002311 海大集团 — 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: ¥1.65M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +64.77%）
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 57 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 |
2015-06-19 |
2015-06-23 |
23.390375007999996 |
22.05792 |
¥-5.6万 |
-5.72% |
跌破0.618止损 |
| 2 |
2015-11-04 |
2015-12-23 |
14.669049394999998 |
15.04494 |
¥2.4万 |
+2.53% |
重回前高 |
| 3 |
2016-01-04 |
2016-01-07 |
14.0182042 |
14.99499 |
¥6.7万 |
+6.94% |
重回前高 |
| 4 |
2016-02-29 |
2016-04-06 |
13.497528044 |
17.282700000000002 |
¥28.7万 |
+28.01% |
重回前高 |
| 5 |
2016-05-26 |
2016-06-24 |
16.100908823999998 |
16.333650000000002 |
¥1.9万 |
+1.42% |
跌破0.618止损 |
| 6 |
2016-08-31 |
2016-10-11 |
16.371259905000002 |
16.86312 |
¥4.0万 |
+2.97% |
重回前高 |
| 7 |
2017-05-09 |
2017-05-18 |
16.631597983 |
17.3826 |
¥6.2万 |
+4.48% |
重回前高 |
| 8 |
2017-06-01 |
2017-06-06 |
16.511441946999998 |
16.32366 |
¥-1.7万 |
-1.17% |
跌破0.618止损 |
| 9 |
2017-08-03 |
2017-10-17 |
18.023405399999998 |
19.360619999999997 |
¥10.5万 |
+7.39% |
重回前高 |
| 10 |
2017-11-06 |
2017-11-15 |
19.0247057 |
20.98899 |
¥15.6万 |
+10.29% |
重回前高 |
| 11 |
2017-11-24 |
2017-11-28 |
20.636799182999997 |
19.81017 |
¥-6.7万 |
-4.03% |
跌破0.618止损 |
| 12 |
2017-11-30 |
2017-12-22 |
20.62678618 |
22.77 |
¥16.7万 |
+10.36% |
重回前高 |
| 13 |
2018-01-18 |
2018-02-08 |
21.828346540000002 |
20.65 |
¥-9.7万 |
-5.43% |
跌破0.618止损 |
| 14 |
2018-02-28 |
2018-04-12 |
22.128736630000002 |
26.52345 |
¥33.4万 |
+19.82% |
重回前高 |
| 15 |
2018-04-24 |
2018-06-07 |
23.83094714 |
23.756220000000003 |
¥-6,876 |
-0.34% |
跌破0.618止损 |
| 16 |
2018-09-14 |
2018-10-31 |
19.935888973 |
19.13085 |
¥-8.2万 |
-4.07% |
跌破0.618止损 |
| 17 |
2018-12-21 |
2019-02-12 |
22.098697621 |
24.91506 |
¥24.4万 |
+12.71% |
重回前高 |
| 18 |
2019-03-22 |
2019-07-05 |
26.60798 |
28.0 |
¥11.3万 |
+5.20% |
跌破0.618止损 |
| 19 |
2019-08-01 |
2019-09-02 |
30.319373084 |
32.79717 |
¥18.6万 |
+8.14% |
重回前高 |
| 20 |
2019-10-10 |
2019-11-25 |
31.771258518999996 |
31.11885 |
¥-5.1万 |
-2.08% |
跌破0.618止损 |
| 21 |
2019-12-18 |
2019-12-30 |
32.742519810000005 |
34.78 |
¥14.9万 |
+6.19% |
重回前高 |
| 22 |
2020-02-03 |
2020-02-05 |
30.689854194999995 |
32.44752 |
¥13.2万 |
+5.70% |
跌破0.618止损 |
