000938 紫光股份 — 斐波那契回调 回测明细
数据区间: 2015-05-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥84.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -15.17%）
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 |
2016-01-05 |
2016-01-08 |
82.98776886399999 |
79.4205 |
¥-4.0万 |
-4.33% |
跌破0.618止损 |
| 2 |
2016-04-14 |
2016-04-21 |
65.28477955999999 |
58.941 |
¥-9.4万 |
-9.74% |
跌破0.618止损 |
| 3 |
2016-06-23 |
2016-07-22 |
59.437185807999995 |
68.931 |
¥13.6万 |
+15.94% |
重回前高 |
| 4 |
2016-08-02 |
2016-09-13 |
63.172035926999996 |
61.31862 |
¥-2.9万 |
-2.96% |
跌破0.618止损 |
| 5 |
2017-04-20 |
2017-04-21 |
53.26917596 |
51.69825 |
¥-2.7万 |
-2.98% |
跌破0.618止损 |
| 6 |
2017-06-19 |
2017-06-27 |
54.29050226599999 |
59.93001 |
¥9.7万 |
+10.35% |
重回前高 |
| 7 |
2017-07-13 |
2017-07-21 |
57.15422112399999 |
54.62532 |
¥-4.6万 |
-4.45% |
跌破0.618止损 |
| 8 |
2017-08-21 |
2017-11-10 |
57.354481183999994 |
66.60333 |
¥16.0万 |
+16.09% |
重回前高 |
| 9 |
2017-11-28 |
2017-12-05 |
67.958251361 |
64.90503 |
¥-5.2万 |
-4.52% |
跌破0.618止损 |
| 10 |
2017-12-15 |
2017-12-19 |
68.238615445 |
63.89 |
¥-7.0万 |
-6.40% |
跌破0.618止损 |
| 11 |
2018-01-08 |
2018-01-16 |
70.94212625499999 |
65.52441 |
¥-7.9万 |
-7.66% |
跌破0.618止损 |
| 12 |
2018-03-05 |
2018-03-26 |
67.15721112099999 |
60.0 |
¥-10.2万 |
-10.68% |
跌破0.618止损 |
| 13 |
2018-05-15 |
2018-05-30 |
70.04095598499998 |
67.51241999999999 |
¥-3.1万 |
-3.64% |
跌破0.618止损 |
| 14 |
2019-02-14 |
2019-02-25 |
35.150542 |
38.2 |
¥7.1万 |
+8.64% |
重回前高 |
| 15 |
2019-03-28 |
2019-05-07 |
41.143429327 |
35.2 |
¥-12.8万 |
-14.47% |
跌破0.618止损 |
| 16 |
2019-07-29 |
2019-09-10 |
32.702467797999994 |
36.53343 |
¥8.7万 |
+11.68% |
重回前高 |
| 17 |
2019-09-27 |
2019-10-16 |
32.161765636 |
30.8691 |
¥-3.4万 |
-4.05% |
跌破0.618止损 |
| 18 |
2019-12-18 |
2020-01-03 |
31.64108948 |
32.557410000000004 |
¥2.3万 |
+2.87% |
重回前高 |
| 19 |
2020-02-05 |
2020-02-13 |
30.830036236999998 |
39.85011 |
¥24.5万 |
+29.22% |
重回前高 |
| 20 |
2020-03-13 |
2020-03-24 |
40.933156264 |
36.173790000000004 |
¥-12.1万 |
-11.65% |
跌破0.618止损 |
| 21 |
2020-04-29 |
2020-05-22 |
40.30233707499999 |
40.39956 |
¥2,008 |
+0.21% |
跌破0.618止损 |
| 22 |
2020-07-21 |
2020-07-27 |
44.82821443099999 |
42.84711 |
¥-4.3万 |
-4.45% |
跌破0.618止损 |
| 23 |
2020-08-24 |
2020-08-26 |
45.683701 |
31.278689999999997 |
¥-29.1万 |
-31.55% |
跌破0.618止损 |
| 24 |
2021-01-28 |
2021-01-29 |
21.938489573 |
21.12885 |
¥-2.3万 |
-3.72% |
跌破0.618止损 |
| 25 |
2021-03-02 |
2021-03-08 |
22.318983687 |
21.12885 |
¥-3.3万 |
-5.36% |
跌破0.618止损 |
| 26 |
2021-06-01 |
2021-07-09 |
20.22626606 |
23.28669 |
¥8.7万 |
+15.10% |
重回前高 |
| 27 |
2021-08-16 |
2021-08-27 |
25.523144647 |
23.926049999999996 |
¥-4.2万 |
-6.29% |
跌破0.618止损 |
| 28 |
2021-10-21 |
2021-11-26 |
26.854874046 |
25.02495 |
¥-4.2万 |
-6.84% |
跌破0.618止损 |
| 29 |
2022-06-07 |
2022-08-03 |
