688111 金山办公 — 网格交易 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.60M
策略: 网格交易
K线 & 交易信号(策略收益 +59.50%)
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 26 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 |
2019-12-18 |
2019-12-19 |
165.62508262299997 |
168.45138 |
¥1.7万 |
+1.68% |
网格止盈 |
| 2 |
2019-12-20 |
2019-12-23 |
160.21806100299995 |
162.85698000000002 |
¥1.6万 |
+1.62% |
网格止盈 |
| 3 |
2019-12-24 |
2019-12-25 |
157.20414709999997 |
160.63920000000002 |
¥2.2万 |
+2.15% |
网格止盈 |
| 4 |
2019-12-26 |
2019-12-27 |
160.33821703899997 |
164.05578 |
¥2.4万 |
+2.29% |
网格止盈 |
| 5 |
2019-12-30 |
2020-01-17 |
161.42963436599996 |
169.83 |
¥5.5万 |
+5.17% |
网格止盈 |
| 6 |
2020-01-21 |
2020-01-23 |
178.03119334000002 |
178.9209 |
¥5,267 |
+0.47% |
网格止盈 |
| 7 |
2020-02-03 |
2020-02-04 |
163.21194889999998 |
174.825 |
¥7.3万 |
+7.08% |
网格止盈 |
| 8 |
2020-02-06 |
2020-02-10 |
215.2795645 |
239.75001000000003 |
¥13.7万 |
+11.33% |
网格止盈 |
| 9 |
2020-02-11 |
2020-02-25 |
227.29516809999998 |
229.77 |
¥1.4万 |
+1.06% |
网格止盈 |
| 10 |
2020-02-26 |
2020-03-03 |
229.74690984261017 |
250.75898999999998 |
¥12.4万 |
+9.11% |
网格止盈 |
| 11 |
2020-03-04 |
2020-05-11 |
263.69958614999996 |
276.723 |
¥7.2万 |
+4.91% |
网格止盈 |
| 12 |
2020-05-12 |
2020-05-19 |
259.8374278499999 |
266.34339 |
¥3.8万 |
+2.47% |
网格止盈 |
| 13 |
2020-05-22 |
2020-06-02 |
270.35108099999997 |
281.8179 |
¥6.6万 |
+4.21% |
网格止盈 |
| 14 |
2020-06-03 |
2020-06-24 |
280.07399699999996 |
314.685 |
¥20.4万 |
+12.32% |
网格止盈 |
| 15 |
2020-06-29 |
2020-07-01 |
318.91414554999994 |
342.657 |
¥13.7万 |
+7.41% |
网格止盈 |
| 16 |
2020-07-02 |
2020-07-07 |
328.37676168018027 |
338.661 |
¥6.2万 |
+3.10% |
网格止盈 |
| 17 |
2020-07-08 |
2020-07-10 |
356.26264674000004 |
389.51009999999997 |
¥18.9万 |
+9.30% |
网格止盈 |
| 18 |
2020-07-13 |
2020-07-14 |
388.88501051399993 |
431.04851999999994 |
¥24.0万 |
+10.81% |
网格止盈 |
| 19 |
2020-07-15 |
2020-08-04 |
410.533123 |
419.58 |
¥5.4万 |
+2.17% |
网格止盈 |
| 20 |
2020-08-06 |
2021-01-19 |
410.0224598469999 |
451.04849999999993 |
¥25.4万 |
+9.97% |
网格止盈 |
| 21 |
2021-01-21 |
2021-01-25 |
461.39917823999997 |
489.51 |
¥16.8万 |
+6.06% |
网格止盈 |
| 22 |
2021-01-26 |
