000568 泸州老窖 — 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: ¥1.80M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +80.48%）
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 |
2015-05-07 |
2015-05-27 |
23.720804107 |
27.16281 |
¥14.4万 |
+14.48% |
重回前高 |
| 2 |
2015-08-17 |
2015-08-19 |
27.0351081 |
24.685290000000002 |
¥-9.8万 |
-8.72% |
跌破0.618止损 |
| 3 |
2015-10-30 |
2015-12-21 |
23.230166959999995 |
25.874099999999995 |
¥11.6万 |
+11.35% |
重回前高 |
| 4 |
2016-01-05 |
2016-01-08 |
24.63198738 |
24.52545 |
¥-5,273 |
-0.46% |
跌破0.618止损 |
| 5 |
2016-03-25 |
2016-06-08 |
24.151363236 |
26.933040000000002 |
¥13.1万 |
+11.48% |
重回前高 |
| 6 |
2016-07-25 |
2016-09-13 |
30.109100020999993 |
29.88009 |
¥-1.0万 |
-0.79% |
跌破0.618止损 |
| 7 |
2016-11-18 |
2016-12-29 |
33.433417017000004 |
32.1678 |
¥-4.9万 |
-3.81% |
跌破0.618止损 |
| 8 |
2017-07-18 |
2017-07-31 |
47.912219355 |
55.19475 |
¥18.5万 |
+15.17% |
重回前高 |
| 9 |
2017-08-23 |
2017-09-11 |
54.450710314 |
50.96898 |
¥-9.0万 |
-6.42% |
跌破0.618止损 |
| 10 |
2017-09-14 |
2017-11-03 |
54.57086635 |
65.16477 |
¥25.5万 |
+19.38% |
重回前高 |
| 11 |
2017-11-30 |
2018-01-11 |
60.738876197999986 |
70.82910000000001 |
¥26.0万 |
+16.58% |
重回前高 |
| 12 |
2018-01-25 |
2018-02-02 |
68.809356616 |
62.4375 |
¥-17.0万 |
-9.29% |
跌破0.618止损 |
| 13 |
2018-04-25 |
2018-05-10 |
62.15070962099999 |
65.38455 |
¥8.5万 |
+5.17% |
重回前高 |
| 14 |
2018-06-28 |
2018-06-29 |
61.398413999999995 |
59.17077 |
¥-6.3万 |
-3.66% |
跌破0.618止损 |
| 15 |
2018-12-04 |
2018-12-24 |
42.975808875999995 |
39.51045 |
¥-13.7万 |
-8.09% |
跌破0.618止损 |
| 16 |
2019-01-16 |
2019-02-19 |
41.67411848599999 |
49.8501 |
¥30.2万 |
+19.58% |
重回前高 |
| 17 |
2019-06-06 |
2019-07-15 |
68.43887550499998 |
87.49242 |
¥51.6万 |
+27.80% |
重回前高 |
| 18 |
2019-08-06 |
2019-08-23 |
76.39921289 |
87.57234 |
¥34.1万 |
+14.59% |
重回前高 |
| 19 |
2019-09-12 |
2019-10-22 |
87.10311309699999 |
83.90601 |
¥-10.0万 |
-3.70% |
跌破0.618止损 |
| 20 |
2019-11-04 |
2019-11-07 |
88.63510255599998 |
84.77514 |
¥-11.5万 |
-4.38% |
跌破0.618止损 |
| 21 |
2020-01-23 |
2020-02-03 |
87.396211 |
74.39 |
¥-37.0万 |
-14.91% |
跌破0.618止损 |
| 22 |
2020-02-21 |
2020-02-27 |
82.09661159699999 |
78.59 |
¥-9.0万 |
-4.30% |
跌破0.618止损 |
| 23 |
2020-03-06 |
2020-03-10 |
82.20675462999999 |
77.71221000000001 |
¥-11.0万 |
-5.50% |
跌破0.618止损 |
| 24 |
2020-04-27 |
2020-05-13 |
78.10142339999999 |
84.01589999999999 |
¥14.5万 |
+7.54% |
重回前高 |
| 25 |
2021-02-23 |
2021-03-01 |
265.3445795 |
240.76899 |
¥-18.7万 |
-9.29% |
跌破0.618止损 |
| 26 |
