000630 铜陵有色 — 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: ¥65.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -34.43%）
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 45 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 |
2016-04-12 |
2016-05-09 |
2.8036408399999995 |
2.68731 |
¥-4.2万 |
-4.18% |
跌破0.618止损 |
| 2 |
2016-07-20 |
2016-07-25 |
2.7235368159999997 |
2.64735 |
¥-2.7万 |
-2.83% |
跌破0.618止损 |
| 3 |
2016-12-19 |
2017-03-06 |
3.2241869659999995 |
3.2367600000000003 |
¥3,334 |
+0.36% |
跌破0.618止损 |
| 4 |
2017-07-06 |
2017-07-20 |
2.8837448639999996 |
3.0969 |
¥6.8万 |
+7.36% |
重回前高 |
| 5 |
2017-08-14 |
2017-09-26 |
3.0039008999999997 |
3.0 |
¥-1,600 |
-0.16% |
跌破0.618止损 |
| 6 |
2017-10-17 |
2017-10-18 |
3.10403093 |
3.03696 |
¥-2.2万 |
-2.19% |
跌破0.618止损 |
| 7 |
2018-01-03 |
2018-02-12 |
2.9237968759999995 |
2.66 |
¥-8.8万 |
-9.05% |
跌破0.618止损 |
| 8 |
2018-11-01 |
2018-12-19 |
2.082704624 |
2.01798 |
¥-2.8万 |
-3.14% |
跌破0.618止损 |
| 9 |
2019-03-28 |
2019-05-07 |
2.510753 |
2.32767 |
¥-6.3万 |
-7.32% |
跌破0.618止损 |
| 10 |
2020-02-19 |
2020-03-02 |
2.142782642 |
2.06 |
¥-3.1万 |
-3.89% |
跌破0.618止损 |
| 11 |
2020-03-09 |
2020-03-16 |
2.142782642 |
2.06793 |
¥-2.7万 |
-3.52% |
跌破0.618止损 |
| 12 |
2020-07-17 |
2020-09-28 |
2.162808648 |
2.23776 |
¥2.5万 |
+3.43% |
跌破0.618止损 |
| 13 |
2020-12-08 |
2020-12-16 |
2.553315765 |
2.43756 |
¥-3.5万 |
-4.56% |
跌破0.618止损 |
| 14 |
2020-12-25 |
2021-01-15 |
2.533289758999999 |
2.43756 |
¥-2.8万 |
-3.81% |
跌破0.618止损 |
| 15 |
2021-01-22 |
2021-01-28 |
2.5332897589999996 |
2.38761 |
¥-4.1万 |
-5.78% |
跌破0.618止损 |
| 16 |
2021-03-04 |
2021-05-11 |
2.8236668459999996 |
3.22677 |
¥9.3万 |
+14.24% |
重回前高 |
| 17 |
2021-05-19 |
2021-05-21 |
2.950885 |
2.86713 |
¥-2.1万 |
-2.87% |
跌破0.618止损 |
| 18 |
2021-07-15 |
2021-09-10 |
2.9738618909999994 |
4.44555 |
¥36.3万 |
+49.44% |
重回前高 |
| 19 |
2021-09-27 |
2021-09-30 |
4.4057213200000005 |
3.9060900000000003 |
¥-12.4万 |
-11.37% |
跌破0.618止损 |
| 20 |
2021-10-19 |
2021-10-25 |
4.535890359000001 |
4.05594 |
¥-10.2万 |
-10.61% |
跌破0.618止损 |
| 21 |
2022-01-14 |
2022-01-26 |
3.8750321609999996 |
3.4465500000000002 |
¥-9.6万 |
-11.08% |
跌破0.618止损 |
| 22 |
2022-03-11 |
2022-03-15 |
3.8249671459999997 |
3.58641 |
¥-4.8万 |
-6.26% |
跌破0.618止损 |
| 23 |
2022-03-25 |
2022-04-06 |
3.8650191579999995 |
3.6863099999999998 |
¥-3.4万 |
-4.65% |
跌破0.618止损 |
| 24 |
2022-04-08 |
2022-04-22 |
3.8349801489999997 |
3.66633 |
¥-3.1万 |
-4.43% |
跌破0.618止损 |
| 25 |
2022-11-21 |
2022-12-07 |
2.850855 |
3.04695 |
¥4.5万 |
+6.85% |
重回前高 |
| 26 |
2023-03-10 |
2023-03-17 |
3.294277987 |
3.1468499999999997 |
¥-3.2万 |
-4.50% |
跌破0.618止损 |
| 27 |
2023-03-27 |
2023-03-29 |
3.2842649839999996 |
3.2367600000000003 |
¥-9,967 |
-1.48% |
跌破0.618止损 |
| 28 |
2023-04-24 |
2023-04-27 |
