688256 寒武纪 — 网格交易 回测明细
数据区间: 2020-07-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥4.17M
策略: 网格交易
K线 & 交易信号(策略收益 +317.47%)
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 25 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 |
2020-08-19 |
2023-04-10 |
212.51938435387234 |
225.2745 |
¥6.0万 |
+5.97% |
网格止盈 |
| 2 |
2023-04-11 |
2023-04-20 |
205.6299746088823 |
230.06 |
¥12.4万 |
+11.85% |
网格止盈 |
| 3 |
2023-04-24 |
2023-06-01 |
246.09061775214582 |
247.752 |
¥7,618 |
+0.64% |
网格止盈 |
| 4 |
2023-06-05 |
2023-06-20 |
227.86725717524993 |
243.756 |
¥8.2万 |
+6.94% |
网格止盈 |
| 5 |
2023-06-26 |
2024-07-17 |
219.50954035355167 |
247.752 |
¥16.3万 |
+12.83% |
网格止盈 |
| 6 |
2024-07-18 |
2024-07-19 |
244.3172732 |
248.64111 |
¥2.4万 |
+1.74% |
网格止盈 |
| 7 |
2024-07-22 |
2024-10-08 |
268.3484804 |
346.64301 |
¥42.2万 |
+29.14% |
网格止盈 |
| 8 |
2024-10-10 |
2024-10-21 |
372.48371159999994 |
453.546 |
¥40.5万 |
+21.73% |
网格止盈 |
| 9 |
2024-10-22 |
2024-10-31 |
430.56914200299997 |
475.524 |
¥22.9万 |
+10.41% |
网格止盈 |
| 10 |
2024-11-01 |
2024-11-08 |
445.91621474400006 |
487.5219900000001 |
¥23.2万 |
+9.30% |
网格止盈 |
| 11 |
2024-11-11 |
2024-11-14 |
420.556139003 |
468.79074 |
¥30.3万 |
+11.44% |
网格止盈 |
| 12 |
2024-11-15 |
2024-11-22 |
475.51751246999993 |
509.49 |
¥21.6万 |
+7.11% |
网格止盈 |
| 13 |
2024-11-26 |
2024-11-28 |
484.62934519999993 |
529.47 |
¥29.5万 |
+9.22% |
网格止盈 |
| 14 |
2024-11-29 |
2024-12-02 |
542.7047626 |
560.439 |
¥11.4万 |
+3.24% |
网格止盈 |
| 15 |
2024-12-03 |
2024-12-13 |
556.7533092333333 |
571.86756 |
¥9.9万 |
+2.68% |
网格止盈 |
| 16 |
2024-12-17 |
2024-12-19 |
567.516984034 |
605.394 |
¥24.5万 |
+6.64% |
网格止盈 |
| 17 |
2024-12-24 |
2024-12-31 |
656.35234665 |
683.316 |
¥16.3万 |
+4.08% |
网格止盈 |
| 18 |
2025-01-02 |
2025-01-08 |
653.4324611032966 |
700.299 |
¥29.9万 |
+7.14% |
网格止盈 |
| 19 |
2025-01-10 |
2025-02-25 |
720.936216 |
779.22 |
¥36.0万 |
+8.05% |
网格止盈 |
| 20 |
2025-02-26 |
2025-08-13 |
780.6739533980485 |
829.17 |
¥29.9万 |
+6.18% |
网格止盈 |
| 21 |
2025-08-15 |
2025-08-21 |
924.2001768999999 |
1018.98 |
¥51.0万 |
+10.22% |
网格止盈 |
| 22 |
2025-09-01 |
2025-10-27 |
1459.658687328947 |
1558.44 |
¥37.4万 |
+6.74% |
网格止盈 |
| 23 |
2025-10-29 |
2026-01-13 |
