000963 华东医药 — 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: ¥74.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -25.68%）
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 |
2015-05-08 |
2015-08-18 |
65.535104635 |
86.85306 |
¥32.2万 |
+32.49% |
重回前高 |
| 2 |
2015-08-19 |
2015-08-25 |
77.69089027700001 |
65.05 |
¥-21.0万 |
-16.30% |
跌破0.618止损 |
| 3 |
2015-10-29 |
2015-12-22 |
76.61949895599999 |
82.3176 |
¥8.2万 |
+7.40% |
重回前高 |
| 4 |
2016-04-08 |
2016-04-21 |
70.32109 |
68.0319 |
¥-3.9万 |
-3.28% |
跌破0.618止损 |
| 5 |
2016-05-04 |
2016-05-09 |
70.091021 |
67.54239 |
¥-4.2万 |
-3.67% |
跌破0.618止损 |
| 6 |
2016-06-06 |
2016-06-17 |
66.336144875 |
63.55 |
¥-4.7万 |
-4.23% |
跌破0.618止损 |
| 7 |
2016-06-27 |
2016-07-13 |
65.94563775799999 |
71.6283 |
¥9.1万 |
+8.58% |
重回前高 |
| 8 |
2016-08-12 |
2016-08-26 |
67.37749718699999 |
67.22271 |
¥-2,992 |
-0.26% |
跌破0.618止损 |
| 9 |
2017-08-18 |
2017-08-30 |
48.0624144 |
46.83 |
¥-3.0万 |
-2.59% |
跌破0.618止损 |
| 10 |
2017-11-15 |
2017-11-30 |
51.717160494999995 |
49.79016 |
¥-4.2万 |
-3.75% |
跌破0.618止损 |
| 11 |
2018-02-06 |
2018-03-06 |
52.17775863299999 |
58.86108 |
¥13.3万 |
+12.77% |
重回前高 |
| 12 |
2018-06-12 |
2018-06-14 |
72.01351757599998 |
47.74221 |
¥-40.6万 |
-33.72% |
跌破0.618止损 |
| 13 |
2018-09-06 |
2018-09-11 |
44.077239206 |
42.837120000000006 |
¥-2.3万 |
-2.84% |
跌破0.618止损 |
| 14 |
2019-02-13 |
2019-03-19 |
30.860075245999994 |
34.225739999999995 |
¥8.5万 |
+10.87% |
重回前高 |
| 15 |
2019-05-24 |
2019-05-28 |
33.84395014 |
30.68928 |
¥-8.1万 |
-9.35% |
跌破0.618止损 |
| 16 |
2019-08-21 |
2019-09-25 |
28.426915516999998 |
26.753220000000002 |
¥-4.6万 |
-5.92% |
跌破0.618止损 |
| 17 |
2020-01-13 |
2020-01-20 |
25.042520503000002 |
20.62935 |
¥-13.1万 |
-17.65% |
跌破0.618止损 |
| 18 |
2020-07-29 |
2020-09-08 |
26.133937829999997 |
25.8741 |
¥-6,262 |
-1.02% |
跌破0.618止损 |
| 19 |
2020-10-23 |
2020-11-05 |
27.055134105999997 |
31.458509999999997 |
¥9.8万 |
+16.24% |
重回前高 |
| 20 |
2020-11-11 |
2020-12-01 |
30.539659149999995 |
27.972 |
¥-5.9万 |
-8.44% |
跌破0.618止损 |
| 21 |
2020-12-09 |
2020-12-14 |
29.438228819999996 |
28.11186 |
¥-2.9万 |
-4.53% |
跌破0.618止损 |
| 22 |
2020-12-16 |
2020-12-25 |
29.478280831999996 |
27.991979999999995 |
¥-3.1万 |
-5.07% |
跌破0.618止损 |
| 23 |
2021-03-01 |
2021-03-19 |
31.931466566999998 |
41.548410000000004 |
¥17.6万 |
+30.08% |
重回前高 |
| 24 |
2021-03-26 |
2021-05-06 |
