603986 兆易创新 — 网格交易 回测明细
数据区间: 2016-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥93.8万
策略: 网格交易
K线 & 交易信号(策略收益 -6.19%)
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 17 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 |
2017-03-17 |
2020-01-14 |
243.2456376594146 |
255.94379999999995 |
¥5.2万 |
+5.19% |
网格止盈 |
| 2 |
2020-01-15 |
2020-01-21 |
250.43521803299998 |
261.2385 |
¥4.4万 |
+4.28% |
网格止盈 |
| 3 |
2020-02-03 |
2020-02-05 |
255.03118640999995 |
279.88983 |
¥9.4万 |
+9.71% |
网格止盈 |
| 4 |
2020-02-06 |
2020-02-07 |
272.604006675 |
280.53918 |
¥3.3万 |
+2.88% |
网格止盈 |
| 5 |
2020-02-10 |
2020-02-14 |
295.99877299999997 |
312.687 |
¥6.8万 |
+5.61% |
网格止盈 |
| 6 |
2020-02-17 |
2020-02-19 |
309.4017927 |
324.68498999999997 |
¥6.2万 |
+4.91% |
网格止盈 |
| 7 |
2020-02-20 |
2020-02-21 |
341.44340229999995 |
373.01661 |
¥12.3万 |
+9.21% |
网格止盈 |
| 8 |
2020-02-28 |
2020-03-02 |
344.857836323 |
372.627 |
¥11.3万 |
+8.02% |
网格止盈 |
| 9 |
2020-03-03 |
2026-05-14 |
353.02822425982214 |
364.68495 |
¥5.2万 |
+3.27% |
网格止盈 |
| 10 |
2026-05-15 |
2026-05-18 |
353.45900589999997 |
408.17142 |
¥24.6万 |
+15.44% |
网格止盈 |
| 11 |
2026-05-19 |
2026-05-20 |
390.50711699999994 |
407.8 |
¥8.1万 |
+4.40% |
网格止盈 |
| 12 |
2026-05-28 |
2026-06-05 |
495.15583553333323 |
506.493 |
¥4.4万 |
+2.26% |
网格止盈 |
| 13 |
2026-06-08 |
2026-06-10 |
461.709581333 |
488.62089000000003 |
¥11.0万 |
+5.80% |
网格止盈 |
| 14 |
2026-06-11 |
2026-06-16 |
481.1448201559999 |
525.474 |
¥19.0万 |
+9.18% |
网格止盈 |
| 15 |
2026-06-17 |
2026-06-18 |
521.6774562999999 |
593.406 |
¥30.8万 |
+13.72% |
网格止盈 |
| 16 |
2026-06-24 |
2026-06-25 |
641.8334923 |
739.26 |
¥38.9万 |
+15.14% |
网格止盈 |
| 17 |
2026-07-01 |
2026-11-13 |
790.5568893590788 |
246.02 |
¥-2.07M |
-68.89% |
强平 |
逐笔成交记录(共 39 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2017-03-17 |
网格首格 |
买入 |
243.74349999999998 |
4000.0 |
¥97.5万 |
|
| 2017-03-20 |
网格加仓 |
买入 |
220.34011999999998 |
100.0 |
¥2.2万 |
加仓 |
| 2020-01-14 |
网格止盈 |
卖出 |
255.94379999999995 |
4100.0 |
¥1.05M |
止盈触发 |
| 2020-01-15 |
网格首格 |
买入 |
250.36011 |
4100.0 |
¥1.03M |
|
| 2020-01-21 |
网格止盈 |
卖出 |
261.2385 |
4100.0 |
¥1.07M |
止盈触发 |
| 2020-02-03 |
网格首格 |
买入 |
