000333 美的集团 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.10M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +10.15%）
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 56 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 |
2015-04-16 |
2015-04-22 |
32.071648609 |
37.6623 |
¥17.4万 |
+17.40% |
重回前高 |
| 2 |
2015-05-07 |
2015-05-26 |
34.0442102 |
38.56 |
¥15.4万 |
+13.23% |
重回前高 |
| 3 |
2015-06-16 |
2015-06-23 |
36.617551971 |
34.94502 |
¥-6.1万 |
-4.60% |
跌破0.618止损 |
| 4 |
2015-06-26 |
2015-06-29 |
35.84655074 |
35.964 |
¥3,658 |
+0.30% |
跌破0.618止损 |
| 5 |
2015-07-01 |
2015-07-06 |
37.04811110000001 |
36.51345 |
¥-1.8万 |
-1.47% |
跌破0.618止损 |
| 6 |
2015-07-15 |
2015-07-28 |
35.48608263199999 |
30.83913 |
¥-16.1万 |
-13.12% |
跌破0.618止损 |
| 7 |
2015-11-06 |
2015-12-01 |
29.90883996099999 |
26.83314 |
¥-11.1万 |
-10.31% |
跌破0.618止损 |
| 8 |
2015-12-02 |
2016-01-08 |
27.816122334 |
30.179789999999997 |
¥8.2万 |
+8.46% |
跌破0.618止损 |
| 9 |
2016-03-22 |
2016-05-03 |
30.489594134999997 |
32.2 |
¥5.9万 |
+5.58% |
重回前高 |
| 10 |
2016-07-14 |
2016-10-14 |
27.195316148000003 |
26.293680000000002 |
¥-3.7万 |
-3.34% |
跌破0.618止损 |
| 11 |
2016-12-07 |
2016-12-16 |
28.927565666999996 |
27.9 |
¥-3.9万 |
-3.58% |
跌破0.618止损 |
| 12 |
2016-12-19 |
2016-12-21 |
29.037708699999996 |
28.301669999999998 |
¥-2.7万 |
-2.56% |
跌破0.618止损 |
| 13 |
2017-01-04 |
2017-01-13 |
29.167877738999998 |
28.211759999999998 |
¥-3.4万 |
-3.31% |
跌破0.618止损 |
| 14 |
2017-02-03 |
2017-02-17 |
29.738618909999996 |
32.0679 |
¥7.6万 |
+7.80% |
重回前高 |
| 15 |
2017-04-12 |
2017-05-08 |
32.331986687 |
36.05391 |
¥12.1万 |
+11.48% |
重回前高 |
| 16 |
2017-05-18 |
2017-05-23 |
34.304548278 |
36.21375 |
¥6.5万 |
+5.53% |
重回前高 |
| 17 |
2017-08-03 |
2017-09-01 |
40.662805182999996 |
41.11884 |
¥1.3万 |
+1.09% |
跌破0.618止损 |
| 18 |
2017-09-18 |
2017-09-21 |
42.27489866599999 |
43.33662 |
¥3.1万 |
+2.48% |
重回前高 |
| 19 |
2017-12-04 |
2017-12-26 |
50.775938213 |
57.75219 |
¥17.7万 |
+13.71% |
重回前高 |
| 20 |
2018-02-06 |
2018-02-08 |
55.77242671 |
52.54740000000001 |
¥-8.3万 |
-5.81% |
跌破0.618止损 |
| 21 |
2018-03-05 |
2018-03-28 |
56.182959833 |
53.43651 |
¥-6.8万 |
-4.92% |
跌破0.618止损 |
| 22 |
2018-06-12 |
2018-06-28 |
56.40324589899999 |
49.99995 |
¥-15.0万 |
-11.38% |
跌破0.618止损 |
| 23 |
2018-11-19 |
2018-11-30 |
41.954482569999996 |
38.8611 |
¥-8.6万 |
-7.40% |
跌破0.618止损 |
| 24 |
2018-12-14 |
2018-12-20 |
39.85175193999999 |
38.14182 |
¥-4.6万 |
-4.32% |
跌破0.618止损 |
| 25 |
2019-01-10 |
2019-01-30 |
38.910529657999994 |
42.74721 |
¥10.1万 |
+9.83% |
重回前高 |
| 26 |
2019-04-29 |
2019-06-10 |
49.43419581099999 |
49.51044 |
¥1,406 |
+0.12% |
跌破0.618止损 |
| 27 |
2019-06-12 |
2019-07-31 |
51.406757402 |