3.404421019999999 |
3.2867100000000007 |
¥-2.3万 |
-3.49% |
跌破0.618止损 |
| 29 |
2023-08-14 |
2023-10-11 |
3.114043932999999 |
3.17682 |
¥1.3万 |
+1.99% |
跌破0.618止损 |
| 30 |
2024-01-26 |
2024-01-31 |
3.1240569359999997 |
3.05694 |
¥-1.4万 |
-2.18% |
跌破0.618止损 |
| 31 |
2024-02-29 |
2024-03-11 |
3.2041609600000003 |
3.78621 |
¥11.6万 |
+18.13% |
重回前高 |
| 32 |
2024-04-24 |
2024-06-07 |
3.80494114 |
3.78621 |
¥-3,948 |
-0.52% |
跌破0.618止损 |
| 33 |
2024-10-15 |
2024-10-30 |
3.581074 |
3.37662 |
¥-4.3万 |
-5.74% |
跌破0.618止损 |
| 34 |
2024-11-07 |
2024-11-15 |
3.5345900589999992 |
3.3666300000000002 |
¥-3.3万 |
-4.78% |
跌破0.618止损 |
| 35 |
2024-12-13 |
2024-12-18 |
3.5546160649999994 |
3.3966 |
¥-3.0万 |
-4.47% |
跌破0.618止损 |
| 36 |
2025-03-28 |
2025-04-07 |
3.5145640529999995 |
3.07692 |
¥-8.1万 |
-12.48% |
跌破0.618止损 |
| 37 |
2025-06-13 |
2025-06-24 |
3.3143039929999993 |
3.16683 |
¥-2.5万 |
-4.48% |
跌破0.618止损 |
| 38 |
2025-06-26 |
2025-07-22 |
3.2041609599999994 |
3.5164799999999996 |
¥5.3万 |
+9.71% |
重回前高 |
| 39 |
2025-08-01 |
2025-08-07 |
3.4745120410000006 |
4.0459499999999995 |
¥9.7万 |
+16.41% |
重回前高 |
| 40 |
2025-11-04 |
2025-11-24 |
5.106631529999999 |
4.845149999999999 |
¥-3.5万 |
-5.15% |
跌破0.618止损 |
| 41 |
2025-12-02 |
2026-01-26 |
5.366969608 |
7.2927 |
¥23.3万 |
+35.84% |
重回前高 |
| 42 |
2026-02-03 |
2026-03-17 |
7.099219126999999 |
6.6733199999999995 |
¥-5.1万 |
-6.03% |
跌破0.618止损 |
| 43 |
2026-06-01 |
2026-06-09 |
6.90897207 |
6.12387 |
¥-9.5万 |
-11.39% |
跌破0.618止损 |
| 44 |
2026-06-25 |
2026-06-29 |
6.748764022 |
6.23376 |
¥-5.5万 |
-7.66% |
跌破0.618止损 |
| 45 |
2026-08-10 |
2026-08-12 |
6.888946063999999 |
6.55 |
¥-3.4万 |
-4.95% |
跌破0.618止损 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-04-12 |
黄金分割买点 |
买入 |
2.8027999999999995 |
354700.0 |
¥99.4万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
2.68731 |
354700.0 |
¥95.3万 |
止损触发 |
| 2016-07-20 |
黄金分割买点 |
买入 |
2.72272 |
351200.0 |
¥95.7万 |
|
| 2016-07-25 |
跌破0.618止损 |
卖出 |
2.64735 |
351200.0 |
¥92.9万 |
止损触发 |
| 2016-12-19 |
黄金分割买点 |
买入 |
3.22322 |
287400.0 |
¥92.7万 |
|
| 2017-03-06 |
跌破0.618止损 |
卖出 |
3.2367600000000003 |
287400.0 |
¥93.0万 |
止损触发 |
| 2017-07-06 |
黄金分割买点 |
买入 |
2.8828799999999997 |
322300.0 |
¥92.9万 |
|
| 2017-07-20 |
重回前高 |
卖出 |
3.0969 |
322300.0 |
¥99.8万 |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
3.0029999999999997 |
333200.0 |
¥1.00M |
|
| 2017-09-26 |
跌破0.618止损 |
卖出 |
3.0 |
333200.0 |
¥99.9万 |
止损触发 |
| 2017-10-17 |
黄金分割买点 |
买入 |
3.1031 |
318900.0 |
¥99.0万 |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
3.03696 |
318900.0 |
¥96.8万 |
止损触发 |
| 2018-01-03 |
黄金分割买点 |
买入 |
2.9229199999999995 |
333300.0 |
¥97.5万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
2.66 |
333300.0 |
¥88.6万 |
止损触发 |
| 2018-11-01 |
黄金分割买点 |
买入 |
