000408 藏格矿业 — 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: ¥97.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -2.22%）
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 48 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 |
23.720804107 |
18.58 |
¥-20.1万 |
-21.70% |
跌破0.618止损 |
| 2 |
2015-11-13 |
2015-12-17 |
17.973340384999997 |
24.375599999999995 |
¥28.3万 |
+35.58% |
重回前高 |
| 3 |
2016-01-05 |
2016-01-08 |
16.531467953 |
15.85413 |
¥-4.1万 |
-4.13% |
跌破0.618止损 |
| 4 |
2016-04-06 |
2016-05-10 |
15.169699544999999 |
13.61 |
¥-10.7万 |
-10.31% |
跌破0.618止损 |
| 5 |
2016-06-08 |
2016-08-16 |
14.959426481999998 |
16.992990000000002 |
¥12.6万 |
+13.56% |
重回前高 |
| 6 |
2016-09-14 |
2016-09-27 |
15.900648763999998 |
15.534450000000001 |
¥-2.5万 |
-2.33% |
跌破0.618止损 |
| 7 |
2016-10-11 |
2016-11-25 |
15.940700775999998 |
15.90408 |
¥-2,670 |
-0.26% |
跌破0.618止损 |
| 8 |
2017-03-31 |
2017-04-19 |
16.181012847999998 |
15.23475 |
¥-6.0万 |
-5.88% |
跌破0.618止损 |
| 9 |
2017-07-21 |
2017-08-07 |
14.128347232999998 |
13.32666 |
¥-5.5万 |
-5.70% |
跌破0.618止损 |
| 10 |
2017-09-26 |
2017-12-05 |
18.223665459999996 |
17.63235 |
¥-3.0万 |
-3.27% |
跌破0.618止损 |
| 11 |
2018-04-20 |
2018-05-31 |
16.371259905 |
15.624360000000001 |
¥-4.1万 |
-4.59% |
跌破0.618止损 |
| 12 |
2018-08-03 |
2018-08-06 |
13.103929999999998 |
11.79 |
¥-7.6万 |
-10.05% |
跌破0.618止损 |
| 13 |
2018-11-19 |
2018-11-27 |
11.685174500999999 |
11.278709999999998 |
¥-2.7万 |
-3.51% |
跌破0.618止损 |
| 14 |
2018-12-13 |
2018-12-20 |
11.825356543 |
11.188799999999999 |
¥-4.0万 |
-5.41% |
跌破0.618止损 |
| 15 |
2019-03-28 |
2019-04-23 |
12.11573363 |
11.3886 |
¥-4.2万 |
-6.03% |
跌破0.618止损 |
| 16 |
2019-07-24 |
2019-09-26 |
9.011702699999997 |
8.71128 |
¥-2.2万 |
-3.36% |
跌破0.618止损 |
| 17 |
2020-01-15 |
2020-01-22 |
8.000389397 |
7.562430000000001 |
¥-3.4万 |
-5.50% |
跌破0.618止损 |
| 18 |
2020-02-24 |
2020-03-02 |
7.489726243999999 |
6.71 |
¥-6.2万 |
-10.44% |
跌破0.618止损 |
| 19 |
2020-03-06 |
2020-03-13 |
7.179323151 |
6.06393 |
¥-8.4万 |
-15.56% |
跌破0.618止损 |
| 20 |
2020-06-16 |
2020-07-23 |
5.40702162 |
7.072919999999999 |
¥14.1万 |
+30.77% |
重回前高 |
| 21 |
2020-09-16 |
2020-09-29 |
7.539791258999999 |
7.16283 |
¥-3.0万 |
-5.03% |
跌破0.618止损 |
| 22 |
2020-11-02 |
2020-11-23 |
7.710012309999999 |
8.70129 |
¥7.2万 |
+12.82% |
重回前高 |
| 23 |
2020-12-08 |
2021-01-19 |