55.074870000000004 |
¥8.0万 |
+7.10% |
重回前高 |
| 28 |
2019-11-19 |
2019-12-02 |
56.653570974 |
54.52542 |
¥-4.6万 |
-3.79% |
跌破0.618止损 |
| 29 |
2019-12-10 |
2020-02-03 |
56.79375301599999 |
49.59 |
¥-14.8万 |
-12.71% |
跌破0.618止损 |
| 30 |
2020-03-06 |
2020-03-10 |
55.892582746 |
53.89 |
¥-3.6万 |
-3.61% |
跌破0.618止损 |
| 31 |
2020-03-11 |
2020-03-13 |
55.19167253599999 |
50.819129999999994 |
¥-7.8万 |
-7.95% |
跌破0.618止损 |
| 32 |
2020-04-27 |
2020-05-11 |
51.336666381 |
56.53341 |
¥9.0万 |
+10.09% |
重回前高 |
| 33 |
2020-08-28 |
2020-10-14 |
67.48764021999999 |
75.02489999999999 |
¥11.0万 |
+11.14% |
重回前高 |
| 34 |
2020-12-10 |
2021-01-04 |
83.60857504999997 |
98.8011 |
¥20.0万 |
+18.14% |
重回前高 |
| 35 |
2021-01-29 |
2021-02-18 |
95.473983605 |
107.01288000000002 |
¥15.8万 |
+12.05% |
重回前高 |
| 36 |
2021-02-19 |
2021-02-23 |
95.13354150299999 |
88.96095 |
¥-9.2万 |
-6.52% |
跌破0.618止损 |
| 37 |
2021-08-17 |
2021-08-27 |
75.077496494 |
67.86207 |
¥-13.2万 |
-9.64% |
跌破0.618止损 |
| 38 |
2021-09-03 |
2021-09-16 |
69.05968169099998 |
66.45348 |
¥-4.7万 |
-3.80% |
跌破0.618止损 |
| 39 |
2021-09-28 |
2021-11-10 |
68.15851142099999 |
68.62131 |
¥7,650 |
+0.65% |
跌破0.618止损 |
| 40 |
2022-01-13 |
2022-02-16 |
74.67697637399999 |
72.10782 |
¥-4.2万 |
-3.47% |
跌破0.618止损 |
| 41 |
2022-07-15 |
2022-08-03 |
55.872556739999986 |
53.15679 |
¥-5.6万 |
-4.89% |
跌破0.618止损 |
| 42 |
2022-09-14 |
2022-09-20 |
55.57216665000001 |
54.79515 |
¥-1.5万 |
-1.43% |
跌破0.618止损 |
| 43 |
2022-11-16 |
2022-11-22 |
49.414820000000006 |
46.3536 |
¥-6.8万 |
-6.22% |
跌破0.618止损 |
| 44 |
2022-12-06 |
2023-01-16 |
49.75461190699999 |
56.02 |
¥12.8万 |
+12.56% |
重回前高 |
| 45 |
2023-02-07 |
2023-03-09 |
51.42678340799999 |
52.27 |
¥1.9万 |
+1.61% |
跌破0.618止损 |
| 46 |
2023-03-31 |
2023-05-31 |
54.180359233 |
52.53741 |
¥-3.5万 |
-3.06% |
跌破0.618止损 |
| 47 |
2023-06-06 |
2023-06-28 |
54.01013818199999 |
59.390550000000005 |
¥11.2万 |
+9.93% |
重回前高 |
| 48 |
2023-08-11 |
2023-09-11 |
56.363193886999994 |
56.25369 |
¥-2,780 |
-0.22% |
跌破0.618止损 |
| 49 |
2024-05-21 |
2024-06-03 |
66.356170881 |
64.81512 |
¥-2.9万 |
-2.35% |
跌破0.618止损 |
| 50 |
2024-10-18 |
2025-01-09 |
73.17502592399998 |
77.62230000000001 |
¥7.3万 |
+6.05% |
重回前高 |
| 51 |
2025-04-02 |
2025-04-08 |
75.44797760499999 |
67.932 |
¥-12.8万 |
-9.99% |
跌破0.618止损 |
| 52 |
2025-05-08 |
2025-06-16 |
74.446677305 |
71.52839999999999 |
¥-4.6万 |
-3.95% |
跌破0.618止损 |
| 53 |
2025-12-30 |
2026-01-14 |
78.261631448 |
76.1238 |
¥-3.0万 |
-2.76% |
跌破0.618止损 |
| 54 |
2026-06-17 |
2026-06-25 |
79.07268469099999 |
76.56336 |
¥-3.4万 |
-3.20% |
跌破0.618止损 |
| 55 |
2026-07-07 |
2026-07-29 |
79.533282829 |
85.26465 |
¥7.4万 |
+7.17% |
重回前高 |
| 56 |
2026-08-17 |