1458.8456931829267 |
1483.515 |
¥9.9万 |
+1.66% |
网格止盈 |
| 24 |
2026-01-14 |
2026-05-06 |
1421.8464259999996 |
1782.99522 |
¥1.55M |
+25.36% |
网格止盈 |
| 25 |
2026-05-07 |
2026-11-13 |
1812.4379383109997 |
978.88 |
¥-3.50M |
-46.01% |
强平 |
逐笔成交记录(共 63 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-08-19 |
网格首格 |
买入 |
214.09387999999998 |
4600.0 |
¥98.5万 |
|
| 2020-12-29 |
网格加仓 |
买入 |
137.09696 |
100.0 |
¥1.4万 |
加仓 |
| 2023-04-10 |
网格止盈 |
卖出 |
225.2745 |
4700.0 |
¥1.06M |
止盈触发 |
| 2023-04-11 |
网格首格 |
买入 |
205.87566999999996 |
5000.0 |
¥1.03M |
|
| 2023-04-14 |
网格加仓 |
买入 |
190.20000999999996 |
100.0 |
¥1.9万 |
加仓 |
| 2023-04-20 |
网格止盈 |
卖出 |
230.06 |
5100.0 |
¥1.17M |
止盈触发 |
| 2023-04-24 |
网格首格 |
买入 |
246.24599999999998 |
4700.0 |
¥1.16M |
|
| 2023-04-27 |
网格加仓 |
买入 |
235.24500999999998 |
100.0 |
¥2.4万 |
加仓 |
| 2023-06-01 |
网格止盈 |
卖出 |
247.752 |
4800.0 |
¥1.19M |
止盈触发 |
| 2023-06-05 |
网格首格 |
买入 |
227.92769999999996 |
5100.0 |
¥1.16M |
|
| 2023-06-09 |
网格加仓 |
买入 |
221.23100999999994 |
100.0 |
¥2.2万 |
加仓 |
| 2023-06-20 |
网格止盈 |
卖出 |
243.756 |
5200.0 |
¥1.27M |
止盈触发 |
| 2023-06-26 |
网格首格 |
买入 |
221.22099999999998 |
5400.0 |
¥1.19M |
|
| 2023-06-27 |
网格加仓 |
买入 |
198.19799999999998 |
300.0 |
¥5.9万 |
加仓 |
| 2023-07-03 |
网格加仓 |
买入 |
187.20702 |
100.0 |
¥1.9万 |
加仓 |
| 2024-07-17 |
网格止盈 |
卖出 |
247.752 |
5800.0 |
¥1.44M |
止盈触发 |
| 2024-07-18 |
网格首格 |
买入 |
244.24399999999997 |
5700.0 |
¥1.39M |
|
| 2024-07-19 |
网格止盈 |
卖出 |
248.64111 |
5700.0 |
¥1.42M |
止盈触发 |
| 2024-07-22 |
网格首格 |
买入 |
268.268 |
5400.0 |
¥1.45M |
|
| 2024-10-08 |
网格止盈 |
卖出 |
346.64301 |
5400.0 |
¥1.87M |
止盈触发 |
| 2024-10-10 |
网格首格 |
买入 |
372.37199999999996 |
5000.0 |
¥1.86M |
|
| 2024-10-21 |
网格止盈 |
卖出 |
453.546 |
5000.0 |
¥2.27M |
止盈触发 |
| 2024-10-22 |
网格首格 |
买入 |
430.4400099999999 |
5100.0 |
¥2.20M |
|
| 2024-10-31 |
网格止盈 |
卖出 |
475.524 |
5100.0 |
¥2.42M |
止盈触发 |
| 2024-11-01 |
网格首格 |
买入 |
446.446 |
5500.0 |
¥2.46M |
|
| 2024-11-04 |
网格加仓 |
买入 |
409.2888799999999 |
100.0 |
¥4.1万 |
加仓 |
| 2024-11-08 |
网格止盈 |
卖出 |
487.5219900000001 |
5600.0 |
¥2.73M |
止盈触发 |
| 2024-11-11 |
网格首格 |
买入 |
420.4300099999999 |
6300.0 |
¥2.65M |
|
| 2024-11-14 |
网格止盈 |
卖出 |
468.79074 |
6300.0 |
¥2.95M |
止盈触发 |
| 2024-11-15 |