35.155653533 |
53.88606000000001 |
¥40.0万 |
+53.23% |
重回前高 |
| 25 |
2021-06-09 |
2021-07-07 |
45.95968376999999 |
41.5584 |
¥-11.1万 |
-9.60% |
跌破0.618止损 |
| 26 |
2021-10-29 |
2021-12-28 |
35.24577056 |
38.57139 |
¥9.8万 |
+9.40% |
重回前高 |
| 27 |
2022-01-19 |
2022-01-24 |
39.14082872699999 |
36.18378 |
¥-8.7万 |
-7.58% |
跌破0.618止损 |
| 28 |
2022-05-05 |
2022-06-10 |
33.84395013999999 |
40.259699999999995 |
¥19.9万 |
+18.92% |
重回前高 |
| 29 |
2022-08-15 |
2022-08-22 |
43.005847885 |
40.53942 |
¥-7.2万 |
-5.76% |
跌破0.618止损 |
| 30 |
2022-10-25 |
2022-11-28 |
42.77554881599999 |
39.25071 |
¥-9.7万 |
-8.27% |
跌破0.618止损 |
| 31 |
2022-12-02 |
2022-12-28 |
42.15474263 |
46.40355 |
¥10.9万 |
+10.05% |
重回前高 |
| 32 |
2023-03-02 |
2023-03-09 |
47.261374159999995 |
45.414539999999995 |
¥-4.7万 |
-3.94% |
跌破0.618止损 |
| 33 |
2023-04-11 |
2023-04-17 |
48.092453409 |
44.97498 |
¥-7.5万 |
-6.51% |
跌破0.618止损 |
| 34 |
2023-07-06 |
2023-08-03 |
44.883461000000004 |
41.37858 |
¥-8.4万 |
-7.84% |
跌破0.618止损 |
| 35 |
2023-09-26 |
2023-10-23 |
41.393754402 |
39.95001 |
¥-3.5万 |
-3.52% |
跌破0.618止损 |
| 36 |
2023-11-08 |
2023-12-06 |
41.233546354 |
39.69027 |
¥-3.6万 |
-3.77% |
跌破0.618止损 |
| 37 |
2024-05-28 |
2024-05-29 |
31.420803413999995 |
30.8691 |
¥-1.6万 |
-1.79% |
跌破0.618止损 |
| 38 |
2024-06-05 |
2024-06-17 |
32.572298759 |
30.679290000000005 |
¥-5.3万 |
-5.84% |
跌破0.618止损 |
| 39 |
2024-08-23 |
2024-09-18 |
29.688553894999995 |
27.572400000000002 |
¥-6.1万 |
-7.16% |
跌破0.618止损 |
| 40 |
2024-10-14 |
2024-12-02 |
33.26319596599999 |
38.941019999999995 |
¥13.5万 |
+17.03% |
重回前高 |
| 41 |
2024-12-27 |
2025-01-02 |
36.026784793999994 |
34.64532 |
¥-3.6万 |
-3.86% |
跌破0.618止损 |
| 42 |
2025-02-25 |
2025-03-28 |
35.095575515 |
36.573389999999996 |
¥3.7万 |
+4.18% |
重回前高 |
| 43 |
2025-04-28 |
2025-05-19 |
37.478670228999995 |
40.4595 |
¥7.3万 |
+7.92% |
重回前高 |
| 44 |
2025-06-24 |
2025-07-09 |
40.02197299099999 |
38.98098 |
¥-2.6万 |
-2.63% |
跌破0.618止损 |
| 45 |
2025-07-17 |
2025-09-17 |
42.09466461199999 |
42.057900000000004 |
¥-1,131 |
-0.12% |
跌破0.618止损 |
| 46 |
2025-11-14 |
2025-11-18 |
43.476459026 |
42.03792 |
¥-3.2万 |
-3.34% |
跌破0.618止损 |
| 47 |
2025-12-05 |
2025-12-16 |
42.43510671399999 |
40.009949999999996 |
¥-5.4万 |
-5.74% |
跌破0.618止损 |
| 48 |
2026-04-03 |
2026-04-14 |
36.347200889999996 |
34.97499 |
¥-3.3万 |
-3.80% |
跌破0.618止损 |
| 49 |
2026-07-16 |
2026-07-27 |
