002049 紫光国微 — 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: ¥1.53M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +53.39%）
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 53 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 |
2015-05-22 |
35.395965604999994 |
54.87507 |
¥54.9万 |
+54.99% |
重回前高 |
| 2 |
2015-06-19 |
2015-07-02 |
48.963584669999996 |
39.570389999999996 |
¥-29.6万 |
-19.21% |
跌破0.618止损 |
| 3 |
2015-07-21 |
2015-08-04 |
44.55786334999999 |
39.19 |
¥-14.5万 |
-12.07% |
跌破0.618止损 |
| 4 |
2015-08-11 |
2015-08-24 |
44.868266443 |
37.452510000000004 |
¥-18.1万 |
-16.55% |
跌破0.618止损 |
| 5 |
2016-03-14 |
2016-03-17 |
48.744619 |
42.4575 |
¥-10.7万 |
-12.92% |
跌破0.618止损 |
| 6 |
2016-06-07 |
2016-08-02 |
43.463035000000005 |
37.01 |
¥-12.1万 |
-14.87% |
跌破0.618止损 |
| 7 |
2017-09-04 |
2017-09-21 |
28.286733474999995 |
35.964 |
¥18.8万 |
+27.10% |
重回前高 |
| 8 |
2017-10-25 |
2017-11-21 |
31.560985455999997 |
43.956 |
¥34.7万 |
+39.23% |
重回前高 |
| 9 |
2018-03-02 |
2018-03-28 |
44.05721319999999 |
51.7482 |
¥21.0万 |
+17.42% |
重回前高 |
| 10 |
2018-04-12 |
2018-04-19 |
45.819501728 |
54.945 |
¥28.6万 |
+19.88% |
重回前高 |
| 11 |
2018-05-21 |
2018-05-31 |
50.665795179999996 |
49.44051 |
¥-4.2万 |
-2.45% |
跌破0.618止损 |
| 12 |
2018-07-26 |
2018-08-01 |
48.723272597999994 |
44.755199999999995 |
¥-13.7万 |
-8.17% |
跌破0.618止损 |
| 13 |
2018-08-14 |
2018-09-06 |
46.23003485099999 |
41.468489999999996 |
¥-15.8万 |
-10.33% |
跌破0.618止损 |
| 14 |
2019-01-25 |
2019-01-30 |
32.201817647999995 |
30.31965 |
¥-8.2万 |
-5.87% |
跌破0.618止损 |
| 15 |
2019-02-12 |
2019-02-19 |
32.041609599999994 |
35.11485 |
¥12.4万 |
+9.56% |
重回前高 |
| 16 |
2019-04-26 |
2019-05-07 |
41.934456563999994 |
37.41255 |
¥-15.5万 |
-10.81% |
跌破0.618止损 |
| 17 |
2019-05-13 |
2019-06-17 |
41.053312299999995 |
42.07788 |
¥3.1万 |
+2.46% |
跌破0.618止损 |
| 18 |
2019-06-24 |
2019-07-09 |
44.708058394999995 |
42.057900000000004 |
¥-7.7万 |
-5.96% |
跌破0.618止损 |
| 19 |
2019-07-18 |
2019-09-05 |
44.708058395 |
60.439499999999995 |
¥42.6万 |
+35.15% |
重回前高 |
| 20 |
2019-09-27 |
2019-10-21 |
51.68712148599999 |
49.120830000000005 |
¥-8.3万 |
-4.99% |
跌破0.618止损 |
| 21 |
2019-10-29 |
2019-11-07 |
52.36800568999999 |
46.953 |
¥-16.2万 |
-10.37% |
跌破0.618止损 |
| 22 |
2019-12-17 |
2020-01-14 |
51.475438000000004 |
54.50544 |
¥8.3万 |
+5.85% |
重回前高 |
| 23 |
2020-02-07 |
2020-02-19 |
51.56696545 |
61.38855 |
¥28.2万 |
+19.01% |
重回前高 |
| 24 |
2020-03-04 |
2020-03-10 |
59.08673070299999 |
53.5 |
¥-16.6万 |
-9.48% |
跌破0.618止损 |
| 25 |
2020-04-13 |
2020-05-20 |
59.547328840999995 |
76.4235 |
¥45.5万 |
