002460 赣锋锂业 — 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: ¥87.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.78%）
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 |
2015-06-17 |
2015-06-29 |
31.090374315 |
26.65332 |
¥-14.3万 |
-14.30% |
跌破0.618止损 |
| 2 |
2015-08-12 |
2015-08-21 |
28.036408399999996 |
22.64733 |
¥-16.3万 |
-19.25% |
跌破0.618止损 |
| 3 |
2015-09-24 |
2015-11-05 |
26.50795 |
37.4625 |
¥28.6万 |
+41.28% |
重回前高 |
| 4 |
2016-01-15 |
2016-01-22 |
46.26007385999999 |
43.64631 |
¥-5.4万 |
-5.68% |
跌破0.618止损 |
| 5 |
2016-04-01 |
2016-05-06 |
51.036276291 |
68.86107000000001 |
¥31.9万 |
+34.89% |
重回前高 |
| 6 |
2016-10-28 |
2016-11-10 |
32.0096 |
30.219749999999998 |
¥-7.0万 |
-5.62% |
跌破0.618止损 |
| 7 |
2016-12-09 |
2016-12-13 |
30.739919209999993 |
29.040930000000003 |
¥-6.5万 |
-5.56% |
跌破0.618止损 |
| 8 |
2017-06-02 |
2017-06-07 |
39.20090674499999 |
37.51 |
¥-4.8万 |
-4.34% |
跌破0.618止损 |
| 9 |
2017-10-30 |
2017-11-15 |
84.00909516999998 |
75.7242 |
¥-10.2万 |
-9.89% |
跌破0.618止损 |
| 10 |
2018-03-26 |
2018-04-27 |
67.18725012999998 |
62.137800000000006 |
¥-7.0万 |
-7.54% |
跌破0.618止损 |
| 11 |
2018-05-08 |
2018-05-24 |
69.59037084999999 |
68.25 |
¥-1.7万 |
-1.96% |
跌破0.618止损 |
| 12 |
2019-02-15 |
2019-02-26 |
23.270218971999995 |
26.7732 |
¥13.0万 |
+15.02% |
重回前高 |
| 13 |
2019-04-26 |
2019-05-07 |
27.025095096999998 |
23.68629 |
¥-12.3万 |
-12.38% |
跌破0.618止损 |
| 14 |
2019-09-17 |
2019-10-24 |
22.786834 |
21.3786 |
¥-5.4万 |
-6.21% |
跌破0.618止损 |
| 15 |
2019-11-18 |
2019-11-20 |
22.769568821999997 |
25.434540000000002 |
¥9.6万 |
+11.67% |
重回前高 |
| 16 |
2020-03-10 |
2020-03-18 |
50.065015 |
41.97798 |
¥-14.7万 |
-16.18% |
跌破0.618止损 |
| 17 |
2020-05-08 |
2020-06-19 |
50.46553511999999 |
54.12582 |
¥5.5万 |
+7.22% |
重回前高 |
| 18 |
2020-08-05 |
2020-08-11 |
58.495963526 |
54.4455 |
¥-5.7万 |
-6.95% |
跌破0.618止损 |
| 19 |
2020-10-14 |
2020-11-03 |
59.07671769999999 |
64.99494 |
¥7.6万 |
+9.98% |
重回前高 |
| 20 |
2021-05-20 |
2021-06-01 |
113.13692089699998 |
129.56031 |
¥12.0万 |
+14.48% |
重回前高 |
| 21 |
2021-06-17 |
2021-07-06 |
110.883995222 |
135.85401000000002 |
¥21.4万 |
+22.48% |
重回前高 |
| 22 |
2021-08-17 |
2021-08-31 |
163.11181886999998 |
210.89889000000002 |
¥33.9万 |
+29.26% |
重回前高 |
| 23 |
2021-09-06 |
2021-09-29 |
180.56448309899997 |
159.05079 |
¥-18.1万 |
-11.94% |
跌破0.618止损 |
| 24 |
2022-02-18 |
2022-03-09 |
147.26123512099997 |
125.73413999999998 |
¥-19.2万 |
-14.64% |
跌破0.618止损 |
| 25 |
2022-05-24 |
2022-06-28 |
123.66058704999999 |
148.9509 |
¥23.0万 |
+20.42% |
重回前高 |
