002304 洋河股份 — 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: ¥63.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -36.85%）
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 |
2015-06-19 |
89.996870964 |
68.53139999999999 |
¥-23.6万 |
-23.87% |
跌破0.618止损 |
| 2 |
2015-10-19 |
2015-11-10 |
60.368395086999996 |
68.6313 |
¥10.4万 |
+13.65% |
重回前高 |
| 3 |
2015-11-30 |
2016-01-08 |
62.671385777 |
62.98695 |
¥4,094 |
+0.47% |
跌破0.618止损 |
| 4 |
2016-03-08 |
2016-05-04 |
65.28477955999999 |
71.10882000000001 |
¥7.7万 |
+8.89% |
重回前高 |
| 5 |
2016-05-27 |
2016-06-06 |
66.58646994999998 |
72.927 |
¥9.0万 |
+9.49% |
重回前高 |
| 6 |
2016-07-20 |
2016-07-25 |
72.544206735 |
70.84908 |
¥-2.4万 |
-2.37% |
跌破0.618止损 |
| 7 |
2017-05-05 |
2017-05-12 |
81.41572739299998 |
82.4175 |
¥1.2万 |
+1.20% |
跌破0.618止损 |
| 8 |
2017-06-07 |
2017-07-14 |
85.791409704 |
83.20671 |
¥-3.1万 |
-3.04% |
跌破0.618止损 |
| 9 |
2017-07-24 |
2017-08-11 |
85.881526731 |
92.7072 |
¥7.7万 |
+7.92% |
重回前高 |
| 10 |
2017-08-15 |
2017-10-12 |
90.11702699999998 |
108.2916 |
¥21.6万 |
+20.13% |
重回前高 |
| 11 |
2017-11-28 |
2018-01-08 |
108.54095251999999 |
122.0778 |
¥15.9万 |
+12.44% |
重回前高 |
| 12 |
2018-02-06 |
2018-03-06 |
117.1521351 |
117.47240999999998 |
¥3,363 |
+0.24% |
跌破0.618止损 |
| 13 |
2018-06-28 |
2018-08-01 |
128.16643839999998 |
129.34053 |
¥1.3万 |
+0.89% |
跌破0.618止损 |
| 14 |
2018-09-25 |
2018-10-11 |
124.76201737999999 |
108.1917 |
¥-19.3万 |
-13.31% |
跌破0.618止损 |
| 15 |
2018-10-23 |
2018-10-24 |
122.03659999999999 |
106.88301 |
¥-15.8万 |
-12.44% |
跌破0.618止损 |
| 16 |
2019-01-18 |
2019-02-15 |
98.02729937000001 |
107.89199999999998 |
¥11.1万 |
+10.03% |
重回前高 |
| 17 |
2019-05-08 |
2019-05-15 |
113.10688188799999 |
114.01 |
¥9,297 |
+0.77% |
跌破0.618止损 |
| 18 |
2019-05-20 |
2019-05-24 |
118.904410625 |
113.03 |
¥-6.1万 |
-4.97% |
跌破0.618止损 |
| 19 |
2019-06-24 |
2019-07-03 |
120.26617903299997 |
133.16670000000002 |
¥12.5万 |
+10.69% |
重回前高 |
| 20 |
2019-07-18 |
2019-07-31 |
126.47424089299999 |
119.47041 |
¥-7.2万 |
-5.57% |
跌破0.618止损 |
| 21 |
2020-01-22 |
2020-02-04 |
110.04290297 |
99.1008 |
¥-12.2万 |
-9.97% |
跌破0.618止损 |
| 22 |
2020-09-22 |
2020-09-25 |
130.169039 |
125.2 |
¥-4.2万 |
-3.85% |
跌破0.618止损 |
| 23 |
2021-01-14 |
2021-01-19 |
215.98047470999995 |
204.795 |
¥-5.5万 |
-5.21% |
跌破0.618止损 |
| 24 |
2021-01-27 |
2021-01-28 |
215.66468 |
201.798 |
¥-6.3万 |
-6.46% |
跌破0.618止损 |
| 25 |
2021-02-10 |
2021-02-23 |
219.83548086499997 |
194.805 |
¥-10.5万 |
-11.41% |
跌破0.618止损 |
| 26 |
2021-05-21 |
2021-05-26 |
186.802583968 |