+28.30% |
重回前高 |
| 26 |
2020-06-09 |
2020-07-02 |
65.645247668 |
85.914 |
¥63.0万 |
+30.84% |
重回前高 |
| 27 |
2020-08-27 |
2020-09-25 |
121.16734930299998 |
116.1837 |
¥-11.1万 |
-4.14% |
跌破0.618止损 |
| 28 |
2020-12-10 |
2021-02-08 |
111.41468438099999 |
111.09 |
¥-8,198 |
-0.32% |
跌破0.618止损 |
| 29 |
2021-04-29 |
2021-05-25 |
112.52612771399997 |
132.77709 |
¥46.1万 |
+17.96% |
重回前高 |
| 30 |
2021-09-14 |
2021-10-14 |
202.65316771699997 |
191.46833999999998 |
¥-16.9万 |
-5.55% |
跌破0.618止损 |
| 31 |
2021-10-18 |
2021-11-01 |
206.071803 |
204.35544000000002 |
¥-2.5万 |
-0.86% |
跌破0.618止损 |
| 32 |
2021-11-03 |
2021-11-25 |
221.057067231 |
202.797 |
¥-23.5万 |
-8.29% |
跌破0.618止损 |
| 33 |
2021-12-30 |
2022-01-11 |
213.937822098 |
204.77501999999998 |
¥-11.3万 |
-4.31% |
跌破0.618止损 |
| 34 |
2022-01-17 |
2022-02-08 |
218.13327035499998 |
207.96182999999996 |
¥-11.7万 |
-4.69% |
跌破0.618止损 |
| 35 |
2022-02-25 |
2022-03-16 |
212.97657380999996 |
204.795 |
¥-9.1万 |
-3.87% |
跌破0.618止损 |
| 36 |
2022-03-18 |
2022-03-21 |
213.37709392999992 |
207.97181999999998 |
¥-5.8万 |
-2.56% |
跌破0.618止损 |
| 37 |
2022-03-22 |
2022-03-23 |
214.16812116699992 |
204.74505 |
¥-9.9万 |
-4.43% |
跌破0.618止损 |
| 38 |
2022-06-07 |
2022-08-09 |
193.938164 |
233.766 |
¥43.3万 |
+20.50% |
重回前高 |
| 39 |
2023-04-11 |
2023-04-24 |
117.45252518999999 |
104.30558999999998 |
¥-28.7万 |
-11.22% |
跌破0.618止损 |
| 40 |
2023-08-02 |
2023-08-14 |
94.53276132299999 |
88.71119999999998 |
¥-13.9万 |
-6.19% |
跌破0.618止损 |
| 41 |
2023-08-25 |
2023-09-19 |
91.11832729999999 |
88.0119 |
¥-7.3万 |
-3.44% |
跌破0.618止损 |
| 42 |
2024-03-26 |
2024-04-29 |
65.00441547599999 |
57.4425 |
¥-24.0万 |
-11.66% |
跌破0.618止损 |
| 43 |
2024-07-23 |
2024-07-24 |
54.87125643999999 |
52.63731 |
¥-7.4万 |
-4.10% |
跌破0.618止损 |
| 44 |
2024-10-14 |
2024-11-12 |
62.28087865999999 |
77.81211 |
¥43.6万 |
+24.90% |
重回前高 |
| 45 |
2024-11-25 |
2024-12-31 |
64.844207428 |
67.2327 |
¥8.0万 |
+3.65% |
跌破0.618止损 |
| 46 |
2025-02-18 |
2025-03-03 |
65.0845195 |
61.608329999999995 |
¥-12.1万 |
-5.37% |
跌破0.618止损 |
| 47 |
2025-03-24 |
2025-04-09 |
66.10584580599998 |
61.938 |
¥-13.5万 |
-6.33% |
跌破0.618止损 |
| 48 |
2025-04-21 |
2025-04-30 |
67.78803031 |
64.2357 |
¥-10.6万 |
-5.27% |
跌破0.618止损 |
| 49 |
2025-09-04 |
2025-11-06 |
76.0988228 |
80.61930000000001 |
¥11.2万 |
+5.91% |
跌破0.618止损 |
| 50 |
2026-01-19 |
2026-02-05 |
85.120538503 |
77.45247 |
¥-18.0万 |
-9.04% |
跌破0.618止损 |
| 51 |
2026-05-07 |
2026-05-12 |
79.30298375999999 |
81.04887 |
¥4.0万 |
+2.17% |
重回前高 |
| 52 |
2026-06-01 |
2026-06-09 |
79.1027237 |
71.65827 |
¥-17.6万 |
-9.44% |
