000301 东方盛虹 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥1.44M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +43.67%）
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 52 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 |
2015-06-26 |
2015-06-30 |
9.40282 |
7.78221 |
¥-16.5万 |
-17.26% |
跌破0.618止损 |
| 2 |
2015-11-05 |
2015-11-24 |
5.7975287369999995 |
6.50349 |
¥10.1万 |
+12.14% |
重回前高 |
| 3 |
2016-01-07 |
2016-01-08 |
5.801740000000001 |
5.55444 |
¥-3.9万 |
-4.29% |
跌破0.618止损 |
| 4 |
2016-04-12 |
2016-05-10 |
4.901470000000001 |
4.32567 |
¥-10.5万 |
-11.77% |
跌破0.618止损 |
| 5 |
2016-07-18 |
2016-08-01 |
4.475812340999999 |
4.28571 |
¥-3.4万 |
-4.28% |
跌破0.618止损 |
| 6 |
2016-11-29 |
2016-12-13 |
5.256826574999999 |
4.94505 |
¥-4.5万 |
-5.96% |
跌破0.618止损 |
| 7 |
2016-12-19 |
2017-01-17 |
5.256826574999999 |
4.8951 |
¥-4.9万 |
-6.91% |
跌破0.618止损 |
| 8 |
2017-02-21 |
2017-10-10 |
5.286865583999999 |
6.12 |
¥10.4万 |
+15.72% |
重回前高 |
| 9 |
2017-10-17 |
2017-10-20 |
6.198048856999999 |
5.73426 |
¥-5.8万 |
-7.51% |
跌破0.618止损 |
| 10 |
2017-12-08 |
2017-12-11 |
5.651695 |
5.26 |
¥-4.4万 |
-6.96% |
跌破0.618止损 |
| 11 |
2018-01-17 |
2018-02-26 |
5.827567746 |
6.32 |
¥5.6万 |
+8.42% |
重回前高 |
| 12 |
2018-03-26 |
2018-05-03 |
5.907671769999999 |
6.04395 |
¥1.6万 |
+2.28% |
跌破0.618止损 |
| 13 |
2018-05-10 |
2018-05-15 |
6.318204892999998 |
6.0939 |
¥-2.6万 |
-3.58% |
跌破0.618止损 |
| 14 |
2018-06-29 |
2018-07-06 |
6.448373932 |
6.07392 |
¥-4.1万 |
-5.84% |
跌破0.618止损 |
| 15 |
2018-08-15 |
2018-09-07 |
6.478412940999999 |
6.163829999999999 |
¥-3.3万 |
-4.88% |
跌破0.618止损 |
| 16 |
2018-09-20 |
2018-10-12 |
6.408321919999999 |
6.00399 |
¥-4.0万 |
-6.34% |
跌破0.618止损 |
| 17 |
2019-02-26 |
2019-03-07 |
5.437060628999999 |
5.88411 |
¥4.9万 |
+8.19% |
重回前高 |
| 18 |
2019-05-06 |
2019-05-07 |
5.867619757999999 |
5.4945 |
¥-4.1万 |
-6.39% |
跌破0.618止损 |
| 19 |
2019-09-10 |
2019-09-30 |
5.417034622999999 |
5.14485 |
¥-3.0万 |
-5.05% |
跌破0.618止损 |
| 20 |
2020-02-10 |
2020-03-19 |
4.90637147 |
4.6453500000000005 |
¥-3.1万 |
-5.35% |
跌破0.618止损 |
| 21 |
2020-04-08 |
2020-05-15 |
4.926397475999999 |
4.845149999999999 |
¥-9,138 |
-1.68% |
跌破0.618止损 |
| 22 |
2020-07-16 |
2020-09-07 |
5.5572166649999994 |
6.56343 |
¥9.6万 |
+18.07% |
重回前高 |
| 23 |
2020-09-25 |
2020-10-13 |
6.168009847999999 |
6.77322 |
¥6.2万 |
+9.78% |
重回前高 |
| 24 |
2020-10-29 |
2020-11-04 |
6.218074862999999 |
7.092899999999999 |
¥9.6万 |
+14.03% |
重回前高 |
| 25 |
2020-12-29 |
2021-01-12 |
9.432248825999999 |
13.186799999999998 |