2.08208 |
425200.0 |
¥88.6万 |
|
| 2018-12-19 |
跌破0.618止损 |
卖出 |
2.01798 |
425200.0 |
¥85.8万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
2.51 |
343000.0 |
¥86.1万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
2.32767 |
343000.0 |
¥79.8万 |
止损触发 |
| 2020-02-19 |
黄金分割买点 |
买入 |
2.14214 |
373000.0 |
¥79.9万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
2.06 |
373000.0 |
¥76.8万 |
止损触发 |
| 2020-03-09 |
黄金分割买点 |
买入 |
2.14214 |
353500.0 |
¥75.7万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
2.06793 |
353500.0 |
¥73.1万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
2.16216 |
342800.0 |
¥74.1万 |
|
| 2020-09-28 |
跌破0.618止损 |
卖出 |
2.23776 |
342800.0 |
¥76.7万 |
止损触发 |
| 2020-12-08 |
黄金分割买点 |
买入 |
2.5525499999999997 |
298000.0 |
¥76.1万 |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
2.43756 |
298000.0 |
¥72.6万 |
止损触发 |
| 2020-12-25 |
黄金分割买点 |
买入 |
2.5325299999999995 |
289000.0 |
¥73.2万 |
|
| 2021-01-15 |
跌破0.618止损 |
卖出 |
2.43756 |
289000.0 |
¥70.4万 |
止损触发 |
| 2021-01-22 |
黄金分割买点 |
买入 |
2.5325299999999995 |
278100.0 |
¥70.5万 |
|
| 2021-01-28 |
跌破0.618止损 |
卖出 |
2.38761 |
278100.0 |
¥66.4万 |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
2.8228199999999997 |
231000.0 |
¥65.2万 |
|
| 2021-05-11 |
重回前高 |
卖出 |
3.22677 |
231000.0 |
¥74.5万 |
|
| 2021-05-19 |
黄金分割买点 |
买入 |
2.95 |
251000.0 |
¥74.1万 |
|
| 2021-05-21 |
跌破0.618止损 |
卖出 |
2.86713 |
251000.0 |
¥71.9万 |
止损触发 |
| 2021-07-15 |
黄金分割买点 |
买入 |
2.9729699999999997 |
247200.0 |
¥73.5万 |
|
| 2021-09-10 |
重回前高 |
卖出 |
4.44555 |
247200.0 |
¥1.10M |
|
| 2021-09-27 |
黄金分割买点 |
买入 |
4.404400000000001 |
248600.0 |
¥1.10M |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
3.9060900000000003 |
248600.0 |
¥97.1万 |
止损触发 |
| 2021-10-19 |
黄金分割买点 |
买入 |
4.53453 |
212800.0 |
¥96.5万 |
|
| 2021-10-25 |
跌破0.618止损 |
卖出 |
4.05594 |
212800.0 |
¥86.3万 |
止损触发 |
| 2022-01-14 |
黄金分割买点 |
买入 |
3.8738699999999997 |
222600.0 |
¥86.3万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
3.4465500000000002 |
222600.0 |
¥76.7万 |
止损触发 |
| 2022-03-11 |
黄金分割买点 |
买入 |
3.8238199999999996 |
200300.0 |
¥76.6万 |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
3.58641 |
200300.0 |
¥71.8万 |
止损触发 |
| 2022-03-25 |
黄金分割买点 |
买入 |
3.8638599999999994 |
187900.0 |
¥72.6万 |
|
| 2022-04-06 |
跌破0.618止损 |
卖出 |
3.6863099999999998 |
187900.0 |
¥69.2万 |
止损触发 |
| 2022-04-08 |
黄金分割买点 |
买入 |
3.83383 |
180200.0 |
¥69.1万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
3.66633 |
180200.0 |
¥66.0万 |
止损触发 |
| 2022-11-21 |
黄金分割买点 |
买入 |
2.85 |
230300.0 |
¥65.7万 |
|
| 2022-12-07 |
重回前高 |
卖出 |
3.04695 |
230300.0 |
¥70.2万 |
|
| 2023-03-10 |
黄金分割买点 |
买入 |
3.29329 |
213200.0 |
¥70.2万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
3.1468499999999997 |
213200.0 |
¥67.1万 |
止损触发 |
| 2023-03-27 |