| 26 |
2022-11-02 |
2022-11-21 |
85.020408473 |
79.92 |
¥-8.1万 |
-6.03% |
跌破0.618止损 |
| 27 |
2023-02-02 |
2023-02-07 |
80.314297063 |
77.14278 |
¥-5.1万 |
-3.98% |
跌破0.618止损 |
| 28 |
2023-02-09 |
2023-02-21 |
81.65603946499998 |
72.90702 |
¥-13.2万 |
-10.74% |
跌破0.618止损 |
| 29 |
2023-05-16 |
2023-05-25 |
70.271075 |
63.6363 |
¥-10.4万 |
-9.47% |
跌破0.618止损 |
| 30 |
2024-01-11 |
2024-01-23 |
42.55526275 |
39.88008 |
¥-6.3万 |
-6.31% |
跌破0.618止损 |
| 31 |
2024-03-06 |
2024-03-28 |
38.319762481 |
35.76 |
¥-6.2万 |
-6.71% |
跌破0.618止损 |
| 32 |
2024-04-02 |
2024-04-25 |
39.421192811 |
33.15681 |
¥-14.0万 |
-15.92% |
跌破0.618止损 |
| 33 |
2024-04-30 |
2024-05-16 |
36.537447947 |
34.91505 |
¥-3.3万 |
-4.47% |
跌破0.618止损 |
| 34 |
2024-09-26 |
2024-09-30 |
27.395576207999998 |
33.38658 |
¥15.3万 |
+21.83% |
重回前高 |
| 35 |
2024-10-14 |
2024-11-12 |
31.651102483 |
40.4595 |
¥23.8万 |
+27.79% |
重回前高 |
| 36 |
2024-12-17 |
2025-01-02 |
37.32847518399999 |
34.98498 |
¥-6.9万 |
-6.31% |
跌破0.618止损 |
| 37 |
2025-03-04 |
2025-03-24 |
38.0114 |
34.73523 |
¥-8.7万 |
-8.65% |
跌破0.618止损 |
| 38 |
2025-08-01 |
2025-08-12 |
36.14694083 |
39.96 |
¥9.9万 |
+10.52% |
重回前高 |
| 39 |
2025-11-27 |
2025-12-31 |
60.378408089999986 |
64.08585000000001 |
¥6.3万 |
+6.11% |
跌破0.618止损 |
| 40 |
2026-01-15 |
2026-02-06 |
68.88946064 |
60.99 |
¥-12.6万 |
-11.49% |
跌破0.618止损 |
| 41 |
2026-03-11 |
2026-03-20 |
68.41884949899999 |
64.4355 |
¥-5.6万 |
-5.85% |
跌破0.618止损 |
| 42 |
2026-05-18 |
2026-05-28 |
78.161501418 |
73.82610000000001 |
¥-5.1万 |
-5.58% |
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 |
|---|
| 2015-06-17 |
黄金分割买点 |
买入 |
31.081049999999998 |
32100.0 |
¥99.8万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
26.65332 |
32100.0 |
¥85.5万 |
止损触发 |
| 2015-08-12 |
黄金分割买点 |
买入 |
28.028 |
30300.0 |
¥85.0万 |
|
| 2015-08-21 |
跌破0.618止损 |
卖出 |
22.64733 |
30300.0 |
¥68.6万 |
止损触发 |
| 2015-09-24 |
黄金分割买点 |
买入 |
26.5 |
26100.0 |
¥69.2万 |
|
| 2015-11-05 |
重回前高 |
卖出 |
37.4625 |
26100.0 |
¥97.7万 |
|
| 2016-01-15 |
黄金分割买点 |
买入 |
46.246199999999995 |
20600.0 |
¥95.3万 |
|
| 2016-01-22 |
跌破0.618止损 |
卖出 |
43.64631 |
20600.0 |
¥89.9万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
51.02096999999999 |
17900.0 |
¥91.4万 |
|
| 2016-05-06 |
重回前高 |
卖出 |
68.86107000000001 |
17900.0 |
¥1.23M |
|
| 2016-10-28 |
黄金分割买点 |
买入 |
32.0 |
38700.0 |
¥1.24M |
|
| 2016-11-10 |
跌破0.618止损 |
卖出 |
30.219749999999998 |
38700.0 |
¥1.17M |
止损触发 |
| 2016-12-09 |
黄金分割买点 |
买入 |
30.730699999999995 |
38200.0 |
¥1.17M |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