¥31.3万 |
+39.76% |
重回前高 |
| 26 |
2021-03-05 |
2021-05-18 |
13.066968914999997 |
18.04194 |
¥41.1万 |
+38.03% |
重回前高 |
| 27 |
2021-06-21 |
2021-06-25 |
15.610271676999997 |
19.7802 |
¥40.1万 |
+26.67% |
重回前高 |
| 28 |
2021-08-10 |
2021-08-26 |
23.490505037999995 |
29.320650000000004 |
¥47.3万 |
+24.78% |
重回前高 |
| 29 |
2021-09-24 |
2021-09-30 |
30.45955512599999 |
26.31 |
¥-31.3万 |
-13.65% |
跌破0.618止损 |
| 30 |
2022-05-24 |
2022-06-13 |
16.050843809 |
17.5824 |
¥19.7万 |
+9.51% |
重回前高 |
| 31 |
2022-08-31 |
2022-09-02 |
20.276331074999998 |
18.96102 |
¥-14.8万 |
-6.51% |
跌破0.618止损 |
| 32 |
2023-03-09 |
2023-03-17 |
14.859296451999997 |
13.766219999999999 |
¥-15.7万 |
-7.38% |
跌破0.618止损 |
| 33 |
2023-07-26 |
2023-08-01 |
12.085694620999998 |
12.497489999999999 |
¥6.6万 |
+3.38% |
重回前高 |
| 34 |
2023-08-16 |
2023-08-21 |
12.065668614999998 |
11.5884 |
¥-8.1万 |
-3.98% |
跌破0.618止损 |
| 35 |
2024-01-17 |
2024-02-20 |
9.612482879999998 |
10.63935 |
¥20.7万 |
+10.65% |
重回前高 |
| 36 |
2024-03-25 |
2024-03-29 |
10.073081018 |
9.91008 |
¥-3.6万 |
-1.65% |
跌破0.618止损 |
| 37 |
2024-04-03 |
2024-04-24 |
10.383484110999998 |
9.94005 |
¥-9.1万 |
-4.30% |
跌破0.618止损 |
| 38 |
2024-04-30 |
2024-05-06 |
10.253315072 |
10.009979999999999 |
¥-4.8万 |
-2.40% |
跌破0.618止损 |
| 39 |
2024-10-10 |
2024-10-16 |
8.501039546999998 |
7.992 |
¥-11.8万 |
-6.02% |
跌破0.618止损 |
| 40 |
2024-11-19 |
2024-12-24 |
8.721325613 |
8.43156 |
¥-6.1万 |
-3.35% |
跌破0.618止损 |
| 41 |
2025-02-19 |
2025-04-01 |
9.141871738999999 |
8.33166 |
¥-16.0万 |
-8.89% |
跌破0.618止损 |
| 42 |
2025-04-25 |
2025-06-20 |
8.541091558999998 |
8.10189 |
¥-8.5万 |
-5.17% |
跌破0.618止损 |
| 43 |
2025-07-02 |
2025-07-08 |
8.521065553 |
8.34165 |
¥-3.3万 |
-2.13% |
跌破0.618止损 |
| 44 |
2025-07-11 |
2025-07-17 |
8.641221588999999 |
8.56143 |
¥-1.5万 |
-0.95% |
跌破0.618止损 |
| 45 |
2025-08-01 |
2025-08-26 |
8.931598676 |
9.600389999999999 |
¥11.3万 |
+7.46% |
重回前高 |
| 46 |
2025-09-19 |
2025-09-26 |
9.612482879999998 |
9.15084 |
¥-7.8万 |
-4.83% |
跌破0.618止损 |
| 47 |
2026-01-19 |
2026-01-26 |
10.423536123 |
12.05793 |
¥23.9万 |
+15.65% |
重回前高 |
| 48 |
2026-03-10 |
2026-03-20 |
11.885434560999999 |
10.769219999999999 |
¥-16.5万 |
-9.42% |
跌破0.618止损 |
| 49 |
2026-04-23 |
2026-06-26 |
12.946812879 |
11.55843 |
¥-17.4万 |
-10.75% |
跌破0.618止损 |
| 50 |
2026-07-08 |
2026-07-14 |
12.456175731999998 |
11.448540000000001 |
¥-11.7万 |
-8.12% |
跌破0.618止损 |
| 51 |
2026-08-06 |
2026-09-01 |
12.616383779999998 |
14.56542 |
¥20.5万 |
+15.41% |
重回前高 |
| 52 |
2026-09-14 |
