000792 盐湖股份 — 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: ¥65.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -34.52%）
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 47 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 |
2015-05-07 |
28.698607 |
26.40357 |
¥-8.0万 |
-8.02% |
跌破0.618止损 |
| 2 |
2015-05-25 |
2015-06-02 |
28.807409631 |
32.2677 |
¥10.9万 |
+11.98% |
重回前高 |
| 3 |
2015-06-26 |
2015-06-29 |
30.239269059999994 |
28.48149 |
¥-5.8万 |
-5.84% |
跌破0.618止损 |
| 4 |
2015-12-01 |
2016-01-08 |
22.42912672 |
20.739240000000002 |
¥-7.2万 |
-7.56% |
跌破0.618止损 |
| 5 |
2016-04-07 |
2016-05-11 |
19.475290834999996 |
17.37261 |
¥-9.6万 |
-10.82% |
跌破0.618止损 |
| 6 |
2016-05-18 |
2016-05-30 |
17.82314534 |
17.54244 |
¥-1.3万 |
-1.60% |
跌破0.618止损 |
| 7 |
2016-06-01 |
2016-06-14 |
18.52405555 |
17.73225 |
¥-3.4万 |
-4.30% |
跌破0.618止损 |
| 8 |
2016-07-28 |
2016-09-08 |
20.026005999999995 |
20.16 |
¥4,811 |
+0.64% |
跌破0.618止损 |
| 9 |
2016-12-05 |
2016-12-13 |
19.835758942999995 |
19.19079 |
¥-2.5万 |
-3.28% |
跌破0.618止损 |
| 10 |
2016-12-20 |
2016-12-27 |
19.885823957999996 |
19.170810000000003 |
¥-2.7万 |
-3.62% |
跌破0.618止损 |
| 11 |
2017-08-04 |
2017-08-11 |
12.315993689999997 |
11.2887 |
¥-5.9万 |
-8.37% |
跌破0.618止损 |
| 12 |
2017-10-17 |
2017-11-16 |
16.271129875 |
13.84614 |
¥-9.7万 |
-14.93% |
跌破0.618止损 |
| 13 |
2018-01-11 |
2018-02-01 |
15.169699544999999 |
11.848139999999999 |
¥-12.1万 |
-21.92% |
跌破0.618止损 |
| 14 |
2018-03-16 |
2018-03-23 |
13.918074169999999 |
12.45753 |
¥-4.5万 |
-10.52% |
跌破0.618止损 |
| 15 |
2018-04-04 |
2018-04-16 |
14.208451256999998 |
12.437550000000002 |
¥-4.8万 |
-12.49% |
跌破0.618止损 |
| 16 |
2018-05-10 |
2018-05-28 |
12.836669845999996 |
12.52 |
¥-8,491 |
-2.50% |
跌破0.618止损 |
| 17 |
2018-09-19 |
2018-10-12 |
9.211962759999997 |
8.131860000000001 |
¥-3.8万 |
-11.75% |
跌破0.618止损 |
| 18 |
2018-11-23 |
2018-12-20 |
8.41092252 |
7.842149999999999 |
¥-2.0万 |
-6.79% |
跌破0.618止损 |
| 19 |
2019-03-04 |
2019-03-29 |
7.359557204999998 |
6.62 |
¥-2.8万 |
-10.08% |
跌破0.618止损 |
| 20 |
2019-04-02 |
2019-05-14 |
7.059167114999999 |
6.77322 |
¥-1.0万 |
-4.08% |
跌破0.618止损 |
| 21 |
2019-05-24 |
2019-06-05 |
7.389596213999999 |
7.07292 |
¥-1.0万 |
-4.31% |
跌破0.618止损 |
| 22 |
2019-10-25 |
2019-12-13 |
7.549804261999999 |