29.040930000000003 |
38200.0 |
¥1.11M |
止损触发 |
| 2017-06-02 |
黄金分割买点 |
买入 |
39.18914999999999 |
28100.0 |
¥1.10M |
|
| 2017-06-07 |
跌破0.618止损 |
卖出 |
37.51 |
28100.0 |
¥1.05M |
止损触发 |
| 2017-10-30 |
黄金分割买点 |
买入 |
83.98389999999999 |
12300.0 |
¥1.03M |
|
| 2017-11-15 |
跌破0.618止损 |
卖出 |
75.7242 |
12300.0 |
¥93.1万 |
止损触发 |
| 2018-03-26 |
黄金分割买点 |
买入 |
67.16709999999999 |
13900.0 |
¥93.4万 |
|
| 2018-04-27 |
跌破0.618止损 |
卖出 |
62.137800000000006 |
13900.0 |
¥86.3万 |
止损触发 |
| 2018-05-08 |
黄金分割买点 |
买入 |
69.56949999999999 |
12600.0 |
¥87.7万 |
|
| 2018-05-24 |
跌破0.618止损 |
卖出 |
68.25 |
12600.0 |
¥86.0万 |
止损触发 |
| 2019-02-15 |
黄金分割买点 |
买入 |
23.263239999999996 |
37200.0 |
¥86.6万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
26.7732 |
37200.0 |
¥99.6万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
27.016989999999996 |
36900.0 |
¥99.7万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
23.68629 |
36900.0 |
¥87.4万 |
止损触发 |
| 2019-09-17 |
黄金分割买点 |
买入 |
22.78 |
38300.0 |
¥87.3万 |
|
| 2019-10-24 |
跌破0.618止损 |
卖出 |
21.3786 |
38300.0 |
¥81.9万 |
止损触发 |
| 2019-11-18 |
黄金分割买点 |
买入 |
22.762739999999997 |
36100.0 |
¥82.2万 |
|
| 2019-11-20 |
重回前高 |
卖出 |
25.434540000000002 |
36100.0 |
¥91.8万 |
|
| 2020-03-10 |
黄金分割买点 |
买入 |
50.05 |
18200.0 |
¥91.1万 |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
41.97798 |
18200.0 |
¥76.4万 |
止损触发 |
| 2020-05-08 |
黄金分割买点 |
买入 |
50.450399999999995 |
15200.0 |
¥76.7万 |
|
| 2020-06-19 |
重回前高 |
卖出 |
54.12582 |
15200.0 |
¥82.2万 |
|
| 2020-08-05 |
黄金分割买点 |
买入 |
58.47841999999999 |
14000.0 |
¥81.9万 |
|
| 2020-08-11 |
跌破0.618止损 |
卖出 |
54.4455 |
14000.0 |
¥76.2万 |
止损触发 |
| 2020-10-14 |
黄金分割买点 |
买入 |
59.05899999999999 |
12900.0 |
¥76.2万 |
|
| 2020-11-03 |
重回前高 |
卖出 |
64.99494 |
12900.0 |
¥83.8万 |
|
| 2021-05-20 |
黄金分割买点 |
买入 |
113.10298999999998 |
7300.0 |
¥82.6万 |
|
| 2021-06-01 |
重回前高 |
卖出 |
129.56031 |
7300.0 |
¥94.6万 |
|
| 2021-06-17 |
黄金分割买点 |
买入 |
110.85073999999999 |
8600.0 |
¥95.4万 |
|
| 2021-07-06 |
重回前高 |
卖出 |
135.85401000000002 |
8600.0 |
¥1.17M |
|
| 2021-08-17 |
黄金分割买点 |
买入 |
163.06289999999998 |
7100.0 |
¥1.16M |
|
| 2021-08-31 |
重回前高 |
卖出 |
210.89889000000002 |
7100.0 |
¥1.50M |
|
| 2021-09-06 |
黄金分割买点 |
买入 |
180.51032999999998 |
8400.0 |
¥1.52M |
|
| 2021-09-29 |
跌破0.618止损 |
卖出 |
159.05079 |
8400.0 |
¥1.34M |
止损触发 |
| 2022-02-18 |
黄金分割买点 |
买入 |
147.21706999999998 |
8900.0 |
¥1.31M |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
125.73413999999998 |
8900.0 |
¥1.12M |
止损触发 |
| 2022-05-24 |
黄金分割买点 |
买入 |
123.62349999999998 |
9100.0 |
