002532 天山铝业 — 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: ¥45.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -54.78%）
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 48 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 |
2015-07-01 |
2015-07-03 |
18.283743477999998 |
14.33565 |
¥-20.0万 |
-21.62% |
跌破0.618止损 |
| 2 |
2015-10-20 |
2015-11-17 |
12.926786872999998 |
16.30368 |
¥20.7万 |
+26.09% |
重回前高 |
| 3 |
2015-12-14 |
2016-01-08 |
13.667749095 |
13.11687 |
¥-4.0万 |
-4.06% |
跌破0.618止损 |
| 4 |
2016-04-21 |
2016-06-03 |
12.856695851999998 |
13.91607 |
¥7.9万 |
+8.21% |
重回前高 |
| 5 |
2016-06-14 |
2016-06-16 |
13.217163959999995 |
14.365620000000003 |
¥9.0万 |
+8.66% |
重回前高 |
| 6 |
2016-07-28 |
2016-09-13 |
14.338620295999997 |
14.4855 |
¥1.1万 |
+0.99% |
跌破0.618止损 |
| 7 |
2016-11-21 |
2016-12-13 |
15.830557742999998 |
14.76522 |
¥-7.7万 |
-6.76% |
跌破0.618止损 |
| 8 |
2017-02-27 |
2017-03-30 |
14.208451257 |
13.3866 |
¥-6.2万 |
-5.81% |
跌破0.618止损 |
| 9 |
2017-04-14 |
2017-04-17 |
13.537580055999998 |
13.106879999999999 |
¥-3.2万 |
-3.21% |
跌破0.618止损 |
| 10 |
2017-06-01 |
2017-06-02 |
13.357346001999996 |
12.85713 |
¥-3.6万 |
-3.77% |
跌破0.618止损 |
| 11 |
2017-06-06 |
2017-06-07 |
8.230688466 |
8.03 |
¥-1.4万 |
-2.47% |
跌破0.618止损 |
| 12 |
2017-10-12 |
2017-10-17 |
8.142442 |
7.93 |
¥-2.4万 |
-2.64% |
跌破0.618止损 |
| 13 |
2018-02-13 |
2018-02-14 |
6.438360928999999 |
6.22377 |
¥-3.0万 |
-3.36% |
跌破0.618止损 |
| 14 |
2018-10-08 |
2018-10-09 |
5.181554 |
5.004989999999999 |
¥-2.9万 |
-3.44% |
跌破0.618止损 |
| 15 |
2018-11-05 |
2018-12-28 |
5.126657536 |
4.95504 |
¥-2.8万 |
-3.38% |
跌破0.618止损 |
| 16 |
2019-01-08 |
2019-01-18 |
5.146683541999999 |
5.1 |
¥-7,589 |
-0.94% |
跌破0.618止损 |
| 17 |
2019-04-29 |
2019-05-07 |
7.329518195999999 |
6.5934 |
¥-8.1万 |
-10.07% |
跌破0.618止损 |
| 18 |
2019-09-05 |
2019-10-08 |
6.438360928999999 |
6.0839099999999995 |
¥-4.0万 |
-5.53% |
跌破0.618止损 |
| 19 |
2019-10-15 |
2019-10-31 |
6.258126874999999 |
6.02397 |
¥-2.6万 |
-3.77% |
跌破0.618止损 |
| 20 |
2020-02-14 |
2020-03-02 |
6.0278278059999995 |
5.84 |
¥-2.0万 |
-3.15% |
跌破0.618止损 |
| 21 |
2020-03-04 |
2020-03-17 |
6.057866814999999 |
5.78421 |
¥-2.9万 |
-4.55% |
跌破0.618止损 |
| 22 |
2020-04-17 |
2020-04-30 |
6.057866814999998 |
5.87412 |
¥-1.9万 |
-3.06% |
跌破0.618止损 |
| 23 |
2020-06-10 |
2020-07-14 |