31.000257287999997 |
28.42155 |
¥-7.0万 |
-8.35% |
跌破0.618止损 |
| 50 |
2026-08-11 |
2026-08-24 |
29.388163804999998 |
27.7722 |
¥-4.3万 |
-5.53% |
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 |
|---|
| 2015-05-08 |
黄金分割买点 |
买入 |
65.51545 |
15100.0 |
¥99.0万 |
|
| 2015-08-18 |
重回前高 |
卖出 |
86.85306 |
15100.0 |
¥1.31M |
|
| 2015-08-19 |
黄金分割买点 |
买入 |
77.66758999999999 |
16600.0 |
¥1.29M |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
65.05 |
16600.0 |
¥1.08M |
止损触发 |
| 2015-10-29 |
黄金分割买点 |
买入 |
76.59651999999998 |
14400.0 |
¥1.10M |
|
| 2015-12-22 |
重回前高 |
卖出 |
82.3176 |
14400.0 |
¥1.19M |
|
| 2016-04-08 |
黄金分割买点 |
买入 |
70.3 |
16800.0 |
¥1.18M |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
68.0319 |
16800.0 |
¥1.14M |
止损触发 |
| 2016-05-04 |
黄金分割买点 |
买入 |
70.07 |
16300.0 |
¥1.14M |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
67.54239 |
16300.0 |
¥1.10M |
止损触发 |
| 2016-06-06 |
黄金分割买点 |
买入 |
66.31625 |
16700.0 |
¥1.11M |
|
| 2016-06-17 |
跌破0.618止损 |
卖出 |
63.55 |
16700.0 |
¥1.06M |
止损触发 |
| 2016-06-27 |
黄金分割买点 |
买入 |
65.92585999999999 |
16000.0 |
¥1.06M |
|
| 2016-07-13 |
重回前高 |
卖出 |
71.6283 |
16000.0 |
¥1.15M |
|
| 2016-08-12 |
黄金分割买点 |
买入 |
67.35728999999999 |
17100.0 |
¥1.15M |
|
| 2016-08-26 |
跌破0.618止损 |
卖出 |
67.22271 |
17100.0 |
¥1.15M |
止损触发 |
| 2017-08-18 |
黄金分割买点 |
买入 |
48.047999999999995 |
23900.0 |
¥1.15M |
|
| 2017-08-30 |
跌破0.618止损 |
卖出 |
46.83 |
23900.0 |
¥1.12M |
止损触发 |
| 2017-11-15 |
黄金分割买点 |
买入 |
51.701649999999994 |
21600.0 |
¥1.12M |
|
| 2017-11-30 |
跌破0.618止损 |
卖出 |
49.79016 |
21600.0 |
¥1.08M |
止损触发 |
| 2018-02-06 |
黄金分割买点 |
买入 |
52.16210999999999 |
20000.0 |
¥1.04M |
|
| 2018-03-06 |
重回前高 |
卖出 |
58.86108 |
20000.0 |
¥1.18M |
|
| 2018-06-12 |
黄金分割买点 |
买入 |
71.99192 |
16700.0 |
¥1.20M |
|
| 2018-06-14 |
跌破0.618止损 |
卖出 |
47.74221 |
16700.0 |
¥79.7万 |
止损触发 |
| 2018-09-06 |
黄金分割买点 |
买入 |
44.06402 |
18000.0 |
¥79.3万 |
|
| 2018-09-11 |
跌破0.618止损 |
卖出 |
42.837120000000006 |
18000.0 |
¥77.1万 |
止损触发 |
| 2019-02-13 |
黄金分割买点 |
买入 |
30.850819999999995 |
25400.0 |
¥78.4万 |
|
| 2019-03-19 |
重回前高 |
卖出 |
34.225739999999995 |
25400.0 |
¥86.9万 |
|
| 2019-05-24 |
黄金分割买点 |
买入 |
33.8338 |
25600.0 |
¥86.6万 |
|
| 2019-05-28 |
跌破0.618止损 |
卖出 |
30.68928 |
25600.0 |
¥78.5万 |
止损触发 |
| 2019-08-21 |
黄金分割买点 |
买入 |
28.41839 |
27600.0 |
¥78.5万 |
|
| 2019-09-25 |
跌破0.618止损 |
卖出 |
26.753220000000002 |
27600.0 |
¥73.8万 |
