688008 澜起科技 — 网格交易 回测明细
数据区间: 2019-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.84M
策略: 网格交易
K线 & 交易信号（策略收益 +84.23%）
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 |
2019-08-21 |
2020-01-15 |
74.75745682668419 |
77.43249 |
¥3.5万 |
+3.55% |
网格止盈 |
| 2 |
2020-01-16 |
2020-01-17 |
78.471904511 |
81.4185 |
¥3.8万 |
+3.72% |
网格止盈 |
| 3 |
2020-01-21 |
2020-01-23 |
83.79882210699999 |
90.90900000000002 |
¥9.1万 |
+8.45% |
网格止盈 |
| 4 |
2020-02-03 |
2020-02-05 |
82.10662459999999 |
87.90200999999999 |
¥6.9万 |
+7.03% |
网格止盈 |
| 5 |
2020-02-06 |
2020-02-07 |
86.11182579999999 |
90.15975 |
¥5.7万 |
+4.67% |
网格止盈 |
| 6 |
2020-02-11 |
2020-02-13 |
108.14043239999998 |
114.79509 |
¥7.7万 |
+6.12% |
网格止盈 |
| 7 |
2020-02-14 |
2025-09-01 |
115.77857171388982 |
127.87200000000001 |
¥14.2万 |
+10.41% |
网格止盈 |
| 8 |
2025-09-02 |
2025-09-25 |
124.71195236499997 |
133.01685 |
¥10.0万 |
+6.63% |
网格止盈 |
| 9 |
2025-10-10 |
2026-01-22 |
154.147100261 |
172.69713000000002 |
¥19.2万 |
+12.00% |
网格止盈 |
| 10 |
2026-01-23 |
2026-01-28 |
163.41220895999996 |
170.829 |
¥7.8万 |
+4.51% |
网格止盈 |
| 11 |
2026-01-30 |
2026-02-02 |
160.68867214399995 |
180.819 |
¥23.1万 |
+12.49% |
网格止盈 |
| 12 |
2026-02-04 |
2026-05-07 |
175.3040337708333 |
201.78801 |
¥31.7万 |
+15.07% |
网格止盈 |
| 13 |
2026-05-13 |
2026-05-14 |
233.30296989999997 |
279.72 |
¥46.3万 |
+19.86% |
网格止盈 |
| 14 |
2026-05-15 |
2026-05-26 |
265.18106440513765 |
285.714 |
¥22.3万 |
+7.71% |
网格止盈 |
| 15 |
2026-05-28 |
2026-06-22 |
259.53837282706667 |
275.724 |
¥19.3万 |
+6.20% |
网格止盈 |
| 16 |
2026-06-23 |
2026-06-30 |
274.89172753542493 |
296.36334000000005 |
¥25.7万 |
+7.78% |
网格止盈 |
| 17 |
2026-07-02 |
2026-11-13 |
292.1179542674835 |
150.97 |
¥-1.72M |
-48.33% |
强平 |
逐笔成交记录（共 43 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-08-21 |
网格首格 |
买入 |
74.76468999999999 |
13200.0 |
¥98.7万 |
|
| 2019-08-22 |
网格加仓 |
买入 |
70.82074999999999 |
100.0 |
¥7,084 |
加仓 |
| 2020-01-15 |
网格止盈 |
卖出 |
77.43249 |
13300.0 |
¥1.03M |
止盈触发 |
| 2020-01-16 |
网格首格 |
买入 |
78.44837 |
13100.0 |
¥1.03M |
|
| 2020-01-17 |
网格止盈 |
卖出 |
81.4185 |
13100.0 |
¥1.07M |
止盈触发 |
| 2020-01-21 |
网格首格 |
买入 |
83.77368999999999 |
12800.0 |
¥1.07M |
|
| 2020-01-23 |
网格止盈 |
卖出 |
90.90900000000002 |
12800.0 |
¥1.16M |
止盈触发 |
| 2020-02-03 |
网格首格 |
买入 |
82.082 |
12000.0 |
¥98.5万 |
|
