000999 华润三九 — 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: ¥1.23M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +22.77%）
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 39 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 |
2015-06-23 |
2015-06-29 |
34.845250439999994 |
31.208759999999998 |
¥-10.2万 |
-10.46% |
跌破0.618止损 |
| 2 |
2015-08-11 |
2015-08-24 |
32.712480801 |
26.733240000000002 |
¥-16.4万 |
-18.30% |
跌破0.618止损 |
| 3 |
2015-11-20 |
2016-01-05 |
27.185303144999995 |
24.575400000000002 |
¥-7.0万 |
-9.63% |
跌破0.618止损 |
| 4 |
2016-04-08 |
2016-06-07 |
22.749542815999998 |
24.00597 |
¥3.6万 |
+5.49% |
重回前高 |
| 5 |
2016-06-15 |
2016-07-07 |
22.919763866999997 |
25.24473 |
¥7.0万 |
+10.11% |
重回前高 |
| 6 |
2016-08-02 |
2016-10-10 |
25.292845577999998 |
25.66 |
¥1.1万 |
+1.42% |
跌破0.618止损 |
| 7 |
2017-04-25 |
2017-05-08 |
26.814822034000002 |
28.42155 |
¥4.6万 |
+5.96% |
重回前高 |
| 8 |
2017-07-11 |
2017-07-19 |
29.408189810999996 |
28.18179 |
¥-3.5万 |
-4.20% |
跌破0.618止损 |
| 9 |
2018-01-23 |
2018-02-05 |
27.328196000000002 |
25.6743 |
¥-4.8万 |
-6.08% |
跌破0.618止损 |
| 10 |
2018-06-21 |
2018-06-29 |
28.096486417999998 |
26.97 |
¥-3.0万 |
-4.04% |
跌破0.618止损 |
| 11 |
2018-07-02 |
2018-07-05 |
27.866187348999993 |
26.673299999999998 |
¥-3.1万 |
-4.31% |
跌破0.618止损 |
| 12 |
2018-07-13 |
2018-07-24 |
28.026395396999995 |
26.56341 |
¥-3.6万 |
-5.25% |
跌破0.618止损 |
| 13 |
2018-11-01 |
2018-12-21 |
24.051233205999996 |
22.20777 |
¥-5.0万 |
-7.69% |
跌破0.618止损 |
| 14 |
2019-01-09 |
2019-01-15 |
23.260205969 |
22.58739 |
¥-1.7万 |
-2.92% |
跌破0.618止损 |
| 15 |
2019-05-09 |
2019-06-04 |
27.045121102999996 |
27.072900000000004 |
¥415 |
+0.07% |
跌破0.618止损 |
| 16 |
2019-07-26 |
2019-09-11 |
28.897526658 |
31.878090000000004 |
¥5.9万 |
+10.28% |
重回前高 |
| 17 |
2019-09-20 |
2019-10-30 |
30.229256056999997 |
30.8691 |
¥1.3万 |
+2.09% |
重回前高 |
| 18 |
2019-11-06 |
2019-11-12 |
30.639189000000002 |
29.55042 |
¥-2.3万 |
-3.58% |
跌破0.618止损 |
| 19 |
2020-01-03 |
2020-01-22 |
31.500907438000002 |
36.963 |
¥10.9万 |
+17.30% |
重回前高 |
| 20 |
2020-02-11 |
2020-03-12 |
33.97411917899999 |
31.658310000000004 |
¥-5.0万 |
-6.84% |
跌破0.618止损 |
| 21 |
2020-07-02 |
2020-07-14 |
29.748631912999997 |
31.83813 |
¥4.8万 |
+6.99% |
重回前高 |
| 22 |
2020-07-17 |
2020-08-27 |
29.448241822999996 |
28.5714 |
¥-2.2万 |
-3.01% |
跌破0.618止损 |