跌破0.618止损 |
| 53 |
2026-06-18 |
2026-07-16 |
80.00389397000001 |
71.99793 |
¥-17.0万 |
-10.03% |
跌破0.618止损 |
逐笔成交记录（共 106 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 |
35.385349999999995 |
28200.0 |
¥99.8万 |
|
| 2015-05-22 |
重回前高 |
卖出 |
54.87507 |
28200.0 |
¥1.55M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
48.948899999999995 |
31500.0 |
¥1.54M |
|
| 2015-07-02 |
跌破0.618止损 |
卖出 |
39.570389999999996 |
31500.0 |
¥1.25M |
止损触发 |
| 2015-07-21 |
黄金分割买点 |
买入 |
44.54449999999999 |
27000.0 |
¥1.20M |
|
| 2015-08-04 |
跌破0.618止损 |
卖出 |
39.19 |
27000.0 |
¥1.06M |
止损触发 |
| 2015-08-11 |
黄金分割买点 |
买入 |
44.85481 |
24400.0 |
¥1.09M |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
37.452510000000004 |
24400.0 |
¥91.4万 |
止损触发 |
| 2016-03-14 |
黄金分割买点 |
买入 |
48.73 |
17000.0 |
¥82.9万 |
|
| 2016-03-17 |
跌破0.618止损 |
卖出 |
42.4575 |
17000.0 |
¥72.2万 |
止损触发 |
| 2016-06-07 |
黄金分割买点 |
买入 |
43.45 |
18700.0 |
¥81.3万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
37.01 |
18700.0 |
¥69.2万 |
止损触发 |
| 2017-09-04 |
黄金分割买点 |
买入 |
28.278249999999996 |
24500.0 |
¥69.3万 |
|
| 2017-09-21 |
重回前高 |
卖出 |
35.964 |
24500.0 |
¥88.1万 |
|
| 2017-10-25 |
黄金分割买点 |
买入 |
31.551519999999996 |
28000.0 |
¥88.4万 |
|
| 2017-11-21 |
重回前高 |
卖出 |
43.956 |
28000.0 |
¥1.23M |
|
| 2018-03-02 |
黄金分割买点 |
买入 |
44.044 |
27300.0 |
¥1.20M |
|
| 2018-03-28 |
重回前高 |
卖出 |
51.7482 |
27300.0 |
¥1.41M |
|
| 2018-04-12 |
黄金分割买点 |
买入 |
45.80575999999999 |
31400.0 |
¥1.44M |
|
| 2018-04-19 |
重回前高 |
卖出 |
54.945 |
31400.0 |
¥1.72M |
|
| 2018-05-21 |
黄金分割买点 |
买入 |
50.6506 |
34000.0 |
¥1.72M |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
49.44051 |
34000.0 |
¥1.68M |
止损触发 |
| 2018-07-26 |
黄金分割买点 |
买入 |
48.708659999999995 |
34300.0 |
¥1.67M |
|
| 2018-08-01 |
跌破0.618止损 |
卖出 |
44.755199999999995 |
34300.0 |
¥1.53M |
止损触发 |
| 2018-08-14 |
黄金分割买点 |
买入 |
46.21617 |
33000.0 |
¥1.53M |
|
| 2018-09-06 |
跌破0.618止损 |
卖出 |
41.468489999999996 |
33000.0 |
¥1.37M |
止损触发 |
| 2019-01-25 |
黄金分割买点 |
买入 |
32.192159999999994 |
43100.0 |
¥1.39M |
|
| 2019-01-30 |
跌破0.618止损 |
卖出 |
30.31965 |
43100.0 |
¥1.31M |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
32.032 |
40600.0 |
¥1.30M |
|
| 2019-02-19 |
重回前高 |
卖出 |
35.11485 |
40600.0 |
¥1.43M |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
41.921879999999994 |
34100.0 |
¥1.43M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
37.41255 |
34100.0 |
¥1.28M |
止损触发 |
| 2019-05-13 |
黄金分割买点 |
买入 |
41.041 |
30500.0 |
¥1.25M |
|
| 2019-06-17 |
跌破0.618止损 |
卖出 |
42.07788 |
30500.0 |
¥1.28M |
止损触发 |
| 2019-06-24 |
黄金分割买点 |
买入 |