2026-09-29 |
83.25811994499999 |
81.57834 |
¥-2.3万 |
-2.05% |
跌破0.618止损 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
32.06203 |
31100.0 |
¥99.7万 |
|
| 2015-04-22 |
重回前高 |
卖出 |
37.6623 |
31100.0 |
¥1.17M |
|
| 2015-05-07 |
黄金分割买点 |
买入 |
34.034 |
34200.0 |
¥1.16M |
|
| 2015-05-26 |
重回前高 |
卖出 |
38.56 |
34200.0 |
¥1.32M |
|
| 2015-06-16 |
黄金分割买点 |
买入 |
36.60657 |
36200.0 |
¥1.33M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
34.94502 |
36200.0 |
¥1.26M |
止损触发 |
| 2015-06-26 |
黄金分割买点 |
买入 |
35.83579999999999 |
34300.0 |
¥1.23M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
35.964 |
34300.0 |
¥1.23M |
止损触发 |
| 2015-07-01 |
黄金分割买点 |
买入 |
37.037 |
33900.0 |
¥1.26M |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
36.51345 |
33900.0 |
¥1.24M |
止损触发 |
| 2015-07-15 |
黄金分割买点 |
买入 |
35.47543999999999 |
34600.0 |
¥1.23M |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
30.83913 |
34600.0 |
¥1.07M |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
29.899869999999993 |
36100.0 |
¥1.08M |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
26.83314 |
36100.0 |
¥96.8万 |
止损触发 |
| 2015-12-02 |
黄金分割买点 |
买入 |
27.807779999999998 |
35000.0 |
¥97.4万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
30.179789999999997 |
35000.0 |
¥1.06M |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
30.480449999999998 |
34800.0 |
¥1.06M |
|
| 2016-05-03 |
重回前高 |
卖出 |
32.2 |
34800.0 |
¥1.12M |
|
| 2016-07-14 |
黄金分割买点 |
买入 |
27.187160000000002 |
40800.0 |
¥1.11M |
|
| 2016-10-14 |
跌破0.618止损 |
卖出 |
26.293680000000002 |
40800.0 |
¥1.07M |
止损触发 |
| 2016-12-07 |
黄金分割买点 |
买入 |
28.918889999999994 |
37400.0 |
¥1.08M |
|
| 2016-12-16 |
跌破0.618止损 |
卖出 |
27.9 |
37400.0 |
¥1.04M |
止损触发 |
| 2016-12-19 |
黄金分割买点 |
买入 |
29.028999999999996 |
35600.0 |
¥1.03M |
|
| 2016-12-21 |
跌破0.618止损 |
卖出 |
28.301669999999998 |
35600.0 |
¥1.01M |
止损触发 |
| 2017-01-04 |
黄金分割买点 |
买入 |
29.159129999999998 |
34800.0 |
¥1.02M |
|
| 2017-01-13 |
跌破0.618止损 |
卖出 |
28.211759999999998 |
34800.0 |
¥98.1万 |
止损触发 |
| 2017-02-03 |
黄金分割买点 |
买入 |
29.729699999999998 |
32800.0 |
¥97.5万 |
|
| 2017-02-17 |
重回前高 |
卖出 |
32.0679 |
32800.0 |
¥1.05M |
|
| 2017-04-12 |
黄金分割买点 |
买入 |
32.322289999999995 |
32600.0 |
¥1.05M |
|
| 2017-05-08 |
重回前高 |
卖出 |
36.05391 |
32600.0 |
¥1.18M |
|
| 2017-05-18 |
黄金分割买点 |
买入 |
34.294259999999994 |
34200.0 |
¥1.17M |
|
| 2017-05-23 |
重回前高 |
卖出 |
36.21375 |
34200.0 |
¥1.24M |
|
| 2017-08-03 |
黄金分割买点 |
买入 |
40.65060999999999 |
30400.0 |
¥1.24M |
|
| 2017-09-01 |
跌破0.618止损 |
卖出 |
41.11884 |
30400.0 |
¥1.25M |
止损触发 |
| 2017-09-18 |
黄金分割买点 |
买入 |
42.26221999999999 |
29800.0 |
¥1.26M |
|
| 2017-09-21 |
重回前高 |
卖出 |
43.33662 |
29800.0 |
¥1.29M |