2021-04-29 |
2021-05-10 |
260.338078 |
234.58517999999998 |
¥-18.6万 |
-9.92% |
跌破0.618止损 |
| 27 |
2021-05-18 |
2021-05-26 |
258.15524334599996 |
283.77594 |
¥16.6万 |
+9.89% |
重回前高 |
| 28 |
2021-06-16 |
2021-06-21 |
250.32507499999997 |
232.87689 |
¥-13.0万 |
-7.00% |
跌破0.618止损 |
| 29 |
2021-09-28 |
2021-12-06 |
205.26656149999997 |
254.24549999999996 |
¥41.1万 |
+23.82% |
重回前高 |
| 30 |
2022-01-07 |
2022-01-12 |
240.29204599399992 |
232.767 |
¥-6.7万 |
-3.16% |
跌破0.618止损 |
| 31 |
2022-04-15 |
2022-04-22 |
207.76981224999997 |
199.21059 |
¥-8.5万 |
-4.15% |
跌破0.618止损 |
| 32 |
2022-05-05 |
2022-05-10 |
208.87124257999997 |
189.81 |
¥-18.0万 |
-9.15% |
跌破0.618止损 |
| 33 |
2022-05-23 |
2022-06-20 |
208.27046239999999 |
224.775 |
¥14.1万 |
+7.89% |
重回前高 |
| 34 |
2022-08-01 |
2022-08-11 |
220.66656011399996 |
216.39339 |
¥-3.8万 |
-1.97% |
跌破0.618止损 |
| 35 |
2022-08-15 |
2022-08-22 |
222.28866659999997 |
214.63514999999998 |
¥-6.6万 |
-3.47% |
跌破0.618止损 |
| 36 |
2022-09-01 |
2022-09-05 |
232.642111702 |
222.2775 |
¥-8.1万 |
-4.48% |
跌破0.618止损 |
| 37 |
2022-12-06 |
2023-01-06 |
195.26357150299995 |
234.35541 |
¥34.7万 |
+19.98% |
重回前高 |
| 38 |
2023-03-13 |
2023-04-12 |
238.55979647499996 |
238.76099999999997 |
¥1,140 |
+0.05% |
跌破0.618止损 |
| 39 |
2023-06-19 |
2023-06-21 |
232.3016696 |
220.59918 |
¥-10.6万 |
-5.07% |
跌破0.618止损 |
| 40 |
2023-07-18 |
2023-07-26 |
224.0672 |
237.87189000000004 |
¥12.4万 |
+6.13% |
重回前高 |
| 41 |
2023-08-14 |
2023-09-22 |
230.29906899999995 |
221.6781 |
¥-7.9万 |
-3.77% |
跌破0.618止损 |
| 42 |
2023-11-02 |
2023-11-13 |
222.2886666 |
212.65713 |
¥-8.9万 |
-4.36% |
跌破0.618止损 |
| 43 |
2024-03-01 |
2024-03-13 |
175.98854072799998 |
184.815 |
¥9.7万 |
+4.98% |
重回前高 |
| 44 |
2024-04-15 |
2024-05-31 |
171.22235129999999 |
174.57525 |
¥4.0万 |
+1.93% |
跌破0.618止损 |
| 45 |
2024-10-16 |
2024-12-25 |
132.1716396 |
130.41945 |
¥-2.8万 |
-1.36% |
跌破0.618止损 |
| 46 |
2025-03-10 |
2025-04-28 |
131.580872423 |
125.31 |
¥-9.9万 |
-4.79% |
跌破0.618止损 |
| 47 |
2025-07-17 |
2025-08-26 |
120.26617903299999 |
137.862 |
¥28.6万 |
+14.60% |
重回前高 |
| 48 |
2025-09-25 |
2025-10-14 |
132.021444555 |
127.87200000000001 |
¥-7.2万 |
-3.17% |
跌破0.618止损 |
| 49 |
2025-10-15 |
2025-10-28 |
131.87124950999998 |
129.35 |
¥-4.2万 |
-1.94% |
跌破0.618止损 |
| 50 |
2025-11-03 |
2025-11-25 |
134.154214194 |
132.78707999999997 |
¥-2.2万 |
-1.05% |
跌破0.618止损 |
| 51 |
2026-07-30 |
2026-08-31 |
88.344725469 |
78.7212 |
¥-23.2万 |
-10.92% |
跌破0.618止损 |
| 52 |
2026-11-04 |
2026-11-12 |
80.50454412 |
76.4235 |
