002493 荣盛石化 — 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: ¥53.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -46.17%）
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 40 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 |
2015-06-23 |
2015-06-29 |
26.554483956 |
23.60637 |
¥-11.1万 |
-11.13% |
跌破0.618止损 |
| 2 |
2016-01-11 |
2016-01-12 |
12.51625375 |
11.3886 |
¥-7.8万 |
-9.04% |
跌破0.618止损 |
| 3 |
2016-03-04 |
2016-05-09 |
13.357346001999998 |
12.10788 |
¥-7.5万 |
-9.38% |
跌破0.618止损 |
| 4 |
2016-07-14 |
2016-08-10 |
12.436149726 |
13.1868 |
¥4.4万 |
+6.00% |
重回前高 |
| 5 |
2016-12-05 |
2017-01-17 |
14.418724319999999 |
14.53545 |
¥6,056 |
+0.78% |
跌破0.618止损 |
| 6 |
2017-02-03 |
2017-03-10 |
15.470089634999997 |
15.04494 |
¥-2.2万 |
-2.78% |
跌破0.618止损 |
| 7 |
2017-03-20 |
2017-03-27 |
15.349933598999998 |
14.66532 |
¥-3.4万 |
-4.49% |
跌破0.618止损 |
| 8 |
2017-09-05 |
2017-09-14 |
10.253074999999999 |
10.039950000000001 |
¥-1.5万 |
-2.11% |
跌破0.618止损 |
| 9 |
2018-03-26 |
2018-03-29 |
15.259816571999998 |
14.46552 |
¥-3.7万 |
-5.23% |
跌破0.618止损 |
| 10 |
2018-05-08 |
2018-05-09 |
10.31339309 |
10.1898 |
¥-5,535 |
-1.23% |
跌破0.618止损 |
| 11 |
2018-08-07 |
2018-10-12 |
10.623796183 |
10.73925 |
¥6,902 |
+1.06% |
跌破0.618止损 |
| 12 |
2018-10-23 |
2018-10-25 |
10.193237053999997 |
9.57042 |
¥-4.1万 |
-6.14% |
跌破0.618止损 |
| 13 |
2018-10-29 |
2019-02-13 |
10.223276062999998 |
10.74 |
¥3.2万 |
+5.02% |
重回前高 |
| 14 |
2019-04-12 |
2019-05-07 |
13.227176963 |
12.25773 |
¥-4.9万 |
-7.36% |
跌破0.618止损 |
| 15 |
2019-08-01 |
2019-08-05 |
11.905460567 |
11.538450000000001 |
¥-1.9万 |
-3.11% |
跌破0.618止损 |
| 16 |
2020-01-10 |
2020-02-03 |
12.065668615 |
10.35 |
¥-8.6万 |
-14.25% |
跌破0.618止损 |
| 17 |
2020-03-10 |
2020-03-13 |
11.443432 |
10.0 |
¥-6.5万 |
-12.64% |
跌破0.618止损 |
| 18 |
2020-04-08 |
2020-05-07 |
10.993297 |
12.34764 |
¥5.5万 |
+12.29% |
重回前高 |
| 19 |
2020-06-23 |
2020-07-09 |
11.825356543 |
15.0849 |
¥13.8万 |
+27.53% |
重回前高 |
| 20 |
2020-10-12 |
2020-11-05 |
18.484003538 |
22.197779999999998 |
¥12.7万 |
+20.06% |
重回前高 |
| 21 |
2021-08-25 |
2021-09-29 |
18.934588672999997 |
18.6813 |
¥-1.0万 |
-1.37% |
跌破0.618止损 |
| 22 |
2021-12-29 |
2022-03-03 |
17.883223358000002 |
16.87311 |
¥-4.3万 |
-5.68% |
跌破0.618止损 |
| 23 |
2022-06-29 |
2022-07-25 |
15.349933598999998 |
13.846139999999998 |
¥-7.1万 |
-9.82% |
跌破0.618止损 |
| 24 |
2022-12-05 |
2023-01-13 |
12.916773869999998 |
11.16882 |
¥-8.8万 |
