000807 云铝股份 — 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: ¥1.67M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +67.11%）
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 50 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 |
2015-06-15 |
8.761377625 |
10.90908 |
¥24.2万 |
+24.48% |
重回前高 |
| 2 |
2015-06-25 |
2015-06-26 |
9.772690927999998 |
8.7912 |
¥-12.4万 |
-10.07% |
跌破0.618止损 |
| 3 |
2015-11-10 |
2015-12-15 |
5.537190658999999 |
7.14285 |
¥31.9万 |
+28.96% |
重回前高 |
| 4 |
2016-01-06 |
2016-01-22 |
6.888946063999999 |
5.94405 |
¥-19.7万 |
-13.74% |
跌破0.618止损 |
| 5 |
2016-02-24 |
2016-05-10 |
7.139271138999999 |
6.643350000000001 |
¥-8.6万 |
-6.97% |
跌破0.618止损 |
| 6 |
2016-07-06 |
2016-07-25 |
7.40962222 |
6.72327 |
¥-10.7万 |
-9.29% |
跌破0.618止损 |
| 7 |
2016-08-11 |
2016-08-26 |
6.728738015999999 |
6.553439999999999 |
¥-2.7万 |
-2.63% |
跌破0.618止损 |
| 8 |
2016-10-21 |
2016-10-26 |
6.6085819799999985 |
7.28271 |
¥10.4万 |
+10.17% |
重回前高 |
| 9 |
2016-11-03 |
2016-11-14 |
6.748764021999999 |
8.191799999999999 |
¥23.8万 |
+21.35% |
重回前高 |
| 10 |
2016-12-02 |
2016-12-19 |
7.489726244 |
7.12287 |
¥-6.7万 |
-4.93% |
跌破0.618止损 |
| 11 |
2017-02-23 |
2017-02-28 |
7.609882279999999 |
7.302689999999999 |
¥-5.2万 |
-4.07% |
跌破0.618止损 |
| 12 |
2017-03-03 |
2017-03-20 |
7.609882279999999 |
7.24275 |
¥-5.9万 |
-4.85% |
跌破0.618止损 |
| 13 |
2017-03-24 |
2017-04-14 |
7.369570208000001 |
8.181809999999999 |
¥13.0万 |
+10.99% |
重回前高 |
| 14 |
2017-05-05 |
2017-05-11 |
7.71001231 |
7.112880000000001 |
¥-10.0万 |
-7.77% |
跌破0.618止损 |
| 15 |
2017-07-06 |
2017-07-20 |
7.7801033309999985 |
9.270719999999999 |
¥23.1万 |
+19.12% |
重回前高 |
| 16 |
2017-10-12 |
2017-10-31 |
12.516253749999999 |
11.57841 |
¥-10.8万 |
-7.52% |
跌破0.618止损 |
| 17 |
2018-01-05 |
2018-02-01 |
10.81404324 |
9.0909 |
¥-21.0万 |
-15.96% |
跌破0.618止损 |
| 18 |
2018-08-29 |
2018-09-11 |
5.657346695 |
5.07492 |
¥-11.5万 |
-10.32% |
跌破0.618止损 |
| 19 |
2018-09-14 |
2018-10-12 |
5.216774562999999 |
4.53546 |
¥-13.2万 |
-13.09% |
跌破0.618止损 |
| 20 |
2019-01-22 |
2019-01-28 |
4.325617296000001 |
4.15584 |
¥-3.4万 |
-3.95% |
跌破0.618止损 |
| 21 |
2019-03-28 |
2019-04-04 |
4.726137416 |
5.914080000000001 |
¥21.0万 |
+25.10% |
重回前高 |
| 22 |
2019-04-30 |
2019-05-09 |
5.166709547999999 |
4.42557 |
¥-15.1万 |
-14.37% |
跌破0.618止损 |
| 23 |
2019-09-19 |
2019-09-27 |
4.966449487999999 |
4.54545 |
¥-7.7万 |
-8.50% |
跌破0.618止损 |
| 24 |
2019-12-17 |
