688396 华润微 — 网格交易 回测明细
数据区间: 2020-02-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.43M
策略: 网格交易
K线 & 交易信号（策略收益 +43.30%）
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 |
2020-03-30 |
2020-04-03 |
33.99024095285714 |
35.11485 |
¥3.3万 |
+3.28% |
网格止盈 |
| 2 |
2020-04-08 |
2020-04-24 |
34.43056476726087 |
36.55341000000001 |
¥6.3万 |
+6.13% |
网格止盈 |
| 3 |
2020-04-27 |
2020-05-06 |
35.526264683 |
37.34262000000001 |
¥5.6万 |
+5.08% |
网格止盈 |
| 4 |
2020-05-12 |
2020-05-18 |
38.940568667 |
41.768190000000004 |
¥8.3万 |
+7.23% |
网格止盈 |
| 5 |
2020-05-22 |
2020-06-03 |
41.76601689471186 |
42.657300000000006 |
¥2.6万 |
+2.10% |
网格止盈 |
| 6 |
2020-06-05 |
2020-07-01 |
41.67763298374171 |
44.615339999999996 |
¥8.8万 |
+7.02% |
网格止盈 |
| 7 |
2020-07-08 |
2020-07-14 |
57.074117099999995 |
61.46847 |
¥10.3万 |
+7.67% |
网格止盈 |
| 8 |
2020-07-16 |
2020-08-07 |
55.81750245943846 |
57.69225 |
¥4.8万 |
+3.33% |
网格止盈 |
| 9 |
2020-08-10 |
2020-10-12 |
54.90037850733332 |
56.903040000000004 |
¥5.4万 |
+3.62% |
网格止盈 |
| 10 |
2020-10-15 |
2020-11-30 |
56.383219892999996 |
59.71023000000001 |
¥9.1万 |
+5.87% |
网格止盈 |
| 11 |
2020-12-04 |
2020-12-15 |
69.249928748 |
72.00792 |
¥6.5万 |
+3.95% |
网格止盈 |
| 12 |
2020-12-16 |
2020-12-22 |
67.08712009999998 |
69.18075 |
¥5.2万 |
+3.09% |
网格止盈 |
| 13 |
2020-12-23 |
2020-12-24 |
66.746677998 |
68.931 |
¥5.7万 |
+3.24% |
网格止盈 |
| 14 |
2020-12-25 |
2021-01-19 |
69.06398385578706 |
72.8271 |
¥9.8万 |
+5.42% |
网格止盈 |
| 15 |
2021-01-20 |
2021-01-22 |
68.64914856799999 |
71.05887 |
¥6.7万 |
+3.48% |
网格止盈 |
| 16 |
2021-01-25 |
2021-03-03 |
65.98301963586665 |
67.4325 |
¥4.3万 |
+2.17% |
网格止盈 |
| 17 |
2021-03-04 |
2021-06-10 |
65.92111079299674 |
70.01991000000001 |
¥12.5万 |
+6.19% |
网格止盈 |
| 18 |
2021-06-15 |
2021-06-18 |
75.23770454199999 |
86.8131 |
¥32.9万 |
+15.35% |
网格止盈 |
| 19 |
2021-06-21 |
2021-06-24 |
89.1157267 |
91.70819999999998 |
¥7.1万 |
+2.88% |
网格止盈 |
| 20 |
2021-06-25 |
2021-07-01 |
88.1144264 |
89.91 |
¥5.1万 |
+2.01% |
网格止盈 |
| 21 |
2021-07-02 |
2021-07-06 |
87.223269133 |
91.65825 |
¥13.0万 |
+5.05% |
网格止盈 |
| 22 |
2021-07-07 |
2021-07-09 |
84.289459254 |
86.84307000000001 |
¥8.0万 |
+3.00% |
网格止盈 |
| 23 |
2021-07-13 |
2021-07-27 |