¥-9.6万 |
-5.10% |
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 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
23.71369 |
42000.0 |
¥99.6万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
27.16281 |
42000.0 |
¥1.14M |
|
| 2015-08-17 |
黄金分割买点 |
买入 |
27.026999999999997 |
41600.0 |
¥1.12M |
|
| 2015-08-19 |
跌破0.618止损 |
卖出 |
24.685290000000002 |
41600.0 |
¥1.03M |
止损触发 |
| 2015-10-30 |
黄金分割买点 |
买入 |
23.223199999999995 |
44100.0 |
¥1.02M |
|
| 2015-12-21 |
重回前高 |
卖出 |
25.874099999999995 |
44100.0 |
¥1.14M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
24.6246 |
46300.0 |
¥1.14M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
24.52545 |
46300.0 |
¥1.14M |
止损触发 |
| 2016-03-25 |
黄金分割买点 |
买入 |
24.144119999999997 |
47400.0 |
¥1.14M |
|
| 2016-06-08 |
重回前高 |
卖出 |
26.933040000000002 |
47400.0 |
¥1.28M |
|
| 2016-07-25 |
黄金分割买点 |
买入 |
30.100069999999995 |
42600.0 |
¥1.28M |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
29.88009 |
42600.0 |
¥1.27M |
止损触发 |
| 2016-11-18 |
黄金分割买点 |
买入 |
33.42339 |
38100.0 |
¥1.27M |
|
| 2016-12-29 |
跌破0.618止损 |
卖出 |
32.1678 |
38100.0 |
¥1.23M |
止损触发 |
| 2017-07-18 |
黄金分割买点 |
买入 |
47.897850000000005 |
25500.0 |
¥1.22M |
|
| 2017-07-31 |
重回前高 |
卖出 |
55.19475 |
25500.0 |
¥1.41M |
|
| 2017-08-23 |
黄金分割买点 |
买入 |
54.434380000000004 |
25600.0 |
¥1.39M |
|
| 2017-09-11 |
跌破0.618止损 |
卖出 |
50.96898 |
25600.0 |
¥1.30M |
止损触发 |
| 2017-09-14 |
黄金分割买点 |
买入 |
54.5545 |
24100.0 |
¥1.32M |
|
| 2017-11-03 |
重回前高 |
卖出 |
65.16477 |
24100.0 |
¥1.57M |
|
| 2017-11-30 |
黄金分割买点 |
买入 |
60.72065999999999 |
25800.0 |
¥1.57M |
|
| 2018-01-11 |
重回前高 |
卖出 |
70.82910000000001 |
25800.0 |
¥1.83M |
|
| 2018-01-25 |
黄金分割买点 |
买入 |
68.78872 |
26600.0 |
¥1.83M |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
62.4375 |
26600.0 |
¥1.66M |
止损触发 |
| 2018-04-25 |
黄金分割买点 |
买入 |
62.13206999999999 |
26500.0 |
¥1.65M |
|
| 2018-05-10 |
重回前高 |
卖出 |
65.38455 |
26500.0 |
¥1.73M |
|
| 2018-06-28 |
黄金分割买点 |
买入 |
61.38 |
27900.0 |
¥1.71M |
|
| 2018-06-29 |
跌破0.618止损 |
卖出 |
59.17077 |
27900.0 |
¥1.65M |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
42.96292 |
39300.0 |
¥1.69M |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
39.51045 |
39300.0 |
¥1.55M |
止损触发 |
| 2019-01-16 |
黄金分割买点 |
买入 |
41.66161999999999 |
37000.0 |
¥1.54M |
|
| 2019-02-19 |
重回前高 |
卖出 |
49.8501 |
37000.0 |
¥1.84M |
|
| 2019-06-06 |
黄金分割买点 |
买入 |
68.41834999999999 |
27100.0 |
¥1.85M |
|
| 2019-07-15 |
重回前高 |
卖出 |
87.49242 |
27100.0 |
¥2.37M |
|
| 2019-08-06 |
