥12.9万 |
+10.35% |
网格止盈 |
| 6 |
2015-05-21 |
2015-05-25 |
26.93497807 |
28.4715 |
¥7.8万 |
+5.67% |
网格止盈 |
| 7 |
2015-06-26 |
2016-05-20 |
32.01287972548808 |
32.07789 |
¥2,553 |
+0.17% |
网格止盈 |
| 8 |
2016-05-23 |
2016-05-24 |
31.140439329999992 |
32.1678 |
¥4.7万 |
+3.27% |
网格止盈 |
| 9 |
2016-05-26 |
2016-06-16 |
33.70642641738053 |
38.771190000000004 |
¥22.8万 |
+14.99% |
网格止盈 |
| 10 |
2016-06-20 |
2016-07-08 |
41.472529686265396 |
47.952 |
¥27.3万 |
+15.59% |
网格止盈 |
| 11 |
2016-07-11 |
2016-07-12 |
42.0546126 |
43.116839999999996 |
¥4.9万 |
+2.50% |
网格止盈 |
| 12 |
2016-07-14 |
2017-02-17 |
43.01966250532157 |
40.56 |
¥-11.9万 |
-5.75% |
网格止盈 |
| 13 |
2017-03-01 |
2017-03-03 |
57.58478025299999 |
60.24969 |
¥8.8万 |
+4.60% |
网格止盈 |
| 14 |
2017-03-06 |
2017-06-27 |
55.31595316944173 |
57.47247 |
¥7.9万 |
+3.87% |
网格止盈 |
| 15 |
2017-06-30 |
2017-07-03 |
57.17424713 |
60.919019999999996 |
¥13.8万 |
+6.52% |
网格止盈 |
| 16 |
2017-07-05 |
2017-07-06 |
57.64485827099999 |
61.548390000000005 |
¥15.1万 |
+6.74% |
网格止盈 |
| 17 |
2017-07-11 |
2017-07-24 |
63.977988966657826 |
67.1328 |
¥11.8万 |
+4.90% |
网格止盈 |
| 18 |
2017-07-25 |
2017-08-02 |
62.999367807935165 |
66.3336 |
¥13.3万 |
+5.26% |
网格止盈 |
| 19 |
2017-08-04 |
2017-08-23 |
67.72627071897708 |
70.50941999999999 |
¥10.9万 |
+4.08% |
网格止盈 |
| 20 |
2017-08-30 |
2017-08-31 |
76.09882280000001 |
78.921 |
¥10.0万 |
+3.68% |
网格止盈 |
| 21 |
2017-09-05 |
2017-09-07 |
84.65994036499998 |
89.92998 |
¥17.8万 |
+6.19% |
网格止盈 |
| 22 |
2017-09-13 |
2017-09-14 |
85.290759554 |
86.913 |
¥5.6万 |
+1.87% |
网格止盈 |
| 23 |
2017-09-15 |
2017-11-01 |
89.15816687076148 |
96.03387 |
¥23.8万 |
+7.68% |
网格止盈 |
| 24 |
2017-11-03 |
2018-01-30 |
96.10604003287642 |
99.9 |
¥13.1万 |
+3.92% |
网格止盈 |
| 25 |
2018-01-31 |
2018-02-01 |
92.62027774999999 |
101.898 |
¥34.4万 |
+9.98% |
网格止盈 |
| 26 |
2018-02-02 |
2018-02-05 |
96.87580402499998 |
96.89300999999999 |
¥-461 |
-0.01% |
网格止盈 |
| 27 |
2018-02-06 |
2018-02-13 |
92.37540770084745 |
97.96194 |
¥23.0万 |
+6.02% |
网格止盈 |
| 28 |
2018-02-27 |
2018-03-01 |
112.365919666 |
118.89099 |
¥22.8万 |
+5.78% |
网格止盈 |
| 29 |
2018-03-07 |
2018-03-15 |
120.16604900300001 |
132.867 |
¥44.7万 |
+10.54% |
网格止盈 |
| 30 |
2018-03-19 |
2018-03-20 |
127.14511209399998 |
129.75011999999998 |
¥9.4万 |
+2.02% |
网格止盈 |
| 31 |
2018-03-21 |
2021-07-12 |
127.10276158263059 |
137.29 |
¥38.5万 |
+7.98% |
网格止盈 |
| 32 |
2021-07-14 |
2026-11-13 |
142.9082087805769 |
31.17 |
¥-4.07M |
-78.20% |
强平 |
逐笔成交记录(共 84 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-03-09 |
网格首格 |
买入 |
19.3193 |
49700.0 |
¥96.0万 |
|
| 2015-03-13 |
网格加仓 |
买入 |
18.45844 |
2100.0 |
¥3.9万 |
加仓 |
| 2015-03-20 |
网格止盈 |
卖出 |