44.694649999999996 |
28800.0 |
¥1.29M |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
42.057900000000004 |
28800.0 |
¥1.21M |
止损触发 |
| 2019-07-18 |
黄金分割买点 |
买入 |
44.694649999999996 |
27100.0 |
¥1.21M |
|
| 2019-09-05 |
重回前高 |
卖出 |
60.439499999999995 |
27100.0 |
¥1.64M |
|
| 2019-09-27 |
黄金分割买点 |
买入 |
51.67161999999999 |
32000.0 |
¥1.65M |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
49.120830000000005 |
32000.0 |
¥1.57M |
止损触发 |
| 2019-10-29 |
黄金分割买点 |
买入 |
52.35229999999999 |
29800.0 |
¥1.56M |
|
| 2019-11-07 |
跌破0.618止损 |
卖出 |
46.953 |
29800.0 |
¥1.40M |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
51.46 |
27400.0 |
¥1.41M |
|
| 2020-01-14 |
重回前高 |
卖出 |
54.50544 |
27400.0 |
¥1.49M |
|
| 2020-02-07 |
黄金分割买点 |
买入 |
51.5515 |
28800.0 |
¥1.49M |
|
| 2020-02-19 |
重回前高 |
卖出 |
61.38855 |
28800.0 |
¥1.77M |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
59.06900999999999 |
29600.0 |
¥1.75M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
53.5 |
29600.0 |
¥1.58M |
止损触发 |
| 2020-04-13 |
黄金分割买点 |
买入 |
59.52946999999999 |
27000.0 |
¥1.61M |
|
| 2020-05-20 |
重回前高 |
卖出 |
76.4235 |
27000.0 |
¥2.06M |
|
| 2020-06-09 |
黄金分割买点 |
买入 |
65.62556 |
31100.0 |
¥2.04M |
|
| 2020-07-02 |
重回前高 |
卖出 |
85.914 |
31100.0 |
¥2.67M |
|
| 2020-08-27 |
黄金分割买点 |
买入 |
121.13100999999999 |
22200.0 |
¥2.69M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
116.1837 |
22200.0 |
¥2.58M |
止损触发 |
| 2020-12-10 |
黄金分割买点 |
买入 |
111.38126999999999 |
22900.0 |
¥2.55M |
|
| 2021-02-08 |
跌破0.618止损 |
卖出 |
111.09 |
22900.0 |
¥2.54M |
止损触发 |
| 2021-04-29 |
黄金分割买点 |
买入 |
112.49237999999998 |
22800.0 |
¥2.57M |
|
| 2021-05-25 |
重回前高 |
卖出 |
132.77709 |
22800.0 |
¥3.03M |
|
| 2021-09-14 |
黄金分割买点 |
买入 |
202.59238999999997 |
15000.0 |
¥3.04M |
|
| 2021-10-14 |
跌破0.618止损 |
卖出 |
191.46833999999998 |
15000.0 |
¥2.87M |
止损触发 |
| 2021-10-18 |
黄金分割买点 |
买入 |
206.01 |
13800.0 |
¥2.84M |
|
| 2021-11-01 |
跌破0.618止损 |
卖出 |
204.35544000000002 |
13800.0 |
¥2.82M |
止损触发 |
| 2021-11-03 |
黄金分割买点 |
买入 |
220.99077 |
12800.0 |
¥2.83M |
|
| 2021-11-25 |
跌破0.618止损 |
卖出 |
202.797 |
12800.0 |
¥2.60M |
止损触发 |
| 2021-12-30 |
黄金分割买点 |
买入 |
213.87365999999997 |
12200.0 |
¥2.61M |
|
| 2022-01-11 |
跌破0.618止损 |
卖出 |
204.77501999999998 |
12200.0 |
¥2.50M |
止损触发 |
| 2022-01-17 |
黄金分割买点 |
买入 |
218.06785 |
11400.0 |
¥2.49M |
|
| 2022-02-08 |
跌破0.618止损 |
卖出 |
207.96182999999996 |
11400.0 |
¥2.37M |
止损触发 |
| 2022-02-25 |
黄金分割买点 |
买入 |
212.91269999999997 |
11100.0 |
¥2.36M |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
204.795 |
11100.0 |
¥2.27M |
止损触发 |
| 2022-03-18 |