18.133548432999998 |
17.882099999999998 |
¥-8,167 |
-1.42% |
跌破0.618止损 |
| 30 |
2022-08-08 |
2022-08-22 |
19.114822727 |
18.37161 |
¥-2.2万 |
-3.92% |
跌破0.618止损 |
| 31 |
2022-11-02 |
2022-11-21 |
17.302469184000003 |
18.96102 |
¥5.3万 |
+9.55% |
重回前高 |
| 32 |
2023-02-20 |
2023-03-02 |
22.819633836999998 |
26.483490000000003 |
¥9.6万 |
+16.02% |
重回前高 |
| 33 |
2023-04-27 |
2023-05-12 |
28.507019540999995 |
27.052919999999997 |
¥-3.5万 |
-5.13% |
跌破0.618止损 |
| 34 |
2023-05-30 |
2023-06-19 |
30.339399089999997 |
35.4645 |
¥11.1万 |
+16.86% |
重回前高 |
| 35 |
2024-02-26 |
2024-03-01 |
18.273730475 |
22.2777 |
¥16.9万 |
+21.87% |
重回前高 |
| 36 |
2024-03-27 |
2024-08-06 |
21.618073476999996 |
21.1788 |
¥-1.9万 |
-2.06% |
跌破0.618止损 |
| 37 |
2024-10-14 |
2025-01-06 |
23.039919902999998 |
24.625349999999997 |
¥6.3万 |
+6.85% |
跌破0.618止损 |
| 38 |
2025-03-04 |
2025-03-24 |
28.707279601 |
27.54243 |
¥-4.0万 |
-4.09% |
跌破0.618止损 |
| 39 |
2025-07-17 |
2025-08-14 |
24.642000382999996 |
25.2747 |
¥2.4万 |
+2.54% |
重回前高 |
| 40 |
2025-10-16 |
2025-10-20 |
28.116512423999996 |
27.52245 |
¥-2.1万 |
-2.14% |
跌破0.618止损 |
| 41 |
2025-10-28 |
2025-11-03 |
28.266707468999996 |
26.973 |
¥-4.3万 |
-4.61% |
跌破0.618止损 |
| 42 |
2026-01-21 |
2026-01-30 |
26.264106869 |
25.26471 |
¥-3.4万 |
-3.83% |
跌破0.618止损 |
| 43 |
2026-03-16 |
2026-03-18 |
25.833547739999997 |
24.4755 |
¥-4.6万 |
-5.29% |
跌破0.618止损 |
| 44 |
2026-03-19 |
2026-03-30 |
25.883612754999998 |
24.52545 |
¥-4.3万 |
-5.28% |
跌破0.618止损 |
| 45 |
2026-05-27 |
2026-06-08 |
28.817422633999996 |
26.88309 |
¥-5.3万 |
-6.74% |
跌破0.618止损 |
| 46 |
2026-07-02 |
2026-07-10 |
29.217942754 |
36.2 |
¥17.0万 |
+23.86% |
重回前高 |
| 47 |
2026-07-30 |
2026-09-11 |
35.04551049999999 |
32.71725 |
¥-5.6万 |
-6.67% |
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 |
|---|
| 2016-01-05 |
黄金分割买点 |
买入 |
82.96287999999998 |
11200.0 |
¥92.9万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
79.4205 |
11200.0 |
¥88.9万 |
止损触发 |
| 2016-04-14 |
黄金分割买点 |
买入 |
65.2652 |
14700.0 |
¥96.0万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
58.941 |
14700.0 |
¥86.6万 |
止损触发 |
| 2016-06-23 |
黄金分割买点 |
买入 |
59.41935999999999 |
14400.0 |
¥85.6万 |
|
| 2016-07-22 |
重回前高 |
卖出 |
68.931 |
14400.0 |
¥99.2万 |
|
| 2016-08-02 |
黄金分割买点 |
买入 |
63.15309 |
15700.0 |
¥99.2万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
61.31862 |
15700.0 |
¥96.2万 |
止损触发 |
| 2017-04-20 |
黄金分割买点 |
买入 |
53.2532 |
17000.0 |
¥90.6万 |
|
| 2017-04-21 |
跌破0.618止损 |
卖出 |
51.69825 |
17000.0 |
¥87.9万 |
止损触发 |
| 2017-06-19 |
黄金分割买点 |
买入 |
54.27421999999999 |
17300.0 |
¥93.9万 |
|
| 2017-06-27 |
重回前高 |
卖出 |
59.93001 |
17300.0 |
¥1.04M |
|
| 2017-07-13 |
黄金分割买点 |
买入 |
57.13707999999999 |
18200.0 |
¥1.04M |
|
| 2017-07-21 |
跌破0.618止损 |
卖出 |
54.62532 |
18200.0 |
¥99.4万 |
止损触发 |
| 2017-08-21 |
黄金分割买点 |
买入 |
