688506 百利天恒 — 网格交易 回测明细
数据区间: 2023-01-06 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥3.53M
策略: 网格交易
K线 & 交易信号（策略收益 +252.73%）
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 24 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 |
2023-02-14 |
2023-02-15 |
77.030032079 |
80.57934 |
¥4.5万 |
+4.58% |
网格止盈 |
| 2 |
2023-02-16 |
2023-04-11 |
78.26761459578947 |
83.916 |
¥7.5万 |
+7.18% |
网格止盈 |
| 3 |
2023-04-12 |
2023-04-14 |
81.06527228799999 |
87.91200000000002 |
¥9.3万 |
+8.41% |
网格止盈 |
| 4 |
2023-04-17 |
2023-04-18 |
80.10402399999998 |
84.62528999999999 |
¥6.6万 |
+5.61% |
网格止盈 |
| 5 |
2023-04-19 |
2023-04-24 |
85.41091558999999 |
98.59131 |
¥19.2万 |
+15.40% |
网格止盈 |
| 6 |
2023-04-25 |
2023-04-28 |
93.76227357933332 |
97.902 |
¥6.4万 |
+4.38% |
网格止盈 |
| 7 |
2023-05-04 |
2023-11-23 |
100.03952030621568 |
106.0 |
¥9.1万 |
+5.93% |
网格止盈 |
| 8 |
2023-11-28 |
2023-11-30 |
106.79868999799999 |
107.94194999999999 |
¥1.7万 |
+1.04% |
网格止盈 |
| 9 |
2023-12-01 |
2023-12-06 |
109.77255188899997 |
120.879 |
¥16.5万 |
+10.08% |
网格止盈 |
| 10 |
2023-12-07 |
2023-12-13 |
116.5796497284774 |
157.17267 |
¥62.8万 |
+34.78% |
网格止盈 |
| 11 |
2023-12-15 |
2024-04-30 |
141.8906350674678 |
149.79006 |
¥13.4万 |
+5.54% |
网格止盈 |
| 12 |
2024-05-08 |
2024-05-09 |
173.22495189999998 |
183.816 |
¥15.4万 |
+6.08% |
网格止盈 |
| 13 |
2024-05-14 |
2024-05-16 |
185.74120565 |
193.3065 |
¥10.9万 |
+4.04% |
网格止盈 |
| 14 |
2024-05-17 |
2024-06-06 |
189.6594482870335 |
202.2975 |
¥18.7万 |
+6.63% |
网格止盈 |
| 15 |
2024-06-12 |
2024-10-09 |
206.26786179999996 |
209.96982 |
¥5.3万 |
+1.76% |
网格止盈 |
| 16 |
2024-10-15 |
2024-11-28 |
201.26136029999995 |
220.779 |
¥29.6万 |
+9.66% |
网格止盈 |
| 17 |
2024-12-05 |
2025-04-02 |
233.04360530840276 |
247.752 |
¥21.1万 |
+6.28% |
网格止盈 |
| 18 |
2025-04-09 |
2025-04-10 |
218.2834654 |
239.76 |
¥33.8万 |
+9.81% |
网格止盈 |
| 19 |
2025-04-11 |
2025-04-16 |
240.31207199999997 |
263.736 |
¥37.8万 |
+9.71% |
网格止盈 |
| 20 |
2025-04-25 |
2025-06-03 |
284.0852 |
299.79990000000004 |
¥23.6万 |
+5.50% |
网格止盈 |
| 21 |
2025-06-16 |
2025-08-27 |
325.42369797392803 |
336.64302000000004 |