6.989076094 |
10.32966 |
¥28.1万 |
+47.75% |
重回前高 |
| 24 |
2020-07-17 |
2020-08-27 |
8.120545432999998 |
7.7922 |
¥-3.5万 |
-4.07% |
跌破0.618止损 |
| 25 |
2020-11-11 |
2020-12-14 |
8.020415403 |
7.75224 |
¥-2.8万 |
-3.37% |
跌破0.618止损 |
| 26 |
2021-02-08 |
2021-02-10 |
8.460987535 |
9.99 |
¥14.6万 |
+18.04% |
重回前高 |
| 27 |
2021-03-04 |
2021-03-25 |
10.473601138 |
8.8911 |
¥-13.9万 |
-15.13% |
跌破0.618止损 |
| 28 |
2021-04-19 |
2021-05-21 |
9.922885973 |
10.12986 |
¥1.6万 |
+2.06% |
跌破0.618止损 |
| 29 |
2021-05-24 |
2021-06-17 |
11.044342308999997 |
9.77022 |
¥-9.4万 |
-11.56% |
跌破0.618止损 |
| 30 |
2021-08-12 |
2021-09-30 |
10.21326306 |
9.73026 |
¥-3.5万 |
-4.76% |
跌破0.618止损 |
| 31 |
2022-01-11 |
2022-03-10 |
8.871520657999998 |
8.40159 |
¥-3.7万 |
-5.33% |
跌破0.618止损 |
| 32 |
2022-09-01 |
2022-09-28 |
7.619895282999999 |
7.35264 |
¥-2.3万 |
-3.54% |
跌破0.618止损 |
| 33 |
2022-12-06 |
2023-01-20 |
7.7901163339999995 |
8.601389999999999 |
¥6.6万 |
+10.38% |
重回前高 |
| 34 |
2023-02-28 |
2023-03-17 |
8.340831498999998 |
7.662330000000001 |
¥-5.8万 |
-8.16% |
跌破0.618止损 |
| 35 |
2023-04-18 |
2023-04-20 |
8.440961528999999 |
7.95204 |
¥-3.8万 |
-5.82% |
跌破0.618止损 |
| 36 |
2023-08-14 |
2023-08-22 |
6.628607985999999 |
6.38361 |
¥-2.3万 |
-3.72% |
跌破0.618止损 |
| 37 |
2023-09-22 |
2023-10-12 |
6.708712009999999 |
6.4935 |
¥-1.9万 |
-3.24% |
跌破0.618止损 |
| 38 |
2024-02-29 |
2024-03-18 |
5.50715165 |
6.16383 |
¥6.8万 |
+11.89% |
重回前高 |
| 39 |
2024-06-25 |
2024-07-22 |
7.860207354999999 |
7.48251 |
¥-3.1万 |
-4.83% |
跌破0.618止损 |
| 40 |
2024-10-18 |
2024-12-27 |
8.070480417999997 |
7.95204 |
¥-9,062 |
-1.50% |
跌破0.618止损 |
| 41 |
2025-01-15 |
2025-03-06 |
8.701299607 |
9.42057 |
¥4.9万 |
+8.23% |
重回前高 |
| 42 |
2025-03-24 |
2025-04-07 |
8.991676693999999 |
7.83216 |
¥-8.4万 |
-12.92% |
跌破0.618止损 |
| 43 |
2025-06-12 |
2025-07-03 |
8.180623451 |
8.90109 |
¥5.0万 |
+8.77% |
重回前高 |
| 44 |
2025-12-03 |
2025-12-25 |
12.836669845999996 |
14.54544 |
¥8.1万 |
+13.28% |
重回前高 |
| 45 |
2026-02-03 |
2026-03-20 |
18.023405399999998 |
16.183799999999998 |
¥-7.1万 |
-10.23% |
跌破0.618止损 |
| 46 |
2026-04-09 |
2026-04-29 |
18.504029544 |
16.61337 |
¥-6.3万 |
-10.24% |
跌破0.618止损 |
| 47 |
2026-08-13 |
2026-08-21 |
13.918074169999997 |
12.3876 |
¥-6.0万 |
-11.02% |
跌破0.618止损 |
| 48 |
2026-09-16 |
2026-09-29 |
12.986864891 |
11.67831 |
¥-5.1万 |
-10.10% |
