688036 传音控股 — 网格交易 回测明细
数据区间: 2019-09-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.18M
策略: 网格交易
K线 & 交易信号(策略收益 +18.32%)
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 23 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 |
2019-11-06 |
2019-11-11 |
41.15344233 |
42.29766 |
¥2.7万 |
+2.75% |
网格止盈 |
| 2 |
2019-11-13 |
2020-01-02 |
42.668701729820825 |
45.4 |
¥6.5万 |
+6.37% |
网格止盈 |
| 3 |
2020-01-06 |
2020-01-07 |
47.341478183999996 |
49.83012 |
¥5.6万 |
+5.23% |
网格止盈 |
| 4 |
2020-01-15 |
2020-01-20 |
55.892582746 |
61.91802 |
¥12.3万 |
+10.75% |
网格止盈 |
| 5 |
2020-01-22 |
2020-01-23 |
63.562543043999995 |
68.86107000000001 |
¥10.2万 |
+8.30% |
网格止盈 |
| 6 |
2020-02-03 |
2020-02-05 |
59.87775793999999 |
73.926 |
¥26.2万 |
+23.42% |
网格止盈 |
| 7 |
2020-02-06 |
2020-02-11 |
69.18985072999999 |
72.4275 |
¥7.4万 |
+4.65% |
网格止盈 |
| 8 |
2020-02-12 |
2020-02-18 |
68.839395625 |
71.7282 |
¥7.1万 |
+4.17% |
网格止盈 |
| 9 |
2020-02-19 |
2020-07-09 |
74.69308973597059 |
84.10580999999999 |
¥22.3万 |
+12.57% |
网格止盈 |
| 10 |
2020-07-16 |
2020-07-23 |
95.0548551899 |
97.902 |
¥5.9万 |
+2.96% |
网格止盈 |
| 11 |
2020-07-27 |
2020-07-28 |
95.75434768899999 |
101.87802 |
¥12.9万 |
+6.36% |
网格止盈 |
| 12 |
2020-07-29 |
2020-08-04 |
101.13133029999997 |
103.72 |
¥5.4万 |
+2.53% |
网格止盈 |
| 13 |
2020-08-05 |
2020-08-06 |
103.13393089999998 |
117.06281999999999 |
¥29.3万 |
+13.47% |
网格止盈 |
| 14 |
2020-08-07 |
2020-11-02 |
117.89672994634417 |
126.19367999999999 |
¥17.8万 |
+7.01% |
网格止盈 |
| 15 |
2020-11-13 |
2020-11-16 |
130.169039 |
147.17267999999999 |
¥35.3万 |
+13.03% |
网格止盈 |
| 16 |
2020-11-19 |
2020-11-20 |
132.1716396 |
143.03682 |
¥24.8万 |
+8.19% |
网格止盈 |
| 17 |
2020-11-23 |
2020-12-02 |
141.48373238999997 |
146.83301999999998 |
¥12.4万 |
+3.75% |
网格止盈 |
| 18 |
2020-12-07 |
2021-01-04 |
144.06174409097056 |
152.82701999999998 |
¥20.8万 |
+6.05% |
网格止盈 |
| 19 |
2021-01-05 |
2021-01-19 |
158.45320392205653 |
162.837 |
¥10.0万 |
+2.74% |
网格止盈 |
| 20 |
2021-01-27 |
2021-02-01 |
197.2124180868947 |
199.8 |
¥4.8万 |
+1.28% |
网格止盈 |
| 21 |
2021-02-03 |
2021-02-05 |
191.24835729999998 |
202.797 |
¥22.4万 |
+6.01% |
网格止盈 |
| 22 |
2021-02-09 |
2021-02-10 |
225.29256749999996 |
241.88787000000002 |
¥29.4万 |
+7.33% |
网格止盈 |
| 23 |
2021-02-19 |
2026-11-13 |
224.67953182153647 |
61.62 |
¥-3.13M |
-72.58% |
强平 |
逐笔成交记录(共 55 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-11-06 |
网格首格 |
买入 |
41.141099999999994 |
24000.0 |
¥98.8万 |
|
| 2019-11-11 |
网格止盈 |
卖出 |
42.29766 |
24000.0 |
¥1.01M |
止盈触发 |
| 2019-11-13 |
网格首格 |
买入 |
42.66261999999999 |
23900.0 |
¥1.02M |
|
| 2019-11-21 |
网格加仓 |
买入 |
41.05100999999999 |
100.0 |
¥4,106 |
加仓 |
| 2020-01-02 |
网格止盈 |
卖出 |
45.4 |
24000.0 |
¥1.09M |
止盈触发 |
| 2020-01-06 |
网格首格 |
买入 |
47.327279999999995 |
22800.0 |
¥1.08M |
|
| 2020-01-07 |
网格止盈 |
卖出 |
49.83012 |
22800.0 |
¥1.14M |
止盈触发 |
| 2020-01-15 |
网格首格 |
买入 |
55.87582 |
20400.0 |
¥1.14M |
|
| 2020-01-20 |
网格止盈 |
卖出 |
61.91802 |
20400.0 |
¥1.26M |
止盈触发 |
| 2020-01-22 |
网格首格 |
买入 |
63.543479999999995 |
19300.0 |
