002422 科伦药业 — 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: ¥2.47M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +147.31%）
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 55 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 |
2015-05-22 |
37.70896929799999 |
45.954 |
¥21.7万 |
+21.83% |
重回前高 |
| 2 |
2015-06-23 |
2015-06-29 |
45.47905962599999 |
40.46949000000001 |
¥-13.4万 |
-11.04% |
跌破0.618止损 |
| 3 |
2015-11-20 |
2015-11-26 |
17.032118103000002 |
17.832150000000002 |
¥5.0万 |
+4.67% |
重回前高 |
| 4 |
2016-04-12 |
2016-04-18 |
14.919374469999998 |
15.764220000000002 |
¥6.3万 |
+5.63% |
重回前高 |
| 5 |
2016-05-10 |
2016-05-26 |
15.059556511999999 |
14.4855 |
¥-4.6万 |
-3.84% |
跌破0.618止损 |
| 6 |
2016-12-01 |
2016-12-13 |
17.322495189999998 |
16.16382 |
¥-7.7万 |
-6.72% |
跌破0.618止损 |
| 7 |
2017-02-15 |
2017-03-13 |
17.172300144999998 |
16.383599999999998 |
¥-4.9万 |
-4.62% |
跌破0.618止损 |
| 8 |
2017-11-23 |
2017-12-12 |
21.167488342000002 |
24.725250000000003 |
¥17.1万 |
+16.77% |
重回前高 |
| 9 |
2018-01-26 |
2018-02-12 |
24.832247439999996 |
23.576400000000003 |
¥-6.1万 |
-5.09% |
跌破0.618止损 |
| 10 |
2018-02-14 |
2018-03-09 |
24.912351463999993 |
29.93004 |
¥22.7万 |
+20.11% |
重回前高 |
| 11 |
2018-04-16 |
2018-05-07 |
28.937578669999994 |
35.554410000000004 |
¥31.0万 |
+22.83% |
重回前高 |
| 12 |
2018-06-04 |
2018-06-20 |
31.811310531 |
30.189779999999995 |
¥-8.6万 |
-5.13% |
跌破0.618止损 |
| 13 |
2018-07-13 |
2018-07-20 |
32.822623834 |
31.958009999999994 |
¥-4.2万 |
-2.66% |
跌破0.618止损 |
| 14 |
2018-12-04 |
2018-12-07 |
25.062546508999997 |
24.055919999999997 |
¥-6.2万 |
-4.05% |
跌破0.618止损 |
| 15 |
2019-02-12 |
2019-03-19 |
22.899737861 |
25.944029999999998 |
¥19.6万 |
+13.26% |
重回前高 |
| 16 |
2019-05-07 |
2019-06-06 |
27.325485186999998 |
26.3736 |
¥-5.9万 |
-3.51% |
跌破0.618止损 |
| 17 |
2019-06-28 |
2019-07-10 |
29.678540891999997 |
27.732240000000004 |
¥-10.6万 |
-6.59% |
跌破0.618止损 |
| 18 |
2020-01-03 |
2020-01-20 |
24.13133723 |
25.84413 |
¥10.7万 |
+7.07% |
重回前高 |
| 19 |
2020-02-20 |
2020-02-28 |
24.631987379999998 |
22.947029999999998 |
¥-11.1万 |
-6.87% |
跌破0.618止损 |
| 20 |
2020-06-11 |
2020-07-14 |
21.477891434999997 |
23.4765 |
¥13.9万 |
+9.27% |
重回前高 |
| 21 |
2020-07-17 |
2020-09-02 |
21.82834654 |
25.75422 |
¥29.5万 |
+17.95% |
重回前高 |
| 22 |
2020-09-15 |
2020-09-25 |
23.480492034999994 |
22.62735 |
¥-7.1万 |
-3.66% |
跌破0.618止损 |
| 23 |
2020-10-30 |
2020-11-02 |
24.20726 |
23.95602 |
¥-2.0万 |
-1.07% |
跌破0.618止损 |
| 24 |
2021-02-22 |
2021-02-25 |
20.827046239999998 |
21.66831 |
¥7.4万 |
+4.01% |
重回前高 |
| 25 |
2021-03-03 |
2021-03-10 |
20.106110023999996 |
19.13085 |
¥-9.4万 |
-4.88% |
跌破0.618止损 |
| 26 |