-13.56% |
跌破0.618止损 |
| 25 |
2023-02-09 |
2023-02-15 |
12.656435792 |
13.526459999999998 |
¥3.8万 |
+6.84% |
重回前高 |
| 26 |
2023-03-09 |
2023-03-15 |
12.893866999999998 |
12.137849999999998 |
¥-3.5万 |
-5.89% |
跌破0.618止损 |
| 27 |
2023-04-21 |
2023-04-28 |
13.847983149000001 |
12.917069999999999 |
¥-3.8万 |
-6.75% |
跌破0.618止损 |
| 28 |
2023-07-26 |
2023-08-21 |
12.315993689999999 |
11.74824 |
¥-2.4万 |
-4.64% |
跌破0.618止损 |
| 29 |
2023-08-29 |
2023-09-22 |
12.155785642 |
12.07791 |
¥-3,317 |
-0.67% |
跌破0.618止损 |
| 30 |
2024-02-20 |
2024-03-11 |
10.133159035999999 |
10.759229999999997 |
¥3.0万 |
+6.15% |
重回前高 |
| 31 |
2024-05-16 |
2024-05-23 |
10.884134260999998 |
10.53945 |
¥-1.7万 |
-3.20% |
跌破0.618止损 |
| 32 |
2024-10-11 |
2024-10-16 |
9.772690927999998 |
9.18081 |
¥-3.1万 |
-6.08% |
跌破0.618止损 |
| 33 |
2024-11-06 |
2024-12-18 |
9.722625913 |
9.290700000000001 |
¥-2.1万 |
-4.47% |
跌破0.618止损 |
| 34 |
2025-08-05 |
2025-10-22 |
9.071780718000001 |
9.360629999999999 |
¥1.4万 |
+3.15% |
跌破0.618止损 |
| 35 |
2025-11-21 |
2025-11-24 |
10.21326306 |
9.8901 |
¥-1.5万 |
-3.19% |
跌破0.618止损 |
| 36 |
2025-12-24 |
2026-01-23 |
10.473601138 |
14.00598 |
¥15.4万 |
+33.69% |
重回前高 |
| 37 |
2026-03-16 |
2026-03-20 |
13.597658074 |
11.46852 |
¥-9.6万 |
-15.68% |
跌破0.618止损 |
| 38 |
2026-05-07 |
2026-05-08 |
13.527567052999999 |
13.00698 |
¥-2.0万 |
-3.88% |
跌破0.618止损 |
| 39 |
2026-07-31 |
2026-08-28 |
12.265928675 |
14.395590000000002 |
¥8.4万 |
+17.33% |
重回前高 |
| 40 |
2026-09-15 |
2026-10-14 |
13.227176963 |
12.257729999999999 |
¥-4.3万 |
-7.36% |
跌破0.618止损 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
26.546519999999997 |
37500.0 |
¥99.6万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
23.60637 |
37500.0 |
¥88.5万 |
止损触发 |
| 2016-01-11 |
黄金分割买点 |
买入 |
12.5125 |
69100.0 |
¥86.5万 |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
11.3886 |
69100.0 |
¥78.7万 |
止损触发 |
| 2016-03-04 |
黄金分割买点 |
买入 |
13.353339999999998 |
60100.0 |
¥80.3万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
12.10788 |
60100.0 |
¥72.7万 |
止损触发 |
| 2016-07-14 |
黄金分割买点 |
买入 |
12.432419999999999 |
58800.0 |
¥73.1万 |
|
| 2016-08-10 |
重回前高 |
卖出 |
13.1868 |
58800.0 |
¥77.5万 |
|
| 2016-12-05 |
黄金分割买点 |
买入 |
14.414399999999999 |
53900.0 |
¥77.7万 |
|
| 2017-01-17 |
跌破0.618止损 |
卖出 |
14.53545 |
53900.0 |
¥78.3万 |
止损触发 |
| 2017-02-03 |
黄金分割买点 |
买入 |
15.465449999999997 |
50400.0 |
¥78.0万 |
|
| 2017-03-10 |
跌破0.618止损 |
卖出 |
15.04494 |