7.810142339999998 |
7.65234 |
¥-1.3万 |
-2.05% |
跌破0.618止损 |
| 24 |
2021-02-19 |
2021-04-07 |
8.711312609999998 |
10.759229999999999 |
¥14.7万 |
+23.47% |
重回前高 |
| 25 |
2021-08-17 |
2021-09-28 |
25.042520503 |
26.40357 |
¥4.1万 |
+5.40% |
跌破0.618止损 |
| 26 |
2021-10-13 |
2021-11-02 |
30.00896999099999 |
28.5714 |
¥-3.8万 |
-4.82% |
跌破0.618止损 |
| 27 |
2022-01-11 |
2022-01-18 |
34.044210199999995 |
31.358610000000006 |
¥-6.0万 |
-7.92% |
跌破0.618止损 |
| 28 |
2022-02-11 |
2022-03-15 |
33.713781100999995 |
32.667300000000004 |
¥-2.2万 |
-3.13% |
跌破0.618止损 |
| 29 |
2022-05-24 |
2022-06-20 |
31.54095945 |
34.345620000000004 |
¥6.1万 |
+8.86% |
重回前高 |
| 30 |
2022-08-03 |
2022-08-22 |
32.87268884899999 |
31.2687 |
¥-3.7万 |
-4.91% |
跌破0.618止损 |
| 31 |
2022-11-08 |
2022-12-08 |
31.350712393 |
27.972 |
¥-7.7万 |
-10.80% |
跌破0.618止损 |
| 32 |
2023-02-09 |
2023-02-17 |
28.416902514 |
27.4 |
¥-2.3万 |
-3.61% |
跌破0.618止损 |
| 33 |
2023-03-01 |
2023-03-15 |
27.896226357999996 |
26.31366 |
¥-3.5万 |
-5.70% |
跌破0.618止损 |
| 34 |
2023-11-10 |
2023-12-27 |
22.809620834 |
24.925049999999995 |
¥5.4万 |
+9.24% |
重回前高 |
| 35 |
2024-01-23 |
2024-02-05 |
25.242780563 |
23.836140000000004 |
¥-3.6万 |
-5.60% |
跌破0.618止损 |
| 36 |
2024-02-07 |
2024-02-26 |
25.402988610999998 |
27.88209 |
¥5.9万 |
+9.73% |
重回前高 |
| 37 |
2024-04-17 |
2024-05-16 |
28.967617678999996 |
29.06091 |
¥1,920 |
+0.29% |
跌破0.618止损 |
| 38 |
2024-08-29 |
2024-09-10 |
23.800908131 |
23.19678 |
¥-1.7万 |
-2.57% |
跌破0.618止损 |
| 39 |
2024-09-19 |
2024-09-27 |
24.131337230000003 |
26.34 |
¥5.9万 |
+9.12% |
重回前高 |
| 40 |
2024-10-15 |
2024-12-30 |
27.585823264999995 |
27.702270000000002 |
¥2,768 |
+0.39% |
跌破0.618止损 |
| 41 |
2025-02-06 |
2025-03-12 |
30.429516116999995 |
35.08488 |
¥10.8万 |
+15.26% |
重回前高 |
| 42 |
2025-04-08 |
2025-06-11 |
32.54225975 |
38.44152 |
¥14.7万 |
+18.09% |
重回前高 |
| 43 |
2025-11-07 |
2025-12-09 |
56.923922055 |
68.931 |
¥20.1万 |
+21.06% |
重回前高 |
| 44 |
2026-03-04 |
2026-03-17 |
80.15408901499998 |
80.60931 |
¥6,250 |
+0.54% |
跌破0.618止损 |
| 45 |
2026-04-09 |
2026-05-22 |
84.1092252 |
79.07085000000002 |
¥-7.0万 |
-6.02% |
跌破0.618止损 |
| 46 |
2026-06-16 |
2026-06-17 |
81.564462 |
77.07285 |
¥-6.0万 |
-5.54% |
跌破0.618止损 |
| 47 |
2026-07-28 |
2026-08-20 |
79.10272369999998 |
77.32260000000001 |
¥-2.3万 |
-2.28% |
跌破0.618止损 |
| 48 |
2026-08-27 |
2026-09-07 |