2021-04-14 |
2021-06-10 |
20.706890204 |
20.49948 |
¥-1.9万 |
-1.03% |
跌破0.618止损 |
| 27 |
2022-01-24 |
2022-01-25 |
19.475290834999996 |
19.23075 |
¥-2.2万 |
-1.29% |
跌破0.618止损 |
| 28 |
2022-04-29 |
2022-05-16 |
16.541480956 |
18.92106 |
¥25.5万 |
+14.35% |
重回前高 |
| 29 |
2022-05-24 |
2022-06-15 |
17.192326150999996 |
18.90108 |
¥20.2万 |
+9.91% |
重回前高 |
| 30 |
2022-09-19 |
2022-09-23 |
21.117423326999994 |
19.91007 |
¥-12.8万 |
-5.75% |
跌破0.618止损 |
| 31 |
2022-11-28 |
2022-12-23 |
23.029906899999997 |
23.98 |
¥8.6万 |
+4.09% |
跌破0.618止损 |
| 32 |
2023-03-10 |
2023-03-28 |
27.355524195999994 |
26.773200000000003 |
¥-4.8万 |
-2.16% |
跌破0.618止损 |
| 33 |
2023-03-29 |
2023-04-04 |
28.086473414999993 |
26.76321 |
¥-10.2万 |
-4.74% |
跌破0.618止损 |
| 34 |
2023-06-07 |
2023-07-05 |
30.209230051 |
28.66131 |
¥-10.6万 |
-5.15% |
跌破0.618止损 |
| 35 |
2023-09-13 |
2023-09-28 |
27.796096328 |
29.19078 |
¥9.6万 |
+4.99% |
重回前高 |
| 36 |
2023-10-20 |
2023-10-24 |
27.495706238 |
25.23 |
¥-16.8万 |
-8.27% |
跌破0.618止损 |
| 37 |
2023-10-30 |
2024-01-03 |
27.33549819 |
29.14083 |
¥12.3万 |
+6.57% |
重回前高 |
| 38 |
2024-01-09 |
2024-01-17 |
27.285433174999998 |
26.51346 |
¥-5.7万 |
-2.86% |
跌破0.618止损 |
| 39 |
2024-02-20 |
2024-04-29 |
26.194015847999996 |
32.367599999999996 |
¥45.7万 |
+23.53% |
重回前高 |
| 40 |
2024-06-03 |
2024-06-20 |
31.651102483 |
31.278689999999994 |
¥-2.9万 |
-1.21% |
跌破0.618止损 |
| 41 |
2024-07-15 |
2024-07-24 |
32.041609599999994 |
30.909060000000004 |
¥-8.4万 |
-3.56% |
跌破0.618止损 |
| 42 |
2024-08-20 |
2024-09-18 |
31.430816417 |
30.01995 |
¥-10.3万 |
-4.52% |
跌破0.618止损 |
| 43 |
2024-11-15 |
2024-12-27 |
30.689854195 |
30.44952 |
¥-1.8万 |
-0.81% |
跌破0.618止损 |
| 44 |
2025-03-04 |
2025-04-02 |
31.040309299999993 |
35.964 |
¥34.2万 |
+15.83% |
重回前高 |
| 45 |
2025-04-28 |
2025-06-23 |
32.972818878999995 |
33.82614 |
¥6.4万 |
+2.56% |
跌破0.618止损 |
| 46 |
2025-07-01 |
2025-07-08 |
35.94668076999999 |
34.455510000000004 |
¥-10.7万 |
-4.18% |
跌破0.618止损 |
| 47 |
2025-08-04 |
2025-09-02 |
37.068137106 |
40.06989 |
¥19.8万 |
+8.07% |
重回前高 |
| 48 |
2025-09-11 |
2025-10-10 |
36.046810799999996 |
35.964 |
¥-6,561 |
-0.26% |
跌破0.618止损 |
| 49 |
2026-01-15 |
2026-02-03 |
33.233156957 |
30.32964 |
¥-23.3万 |
-8.76% |
跌破0.618止损 |
| 50 |
2026-02-09 |
2026-02-27 |
32.251882662999996 |
30.459509999999998 |
¥-13.5万 |
-5.59% |
跌破0.618止损 |
| 51 |
2026-03-27 |
2026-03-30 |
31.731206507 |
34.6653 |
¥20.8万 |
+9.21% |
重回前高 |
| 52 |
2026-04-22 |
2026-05-15 |
33.603638068 |
31.298669999999998 |
¥-17.2万 |
-6.89% |
跌破0.618止损 |
| 53 |
2026-06-08 |
2026-06-12 |
34.54486034999999 |
37.85211 |
¥22.1万 |
+9.54% |
重回前高 |
| 54 |
2026-07-09 |
2026-09-01 |