7.992 |
¥1.2万 |
+5.83% |
跌破0.618止损 |
| 23 |
2020-01-07 |
2020-02-04 |
8.691286603999998 |
7.66 |
¥-2.8万 |
-11.89% |
跌破0.618止损 |
| 24 |
2020-02-12 |
2020-02-19 |
8.531078555999999 |
9.37062 |
¥2.1万 |
+9.81% |
重回前高 |
| 25 |
2020-03-19 |
2020-03-24 |
9.532378855999998 |
8.90109 |
¥-1.5万 |
-6.65% |
跌破0.618止损 |
| 26 |
2020-04-03 |
2021-08-10 |
9.231988766 |
39.18078 |
¥69.8万 |
+324.28% |
跌破0.618止损 |
| 27 |
2021-09-27 |
2021-11-11 |
31.240569359999995 |
25.78419 |
¥-15.9万 |
-17.49% |
跌破0.618止损 |
| 28 |
2021-12-13 |
2022-01-04 |
32.522233744 |
35.67429 |
¥7.2万 |
+9.66% |
重回前高 |
| 29 |
2022-01-17 |
2022-01-21 |
30.239269059999998 |
26.92305 |
¥-9.0万 |
-10.99% |
跌破0.618止损 |
| 30 |
2022-02-08 |
2022-03-15 |
30.349412092999994 |
29.480490000000007 |
¥-2.1万 |
-2.89% |
跌破0.618止损 |
| 31 |
2022-03-25 |
2022-04-07 |
31.34069939 |
29.25072 |
¥-4.8万 |
-6.70% |
跌破0.618止损 |
| 32 |
2022-04-08 |
2022-04-18 |
31.110400320999997 |
28.171799999999998 |
¥-6.3万 |
-9.47% |
跌破0.618止损 |
| 33 |
2022-05-25 |
2022-07-27 |
30.53965915 |
29.42055 |
¥-2.2万 |
-3.69% |
跌破0.618止损 |
| 34 |
2022-11-08 |
2022-12-21 |
26.284132875 |
23.45652 |
¥-6.2万 |
-10.78% |
跌破0.618止损 |
| 35 |
2023-01-18 |
2023-02-15 |
24.642000382999996 |
25.86411 |
¥2.5万 |
+4.93% |
重回前高 |
| 36 |
2023-02-27 |
2023-03-08 |
24.762156418999997 |
23.646330000000003 |
¥-2.5万 |
-4.53% |
跌破0.618止损 |
| 37 |
2024-02-20 |
2024-03-18 |
15.079582517999999 |
17.1828 |
¥7.2万 |
+13.91% |
重回前高 |
| 38 |
2024-05-30 |
2024-06-20 |
17.422625219999997 |
16.71327 |
¥-2.4万 |
-4.10% |
跌破0.618止损 |
| 39 |
2024-06-24 |
2024-06-26 |
17.442651226 |
16.73325 |
¥-2.3万 |
-4.10% |
跌破0.618止损 |
| 40 |
2024-06-27 |
2024-07-04 |
17.262417171999992 |
16.84314 |
¥-1.3万 |
-2.46% |
跌破0.618止损 |
| 41 |
2024-10-11 |
2024-12-17 |
17.62288528 |
16.57341 |
¥-3.2万 |
-5.98% |
跌破0.618止损 |
| 42 |
2025-04-14 |
2025-05-20 |
16.651623988999997 |
15.83415 |
¥-2.5万 |
-4.94% |
跌破0.618止损 |
| 43 |
2025-09-24 |
2025-10-09 |
19.32509579 |
21.428549999999998 |
¥5.1万 |
+10.85% |
重回前高 |
| 44 |
2025-12-04 |
2026-01-06 |
25.53315765 |
31.968 |
¥13.2万 |
+25.16% |
重回前高 |
| 45 |
2026-02-06 |
2026-05-15 |
31.34069939 |
34.71525 |
¥6.9万 |
+10.73% |
跌破0.618止损 |
| 46 |
2026-08-11 |
2026-08-14 |
29.398176807999995 |
27.75222 |
¥-4.1万 |
-5.63% |
跌破0.618止损 |
| 47 |