| 23 |
2020-02-11 |
2020-03-17 |
34.24447026 |
33.7662 |
¥-3.8万 |
-1.43% |
跌破0.618止损 |
| 24 |
2020-03-23 |
2020-04-01 |
34.354613293 |
39.96 |
¥42.7万 |
+16.28% |
重回前高 |
| 25 |
2020-09-09 |
2020-10-12 |
62.88165883999999 |
58.941 |
¥-19.1万 |
-6.29% |
跌破0.618止损 |
| 26 |
2020-12-09 |
2020-12-21 |
60.95916226399999 |
57.94199999999999 |
¥-14.4万 |
-4.98% |
跌破0.618止损 |
| 27 |
2020-12-23 |
2020-12-28 |
60.298304066 |
65.934 |
¥25.5万 |
+9.31% |
重回前高 |
| 28 |
2021-01-15 |
2021-01-25 |
64.88425943999998 |
61.99794000000001 |
¥-13.4万 |
-4.48% |
跌破0.618止损 |
| 29 |
2021-01-26 |
2021-02-05 |
64.41364829899999 |
75.84408 |
¥50.9万 |
+17.71% |
重回前高 |
| 30 |
2021-03-02 |
2021-03-10 |
75.69830267999998 |
69.85 |
¥-26.2万 |
-7.75% |
跌破0.618止损 |
| 31 |
2021-03-24 |
2021-06-22 |
74.79713241 |
75.38453999999999 |
¥2.4万 |
+0.76% |
跌破0.618止损 |
| 32 |
2021-07-02 |
2021-07-07 |
81.15538931499998 |
78.05187 |
¥-12.0万 |
-3.85% |
跌破0.618止损 |
| 33 |
2021-10-20 |
2021-10-21 |
66.72001 |
63.46647 |
¥-14.7万 |
-4.90% |
跌破0.618止损 |
| 34 |
2021-11-01 |
2021-12-08 |
65.0845195 |
69.8301 |
¥20.6万 |
+7.26% |
重回前高 |
| 35 |
2022-01-10 |
2022-02-15 |
70.09102099999998 |
66.21 |
¥-16.9万 |
-5.57% |
跌破0.618止损 |
| 36 |
2022-04-28 |
2022-07-18 |
64.279278 |
59.15079 |
¥-23.3万 |
-8.01% |
跌破0.618止损 |
| 37 |
2022-08-04 |
2022-08-10 |
61.50987742899999 |
59.06088 |
¥-10.7万 |
-4.01% |
跌破0.618止损 |
| 38 |
2022-08-23 |
2022-09-06 |
62.691411783 |
59.460480000000004 |
¥-13.3万 |
-5.18% |
跌破0.618止损 |
| 39 |
2022-09-30 |
2022-10-27 |
61.11937031199999 |
59.02092 |
¥-8.4万 |
-3.46% |
跌破0.618止损 |
| 40 |
2022-12-07 |
2022-12-21 |
60.40844709899999 |
58.51143 |
¥-7.4万 |
-3.17% |
跌破0.618止损 |
| 41 |
2023-08-01 |
2023-08-14 |
50.515600135 |
47.10285 |
¥-15.5万 |
-6.78% |
跌破0.618止损 |
| 42 |
2023-09-01 |
2023-09-11 |
48.224463 |
46.80315 |
¥-6.3万 |
-2.98% |
跌破0.618止损 |
| 43 |
2023-09-13 |
2023-09-22 |
48.56306455 |
46.72323 |
¥-7.9万 |
-3.82% |
跌破0.618止损 |
| 44 |
2023-11-21 |
2023-11-30 |
46.189982839 |
43.39656 |
¥-12.1万 |
-6.08% |
跌破0.618止损 |
| 45 |
2023-12-28 |
2024-01-05 |
43.836927134 |
42.48747 |
¥-5.8万 |
-3.11% |
跌破0.618止损 |
| 46 |
2024-02-20 |
2024-04-19 |
42.35500268999999 |
46.953 |
¥19.6万 |
+10.82% |
重回前高 |
| 47 |
2024-06-07 |
2024-06-21 |
