002709 天赐材料 — 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: ¥1.49M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +48.53%）
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 51 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 |
2015-04-21 |
2015-05-08 |
41.33367638399999 |
38.0619 |
¥-7.9万 |
-7.94% |
跌破0.618止损 |
| 2 |
2015-05-15 |
2015-05-28 |
42.75552281 |
54.5454 |
¥25.1万 |
+27.54% |
重回前高 |
| 3 |
2015-06-17 |
2015-06-26 |
51.056302296999995 |
44.94501 |
¥-14.0万 |
-12.00% |
跌破0.618止损 |
| 4 |
2015-10-13 |
2015-11-23 |
36.69765599499999 |
68.92101 |
¥89.5万 |
+87.75% |
重回前高 |
| 5 |
2016-01-07 |
2016-01-12 |
68.0884204 |
59.94 |
¥-22.2万 |
-11.99% |
跌破0.618止损 |
| 6 |
2016-01-15 |
2016-01-22 |
67.08712009999999 |
60.97896 |
¥-15.3万 |
-9.13% |
跌破0.618止损 |
| 7 |
2016-10-21 |
2016-11-25 |
58.676197579999986 |
50.869080000000004 |
¥-20.4万 |
-13.33% |
跌破0.618止损 |
| 8 |
2017-02-17 |
2017-04-19 |
47.56176424999999 |
43.256699999999995 |
¥-12.1万 |
-9.08% |
跌破0.618止损 |
| 9 |
2017-07-05 |
2017-07-13 |
43.65669308 |
49.58037 |
¥16.5万 |
+13.53% |
重回前高 |
| 10 |
2017-08-07 |
2017-08-25 |
45.439007614 |
41.05 |
¥-13.4万 |
-9.69% |
跌破0.618止损 |
| 11 |
2017-09-05 |
2017-09-12 |
46.68061998599999 |
55.944 |
¥24.9万 |
+19.81% |
重回前高 |
| 12 |
2017-09-26 |
2017-10-18 |
49.994923979 |
47.44251 |
¥-7.6万 |
-5.13% |
跌破0.618止损 |
| 13 |
2017-11-14 |
2017-11-16 |
50.205197041999995 |
45.70425 |
¥-12.8万 |
-8.99% |
跌破0.618止损 |
| 14 |
2018-01-12 |
2018-01-24 |
46.680619985999996 |
43.556400000000004 |
¥-8.7万 |
-6.72% |
跌破0.618止损 |
| 15 |
2018-01-26 |
2018-01-30 |
45.853752 |
43.63 |
¥-5.9万 |
-4.88% |
跌破0.618止损 |
| 16 |
2018-02-28 |
2018-03-13 |
45.05851349999999 |
51.20874 |
¥15.3万 |
+13.62% |
重回前高 |
| 17 |
2018-03-22 |
2018-03-26 |
47.912219355000005 |
44.225730000000006 |
¥-10.0万 |
-7.72% |
跌破0.618止损 |
| 18 |
2018-03-28 |
2018-04-10 |
46.86085403999999 |
45.37458 |
¥-3.8万 |
-3.20% |
跌破0.618止损 |
| 19 |
2018-11-20 |
2018-11-26 |
23.029906899999997 |
21.058919999999997 |
¥-9.9万 |
-8.59% |
跌破0.618止损 |
| 20 |
2018-11-29 |
2019-02-11 |
23.019893896999996 |
27.3726 |
¥20.2万 |
+18.87% |
重回前高 |
| 21 |
2019-03-29 |
2019-04-26 |
30.289334074999996 |
28.7712 |
¥-6.4万 |
-5.04% |
跌破0.618止损 |
| 22 |
2019-11-11 |
2019-11-18 |
17.132248132999997 |
16.66332 |
¥-3.3万 |
-2.77% |
跌破0.618止损 |
| 23 |
2020-03-04 |
2020-03-16 |
25.583222664999997 |
23.576400000000003 |
¥-9.1万 |
-7.87% |
跌破0.618止损 |
| 24 |
2020-05-06 |
2020-06-09 |