| 2020-02-05 |
网格止盈 |
卖出 |
87.90200999999999 |
12000.0 |
¥1.05M |
止盈触发 |
| 2020-02-06 |
网格首格 |
买入 |
86.08599999999998 |
14100.0 |
¥1.21M |
|
| 2020-02-07 |
网格止盈 |
卖出 |
90.15975 |
14100.0 |
¥1.27M |
止盈触发 |
| 2020-02-11 |
网格首格 |
买入 |
108.10799999999999 |
11700.0 |
¥1.27M |
|
| 2020-02-13 |
网格止盈 |
卖出 |
114.79509 |
11700.0 |
¥1.34M |
止盈触发 |
| 2020-02-14 |
网格首格 |
买入 |
116.00589 |
11700.0 |
¥1.36M |
|
| 2020-02-28 |
网格加仓 |
买入 |
85.085 |
100.0 |
¥8,511 |
加仓 |
| 2025-09-01 |
网格止盈 |
卖出 |
127.87200000000001 |
11800.0 |
¥1.51M |
止盈触发 |
| 2025-09-02 |
网格首格 |
买入 |
124.67454999999998 |
12100.0 |
¥1.51M |
|
| 2025-09-25 |
网格止盈 |
卖出 |
133.01685 |
12100.0 |
¥1.61M |
止盈触发 |
| 2025-10-10 |
网格首格 |
买入 |
154.154 |
10200.0 |
¥1.57M |
|
| 2025-10-14 |
网格加仓 |
买入 |
151.39123999999998 |
200.0 |
¥3.0万 |
加仓 |
| 2026-01-22 |
网格止盈 |
卖出 |
172.69713000000002 |
10400.0 |
¥1.80M |
止盈触发 |
| 2026-01-23 |
网格首格 |
买入 |
163.36319999999998 |
10600.0 |
¥1.73M |
|
| 2026-01-28 |
网格止盈 |
卖出 |
170.829 |
10600.0 |
¥1.81M |
止盈触发 |
| 2026-01-30 |
网格首格 |
买入 |
160.64047999999997 |
11500.0 |
¥1.85M |
|
| 2026-02-02 |
网格止盈 |
卖出 |
180.819 |
11500.0 |
¥2.08M |
止盈触发 |
| 2026-02-04 |
网格首格 |
买入 |
175.69 |
11500.0 |
¥2.02M |
|
| 2026-02-06 |
网格加仓 |
买入 |
165.165 |
500.0 |
¥8.3万 |
加仓 |
| 2026-05-07 |
网格止盈 |
卖出 |
201.78801 |
12000.0 |
¥2.42M |
止盈触发 |
| 2026-05-13 |
网格首格 |
买入 |
233.23299999999995 |
10000.0 |
¥2.33M |
|
| 2026-05-14 |
网格止盈 |
卖出 |
279.72 |
10000.0 |
¥2.80M |
止盈触发 |
| 2026-05-15 |
网格首格 |
买入 |
265.265 |
10800.0 |
¥2.87M |
|
| 2026-05-18 |
网格加仓 |
买入 |
247.44719999999995 |
100.0 |
¥2.5万 |
加仓 |
| 2026-05-26 |
网格止盈 |
卖出 |
285.714 |
10900.0 |
¥3.11M |
止盈触发 |
| 2026-05-28 |
网格首格 |
买入 |
260.26 |
11600.0 |
¥3.02M |
|
| 2026-06-02 |
网格加仓 |
买入 |
236.27603999999997 |
400.0 |
¥9.5万 |
加仓 |
| 2026-06-22 |
网格止盈 |
卖出 |
275.724 |
12000.0 |
¥3.31M |
止盈触发 |
| 2026-06-23 |
网格首格 |
买入 |
275.28500999999994 |
11700.0 |
¥3.22M |
|
| 2026-06-24 |
网格加仓 |
买入 |
256.256 |
300.0 |
¥7.7万 |
加仓 |
| 2026-06-30 |
网格止盈 |
卖出 |
296.36334000000005 |
12000.0 |
¥3.56M |
止盈触发 |
| 2026-07-02 |
网格首格 |
买入 |
295.27497999999997 |
11200.0 |
¥3.31M |
|
| 2026-07-03 |
网格加仓 |
买入 |
262.41214999999994 |
900.0 |
¥23.6万 |
加仓 |
| 2026-07-20 |
网格加仓 |
买入 |
195.19499999999996 |
100.0 |
¥2.0万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
150.97 |
12200 |
¥1.84M |
回测结束强平 |