41.543949446999996 |
40.6593 |
¥-5.4万 |
-2.16% |
跌破0.618止损 |
| 55 |
2026-11-05 |
2026-11-13 |
43.05591289999999 |
42.67 |
¥-2.3万 |
-0.93% |
强平 |
逐笔成交记录（共 110 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 |
37.69765999999999 |
26400.0 |
¥99.6万 |
|
| 2015-05-22 |
重回前高 |
卖出 |
45.954 |
26400.0 |
¥1.21M |
|
| 2015-06-23 |
黄金分割买点 |
买入 |
45.465419999999995 |
26600.0 |
¥1.21M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
40.46949000000001 |
26600.0 |
¥1.08M |
止损触发 |
| 2015-11-20 |
黄金分割买点 |
买入 |
17.02701 |
63100.0 |
¥1.07M |
|
| 2015-11-26 |
重回前高 |
卖出 |
17.832150000000002 |
63100.0 |
¥1.12M |
|
| 2016-04-12 |
黄金分割买点 |
买入 |
14.9149 |
75500.0 |
¥1.13M |
|
| 2016-04-18 |
重回前高 |
卖出 |
15.764220000000002 |
75500.0 |
¥1.19M |
|
| 2016-05-10 |
黄金分割买点 |
买入 |
15.055039999999998 |
79000.0 |
¥1.19M |
|
| 2016-05-26 |
跌破0.618止损 |
卖出 |
14.4855 |
79000.0 |
¥1.14M |
止损触发 |
| 2016-12-01 |
黄金分割买点 |
买入 |
17.3173 |
66300.0 |
¥1.15M |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
16.16382 |
66300.0 |
¥1.07M |
止损触发 |
| 2017-02-15 |
黄金分割买点 |
买入 |
17.167149999999996 |
62200.0 |
¥1.07M |
|
| 2017-03-13 |
跌破0.618止损 |
卖出 |
16.383599999999998 |
62200.0 |
¥1.02M |
止损触发 |
| 2017-11-23 |
黄金分割买点 |
买入 |
21.16114 |
48200.0 |
¥1.02M |
|
| 2017-12-12 |
重回前高 |
卖出 |
24.725250000000003 |
48200.0 |
¥1.19M |
|
| 2018-01-26 |
黄金分割买点 |
买入 |
24.8248 |
48000.0 |
¥1.19M |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
23.576400000000003 |
48000.0 |
¥1.13M |
止损触发 |
| 2018-02-14 |
黄金分割买点 |
买入 |
24.90487999999999 |
45400.0 |
¥1.13M |
|
| 2018-03-09 |
重回前高 |
卖出 |
29.93004 |
45400.0 |
¥1.36M |
|
| 2018-04-16 |
黄金分割买点 |
买入 |
28.928899999999995 |
47000.0 |
¥1.36M |
|
| 2018-05-07 |
重回前高 |
卖出 |
35.554410000000004 |
47000.0 |
¥1.67M |
|
| 2018-06-04 |
黄金分割买点 |
买入 |
31.801769999999998 |
52600.0 |
¥1.67M |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
30.189779999999995 |
52600.0 |
¥1.59M |
止损触发 |
| 2018-07-13 |
黄金分割买点 |
买入 |
32.81278 |
47800.0 |
¥1.57M |
|
| 2018-07-20 |
跌破0.618止损 |
卖出 |
31.958009999999994 |
47800.0 |
¥1.53M |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
25.05503 |
61100.0 |
¥1.53M |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
24.055919999999997 |
61100.0 |
¥1.47M |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
22.89287 |
64600.0 |
¥1.48M |
|
| 2019-03-19 |
重回前高 |
卖出 |
25.944029999999998 |
64600.0 |
¥1.68M |
|
| 2019-05-07 |
黄金分割买点 |
买入 |
27.317289999999996 |
61300.0 |
¥1.68M |
|
| 2019-06-06 |
跌破0.618止损 |
卖出 |
26.3736 |
61300.0 |
¥1.62M |
止损触发 |
| 2019-06-28 |
黄金分割买点 |
买入 |
29.66964 |
54400.0 |
¥1.61M |
|
| 2019-07-10 |
跌破0.618止损 |
卖出 |
27.732240000000004 |
54400.0 |
¥1.51M |
止损触发 |