78.90246364 |
75.71421000000001 |
¥-4.1万 |
-4.07% |
跌破0.618止损 |
逐笔成交记录（共 96 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 |
23.71369 |
39100.0 |
¥92.7万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
18.58 |
39100.0 |
¥72.6万 |
止损触发 |
| 2015-11-13 |
黄金分割买点 |
买入 |
17.96795 |
44300.0 |
¥79.6万 |
|
| 2015-12-17 |
重回前高 |
卖出 |
24.375599999999995 |
44300.0 |
¥1.08M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
16.52651 |
60400.0 |
¥99.9万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
15.85413 |
60400.0 |
¥95.7万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
15.165149999999999 |
68500.0 |
¥1.04M |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
13.61 |
68500.0 |
¥93.2万 |
止损触发 |
| 2016-06-08 |
黄金分割买点 |
买入 |
14.954939999999999 |
62300.0 |
¥93.2万 |
|
| 2016-08-16 |
重回前高 |
卖出 |
16.992990000000002 |
62300.0 |
¥1.06M |
|
| 2016-09-14 |
黄金分割买点 |
买入 |
15.895879999999996 |
66400.0 |
¥1.06M |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
15.534450000000001 |
66400.0 |
¥1.03M |
止损触发 |
| 2016-10-11 |
黄金分割买点 |
买入 |
15.935919999999998 |
64500.0 |
¥1.03M |
|
| 2016-11-25 |
跌破0.618止损 |
卖出 |
15.90408 |
64500.0 |
¥1.03M |
止损触发 |
| 2017-03-31 |
黄金分割买点 |
买入 |
16.17616 |
63600.0 |
¥1.03M |
|
| 2017-04-19 |
跌破0.618止损 |
卖出 |
15.23475 |
63600.0 |
¥96.9万 |
止损触发 |
| 2017-07-21 |
黄金分割买点 |
买入 |
14.124109999999998 |
67700.0 |
¥95.6万 |
|
| 2017-08-07 |
跌破0.618止损 |
卖出 |
13.32666 |
67700.0 |
¥90.2万 |
止损触发 |
| 2017-09-26 |
黄金分割买点 |
买入 |
18.218199999999996 |
50100.0 |
¥91.3万 |
|
| 2017-12-05 |
跌破0.618止损 |
卖出 |
17.63235 |
50100.0 |
¥88.3万 |
止损触发 |
| 2018-04-20 |
黄金分割买点 |
买入 |
16.36635 |
53900.0 |
¥88.2万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
15.624360000000001 |
53900.0 |
¥84.2万 |
止损触发 |
| 2018-08-03 |
黄金分割买点 |
买入 |
13.1 |
58000.0 |
¥76.0万 |
|
| 2018-08-06 |
跌破0.618止损 |
卖出 |
11.79 |
58000.0 |
¥68.4万 |
止损触发 |
| 2018-11-19 |
黄金分割买点 |
买入 |
11.681669999999999 |
65700.0 |
¥76.8万 |
|
| 2018-11-27 |
跌破0.618止损 |
卖出 |
11.278709999999998 |
65700.0 |
¥74.1万 |
止损触发 |
| 2018-12-13 |
黄金分割买点 |
买入 |
11.82181 |
62600.0 |
¥74.0万 |
|
| 2018-12-20 |
跌破0.618止损 |
卖出 |
11.188799999999999 |
62600.0 |
¥70.0万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
12.112099999999998 |
58000.0 |
¥70.3万 |
|
| 2019-04-23 |
跌破0.618止损 |
卖出 |
11.3886 |
58000.0 |
¥66.0万 |
止损触发 |
| 2019-07-24 |
黄金分割买点 |
买入 |