86.45609212584615 |
89.7102 |
¥10.5万 |
+3.73% |
网格止盈 |
| 24 |
2021-07-28 |
2021-07-30 |
90.11051699804952 |
93.7062 |
¥11.5万 |
+3.96% |
网格止盈 |
| 25 |
2021-08-02 |
2026-11-13 |
100.01271593844885 |
47.25 |
¥-1.60M |
-52.77% |
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 |
|---|
| 2020-03-30 |
网格首格 |
买入 |
34.0 |
28400.0 |
¥96.6万 |
|
| 2020-03-31 |
网格加仓 |
买入 |
33.41338 |
1000.0 |
¥3.3万 |
加仓 |
| 2020-04-03 |
网格止盈 |
卖出 |
35.11485 |
29400.0 |
¥1.03M |
止盈触发 |
| 2020-04-08 |
网格首格 |
买入 |
34.4344 |
29600.0 |
¥1.02M |
|
| 2020-04-13 |
网格加仓 |
买入 |
33.02299 |
300.0 |
¥9,910 |
加仓 |
| 2020-04-24 |
网格止盈 |
卖出 |
36.55341000000001 |
29900.0 |
¥1.09M |
止盈触发 |
| 2020-04-27 |
网格首格 |
买入 |
35.5355 |
30400.0 |
¥1.08M |
|
| 2020-04-29 |
网格加仓 |
买入 |
34.003969999999995 |
400.0 |
¥1.4万 |
加仓 |
| 2020-05-06 |
网格止盈 |
卖出 |
37.34262000000001 |
30800.0 |
¥1.15M |
止盈触发 |
| 2020-05-12 |
网格首格 |
买入 |
38.928889999999996 |
29400.0 |
¥1.14M |
|
| 2020-05-18 |
网格止盈 |
卖出 |
41.768190000000004 |
29400.0 |
¥1.23M |
止盈触发 |
| 2020-05-22 |
网格首格 |
买入 |
41.76 |
29400.0 |
¥1.23M |
|
| 2020-05-25 |
网格加仓 |
买入 |
39.83979999999999 |
100.0 |
¥3,985 |
加仓 |
| 2020-06-03 |
网格止盈 |
卖出 |
42.657300000000006 |
29500.0 |
¥1.26M |
止盈触发 |
| 2020-06-05 |
网格首格 |
买入 |
41.68163999999999 |
30000.0 |
¥1.25M |
|
| 2020-06-15 |
网格加仓 |
买入 |
39.18914999999999 |
200.0 |
¥7,840 |
加仓 |
| 2020-07-01 |
网格止盈 |
卖出 |
44.615339999999996 |
30200.0 |
¥1.35M |
止盈触发 |
| 2020-07-08 |
网格首格 |
买入 |
57.057 |
23500.0 |
¥1.34M |
|
| 2020-07-14 |
网格止盈 |
卖出 |
61.46847 |
23500.0 |
¥1.44M |
止盈触发 |
| 2020-07-16 |
网格首格 |
买入 |
55.83 |
25900.0 |
¥1.45M |
|
| 2020-07-17 |
网格加仓 |
买入 |
48.228179999999995 |
100.0 |
¥4,824 |
加仓 |
| 2020-08-07 |
网格止盈 |
卖出 |
57.69225 |
26000.0 |
¥1.50M |
止盈触发 |
| 2020-08-10 |
网格首格 |
买入 |
54.91485999999999 |
26900.0 |
¥1.48M |
|
| 2020-08-12 |
网格加仓 |
买入 |
52.802749999999996 |
400.0 |
¥2.1万 |
加仓 |
| 2020-10-12 |
网格止盈 |
卖出 |
56.903040000000004 |
27300.0 |
¥1.55M |
止盈触发 |
| 2020-10-15 |
网格首格 |
买入 |
56.36631 |
27500.0 |
¥1.55M |
|
| 2020-11-30 |
网格止盈 |
卖出 |
59.71023000000001 |
27500.0 |
¥1.64M |
止盈触发 |
| 2020-12-04 |
网格首格 |
买入 |
69.22916 |
23700.0 |
¥1.64M |
|
| 2020-12-15 |
网格止盈 |
卖出 |
72.00792 |
23700.0 |
¥1.71M |
止盈触发 |
