002600 领益智造 — 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: ¥59.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -40.27%）
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 43 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 |
2015-11-09 |
2016-01-22 |
10.423536122999998 |
8.67132 |
¥-16.0万 |
-16.84% |
跌破0.618止损 |
| 2 |
2016-04-15 |
2016-04-21 |
8.871520657999998 |
9.97002 |
¥10.4万 |
+12.35% |
重回前高 |
| 3 |
2016-11-09 |
2016-12-05 |
10.603770176999998 |
9.86013 |
¥-6.6万 |
-7.04% |
跌破0.618止损 |
| 4 |
2016-12-22 |
2017-01-17 |
10.133159035999999 |
9.76023 |
¥-3.2万 |
-3.71% |
跌破0.618止损 |
| 5 |
2017-01-26 |
2017-08-10 |
10.133159035999999 |
6.88 |
¥-27.0万 |
-32.12% |
跌破0.618止损 |
| 6 |
2017-08-17 |
2017-09-22 |
9.41222282 |
8.32167 |
¥-6.6万 |
-11.61% |
跌破0.618止损 |
| 7 |
2017-11-07 |
2017-11-14 |
9.131858735999998 |
10.14984 |
¥5.6万 |
+11.11% |
重回前高 |
| 8 |
2017-12-13 |
2017-12-18 |
9.622495883 |
9.17082 |
¥-2.6万 |
-4.72% |
跌破0.618止损 |
| 9 |
2018-03-28 |
2018-04-03 |
7.710012309999999 |
7.042949999999999 |
¥-4.6万 |
-8.68% |
跌破0.618止损 |
| 10 |
2018-11-14 |
2018-12-13 |
3.144082942 |
2.72727 |
¥-6.5万 |
-13.28% |
跌破0.618止损 |
| 11 |
2019-01-10 |
2019-01-28 |
2.70351081 |
2.71728 |
¥1,957 |
+0.48% |
跌破0.618止损 |
| 12 |
2019-03-18 |
2019-05-31 |
6.057866815 |
6.1938 |
¥9,345 |
+2.21% |
跌破0.618止损 |
| 13 |
2019-07-26 |
2019-08-06 |
6.151845 |
5.894100000000001 |
¥-1.8万 |
-4.22% |
跌破0.618止损 |
| 14 |
2019-12-04 |
2020-02-10 |
10.343432099 |
10.989 |
¥2.6万 |
+6.21% |
跌破0.618止损 |
| 15 |
2020-02-12 |
2020-02-25 |
11.815343539999999 |
13.286700000000002 |
¥5.4万 |
+12.42% |
重回前高 |
| 16 |
2020-03-04 |
2020-03-10 |
11.91547357 |
10.73925 |
¥-4.8万 |
-9.90% |
跌破0.618止损 |
| 17 |
2020-06-18 |
2020-07-07 |
9.982963991 |
11.538450000000001 |
¥7.0万 |
+15.55% |
重回前高 |
| 18 |
2020-07-17 |
2020-09-10 |
10.91417327 |
11.26872 |
¥1.7万 |
+3.22% |
跌破0.618止损 |
| 19 |
2020-11-02 |
2020-12-31 |
13.046942908999997 |
11.938049999999999 |
¥-4.6万 |
-8.53% |
跌破0.618止损 |
| 20 |
2021-07-02 |
2021-07-13 |
8.871520657999998 |
7.44 |
¥-7.9万 |
-16.16% |
跌破0.618止损 |
| 21 |
2021-10-28 |
2021-12-02 |
6.518464953 |
8.20179 |
¥10.4万 |
+25.79% |
重回前高 |
| 22 |
2021-12-20 |
2022-01-20 |
7.159297145 |
6.883109999999999 |
¥-2.0万 |
-3.89% |
跌破0.618止损 |
| 23 |
2022-05-20 |
2022-05-25 |
4.936410478999999 |
4.55544 |
¥-3.8万 |
-7.75% |
跌破0.618止损 |
| 24 |
2022-06-15 |
2022-08-12 |
4.656046395 |
6.263730000000001 |
¥15.8万 |
+34.49% |
重回前高 |
| 25 |
2022-08-17 |
2022-09-13 |
5.537190658999999 |
5.27472 |
¥-2.9万 |
-4.77% |
跌破0.618止损 |
| 26 |
2022-12-07 |
2022-12-20 |