| 23 |
2021-08-25 |
2021-10-28 |
26.063846808999998 |
24.63534 |
¥-3.9万 |
-5.51% |
跌破0.618止损 |
| 24 |
2021-12-21 |
2021-12-28 |
26.985043084999994 |
32.1678 |
¥12.8万 |
+19.17% |
重回前高 |
| 25 |
2022-02-17 |
2022-03-30 |
34.0442102 |
43.13682 |
¥21.4万 |
+26.67% |
重回前高 |
| 26 |
2022-04-11 |
2022-04-14 |
39.45123181999999 |
37.372589999999995 |
¥-5.3万 |
-5.30% |
跌破0.618止损 |
| 27 |
2022-05-10 |
2022-07-05 |
39.291023771999996 |
48.60135 |
¥22.7万 |
+23.66% |
重回前高 |
| 28 |
2022-07-07 |
2022-07-19 |
42.925743861 |
39.050909999999995 |
¥-10.8万 |
-9.05% |
跌破0.618止损 |
| 29 |
2022-10-11 |
2022-10-19 |
39.441218817 |
47.83212 |
¥22.8万 |
+21.24% |
重回前高 |
| 30 |
2022-12-15 |
2022-12-22 |
48.583090556 |
43.956 |
¥-12.4万 |
-9.55% |
跌破0.618止损 |
| 31 |
2023-02-17 |
2023-05-05 |
51.787251515999984 |
65.2347 |
¥30.6万 |
+25.93% |
重回前高 |
| 32 |
2023-06-09 |
2023-07-04 |
61.650059471 |
58.66128 |
¥-7.2万 |
-4.88% |
跌破0.618止损 |
| 33 |
2023-11-22 |
2024-01-26 |
46.86085404 |
52.7472 |
¥17.7万 |
+12.53% |
重回前高 |
| 34 |
2024-02-01 |
2024-03-26 |
51.907407551999995 |
51.5484 |
¥-1.1万 |
-0.72% |
跌破0.618止损 |
| 35 |
2024-04-12 |
2024-06-17 |
54.87125643999999 |
46.27368 |
¥-24.8万 |
-15.69% |
跌破0.618止损 |
| 36 |
2024-09-10 |
2024-09-11 |
44.55786334999999 |
40.17978 |
¥-13.0万 |
-9.85% |
跌破0.618止损 |
| 37 |
2024-10-17 |
2024-12-30 |
45.65929368 |
45.09486 |
¥-1.5万 |
-1.27% |
跌破0.618止损 |
| 38 |
2026-07-15 |
2026-07-31 |
24.231467259999995 |
25.5744 |
¥6.4万 |
+5.51% |
重回前高 |
| 39 |
2026-08-18 |
2026-09-23 |
24.271519271999995 |
23.676299999999998 |
¥-3.1万 |
-2.48% |
跌破0.618止损 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
34.834799999999994 |
27900.0 |
¥97.2万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
31.208759999999998 |
27900.0 |
¥87.0万 |
止损触发 |
| 2015-08-11 |
黄金分割买点 |
买入 |
32.70267 |
27400.0 |
¥89.6万 |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
26.733240000000002 |
27400.0 |
¥73.2万 |
止损触发 |
| 2015-11-20 |
黄金分割买点 |
买入 |
27.177149999999994 |
26900.0 |
¥73.1万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
24.575400000000002 |
26900.0 |
¥66.1万 |
止损触发 |
| 2016-04-08 |
黄金分割买点 |
买入 |
22.742719999999995 |
29100.0 |
¥66.2万 |
|
| 2016-06-07 |
重回前高 |
卖出 |
24.00597 |
29100.0 |
¥69.8万 |
|
| 2016-06-15 |
黄金分割买点 |
买入 |
22.912889999999997 |
30200.0 |
¥69.2万 |
|
| 2016-07-07 |
重回前高 |
卖出 |
25.24473 |
30200.0 |