50400.0 |
¥75.8万 |
止损触发 |
| 2017-03-20 |
黄金分割买点 |
买入 |
15.345329999999999 |
49400.0 |
¥75.8万 |
|
| 2017-03-27 |
跌破0.618止损 |
卖出 |
14.66532 |
49400.0 |
¥72.4万 |
止损触发 |
| 2017-09-05 |
黄金分割买点 |
买入 |
10.25 |
70900.0 |
¥72.7万 |
|
| 2017-09-14 |
跌破0.618止损 |
卖出 |
10.039950000000001 |
70900.0 |
¥71.2万 |
止损触发 |
| 2018-03-26 |
黄金分割买点 |
买入 |
15.255239999999999 |
45900.0 |
¥70.0万 |
|
| 2018-03-29 |
跌破0.618止损 |
卖出 |
14.46552 |
45900.0 |
¥66.4万 |
止损触发 |
| 2018-05-08 |
黄金分割买点 |
买入 |
10.3103 |
43700.0 |
¥45.1万 |
|
| 2018-05-09 |
跌破0.618止损 |
卖出 |
10.1898 |
43700.0 |
¥44.5万 |
止损触发 |
| 2018-08-07 |
黄金分割买点 |
买入 |
10.62061 |
61500.0 |
¥65.3万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
10.73925 |
61500.0 |
¥66.0万 |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
10.190179999999998 |
65600.0 |
¥66.9万 |
|
| 2018-10-25 |
跌破0.618止损 |
卖出 |
9.57042 |
65600.0 |
¥62.8万 |
止损触发 |
| 2018-10-29 |
黄金分割买点 |
买入 |
10.22021 |
61700.0 |
¥63.1万 |
|
| 2019-02-13 |
重回前高 |
卖出 |
10.74 |
61700.0 |
¥66.2万 |
|
| 2019-04-12 |
黄金分割买点 |
买入 |
13.22321 |
50500.0 |
¥66.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
12.25773 |
50500.0 |
¥61.9万 |
止损触发 |
| 2019-08-01 |
黄金分割买点 |
买入 |
11.90189 |
52000.0 |
¥61.9万 |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
11.538450000000001 |
52000.0 |
¥60.0万 |
止损触发 |
| 2020-01-10 |
黄金分割买点 |
买入 |
12.06205 |
49800.0 |
¥60.1万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
10.35 |
49800.0 |
¥51.5万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
11.44 |
44700.0 |
¥51.2万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
10.0 |
44700.0 |
¥44.7万 |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
10.99 |
40800.0 |
¥44.9万 |
|
| 2020-05-07 |
重回前高 |
卖出 |
12.34764 |
40800.0 |
¥50.4万 |
|
| 2020-06-23 |
黄金分割买点 |
买入 |
11.82181 |
42500.0 |
¥50.3万 |
|
| 2020-07-09 |
重回前高 |
卖出 |
15.0849 |
42500.0 |
¥64.1万 |
|
| 2020-10-12 |
黄金分割买点 |
买入 |
18.47846 |
34300.0 |
¥63.4万 |
|
| 2020-11-05 |
重回前高 |
卖出 |
22.197779999999998 |
34300.0 |
¥76.1万 |
|
| 2021-08-25 |
黄金分割买点 |
买入 |
18.92891 |
40400.0 |
¥76.5万 |
|
| 2021-09-29 |
跌破0.618止损 |
卖出 |
18.6813 |
40400.0 |
¥75.4万 |
止损触发 |
| 2021-12-29 |
黄金分割买点 |
买入 |
17.87786 |
42400.0 |
¥75.8万 |
|
| 2022-03-03 |
跌破0.618止损 |
卖出 |
16.87311 |
42400.0 |
¥71.5万 |
止损触发 |
| 2022-06-29 |
黄金分割买点 |
买入 |
15.345329999999997 |
46800.0 |
¥71.8万 |
|
| 2022-07-25 |
跌破0.618止损 |
卖出 |
13.846139999999998 |
46800.0 |
¥64.8万 |
止损触发 |
| 2022-12-05 |
黄金分割买点 |