跌破0.618止损 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-01 |
黄金分割买点 |
买入 |
18.27826 |
50700.0 |
¥92.7万 |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
14.33565 |
50700.0 |
¥72.7万 |
止损触发 |
| 2015-10-20 |
黄金分割买点 |
买入 |
12.922909999999998 |
61300.0 |
¥79.2万 |
|
| 2015-11-17 |
重回前高 |
卖出 |
16.30368 |
61300.0 |
¥99.9万 |
|
| 2015-12-14 |
黄金分割买点 |
买入 |
13.663649999999999 |
72800.0 |
¥99.5万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
13.11687 |
72800.0 |
¥95.5万 |
止损触发 |
| 2016-04-21 |
黄金分割买点 |
买入 |
12.852839999999999 |
75000.0 |
¥96.4万 |
|
| 2016-06-03 |
重回前高 |
卖出 |
13.91607 |
75000.0 |
¥1.04M |
|
| 2016-06-14 |
黄金分割买点 |
买入 |
13.213199999999997 |
78700.0 |
¥1.04M |
|
| 2016-06-16 |
重回前高 |
卖出 |
14.365620000000003 |
78700.0 |
¥1.13M |
|
| 2016-07-28 |
黄金分割买点 |
买入 |
14.334319999999998 |
79000.0 |
¥1.13M |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
14.4855 |
79000.0 |
¥1.14M |
止损触发 |
| 2016-11-21 |
黄金分割买点 |
买入 |
15.825809999999997 |
72300.0 |
¥1.14M |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
14.76522 |
72300.0 |
¥1.07M |
止损触发 |
| 2017-02-27 |
黄金分割买点 |
买入 |
14.20419 |
74800.0 |
¥1.06M |
|
| 2017-03-30 |
跌破0.618止损 |
卖出 |
13.3866 |
74800.0 |
¥1.00M |
止损触发 |
| 2017-04-14 |
黄金分割买点 |
买入 |
13.533519999999998 |
73400.0 |
¥99.4万 |
|
| 2017-04-17 |
跌破0.618止损 |
卖出 |
13.106879999999999 |
73400.0 |
¥96.2万 |
止损触发 |
| 2017-06-01 |
黄金分割买点 |
买入 |
13.353339999999998 |
72100.0 |
¥96.3万 |
|
| 2017-06-02 |
跌破0.618止损 |
卖出 |
12.85713 |
72100.0 |
¥92.7万 |
止损触发 |
| 2017-06-06 |
黄金分割买点 |
买入 |
8.22822 |
69500.0 |
¥57.2万 |
|
| 2017-06-07 |
跌破0.618止损 |
卖出 |
8.03 |
69500.0 |
¥55.8万 |
止损触发 |
| 2017-10-12 |
黄金分割买点 |
买入 |
8.14 |
113200.0 |
¥92.2万 |
|
| 2017-10-17 |
跌破0.618止损 |
卖出 |
7.93 |
113200.0 |
¥89.7万 |
止损触发 |
| 2018-02-13 |
黄金分割买点 |
买入 |
6.436429999999999 |
136800.0 |
¥88.1万 |
|
| 2018-02-14 |
跌破0.618止损 |
卖出 |
6.22377 |
136800.0 |
¥85.1万 |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
5.18 |
164400.0 |
¥85.2万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
5.004989999999999 |
164400.0 |
¥82.3万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
5.12512 |
162500.0 |
¥83.3万 |
|
| 2018-12-28 |
跌破0.618止损 |
卖出 |
4.95504 |
162500.0 |
¥80.5万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
5.145139999999999 |
157400.0 |
¥81.0万 |
|
| 2019-01-18 |