20.6793 |
51800.0 |
¥1.07M |
止盈触发 |
| 2015-03-24 |
网格首格 |
买入 |
20.50048 |
52000.0 |
¥1.07M |
|
| 2015-04-07 |
网格止盈 |
卖出 |
21.29868 |
52000.0 |
¥1.11M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
21.421399999999995 |
51400.0 |
¥1.10M |
|
| 2015-04-16 |
网格止盈 |
卖出 |
21.978000000000005 |
51400.0 |
¥1.13M |
止盈触发 |
| 2015-04-21 |
网格首格 |
买入 |
24.8248 |
45000.0 |
¥1.12M |
|
| 2015-04-27 |
网格加仓 |
买入 |
24.00398 |
900.0 |
¥2.2万 |
加仓 |
| 2015-05-15 |
网格止盈 |
卖出 |
27.63234 |
45900.0 |
¥1.27M |
止盈触发 |
| 2015-05-18 |
网格首格 |
买入 |
25.87585 |
48000.0 |
¥1.24M |
|
| 2015-05-19 |
网格止盈 |
卖出 |
28.5714 |
48000.0 |
¥1.37M |
止盈触发 |
| 2015-05-21 |
网格首格 |
买入 |
26.9269 |
51000.0 |
¥1.37M |
|
| 2015-05-25 |
网格止盈 |
卖出 |
28.4715 |
51000.0 |
¥1.45M |
止盈触发 |
| 2015-06-26 |
网格首格 |
买入 |
32.83 |
40300.0 |
¥1.32M |
|
| 2015-06-30 |
网格加仓 |
买入 |
26.6266 |
5100.0 |
¥13.6万 |
加仓 |
| 2015-07-01 |
网格加仓 |
买入 |
24.8248 |
600.0 |
¥1.5万 |
加仓 |
| 2015-08-04 |
网格加仓 |
买入 |
16.1161 |
100.0 |
¥1,612 |
加仓 |
| 2016-05-20 |
网格止盈 |
卖出 |
32.07789 |
46100.0 |
¥1.48M |
止盈触发 |
| 2016-05-23 |
网格首格 |
买入 |
31.131099999999993 |
46100.0 |
¥1.44M |
|
| 2016-05-24 |
网格止盈 |
卖出 |
32.1678 |
46100.0 |
¥1.48M |
止盈触发 |
| 2016-05-26 |
网格首格 |
买入 |
33.703669999999995 |
45100.0 |
¥1.52M |
|
| 2016-05-30 |
网格加仓 |
买入 |
30.38035 |
100.0 |
¥3,039 |
加仓 |
| 2016-06-16 |
网格止盈 |
卖出 |
38.771190000000004 |
45200.0 |
¥1.75M |
止盈触发 |
| 2016-06-20 |
网格首格 |
买入 |
41.54149999999999 |
41400.0 |
¥1.72M |
|
| 2016-06-22 |
网格加仓 |
买入 |
37.247209999999995 |
800.0 |
¥3.0万 |
加仓 |
| 2016-07-08 |
网格止盈 |
卖出 |
47.952 |
42200.0 |
¥2.02M |
止盈触发 |
| 2016-07-11 |
网格首格 |
买入 |
42.041999999999994 |
46900.0 |
¥1.97M |
|
| 2016-07-12 |
网格止盈 |
卖出 |
43.116839999999996 |
46900.0 |
¥2.02M |
止盈触发 |
| 2016-07-14 |
网格首格 |
买入 |
43.04299999999999 |
47700.0 |
¥2.05M |
|
| 2016-07-19 |
网格加仓 |
买入 |
39.54950999999999 |
500.0 |
¥2.0万 |
加仓 |
| 2017-02-17 |
网格止盈 |
卖出 |
40.56 |
48200.0 |
¥1.95M |
止盈触发 |
| 2017-03-01 |
网格首格 |
买入 |
57.56750999999999 |
33300.0 |
¥1.92M |
|
| 2017-03-03 |
网格止盈 |
卖出 |
60.24969 |
33300.0 |
¥2.01M |
止盈触发 |
| 2017-03-06 |
网格首格 |
买入 |
55.365309999999994 |
35800.0 |
¥1.98M |
|
| 2017-03-08 |
网格加仓 |
买入 |
53.153099999999995 |
1100.0 |
¥5.8万 |
加仓 |
| 2017-06-27 |
网格止盈 |
卖出 |
57.47247 |
36900.0 |
¥2.12M |
止盈触发 |
| 2017-06-30 |
网格首格 |
买入 |
57.15709999999999 |
37000.0 |
¥2.12M |
|
| 2017-07-03 |
网格止盈 |
卖出 |
60.919019999999996 |
37000.0 |
¥2.25M |
止盈触发 |
| 2017-07-05 |
网格首格 |
买入 |
57.62756999999999 |
38800.0 |
¥2.24M |
|
| 2017-07-06 |
网格止盈 |
卖出 |
61.548390000000005 |
38800.0 |
¥2.39M |
止盈触发 |
| 2017-07-11 |
网格首格 |
买入 |
64.0 |
37100.0 |
¥2.38M |
|
| 2017-07-12 |
网格加仓 |
买入 |
61.41135 |
600.0 |
¥3.7万 |
加仓 |
