000858 五粮液 — 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: ¥2.01M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +101.26%）
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 42 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 |
2015-06-09 |
24.83224744 |
29.15082 |
¥17.3万 |
+17.36% |
重回前高 |
| 2 |
2015-07-14 |
2015-07-15 |
27.485693235 |
25.8741 |
¥-6.7万 |
-5.89% |
跌破0.618止损 |
| 3 |
2016-01-05 |
2016-01-08 |
25.53315765 |
25.65432 |
¥4,868 |
+0.44% |
跌破0.618止损 |
| 4 |
2016-03-08 |
2016-04-07 |
25.317593000000002 |
28.461509999999997 |
¥13.7万 |
+12.38% |
重回前高 |
| 5 |
2016-04-21 |
2016-05-04 |
26.163976839 |
30.869100000000003 |
¥22.3万 |
+17.95% |
重回前高 |
| 6 |
2016-08-03 |
2016-09-08 |
34.534847346999996 |
33.54642 |
¥-4.2万 |
-2.89% |
跌破0.618止损 |
| 7 |
2016-10-27 |
2016-12-28 |
34.890464 |
34.275690000000004 |
¥-2.5万 |
-1.79% |
跌破0.618止损 |
| 8 |
2017-05-09 |
2017-05-17 |
42.585301759 |
47.37258 |
¥15.7万 |
+11.21% |
重回前高 |
| 9 |
2017-08-23 |
2017-09-08 |
53.789852115999985 |
52.907039999999995 |
¥-2.6万 |
-1.67% |
跌破0.618止损 |
| 10 |
2017-09-15 |
2017-10-10 |
54.881269442999994 |
58.48146 |
¥10.0万 |
+6.53% |
重回前高 |
| 11 |
2017-11-30 |
2017-12-19 |
66.306105866 |
76.5 |
¥24.9万 |
+15.34% |
重回前高 |
| 12 |
2018-01-31 |
2018-02-08 |
81.42574039599998 |
70.85 |
¥-24.4万 |
-13.01% |
跌破0.618止损 |
| 13 |
2018-02-23 |
2018-03-01 |
80.11403700299999 |
73.72619999999999 |
¥-13.0万 |
-8.00% |
跌破0.618止损 |
| 14 |
2018-05-08 |
2018-06-05 |
75.89856273999999 |
81.918 |
¥11.8万 |
+7.90% |
重回前高 |
| 15 |
2018-06-28 |
2018-07-04 |
75.317808566 |
72.00792 |
¥-7.0万 |
-4.42% |
跌破0.618止损 |
| 16 |
2018-10-08 |
2018-10-09 |
65.965663764 |
63.49644 |
¥-5.7万 |
-3.77% |
跌破0.618止损 |
| 17 |
2019-08-06 |
2019-08-21 |
116.95187503999999 |
129.36051 |
¥15.7万 |
+10.58% |
重回前高 |
| 18 |
2019-09-17 |
2019-10-25 |
130.26916903 |
125.02485000000001 |
¥-6.7万 |
-4.05% |
跌破0.618止损 |
| 19 |
2019-10-29 |
2019-11-25 |
131.17033929999997 |
128.17170000000002 |
¥-3.7万 |
-2.32% |
跌破0.618止损 |
| 20 |
2020-02-20 |
2020-03-02 |
127.16513809999996 |
119.9799 |
¥-8.8万 |
-5.68% |
跌破0.618止损 |
| 21 |
2020-03-10 |
2020-03-17 |
126.46422788999998 |
114.3855 |
¥-13.9万 |
-9.58% |
跌破0.618止损 |
| 22 |
2020-04-08 |
2020-05-08 |
124.30141924199998 |
142.50735 |
¥19.3万 |
+14.61% |
重回前高 |
| 23 |
2020-09-24 |
2020-11-05 |
218.36356942400002 |
255.73401 |
¥25.7万 |
+17.08% |
重回前高 |
| 24 |
2021-01-15 |
2021-02-18 |
288.37448639999997 |
354.13551 |
¥40.0万 |
+22.77% |
重回前高 |
| 25 |
2021-02-23 |
2021-02-26 |