跌破0.618止损 |
卖出 |
5.1 |
157400.0 |
¥80.2万 |
止损触发 |
| 2019-04-29 |
黄金分割买点 |
买入 |
7.327319999999999 |
109200.0 |
¥80.0万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
6.5934 |
109200.0 |
¥72.0万 |
止损触发 |
| 2019-09-05 |
黄金分割买点 |
买入 |
6.43643 |
112000.0 |
¥72.1万 |
|
| 2019-10-08 |
跌破0.618止损 |
卖出 |
6.0839099999999995 |
112000.0 |
¥68.1万 |
止损触发 |
| 2019-10-15 |
黄金分割买点 |
买入 |
6.25625 |
108600.0 |
¥68.0万 |
|
| 2019-10-31 |
跌破0.618止损 |
卖出 |
6.02397 |
108600.0 |
¥65.4万 |
止损触发 |
| 2020-02-14 |
黄金分割买点 |
买入 |
6.026019999999999 |
107600.0 |
¥64.9万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
5.84 |
107600.0 |
¥62.8万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
6.056049999999999 |
104800.0 |
¥63.5万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
5.78421 |
104800.0 |
¥60.6万 |
止损触发 |
| 2020-04-17 |
黄金分割买点 |
买入 |
6.056049999999999 |
100000.0 |
¥60.6万 |
|
| 2020-04-30 |
跌破0.618止损 |
卖出 |
5.87412 |
100000.0 |
¥58.7万 |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
6.98698 |
84200.0 |
¥58.8万 |
|
| 2020-07-14 |
重回前高 |
卖出 |
10.32966 |
84200.0 |
¥86.9万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
8.118109999999998 |
106100.0 |
¥86.2万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
7.7922 |
106100.0 |
¥82.7万 |
止损触发 |
| 2020-11-11 |
黄金分割买点 |
买入 |
8.018009999999999 |
102700.0 |
¥82.4万 |
|
| 2020-12-14 |
跌破0.618止损 |
卖出 |
7.75224 |
102700.0 |
¥79.6万 |
止损触发 |
| 2021-02-08 |
黄金分割买点 |
买入 |
8.45845 |
95600.0 |
¥80.9万 |
|
| 2021-02-10 |
重回前高 |
卖出 |
9.99 |
95600.0 |
¥95.5万 |
|
| 2021-03-04 |
黄金分割买点 |
买入 |
10.47046 |
87400.0 |
¥91.5万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
8.8911 |
87400.0 |
¥77.7万 |
止损触发 |
| 2021-04-19 |
黄金分割买点 |
买入 |
9.91991 |
79900.0 |
¥79.3万 |
|
| 2021-05-21 |
跌破0.618止损 |
卖出 |
10.12986 |
79900.0 |
¥80.9万 |
止损触发 |
| 2021-05-24 |
黄金分割买点 |
买入 |
11.041029999999997 |
73800.0 |
¥81.5万 |
|
| 2021-06-17 |
跌破0.618止损 |
卖出 |
9.77022 |
73800.0 |
¥72.1万 |
止损触发 |
| 2021-08-12 |
黄金分割买点 |
买入 |
10.210199999999999 |
71100.0 |
¥72.6万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
9.73026 |
71100.0 |
¥69.2万 |
止损触发 |
| 2022-01-11 |
黄金分割买点 |
买入 |
8.868859999999998 |
79200.0 |
¥70.3万 |
|
| 2022-03-10 |
跌破0.618止损 |
卖出 |
8.40159 |
79200.0 |
¥66.5万 |
止损触发 |
| 2022-09-01 |
黄金分割买点 |
买入 |
7.617609999999999 |
86800.0 |
¥66.1万 |
|
| 2022-09-28 |
跌破0.618止损 |