4.9764624909999995 |
4.54545 |
¥-5.1万 |
-8.69% |
跌破0.618止损 |
| 27 |
2023-04-24 |
2023-04-26 |
5.787515733999999 |
5.704290000000001 |
¥-7,882 |
-1.47% |
跌破0.618止损 |
| 28 |
2023-05-23 |
2023-05-26 |
6.348243901999999 |
5.84415 |
¥-4.2万 |
-7.97% |
跌破0.618止损 |
| 29 |
2023-05-30 |
2023-07-28 |
6.157996844999999 |
6.1438500000000005 |
¥-1,250 |
-0.26% |
跌破0.618止损 |
| 30 |
2023-11-23 |
2024-01-09 |
6.548503961999999 |
5.88411 |
¥-4.9万 |
-10.17% |
跌破0.618止损 |
| 31 |
2024-03-05 |
2024-05-15 |
5.577242671 |
4.91508 |
¥-5.1万 |
-11.90% |
跌破0.618止损 |
| 32 |
2024-07-25 |
2024-09-02 |
6.378282911 |
8.58141 |
¥13.1万 |
+34.50% |
重回前高 |
| 33 |
2024-09-09 |
2024-09-12 |
7.0892061239999995 |
6.54345 |
¥-3.9万 |
-7.73% |
跌破0.618止损 |
| 34 |
2024-10-10 |
2024-11-14 |
7.2093621599999995 |
9.4905 |
¥14.9万 |
+31.60% |
重回前高 |
| 35 |
2024-11-19 |
2025-01-02 |
8.020415402999998 |
7.962029999999999 |
¥-4,655 |
-0.76% |
跌破0.618止损 |
| 36 |
2025-01-27 |
2025-04-07 |
8.772631 |
7.6 |
¥-8.3万 |
-13.39% |
跌破0.618止损 |
| 37 |
2025-06-06 |
2025-08-07 |
8.521065552999998 |
9.7902 |
¥8.0万 |
+14.86% |
重回前高 |
| 38 |
2025-11-06 |
2025-11-19 |
14.639010385999999 |
13.356629999999997 |
¥-5.4万 |
-8.79% |
跌破0.618止损 |
| 39 |
2025-12-15 |
2026-01-13 |
15.450063629 |
18.6813 |
¥11.5万 |
+20.88% |
重回前高 |
| 40 |
2026-01-15 |
2026-01-30 |
16.120934830000003 |
14.77521 |
¥-5.6万 |
-8.38% |
跌破0.618止损 |
| 41 |
2026-04-21 |
2026-06-09 |
14.504349999999999 |
14.605379999999998 |
¥4,098 |
+0.67% |
跌破0.618止损 |
| 42 |
2026-06-17 |
2026-07-09 |
15.520154649999998 |
15.13485 |
¥-1.6万 |
-2.51% |
跌破0.618止损 |
| 43 |
2026-11-05 |
2026-11-13 |
11.71521351 |
11.42 |
¥-1.5万 |
-2.55% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-11-09 |
黄金分割买点 |
买入 |
10.420409999999999 |
91000.0 |
¥94.9万 |
|
| 2016-01-22 |
跌破0.618止损 |
卖出 |
8.67132 |
91000.0 |
¥78.9万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
8.868859999999998 |
94600.0 |
¥83.9万 |
|
| 2016-04-21 |
重回前高 |
卖出 |
9.97002 |
94600.0 |
¥94.3万 |
|
| 2016-11-09 |
黄金分割买点 |
买入 |
10.600589999999999 |
89000.0 |
¥94.4万 |
|
| 2016-12-05 |
跌破0.618止损 |
卖出 |
9.86013 |
89000.0 |
¥87.7万 |
止损触发 |
| 2016-12-22 |
黄金分割买点 |
买入 |
10.130119999999998 |
86200.0 |
¥87.3万 |
|
| 2017-01-17 |
跌破0.618止损 |
卖出 |
9.76023 |
86200.0 |
¥84.1万 |
止损触发 |
| 2017-01-26 |
黄金分割买点 |
买入 |
10.130119999999998 |
83000.0 |
¥84.1万 |
|
| 2017-08-10 |
跌破0.618止损 |
卖出 |
6.88 |
83000.0 |
¥57.1万 |
止损触发 |
| 2017-08-17 |
黄金分割买点 |
买入 |
9.4094 |
60600.0 |
¥57.0万 |
|
| 2017-09-22 |
跌破0.618止损 |
卖出 |
8.32167 |
60600.0 |
¥50.4万 |
止损触发 |
| 2017-11-07 |
黄金分割买点 |
买入 |
9.129119999999999 |
55400.0 |