止损触发 |
| 2020-01-13 |
黄金分割买点 |
买入 |
25.03501 |
29700.0 |
¥74.4万 |
|
| 2020-01-20 |
跌破0.618止损 |
卖出 |
20.62935 |
29700.0 |
¥61.3万 |
止损触发 |
| 2020-07-29 |
黄金分割买点 |
买入 |
26.1261 |
23400.0 |
¥61.2万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
25.8741 |
23400.0 |
¥60.5万 |
止损触发 |
| 2020-10-23 |
黄金分割买点 |
买入 |
27.047019999999996 |
22200.0 |
¥60.1万 |
|
| 2020-11-05 |
重回前高 |
卖出 |
31.458509999999997 |
22200.0 |
¥69.8万 |
|
| 2020-11-11 |
黄金分割买点 |
买入 |
30.530499999999996 |
22900.0 |
¥69.9万 |
|
| 2020-12-01 |
跌破0.618止损 |
卖出 |
27.972 |
22900.0 |
¥64.0万 |
止损触发 |
| 2020-12-09 |
黄金分割买点 |
买入 |
29.429399999999994 |
21700.0 |
¥63.9万 |
|
| 2020-12-14 |
跌破0.618止损 |
卖出 |
28.11186 |
21700.0 |
¥61.0万 |
止损触发 |
| 2020-12-16 |
黄金分割买点 |
买入 |
29.46944 |
20700.0 |
¥61.0万 |
|
| 2020-12-25 |
跌破0.618止损 |
卖出 |
27.991979999999995 |
20700.0 |
¥57.9万 |
止损触发 |
| 2021-03-01 |
黄金分割买点 |
买入 |
31.921889999999998 |
18300.0 |
¥58.4万 |
|
| 2021-03-19 |
重回前高 |
卖出 |
41.548410000000004 |
18300.0 |
¥76.0万 |
|
| 2021-03-26 |
黄金分割买点 |
买入 |
35.145109999999995 |
21400.0 |
¥75.2万 |
|
| 2021-05-06 |
重回前高 |
卖出 |
53.88606000000001 |
21400.0 |
¥1.15M |
|
| 2021-06-09 |
黄金分割买点 |
买入 |
45.945899999999995 |
25100.0 |
¥1.15M |
|
| 2021-07-07 |
跌破0.618止损 |
卖出 |
41.5584 |
25100.0 |
¥1.04M |
止损触发 |
| 2021-10-29 |
黄金分割买点 |
买入 |
35.2352 |
29700.0 |
¥1.05M |
|
| 2021-12-28 |
重回前高 |
卖出 |
38.57139 |
29700.0 |
¥1.15M |
|
| 2022-01-19 |
黄金分割买点 |
买入 |
39.12908999999999 |
29300.0 |
¥1.15M |
|
| 2022-01-24 |
跌破0.618止损 |
卖出 |
36.18378 |
29300.0 |
¥1.06M |
止损触发 |
| 2022-05-05 |
黄金分割买点 |
买入 |
33.8338 |
31000.0 |
¥1.05M |
|
| 2022-06-10 |
重回前高 |
卖出 |
40.259699999999995 |
31000.0 |
¥1.25M |
|
| 2022-08-15 |
黄金分割买点 |
买入 |
42.99295 |
29100.0 |
¥1.25M |
|
| 2022-08-22 |
跌破0.618止损 |
卖出 |
40.53942 |
29100.0 |
¥1.18M |
止损触发 |
| 2022-10-25 |
黄金分割买点 |
买入 |
42.762719999999995 |
27500.0 |
¥1.18M |
|
| 2022-11-28 |
跌破0.618止损 |
卖出 |
39.25071 |
27500.0 |
¥1.08M |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
42.1421 |
25700.0 |
¥1.08M |
|
| 2022-12-28 |
重回前高 |
卖出 |
46.40355 |
25700.0 |
¥1.19M |
|
| 2023-03-02 |
黄金分割买点 |
买入 |
47.2472 |
25300.0 |
¥1.20M |
|
| 2023-03-09 |
跌破0.618止损 |
卖出 |
45.414539999999995 |
25300.0 |
¥1.15M |
止损触发 |
| 2023-04-11 |
黄金分割买点 |
买入 |
48.07803 |
23900.0 |
¥1.15M |
|
| 2023-04-17 |
跌破0.618止损 |
卖出 |
44.97498 |
23900.0 |
¥1.07M |
止损触发 |
| 2023-07-06 |
黄金分割买点 |
买入 |
44.87 |
23900.0 |