¥15.5万 |
+3.42% |
网格止盈 |
| 22 |
2025-08-28 |
2025-09-02 |
324.9219473499999 |
346.653 |
¥31.1万 |
+6.66% |
网格止盈 |
| 23 |
2025-09-03 |
2025-09-04 |
360.24782193399994 |
397.602 |
¥51.0万 |
+10.34% |
网格止盈 |
| 24 |
2025-09-05 |
2026-11-13 |
390.5263618497375 |
250.05 |
¥-1.98M |
-35.99% |
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 |
|---|
| 2023-02-14 |
网格首格 |
买入 |
77.00693 |
12900.0 |
¥99.4万 |
|
| 2023-02-15 |
网格止盈 |
卖出 |
80.57934 |
12900.0 |
¥1.04M |
止盈触发 |
| 2023-02-16 |
网格首格 |
买入 |
78.3 |
13200.0 |
¥1.03M |
|
| 2023-02-17 |
网格加仓 |
买入 |
70.87079999999999 |
100.0 |
¥7,089 |
加仓 |
| 2023-04-11 |
网格止盈 |
卖出 |
83.916 |
13300.0 |
¥1.12M |
止盈触发 |
| 2023-04-12 |
网格首格 |
买入 |
81.04095999999998 |
13600.0 |
¥1.10M |
|
| 2023-04-14 |
网格止盈 |
卖出 |
87.91200000000002 |
13600.0 |
¥1.20M |
止盈触发 |
| 2023-04-17 |
网格首格 |
买入 |
80.07999999999998 |
14600.0 |
¥1.17M |
|
| 2023-04-18 |
网格止盈 |
卖出 |
84.62528999999999 |
14600.0 |
¥1.24M |
止盈触发 |
| 2023-04-19 |
网格首格 |
买入 |
85.38529999999999 |
14600.0 |
¥1.25M |
|
| 2023-04-24 |
网格止盈 |
卖出 |
98.59131 |
14600.0 |
¥1.44M |
止盈触发 |
| 2023-04-25 |
网格首格 |
买入 |
93.80370999999998 |
15200.0 |
¥1.43M |
|
| 2023-04-26 |
网格加仓 |
买入 |
91.09099999999998 |
400.0 |
¥3.6万 |
加仓 |
| 2023-04-28 |
网格止盈 |
卖出 |
97.902 |
15600.0 |
¥1.53M |
止盈触发 |
| 2023-05-04 |
网格首格 |
买入 |
100.1 |
15000.0 |
¥1.50M |
|
| 2023-05-08 |
网格加仓 |
买入 |
95.48539 |
300.0 |
¥2.9万 |
加仓 |
| 2023-11-23 |
网格止盈 |
卖出 |
106.0 |
15300.0 |
¥1.62M |
止盈触发 |
| 2023-11-28 |
网格首格 |
买入 |
106.76665999999999 |
15100.0 |
¥1.61M |
|
| 2023-11-30 |
网格止盈 |
卖出 |
107.94194999999999 |
15100.0 |
¥1.63M |
止盈触发 |
| 2023-12-01 |
网格首格 |
买入 |
109.73962999999998 |
14900.0 |
¥1.64M |
|
| 2023-12-06 |
网格止盈 |
卖出 |
120.879 |
14900.0 |
¥1.80M |
止盈触发 |
| 2023-12-07 |
网格首格 |
买入 |
116.58646999999999 |
15400.0 |
¥1.80M |
|
| 2023-12-08 |
网格加仓 |
买入 |
110.10999999999999 |
100.0 |
¥1.1万 |
加仓 |
| 2023-12-13 |
网格止盈 |
卖出 |
157.17267 |
15500.0 |
¥2.44M |
止盈触发 |
| 2023-12-15 |
网格首格 |
买入 |
141.90175999999997 |
17000.0 |
¥2.41M |
|
| 2023-12-18 |
网格加仓 |
买入 |
132.72259 |
100.0 |
¥1.3万 |
加仓 |
| 2024-04-30 |
网格止盈 |
卖出 |