买入 |
12.912899999999999 |
50100.0 |
¥64.7万 |
|
| 2023-01-13 |
跌破0.618止损 |
卖出 |
11.16882 |
50100.0 |
¥55.9万 |
止损触发 |
| 2023-02-09 |
黄金分割买点 |
买入 |
12.65264 |
44100.0 |
¥55.8万 |
|
| 2023-02-15 |
重回前高 |
卖出 |
13.526459999999998 |
44100.0 |
¥59.6万 |
|
| 2023-03-09 |
黄金分割买点 |
买入 |
12.89 |
46300.0 |
¥59.7万 |
|
| 2023-03-15 |
跌破0.618止损 |
卖出 |
12.137849999999998 |
46300.0 |
¥56.2万 |
止损触发 |
| 2023-04-21 |
黄金分割买点 |
买入 |
13.84383 |
40500.0 |
¥56.1万 |
|
| 2023-04-28 |
跌破0.618止损 |
卖出 |
12.917069999999999 |
40500.0 |
¥52.3万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
12.312299999999999 |
42400.0 |
¥52.2万 |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
11.74824 |
42400.0 |
¥49.8万 |
止损触发 |
| 2023-08-29 |
黄金分割买点 |
买入 |
12.15214 |
40700.0 |
¥49.5万 |
|
| 2023-09-22 |
跌破0.618止损 |
卖出 |
12.07791 |
40700.0 |
¥49.1万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
10.130119999999998 |
48800.0 |
¥49.4万 |
|
| 2024-03-11 |
重回前高 |
卖出 |
10.759229999999997 |
48800.0 |
¥52.5万 |
|
| 2024-05-16 |
黄金分割买点 |
买入 |
10.880869999999998 |
48400.0 |
¥52.7万 |
|
| 2024-05-23 |
跌破0.618止损 |
卖出 |
10.53945 |
48400.0 |
¥51.0万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
9.769759999999998 |
52200.0 |
¥51.0万 |
|
| 2024-10-16 |
跌破0.618止损 |
卖出 |
9.18081 |
52200.0 |
¥47.9万 |
止损触发 |
| 2024-11-06 |
黄金分割买点 |
买入 |
9.71971 |
49200.0 |
¥47.8万 |
|
| 2024-12-18 |
跌破0.618止损 |
卖出 |
9.290700000000001 |
49200.0 |
¥45.7万 |
止损触发 |
| 2025-08-05 |
黄金分割买点 |
买入 |
9.06906 |
50500.0 |
¥45.8万 |
|
| 2025-10-22 |
跌破0.618止损 |
卖出 |
9.360629999999999 |
50500.0 |
¥47.3万 |
止损触发 |
| 2025-11-21 |
黄金分割买点 |
买入 |
10.210199999999999 |
45800.0 |
¥46.8万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
9.8901 |
45800.0 |
¥45.3万 |
止损触发 |
| 2025-12-24 |
黄金分割买点 |
买入 |
10.47046 |
43600.0 |
¥45.7万 |
|
| 2026-01-23 |
重回前高 |
卖出 |
14.00598 |
43600.0 |
¥61.0万 |
|
| 2026-03-16 |
黄金分割买点 |
买入 |
13.59358 |
44800.0 |
¥60.9万 |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
11.46852 |
44800.0 |
¥51.4万 |
止损触发 |
| 2026-05-07 |
黄金分割买点 |
买入 |
13.523509999999998 |
37500.0 |
¥50.7万 |
|
| 2026-05-08 |
跌破0.618止损 |
卖出 |
13.00698 |
37500.0 |
¥48.8万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
12.262249999999998 |
39500.0 |
¥48.5万 |
|
| 2026-08-28 |
重回前高 |
卖出 |
14.395590000000002 |
39500.0 |
¥56.8万 |
|
| 2026-09-15 |
黄金分割买点 |
买入 |
13.22321 |
43800.0 |
¥57.9万 |
|
| 2026-10-14 |
跌破0.618止损 |
卖出 |
12.257729999999999 |
43800.0 |
¥53.7万 |
止损触发 |