57.33727999999999 |
17300.0 |
¥99.2万 |
|
| 2017-11-10 |
重回前高 |
卖出 |
66.60333 |
17300.0 |
¥1.15M |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
67.93787 |
16900.0 |
¥1.15M |
|
| 2017-12-05 |
跌破0.618止损 |
卖出 |
64.90503 |
16900.0 |
¥1.10M |
止损触发 |
| 2017-12-15 |
黄金分割买点 |
买入 |
68.21815 |
16100.0 |
¥1.10M |
|
| 2017-12-19 |
跌破0.618止损 |
卖出 |
63.89 |
16100.0 |
¥1.03M |
止损触发 |
| 2018-01-08 |
黄金分割买点 |
买入 |
70.92084999999999 |
14500.0 |
¥1.03M |
|
| 2018-01-16 |
跌破0.618止损 |
卖出 |
65.52441 |
14500.0 |
¥95.0万 |
止损触发 |
| 2018-03-05 |
黄金分割买点 |
买入 |
67.13706999999998 |
14200.0 |
¥95.4万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
60.0 |
14200.0 |
¥85.2万 |
止损触发 |
| 2018-05-15 |
黄金分割买点 |
买入 |
70.01995 |
12100.0 |
¥84.7万 |
|
| 2018-05-30 |
跌破0.618止损 |
卖出 |
67.51241999999999 |
12100.0 |
¥81.7万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
35.14 |
23300.0 |
¥81.9万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
38.2 |
23300.0 |
¥89.0万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
41.13109 |
21500.0 |
¥88.5万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
35.2 |
21500.0 |
¥75.7万 |
止损触发 |
| 2019-07-29 |
黄金分割买点 |
买入 |
32.69266 |
22900.0 |
¥74.9万 |
|
| 2019-09-10 |
重回前高 |
卖出 |
36.53343 |
22900.0 |
¥83.6万 |
|
| 2019-09-27 |
黄金分割买点 |
买入 |
32.15212 |
26400.0 |
¥84.9万 |
|
| 2019-10-16 |
跌破0.618止损 |
卖出 |
30.8691 |
26400.0 |
¥81.5万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
31.631600000000002 |
25800.0 |
¥81.6万 |
|
| 2020-01-03 |
重回前高 |
卖出 |
32.557410000000004 |
25800.0 |
¥84.0万 |
|
| 2020-02-05 |
黄金分割买点 |
买入 |
30.820789999999995 |
27200.0 |
¥83.9万 |
|
| 2020-02-13 |
重回前高 |
卖出 |
39.85011 |
27200.0 |
¥1.08M |
|
| 2020-03-13 |
黄金分割买点 |
买入 |
40.92088 |
25400.0 |
¥1.04M |
|
| 2020-03-24 |
跌破0.618止损 |
卖出 |
36.173790000000004 |
25400.0 |
¥91.9万 |
止损触发 |
| 2020-04-29 |
黄金分割买点 |
买入 |
40.29024999999999 |
23600.0 |
¥95.1万 |
|
| 2020-05-22 |
跌破0.618止损 |
卖出 |
40.39956 |
23600.0 |
¥95.3万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
44.814769999999996 |
21400.0 |
¥95.9万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
42.84711 |
21400.0 |
¥91.7万 |
止损触发 |
| 2020-08-24 |
黄金分割买点 |
买入 |
45.67 |
20200.0 |
¥92.3万 |
|
| 2020-08-26 |
跌破0.618止损 |
卖出 |
31.278689999999997 |
20200.0 |
¥63.2万 |
止损触发 |
| 2021-01-28 |
黄金分割买点 |
买入 |
21.93191 |
28300.0 |
¥62.1万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
21.12885 |
28300.0 |
¥59.8万 |
止损触发 |
| 2021-03-02 |
黄金分割买点 |
买入 |
22.312289999999997 |
27200.0 |
¥60.7万 |
|
| 2021-03-08 |
跌破0.618止损 |
卖出 |
21.12885 |
27200.0 |
¥57.5万 |
止损触发 |
| 2021-06-01 |
黄金分割买点 |
买入 |
20.2202 |
28600.0 |
¥57.8万 |
|
| 2021-07-09 |
重回前高 |
卖出 |
23.28669 |
28600.0 |
¥66.6万 |
|
| 2021-08-16 |
黄金分割买点 |
买入 |
25.515489999999996 |
25900.0 |
¥66.1万 |
|
| 2021-08-27 |
跌破0.618止损 |
卖出 |
23.926049999999996 |
25900.0 |
¥61.9万 |
止损触发 |