网格首格 |
买入 |
475.3748999999999 |
6400.0 |
¥3.04M |
|
| 2024-11-22 |
网格止盈 |
卖出 |
509.49 |
6400.0 |
¥3.26M |
止盈触发 |
| 2024-11-26 |
网格首格 |
买入 |
484.4839999999999 |
6600.0 |
¥3.20M |
|
| 2024-11-28 |
网格止盈 |
卖出 |
529.47 |
6600.0 |
¥3.49M |
止盈触发 |
| 2024-11-29 |
网格首格 |
买入 |
542.5419999999999 |
6500.0 |
¥3.53M |
|
| 2024-12-02 |
网格止盈 |
卖出 |
560.439 |
6500.0 |
¥3.64M |
止盈触发 |
| 2024-12-03 |
网格首格 |
买入 |
556.5559999999999 |
6500.0 |
¥3.62M |
|
| 2024-12-10 |
网格加仓 |
买入 |
558.558 |
100.0 |
¥5.6万 |
加仓 |
| 2024-12-13 |
网格止盈 |
卖出 |
571.86756 |
6600.0 |
¥3.77M |
止盈触发 |
| 2024-12-17 |
网格首格 |
买入 |
567.34678 |
6500.0 |
¥3.69M |
|
| 2024-12-19 |
网格止盈 |
卖出 |
605.394 |
6500.0 |
¥3.93M |
止盈触发 |
| 2024-12-24 |
网格首格 |
买入 |
656.1555 |
6100.0 |
¥4.00M |
|
| 2024-12-31 |
网格止盈 |
卖出 |
683.316 |
6100.0 |
¥4.17M |
止盈触发 |
| 2025-01-02 |
网格首格 |
买入 |
653.6630099999999 |
6300.0 |
¥4.12M |
|
| 2025-01-06 |
网格加仓 |
买入 |
626.36574 |
100.0 |
¥6.3万 |
加仓 |
| 2025-01-08 |
网格止盈 |
卖出 |
700.299 |
6400.0 |
¥4.48M |
止盈触发 |
| 2025-01-10 |
网格首格 |
买入 |
720.7199999999998 |
6200.0 |
¥4.47M |
|
| 2025-02-25 |
网格止盈 |
卖出 |
779.22 |
6200.0 |
¥4.83M |
止盈触发 |
| 2025-02-26 |
网格首格 |
买入 |
781.9111300000001 |
6100.0 |
¥4.77M |
|
| 2025-03-04 |
网格加仓 |
买入 |
690.69 |
100.0 |
¥6.9万 |
加仓 |
| 2025-08-13 |
网格止盈 |
卖出 |
829.17 |
6200.0 |
¥5.14M |
止盈触发 |
| 2025-08-15 |
网格首格 |
买入 |
923.9229999999999 |
5400.0 |
¥4.99M |
|
| 2025-08-21 |
网格止盈 |
卖出 |
1018.98 |
5400.0 |
¥5.50M |
止盈触发 |
| 2025-09-01 |
网格首格 |
买入 |
1461.4599999999998 |
3700.0 |
¥5.41M |
|
| 2025-09-04 |
网格加仓 |
买入 |
1376.3749999999998 |
100.0 |
¥13.8万 |
加仓 |
| 2025-10-27 |
网格止盈 |
卖出 |
1558.44 |
3800.0 |
¥5.92M |
止盈触发 |
| 2025-10-29 |
网格首格 |
买入 |
1461.4599999999998 |
4000.0 |
¥5.85M |
|
| 2025-11-03 |
网格加仓 |
买入 |
1336.3349999999998 |
100.0 |
¥13.4万 |
加仓 |
| 2026-01-13 |
网格止盈 |
卖出 |
1483.515 |
4100.0 |
¥6.08M |
止盈触发 |
| 2026-01-14 |
网格首格 |
买入 |
1421.4199999999998 |
4300.0 |
¥6.11M |
|
| 2026-05-06 |
网格止盈 |
卖出 |
1782.99522 |
4300.0 |
¥7.66M |
止盈触发 |
| 2026-05-07 |
网格首格 |
买入 |
1826.7649399999998 |
4100.0 |
¥7.49M |
|
| 2026-05-11 |
网格加仓 |
买入 |
1202.2009999999998 |
100.0 |
¥12.0万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
978.88 |
4200 |
¥4.11M |
回测结束强平 |