黄金分割买点 |
买入 |
76.37629999999999 |
30600.0 |
¥2.34M |
|
| 2019-08-23 |
重回前高 |
卖出 |
87.57234 |
30600.0 |
¥2.68M |
|
| 2019-09-12 |
黄金分割买点 |
买入 |
87.07698999999998 |
30900.0 |
¥2.69M |
|
| 2019-10-22 |
跌破0.618止损 |
卖出 |
83.90601 |
30900.0 |
¥2.59M |
止损触发 |
| 2019-11-04 |
黄金分割买点 |
买入 |
88.60851999999998 |
29500.0 |
¥2.61M |
|
| 2019-11-07 |
跌破0.618止损 |
卖出 |
84.77514 |
29500.0 |
¥2.50M |
止损触发 |
| 2020-01-23 |
黄金分割买点 |
买入 |
87.37 |
28400.0 |
¥2.48M |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
74.39 |
28400.0 |
¥2.11M |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
82.07198999999999 |
25600.0 |
¥2.10M |
|
| 2020-02-27 |
跌破0.618止损 |
卖出 |
78.59 |
25600.0 |
¥2.01M |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
82.18209999999999 |
24300.0 |
¥2.00M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
77.71221000000001 |
24300.0 |
¥1.89M |
止损触发 |
| 2020-04-27 |
黄金分割买点 |
买入 |
78.07799999999999 |
24700.0 |
¥1.93M |
|
| 2020-05-13 |
重回前高 |
卖出 |
84.01589999999999 |
24700.0 |
¥2.07M |
|
| 2021-02-23 |
黄金分割买点 |
买入 |
265.265 |
7600.0 |
¥2.02M |
|
| 2021-03-01 |
跌破0.618止损 |
卖出 |
240.76899 |
7600.0 |
¥1.83M |
止损触发 |
| 2021-04-29 |
黄金分割买点 |
买入 |
260.26 |
7200.0 |
¥1.87M |
|
| 2021-05-10 |
跌破0.618止损 |
卖出 |
234.58517999999998 |
7200.0 |
¥1.69M |
止损触发 |
| 2021-05-18 |
黄金分割买点 |
买入 |
258.07782 |
6500.0 |
¥1.68M |
|
| 2021-05-26 |
重回前高 |
卖出 |
283.77594 |
6500.0 |
¥1.84M |
|
| 2021-06-16 |
黄金分割买点 |
买入 |
250.24999999999997 |
7400.0 |
¥1.85M |
|
| 2021-06-21 |
跌破0.618止损 |
卖出 |
232.87689 |
7400.0 |
¥1.72M |
止损触发 |
| 2021-09-28 |
黄金分割买点 |
买入 |
205.20499999999998 |
8400.0 |
¥1.72M |
|
| 2021-12-06 |
重回前高 |
卖出 |
254.24549999999996 |
8400.0 |
¥2.14M |
|
| 2022-01-07 |
黄金分割买点 |
买入 |
240.21997999999994 |
8800.0 |
¥2.11M |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
232.767 |
8800.0 |
¥2.05M |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
207.70749999999998 |
9900.0 |
¥2.06M |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
199.21059 |
9900.0 |
¥1.97M |
止损触发 |
| 2022-05-05 |
黄金分割买点 |
买入 |
208.80859999999998 |
9400.0 |
¥1.96M |
|
| 2022-05-10 |
跌破0.618止损 |
卖出 |
189.81 |
9400.0 |
¥1.78M |
止损触发 |
| 2022-05-23 |
黄金分割买点 |
买入 |
208.20799999999997 |
8600.0 |
¥1.79M |
|
| 2022-06-20 |
重回前高 |
卖出 |
224.775 |
8600.0 |
¥1.93M |
|
| 2022-08-01 |
黄金分割买点 |
买入 |
220.60037999999997 |
8700.0 |
¥1.92M |
|
| 2022-08-11 |
跌破0.618止损 |
卖出 |
216.39339 |
8700.0 |
¥1.88M |
止损触发 |
| 2022-08-15 |
黄金分割买点 |
买入 |
222.22199999999998 |
8500.0 |
¥1.89M |
|
| 2022-08-22 |