|
| 2017-12-04 |
黄金分割买点 |
买入 |
50.760709999999996 |
25400.0 |
¥1.29M |
|
| 2017-12-26 |
重回前高 |
卖出 |
57.75219 |
25400.0 |
¥1.47M |
|
| 2018-02-06 |
黄金分割买点 |
买入 |
55.7557 |
25500.0 |
¥1.42M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
52.54740000000001 |
25500.0 |
¥1.34M |
止损触发 |
| 2018-03-05 |
黄金分割买点 |
买入 |
56.166109999999996 |
24500.0 |
¥1.38M |
|
| 2018-03-28 |
跌破0.618止损 |
卖出 |
53.43651 |
24500.0 |
¥1.31M |
止损触发 |
| 2018-06-12 |
黄金分割买点 |
买入 |
56.386329999999994 |
23300.0 |
¥1.31M |
|
| 2018-06-28 |
跌破0.618止损 |
卖出 |
49.99995 |
23300.0 |
¥1.16M |
止损触发 |
| 2018-11-19 |
黄金分割买点 |
买入 |
41.9419 |
27700.0 |
¥1.16M |
|
| 2018-11-30 |
跌破0.618止损 |
卖出 |
38.8611 |
27700.0 |
¥1.08M |
止损触发 |
| 2018-12-14 |
黄金分割买点 |
买入 |
39.83979999999999 |
26800.0 |
¥1.07M |
|
| 2018-12-20 |
跌破0.618止损 |
卖出 |
38.14182 |
26800.0 |
¥1.02M |
止损触发 |
| 2019-01-10 |
黄金分割买点 |
买入 |
38.89885999999999 |
26400.0 |
¥1.03M |
|
| 2019-01-30 |
重回前高 |
卖出 |
42.74721 |
26400.0 |
¥1.13M |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
49.419369999999994 |
22900.0 |
¥1.13M |
|
| 2019-06-10 |
跌破0.618止损 |
卖出 |
49.51044 |
22900.0 |
¥1.13M |
止损触发 |
| 2019-06-12 |
黄金分割买点 |
买入 |
51.39134 |
22000.0 |
¥1.13M |
|
| 2019-07-31 |
重回前高 |
卖出 |
55.074870000000004 |
22000.0 |
¥1.21M |
|
| 2019-11-19 |
黄金分割买点 |
买入 |
56.636579999999995 |
21400.0 |
¥1.21M |
|
| 2019-12-02 |
跌破0.618止损 |
卖出 |
54.52542 |
21400.0 |
¥1.17M |
止损触发 |
| 2019-12-10 |
黄金分割买点 |
买入 |
56.77671999999999 |
20500.0 |
¥1.16M |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
49.59 |
20500.0 |
¥1.02M |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
55.87582 |
18000.0 |
¥1.01M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
53.89 |
18000.0 |
¥97.0万 |
止损触发 |
| 2020-03-11 |
黄金分割买点 |
买入 |
55.17511999999999 |
17800.0 |
¥98.2万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
50.819129999999994 |
17800.0 |
¥90.4万 |
止损触发 |
| 2020-04-27 |
黄金分割买点 |
买入 |
51.32127 |
17400.0 |
¥89.3万 |
|
| 2020-05-11 |
重回前高 |
卖出 |
56.53341 |
17400.0 |
¥98.3万 |
|
| 2020-08-28 |
黄金分割买点 |
买入 |
67.4674 |
14600.0 |
¥98.5万 |
|
| 2020-10-14 |
重回前高 |
卖出 |
75.02489999999999 |
14600.0 |
¥1.10M |
|
| 2020-12-10 |
黄金分割买点 |
买入 |
83.58349999999997 |
13200.0 |
¥1.10M |
|
| 2021-01-04 |
重回前高 |
卖出 |
98.8011 |
13200.0 |
¥1.30M |
|
| 2021-01-29 |
黄金分割买点 |
买入 |
95.44534999999999 |
13700.0 |
¥1.31M |
|
| 2021-02-18 |
重回前高 |
卖出 |
107.01288000000002 |
13700.0 |
¥1.47M |
|
| 2021-02-19 |
黄金分割买点 |
买入 |
95.10501 |
14800.0 |
¥1.41M |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
88.96095 |
14800.0 |
¥1.32M |
止损触发 |
| 2021-08-17 |
黄金分割买点 |
买入 |
75.05498 |
18200.0 |
¥1.37M |
|
| 2021-08-27 |
跌破0.618止损 |
卖出 |
67.86207 |
18200.0 |