2026-10-13 |
13.367359004999997 |
12.497489999999999 |
¥-10.0万 |
-6.54% |
跌破0.618止损 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-26 |
黄金分割买点 |
买入 |
9.4 |
101600.0 |
¥95.5万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
7.78221 |
101600.0 |
¥79.0万 |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
5.795789999999999 |
143700.0 |
¥83.3万 |
|
| 2015-11-24 |
重回前高 |
卖出 |
6.50349 |
143700.0 |
¥93.4万 |
|
| 2016-01-07 |
黄金分割买点 |
买入 |
5.8 |
157300.0 |
¥91.3万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
5.55444 |
157300.0 |
¥87.3万 |
止损触发 |
| 2016-04-12 |
黄金分割买点 |
买入 |
4.9 |
181700.0 |
¥89.1万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
4.32567 |
181700.0 |
¥78.6万 |
止损触发 |
| 2016-07-18 |
黄金分割买点 |
买入 |
4.474469999999999 |
176200.0 |
¥78.9万 |
|
| 2016-08-01 |
跌破0.618止损 |
卖出 |
4.28571 |
176200.0 |
¥75.5万 |
止损触发 |
| 2016-11-29 |
黄金分割买点 |
买入 |
5.255249999999999 |
142900.0 |
¥75.1万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
4.94505 |
142900.0 |
¥70.6万 |
止损触发 |
| 2016-12-19 |
黄金分割买点 |
买入 |
5.255249999999999 |
135500.0 |
¥71.2万 |
|
| 2017-01-17 |
跌破0.618止损 |
卖出 |
4.8951 |
135500.0 |
¥66.3万 |
止损触发 |
| 2017-02-21 |
黄金分割买点 |
买入 |
5.285279999999999 |
125600.0 |
¥66.4万 |
|
| 2017-10-10 |
重回前高 |
卖出 |
6.12 |
125600.0 |
¥76.8万 |
|
| 2017-10-17 |
黄金分割买点 |
买入 |
6.19619 |
124000.0 |
¥76.9万 |
|
| 2017-10-20 |
跌破0.618止损 |
卖出 |
5.73426 |
124000.0 |
¥71.1万 |
止损触发 |
| 2017-12-08 |
黄金分割买点 |
买入 |
5.65 |
112800.0 |
¥63.8万 |
|
| 2017-12-11 |
跌破0.618止损 |
卖出 |
5.26 |
112800.0 |
¥59.3万 |
止损触发 |
| 2018-01-17 |
黄金分割买点 |
买入 |
5.825819999999999 |
114200.0 |
¥66.6万 |
|
| 2018-02-26 |
重回前高 |
卖出 |
6.32 |
114200.0 |
¥72.2万 |
|
| 2018-03-26 |
黄金分割买点 |
买入 |
5.9059 |
119800.0 |
¥70.8万 |
|
| 2018-05-03 |
跌破0.618止损 |
卖出 |
6.04395 |
119800.0 |
¥72.4万 |
止损触发 |
| 2018-05-10 |
黄金分割买点 |
买入 |
6.316309999999999 |
116900.0 |
¥73.9万 |
|
| 2018-05-15 |
跌破0.618止损 |
卖出 |
6.0939 |
116900.0 |
¥71.2万 |
止损触发 |
| 2018-06-29 |
黄金分割买点 |
买入 |
6.44644 |
109200.0 |
¥70.4万 |
|
| 2018-07-06 |
跌破0.618止损 |
卖出 |
6.07392 |
109200.0 |
¥66.3万 |
止损触发 |
| 2018-08-15 |
黄金分割买点 |
买入 |
6.476469999999999 |
103200.0 |
¥66.9万 |
|
| 2018-09-07 |
跌破0.618止损 |
卖出 |
6.163829999999999 |
103200.0 |
¥63.6万 |
止损触发 |
| 2018-09-20 |
黄金分割买点 |
买入 |
6.406399999999999 |
99400.0 |
¥63.7万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
6.00399 |
99400.0 |
¥59.7万 |
止损触发 |
| 2019-02-26 |
黄金分割买点 |
买入 |
5.435429999999999 |
110000.0 |
¥59.8万 |
|
| 2019-03-07 |
重回前高 |
卖出 |
5.88411 |
110000.0 |
¥64.7万 |
|
| 2019-05-06 |