306.39789179999997 |
280.27944 |
¥-18.1万 |
-8.55% |
跌破0.618止损 |
| 26 |
2021-05-18 |
2021-05-26 |
298.397502403 |
320.1795 |
¥14.3万 |
+7.27% |
重回前高 |
| 27 |
2021-06-17 |
2021-07-07 |
291.48853033299997 |
279.72 |
¥-8.5万 |
-4.07% |
跌破0.618止损 |
| 28 |
2021-10-14 |
2021-10-19 |
238.30947139999995 |
213.0 |
¥-21.6万 |
-10.65% |
跌破0.618止损 |
| 29 |
2021-11-26 |
2021-12-09 |
223.14978485799998 |
244.755 |
¥17.7万 |
+9.65% |
重回前高 |
| 30 |
2021-12-22 |
2022-01-07 |
232.80231975 |
219.25053 |
¥-11.7万 |
-5.85% |
跌破0.618止损 |
| 31 |
2022-06-02 |
2022-06-07 |
169.24978970899997 |
172.9269 |
¥4.0万 |
+2.14% |
重回前高 |
| 32 |
2022-08-01 |
2022-08-19 |
178.73210355 |
172.3275 |
¥-7.0万 |
-3.61% |
跌破0.618止损 |
| 33 |
2022-11-30 |
2022-12-12 |
155.00128644000003 |
181.818 |
¥32.1万 |
+17.27% |
重回前高 |
| 34 |
2023-03-09 |
2023-03-20 |
199.25875969999996 |
189.81 |
¥-10.4万 |
-4.77% |
跌破0.618止损 |
| 35 |
2023-06-16 |
2023-06-21 |
182.83743477999997 |
173.81601 |
¥-10.3万 |
-4.96% |
跌破0.618止损 |
| 36 |
2023-08-08 |
2023-08-15 |
176.409086854 |
168.44139 |
¥-8.9万 |
-4.55% |
跌破0.618止损 |
| 37 |
2023-11-16 |
2023-11-28 |
157.2041471 |
149.14070999999998 |
¥-9.6万 |
-5.16% |
跌破0.618止损 |
| 38 |
2024-02-22 |
2024-03-13 |
140.292185033 |
147.3525 |
¥8.8万 |
+5.00% |
重回前高 |
| 39 |
2024-04-11 |
2024-06-07 |
142.702798 |
145.3545 |
¥3.4万 |
+1.83% |
跌破0.618止损 |
| 40 |
2024-09-26 |
2024-09-27 |
122.25876663 |
141.65820000000002 |
¥30.2万 |
+15.83% |
重回前高 |
| 41 |
2024-10-10 |
2024-12-25 |
147.86201530099996 |
143.33651999999998 |
¥-6.8万 |
-3.09% |
跌破0.618止损 |
| 42 |
2025-03-18 |
2025-04-01 |
140.40232806599997 |
131.29857 |
¥-14.0万 |
-6.51% |
跌破0.618止损 |
逐笔成交记录（共 84 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 |
24.8248 |
40200.0 |
¥99.8万 |
|
| 2015-06-09 |
重回前高 |
卖出 |
29.15082 |
40200.0 |
¥1.17M |
|
| 2015-07-14 |
黄金分割买点 |
买入 |
27.477449999999997 |
41200.0 |
¥1.13M |
|
| 2015-07-15 |
跌破0.618止损 |
卖出 |
25.8741 |
41200.0 |
¥1.07M |
止损触发 |
| 2016-01-05 |
黄金分割买点 |
买入 |
25.525499999999997 |
42900.0 |
¥1.10M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
25.65432 |
42900.0 |
¥1.10M |
止损触发 |
| 2016-03-08 |
黄金分割买点 |
买入 |
25.31 |
43600.0 |
¥1.10M |
|
| 2016-04-07 |
重回前高 |
卖出 |
28.461509999999997 |
43600.0 |
¥1.24M |
|
| 2016-04-21 |
黄金分割买点 |
买入 |
26.156129999999997 |
47400.0 |
¥1.24M |
|
| 2016-05-04 |
重回前高 |
卖出 |
30.869100000000003 |
47400.0 |
¥1.46M |
|
| 2016-08-03 |
黄金分割买点 |
买入 |
34.52449 |
42300.0 |
¥1.46M |
|
| 2016-09-08 |
跌破0.618止损 |
卖出 |
33.54642 |
42300.0 |
¥1.42M |
止损触发 |
| 2016-10-27 |
黄金分割买点 |