2026-08-25 |
2026-09-03 |
28.416902514 |
27.09288 |
¥-3.2万 |
-4.69% |
跌破0.618止损 |
逐笔成交记录（共 94 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 |
28.69 |
34700.0 |
¥99.6万 |
|
| 2015-05-07 |
跌破0.618止损 |
卖出 |
26.40357 |
34700.0 |
¥91.6万 |
止损触发 |
| 2015-05-25 |
黄金分割买点 |
买入 |
28.798769999999998 |
31700.0 |
¥91.3万 |
|
| 2015-06-02 |
重回前高 |
卖出 |
32.2677 |
31700.0 |
¥1.02M |
|
| 2015-06-26 |
黄金分割买点 |
买入 |
30.230199999999996 |
33000.0 |
¥99.8万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
28.48149 |
33000.0 |
¥94.0万 |
止损触发 |
| 2015-12-01 |
黄金分割买点 |
买入 |
22.422399999999996 |
42600.0 |
¥95.5万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
20.739240000000002 |
42600.0 |
¥88.3万 |
止损触发 |
| 2016-04-07 |
黄金分割买点 |
买入 |
19.46945 |
45600.0 |
¥88.8万 |
|
| 2016-05-11 |
跌破0.618止损 |
卖出 |
17.37261 |
45600.0 |
¥79.2万 |
止损触发 |
| 2016-05-18 |
黄金分割买点 |
买入 |
17.8178 |
44100.0 |
¥78.6万 |
|
| 2016-05-30 |
跌破0.618止损 |
卖出 |
17.54244 |
44100.0 |
¥77.3万 |
止损触发 |
| 2016-06-01 |
黄金分割买点 |
买入 |
18.5185 |
42500.0 |
¥78.7万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
17.73225 |
42500.0 |
¥75.3万 |
止损触发 |
| 2016-07-28 |
黄金分割买点 |
买入 |
20.019999999999996 |
37600.0 |
¥75.3万 |
|
| 2016-09-08 |
跌破0.618止损 |
卖出 |
20.16 |
37600.0 |
¥75.8万 |
止损触发 |
| 2016-12-05 |
黄金分割买点 |
买入 |
19.829809999999995 |
37800.0 |
¥75.0万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
19.19079 |
37800.0 |
¥72.5万 |
止损触发 |
| 2016-12-20 |
黄金分割买点 |
买入 |
19.879859999999997 |
36900.0 |
¥73.4万 |
|
| 2016-12-27 |
跌破0.618止损 |
卖出 |
19.170810000000003 |
36900.0 |
¥70.7万 |
止损触发 |
| 2017-08-04 |
黄金分割买点 |
买入 |
12.312299999999999 |
56800.0 |
¥70.0万 |
|
| 2017-08-11 |
跌破0.618止损 |
卖出 |
11.2887 |
56800.0 |
¥64.1万 |
止损触发 |
| 2017-10-17 |
黄金分割买点 |
买入 |
16.26625 |
39800.0 |
¥64.8万 |
|
| 2017-11-16 |
跌破0.618止损 |
卖出 |
13.84614 |
39800.0 |
¥55.1万 |
止损触发 |
| 2018-01-11 |
黄金分割买点 |
买入 |
15.165149999999999 |
36300.0 |
¥55.1万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
11.848139999999999 |
36300.0 |
¥43.0万 |
止损触发 |
| 2018-03-16 |
黄金分割买点 |
买入 |
13.913899999999998 |
30900.0 |
¥43.0万 |
|
| 2018-03-23 |
跌破0.618止损 |
卖出 |
12.45753 |
30900.0 |
¥38.5万 |
止损触发 |
| 2018-04-04 |
黄金分割买点 |
买入 |
14.204189999999999 |
26800.0 |
¥38.1万 |
|
| 2018-04-16 |
跌破0.618止损 |
卖出 |
12.437550000000002 |
26800.0 |
¥33.3万 |