2019-12-20 |
4.826267446 |
5.16483 |
¥5.8万 |
+6.98% |
重回前高 |
| 25 |
2020-01-23 |
2020-02-03 |
4.856306454999999 |
4.25 |
¥-10.8万 |
-12.51% |
跌破0.618止损 |
| 26 |
2020-08-14 |
2020-09-25 |
5.907671769999999 |
5.43456 |
¥-6.2万 |
-8.04% |
跌破0.618止损 |
| 27 |
2020-11-06 |
2020-11-10 |
6.067879818 |
6.93306 |
¥10.2万 |
+14.22% |
重回前高 |
| 28 |
2020-12-23 |
2021-01-12 |
7.559817264999999 |
6.6233699999999995 |
¥-10.1万 |
-12.41% |
跌破0.618止损 |
| 29 |
2021-03-30 |
2021-05-07 |
9.732638916 |
13.856129999999999 |
¥29.7万 |
+42.32% |
重回前高 |
| 30 |
2021-06-17 |
2021-06-22 |
12.275941677999999 |
11.64834 |
¥-5.2万 |
-5.14% |
跌破0.618止损 |
| 31 |
2021-07-14 |
2021-08-30 |
13.016903899999997 |
17.3826 |
¥31.9万 |
+33.50% |
重回前高 |
| 32 |
2022-01-13 |
2022-02-07 |
12.586344770999998 |
11.07891 |
¥-15.2万 |
-12.00% |
跌破0.618止损 |
| 33 |
2022-03-23 |
2022-04-08 |
13.757866121999998 |
12.7872 |
¥-7.8万 |
-7.08% |
跌破0.618止损 |
| 34 |
2022-08-16 |
2022-09-01 |
10.633809185999999 |
10.17981 |
¥-4.5万 |
-4.30% |
跌破0.618止损 |
| 35 |
2022-11-16 |
2022-12-07 |
10.483614140999999 |
11.878110000000001 |
¥13.3万 |
+13.27% |
重回前高 |
| 36 |
2022-12-22 |
2023-01-12 |
10.964238284999999 |
12.5 |
¥15.9万 |
+13.97% |
重回前高 |
| 37 |
2023-03-13 |
2023-04-17 |
12.826656842999997 |
15.03495 |
¥22.2万 |
+17.18% |
重回前高 |
| 38 |
2023-04-26 |
2023-05-08 |
14.21846426 |
13.6 |
¥-6.5万 |
-4.38% |
跌破0.618止损 |
| 39 |
2023-05-09 |
2023-05-12 |
14.408711316999998 |
13.086899999999998 |
¥-13.3万 |
-9.20% |
跌破0.618止损 |
| 40 |
2023-08-29 |
2023-10-17 |
14.108321227 |
14.135850000000001 |
¥2,166 |
+0.17% |
跌破0.618止损 |
| 41 |
2024-02-22 |
2024-06-21 |
11.625096482999998 |
13.60638 |
¥22.4万 |
+17.01% |
跌破0.618止损 |
| 42 |
2024-11-21 |
2024-12-23 |
14.168399245 |
14.06 |
¥-1.2万 |
-0.79% |
跌破0.618止损 |
| 43 |
2025-01-13 |
2025-02-10 |
15.21976456 |
16.8831 |
¥16.5万 |
+10.90% |
重回前高 |
| 44 |
2025-04-07 |
2025-04-08 |
15.189725550999997 |
14.885100000000001 |
¥-3.1万 |
-2.03% |
跌破0.618止损 |
| 45 |
2025-06-30 |
2025-07-23 |
16.201038854 |
16.94304 |
¥7.6万 |
+4.55% |
重回前高 |
| 46 |
2025-08-04 |
2025-08-11 |
15.590245671 |
16.81317 |
¥13.5万 |
+7.81% |
重回前高 |
| 47 |
2026-02-06 |
2026-03-20 |
30.970218278999997 |
29.06091 |
¥-11.4万 |
-6.19% |
跌破0.618止损 |
| 48 |
2026-04-03 |
2026-05-18 |
32.642389779999995 |
28.961009999999998 |
¥-19.9万 |
-11.30% |
跌破0.618止损 |
| 49 |
2026-08-13 |
2026-09-10 |
26.934978069999996 |
29.000970000000002 |
¥11.7万 |