| 2020-01-03 |
黄金分割买点 |
买入 |
24.1241 |
62500.0 |
¥1.51M |
|
| 2020-01-20 |
重回前高 |
卖出 |
25.84413 |
62500.0 |
¥1.61M |
|
| 2020-02-20 |
黄金分割买点 |
买入 |
24.624599999999997 |
65400.0 |
¥1.61M |
|
| 2020-02-28 |
跌破0.618止损 |
卖出 |
22.947029999999998 |
65400.0 |
¥1.50M |
止损触发 |
| 2020-06-11 |
黄金分割买点 |
买入 |
21.471449999999997 |
70000.0 |
¥1.50M |
|
| 2020-07-14 |
重回前高 |
卖出 |
23.4765 |
70000.0 |
¥1.64M |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
21.8218 |
75400.0 |
¥1.65M |
|
| 2020-09-02 |
重回前高 |
卖出 |
25.75422 |
75400.0 |
¥1.94M |
|
| 2020-09-15 |
黄金分割买点 |
买入 |
23.473449999999996 |
82800.0 |
¥1.94M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
22.62735 |
82800.0 |
¥1.87M |
止损触发 |
| 2020-10-30 |
黄金分割买点 |
买入 |
24.2 |
76900.0 |
¥1.86M |
|
| 2020-11-02 |
跌破0.618止损 |
卖出 |
23.95602 |
76900.0 |
¥1.84M |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
20.8208 |
88800.0 |
¥1.85M |
|
| 2021-02-25 |
重回前高 |
卖出 |
21.66831 |
88800.0 |
¥1.92M |
|
| 2021-03-03 |
黄金分割买点 |
买入 |
20.100079999999995 |
95700.0 |
¥1.92M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
19.13085 |
95700.0 |
¥1.83M |
止损触发 |
| 2021-04-14 |
黄金分割买点 |
买入 |
20.70068 |
88500.0 |
¥1.83M |
|
| 2021-06-10 |
跌破0.618止损 |
卖出 |
20.49948 |
88500.0 |
¥1.81M |
止损触发 |
| 2022-01-24 |
黄金分割买点 |
买入 |
19.46945 |
89600.0 |
¥1.74M |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
19.23075 |
89600.0 |
¥1.72M |
止损触发 |
| 2022-04-29 |
黄金分割买点 |
买入 |
16.53652 |
107400.0 |
¥1.78M |
|
| 2022-05-16 |
重回前高 |
卖出 |
18.92106 |
107400.0 |
¥2.03M |
|
| 2022-05-24 |
黄金分割买点 |
买入 |
17.18717 |
118900.0 |
¥2.04M |
|
| 2022-06-15 |
重回前高 |
卖出 |
18.90108 |
118900.0 |
¥2.25M |
|
| 2022-09-19 |
黄金分割买点 |
买入 |
21.111089999999997 |
105500.0 |
¥2.23M |
|
| 2022-09-23 |
跌破0.618止损 |
卖出 |
19.91007 |
105500.0 |
¥2.10M |
止损触发 |
| 2022-11-28 |
黄金分割买点 |
买入 |
23.022999999999996 |
90700.0 |
¥2.09M |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
23.98 |
90700.0 |
¥2.17M |
止损触发 |
| 2023-03-10 |
黄金分割买点 |
买入 |
27.347319999999996 |
80500.0 |
¥2.20M |
|
| 2023-03-28 |
跌破0.618止损 |
卖出 |
26.773200000000003 |
80500.0 |
¥2.15M |
止损触发 |
| 2023-03-29 |
黄金分割买点 |
买入 |
28.078049999999994 |
76700.0 |
¥2.15M |
|
| 2023-04-04 |
跌破0.618止损 |
卖出 |
26.76321 |
76700.0 |
¥2.05M |
止损触发 |
| 2023-06-07 |
黄金分割买点 |
买入 |
30.20017 |
68000.0 |
¥2.05M |
|
| 2023-07-05 |
跌破0.618止损 |
卖出 |
28.66131 |
68000.0 |
¥1.95M |
止损触发 |
| 2023-09-13 |
黄金分割买点 |
买入 |
27.78776 |
69600.0 |
¥1.93M |
|
| 2023-09-28 |
重回前高 |
卖出 |
29.19078 |
69600.0 |
¥2.03M |
|
| 2023-10-20 |
黄金分割买点 |
买入 |
27.48746 |
73900.0 |
¥2.03M |
|
| 2023-10-24 |
跌破0.618止损 |
卖出 |
25.23 |
73900.0 |
¥1.86M |
止损触发 |
| 2023-10-30 |
黄金分割买点 |
买入 |