211.36842000000001 |
¥10.8万 |
+13.12% |
重回前高 |
| 27 |
2021-06-21 |
2021-07-27 |
197.61662720799998 |
180.87894 |
¥-7.9万 |
-8.50% |
跌破0.618止损 |
| 28 |
2021-10-14 |
2021-10-19 |
188.46474246599996 |
169.0 |
¥-8.8万 |
-10.35% |
跌破0.618止损 |
| 29 |
2021-10-25 |
2021-12-01 |
181.43561435999996 |
175.28454000000002 |
¥-2.6万 |
-3.42% |
跌破0.618止损 |
| 30 |
2021-12-16 |
2021-12-21 |
181.83613447999997 |
174.33549 |
¥-3.1万 |
-4.15% |
跌破0.618止损 |
| 31 |
2022-02-16 |
2022-02-24 |
174.09608316099997 |
167.3325 |
¥-2.8万 |
-3.91% |
跌破0.618止损 |
| 32 |
2022-05-05 |
2022-06-09 |
158.20544739999997 |
169.3305 |
¥4.8万 |
+7.00% |
重回前高 |
| 33 |
2022-07-28 |
2022-08-30 |
171.72300145 |
164.91492000000002 |
¥-2.9万 |
-3.99% |
跌破0.618止损 |
| 34 |
2022-12-06 |
2022-12-12 |
146.73054596199998 |
160.839 |
¥6.7万 |
+9.58% |
重回前高 |
| 35 |
2023-02-27 |
2023-03-13 |
168.27852841799998 |
165.25457999999998 |
¥-1.4万 |
-1.83% |
跌破0.618止损 |
| 36 |
2024-03-12 |
2024-04-12 |
101.752136486 |
94.80510000000001 |
¥-5.2万 |
-6.86% |
跌破0.618止损 |
| 37 |
2024-04-24 |
2024-05-06 |
99.00857366399998 |
95.92 |
¥-2.2万 |
-3.15% |
跌破0.618止损 |
| 38 |
2024-05-07 |
2024-05-14 |
98.65811855899999 |
95.15475 |
¥-2.5万 |
-3.58% |
跌破0.618止损 |
| 39 |
2024-09-26 |
2024-09-27 |
78.10142339999999 |
87.42249000000001 |
¥7.9万 |
+11.90% |
重回前高 |
| 40 |
2024-11-08 |
2024-11-25 |
94.36254027199998 |
84.4155 |
¥-7.9万 |
-10.57% |
跌破0.618止损 |
| 41 |
2025-09-19 |
2025-09-26 |
70.09102099999998 |
68.26167 |
¥-1.7万 |
-2.64% |
跌破0.618止损 |
| 42 |
2026-11-06 |
2026-11-10 |
38.44993151999999 |
37.342620000000004 |
¥-1.9万 |
-2.91% |
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 |
89.96987999999999 |
11000.0 |
¥99.0万 |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
68.53139999999999 |
11000.0 |
¥75.4万 |
止损触发 |
| 2015-10-19 |
黄金分割买点 |
买入 |
60.35029 |
12600.0 |
¥76.1万 |
|
| 2015-11-10 |
重回前高 |
卖出 |
68.6313 |
12600.0 |
¥86.4万 |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
62.65259 |
13800.0 |
¥86.5万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
62.98695 |
13800.0 |
¥86.9万 |
止损触发 |
| 2016-03-08 |
黄金分割买点 |
买入 |
65.2652 |
13300.0 |
¥86.8万 |
|
| 2016-05-04 |
重回前高 |
卖出 |
71.10882000000001 |
13300.0 |
¥94.5万 |
|
| 2016-05-27 |
黄金分割买点 |
买入 |
66.56649999999999 |
14200.0 |
¥94.6万 |
|
| 2016-06-06 |
重回前高 |
卖出 |
72.927 |
14200.0 |
¥1.04M |
|
| 2016-07-20 |
黄金分割买点 |
买入 |
72.52244999999999 |
14200.0 |
¥1.03M |
|
| 2016-07-25 |
跌破0.618止损 |
卖出 |
70.84908 |
14200.0 |
¥1.01M |
止损触发 |
| 2017-05-05 |
黄金分割买点 |
买入 |
81.39130999999999 |
12400.0 |