黄金分割买点 |
买入 |
5.86586 |
108400.0 |
¥63.6万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
5.4945 |
108400.0 |
¥59.5万 |
止损触发 |
| 2019-09-10 |
黄金分割买点 |
买入 |
5.41541 |
110900.0 |
¥60.1万 |
|
| 2019-09-30 |
跌破0.618止损 |
卖出 |
5.14485 |
110900.0 |
¥57.0万 |
止损触发 |
| 2020-02-10 |
黄金分割买点 |
买入 |
4.9049000000000005 |
117400.0 |
¥57.6万 |
|
| 2020-03-19 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
117400.0 |
¥54.5万 |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
4.924919999999999 |
110500.0 |
¥54.4万 |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
4.845149999999999 |
110500.0 |
¥53.5万 |
止损触发 |
| 2020-07-16 |
黄金分割买点 |
买入 |
5.555549999999999 |
95800.0 |
¥53.2万 |
|
| 2020-09-07 |
重回前高 |
卖出 |
6.56343 |
95800.0 |
¥62.9万 |
|
| 2020-09-25 |
黄金分割买点 |
买入 |
6.166159999999999 |
102500.0 |
¥63.2万 |
|
| 2020-10-13 |
重回前高 |
卖出 |
6.77322 |
102500.0 |
¥69.4万 |
|
| 2020-10-29 |
黄金分割买点 |
买入 |
6.216209999999999 |
110400.0 |
¥68.6万 |
|
| 2020-11-04 |
重回前高 |
卖出 |
7.092899999999999 |
110400.0 |
¥78.3万 |
|
| 2020-12-29 |
黄金分割买点 |
买入 |
9.429419999999999 |
83400.0 |
¥78.7万 |
|
| 2021-01-12 |
重回前高 |
卖出 |
13.186799999999998 |
83400.0 |
¥1.10M |
|
| 2021-03-05 |
黄金分割买点 |
买入 |
13.063049999999999 |
82700.0 |
¥1.08M |
|
| 2021-05-18 |
重回前高 |
卖出 |
18.04194 |
82700.0 |
¥1.49M |
|
| 2021-06-21 |
黄金分割买点 |
买入 |
15.605589999999998 |
96300.0 |
¥1.50M |
|
| 2021-06-25 |
重回前高 |
卖出 |
19.7802 |
96300.0 |
¥1.90M |
|
| 2021-08-10 |
黄金分割买点 |
买入 |
23.483459999999997 |
81300.0 |
¥1.91M |
|
| 2021-08-26 |
重回前高 |
卖出 |
29.320650000000004 |
81300.0 |
¥2.38M |
|
| 2021-09-24 |
黄金分割买点 |
买入 |
30.450419999999994 |
75400.0 |
¥2.30M |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
26.31 |
75400.0 |
¥1.98M |
止损触发 |
| 2022-05-24 |
黄金分割买点 |
买入 |
16.04603 |
129100.0 |
¥2.07M |
|
| 2022-06-13 |
重回前高 |
卖出 |
17.5824 |
129100.0 |
¥2.27M |
|
| 2022-08-31 |
黄金分割买点 |
买入 |
20.270249999999997 |
111900.0 |
¥2.27M |
|
| 2022-09-02 |
跌破0.618止损 |
卖出 |
18.96102 |
111900.0 |
¥2.12M |
止损触发 |
| 2023-03-09 |
黄金分割买点 |
买入 |
14.854839999999998 |
142800.0 |
¥2.12M |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
13.766219999999999 |
142800.0 |
¥1.97M |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
12.082069999999998 |
162700.0 |
¥1.97M |
|
| 2023-08-01 |
重回前高 |
卖出 |
12.497489999999999 |
162700.0 |
¥2.03M |
|
| 2023-08-16 |
黄金分割买点 |
买入 |
12.06205 |
167700.0 |
¥2.02M |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
11.5884 |
167700.0 |
¥1.94M |
止损触发 |
| 2024-01-17 |
黄金分割买点 |
买入 |