黄金分割买点 |
买入 |
213.31309999999993 |
10600.0 |
¥2.26M |
|
| 2022-03-21 |
跌破0.618止损 |
卖出 |
207.97181999999998 |
10600.0 |
¥2.20M |
止损触发 |
| 2022-03-22 |
黄金分割买点 |
买入 |
214.10388999999992 |
10400.0 |
¥2.23M |
|
| 2022-03-23 |
跌破0.618止损 |
卖出 |
204.74505 |
10400.0 |
¥2.13M |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
193.88 |
10900.0 |
¥2.11M |
|
| 2022-08-09 |
重回前高 |
卖出 |
233.766 |
10900.0 |
¥2.55M |
|
| 2023-04-11 |
黄金分割买点 |
买入 |
117.41729999999998 |
21800.0 |
¥2.56M |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
104.30558999999998 |
21800.0 |
¥2.27M |
止损触发 |
| 2023-08-02 |
黄金分割买点 |
买入 |
94.50440999999998 |
23800.0 |
¥2.25M |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
88.71119999999998 |
23800.0 |
¥2.11M |
止损触发 |
| 2023-08-25 |
黄金分割买点 |
买入 |
91.091 |
23400.0 |
¥2.13M |
|
| 2023-09-19 |
跌破0.618止损 |
卖出 |
88.0119 |
23400.0 |
¥2.06M |
止损触发 |
| 2024-03-26 |
黄金分割买点 |
买入 |
64.98491999999999 |
31700.0 |
¥2.06M |
|
| 2024-04-29 |
跌破0.618止损 |
卖出 |
57.4425 |
31700.0 |
¥1.82M |
止损触发 |
| 2024-07-23 |
黄金分割买点 |
买入 |
54.85479999999999 |
33100.0 |
¥1.82M |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
52.63731 |
33100.0 |
¥1.74M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
62.26219999999999 |
28100.0 |
¥1.75M |
|
| 2024-11-12 |
重回前高 |
卖出 |
77.81211 |
28100.0 |
¥2.19M |
|
| 2024-11-25 |
黄金分割买点 |
买入 |
64.82476 |
33700.0 |
¥2.19M |
|
| 2024-12-31 |
跌破0.618止损 |
卖出 |
67.2327 |
33700.0 |
¥2.27M |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
65.065 |
34600.0 |
¥2.25M |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
61.608329999999995 |
34600.0 |
¥2.13M |
止损触发 |
| 2025-03-24 |
黄金分割买点 |
买入 |
66.08601999999999 |
32300.0 |
¥2.14M |
|
| 2025-04-09 |
跌破0.618止损 |
卖出 |
61.938 |
32300.0 |
¥2.00M |
止损触发 |
| 2025-04-21 |
黄金分割买点 |
买入 |
67.76769999999999 |
29700.0 |
¥2.01M |
|
| 2025-04-30 |
跌破0.618止损 |
卖出 |
64.2357 |
29700.0 |
¥1.91M |
止损触发 |
| 2025-09-04 |
黄金分割买点 |
买入 |
76.076 |
25000.0 |
¥1.90M |
|
| 2025-11-06 |
跌破0.618止损 |
卖出 |
80.61930000000001 |
25000.0 |
¥2.01M |
止损触发 |
| 2026-01-19 |
黄金分割买点 |
买入 |
85.09501 |
23400.0 |
¥1.99M |
|
| 2026-02-05 |
跌破0.618止损 |
卖出 |
77.45247 |
23400.0 |
¥1.81M |
止损触发 |
| 2026-05-07 |
黄金分割买点 |
买入 |
79.27919999999999 |
23200.0 |
¥1.84M |
|
| 2026-05-12 |
重回前高 |
卖出 |
81.04887 |
23200.0 |
¥1.88M |
|
| 2026-06-01 |
黄金分割买点 |
买入 |
79.079 |
23600.0 |
¥1.87M |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
71.65827 |
23600.0 |
¥1.69M |
止损触发 |
| 2026-06-18 |
黄金分割买点 |
买入 |
79.9799 |
21200.0 |
¥1.70M |
|
| 2026-07-16 |
跌破0.618止损 |
卖出 |
71.99793 |
21200.0 |
¥1.53M |
止损触发 |