000538 云南白药 — 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: ¥74.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -25.90%）
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 35 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 |
2015-05-05 |
2015-06-02 |
68.48894052 |
77.93199 |
¥13.7万 |
+13.75% |
重回前高 |
| 2 |
2015-06-30 |
2015-07-06 |
79.833672919 |
81.918 |
¥2.9万 |
+2.58% |
跌破0.618止损 |
| 3 |
2015-07-13 |
2015-07-16 |
75.09752249999998 |
70.5294 |
¥-6.9万 |
-6.11% |
跌破0.618止损 |
| 4 |
2015-07-27 |
2015-07-28 |
75.59817265 |
69.11082 |
¥-9.2万 |
-8.61% |
跌破0.618止损 |
| 5 |
2015-08-12 |
2015-08-19 |
76.59947295 |
70.0299 |
¥-8.6万 |
-8.60% |
跌破0.618止损 |
| 6 |
2015-10-16 |
2015-11-04 |
68.709226586 |
66.25 |
¥-3.3万 |
-3.61% |
跌破0.618止损 |
| 7 |
2015-11-06 |
2016-01-05 |
69.04966868799998 |
67.88 |
¥-1.5万 |
-1.72% |
跌破0.618止损 |
| 8 |
2016-04-07 |
2016-05-17 |
62.19076163299998 |
63.0369 |
¥1.1万 |
+1.33% |
重回前高 |
| 9 |
2017-05-08 |
2017-05-24 |
83.25811994499999 |
91.6083 |
¥8.7万 |
+10.00% |
重回前高 |
| 10 |
2017-07-05 |
2017-08-02 |
89.71650687999998 |
87.19272 |
¥-2.7万 |
-2.84% |
跌破0.618止损 |
| 11 |
2017-11-15 |
2017-11-30 |
99.92976993999999 |
93.79611 |
¥-5.8万 |
-6.17% |
跌破0.618止损 |
| 12 |
2017-12-12 |
2018-02-06 |
98.157468409 |
94.89501 |
¥-2.9万 |
-3.35% |
跌破0.618止损 |
| 13 |
2018-03-12 |
2018-04-03 |
100.43042009 |
95.50439999999999 |
¥-4.2万 |
-4.93% |
跌破0.618止损 |
| 14 |
2018-05-31 |
2018-07-06 |
109.892707925 |
99.60030000000002 |
¥-7.6万 |
-9.39% |
跌破0.618止损 |
| 15 |
2018-07-17 |
2018-07-24 |
107.12911909699999 |
99.9 |
¥-4.9万 |
-6.78% |
跌破0.618止损 |
| 16 |
2019-04-22 |
2019-05-07 |
90.06696198499999 |
82.38 |
¥-5.9万 |
-8.56% |
跌破0.618止损 |
| 17 |
2019-08-28 |
2019-08-30 |
79.663451868 |
76.44348 |
¥-2.5万 |
-4.07% |
跌破0.618止损 |
| 18 |
2019-10-21 |
2019-11-19 |
80.083997994 |
92.15775 |
¥9.0万 |
+15.04% |
重回前高 |
| 19 |
2019-12-03 |
2020-02-03 |
86.44225489899999 |
77.98 |
¥-6.8万 |
-9.82% |
跌破0.618止损 |
| 20 |
2020-03-30 |
2020-07-06 |
83.05785988499998 |
104.895 |
¥16.1万 |
+26.25% |
重回前高 |
| 21 |
2020-08-14 |
2020-09-03 |
103.33419095999999 |
124.27560000000001 |
¥15.9万 |
+20.23% |
重回前高 |
| 22 |
2020-09-09 |
2020-09-18 |
107.249275133 |
105.40449000000001 |
¥-1.6万 |
-1.75% |
跌破0.618止损 |
| 23 |
2021-02-26 |
2021-03-09 |
132.1716396 |
121.878 |
¥-7.0万 |
-7.82% |
跌破0.618止损 |
| 24 |
2021-06-08 |
2021-06-10 |
120.45642608999998 |
111.888 |
¥-6.0万 |
-7.14% |
跌破0.618止损 |
| 25 |
2021-10-11 |
2021-10-13 |
99.08867768799999 |
94.79511 |
¥-3.5万 |
-4.36% |
跌破0.618止损 |
| 26 |
2021-12-21 |
2022-01-04 |
94.82313841 |
104.88501 |
¥8.0万 |
+10.58% |
重回前高 |
| 27 |
2022-01-06 |
2022-01-12 |
98.02729937000001 |
107.58230999999999 |
¥8.1万 |
+9.71% |
重回前高 |
| 28 |
2022-01-20 |
2022-01-25 |
98.10740339399999 |
95.44446 |
¥-2.5万 |
-2.74% |
跌破0.618止损 |
| 29 |
2022-12-20 |
2022-12-28 |