| 2017-07-24 |
网格止盈 |
卖出 |
67.1328 |
37700.0 |
¥2.53M |
止盈触发 |
| 2017-07-25 |
网格首格 |
买入 |
63.063 |
39500.0 |
¥2.49M |
|
| 2017-07-28 |
网格加仓 |
买入 |
57.547489999999996 |
600.0 |
¥3.5万 |
加仓 |
| 2017-08-02 |
网格止盈 |
卖出 |
66.3336 |
40100.0 |
¥2.66M |
止盈触发 |
| 2017-08-04 |
网格首格 |
买入 |
67.72765999999999 |
38900.0 |
¥2.64M |
|
| 2017-08-07 |
网格加仓 |
买入 |
65.59553 |
400.0 |
¥2.6万 |
加仓 |
| 2017-08-23 |
网格止盈 |
卖出 |
70.50941999999999 |
39300.0 |
¥2.77M |
止盈触发 |
| 2017-08-30 |
网格首格 |
买入 |
76.076 |
35900.0 |
¥2.73M |
|
| 2017-08-31 |
网格止盈 |
卖出 |
78.921 |
35900.0 |
¥2.83M |
止盈触发 |
| 2017-09-05 |
网格首格 |
买入 |
84.63454999999999 |
33900.0 |
¥2.87M |
|
| 2017-09-07 |
网格止盈 |
卖出 |
89.92998 |
33900.0 |
¥3.05M |
止盈触发 |
| 2017-09-13 |
网格首格 |
买入 |
85.26518 |
35200.0 |
¥3.00M |
|
| 2017-09-14 |
网格止盈 |
卖出 |
86.913 |
35200.0 |
¥3.06M |
止盈触发 |
| 2017-09-15 |
网格首格 |
买入 |
89.13904999999998 |
34700.0 |
¥3.09M |
|
| 2017-09-18 |
网格加仓 |
买入 |
86.48639999999999 |
100.0 |
¥8,651 |
加仓 |
| 2017-11-01 |
网格止盈 |
卖出 |
96.03387 |
34800.0 |
¥3.34M |
止盈触发 |
| 2017-11-03 |
网格首格 |
买入 |
96.14604999999999 |
34500.0 |
¥3.32M |
|
| 2017-11-07 |
网格加仓 |
买入 |
92.70260999999999 |
200.0 |
¥1.9万 |
加仓 |
| 2017-11-16 |
网格加仓 |
买入 |
79.079 |
100.0 |
¥7,910 |
加仓 |
| 2018-01-30 |
网格止盈 |
卖出 |
99.9 |
34800.0 |
¥3.48M |
止盈触发 |
| 2018-01-31 |
网格首格 |
买入 |
92.59249999999999 |
37200.0 |
¥3.45M |
|
| 2018-02-01 |
网格止盈 |
卖出 |
101.898 |
37200.0 |
¥3.79M |
止盈触发 |
| 2018-02-02 |
网格首格 |
买入 |
96.84674999999999 |
38900.0 |
¥3.77M |
|
| 2018-02-05 |
网格止盈 |
卖出 |
96.89300999999999 |
38900.0 |
¥3.77M |
止盈触发 |
| 2018-02-06 |
网格首格 |
买入 |
92.37227999999999 |
40000.0 |
¥3.70M |
|
| 2018-02-07 |
网格加仓 |
买入 |
91.5915 |
1300.0 |
¥11.9万 |
加仓 |
| 2018-02-13 |
网格止盈 |
卖出 |
97.96194 |
41300.0 |
¥4.04M |
止盈触发 |
| 2018-02-27 |
网格首格 |
买入 |
112.33221999999999 |
35200.0 |
¥3.96M |
|
| 2018-03-01 |
网格止盈 |
卖出 |
118.89099 |
35200.0 |
¥4.18M |
止盈触发 |
| 2018-03-07 |
网格首格 |
买入 |
120.13001 |
35300.0 |
¥4.24M |
|
| 2018-03-15 |
网格止盈 |
卖出 |
132.867 |
35300.0 |
¥4.69M |
止盈触发 |
| 2018-03-19 |
网格首格 |
买入 |
127.10698 |
36500.0 |
¥4.64M |
|
| 2018-03-20 |
网格止盈 |
卖出 |
129.75011999999998 |
36500.0 |
¥4.73M |
止盈触发 |
| 2018-03-21 |
网格首格 |
买入 |
127.12699999999998 |
37600.0 |
¥4.78M |
|
| 2018-03-22 |
网格加仓 |
买入 |
124.91479 |
200.0 |
¥2.5万 |
加仓 |
| 2018-04-03 |
网格加仓 |
买入 |
107.91780999999999 |
100.0 |
¥1.1万 |
加仓 |
| 2021-07-12 |
网格止盈 |
卖出 |
137.29 |
37900.0 |
¥5.20M |
止盈触发 |
| 2021-07-14 |
网格首格 |
买入 |
143.14 |
35500.0 |
¥5.08M |
|
| 2021-07-15 |
网格加仓 |
买入 |
133.6335 |
800.0 |
¥10.7万 |
加仓 |
| 2021-08-04 |
网格加仓 |
买入 |
119.21909999999998 |
100.0 |
¥1.2万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
31.17 |
36400 |
¥1.13M |
回测结束强平 |