¥1.23M |
止损触发 |
| 2021-09-03 |
黄金分割买点 |
买入 |
69.03896999999999 |
17900.0 |
¥1.24M |
|
| 2021-09-16 |
跌破0.618止损 |
卖出 |
66.45348 |
17900.0 |
¥1.19M |
止损触发 |
| 2021-09-28 |
黄金分割买点 |
买入 |
68.13806999999998 |
17300.0 |
¥1.18M |
|
| 2021-11-10 |
跌破0.618止损 |
卖出 |
68.62131 |
17300.0 |
¥1.19M |
止损触发 |
| 2022-01-13 |
黄金分割买点 |
买入 |
74.65458 |
16100.0 |
¥1.20M |
|
| 2022-02-16 |
跌破0.618止损 |
卖出 |
72.10782 |
16100.0 |
¥1.16M |
止损触发 |
| 2022-07-15 |
黄金分割买点 |
买入 |
55.85579999999999 |
20600.0 |
¥1.15M |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
53.15679 |
20600.0 |
¥1.09M |
止损触发 |
| 2022-09-14 |
黄金分割买点 |
买入 |
55.5555 |
19500.0 |
¥1.08M |
|
| 2022-09-20 |
跌破0.618止损 |
卖出 |
54.79515 |
19500.0 |
¥1.07M |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
49.4 |
22100.0 |
¥1.09M |
|
| 2022-11-22 |
跌破0.618止损 |
卖出 |
46.3536 |
22100.0 |
¥1.02M |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
49.73968999999999 |
20500.0 |
¥1.02M |
|
| 2023-01-16 |
重回前高 |
卖出 |
56.02 |
20500.0 |
¥1.15M |
|
| 2023-02-07 |
黄金分割买点 |
买入 |
51.411359999999995 |
22400.0 |
¥1.15M |
|
| 2023-03-09 |
跌破0.618止损 |
卖出 |
52.27 |
22400.0 |
¥1.17M |
止损触发 |
| 2023-03-31 |
黄金分割买点 |
买入 |
54.164109999999994 |
21400.0 |
¥1.16M |
|
| 2023-05-31 |
跌破0.618止损 |
卖出 |
52.53741 |
21400.0 |
¥1.12M |
止损触发 |
| 2023-06-06 |
黄金分割买点 |
买入 |
53.993939999999995 |
20900.0 |
¥1.13M |
|
| 2023-06-28 |
重回前高 |
卖出 |
59.390550000000005 |
20900.0 |
¥1.24M |
|
| 2023-08-11 |
黄金分割买点 |
买入 |
56.346289999999996 |
22000.0 |
¥1.24M |
|
| 2023-09-11 |
跌破0.618止损 |
卖出 |
56.25369 |
22000.0 |
¥1.24M |
止损触发 |
| 2024-05-21 |
黄金分割买点 |
买入 |
66.33626999999998 |
18600.0 |
¥1.23M |
|
| 2024-06-03 |
跌破0.618止损 |
卖出 |
64.81512 |
18600.0 |
¥1.21M |
止损触发 |
| 2024-10-18 |
黄金分割买点 |
买入 |
73.15307999999999 |
16500.0 |
¥1.21M |
|
| 2025-01-09 |
重回前高 |
卖出 |
77.62230000000001 |
16500.0 |
¥1.28M |
|
| 2025-04-02 |
黄金分割买点 |
买入 |
75.42534999999998 |
17000.0 |
¥1.28M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
67.932 |
17000.0 |
¥1.15M |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
74.42434999999999 |
15500.0 |
¥1.15M |
|
| 2025-06-16 |
跌破0.618止损 |
卖出 |
71.52839999999999 |
15500.0 |
¥1.11M |
止损触发 |
| 2025-12-30 |
黄金分割买点 |
买入 |
78.23816 |
14100.0 |
¥1.10M |
|
| 2026-01-14 |
跌破0.618止损 |
卖出 |
76.1238 |
14100.0 |
¥1.07M |
止损触发 |
| 2026-06-17 |
黄金分割买点 |
买入 |
79.04896999999998 |
13600.0 |
¥1.08M |
|
| 2026-06-25 |
跌破0.618止损 |
卖出 |
76.56336 |
13600.0 |
¥1.04M |
止损触发 |
| 2026-07-07 |
黄金分割买点 |
买入 |
79.50943 |
13000.0 |
¥1.03M |
|
| 2026-07-29 |
重回前高 |
卖出 |
85.26465 |
13000.0 |
¥1.11M |
|
| 2026-08-17 |
黄金分割买点 |
买入 |
83.23315 |
13400.0 |
¥1.12M |
|
| 2026-09-29 |
跌破0.618止损 |
卖出 |
81.57834 |
13400.0 |
¥1.09M |
止损触发 |