+7.64% |
重回前高 |
| 50 |
2026-09-28 |
2026-10-16 |
25.533157649999993 |
25.35462 |
¥-1.2万 |
-0.73% |
跌破0.618止损 |
逐笔成交记录（共 100 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 |
8.75875 |
112700.0 |
¥98.7万 |
|
| 2015-06-15 |
重回前高 |
卖出 |
10.90908 |
112700.0 |
¥1.23M |
|
| 2015-06-25 |
黄金分割买点 |
买入 |
9.769759999999998 |
126000.0 |
¥1.23M |
|
| 2015-06-26 |
跌破0.618止损 |
卖出 |
8.7912 |
126000.0 |
¥1.11M |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
5.53553 |
199200.0 |
¥1.10M |
|
| 2015-12-15 |
重回前高 |
卖出 |
7.14285 |
199200.0 |
¥1.42M |
|
| 2016-01-06 |
黄金分割买点 |
买入 |
6.886879999999999 |
208400.0 |
¥1.44M |
|
| 2016-01-22 |
跌破0.618止损 |
卖出 |
5.94405 |
208400.0 |
¥1.24M |
止损触发 |
| 2016-02-24 |
黄金分割买点 |
买入 |
7.137129999999999 |
172300.0 |
¥1.23M |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
6.643350000000001 |
172300.0 |
¥1.14M |
止损触发 |
| 2016-07-06 |
黄金分割买点 |
买入 |
7.4074 |
155200.0 |
¥1.15M |
|
| 2016-07-25 |
跌破0.618止损 |
卖出 |
6.72327 |
155200.0 |
¥1.04M |
止损触发 |
| 2016-08-11 |
黄金分割买点 |
买入 |
6.726719999999999 |
153700.0 |
¥1.03M |
|
| 2016-08-26 |
跌破0.618止损 |
卖出 |
6.553439999999999 |
153700.0 |
¥1.01M |
止损触发 |
| 2016-10-21 |
黄金分割买点 |
买入 |
6.6065999999999985 |
154200.0 |
¥1.02M |
|
| 2016-10-26 |
重回前高 |
卖出 |
7.28271 |
154200.0 |
¥1.12M |
|
| 2016-11-03 |
黄金分割买点 |
买入 |
6.746739999999998 |
164900.0 |
¥1.11M |
|
| 2016-11-14 |
重回前高 |
卖出 |
8.191799999999999 |
164900.0 |
¥1.35M |
|
| 2016-12-02 |
黄金分割买点 |
买入 |
7.487479999999999 |
180800.0 |
¥1.35M |
|
| 2016-12-19 |
跌破0.618止损 |
卖出 |
7.12287 |
180800.0 |
¥1.29M |
止损触发 |
| 2017-02-23 |
黄金分割买点 |
买入 |
7.607599999999999 |
168200.0 |
¥1.28M |
|
| 2017-02-28 |
跌破0.618止损 |
卖出 |
7.302689999999999 |
168200.0 |
¥1.23M |
止损触发 |
| 2017-03-03 |
黄金分割买点 |
买入 |
7.607599999999999 |
158700.0 |
¥1.21M |
|
| 2017-03-20 |
跌破0.618止损 |
卖出 |
7.24275 |
158700.0 |
¥1.15M |
止损触发 |
| 2017-03-24 |
黄金分割买点 |
买入 |
7.367360000000001 |
160500.0 |
¥1.18M |
|
| 2017-04-14 |
重回前高 |
卖出 |
8.181809999999999 |
160500.0 |
¥1.31M |
|
| 2017-05-05 |
黄金分割买点 |
买入 |
7.707699999999999 |
167000.0 |
¥1.29M |
|
| 2017-05-11 |
跌破0.618止损 |
卖出 |
7.112880000000001 |
167000.0 |
¥1.19M |
止损触发 |
| 2017-07-06 |
黄金分割买点 |
买入 |
7.777769999999999 |
155000.0 |
¥1.21M |
|
| 2017-07-20 |
重回前高 |
卖出 |
9.270719999999999 |
155000.0 |
¥1.44M |
|
| 2017-10-12 |
黄金分割买点 |
买入 |
12.5125 |
114300.0 |
¥1.43M |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
11.57841 |
114300.0 |
¥1.32M |