56.60350595899999 |
53.796150000000004 |
¥-4.5万 |
-4.99% |
跌破0.618止损 |
| 30 |
2023-01-18 |
2023-02-07 |
57.13419511799999 |
55.97397 |
¥-1.8万 |
-2.06% |
跌破0.618止损 |
| 31 |
2024-05-23 |
2024-06-03 |
54.370606289999984 |
52.59735 |
¥-2.7万 |
-3.29% |
跌破0.618止损 |
| 32 |
2024-06-05 |
2024-06-14 |
54.020151184999996 |
51.90804 |
¥-3.2万 |
-3.94% |
跌破0.618止损 |
| 33 |
2024-10-10 |
2024-10-18 |
58.18556043299999 |
55.254690000000004 |
¥-3.9万 |
-5.07% |
跌破0.618止损 |
| 34 |
2024-10-29 |
2025-01-08 |
58.46592451699999 |
57.482459999999996 |
¥-1.3万 |
-1.71% |
跌破0.618止损 |
| 35 |
2026-07-20 |
2026-07-31 |
51.146419323999986 |
52.077870000000004 |
¥1.3万 |
+1.79% |
重回前高 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-05 |
黄金分割买点 |
买入 |
68.4684 |
14500.0 |
¥99.3万 |
|
| 2015-06-02 |
重回前高 |
卖出 |
77.93199 |
14500.0 |
¥1.13M |
|
| 2015-06-30 |
黄金分割买点 |
买入 |
79.80973 |
14200.0 |
¥1.13M |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
81.918 |
14200.0 |
¥1.16M |
止损触发 |
| 2015-07-13 |
黄金分割买点 |
买入 |
75.07499999999999 |
15100.0 |
¥1.13M |
|
| 2015-07-16 |
跌破0.618止损 |
卖出 |
70.5294 |
15100.0 |
¥1.06M |
止损触发 |
| 2015-07-27 |
黄金分割买点 |
买入 |
75.57549999999999 |
14100.0 |
¥1.07M |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
69.11082 |
14100.0 |
¥97.4万 |
止损触发 |
| 2015-08-12 |
黄金分割买点 |
买入 |
76.5765 |
13000.0 |
¥99.6万 |
|
| 2015-08-19 |
跌破0.618止损 |
卖出 |
70.0299 |
13000.0 |
¥91.0万 |
止损触发 |
| 2015-10-16 |
黄金分割买点 |
买入 |
68.68862 |
13300.0 |
¥91.4万 |
|
| 2015-11-04 |
跌破0.618止损 |
卖出 |
66.25 |
13300.0 |
¥88.1万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
69.02895999999998 |
12700.0 |
¥87.7万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
67.88 |
12700.0 |
¥86.2万 |
止损触发 |
| 2016-04-07 |
黄金分割买点 |
买入 |
62.17210999999998 |
13900.0 |
¥86.4万 |
|
| 2016-05-17 |
重回前高 |
卖出 |
63.0369 |
13900.0 |
¥87.6万 |
|
| 2017-05-08 |
黄金分割买点 |
买入 |
83.23315 |
10500.0 |
¥87.4万 |
|
| 2017-05-24 |
重回前高 |
卖出 |
91.6083 |
10500.0 |
¥96.2万 |
|
| 2017-07-05 |
黄金分割买点 |
买入 |
89.68959999999998 |
10700.0 |
¥96.0万 |
|
| 2017-08-02 |
跌破0.618止损 |
卖出 |
87.19272 |
10700.0 |
¥93.3万 |
止损触发 |
| 2017-11-15 |
黄金分割买点 |
买入 |
99.89979999999998 |
9400.0 |
¥93.9万 |
|
| 2017-11-30 |
跌破0.618止损 |
卖出 |
93.79611 |
9400.0 |
¥88.1万 |
止损触发 |
| 2017-12-12 |
黄金分割买点 |
买入 |
98.12803 |
8900.0 |
¥87.4万 |
|
| 2018-02-06 |
跌破0.618止损 |
卖出 |
94.89501 |
8900.0 |
¥84.4万 |
止损触发 |
| 2018-03-12 |
黄金分割买点 |
买入 |
100.40029999999999 |
8500.0 |
¥85.4万 |
|
| 2018-04-03 |
跌破0.618止损 |
卖出 |
95.50439999999999 |
8500.0 |
¥81.2万 |
止损触发 |
| 2018-05-31 |
黄金分割买点 |
买入 |
109.85974999999999 |
7400.0 |
¥81.3万 |
|
| 2018-07-06 |
跌破0.618止损 |
卖出 |
99.60030000000002 |
7400.0 |
¥73.7万 |
止损触发 |
| 2018-07-17 |
黄金分割买点 |
买入 |
107.09698999999998 |
6800.0 |
¥72.8万 |
|
| 2018-07-24 |
跌破0.618止损 |
卖出 |
99.9 |
6800.0 |
¥67.9万 |
止损触发 |
| 2019-04-22 |
黄金分割买点 |
买入 |
90.03994999999999 |