¥1.01M |
|
| 2017-05-12 |
跌破0.618止损 |
卖出 |
82.4175 |
12400.0 |
¥1.02M |
止损触发 |
| 2017-06-07 |
黄金分割买点 |
买入 |
85.76568 |
11900.0 |
¥1.02M |
|
| 2017-07-14 |
跌破0.618止损 |
卖出 |
83.20671 |
11900.0 |
¥99.0万 |
止损触发 |
| 2017-07-24 |
黄金分割买点 |
买入 |
85.85576999999999 |
11400.0 |
¥97.9万 |
|
| 2017-08-11 |
重回前高 |
卖出 |
92.7072 |
11400.0 |
¥1.06M |
|
| 2017-08-15 |
黄金分割买点 |
买入 |
90.08999999999997 |
11900.0 |
¥1.07M |
|
| 2017-10-12 |
重回前高 |
卖出 |
108.2916 |
11900.0 |
¥1.29M |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
108.5084 |
11800.0 |
¥1.28M |
|
| 2018-01-08 |
重回前高 |
卖出 |
122.0778 |
11800.0 |
¥1.44M |
|
| 2018-02-06 |
黄金分割买点 |
买入 |
117.11699999999999 |
11800.0 |
¥1.38M |
|
| 2018-03-06 |
跌破0.618止损 |
卖出 |
117.47240999999998 |
11800.0 |
¥1.39M |
止损触发 |
| 2018-06-28 |
黄金分割买点 |
买入 |
128.128 |
11100.0 |
¥1.42M |
|
| 2018-08-01 |
跌破0.618止损 |
卖出 |
129.34053 |
11100.0 |
¥1.44M |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
124.7246 |
11600.0 |
¥1.45M |
|
| 2018-10-11 |
跌破0.618止损 |
卖出 |
108.1917 |
11600.0 |
¥1.25M |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
122.0 |
10400.0 |
¥1.27M |
|
| 2018-10-24 |
跌破0.618止损 |
卖出 |
106.88301 |
10400.0 |
¥1.11M |
止损触发 |
| 2019-01-18 |
黄金分割买点 |
买入 |
97.9979 |
11300.0 |
¥1.11M |
|
| 2019-02-15 |
重回前高 |
卖出 |
107.89199999999998 |
11300.0 |
¥1.22M |
|
| 2019-05-08 |
黄金分割买点 |
买入 |
113.07295999999998 |
10700.0 |
¥1.21M |
|
| 2019-05-15 |
跌破0.618止损 |
卖出 |
114.01 |
10700.0 |
¥1.22M |
止损触发 |
| 2019-05-20 |
黄金分割买点 |
买入 |
118.86875 |
10300.0 |
¥1.22M |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
113.03 |
10300.0 |
¥1.16M |
止损触发 |
| 2019-06-24 |
黄金分割买点 |
买入 |
120.23010999999998 |
9700.0 |
¥1.17M |
|
| 2019-07-03 |
重回前高 |
卖出 |
133.16670000000002 |
9700.0 |
¥1.29M |
|
| 2019-07-18 |
黄金分割买点 |
买入 |
126.43630999999999 |
10200.0 |
¥1.29M |
|
| 2019-07-31 |
跌破0.618止损 |
卖出 |
119.47041 |
10200.0 |
¥1.22M |
止损触发 |
| 2020-01-22 |
黄金分割买点 |
买入 |
110.00989999999999 |
11100.0 |
¥1.22M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
99.1008 |
11100.0 |
¥1.10M |
止损触发 |
| 2020-09-22 |
黄金分割买点 |
买入 |
130.13 |
8300.0 |
¥1.08M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
125.2 |
8300.0 |
¥1.04M |
止损触发 |
| 2021-01-14 |
黄金分割买点 |
买入 |
215.91569999999993 |
4900.0 |
¥1.06M |
|
| 2021-01-19 |
跌破0.618止损 |
卖出 |
204.795 |
4900.0 |
¥1.00M |
止损触发 |
| 2021-01-27 |
黄金分割买点 |
买入 |
215.6 |
4500.0 |
¥97.0万 |
|
| 2021-01-28 |
跌破0.618止损 |
卖出 |
201.798 |
4500.0 |
¥90.8万 |
止损触发 |
| 2021-02-10 |
黄金分割买点 |
买入 |
219.76954999999998 |
4200.0 |