2023-04-04 |
484.64534999999995 |
505.98351 |
¥12.9万 |
+4.37% |
网格止盈 |
| 23 |
2023-04-06 |
2023-06-12 |
468.5530137469999 |
483.79571999999996 |
¥10.0万 |
+3.22% |
网格止盈 |
| 24 |
2023-06-13 |
2023-06-21 |
482.6651277781666 |
514.3851 |
¥20.8万 |
+6.54% |
网格止盈 |
| 25 |
2023-06-26 |
2023-06-28 |
489.4756386519999 |
499.97952 |
¥7.0万 |
+2.12% |
网格止盈 |
| 26 |
2023-06-29 |
2026-11-13 |
474.9510233961643 |
217.21 |
¥-1.88M |
-54.28% |
强平 |
逐笔成交记录(共 58 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-12-18 |
网格首格 |
买入 |
165.57540999999998 |
6000.0 |
¥99.4万 |
|
| 2019-12-19 |
网格止盈 |
卖出 |
168.45138 |
6000.0 |
¥1.01M |
止盈触发 |
| 2019-12-20 |
网格首格 |
买入 |
160.17000999999996 |
6300.0 |
¥1.01M |
|
| 2019-12-23 |
网格止盈 |
卖出 |
162.85698000000002 |
6300.0 |
¥1.03M |
止盈触发 |
| 2019-12-24 |
网格首格 |
买入 |
157.15699999999998 |
6500.0 |
¥1.02M |
|
| 2019-12-25 |
网格止盈 |
卖出 |
160.63920000000002 |
6500.0 |
¥1.04M |
止盈触发 |
| 2019-12-26 |
网格首格 |
买入 |
160.29012999999998 |
6500.0 |
¥1.04M |
|
| 2019-12-27 |
网格止盈 |
卖出 |
164.05578 |
6500.0 |
¥1.07M |
止盈触发 |
| 2019-12-30 |
网格首格 |
买入 |
161.38121999999998 |
6600.0 |
¥1.07M |
|
| 2020-01-17 |
网格止盈 |
卖出 |
169.83 |
6600.0 |
¥1.12M |
止盈触发 |
| 2020-01-21 |
网格首格 |
买入 |
177.97779999999997 |
6300.0 |
¥1.12M |
|
| 2020-01-23 |
网格止盈 |
卖出 |
178.9209 |
6300.0 |
¥1.13M |
止盈触发 |
| 2020-02-03 |
网格首格 |
买入 |
163.16299999999998 |
6300.0 |
¥1.03M |
|
| 2020-02-04 |
网格止盈 |
卖出 |
174.825 |
6300.0 |
¥1.10M |
止盈触发 |
| 2020-02-06 |
网格首格 |
买入 |
215.21499999999995 |
5600.0 |
¥1.21M |
|
| 2020-02-10 |
网格止盈 |
卖出 |
239.75001000000003 |
5600.0 |
¥1.34M |
止盈触发 |
| 2020-02-11 |
网格首格 |
买入 |
227.22699999999998 |
5900.0 |
¥1.34M |
|
| 2020-02-25 |
网格止盈 |
卖出 |
229.77 |
5900.0 |
¥1.36M |
止盈触发 |
| 2020-02-26 |
网格首格 |
买入 |
229.8 |
5800.0 |
¥1.33M |
|
| 2020-02-27 |
网格加仓 |
买入 |
222.60237999999998 |
100.0 |
¥2.2万 |
加仓 |
| 2020-03-03 |
网格止盈 |
卖出 |
250.75898999999998 |
5900.0 |
¥1.48M |
止盈触发 |
| 2020-03-04 |
网格首格 |
买入 |
264.26399999999995 |
5400.0 |
¥1.43M |
|
| 2020-03-06 |
网格加仓 |
买入 |
246.24599999999998 |
200.0 |
¥4.9万 |
加仓 |
| 2020-05-11 |
网格止盈 |
卖出 |
276.723 |
5600.0 |
¥1.55M |
止盈触发 |
| 2020-05-12 |
网格首格 |
买入 |
259.75949999999995 |
5900.0 |