¥1.07M |
|
| 2023-08-03 |
跌破0.618止损 |
卖出 |
41.37858 |
23900.0 |
¥98.9万 |
止损触发 |
| 2023-09-26 |
黄金分割买点 |
买入 |
41.38134 |
23900.0 |
¥98.9万 |
|
| 2023-10-23 |
跌破0.618止损 |
卖出 |
39.95001 |
23900.0 |
¥95.5万 |
止损触发 |
| 2023-11-08 |
黄金分割买点 |
买入 |
41.22118 |
23100.0 |
¥95.2万 |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
39.69027 |
23100.0 |
¥91.7万 |
止损触发 |
| 2024-05-28 |
黄金分割买点 |
买入 |
31.411379999999994 |
28800.0 |
¥90.5万 |
|
| 2024-05-29 |
跌破0.618止损 |
卖出 |
30.8691 |
28800.0 |
¥88.9万 |
止损触发 |
| 2024-06-05 |
黄金分割买点 |
买入 |
32.562529999999995 |
27800.0 |
¥90.6万 |
|
| 2024-06-17 |
跌破0.618止损 |
卖出 |
30.679290000000005 |
27800.0 |
¥85.3万 |
止损触发 |
| 2024-08-23 |
黄金分割买点 |
买入 |
29.679649999999995 |
28600.0 |
¥84.9万 |
|
| 2024-09-18 |
跌破0.618止损 |
卖出 |
27.572400000000002 |
28600.0 |
¥78.8万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
33.25321999999999 |
23800.0 |
¥79.2万 |
|
| 2024-12-02 |
重回前高 |
卖出 |
38.941019999999995 |
23800.0 |
¥92.7万 |
|
| 2024-12-27 |
黄金分割买点 |
买入 |
36.01597999999999 |
25700.0 |
¥92.6万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
34.64532 |
25700.0 |
¥89.0万 |
止损触发 |
| 2025-02-25 |
黄金分割买点 |
买入 |
35.085049999999995 |
25100.0 |
¥88.1万 |
|
| 2025-03-28 |
重回前高 |
卖出 |
36.573389999999996 |
25100.0 |
¥91.8万 |
|
| 2025-04-28 |
黄金分割买点 |
买入 |
37.46742999999999 |
24600.0 |
¥92.2万 |
|
| 2025-05-19 |
重回前高 |
卖出 |
40.4595 |
24600.0 |
¥99.5万 |
|
| 2025-06-24 |
黄金分割买点 |
买入 |
40.009969999999996 |
25000.0 |
¥1.00M |
|
| 2025-07-09 |
跌破0.618止损 |
卖出 |
38.98098 |
25000.0 |
¥97.4万 |
止损触发 |
| 2025-07-17 |
黄金分割买点 |
买入 |
42.08203999999999 |
22900.0 |
¥96.4万 |
|
| 2025-09-17 |
跌破0.618止损 |
卖出 |
42.057900000000004 |
22900.0 |
¥96.3万 |
止损触发 |
| 2025-11-14 |
黄金分割买点 |
买入 |
43.46342 |
22200.0 |
¥96.5万 |
|
| 2025-11-18 |
跌破0.618止损 |
卖出 |
42.03792 |
22200.0 |
¥93.3万 |
止损触发 |
| 2025-12-05 |
黄金分割买点 |
买入 |
42.42238 |
22100.0 |
¥93.8万 |
|
| 2025-12-16 |
跌破0.618止损 |
卖出 |
40.009949999999996 |
22100.0 |
¥88.4万 |
止损触发 |
| 2026-04-03 |
黄金分割买点 |
买入 |
36.336299999999994 |
24000.0 |
¥87.2万 |
|
| 2026-04-14 |
跌破0.618止损 |
卖出 |
34.97499 |
24000.0 |
¥83.9万 |
止损触发 |
| 2026-07-16 |
黄金分割买点 |
买入 |
30.990959999999998 |
27100.0 |
¥84.0万 |
|
| 2026-07-27 |
跌破0.618止损 |
卖出 |
28.42155 |
27100.0 |
¥77.0万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
29.37935 |
26400.0 |
¥77.6万 |
|
| 2026-08-24 |
跌破0.618止损 |
卖出 |
27.7722 |
26400.0 |
¥73.3万 |
止损触发 |