¥50.6万 |
|
| 2017-11-14 |
重回前高 |
卖出 |
10.14984 |
55400.0 |
¥56.2万 |
|
| 2017-12-13 |
黄金分割买点 |
买入 |
9.619609999999998 |
57900.0 |
¥55.7万 |
|
| 2017-12-18 |
跌破0.618止损 |
卖出 |
9.17082 |
57900.0 |
¥53.1万 |
止损触发 |
| 2018-03-28 |
黄金分割买点 |
买入 |
7.707699999999999 |
68500.0 |
¥52.8万 |
|
| 2018-04-03 |
跌破0.618止损 |
卖出 |
7.042949999999999 |
68500.0 |
¥48.2万 |
止损触发 |
| 2018-11-14 |
黄金分割买点 |
买入 |
3.14314 |
155900.0 |
¥49.0万 |
|
| 2018-12-13 |
跌破0.618止损 |
卖出 |
2.72727 |
155900.0 |
¥42.5万 |
止损触发 |
| 2019-01-10 |
黄金分割买点 |
买入 |
2.7027 |
151100.0 |
¥40.9万 |
|
| 2019-01-28 |
跌破0.618止损 |
卖出 |
2.71728 |
151100.0 |
¥41.0万 |
止损触发 |
| 2019-03-18 |
黄金分割买点 |
买入 |
6.056049999999999 |
69700.0 |
¥42.2万 |
|
| 2019-05-31 |
跌破0.618止损 |
卖出 |
6.1938 |
69700.0 |
¥43.2万 |
止损触发 |
| 2019-07-26 |
黄金分割买点 |
买入 |
6.15 |
70600.0 |
¥43.4万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
5.894100000000001 |
70600.0 |
¥41.6万 |
止损触发 |
| 2019-12-04 |
黄金分割买点 |
买入 |
10.34033 |
40100.0 |
¥41.5万 |
|
| 2020-02-10 |
跌破0.618止损 |
卖出 |
10.989 |
40100.0 |
¥44.1万 |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
11.8118 |
36900.0 |
¥43.6万 |
|
| 2020-02-25 |
重回前高 |
卖出 |
13.286700000000002 |
36900.0 |
¥49.0万 |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
11.9119 |
41100.0 |
¥49.0万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
10.73925 |
41100.0 |
¥44.1万 |
止损触发 |
| 2020-06-18 |
黄金分割买点 |
买入 |
9.97997 |
45200.0 |
¥45.1万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
11.538450000000001 |
45200.0 |
¥52.1万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
10.9109 |
47600.0 |
¥52.0万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
11.26872 |
47600.0 |
¥53.6万 |
止损触发 |
| 2020-11-02 |
黄金分割买点 |
买入 |
13.043029999999998 |
41200.0 |
¥53.8万 |
|
| 2020-12-31 |
跌破0.618止损 |
卖出 |
11.938049999999999 |
41200.0 |
¥49.2万 |
止损触发 |
| 2021-07-02 |
黄金分割买点 |
买入 |
8.868859999999998 |
55400.0 |
¥49.1万 |
|
| 2021-07-13 |
跌破0.618止损 |
卖出 |
7.44 |
55400.0 |
¥41.2万 |
止损触发 |
| 2021-10-28 |
黄金分割买点 |
买入 |
6.516509999999999 |
61900.0 |
¥40.3万 |
|
| 2021-12-02 |
重回前高 |
卖出 |
8.20179 |
61900.0 |
¥50.8万 |
|
| 2021-12-20 |
黄金分割买点 |
买入 |
7.15715 |
71900.0 |
¥51.5万 |
|
| 2022-01-20 |
跌破0.618止损 |
卖出 |
6.883109999999999 |
71900.0 |
¥49.5万 |
止损触发 |
| 2022-05-20 |
黄金分割买点 |
买入 |
4.93493 |
98600.0 |
¥48.7万 |
|
| 2022-05-25 |
跌破0.618止损 |
卖出 |
4.55544 |
98600.0 |
¥44.9万 |
止损触发 |
| 2022-06-15 |
黄金分割买点 |
买入 |
4.65465 |
98500.0 |
¥45.9万 |
|
| 2022-08-12 |
重回前高 |
卖出 |
6.263730000000001 |
98500.0 |
¥61.7万 |
|
| 2022-08-17 |
黄金分割买点 |
买入 |
5.535529999999999 |
111400.0 |
¥61.7万 |
|
| 2022-09-13 |
跌破0.618止损 |