止损触发 |
| 2018-01-05 |
黄金分割买点 |
买入 |
10.8108 |
121600.0 |
¥1.31M |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
9.0909 |
121600.0 |
¥1.11M |
止损触发 |
| 2018-08-29 |
黄金分割买点 |
买入 |
5.6556500000000005 |
196600.0 |
¥1.11M |
|
| 2018-09-11 |
跌破0.618止损 |
卖出 |
5.07492 |
196600.0 |
¥99.7万 |
止损触发 |
| 2018-09-14 |
黄金分割买点 |
买入 |
5.215209999999999 |
193600.0 |
¥1.01M |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
4.53546 |
193600.0 |
¥87.8万 |
止损触发 |
| 2019-01-22 |
黄金分割买点 |
买入 |
4.32432 |
200600.0 |
¥86.8万 |
|
| 2019-01-28 |
跌破0.618止损 |
卖出 |
4.15584 |
200600.0 |
¥83.3万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
4.72472 |
177400.0 |
¥83.8万 |
|
| 2019-04-04 |
重回前高 |
卖出 |
5.914080000000001 |
177400.0 |
¥1.05M |
|
| 2019-04-30 |
黄金分割买点 |
买入 |
5.165159999999999 |
203500.0 |
¥1.05M |
|
| 2019-05-09 |
跌破0.618止损 |
卖出 |
4.42557 |
203500.0 |
¥90.0万 |
止损触发 |
| 2019-09-19 |
黄金分割买点 |
买入 |
4.96496 |
181800.0 |
¥90.3万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
4.54545 |
181800.0 |
¥82.6万 |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
4.82482 |
171200.0 |
¥82.6万 |
|
| 2019-12-20 |
重回前高 |
卖出 |
5.16483 |
171200.0 |
¥88.4万 |
|
| 2020-01-23 |
黄金分割买点 |
买入 |
4.854849999999999 |
178300.0 |
¥86.6万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
4.25 |
178300.0 |
¥75.8万 |
止损触发 |
| 2020-08-14 |
黄金分割买点 |
买入 |
5.9059 |
130800.0 |
¥77.3万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
5.43456 |
130800.0 |
¥71.1万 |
止损触发 |
| 2020-11-06 |
黄金分割买点 |
买入 |
6.066059999999999 |
117800.0 |
¥71.5万 |
|
| 2020-11-10 |
重回前高 |
卖出 |
6.93306 |
117800.0 |
¥81.6万 |
|
| 2020-12-23 |
黄金分割买点 |
买入 |
7.557549999999999 |
107100.0 |
¥81.0万 |
|
| 2021-01-12 |
跌破0.618止损 |
卖出 |
6.6233699999999995 |
107100.0 |
¥70.9万 |
止损触发 |
| 2021-03-30 |
黄金分割买点 |
买入 |
9.72972 |
72100.0 |
¥70.2万 |
|
| 2021-05-07 |
重回前高 |
卖出 |
13.856129999999999 |
72100.0 |
¥99.9万 |
|
| 2021-06-17 |
黄金分割买点 |
买入 |
12.27226 |
82300.0 |
¥1.01M |
|
| 2021-06-22 |
跌破0.618止损 |
卖出 |
11.64834 |
82300.0 |
¥95.8万 |
止损触发 |
| 2021-07-14 |
黄金分割买点 |
买入 |
13.012999999999998 |
73100.0 |
¥95.2万 |
|
| 2021-08-30 |
重回前高 |
卖出 |
17.3826 |
73100.0 |
¥1.27M |
|
| 2022-01-13 |
黄金分割买点 |
买入 |
12.582569999999999 |
100700.0 |
¥1.27M |
|
| 2022-02-07 |
跌破0.618止损 |
卖出 |
11.07891 |
100700.0 |
¥1.12M |
止损触发 |
| 2022-03-23 |
黄金分割买点 |
买入 |
13.753739999999999 |
80200.0 |
¥1.10M |
|
| 2022-04-08 |
跌破0.618止损 |
卖出 |
12.7872 |
80200.0 |
¥1.03M |