7600.0 |
¥68.5万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
82.38 |
7600.0 |
¥62.6万 |
止损触发 |
| 2019-08-28 |
黄金分割买点 |
买入 |
79.63956 |
7800.0 |
¥62.1万 |
|
| 2019-08-30 |
跌破0.618止损 |
卖出 |
76.44348 |
7800.0 |
¥59.6万 |
止损触发 |
| 2019-10-21 |
黄金分割买点 |
买入 |
80.05998 |
7500.0 |
¥60.1万 |
|
| 2019-11-19 |
重回前高 |
卖出 |
92.15775 |
7500.0 |
¥69.1万 |
|
| 2019-12-03 |
黄金分割买点 |
买入 |
86.41632999999999 |
8000.0 |
¥69.2万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
77.98 |
8000.0 |
¥62.4万 |
止损触发 |
| 2020-03-30 |
黄金分割买点 |
买入 |
83.03295 |
7400.0 |
¥61.5万 |
|
| 2020-07-06 |
重回前高 |
卖出 |
104.895 |
7400.0 |
¥77.6万 |
|
| 2020-08-14 |
黄金分割买点 |
买入 |
103.30319999999999 |
7600.0 |
¥78.5万 |
|
| 2020-09-03 |
重回前高 |
卖出 |
124.27560000000001 |
7600.0 |
¥94.4万 |
|
| 2020-09-09 |
黄金分割买点 |
买入 |
107.21710999999999 |
8600.0 |
¥92.2万 |
|
| 2020-09-18 |
跌破0.618止损 |
卖出 |
105.40449000000001 |
8600.0 |
¥90.6万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
132.13199999999998 |
6800.0 |
¥89.9万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
121.878 |
6800.0 |
¥82.9万 |
止损触发 |
| 2021-06-08 |
黄金分割买点 |
买入 |
120.42029999999998 |
7000.0 |
¥84.3万 |
|
| 2021-06-10 |
跌破0.618止损 |
卖出 |
111.888 |
7000.0 |
¥78.3万 |
止损触发 |
| 2021-10-11 |
黄金分割买点 |
买入 |
99.05895999999998 |
8000.0 |
¥79.3万 |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
94.79511 |
8000.0 |
¥75.8万 |
止损触发 |
| 2021-12-21 |
黄金分割买点 |
买入 |
94.79469999999999 |
8000.0 |
¥75.9万 |
|
| 2022-01-04 |
重回前高 |
卖出 |
104.88501 |
8000.0 |
¥83.9万 |
|
| 2022-01-06 |
黄金分割买点 |
买入 |
97.9979 |
8500.0 |
¥83.3万 |
|
| 2022-01-12 |
重回前高 |
卖出 |
107.58230999999999 |
8500.0 |
¥91.4万 |
|
| 2022-01-20 |
黄金分割买点 |
买入 |
98.07798 |
9300.0 |
¥91.2万 |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
95.44446 |
9300.0 |
¥88.7万 |
止损触发 |
| 2022-12-20 |
黄金分割买点 |
买入 |
56.58652999999999 |
15800.0 |
¥89.4万 |
|
| 2022-12-28 |
跌破0.618止损 |
卖出 |
53.796150000000004 |
15800.0 |
¥85.0万 |
止损触发 |
| 2023-01-18 |
黄金分割买点 |
买入 |
57.117059999999995 |
14900.0 |
¥85.1万 |
|
| 2023-02-07 |
跌破0.618止损 |
卖出 |
55.97397 |
14900.0 |
¥83.4万 |
止损触发 |
| 2024-05-23 |
黄金分割买点 |
买入 |
54.35429999999999 |
15300.0 |
¥83.2万 |
|
| 2024-06-03 |
跌破0.618止损 |
卖出 |
52.59735 |
15300.0 |
¥80.4万 |
止损触发 |
| 2024-06-05 |
黄金分割买点 |
买入 |
54.00395 |
15000.0 |
¥81.0万 |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
51.90804 |
15000.0 |
¥77.8万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
58.16810999999999 |
13300.0 |
¥77.4万 |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
55.254690000000004 |
13300.0 |
¥73.5万 |
止损触发 |
| 2024-10-29 |
黄金分割买点 |
买入 |
58.448389999999996 |
12600.0 |
¥73.7万 |
|
| 2025-01-08 |
跌破0.618止损 |
卖出 |
57.482459999999996 |
12600.0 |
¥72.4万 |
止损触发 |
| 2026-07-20 |
黄金分割买点 |
买入 |
51.13107999999999 |
14100.0 |
¥72.1万 |
|
| 2026-07-31 |
重回前高 |
卖出 |
52.077870000000004 |
14100.0 |
¥73.4万 |
|