49.46423481999999 |
46.74321 |
¥-11.0万 |
-5.53% |
跌破0.618止损 |
| 48 |
2024-10-11 |
2024-10-18 |
44.758123409999996 |
40.88907 |
¥-16.3万 |
-8.67% |
跌破0.618止损 |
| 49 |
2024-10-22 |
2025-01-20 |
44.71807139799999 |
50.978970000000004 |
¥24.2万 |
+13.97% |
重回前高 |
| 50 |
2025-01-22 |
2025-02-26 |
48.21260944499999 |
46.86309 |
¥-5.5万 |
-2.83% |
跌破0.618止损 |
| 51 |
2025-03-11 |
2025-03-24 |
49.834715931 |
48.85 |
¥-3.8万 |
-2.01% |
跌破0.618止损 |
| 52 |
2025-07-08 |
2025-07-11 |
58.98660067299999 |
55.79415 |
¥-10.2万 |
-5.44% |
跌破0.618止损 |
| 53 |
2025-08-20 |
2025-09-09 |
59.83770592799999 |
62.76717 |
¥8.6万 |
+4.86% |
重回前高 |
| 54 |
2025-09-23 |
2025-10-21 |
62.62132076199999 |
57.39255 |
¥-15.6万 |
-8.38% |
跌破0.618止损 |
| 55 |
2026-03-20 |
2026-03-24 |
54.951360464000004 |
52.37757 |
¥-8.0万 |
-4.71% |
跌破0.618止损 |
| 56 |
2026-07-07 |
2026-09-04 |
46.70064599199999 |
44.045910000000006 |
¥-9.2万 |
-5.71% |
跌破0.618止损 |
| 57 |
2026-10-30 |
2026-11-13 |
45.65929367999999 |
48.88 |
¥10.7万 |
+7.02% |
强平 |
逐笔成交记录（共 114 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
23.383359999999996 |
41700.0 |
¥97.5万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
22.05792 |
41700.0 |
¥92.0万 |
止损触发 |
| 2015-11-04 |
黄金分割买点 |
买入 |
14.664649999999998 |
64000.0 |
¥93.9万 |
|
| 2015-12-23 |
重回前高 |
卖出 |
15.04494 |
64000.0 |
¥96.3万 |
|
| 2016-01-04 |
黄金分割买点 |
买入 |
14.014 |
69000.0 |
¥96.7万 |
|
| 2016-01-07 |
重回前高 |
卖出 |
14.99499 |
69000.0 |
¥1.03M |
|
| 2016-02-29 |
黄金分割买点 |
买入 |
13.493479999999998 |
75800.0 |
¥1.02M |
|
| 2016-04-06 |
重回前高 |
卖出 |
17.282700000000002 |
75800.0 |
¥1.31M |
|
| 2016-05-26 |
黄金分割买点 |
买入 |
16.096079999999997 |
81800.0 |
¥1.32M |
|
| 2016-06-24 |
跌破0.618止损 |
卖出 |
16.333650000000002 |
81800.0 |
¥1.34M |
止损触发 |
| 2016-08-31 |
黄金分割买点 |
买入 |
16.36635 |
81700.0 |
¥1.34M |
|
| 2016-10-11 |
重回前高 |
卖出 |
16.86312 |
81700.0 |
¥1.38M |
|
| 2017-05-09 |
黄金分割买点 |
买入 |
16.626609999999996 |
82800.0 |
¥1.38M |
|
| 2017-05-18 |
重回前高 |
卖出 |
17.3826 |
82800.0 |
¥1.44M |
|
| 2017-06-01 |
黄金分割买点 |
买入 |
16.506489999999996 |
87000.0 |
¥1.44M |
|
| 2017-06-06 |
跌破0.618止损 |
卖出 |
16.32366 |
87000.0 |
¥1.42M |
止损触发 |
| 2017-08-03 |
黄金分割买点 |
买入 |
18.017999999999997 |
78800.0 |
¥1.42M |
|
| 2017-10-17 |
重回前高 |
卖出 |