9.008999999999999 |
73100.0 |
¥65.9万 |
|
| 2019-09-26 |
跌破0.618止损 |
卖出 |
8.71128 |
73100.0 |
¥63.7万 |
止损触发 |
| 2020-01-15 |
黄金分割买点 |
买入 |
7.99799 |
78100.0 |
¥62.5万 |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
7.562430000000001 |
78100.0 |
¥59.0万 |
止损触发 |
| 2020-02-24 |
黄金分割买点 |
买入 |
7.487479999999999 |
79000.0 |
¥59.2万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
6.71 |
79000.0 |
¥53.0万 |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
7.17717 |
75200.0 |
¥54.0万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
6.06393 |
75200.0 |
¥45.6万 |
止损触发 |
| 2020-06-16 |
黄金分割买点 |
买入 |
5.4054 |
84900.0 |
¥45.9万 |
|
| 2020-07-23 |
重回前高 |
卖出 |
7.072919999999999 |
84900.0 |
¥60.0万 |
|
| 2020-09-16 |
黄金分割买点 |
买入 |
7.537529999999999 |
79300.0 |
¥59.8万 |
|
| 2020-09-29 |
跌破0.618止损 |
卖出 |
7.16283 |
79300.0 |
¥56.8万 |
止损触发 |
| 2020-11-02 |
黄金分割买点 |
买入 |
7.707699999999999 |
72700.0 |
¥56.1万 |
|
| 2020-11-23 |
重回前高 |
卖出 |
8.70129 |
72700.0 |
¥63.2万 |
|
| 2020-12-08 |
黄金分割买点 |
买入 |
7.8077999999999985 |
82000.0 |
¥64.0万 |
|
| 2021-01-19 |
跌破0.618止损 |
卖出 |
7.65234 |
82000.0 |
¥62.7万 |
止损触发 |
| 2021-02-19 |
黄金分割买点 |
买入 |
8.708699999999999 |
72100.0 |
¥62.8万 |
|
| 2021-04-07 |
重回前高 |
卖出 |
10.759229999999999 |
72100.0 |
¥77.6万 |
|
| 2021-08-17 |
黄金分割买点 |
买入 |
25.03501 |
30600.0 |
¥76.6万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
26.40357 |
30600.0 |
¥80.8万 |
止损触发 |
| 2021-10-13 |
黄金分割买点 |
买入 |
29.999969999999994 |
26600.0 |
¥79.8万 |
|
| 2021-11-02 |
跌破0.618止损 |
卖出 |
28.5714 |
26600.0 |
¥76.0万 |
止损触发 |
| 2022-01-11 |
黄金分割买点 |
买入 |
34.034 |
22200.0 |
¥75.6万 |
|
| 2022-01-18 |
跌破0.618止损 |
卖出 |
31.358610000000006 |
22200.0 |
¥69.6万 |
止损触发 |
| 2022-02-11 |
黄金分割买点 |
买入 |
33.703669999999995 |
20800.0 |
¥70.1万 |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
32.667300000000004 |
20800.0 |
¥67.9万 |
止损触发 |
| 2022-05-24 |
黄金分割买点 |
买入 |
31.531499999999998 |
21700.0 |
¥68.4万 |
|
| 2022-06-20 |
重回前高 |
卖出 |
34.345620000000004 |
21700.0 |
¥74.5万 |
|
| 2022-08-03 |
黄金分割买点 |
买入 |
32.862829999999995 |
23000.0 |
¥75.6万 |
|
| 2022-08-22 |
跌破0.618止损 |
卖出 |
31.2687 |
23000.0 |
¥71.9万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
31.34131 |
22700.0 |
¥71.2万 |
|
| 2022-12-08 |
跌破0.618止损 |
卖出 |
27.972 |
22700.0 |
¥63.5万 |
止损触发 |
| 2023-02-09 |
黄金分割买点 |
买入 |
28.408379999999998 |
22400.0 |
¥63.7万 |