止损触发 |
| 2018-05-10 |
黄金分割买点 |
买入 |
12.832819999999996 |
26500.0 |
¥34.0万 |
|
| 2018-05-28 |
跌破0.618止损 |
卖出 |
12.52 |
26500.0 |
¥33.2万 |
止损触发 |
| 2018-09-19 |
黄金分割买点 |
买入 |
9.209199999999997 |
35300.0 |
¥32.5万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
8.131860000000001 |
35300.0 |
¥28.7万 |
止损触发 |
| 2018-11-23 |
黄金分割买点 |
买入 |
8.4084 |
34900.0 |
¥29.4万 |
|
| 2018-12-20 |
跌破0.618止损 |
卖出 |
7.842149999999999 |
34900.0 |
¥27.4万 |
止损触发 |
| 2019-03-04 |
黄金分割买点 |
买入 |
7.3573499999999985 |
37100.0 |
¥27.3万 |
|
| 2019-03-29 |
跌破0.618止损 |
卖出 |
6.62 |
37100.0 |
¥24.6万 |
止损触发 |
| 2019-04-02 |
黄金分割买点 |
买入 |
7.057049999999999 |
34900.0 |
¥24.6万 |
|
| 2019-05-14 |
跌破0.618止损 |
卖出 |
6.77322 |
34900.0 |
¥23.6万 |
止损触发 |
| 2019-05-24 |
黄金分割买点 |
买入 |
7.387379999999999 |
32000.0 |
¥23.6万 |
|
| 2019-06-05 |
跌破0.618止损 |
卖出 |
7.07292 |
32000.0 |
¥22.6万 |
止损触发 |
| 2019-10-25 |
黄金分割买点 |
买入 |
7.547539999999999 |
28400.0 |
¥21.4万 |
|
| 2019-12-13 |
跌破0.618止损 |
卖出 |
7.992 |
28400.0 |
¥22.7万 |
止损触发 |
| 2020-01-07 |
黄金分割买点 |
买入 |
8.688679999999998 |
27400.0 |
¥23.8万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
7.66 |
27400.0 |
¥21.0万 |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
8.528519999999999 |
24700.0 |
¥21.1万 |
|
| 2020-02-19 |
重回前高 |
卖出 |
9.37062 |
24700.0 |
¥23.1万 |
|
| 2020-03-19 |
黄金分割买点 |
买入 |
9.529519999999998 |
24300.0 |
¥23.2万 |
|
| 2020-03-24 |
跌破0.618止损 |
卖出 |
8.90109 |
24300.0 |
¥21.6万 |
止损触发 |
| 2020-04-03 |
黄金分割买点 |
买入 |
9.22922 |
23300.0 |
¥21.5万 |
|
| 2021-08-10 |
跌破0.618止损 |
卖出 |
39.18078 |
23300.0 |
¥91.3万 |
止损触发 |
| 2021-09-27 |
黄金分割买点 |
买入 |
31.231199999999994 |
29100.0 |
¥90.9万 |
|
| 2021-11-11 |
跌破0.618止损 |
卖出 |
25.78419 |
29100.0 |
¥75.0万 |
止损触发 |
| 2021-12-13 |
黄金分割买点 |
买入 |
32.51248 |
23000.0 |
¥74.8万 |
|
| 2022-01-04 |
重回前高 |
卖出 |
35.67429 |
23000.0 |
¥82.0万 |
|
| 2022-01-17 |
黄金分割买点 |
买入 |
30.230199999999996 |
27200.0 |
¥82.3万 |
|
| 2022-01-21 |
跌破0.618止损 |
卖出 |
26.92305 |
27200.0 |
¥73.2万 |
止损触发 |
| 2022-02-08 |
黄金分割买点 |
买入 |
30.340309999999995 |
24200.0 |
¥73.4万 |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
29.480490000000007 |
24200.0 |
¥71.3万 |
止损触发 |
| 2022-03-25 |
黄金分割买点 |
买入 |
31.3313 |
22700.0 |
¥71.1万 |
|
| 2022-04-07 |
跌破0.618止损 |
卖出 |
29.25072 |
22700.0 |
¥66.4万 |
止损触发 |