止损触发 |
| 2022-08-16 |
黄金分割买点 |
买入 |
10.630619999999999 |
97900.0 |
¥1.04M |
|
| 2022-09-01 |
跌破0.618止损 |
卖出 |
10.17981 |
97900.0 |
¥99.6万 |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
10.480469999999999 |
95600.0 |
¥1.00M |
|
| 2022-12-07 |
重回前高 |
卖出 |
11.878110000000001 |
95600.0 |
¥1.14M |
|
| 2022-12-22 |
黄金分割买点 |
买入 |
10.960949999999999 |
103600.0 |
¥1.14M |
|
| 2023-01-12 |
重回前高 |
卖出 |
12.5 |
103600.0 |
¥1.29M |
|
| 2023-03-13 |
黄金分割买点 |
买入 |
12.822809999999997 |
100600.0 |
¥1.29M |
|
| 2023-04-17 |
重回前高 |
卖出 |
15.03495 |
100600.0 |
¥1.51M |
|
| 2023-04-26 |
黄金分割买点 |
买入 |
14.214199999999998 |
104600.0 |
¥1.49M |
|
| 2023-05-08 |
跌破0.618止损 |
卖出 |
13.6 |
104600.0 |
¥1.42M |
止损触发 |
| 2023-05-09 |
黄金分割买点 |
买入 |
14.404389999999998 |
100600.0 |
¥1.45M |
|
| 2023-05-12 |
跌破0.618止损 |
卖出 |
13.086899999999998 |
100600.0 |
¥1.32M |
止损触发 |
| 2023-08-29 |
黄金分割买点 |
买入 |
14.10409 |
93000.0 |
¥1.31M |
|
| 2023-10-17 |
跌破0.618止损 |
卖出 |
14.135850000000001 |
93000.0 |
¥1.31M |
止损触发 |
| 2024-02-22 |
黄金分割买点 |
买入 |
11.621609999999999 |
113500.0 |
¥1.32M |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
13.60638 |
113500.0 |
¥1.54M |
止损触发 |
| 2024-11-21 |
黄金分割买点 |
买入 |
14.16415 |
108800.0 |
¥1.54M |
|
| 2024-12-23 |
跌破0.618止损 |
卖出 |
14.06 |
108800.0 |
¥1.53M |
止损触发 |
| 2025-01-13 |
黄金分割买点 |
买入 |
15.2152 |
99300.0 |
¥1.51M |
|
| 2025-02-10 |
重回前高 |
卖出 |
16.8831 |
99300.0 |
¥1.68M |
|
| 2025-04-07 |
黄金分割买点 |
买入 |
15.185169999999998 |
100500.0 |
¥1.53M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
14.885100000000001 |
100500.0 |
¥1.50M |
止损触发 |
| 2025-06-30 |
黄金分割买点 |
买入 |
16.19618 |
102600.0 |
¥1.66M |
|
| 2025-07-23 |
重回前高 |
卖出 |
16.94304 |
102600.0 |
¥1.74M |
|
| 2025-08-04 |
黄金分割买点 |
买入 |
15.585569999999999 |
110800.0 |
¥1.73M |
|
| 2025-08-11 |
重回前高 |
卖出 |
16.81317 |
110800.0 |
¥1.86M |
|
| 2026-02-06 |
黄金分割买点 |
买入 |
30.960929999999998 |
59400.0 |
¥1.84M |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
29.06091 |
59400.0 |
¥1.73M |
止损触发 |
| 2026-04-03 |
黄金分割买点 |
买入 |
32.6326 |
53800.0 |
¥1.76M |
|
| 2026-05-18 |
跌破0.618止损 |
卖出 |
28.961009999999998 |
53800.0 |
¥1.56M |
止损触发 |
| 2026-08-13 |
黄金分割买点 |
买入 |
26.926899999999996 |
56800.0 |
¥1.53M |
|
| 2026-09-10 |
重回前高 |
卖出 |
29.000970000000002 |
56800.0 |
¥1.65M |
|
| 2026-09-28 |
黄金分割买点 |
买入 |
25.525499999999997 |
64400.0 |
¥1.64M |
|
| 2026-10-16 |
跌破0.618止损 |
卖出 |
25.35462 |
64400.0 |
¥1.63M |
止损触发 |