19.360619999999997 |
78800.0 |
¥1.53M |
|
| 2017-11-06 |
黄金分割买点 |
买入 |
19.019 |
79500.0 |
¥1.51M |
|
| 2017-11-15 |
重回前高 |
卖出 |
20.98899 |
79500.0 |
¥1.67M |
|
| 2017-11-24 |
黄金分割买点 |
买入 |
20.630609999999997 |
80800.0 |
¥1.67M |
|
| 2017-11-28 |
跌破0.618止损 |
卖出 |
19.81017 |
80800.0 |
¥1.60M |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
20.6206 |
78200.0 |
¥1.61M |
|
| 2017-12-22 |
重回前高 |
卖出 |
22.77 |
78200.0 |
¥1.78M |
|
| 2018-01-18 |
黄金分割买点 |
买入 |
21.8218 |
81700.0 |
¥1.78M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
20.65 |
81700.0 |
¥1.69M |
止损触发 |
| 2018-02-28 |
黄金分割买点 |
买入 |
22.1221 |
76200.0 |
¥1.69M |
|
| 2018-04-12 |
重回前高 |
卖出 |
26.52345 |
76200.0 |
¥2.02M |
|
| 2018-04-24 |
黄金分割买点 |
买入 |
23.8238 |
84000.0 |
¥2.00M |
|
| 2018-06-07 |
跌破0.618止损 |
卖出 |
23.756220000000003 |
84000.0 |
¥1.99M |
止损触发 |
| 2018-09-14 |
黄金分割买点 |
买入 |
19.92991 |
100900.0 |
¥2.01M |
|
| 2018-10-31 |
跌破0.618止损 |
卖出 |
19.13085 |
100900.0 |
¥1.93M |
止损触发 |
| 2018-12-21 |
黄金分割买点 |
买入 |
22.092069999999996 |
86800.0 |
¥1.92M |
|
| 2019-02-12 |
重回前高 |
卖出 |
24.91506 |
86800.0 |
¥2.16M |
|
| 2019-03-22 |
黄金分割买点 |
买入 |
26.6 |
81800.0 |
¥2.18M |
|
| 2019-07-05 |
跌破0.618止损 |
卖出 |
28.0 |
81800.0 |
¥2.29M |
止损触发 |
| 2019-08-01 |
黄金分割买点 |
买入 |
30.31028 |
75300.0 |
¥2.28M |
|
| 2019-09-02 |
重回前高 |
卖出 |
32.79717 |
75300.0 |
¥2.47M |
|
| 2019-10-10 |
黄金分割买点 |
买入 |
31.761729999999996 |
77500.0 |
¥2.46M |
|
| 2019-11-25 |
跌破0.618止损 |
卖出 |
31.11885 |
77500.0 |
¥2.41M |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
32.7327 |
73400.0 |
¥2.40M |
|
| 2019-12-30 |
重回前高 |
卖出 |
34.78 |
73400.0 |
¥2.55M |
|
| 2020-02-03 |
黄金分割买点 |
买入 |
30.680649999999996 |
75300.0 |
¥2.31M |
|
| 2020-02-05 |
跌破0.618止损 |
卖出 |
32.44752 |
75300.0 |
¥2.44M |
止损触发 |
| 2020-02-11 |
黄金分割买点 |
买入 |
34.2342 |
78800.0 |
¥2.70M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
33.7662 |
78800.0 |
¥2.66M |
止损触发 |
| 2020-03-23 |
黄金分割买点 |
买入 |
34.34431 |
76300.0 |
¥2.62M |
|
| 2020-04-01 |
重回前高 |
卖出 |
39.96 |
76300.0 |
¥3.05M |
|
| 2020-09-09 |
黄金分割买点 |
买入 |
62.86279999999999 |
48300.0 |
¥3.04M |
|
| 2020-10-12 |
跌破0.618止损 |
卖出 |
58.941 |
48300.0 |
¥2.85M |
止损触发 |
| 2020-12-09 |
黄金分割买点 |
买入 |
60.94087999999999 |
47400.0 |
¥2.89M |
|