¥76.2万 |
|
| 2016-08-02 |
黄金分割买点 |
买入 |
25.285259999999997 |
30300.0 |
¥76.6万 |
|
| 2016-10-10 |
跌破0.618止损 |
卖出 |
25.66 |
30300.0 |
¥77.7万 |
止损触发 |
| 2017-04-25 |
黄金分割买点 |
买入 |
26.80678 |
29000.0 |
¥77.8万 |
|
| 2017-05-08 |
重回前高 |
卖出 |
28.42155 |
29000.0 |
¥82.4万 |
|
| 2017-07-11 |
黄金分割买点 |
买入 |
29.39937 |
28000.0 |
¥82.3万 |
|
| 2017-07-19 |
跌破0.618止损 |
卖出 |
28.18179 |
28000.0 |
¥78.9万 |
止损触发 |
| 2018-01-23 |
黄金分割买点 |
买入 |
27.32 |
28800.0 |
¥78.7万 |
|
| 2018-02-05 |
跌破0.618止损 |
卖出 |
25.6743 |
28800.0 |
¥73.9万 |
止损触发 |
| 2018-06-21 |
黄金分割买点 |
买入 |
28.08806 |
26100.0 |
¥73.3万 |
|
| 2018-06-29 |
跌破0.618止损 |
卖出 |
26.97 |
26100.0 |
¥70.4万 |
止损触发 |
| 2018-07-02 |
黄金分割买点 |
买入 |
27.857829999999993 |
25600.0 |
¥71.3万 |
|
| 2018-07-05 |
跌破0.618止损 |
卖出 |
26.673299999999998 |
25600.0 |
¥68.3万 |
止损触发 |
| 2018-07-13 |
黄金分割买点 |
买入 |
28.017989999999994 |
24300.0 |
¥68.1万 |
|
| 2018-07-24 |
跌破0.618止损 |
卖出 |
26.56341 |
24300.0 |
¥64.5万 |
止损触发 |
| 2018-11-01 |
黄金分割买点 |
买入 |
24.044019999999996 |
26900.0 |
¥64.7万 |
|
| 2018-12-21 |
跌破0.618止损 |
卖出 |
22.20777 |
26900.0 |
¥59.7万 |
止损触发 |
| 2019-01-09 |
黄金分割买点 |
买入 |
23.25323 |
25700.0 |
¥59.8万 |
|
| 2019-01-15 |
跌破0.618止损 |
卖出 |
22.58739 |
25700.0 |
¥58.0万 |
止损触发 |
| 2019-05-09 |
黄金分割买点 |
买入 |
27.03701 |
21100.0 |
¥57.1万 |
|
| 2019-06-04 |
跌破0.618止损 |
卖出 |
27.072900000000004 |
21100.0 |
¥57.1万 |
止损触发 |
| 2019-07-26 |
黄金分割买点 |
买入 |
28.888859999999998 |
20000.0 |
¥57.8万 |
|
| 2019-09-11 |
重回前高 |
卖出 |
31.878090000000004 |
20000.0 |
¥63.7万 |
|
| 2019-09-20 |
黄金分割买点 |
买入 |
30.22019 |
21100.0 |
¥63.8万 |
|
| 2019-10-30 |
重回前高 |
卖出 |
30.8691 |
21100.0 |
¥65.1万 |
|
| 2019-11-06 |
黄金分割买点 |
买入 |
30.63 |
21200.0 |
¥65.0万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
29.55042 |
21200.0 |
¥62.6万 |
止损触发 |
| 2020-01-03 |
黄金分割买点 |
买入 |
31.491459999999996 |
20000.0 |
¥63.0万 |
|
| 2020-01-22 |
重回前高 |
卖出 |
36.963 |
20000.0 |
¥73.9万 |
|
| 2020-02-11 |
黄金分割买点 |
买入 |
33.96393 |
21600.0 |
¥73.4万 |
|
| 2020-03-12 |
跌破0.618止损 |
卖出 |
31.658310000000004 |
21600.0 |
¥68.4万 |
止损触发 |
| 2020-07-02 |
黄金分割买点 |
买入 |
29.73971 |
23100.0 |
¥68.7万 |
|
| 2020-07-14 |
重回前高 |
卖出 |
31.83813 |
23100.0 |
¥73.5万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
29.439409999999995 |
25000.0 |
¥73.6万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
28.5714 |
25000.0 |
¥71.4万 |
止损触发 |
| 2021-08-25 |