¥1.53M |
|
| 2020-05-19 |
网格止盈 |
卖出 |
266.34339 |
5900.0 |
¥1.57M |
止盈触发 |
| 2020-05-22 |
网格首格 |
买入 |
270.27 |
5800.0 |
¥1.57M |
|
| 2020-06-02 |
网格止盈 |
卖出 |
281.8179 |
5800.0 |
¥1.63M |
止盈触发 |
| 2020-06-03 |
网格首格 |
买入 |
279.99 |
5900.0 |
¥1.65M |
|
| 2020-06-24 |
网格止盈 |
卖出 |
314.685 |
5900.0 |
¥1.86M |
止盈触发 |
| 2020-06-29 |
网格首格 |
买入 |
318.8185 |
5800.0 |
¥1.85M |
|
| 2020-07-01 |
网格止盈 |
卖出 |
342.657 |
5800.0 |
¥1.99M |
止盈触发 |
| 2020-07-02 |
网格首格 |
买入 |
328.4281 |
6000.0 |
¥1.97M |
|
| 2020-07-03 |
网格加仓 |
买入 |
319.28897 |
100.0 |
¥3.2万 |
加仓 |
| 2020-07-07 |
网格止盈 |
卖出 |
338.661 |
6100.0 |
¥2.07M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
356.1558 |
5700.0 |
¥2.03M |
|
| 2020-07-10 |
网格止盈 |
卖出 |
389.51009999999997 |
5700.0 |
¥2.22M |
止盈触发 |
| 2020-07-13 |
网格首格 |
买入 |
388.76838 |
5700.0 |
¥2.22M |
|
| 2020-07-14 |
网格止盈 |
卖出 |
431.04851999999994 |
5700.0 |
¥2.46M |
止盈触发 |
| 2020-07-15 |
网格首格 |
买入 |
410.41 |
6000.0 |
¥2.46M |
|
| 2020-08-04 |
网格止盈 |
卖出 |
419.58 |
6000.0 |
¥2.52M |
止盈触发 |
| 2020-08-06 |
网格首格 |
买入 |
409.8994899999999 |
6200.0 |
¥2.54M |
|
| 2021-01-19 |
网格止盈 |
卖出 |
451.04849999999993 |
6200.0 |
¥2.80M |
止盈触发 |
| 2021-01-21 |
网格首格 |
买入 |
461.26079999999996 |
6000.0 |
¥2.77M |
|
| 2021-01-25 |
网格止盈 |
卖出 |
489.51 |
6000.0 |
¥2.94M |
止盈触发 |
| 2021-01-26 |
网格首格 |
买入 |
484.5 |
6100.0 |
¥2.96M |
|
| 2023-04-04 |
网格止盈 |
卖出 |
505.98351 |
6100.0 |
¥3.09M |
止盈触发 |
| 2023-04-06 |
网格首格 |
买入 |
470.3698999999999 |
6300.0 |
¥2.96M |
|
| 2023-04-11 |
网格加仓 |
买入 |
427.3068799999999 |
300.0 |
¥12.8万 |
加仓 |
| 2023-06-12 |
网格止盈 |
卖出 |
483.79571999999996 |
6600.0 |
¥3.19M |
止盈触发 |
| 2023-06-13 |
网格首格 |
买入 |
483.05256999999995 |
6500.0 |
¥3.14M |
|
| 2023-06-16 |
网格加仓 |
买入 |
447.92747999999995 |
100.0 |
¥4.5万 |
加仓 |
| 2023-06-21 |
网格止盈 |
卖出 |
514.3851 |
6600.0 |
¥3.39M |
止盈触发 |
| 2023-06-26 |
网格首格 |
买入 |
489.3288399999999 |
6800.0 |
¥3.33M |
|
| 2023-06-28 |
网格止盈 |
卖出 |
499.97952 |
6800.0 |
¥3.40M |
止盈触发 |
| 2023-06-29 |
网格首格 |
买入 |
475.4749999999999 |
7100.0 |
¥3.38M |
|
| 2023-07-04 |
网格加仓 |
买入 |
451.1506999999999 |
200.0 |
¥9.0万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
217.21 |
7300 |
¥1.59M |
回测结束强平 |