9.609599999999999 |
202000.0 |
¥1.94M |
|
| 2024-02-20 |
重回前高 |
卖出 |
10.63935 |
202000.0 |
¥2.15M |
|
| 2024-03-25 |
黄金分割买点 |
买入 |
10.07006 |
214000.0 |
¥2.16M |
|
| 2024-03-29 |
跌破0.618止损 |
卖出 |
9.91008 |
214000.0 |
¥2.12M |
止损触发 |
| 2024-04-03 |
黄金分割买点 |
买入 |
10.380369999999997 |
203800.0 |
¥2.12M |
|
| 2024-04-24 |
跌破0.618止损 |
卖出 |
9.94005 |
203800.0 |
¥2.03M |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
10.25024 |
195600.0 |
¥2.01M |
|
| 2024-05-06 |
跌破0.618止损 |
卖出 |
10.009979999999999 |
195600.0 |
¥1.96M |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
8.498489999999999 |
230900.0 |
¥1.96M |
|
| 2024-10-16 |
跌破0.618止损 |
卖出 |
7.992 |
230900.0 |
¥1.84M |
止损触发 |
| 2024-11-19 |
黄金分割买点 |
买入 |
8.71871 |
207000.0 |
¥1.81M |
|
| 2024-12-24 |
跌破0.618止损 |
卖出 |
8.43156 |
207000.0 |
¥1.74M |
止损触发 |
| 2025-02-19 |
黄金分割买点 |
买入 |
9.13913 |
196600.0 |
¥1.80M |
|
| 2025-04-01 |
跌破0.618止损 |
卖出 |
8.33166 |
196600.0 |
¥1.64M |
止损触发 |
| 2025-04-25 |
黄金分割买点 |
买入 |
8.538529999999998 |
192000.0 |
¥1.64M |
|
| 2025-06-20 |
跌破0.618止损 |
卖出 |
8.10189 |
192000.0 |
¥1.56M |
止损触发 |
| 2025-07-02 |
黄金分割买点 |
买入 |
8.51851 |
183200.0 |
¥1.56M |
|
| 2025-07-08 |
跌破0.618止损 |
卖出 |
8.34165 |
183200.0 |
¥1.53M |
止损触发 |
| 2025-07-11 |
黄金分割买点 |
买入 |
8.63863 |
176600.0 |
¥1.53M |
|
| 2025-07-17 |
跌破0.618止损 |
卖出 |
8.56143 |
176600.0 |
¥1.51M |
止损触发 |
| 2025-08-01 |
黄金分割买点 |
买入 |
8.92892 |
169000.0 |
¥1.51M |
|
| 2025-08-26 |
重回前高 |
卖出 |
9.600389999999999 |
169000.0 |
¥1.62M |
|
| 2025-09-19 |
黄金分割买点 |
买入 |
9.609599999999999 |
168000.0 |
¥1.61M |
|
| 2025-09-26 |
跌破0.618止损 |
卖出 |
9.15084 |
168000.0 |
¥1.54M |
止损触发 |
| 2026-01-19 |
黄金分割买点 |
买入 |
10.420409999999999 |
146700.0 |
¥1.53M |
|
| 2026-01-26 |
重回前高 |
卖出 |
12.05793 |
146700.0 |
¥1.77M |
|
| 2026-03-10 |
黄金分割买点 |
买入 |
11.881869999999997 |
147600.0 |
¥1.75M |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
10.769219999999999 |
147600.0 |
¥1.59M |
止损触发 |
| 2026-04-23 |
黄金分割买点 |
买入 |
12.942929999999999 |
125200.0 |
¥1.62M |
|
| 2026-06-26 |
跌破0.618止损 |
卖出 |
11.55843 |
125200.0 |
¥1.45M |
止损触发 |
| 2026-07-08 |
黄金分割买点 |
买入 |
12.452439999999998 |
116100.0 |
¥1.45M |
|
| 2026-07-14 |
跌破0.618止损 |
卖出 |
11.448540000000001 |
116100.0 |
¥1.33M |
止损触发 |
| 2026-08-06 |
黄金分割买点 |
买入 |
12.612599999999999 |
105400.0 |
¥1.33M |
|
| 2026-09-01 |
重回前高 |
卖出 |
14.56542 |
105400.0 |
¥1.53M |
|
| 2026-09-14 |
黄金分割买点 |
买入 |
13.363349999999999 |
114400.0 |
¥1.53M |
|
| 2026-10-13 |
跌破0.618止损 |
卖出 |
12.497489999999999 |
114400.0 |
¥1.43M |
止损触发 |