| 2020-12-21 |
跌破0.618止损 |
卖出 |
57.94199999999999 |
47400.0 |
¥2.75M |
止损触发 |
| 2020-12-23 |
黄金分割买点 |
买入 |
60.28022 |
45400.0 |
¥2.74M |
|
| 2020-12-28 |
重回前高 |
卖出 |
65.934 |
45400.0 |
¥2.99M |
|
| 2021-01-15 |
黄金分割买点 |
买入 |
64.86479999999999 |
46000.0 |
¥2.98M |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
61.99794000000001 |
46000.0 |
¥2.85M |
止损触发 |
| 2021-01-26 |
黄金分割买点 |
买入 |
64.39433 |
44600.0 |
¥2.87M |
|
| 2021-02-05 |
重回前高 |
卖出 |
75.84408 |
44600.0 |
¥3.38M |
|
| 2021-03-02 |
黄金分割买点 |
买入 |
75.67559999999999 |
44600.0 |
¥3.38M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
69.85 |
44600.0 |
¥3.11M |
止损触发 |
| 2021-03-24 |
黄金分割买点 |
买入 |
74.7747 |
41700.0 |
¥3.12M |
|
| 2021-06-22 |
跌破0.618止损 |
卖出 |
75.38453999999999 |
41700.0 |
¥3.14M |
止损触发 |
| 2021-07-02 |
黄金分割买点 |
买入 |
81.13104999999999 |
38500.0 |
¥3.12M |
|
| 2021-07-07 |
跌破0.618止损 |
卖出 |
78.05187 |
38500.0 |
¥3.00M |
止损触发 |
| 2021-10-20 |
黄金分割买点 |
买入 |
66.7 |
44800.0 |
¥2.99M |
|
| 2021-10-21 |
跌破0.618止损 |
卖出 |
63.46647 |
44800.0 |
¥2.84M |
止损触发 |
| 2021-11-01 |
黄金分割买点 |
买入 |
65.065 |
43700.0 |
¥2.84M |
|
| 2021-12-08 |
重回前高 |
卖出 |
69.8301 |
43700.0 |
¥3.05M |
|
| 2022-01-10 |
黄金分割买点 |
买入 |
70.07 |
43400.0 |
¥3.04M |
|
| 2022-02-15 |
跌破0.618止损 |
卖出 |
66.21 |
43400.0 |
¥2.87M |
止损触发 |
| 2022-04-28 |
黄金分割买点 |
买入 |
64.26 |
45200.0 |
¥2.91M |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
59.15079 |
45200.0 |
¥2.67M |
止损触发 |
| 2022-08-04 |
黄金分割买点 |
买入 |
61.491429999999994 |
43500.0 |
¥2.68M |
|
| 2022-08-10 |
跌破0.618止损 |
卖出 |
59.06088 |
43500.0 |
¥2.57M |
止损触发 |
| 2022-08-23 |
黄金分割买点 |
买入 |
62.67260999999999 |
41000.0 |
¥2.57M |
|
| 2022-09-06 |
跌破0.618止损 |
卖出 |
59.460480000000004 |
41000.0 |
¥2.44M |
止损触发 |
| 2022-09-30 |
黄金分割买点 |
买入 |
61.10103999999999 |
39800.0 |
¥2.43M |
|
| 2022-10-27 |
跌破0.618止损 |
卖出 |
59.02092 |
39800.0 |
¥2.35M |
止损触发 |
| 2022-12-07 |
黄金分割买点 |
买入 |
60.39033 |
38900.0 |
¥2.35M |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
58.51143 |
38900.0 |
¥2.28M |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
50.50045000000001 |
45300.0 |
¥2.29M |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
47.10285 |
45300.0 |
¥2.13M |
止损触发 |
| 2023-09-01 |
黄金分割买点 |
买入 |
48.21 |