卖出 |
7.35264 |
86800.0 |
¥63.8万 |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
7.78778 |
81600.0 |
¥63.6万 |
|
| 2023-01-20 |
重回前高 |
卖出 |
8.601389999999999 |
81600.0 |
¥70.2万 |
|
| 2023-02-28 |
黄金分割买点 |
买入 |
8.33833 |
85000.0 |
¥70.9万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
7.662330000000001 |
85000.0 |
¥65.1万 |
止损触发 |
| 2023-04-18 |
黄金分割买点 |
买入 |
8.438429999999999 |
76900.0 |
¥64.9万 |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
7.95204 |
76900.0 |
¥61.1万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
6.626619999999999 |
91600.0 |
¥60.7万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
6.38361 |
91600.0 |
¥58.5万 |
止损触发 |
| 2023-09-22 |
黄金分割买点 |
买入 |
6.7067 |
87900.0 |
¥59.0万 |
|
| 2023-10-12 |
跌破0.618止损 |
卖出 |
6.4935 |
87900.0 |
¥57.1万 |
止损触发 |
| 2024-02-29 |
黄金分割买点 |
买入 |
5.5055 |
103400.0 |
¥56.9万 |
|
| 2024-03-18 |
重回前高 |
卖出 |
6.16383 |
103400.0 |
¥63.7万 |
|
| 2024-06-25 |
黄金分割买点 |
买入 |
7.857849999999999 |
81200.0 |
¥63.8万 |
|
| 2024-07-22 |
跌破0.618止损 |
卖出 |
7.48251 |
81200.0 |
¥60.7万 |
止损触发 |
| 2024-10-18 |
黄金分割买点 |
买入 |
8.06806 |
75000.0 |
¥60.5万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
7.95204 |
75000.0 |
¥59.6万 |
止损触发 |
| 2025-01-15 |
黄金分割买点 |
买入 |
8.69869 |
69000.0 |
¥60.0万 |
|
| 2025-03-06 |
重回前高 |
卖出 |
9.42057 |
69000.0 |
¥65.0万 |
|
| 2025-03-24 |
黄金分割买点 |
买入 |
8.98898 |
72000.0 |
¥64.7万 |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
7.83216 |
72000.0 |
¥56.4万 |
止损触发 |
| 2025-06-12 |
黄金分割买点 |
买入 |
8.17817 |
69000.0 |
¥56.4万 |
|
| 2025-07-03 |
重回前高 |
卖出 |
8.90109 |
69000.0 |
¥61.4万 |
|
| 2025-12-03 |
黄金分割买点 |
买入 |
12.832819999999996 |
47800.0 |
¥61.4万 |
|
| 2025-12-25 |
重回前高 |
卖出 |
14.54544 |
47800.0 |
¥69.5万 |
|
| 2026-02-03 |
黄金分割买点 |
买入 |
18.017999999999997 |
38600.0 |
¥69.6万 |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
16.183799999999998 |
38600.0 |
¥62.5万 |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
18.498479999999997 |
33300.0 |
¥61.6万 |
|
| 2026-04-29 |
跌破0.618止损 |
卖出 |
16.61337 |
33300.0 |
¥55.3万 |
止损触发 |
| 2026-08-13 |
黄金分割买点 |
买入 |
13.913899999999998 |
39300.0 |
¥54.7万 |
|
| 2026-08-21 |
跌破0.618止损 |
卖出 |
12.3876 |
39300.0 |
¥48.7万 |
止损触发 |
| 2026-09-16 |
黄金分割买点 |
买入 |
12.98297 |
38600.0 |
¥50.1万 |
|
| 2026-09-29 |
跌破0.618止损 |
卖出 |
11.67831 |
38600.0 |
¥45.1万 |
止损触发 |