27.327299999999997 |
68300.0 |
¥1.87M |
|
| 2024-01-03 |
重回前高 |
卖出 |
29.14083 |
68300.0 |
¥1.99M |
|
| 2024-01-09 |
黄金分割买点 |
买入 |
27.27725 |
73100.0 |
¥1.99M |
|
| 2024-01-17 |
跌破0.618止损 |
卖出 |
26.51346 |
73100.0 |
¥1.94M |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
26.186159999999997 |
74100.0 |
¥1.94M |
|
| 2024-04-29 |
重回前高 |
卖出 |
32.367599999999996 |
74100.0 |
¥2.40M |
|
| 2024-06-03 |
黄金分割买点 |
买入 |
31.641609999999996 |
74800.0 |
¥2.37M |
|
| 2024-06-20 |
跌破0.618止损 |
卖出 |
31.278689999999994 |
74800.0 |
¥2.34M |
止损触发 |
| 2024-07-15 |
黄金分割买点 |
买入 |
32.032 |
73400.0 |
¥2.35M |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
30.909060000000004 |
73400.0 |
¥2.27M |
止损触发 |
| 2024-08-20 |
黄金分割买点 |
买入 |
31.42139 |
72500.0 |
¥2.28M |
|
| 2024-09-18 |
跌破0.618止损 |
卖出 |
30.01995 |
72500.0 |
¥2.18M |
止损触发 |
| 2024-11-15 |
黄金分割买点 |
买入 |
30.680649999999996 |
71200.0 |
¥2.19M |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
30.44952 |
71200.0 |
¥2.17M |
止损触发 |
| 2025-03-04 |
黄金分割买点 |
买入 |
31.030999999999995 |
69600.0 |
¥2.16M |
|
| 2025-04-02 |
重回前高 |
卖出 |
35.964 |
69600.0 |
¥2.50M |
|
| 2025-04-28 |
黄金分割买点 |
买入 |
32.96292999999999 |
75500.0 |
¥2.49M |
|
| 2025-06-23 |
跌破0.618止损 |
卖出 |
33.82614 |
75500.0 |
¥2.55M |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
35.9359 |
71400.0 |
¥2.57M |
|
| 2025-07-08 |
跌破0.618止损 |
卖出 |
34.455510000000004 |
71400.0 |
¥2.46M |
止损触发 |
| 2025-08-04 |
黄金分割买点 |
买入 |
37.05702 |
66200.0 |
¥2.45M |
|
| 2025-09-02 |
重回前高 |
卖出 |
40.06989 |
66200.0 |
¥2.65M |
|
| 2025-09-11 |
黄金分割买点 |
买入 |
36.035999999999994 |
70100.0 |
¥2.53M |
|
| 2025-10-10 |
跌破0.618止损 |
卖出 |
35.964 |
70100.0 |
¥2.52M |
止损触发 |
| 2026-01-15 |
黄金分割买点 |
买入 |
33.223189999999995 |
79900.0 |
¥2.66M |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
30.32964 |
79900.0 |
¥2.42M |
止损触发 |
| 2026-02-09 |
黄金分割买点 |
买入 |
32.24221 |
75100.0 |
¥2.42M |
|
| 2026-02-27 |
跌破0.618止损 |
卖出 |
30.459509999999998 |
75100.0 |
¥2.29M |
止损触发 |
| 2026-03-27 |
黄金分割买点 |
买入 |
31.72169 |
71100.0 |
¥2.26M |
|
| 2026-03-30 |
重回前高 |
卖出 |
34.6653 |
71100.0 |
¥2.46M |
|
| 2026-04-22 |
黄金分割买点 |
买入 |
33.59356 |
74300.0 |
¥2.50M |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
31.298669999999998 |
74300.0 |
¥2.32M |
止损触发 |
| 2026-06-08 |
黄金分割买点 |
买入 |
34.534499999999994 |
67000.0 |
¥2.31M |
|
| 2026-06-12 |
重回前高 |
卖出 |
37.85211 |
67000.0 |
¥2.54M |
|
| 2026-07-09 |
黄金分割买点 |
买入 |
41.53149 |
60500.0 |
¥2.51M |
|
| 2026-09-01 |
跌破0.618止损 |
卖出 |
40.6593 |
60500.0 |
¥2.46M |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
43.042999999999985 |
57100.0 |
¥2.46M |
|
| 2026-11-13 |
强平 |
卖出 |
42.67 |
57100 |
¥2.44M |
回测结束强平 |