| 2021-10-21 |
黄金分割买点 |
买入 |
26.846819999999997 |
22900.0 |
¥61.5万 |
|
| 2021-11-26 |
跌破0.618止损 |
卖出 |
25.02495 |
22900.0 |
¥57.3万 |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
18.12811 |
31800.0 |
¥57.7万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
17.882099999999998 |
31800.0 |
¥56.8万 |
止损触发 |
| 2022-08-08 |
黄金分割买点 |
买入 |
19.10909 |
29800.0 |
¥57.0万 |
|
| 2022-08-22 |
跌破0.618止损 |
卖出 |
18.37161 |
29800.0 |
¥54.7万 |
止损触发 |
| 2022-11-02 |
黄金分割买点 |
买入 |
17.29728 |
31800.0 |
¥55.0万 |
|
| 2022-11-21 |
重回前高 |
卖出 |
18.96102 |
31800.0 |
¥60.3万 |
|
| 2023-02-20 |
黄金分割买点 |
买入 |
22.812789999999996 |
26300.0 |
¥60.0万 |
|
| 2023-03-02 |
重回前高 |
卖出 |
26.483490000000003 |
26300.0 |
¥69.6万 |
|
| 2023-04-27 |
黄金分割买点 |
买入 |
28.498469999999994 |
23900.0 |
¥68.1万 |
|
| 2023-05-12 |
跌破0.618止损 |
卖出 |
27.052919999999997 |
23900.0 |
¥64.6万 |
止损触发 |
| 2023-05-30 |
黄金分割买点 |
买入 |
30.330299999999994 |
21700.0 |
¥65.8万 |
|
| 2023-06-19 |
重回前高 |
卖出 |
35.4645 |
21700.0 |
¥76.9万 |
|
| 2024-02-26 |
黄金分割买点 |
买入 |
18.26825 |
42300.0 |
¥77.3万 |
|
| 2024-03-01 |
重回前高 |
卖出 |
22.2777 |
42300.0 |
¥94.2万 |
|
| 2024-03-27 |
黄金分割买点 |
买入 |
21.611589999999996 |
43600.0 |
¥94.3万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
21.1788 |
43600.0 |
¥92.3万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
23.033009999999997 |
40100.0 |
¥92.4万 |
|
| 2025-01-06 |
跌破0.618止损 |
卖出 |
24.625349999999997 |
40100.0 |
¥98.7万 |
止损触发 |
| 2025-03-04 |
黄金分割买点 |
买入 |
28.69867 |
33700.0 |
¥96.7万 |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
27.54243 |
33700.0 |
¥92.8万 |
止损触发 |
| 2025-07-17 |
黄金分割买点 |
买入 |
24.634609999999995 |
38300.0 |
¥94.4万 |
|
| 2025-08-14 |
重回前高 |
卖出 |
25.2747 |
38300.0 |
¥96.8万 |
|
| 2025-10-16 |
黄金分割买点 |
买入 |
28.108079999999994 |
34100.0 |
¥95.9万 |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
27.52245 |
34100.0 |
¥93.8万 |
止损触发 |
| 2025-10-28 |
黄金分割买点 |
买入 |
28.258229999999998 |
33200.0 |
¥93.8万 |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
26.973 |
33200.0 |
¥89.5万 |
止损触发 |
| 2026-01-21 |
黄金分割买点 |
买入 |
26.25623 |
33900.0 |
¥89.0万 |
|
| 2026-01-30 |
跌破0.618止损 |
卖出 |
25.26471 |
33900.0 |
¥85.6万 |
止损触发 |
| 2026-03-16 |
黄金分割买点 |
买入 |
25.825799999999997 |
33800.0 |
¥87.3万 |
|
| 2026-03-18 |
跌破0.618止损 |
卖出 |
24.4755 |
33800.0 |
¥82.7万 |
止损触发 |
| 2026-03-19 |
黄金分割买点 |
买入 |
25.87585 |
31400.0 |
¥81.3万 |
|
| 2026-03-30 |
跌破0.618止损 |
卖出 |
24.52545 |
31400.0 |
¥77.0万 |
止损触发 |
| 2026-05-27 |
黄金分割买点 |
买入 |
28.80878 |
27100.0 |
¥78.1万 |
|
| 2026-06-08 |
跌破0.618止损 |
卖出 |
26.88309 |
27100.0 |
¥72.8万 |
止损触发 |
| 2026-07-02 |
黄金分割买点 |
买入 |
29.20918 |
24400.0 |
¥71.3万 |
|
| 2026-07-10 |
重回前高 |
卖出 |
36.2 |
24400.0 |
¥88.3万 |
|
| 2026-07-30 |
黄金分割买点 |
买入 |
35.035 |
24100.0 |
¥84.5万 |
|
| 2026-09-11 |
跌破0.618止损 |
卖出 |
32.71725 |
24100.0 |
¥78.8万 |
止损触发 |