买入 |
34.88 |
40700.0 |
¥1.42M |
|
| 2016-12-28 |
跌破0.618止损 |
卖出 |
34.275690000000004 |
40700.0 |
¥1.39M |
止损触发 |
| 2017-05-09 |
黄金分割买点 |
买入 |
42.57252999999999 |
32800.0 |
¥1.40M |
|
| 2017-05-17 |
重回前高 |
卖出 |
47.37258 |
32800.0 |
¥1.55M |
|
| 2017-08-23 |
黄金分割买点 |
买入 |
53.77371999999999 |
28700.0 |
¥1.54M |
|
| 2017-09-08 |
跌破0.618止损 |
卖出 |
52.907039999999995 |
28700.0 |
¥1.52M |
止损触发 |
| 2017-09-15 |
黄金分割买点 |
买入 |
54.86481 |
27800.0 |
¥1.53M |
|
| 2017-10-10 |
重回前高 |
卖出 |
58.48146 |
27800.0 |
¥1.63M |
|
| 2017-11-30 |
黄金分割买点 |
买入 |
66.28621999999999 |
24500.0 |
¥1.62M |
|
| 2017-12-19 |
重回前高 |
卖出 |
76.5 |
24500.0 |
¥1.87M |
|
| 2018-01-31 |
黄金分割买点 |
买入 |
81.40131999999998 |
23000.0 |
¥1.87M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
70.85 |
23000.0 |
¥1.63M |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
80.09000999999999 |
20300.0 |
¥1.63M |
|
| 2018-03-01 |
跌破0.618止损 |
卖出 |
73.72619999999999 |
20300.0 |
¥1.50M |
止损触发 |
| 2018-05-08 |
黄金分割买点 |
买入 |
75.87579999999998 |
19700.0 |
¥1.50M |
|
| 2018-06-05 |
重回前高 |
卖出 |
81.918 |
19700.0 |
¥1.61M |
|
| 2018-06-28 |
黄金分割买点 |
买入 |
75.29521999999999 |
21100.0 |
¥1.59M |
|
| 2018-07-04 |
跌破0.618止损 |
卖出 |
72.00792 |
21100.0 |
¥1.52M |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
65.94587999999999 |
22800.0 |
¥1.50M |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
63.49644 |
22800.0 |
¥1.45M |
止损触发 |
| 2019-08-06 |
黄金分割买点 |
买入 |
116.9168 |
12700.0 |
¥1.49M |
|
| 2019-08-21 |
重回前高 |
卖出 |
129.36051 |
12700.0 |
¥1.64M |
|
| 2019-09-17 |
黄金分割买点 |
买入 |
130.2301 |
12600.0 |
¥1.64M |
|
| 2019-10-25 |
跌破0.618止损 |
卖出 |
125.02485000000001 |
12600.0 |
¥1.57M |
止损触发 |
| 2019-10-29 |
黄金分割买点 |
买入 |
131.13099999999997 |
12100.0 |
¥1.59M |
|
| 2019-11-25 |
跌破0.618止损 |
卖出 |
128.17170000000002 |
12100.0 |
¥1.55M |
止损触发 |
| 2020-02-20 |
黄金分割买点 |
买入 |
127.12699999999997 |
12200.0 |
¥1.55M |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
119.9799 |
12200.0 |
¥1.46M |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
126.42629999999997 |
11500.0 |
¥1.45M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
114.3855 |
11500.0 |
¥1.32M |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
124.26413999999998 |
10600.0 |
¥1.32M |
|
| 2020-05-08 |
重回前高 |
卖出 |
142.50735 |
10600.0 |
¥1.51M |
|
| 2020-09-24 |
黄金分割买点 |
买入 |
218.29808000000003 |
6900.0 |
¥1.51M |
|
| 2020-11-05 |
重回前高 |
卖出 |
255.73401 |
6900.0 |
¥1.76M |
|
| 2021-01-15 |
黄金分割买点 |
买入 |
288.28799999999995 |
6100.0 |
¥1.76M |
|
| 2021-02-18 |