卖出 |
5.27472 |
111400.0 |
¥58.7万 |
止损触发 |
| 2022-12-07 |
黄金分割买点 |
买入 |
4.974969999999999 |
118000.0 |
¥58.7万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
4.54545 |
118000.0 |
¥53.6万 |
止损触发 |
| 2023-04-24 |
黄金分割买点 |
买入 |
5.78578 |
92800.0 |
¥53.7万 |
|
| 2023-04-26 |
跌破0.618止损 |
卖出 |
5.704290000000001 |
92800.0 |
¥52.9万 |
止损触发 |
| 2023-05-23 |
黄金分割买点 |
买入 |
6.346339999999999 |
83200.0 |
¥52.8万 |
|
| 2023-05-26 |
跌破0.618止损 |
卖出 |
5.84415 |
83200.0 |
¥48.6万 |
止损触发 |
| 2023-05-30 |
黄金分割买点 |
买入 |
6.156149999999999 |
78200.0 |
¥48.2万 |
|
| 2023-07-28 |
跌破0.618止损 |
卖出 |
6.1438500000000005 |
78200.0 |
¥48.0万 |
止损触发 |
| 2023-11-23 |
黄金分割买点 |
买入 |
6.546539999999999 |
74200.0 |
¥48.6万 |
|
| 2024-01-09 |
跌破0.618止损 |
卖出 |
5.88411 |
74200.0 |
¥43.6万 |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
5.57557 |
77500.0 |
¥43.2万 |
|
| 2024-05-15 |
跌破0.618止损 |
卖出 |
4.91508 |
77500.0 |
¥38.1万 |
止损触发 |
| 2024-07-25 |
黄金分割买点 |
买入 |
6.37637 |
59700.0 |
¥38.1万 |
|
| 2024-09-02 |
重回前高 |
卖出 |
8.58141 |
59700.0 |
¥51.2万 |
|
| 2024-09-09 |
黄金分割买点 |
买入 |
7.087079999999999 |
71400.0 |
¥50.6万 |
|
| 2024-09-12 |
跌破0.618止损 |
卖出 |
6.54345 |
71400.0 |
¥46.7万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
7.207199999999999 |
65200.0 |
¥47.0万 |
|
| 2024-11-14 |
重回前高 |
卖出 |
9.4905 |
65200.0 |
¥61.9万 |
|
| 2024-11-19 |
黄金分割买点 |
买入 |
8.018009999999999 |
76600.0 |
¥61.4万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
7.962029999999999 |
76600.0 |
¥61.0万 |
止损触发 |
| 2025-01-27 |
黄金分割买点 |
买入 |
8.77 |
70600.0 |
¥61.9万 |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
7.6 |
70600.0 |
¥53.6万 |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
8.51851 |
63100.0 |
¥53.8万 |
|
| 2025-08-07 |
重回前高 |
卖出 |
9.7902 |
63100.0 |
¥61.8万 |
|
| 2025-11-06 |
黄金分割买点 |
买入 |
14.63462 |
42100.0 |
¥61.6万 |
|
| 2025-11-19 |
跌破0.618止损 |
卖出 |
13.356629999999997 |
42100.0 |
¥56.2万 |
止损触发 |
| 2025-12-15 |
黄金分割买点 |
买入 |
15.44543 |
35800.0 |
¥55.3万 |
|
| 2026-01-13 |
重回前高 |
卖出 |
18.6813 |
35800.0 |
¥66.9万 |
|
| 2026-01-15 |
黄金分割买点 |
买入 |
16.1161 |
41500.0 |
¥66.9万 |
|
| 2026-01-30 |
跌破0.618止损 |
卖出 |
14.77521 |
41500.0 |
¥61.3万 |
止损触发 |
| 2026-04-21 |
黄金分割买点 |
买入 |
14.5 |
42400.0 |
¥61.5万 |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
14.605379999999998 |
42400.0 |
¥61.9万 |
止损触发 |
| 2026-06-17 |
黄金分割买点 |
买入 |
15.5155 |
39900.0 |
¥61.9万 |
|
| 2026-07-09 |
跌破0.618止损 |
卖出 |
15.13485 |
39900.0 |
¥60.4万 |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
11.711699999999999 |
51800.0 |
¥60.7万 |
|
| 2026-11-13 |
强平 |
卖出 |
11.42 |
51800 |
¥59.1万 |
回测结束强平 |