¥1.23M |
|
| 2020-01-23 |
网格止盈 |
卖出 |
68.86107000000001 |
19300.0 |
¥1.33M |
止盈触发 |
| 2020-02-03 |
网格首格 |
买入 |
59.859799999999986 |
18700.0 |
¥1.12M |
|
| 2020-02-05 |
网格止盈 |
卖出 |
73.926 |
18700.0 |
¥1.38M |
止盈触发 |
| 2020-02-06 |
网格首格 |
买入 |
69.16909999999999 |
22900.0 |
¥1.58M |
|
| 2020-02-11 |
网格止盈 |
卖出 |
72.4275 |
22900.0 |
¥1.66M |
止盈触发 |
| 2020-02-12 |
网格首格 |
买入 |
68.81875 |
24600.0 |
¥1.69M |
|
| 2020-02-18 |
网格止盈 |
卖出 |
71.7282 |
24600.0 |
¥1.76M |
止盈触发 |
| 2020-02-19 |
网格首格 |
买入 |
74.68460999999999 |
23700.0 |
¥1.77M |
|
| 2020-02-20 |
网格加仓 |
买入 |
71.37129999999999 |
100.0 |
¥7,139 |
加仓 |
| 2020-07-09 |
网格止盈 |
卖出 |
84.10580999999999 |
23800.0 |
¥2.00M |
止盈触发 |
| 2020-07-16 |
网格首格 |
买入 |
95.08498999999999 |
20700.0 |
¥1.97M |
|
| 2020-07-20 |
网格加仓 |
买入 |
90.98 |
300.0 |
¥2.7万 |
加仓 |
| 2020-07-23 |
网格止盈 |
卖出 |
97.902 |
21000.0 |
¥2.06M |
止盈触发 |
| 2020-07-27 |
网格首格 |
买入 |
95.72562999999998 |
21200.0 |
¥2.03M |
|
| 2020-07-28 |
网格止盈 |
卖出 |
101.87802 |
21200.0 |
¥2.16M |
止盈触发 |
| 2020-07-29 |
网格首格 |
买入 |
101.10099999999998 |
21200.0 |
¥2.14M |
|
| 2020-08-04 |
网格止盈 |
卖出 |
103.72 |
21200.0 |
¥2.20M |
止盈触发 |
| 2020-08-05 |
网格首格 |
买入 |
103.103 |
21100.0 |
¥2.18M |
|
| 2020-08-06 |
网格止盈 |
卖出 |
117.06281999999999 |
21100.0 |
¥2.47M |
止盈触发 |
| 2020-08-07 |
网格首格 |
买入 |
117.99787999999998 |
21300.0 |
¥2.51M |
|
| 2020-08-10 |
网格加仓 |
买入 |
103.32322 |
200.0 |
¥2.1万 |
加仓 |
| 2020-11-02 |
网格止盈 |
卖出 |
126.19367999999999 |
21500.0 |
¥2.71M |
止盈触发 |
| 2020-11-13 |
网格首格 |
买入 |
130.13 |
20800.0 |
¥2.71M |
|
| 2020-11-16 |
网格止盈 |
卖出 |
147.17267999999999 |
20800.0 |
¥3.06M |
止盈触发 |
| 2020-11-19 |
网格首格 |
买入 |
132.13199999999998 |
22900.0 |
¥3.03M |
|
| 2020-11-20 |
网格止盈 |
卖出 |
143.03682 |
22900.0 |
¥3.27M |
止盈触发 |
| 2020-11-23 |
网格首格 |
买入 |
141.44129999999998 |
23300.0 |
¥3.30M |
|
| 2020-12-02 |
网格止盈 |
卖出 |
146.83301999999998 |
23300.0 |
¥3.42M |
止盈触发 |
| 2020-12-07 |
网格首格 |
买入 |
144.05390999999997 |
23700.0 |
¥3.42M |
|
| 2020-12-08 |
网格加仓 |
买入 |
135.63549999999998 |
100.0 |
¥1.4万 |
加仓 |
| 2021-01-04 |
网格止盈 |
卖出 |
152.82701999999998 |
23800.0 |
¥3.64M |
止盈触发 |
| 2021-01-05 |
网格首格 |
买入 |
158.48833 |
22700.0 |
¥3.60M |
|
| 2021-01-08 |
网格加仓 |
买入 |
152.152 |
300.0 |
¥4.6万 |
加仓 |
| 2021-01-19 |
网格止盈 |
卖出 |
162.837 |
23000.0 |
¥3.74M |
止盈触发 |
| 2021-01-27 |
网格首格 |
买入 |
197.20700999999997 |
18900.0 |
¥3.73M |
|
| 2021-01-28 |
网格加仓 |
买入 |
186.99680999999998 |
100.0 |
¥1.9万 |
加仓 |
| 2021-02-01 |
网格止盈 |
卖出 |
199.8 |
19000.0 |
¥3.80M |
止盈触发 |
| 2021-02-03 |
网格首格 |
买入 |
191.19099999999997 |
19500.0 |
¥3.73M |
|
| 2021-02-05 |
网格止盈 |
卖出 |
202.797 |
19500.0 |
¥3.95M |
止盈触发 |
| 2021-02-09 |
网格首格 |
买入 |
225.22499999999997 |
17800.0 |
¥4.01M |
|
| 2021-02-10 |
网格止盈 |
卖出 |
241.88787000000002 |
17800.0 |
¥4.30M |
止盈触发 |
| 2021-02-19 |
网格首格 |
买入 |
226.25603 |
18700.0 |
¥4.23M |
|
| 2021-02-23 |
网格加仓 |
买入 |
190.21002000000001 |
400.0 |
¥7.6万 |
加仓 |
| 2022-10-12 |
网格加仓 |
买入 |
54.81476 |
100.0 |
¥5,483 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
61.62 |
19200 |
¥1.18M |
回测结束强平 |