重回前高 |
卖出 |
354.13551 |
6100.0 |
¥2.16M |
|
| 2021-02-23 |
黄金分割买点 |
买入 |
306.306 |
6900.0 |
¥2.11M |
|
| 2021-02-26 |
跌破0.618止损 |
卖出 |
280.27944 |
6900.0 |
¥1.93M |
止损触发 |
| 2021-05-18 |
黄金分割买点 |
买入 |
298.30800999999997 |
6600.0 |
¥1.97M |
|
| 2021-05-26 |
重回前高 |
卖出 |
320.1795 |
6600.0 |
¥2.11M |
|
| 2021-06-17 |
黄金分割买点 |
买入 |
291.40110999999996 |
7200.0 |
¥2.10M |
|
| 2021-07-07 |
跌破0.618止损 |
卖出 |
279.72 |
7200.0 |
¥2.01M |
止损触发 |
| 2021-10-14 |
黄金分割买点 |
买入 |
238.23799999999997 |
8500.0 |
¥2.03M |
|
| 2021-10-19 |
跌破0.618止损 |
卖出 |
213.0 |
8500.0 |
¥1.81M |
止损触发 |
| 2021-11-26 |
黄金分割买点 |
买入 |
223.08285999999998 |
8200.0 |
¥1.83M |
|
| 2021-12-09 |
重回前高 |
卖出 |
244.755 |
8200.0 |
¥2.01M |
|
| 2021-12-22 |
黄金分割买点 |
买入 |
232.7325 |
8600.0 |
¥2.00M |
|
| 2022-01-07 |
跌破0.618止损 |
卖出 |
219.25053 |
8600.0 |
¥1.88M |
止损触发 |
| 2022-06-02 |
黄金分割买点 |
买入 |
169.19903 |
11000.0 |
¥1.86M |
|
| 2022-06-07 |
重回前高 |
卖出 |
172.9269 |
11000.0 |
¥1.90M |
|
| 2022-08-01 |
黄金分割买点 |
买入 |
178.67849999999999 |
10800.0 |
¥1.93M |
|
| 2022-08-19 |
跌破0.618止损 |
卖出 |
172.3275 |
10800.0 |
¥1.86M |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
154.9548 |
12000.0 |
¥1.86M |
|
| 2022-12-12 |
重回前高 |
卖出 |
181.818 |
12000.0 |
¥2.18M |
|
| 2023-03-09 |
黄金分割买点 |
买入 |
199.19899999999996 |
10900.0 |
¥2.17M |
|
| 2023-03-20 |
跌破0.618止损 |
卖出 |
189.81 |
10900.0 |
¥2.07M |
止损触发 |
| 2023-06-16 |
黄金分割买点 |
买入 |
182.78259999999997 |
11400.0 |
¥2.08M |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
173.81601 |
11400.0 |
¥1.98M |
止损触发 |
| 2023-08-08 |
黄金分割买点 |
买入 |
176.35618 |
11100.0 |
¥1.96M |
|
| 2023-08-15 |
跌破0.618止损 |
卖出 |
168.44139 |
11100.0 |
¥1.87M |
止损触发 |
| 2023-11-16 |
黄金分割买点 |
买入 |
157.15699999999998 |
11900.0 |
¥1.87M |
|
| 2023-11-28 |
跌破0.618止损 |
卖出 |
149.14070999999998 |
11900.0 |
¥1.77M |
止损触发 |
| 2024-02-22 |
黄金分割买点 |
买入 |
140.25011 |
12600.0 |
¥1.77M |
|
| 2024-03-13 |
重回前高 |
卖出 |
147.3525 |
12600.0 |
¥1.86M |
|
| 2024-04-11 |
黄金分割买点 |
买入 |
142.66 |
13100.0 |
¥1.87M |
|
| 2024-06-07 |
跌破0.618止损 |
卖出 |
145.3545 |
13100.0 |
¥1.90M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
122.22209999999998 |
15600.0 |
¥1.91M |
|
| 2024-09-27 |
重回前高 |
卖出 |
141.65820000000002 |
15600.0 |
¥2.21M |
|
| 2024-10-10 |
黄金分割买点 |
买入 |
147.81766999999996 |
14900.0 |
¥2.20M |
|
| 2024-12-25 |
跌破0.618止损 |
卖出 |
143.33651999999998 |
14900.0 |
¥2.14M |
止损触发 |
| 2025-03-18 |
黄金分割买点 |
买入 |
140.36021999999997 |
15300.0 |
¥2.15M |
|
| 2025-04-01 |
跌破0.618止损 |
卖出 |
131.29857 |
15300.0 |
¥2.01M |
止损触发 |