黄金分割买点 |
买入 |
26.056029999999996 |
26900.0 |
¥70.1万 |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
24.63534 |
26900.0 |
¥66.2万 |
止损触发 |
| 2021-12-21 |
黄金分割买点 |
买入 |
26.976949999999995 |
24800.0 |
¥66.9万 |
|
| 2021-12-28 |
重回前高 |
卖出 |
32.1678 |
24800.0 |
¥79.8万 |
|
| 2022-02-17 |
黄金分割买点 |
买入 |
34.034 |
23600.0 |
¥80.3万 |
|
| 2022-03-30 |
重回前高 |
卖出 |
43.13682 |
23600.0 |
¥1.02M |
|
| 2022-04-11 |
黄金分割买点 |
买入 |
39.43939999999999 |
25500.0 |
¥1.01M |
|
| 2022-04-14 |
跌破0.618止损 |
卖出 |
37.372589999999995 |
25500.0 |
¥95.3万 |
止损触发 |
| 2022-05-10 |
黄金分割买点 |
买入 |
39.279239999999994 |
24400.0 |
¥95.9万 |
|
| 2022-07-05 |
重回前高 |
卖出 |
48.60135 |
24400.0 |
¥1.19M |
|
| 2022-07-07 |
黄金分割买点 |
买入 |
42.91286999999999 |
27700.0 |
¥1.19M |
|
| 2022-07-19 |
跌破0.618止损 |
卖出 |
39.050909999999995 |
27700.0 |
¥1.08M |
止损触发 |
| 2022-10-11 |
黄金分割买点 |
买入 |
39.429390000000005 |
27200.0 |
¥1.07M |
|
| 2022-10-19 |
重回前高 |
卖出 |
47.83212 |
27200.0 |
¥1.30M |
|
| 2022-12-15 |
黄金分割买点 |
买入 |
48.56852 |
26800.0 |
¥1.30M |
|
| 2022-12-22 |
跌破0.618止损 |
卖出 |
43.956 |
26800.0 |
¥1.18M |
止损触发 |
| 2023-02-17 |
黄金分割买点 |
买入 |
51.77171999999999 |
22800.0 |
¥1.18M |
|
| 2023-05-05 |
重回前高 |
卖出 |
65.2347 |
22800.0 |
¥1.49M |
|
| 2023-06-09 |
黄金分割买点 |
买入 |
61.63156999999999 |
24100.0 |
¥1.49M |
|
| 2023-07-04 |
跌破0.618止损 |
卖出 |
58.66128 |
24100.0 |
¥1.41M |
止损触发 |
| 2023-11-22 |
黄金分割买点 |
买入 |
46.846799999999995 |
30100.0 |
¥1.41M |
|
| 2024-01-26 |
重回前高 |
卖出 |
52.7472 |
30100.0 |
¥1.59M |
|
| 2024-02-01 |
黄金分割买点 |
买入 |
51.891839999999995 |
30400.0 |
¥1.58M |
|
| 2024-03-26 |
跌破0.618止损 |
卖出 |
51.5484 |
30400.0 |
¥1.57M |
止损触发 |
| 2024-04-12 |
黄金分割买点 |
买入 |
54.85479999999999 |
28800.0 |
¥1.58M |
|
| 2024-06-17 |
跌破0.618止损 |
卖出 |
46.27368 |
28800.0 |
¥1.33M |
止损触发 |
| 2024-09-10 |
黄金分割买点 |
买入 |
44.54449999999999 |
29700.0 |
¥1.32M |
|
| 2024-09-11 |
跌破0.618止损 |
卖出 |
40.17978 |
29700.0 |
¥1.19M |
止损触发 |
| 2024-10-17 |
黄金分割买点 |
买入 |
45.645599999999995 |
26400.0 |
¥1.21M |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
45.09486 |
26400.0 |
¥1.19M |
止损触发 |
| 2026-07-15 |
黄金分割买点 |
买入 |
24.224199999999996 |
47800.0 |
¥1.16M |
|
| 2026-07-31 |
重回前高 |
卖出 |
25.5744 |
47800.0 |
¥1.22M |
|
| 2026-08-18 |
黄金分割买点 |
买入 |
24.264239999999994 |
51400.0 |
¥1.25M |
|
| 2026-09-23 |
跌破0.618止损 |
卖出 |
23.676299999999998 |
51400.0 |
¥1.22M |
止损触发 |