| 2022-04-08 |
黄金分割买点 |
买入 |
31.10107 |
21300.0 |
¥66.3万 |
|
| 2022-04-18 |
跌破0.618止损 |
卖出 |
28.171799999999998 |
21300.0 |
¥60.0万 |
止损触发 |
| 2022-05-25 |
黄金分割买点 |
买入 |
30.5305 |
19700.0 |
¥60.2万 |
|
| 2022-07-27 |
跌破0.618止损 |
卖出 |
29.42055 |
19700.0 |
¥57.9万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
26.27625 |
22000.0 |
¥57.8万 |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
23.45652 |
22000.0 |
¥51.6万 |
止损触发 |
| 2023-01-18 |
黄金分割买点 |
买入 |
24.634609999999995 |
20800.0 |
¥51.3万 |
|
| 2023-02-15 |
重回前高 |
卖出 |
25.86411 |
20800.0 |
¥53.8万 |
|
| 2023-02-27 |
黄金分割买点 |
买入 |
24.75473 |
22000.0 |
¥54.5万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
23.646330000000003 |
22000.0 |
¥52.0万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
15.075059999999999 |
34200.0 |
¥51.6万 |
|
| 2024-03-18 |
重回前高 |
卖出 |
17.1828 |
34200.0 |
¥58.7万 |
|
| 2024-05-30 |
黄金分割买点 |
买入 |
17.417399999999997 |
34000.0 |
¥59.2万 |
|
| 2024-06-20 |
跌破0.618止损 |
卖出 |
16.71327 |
34000.0 |
¥56.8万 |
止损触发 |
| 2024-06-24 |
黄金分割买点 |
买入 |
17.43742 |
32300.0 |
¥56.3万 |
|
| 2024-06-26 |
跌破0.618止损 |
卖出 |
16.73325 |
32300.0 |
¥54.0万 |
止损触发 |
| 2024-06-27 |
黄金分割买点 |
买入 |
17.257239999999996 |
31500.0 |
¥54.4万 |
|
| 2024-07-04 |
跌破0.618止损 |
卖出 |
16.84314 |
31500.0 |
¥53.0万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
17.6176 |
30100.0 |
¥53.0万 |
|
| 2024-12-17 |
跌破0.618止损 |
卖出 |
16.57341 |
30100.0 |
¥49.9万 |
止损触发 |
| 2025-04-14 |
黄金分割买点 |
买入 |
16.64663 |
30000.0 |
¥50.0万 |
|
| 2025-05-20 |
跌破0.618止损 |
卖出 |
15.83415 |
30000.0 |
¥47.5万 |
止损触发 |
| 2025-09-24 |
黄金分割买点 |
买入 |
19.3193 |
24500.0 |
¥47.3万 |
|
| 2025-10-09 |
重回前高 |
卖出 |
21.428549999999998 |
24500.0 |
¥52.5万 |
|
| 2025-12-04 |
黄金分割买点 |
买入 |
25.525499999999997 |
20500.0 |
¥52.3万 |
|
| 2026-01-06 |
重回前高 |
卖出 |
31.968 |
20500.0 |
¥65.5万 |
|
| 2026-02-06 |
黄金分割买点 |
买入 |
31.331300000000002 |
20400.0 |
¥63.9万 |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
34.71525 |
20400.0 |
¥70.8万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
29.389359999999996 |
24500.0 |
¥72.0万 |
|
| 2026-08-14 |
跌破0.618止损 |
卖出 |
27.75222 |
24500.0 |
¥68.0万 |
止损触发 |
| 2026-08-25 |
黄金分割买点 |
买入 |
28.40838 |
24000.0 |
¥68.2万 |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
27.09288 |
24000.0 |
¥65.0万 |
止损触发 |