¥1.13M |
|
| 2022-06-28 |
重回前高 |
卖出 |
148.9509 |
9100.0 |
¥1.36M |
|
| 2022-11-02 |
黄金分割买点 |
买入 |
84.99490999999999 |
15900.0 |
¥1.35M |
|
| 2022-11-21 |
跌破0.618止损 |
卖出 |
79.92 |
15900.0 |
¥1.27M |
止损触发 |
| 2023-02-02 |
黄金分割买点 |
买入 |
80.29020999999999 |
16000.0 |
¥1.29M |
|
| 2023-02-07 |
跌破0.618止损 |
卖出 |
77.14278 |
16000.0 |
¥1.23M |
止损触发 |
| 2023-02-09 |
黄金分割买点 |
买入 |
81.63154999999999 |
15100.0 |
¥1.23M |
|
| 2023-02-21 |
跌破0.618止损 |
卖出 |
72.90702 |
15100.0 |
¥1.10M |
止损触发 |
| 2023-05-16 |
黄金分割买点 |
买入 |
70.25 |
15700.0 |
¥1.10M |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
63.6363 |
15700.0 |
¥99.9万 |
止损触发 |
| 2024-01-11 |
黄金分割买点 |
买入 |
42.5425 |
23400.0 |
¥99.6万 |
|
| 2024-01-23 |
跌破0.618止损 |
卖出 |
39.88008 |
23400.0 |
¥93.3万 |
止损触发 |
| 2024-03-06 |
黄金分割买点 |
买入 |
38.30827 |
24300.0 |
¥93.1万 |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
35.76 |
24300.0 |
¥86.9万 |
止损触发 |
| 2024-04-02 |
黄金分割买点 |
买入 |
39.409369999999996 |
22300.0 |
¥87.9万 |
|
| 2024-04-25 |
跌破0.618止损 |
卖出 |
33.15681 |
22300.0 |
¥73.9万 |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
36.526489999999995 |
20200.0 |
¥73.8万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
34.91505 |
20200.0 |
¥70.5万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
27.387359999999997 |
25600.0 |
¥70.1万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
33.38658 |
25600.0 |
¥85.4万 |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
31.641609999999996 |
27100.0 |
¥85.8万 |
|
| 2024-11-12 |
重回前高 |
卖出 |
40.4595 |
27100.0 |
¥1.10M |
|
| 2024-12-17 |
黄金分割买点 |
买入 |
37.31728 |
29400.0 |
¥1.10M |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
34.98498 |
29400.0 |
¥1.03M |
止损触发 |
| 2025-03-04 |
黄金分割买点 |
买入 |
38.0 |
26600.0 |
¥1.01M |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
34.73523 |
26600.0 |
¥92.4万 |
止损触发 |
| 2025-08-01 |
黄金分割买点 |
买入 |
36.1361 |
26100.0 |
¥94.3万 |
|
| 2025-08-12 |
重回前高 |
卖出 |
39.96 |
26100.0 |
¥1.04M |
|
| 2025-11-27 |
黄金分割买点 |
买入 |
60.36029999999999 |
17000.0 |
¥1.03M |
|
| 2025-12-31 |
跌破0.618止损 |
卖出 |
64.08585000000001 |
17000.0 |
¥1.09M |
止损触发 |
| 2026-01-15 |
黄金分割买点 |
买入 |
68.8688 |
15900.0 |
¥1.10M |
|
| 2026-02-06 |
跌破0.618止损 |
卖出 |
60.99 |
15900.0 |
¥96.9万 |
止损触发 |
| 2026-03-11 |
黄金分割买点 |
买入 |
68.39832999999999 |
14100.0 |
¥96.5万 |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
64.4355 |
14100.0 |
¥90.8万 |
止损触发 |
| 2026-05-18 |
黄金分割买点 |
买入 |
78.13806 |
11700.0 |
¥91.4万 |
|
| 2026-05-28 |
跌破0.618止损 |
卖出 |
73.82610000000001 |
11700.0 |
¥86.4万 |
止损触发 |