44000.0 |
¥2.12M |
|
| 2023-09-11 |
跌破0.618止损 |
卖出 |
46.80315 |
44000.0 |
¥2.06M |
止损触发 |
| 2023-09-13 |
黄金分割买点 |
买入 |
48.5485 |
42400.0 |
¥2.06M |
|
| 2023-09-22 |
跌破0.618止损 |
卖出 |
46.72323 |
42400.0 |
¥1.98M |
止损触发 |
| 2023-11-21 |
黄金分割买点 |
买入 |
46.17613 |
43000.0 |
¥1.99M |
|
| 2023-11-30 |
跌破0.618止损 |
卖出 |
43.39656 |
43000.0 |
¥1.87M |
止损触发 |
| 2023-12-28 |
黄金分割买点 |
买入 |
43.82378 |
42600.0 |
¥1.87M |
|
| 2024-01-05 |
跌破0.618止损 |
卖出 |
42.48747 |
42600.0 |
¥1.81M |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
42.342299999999994 |
42700.0 |
¥1.81M |
|
| 2024-04-19 |
重回前高 |
卖出 |
46.953 |
42700.0 |
¥2.00M |
|
| 2024-06-07 |
黄金分割买点 |
买入 |
49.44939999999999 |
40400.0 |
¥2.00M |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
46.74321 |
40400.0 |
¥1.89M |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
44.744699999999995 |
42000.0 |
¥1.88M |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
40.88907 |
42000.0 |
¥1.72M |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
44.70465999999999 |
38700.0 |
¥1.73M |
|
| 2025-01-20 |
重回前高 |
卖出 |
50.978970000000004 |
38700.0 |
¥1.97M |
|
| 2025-01-22 |
黄金分割买点 |
买入 |
48.19814999999999 |
40700.0 |
¥1.96M |
|
| 2025-02-26 |
跌破0.618止损 |
卖出 |
46.86309 |
40700.0 |
¥1.91M |
止损触发 |
| 2025-03-11 |
黄金分割买点 |
买入 |
49.81977 |
38200.0 |
¥1.90M |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
48.85 |
38200.0 |
¥1.87M |
止损触发 |
| 2025-07-08 |
黄金分割买点 |
买入 |
58.96890999999999 |
31700.0 |
¥1.87M |
|
| 2025-07-11 |
跌破0.618止损 |
卖出 |
55.79415 |
31700.0 |
¥1.77M |
止损触发 |
| 2025-08-20 |
黄金分割买点 |
买入 |
59.81975999999999 |
29600.0 |
¥1.77M |
|
| 2025-09-09 |
重回前高 |
卖出 |
62.76717 |
29600.0 |
¥1.86M |
|
| 2025-09-23 |
黄金分割买点 |
买入 |
62.60253999999999 |
29700.0 |
¥1.86M |
|
| 2025-10-21 |
跌破0.618止损 |
卖出 |
57.39255 |
29700.0 |
¥1.70M |
止损触发 |
| 2026-03-20 |
黄金分割买点 |
买入 |
54.93488 |
31000.0 |
¥1.70M |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
52.37757 |
31000.0 |
¥1.62M |
止损触发 |
| 2026-07-07 |
黄金分割买点 |
买入 |
46.68664 |
34500.0 |
¥1.61M |
|
| 2026-09-04 |
跌破0.618止损 |
卖出 |
44.045910000000006 |
34500.0 |
¥1.52M |
止损触发 |
| 2026-10-30 |
黄金分割买点 |
买入 |
45.645599999999995 |
33300.0 |
¥1.52M |
|
| 2026-11-13 |
强平 |
卖出 |
48.88 |
33300 |
¥1.63M |
回测结束强平 |