| 2020-12-16 |
网格首格 |
买入 |
67.067 |
25100.0 |
¥1.68M |
|
| 2020-12-22 |
网格止盈 |
卖出 |
69.18075 |
25100.0 |
¥1.74M |
止盈触发 |
| 2020-12-23 |
网格首格 |
买入 |
66.72666 |
26200.0 |
¥1.75M |
|
| 2020-12-24 |
网格止盈 |
卖出 |
68.931 |
26200.0 |
¥1.81M |
止盈触发 |
| 2020-12-25 |
网格首格 |
买入 |
69.06899999999999 |
26100.0 |
¥1.80M |
|
| 2020-12-28 |
网格加仓 |
买入 |
65.68562 |
200.0 |
¥1.3万 |
加仓 |
| 2021-01-19 |
网格止盈 |
卖出 |
72.8271 |
26300.0 |
¥1.91M |
止盈触发 |
| 2021-01-20 |
网格首格 |
买入 |
68.62856 |
27900.0 |
¥1.92M |
|
| 2021-01-22 |
网格止盈 |
卖出 |
71.05887 |
27900.0 |
¥1.98M |
止盈触发 |
| 2021-01-25 |
网格首格 |
买入 |
66.06599999999999 |
29300.0 |
¥1.94M |
|
| 2021-01-28 |
网格加仓 |
买入 |
61.66159999999999 |
700.0 |
¥4.3万 |
加仓 |
| 2021-03-03 |
网格止盈 |
卖出 |
67.4325 |
30000.0 |
¥2.02M |
止盈触发 |
| 2021-03-04 |
网格首格 |
买入 |
65.9659 |
30300.0 |
¥2.00M |
|
| 2021-03-09 |
网格加仓 |
买入 |
61.010949999999994 |
400.0 |
¥2.4万 |
加仓 |
| 2021-06-10 |
网格止盈 |
卖出 |
70.01991000000001 |
30700.0 |
¥2.15M |
止盈触发 |
| 2021-06-15 |
网格首格 |
买入 |
75.21513999999999 |
28500.0 |
¥2.14M |
|
| 2021-06-18 |
网格止盈 |
卖出 |
86.8131 |
28500.0 |
¥2.47M |
止盈触发 |
| 2021-06-21 |
网格首格 |
买入 |
89.08899999999998 |
27500.0 |
¥2.45M |
|
| 2021-06-24 |
网格止盈 |
卖出 |
91.70819999999998 |
27500.0 |
¥2.52M |
止盈触发 |
| 2021-06-25 |
网格首格 |
买入 |
88.088 |
28800.0 |
¥2.54M |
|
| 2021-07-01 |
网格止盈 |
卖出 |
89.91 |
28800.0 |
¥2.59M |
止盈触发 |
| 2021-07-02 |
网格首格 |
买入 |
87.19711 |
29400.0 |
¥2.56M |
|
| 2021-07-06 |
网格止盈 |
卖出 |
91.65825 |
29400.0 |
¥2.69M |
止盈触发 |
| 2021-07-07 |
网格首格 |
买入 |
84.26418 |
31600.0 |
¥2.66M |
|
| 2021-07-09 |
网格止盈 |
卖出 |
86.84307000000001 |
31600.0 |
¥2.74M |
止盈触发 |
| 2021-07-13 |
网格首格 |
买入 |
86.48 |
32200.0 |
¥2.79M |
|
| 2021-07-14 |
网格加仓 |
买入 |
81.08099999999999 |
300.0 |
¥2.4万 |
加仓 |
| 2021-07-27 |
网格止盈 |
卖出 |
89.7102 |
32500.0 |
¥2.91M |
止盈触发 |
| 2021-07-28 |
网格首格 |
买入 |
90.08999999999999 |
31700.0 |
¥2.86M |
|
| 2021-07-29 |
网格加仓 |
买入 |
89.73965 |
600.0 |
¥5.4万 |
加仓 |
| 2021-07-30 |
网格止盈 |
卖出 |
93.7062 |
32300.0 |
¥3.03M |
止盈触发 |
| 2021-08-02 |
网格首格 |
买入 |
99.9999 |
30200.0 |
¥3.02M |
|
| 2021-08-03 |
网格加仓 |
买入 |
94.79469999999999 |
100.0 |
¥9,482 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
47.25 |
30300 |
¥1.43M |
回测结束强平 |