149.79006 |
17100.0 |
¥2.56M |
止盈触发 |
| 2024-05-08 |
网格首格 |
买入 |
173.17299999999997 |
14600.0 |
¥2.53M |
|
| 2024-05-09 |
网格止盈 |
卖出 |
183.816 |
14600.0 |
¥2.68M |
止盈触发 |
| 2024-05-14 |
网格首格 |
买入 |
185.6855 |
14500.0 |
¥2.69M |
|
| 2024-05-16 |
网格止盈 |
卖出 |
193.3065 |
14500.0 |
¥2.80M |
止盈触发 |
| 2024-05-17 |
网格首格 |
买入 |
189.65946999999997 |
14800.0 |
¥2.81M |
|
| 2024-05-21 |
网格加仓 |
买入 |
181.18099999999998 |
100.0 |
¥1.8万 |
加仓 |
| 2024-06-06 |
网格止盈 |
卖出 |
202.2975 |
14900.0 |
¥3.01M |
止盈触发 |
| 2024-06-12 |
网格首格 |
买入 |
206.20599999999996 |
14600.0 |
¥3.01M |
|
| 2024-10-09 |
网格止盈 |
卖出 |
209.96982 |
14600.0 |
¥3.06M |
止盈触发 |
| 2024-10-15 |
网格首格 |
买入 |
201.20099999999996 |
15200.0 |
¥3.06M |
|
| 2024-11-28 |
网格止盈 |
卖出 |
220.779 |
15200.0 |
¥3.35M |
止盈触发 |
| 2024-12-05 |
网格首格 |
买入 |
233.11287999999996 |
14200.0 |
¥3.31M |
|
| 2024-12-06 |
网格加仓 |
买入 |
223.09286999999998 |
200.0 |
¥4.5万 |
加仓 |
| 2025-04-02 |
网格止盈 |
卖出 |
247.752 |
14400.0 |
¥3.57M |
止盈触发 |
| 2025-04-09 |
网格首格 |
买入 |
218.218 |
15800.0 |
¥3.45M |
|
| 2025-04-10 |
网格止盈 |
卖出 |
239.76 |
15800.0 |
¥3.79M |
止盈触发 |
| 2025-04-11 |
网格首格 |
买入 |
240.23999999999998 |
16200.0 |
¥3.89M |
|
| 2025-04-16 |
网格止盈 |
卖出 |
263.736 |
16200.0 |
¥4.27M |
止盈触发 |
| 2025-04-25 |
网格首格 |
买入 |
284.0 |
15100.0 |
¥4.29M |
|
| 2025-06-03 |
网格止盈 |
卖出 |
299.79990000000004 |
15100.0 |
¥4.53M |
止盈触发 |
| 2025-06-16 |
网格首格 |
买入 |
325.45 |
13800.0 |
¥4.49M |
|
| 2025-06-18 |
网格加仓 |
买入 |
308.22792 |
100.0 |
¥3.1万 |
加仓 |
| 2025-08-27 |
网格止盈 |
卖出 |
336.64302000000004 |
13900.0 |
¥4.68M |
止盈触发 |
| 2025-08-28 |
网格首格 |
买入 |
324.82449999999994 |
14400.0 |
¥4.68M |
|
| 2025-09-02 |
网格止盈 |
卖出 |
346.653 |
14400.0 |
¥4.99M |
止盈触发 |
| 2025-09-03 |
网格首格 |
买入 |
360.1397799999999 |
13700.0 |
¥4.94M |
|
| 2025-09-04 |
网格止盈 |
卖出 |
397.602 |
13700.0 |
¥5.45M |
止盈触发 |
| 2025-09-05 |
网格首格 |
买入 |
391.06066999999996 |
13900.0 |
¥5.44M |
|
| 2025-09-10 |
网格加仓 |
买入 |
356.43607999999995 |
100.0 |
¥3.6万 |
加仓 |
| 2025-09-11 |
网格加仓 |
买入 |
333.83349999999996 |
100.0 |
¥3.3万 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
250.05 |
14100 |
¥3.52M |
回测结束强平 |