¥92.3万 |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
194.805 |
4200.0 |
¥81.8万 |
止损触发 |
| 2021-05-21 |
黄金分割买点 |
买入 |
186.74656 |
4400.0 |
¥82.2万 |
|
| 2021-05-26 |
重回前高 |
卖出 |
211.36842000000001 |
4400.0 |
¥93.0万 |
|
| 2021-06-21 |
黄金分割买点 |
买入 |
197.55736 |
4700.0 |
¥92.9万 |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
180.87894 |
4700.0 |
¥85.0万 |
止损触发 |
| 2021-10-14 |
黄金分割买点 |
买入 |
188.40821999999997 |
4500.0 |
¥84.8万 |
|
| 2021-10-19 |
跌破0.618止损 |
卖出 |
169.0 |
4500.0 |
¥76.0万 |
止损触发 |
| 2021-10-25 |
黄金分割买点 |
买入 |
181.38119999999998 |
4200.0 |
¥76.2万 |
|
| 2021-12-01 |
跌破0.618止损 |
卖出 |
175.28454000000002 |
4200.0 |
¥73.6万 |
止损触发 |
| 2021-12-16 |
黄金分割买点 |
买入 |
181.78159999999997 |
4100.0 |
¥74.6万 |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
174.33549 |
4100.0 |
¥71.5万 |
止损触发 |
| 2022-02-16 |
黄金分割买点 |
买入 |
174.04387 |
4100.0 |
¥71.4万 |
|
| 2022-02-24 |
跌破0.618止损 |
卖出 |
167.3325 |
4100.0 |
¥68.6万 |
止损触发 |
| 2022-05-05 |
黄金分割买点 |
买入 |
158.158 |
4300.0 |
¥68.0万 |
|
| 2022-06-09 |
重回前高 |
卖出 |
169.3305 |
4300.0 |
¥72.8万 |
|
| 2022-07-28 |
黄金分割买点 |
买入 |
171.67149999999998 |
4300.0 |
¥73.8万 |
|
| 2022-08-30 |
跌破0.618止损 |
卖出 |
164.91492000000002 |
4300.0 |
¥70.9万 |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
146.68653999999998 |
4800.0 |
¥70.4万 |
|
| 2022-12-12 |
重回前高 |
卖出 |
160.839 |
4800.0 |
¥77.2万 |
|
| 2023-02-27 |
黄金分割买点 |
买入 |
168.22805999999997 |
4600.0 |
¥77.4万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
165.25457999999998 |
4600.0 |
¥76.0万 |
止损触发 |
| 2024-03-12 |
黄金分割买点 |
买入 |
101.72161999999999 |
7500.0 |
¥76.3万 |
|
| 2024-04-12 |
跌破0.618止损 |
卖出 |
94.80510000000001 |
7500.0 |
¥71.1万 |
止损触发 |
| 2024-04-24 |
黄金分割买点 |
买入 |
98.97887999999998 |
7200.0 |
¥71.3万 |
|
| 2024-05-06 |
跌破0.618止损 |
卖出 |
95.92 |
7200.0 |
¥69.0万 |
止损触发 |
| 2024-05-07 |
黄金分割买点 |
买入 |
98.62852999999998 |
7000.0 |
¥69.1万 |
|
| 2024-05-14 |
跌破0.618止损 |
卖出 |
95.15475 |
7000.0 |
¥66.6万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
78.07799999999999 |
8500.0 |
¥66.4万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
87.42249000000001 |
8500.0 |
¥74.3万 |
|
| 2024-11-08 |
黄金分割买点 |
买入 |
94.33423999999998 |
7900.0 |
¥74.5万 |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
84.4155 |
7900.0 |
¥66.7万 |
止损触发 |
| 2025-09-19 |
黄金分割买点 |
买入 |
70.07 |
9400.0 |
¥65.9万 |
|
| 2025-09-26 |
跌破0.618止损 |
卖出 |
68.26167 |
9400.0 |
¥64.1万 |
止损触发 |
| 2026-11-06 |
黄金分割买点 |
买入 |
38.438399999999994 |
16800.0 |
¥64.6万 |
|
| 2026-11-10 |
跌破0.618止损 |
卖出 |
37.342620000000004 |
16800.0 |
¥62.7万 |
止损触发 |