黄金分割买点 |
买入 |
3.2832799999999995 |
205600.0 |
¥67.5万 |
|
| 2023-03-29 |
跌破0.618止损 |
卖出 |
3.2367600000000003 |
205600.0 |
¥66.5万 |
止损触发 |
| 2023-04-24 |
黄金分割买点 |
买入 |
3.4033999999999995 |
194900.0 |
¥66.4万 |
|
| 2023-04-27 |
跌破0.618止损 |
卖出 |
3.2867100000000007 |
194900.0 |
¥64.0万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
3.1131099999999994 |
204300.0 |
¥63.6万 |
|
| 2023-10-11 |
跌破0.618止损 |
卖出 |
3.17682 |
204300.0 |
¥64.9万 |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
3.1231199999999997 |
210300.0 |
¥65.7万 |
|
| 2024-01-31 |
跌破0.618止损 |
卖出 |
3.05694 |
210300.0 |
¥64.3万 |
止损触发 |
| 2024-02-29 |
黄金分割买点 |
买入 |
3.2032 |
199300.0 |
¥63.9万 |
|
| 2024-03-11 |
重回前高 |
卖出 |
3.78621 |
199300.0 |
¥75.4万 |
|
| 2024-04-24 |
黄金分割买点 |
买入 |
3.8038 |
198700.0 |
¥75.6万 |
|
| 2024-06-07 |
跌破0.618止损 |
卖出 |
3.78621 |
198700.0 |
¥75.2万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
3.58 |
209200.0 |
¥74.9万 |
|
| 2024-10-30 |
跌破0.618止损 |
卖出 |
3.37662 |
209200.0 |
¥70.6万 |
止损触发 |
| 2024-11-07 |
黄金分割买点 |
买入 |
3.53353 |
197300.0 |
¥69.7万 |
|
| 2024-11-15 |
跌破0.618止损 |
卖出 |
3.3666300000000002 |
197300.0 |
¥66.4万 |
止损触发 |
| 2024-12-13 |
黄金分割买点 |
买入 |
3.5535499999999995 |
189100.0 |
¥67.2万 |
|
| 2024-12-18 |
跌破0.618止损 |
卖出 |
3.3966 |
189100.0 |
¥64.2万 |
止损触发 |
| 2025-03-28 |
黄金分割买点 |
买入 |
3.5135099999999997 |
183800.0 |
¥64.6万 |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
3.07692 |
183800.0 |
¥56.5万 |
止损触发 |
| 2025-06-13 |
黄金分割买点 |
买入 |
3.3133099999999995 |
171200.0 |
¥56.7万 |
|
| 2025-06-24 |
跌破0.618止损 |
卖出 |
3.16683 |
171200.0 |
¥54.2万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
3.2032 |
169200.0 |
¥54.2万 |
|
| 2025-07-22 |
重回前高 |
卖出 |
3.5164799999999996 |
169200.0 |
¥59.5万 |
|
| 2025-08-01 |
黄金分割买点 |
买入 |
3.4734700000000003 |
170700.0 |
¥59.3万 |
|
| 2025-08-07 |
重回前高 |
卖出 |
4.0459499999999995 |
170700.0 |
¥69.0万 |
|
| 2025-11-04 |
黄金分割买点 |
买入 |
5.105099999999999 |
133400.0 |
¥68.1万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
4.845149999999999 |
133400.0 |
¥64.6万 |
止损触发 |
| 2025-12-02 |
黄金分割买点 |
买入 |
5.36536 |
121000.0 |
¥64.9万 |
|
| 2026-01-26 |
重回前高 |
卖出 |
7.2927 |
121000.0 |
¥88.2万 |
|
| 2026-02-03 |
黄金分割买点 |
买入 |
7.097089999999999 |
119300.0 |
¥84.7万 |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
6.6733199999999995 |
119300.0 |
¥79.6万 |
止损触发 |
| 2026-06-01 |
黄金分割买点 |
买入 |
6.906899999999999 |
121300.0 |
¥83.8万 |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
6.12387 |
121300.0 |
¥74.3万 |
止损触发 |
| 2026-06-25 |
黄金分割买点 |
买入 |
6.746739999999999 |
106900.0 |
¥72.1万 |
|
| 2026-06-29 |
跌破0.618止损 |
卖出 |
6.23376 |
106900.0 |
¥66.6万 |
止损触发 |
| 2026-08-10 |
黄金分割买点 |
买入 |
6.886879999999999 |
98700.0 |
¥68.0万 |
|
| 2026-08-12 |
跌破0.618止损 |
卖出 |
6.55 |
98700.0 |
¥64.6万 |
止损触发 |