跌破0.618止损 |
卖出 |
214.63514999999998 |
8500.0 |
¥1.82M |
止损触发 |
| 2022-09-01 |
黄金分割买点 |
买入 |
232.57233999999997 |
7800.0 |
¥1.81M |
|
| 2022-09-05 |
跌破0.618止损 |
卖出 |
222.2775 |
7800.0 |
¥1.73M |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
195.20500999999996 |
8900.0 |
¥1.74M |
|
| 2023-01-06 |
重回前高 |
卖出 |
234.35541 |
8900.0 |
¥2.09M |
|
| 2023-03-13 |
黄金分割买点 |
买入 |
238.48824999999997 |
8800.0 |
¥2.10M |
|
| 2023-04-12 |
跌破0.618止损 |
卖出 |
238.76099999999997 |
8800.0 |
¥2.10M |
止损触发 |
| 2023-06-19 |
黄金分割买点 |
买入 |
232.23199999999997 |
9000.0 |
¥2.09M |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
220.59918 |
9000.0 |
¥1.98M |
止损触发 |
| 2023-07-18 |
黄金分割买点 |
买入 |
224.0 |
9000.0 |
¥2.02M |
|
| 2023-07-26 |
重回前高 |
卖出 |
237.87189000000004 |
9000.0 |
¥2.14M |
|
| 2023-08-14 |
黄金分割买点 |
买入 |
230.22999999999996 |
9100.0 |
¥2.10M |
|
| 2023-09-22 |
跌破0.618止损 |
卖出 |
221.6781 |
9100.0 |
¥2.02M |
止损触发 |
| 2023-11-02 |
黄金分割买点 |
买入 |
222.22199999999998 |
9200.0 |
¥2.05M |
|
| 2023-11-13 |
跌破0.618止损 |
卖出 |
212.65713 |
9200.0 |
¥1.96M |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
175.93575999999996 |
11100.0 |
¥1.95M |
|
| 2024-03-13 |
重回前高 |
卖出 |
184.815 |
11100.0 |
¥2.05M |
|
| 2024-04-15 |
黄金分割买点 |
买入 |
171.171 |
12000.0 |
¥2.05M |
|
| 2024-05-31 |
跌破0.618止损 |
卖出 |
174.57525 |
12000.0 |
¥2.09M |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
132.13199999999998 |
15600.0 |
¥2.06M |
|
| 2024-12-25 |
跌破0.618止损 |
卖出 |
130.41945 |
15600.0 |
¥2.03M |
止损触发 |
| 2025-03-10 |
黄金分割买点 |
买入 |
131.54140999999998 |
15700.0 |
¥2.07M |
|
| 2025-04-28 |
跌破0.618止损 |
卖出 |
125.31 |
15700.0 |
¥1.97M |
止损触发 |
| 2025-07-17 |
黄金分割买点 |
买入 |
120.23010999999998 |
16300.0 |
¥1.96M |
|
| 2025-08-26 |
重回前高 |
卖出 |
137.862 |
16300.0 |
¥2.25M |
|
| 2025-09-25 |
黄金分割买点 |
买入 |
131.98184999999998 |
17100.0 |
¥2.26M |
|
| 2025-10-14 |
跌破0.618止损 |
卖出 |
127.87200000000001 |
17100.0 |
¥2.19M |
止损触发 |
| 2025-10-15 |
黄金分割买点 |
买入 |
131.83169999999998 |
16500.0 |
¥2.18M |
|
| 2025-10-28 |
跌破0.618止损 |
卖出 |
129.35 |
16500.0 |
¥2.13M |
止损触发 |
| 2025-11-03 |
黄金分割买点 |
买入 |
134.11397999999997 |
15900.0 |
¥2.13M |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
132.78707999999997 |
15900.0 |
¥2.11M |
止损触发 |
| 2026-07-30 |
黄金分割买点 |
买入 |
88.31823 |
24000.0 |
¥2.12M |
|
| 2026-08-31 |
跌破0.618止损 |
卖出 |
78.7212 |
24000.0 |
¥1.89M |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
80.4804 |
23400.0 |
¥1.88M |
|
| 2026-11-12 |
跌破0.618止损 |
卖出 |
76.4235 |
23400.0 |
¥1.79M |
止损触发 |