|
| 2023-02-17 |
跌破0.618止损 |
卖出 |
27.4 |
22400.0 |
¥61.4万 |
止损触发 |
| 2023-03-01 |
黄金分割买点 |
买入 |
27.887859999999996 |
22100.0 |
¥61.7万 |
|
| 2023-03-15 |
跌破0.618止损 |
卖出 |
26.31366 |
22100.0 |
¥58.1万 |
止损触发 |
| 2023-11-10 |
黄金分割买点 |
买入 |
22.80278 |
25700.0 |
¥58.6万 |
|
| 2023-12-27 |
重回前高 |
卖出 |
24.925049999999995 |
25700.0 |
¥64.0万 |
|
| 2024-01-23 |
黄金分割买点 |
买入 |
25.23521 |
25300.0 |
¥63.9万 |
|
| 2024-02-05 |
跌破0.618止损 |
卖出 |
23.836140000000004 |
25300.0 |
¥60.3万 |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
25.39537 |
23700.0 |
¥60.2万 |
|
| 2024-02-26 |
重回前高 |
卖出 |
27.88209 |
23700.0 |
¥66.1万 |
|
| 2024-04-17 |
黄金分割买点 |
买入 |
28.958929999999995 |
22700.0 |
¥65.8万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
29.06091 |
22700.0 |
¥65.9万 |
止损触发 |
| 2024-08-29 |
黄金分割买点 |
买入 |
23.79377 |
27700.0 |
¥65.9万 |
|
| 2024-09-10 |
跌破0.618止损 |
卖出 |
23.19678 |
27700.0 |
¥64.2万 |
止损触发 |
| 2024-09-19 |
黄金分割买点 |
买入 |
24.1241 |
26800.0 |
¥64.7万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
26.34 |
26800.0 |
¥70.6万 |
|
| 2024-10-15 |
黄金分割买点 |
买入 |
27.577549999999995 |
25600.0 |
¥70.6万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
27.702270000000002 |
25600.0 |
¥70.9万 |
止损触发 |
| 2025-02-06 |
黄金分割买点 |
买入 |
30.420389999999998 |
23200.0 |
¥70.6万 |
|
| 2025-03-12 |
重回前高 |
卖出 |
35.08488 |
23200.0 |
¥81.4万 |
|
| 2025-04-08 |
黄金分割买点 |
买入 |
32.5325 |
25000.0 |
¥81.4万 |
|
| 2025-06-11 |
重回前高 |
卖出 |
38.44152 |
25000.0 |
¥96.1万 |
|
| 2025-11-07 |
黄金分割买点 |
买入 |
56.90685 |
16800.0 |
¥95.6万 |
|
| 2025-12-09 |
重回前高 |
卖出 |
68.931 |
16800.0 |
¥1.16M |
|
| 2026-03-04 |
黄金分割买点 |
买入 |
80.13005 |
14500.0 |
¥1.16M |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
80.60931 |
14500.0 |
¥1.17M |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
84.084 |
13800.0 |
¥1.16M |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
79.07085000000002 |
13800.0 |
¥1.09M |
止损触发 |
| 2026-06-16 |
黄金分割买点 |
买入 |
81.54 |
13400.0 |
¥1.09M |
|
| 2026-06-17 |
跌破0.618止损 |
卖出 |
77.07285 |
13400.0 |
¥1.03M |
止损触发 |
| 2026-07-28 |
黄金分割买点 |
买入 |
79.079 |
13000.0 |
¥1.03M |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
77.32260000000001 |
13000.0 |
¥1.00M |
止损触发 |
| 2026-08-27 |
黄金分割买点 |
买入 |
78.87879999999998 |
12800.0 |
¥1.01M |
|
| 2026-09-07 |
跌破0.618止损 |
卖出 |
75.71421000000001 |
12800.0 |
¥96.9万 |
止损触发 |