254.95469999999997 |
3800.0 |
¥96.9万 |
|
| 2020-02-05 |
网格止盈 |
卖出 |
279.88983 |
3800.0 |
¥1.06M |
止盈触发 |
| 2020-02-06 |
网格首格 |
买入 |
272.52225 |
4200.0 |
¥1.14M |
|
| 2020-02-07 |
网格止盈 |
卖出 |
280.53918 |
4200.0 |
¥1.18M |
止盈触发 |
| 2020-02-10 |
网格首格 |
买入 |
295.91 |
4100.0 |
¥1.21M |
|
| 2020-02-14 |
网格止盈 |
卖出 |
312.687 |
4100.0 |
¥1.28M |
止盈触发 |
| 2020-02-17 |
网格首格 |
买入 |
309.30899999999997 |
4100.0 |
¥1.27M |
|
| 2020-02-19 |
网格止盈 |
卖出 |
324.68498999999997 |
4100.0 |
¥1.33M |
止盈触发 |
| 2020-02-20 |
网格首格 |
买入 |
341.34099999999995 |
3900.0 |
¥1.33M |
|
| 2020-02-21 |
网格止盈 |
卖出 |
373.01661 |
3900.0 |
¥1.45M |
止盈触发 |
| 2020-02-28 |
网格首格 |
买入 |
344.75441 |
4100.0 |
¥1.41M |
|
| 2020-03-02 |
网格止盈 |
卖出 |
372.627 |
4100.0 |
¥1.53M |
止盈触发 |
| 2020-03-03 |
网格首格 |
买入 |
356.35599999999994 |
4400.0 |
¥1.57M |
|
| 2020-05-25 |
网格加仓 |
买入 |
201.84163999999998 |
100.0 |
¥2.0万 |
加仓 |
| 2026-05-14 |
网格止盈 |
卖出 |
364.68495 |
4500.0 |
¥1.64M |
止盈触发 |
| 2026-05-15 |
网格首格 |
买入 |
353.35299999999995 |
4500.0 |
¥1.59M |
|
| 2026-05-18 |
网格止盈 |
卖出 |
408.17142 |
4500.0 |
¥1.84M |
止盈触发 |
| 2026-05-19 |
网格首格 |
买入 |
390.38999999999993 |
4700.0 |
¥1.84M |
|
| 2026-05-20 |
网格止盈 |
卖出 |
407.8 |
4700.0 |
¥1.92M |
止盈触发 |
| 2026-05-28 |
网格首格 |
买入 |
495.49499999999995 |
3800.0 |
¥1.88M |
|
| 2026-06-01 |
网格加仓 |
买入 |
476.4759999999999 |
100.0 |
¥4.8万 |
加仓 |
| 2026-06-05 |
网格止盈 |
卖出 |
506.493 |
3900.0 |
¥1.97M |
止盈触发 |
| 2026-06-08 |
网格首格 |
买入 |
461.57111 |
4100.0 |
¥1.89M |
|
| 2026-06-10 |
网格止盈 |
卖出 |
488.62089000000003 |
4100.0 |
¥2.00M |
止盈触发 |
| 2026-06-11 |
网格首格 |
买入 |
481.00051999999994 |
4300.0 |
¥2.07M |
|
| 2026-06-16 |
网格止盈 |
卖出 |
525.474 |
4300.0 |
¥2.26M |
止盈触发 |
| 2026-06-17 |
网格首格 |
买入 |
521.521 |
4300.0 |
¥2.24M |
|
| 2026-06-18 |
网格止盈 |
卖出 |
593.406 |
4300.0 |
¥2.55M |
止盈触发 |
| 2026-06-24 |
网格首格 |
买入 |
641.641 |
4000.0 |
¥2.57M |
|
| 2026-06-25 |
网格止盈 |
卖出 |
739.26 |
4000.0 |
¥2.96M |
止盈触发 |
| 2026-07-01 |
网格首格 |
买入 |
803.803 |
3600.0 |
¥2.89M |
|
| 2026-07-02 |
网格加仓 |
买入 |
721.7209999999999 |
100.0 |
¥7.2万 |
加仓 |
| 2026-07-29 |
网格加仓 |
买入 |
373.52314999999993 |
100.0 |
¥3.7万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
246.02 |
3800 |
¥93.5万 |
回测结束强平 |