27.245381162999994 |
30.109859999999998 |
¥11.3万 |
+10.48% |
重回前高 |
| 25 |
2020-08-11 |
2020-10-12 |
35.726394704 |
58.72122 |
¥75.8万 |
+64.31% |
重回前高 |
| 26 |
2020-10-26 |
2020-11-03 |
53.889982145999994 |
65.2347 |
¥40.9万 |
+21.02% |
重回前高 |
| 27 |
2021-02-08 |
2021-02-24 |
96.64550495599997 |
86.913 |
¥-23.7万 |
-10.10% |
跌破0.618止损 |
| 28 |
2021-04-23 |
2021-04-28 |
103.63458104999997 |
60.81912000000001 |
¥-87.8万 |
-41.33% |
跌破0.618止损 |
| 29 |
2021-06-17 |
2021-07-12 |
85.26072054499998 |
112.887 |
¥38.9万 |
+32.36% |
重回前高 |
| 30 |
2021-07-20 |
2021-08-25 |
93.42131798999999 |
143.44641000000001 |
¥87.5万 |
+53.50% |
重回前高 |
| 31 |
2021-10-13 |
2021-11-17 |
132.08152257299997 |
133.68617999999998 |
¥3.0万 |
+1.18% |
跌破0.618止损 |
| 32 |
2022-03-18 |
2022-03-28 |
104.03510117 |
94.70519999999999 |
¥-22.6万 |
-9.00% |
跌破0.618止损 |
| 33 |
2022-07-06 |
2022-08-01 |
66.209857 |
51.97 |
¥-49.3万 |
-21.53% |
跌破0.618止损 |
| 34 |
2022-08-09 |
2022-08-29 |
52.36800569 |
49.4505 |
¥-10.2万 |
-5.60% |
跌破0.618止损 |
| 35 |
2022-11-09 |
2022-11-11 |
49.66449487999999 |
48.60135 |
¥-3.7万 |
-2.17% |
跌破0.618止损 |
| 36 |
2022-12-06 |
2022-12-08 |
46.56046395 |
50.87907 |
¥15.4万 |
+9.24% |
重回前高 |
| 37 |
2022-12-15 |
2023-01-03 |
48.122492418 |
43.556400000000004 |
¥-17.4万 |
-9.52% |
跌破0.618止损 |
| 38 |
2023-01-11 |
2023-02-13 |
47.221322148 |
45.954 |
¥-4.5万 |
-2.71% |
跌破0.618止损 |
| 39 |
2023-04-19 |
2023-04-21 |
44.247460256999986 |
42.007949999999994 |
¥-8.2万 |
-5.09% |
跌破0.618止损 |
| 40 |
2024-03-22 |
2024-05-17 |
21.748242515999994 |
20.68929 |
¥-7.5万 |
-4.90% |
跌破0.618止损 |
| 41 |
2024-10-15 |
2024-11-06 |
16.571519965 |
20.1798 |
¥31.4万 |
+21.74% |
重回前高 |
| 42 |
2024-12-26 |
2025-01-03 |
20.376461104999997 |
18.84114 |
¥-13.4万 |
-7.56% |
跌破0.618止损 |
| 43 |
2025-02-28 |
2025-03-24 |
21.42782641999999 |
19.22076 |
¥-16.8万 |
-10.33% |
跌破0.618止损 |
| 44 |
2025-08-01 |
2025-08-18 |
18.914562667 |
20.41956 |
¥11.7万 |
+7.92% |
重回前高 |
| 45 |
2025-12-08 |
2026-01-28 |
38.009359388 |
41.37858 |
¥13.8万 |
+8.83% |
跌破0.618止损 |
| 46 |
2026-02-25 |
2026-03-04 |
43.42639401099999 |
40.31964 |
¥-12.4万 |
-7.18% |
跌破0.618止损 |
| 47 |
2026-03-19 |
2026-03-20 |
43.596615062 |
41.468489999999996 |
¥-7.7万 |
-4.91% |
跌破0.618止损 |
| 48 |
2026-04-02 |
2026-04-28 |
45.178669535999994 |
56.4435 |
¥37.5万 |
+24.90% |
重回前高 |
| 49 |
2026-05-26 |
2026-06-08 |
52.017550584999995 |
47.462489999999995 |
¥-16.4万 |
-8.78% |
跌破0.618止损 |
| 50 |
2026-06-24 |
2026-06-29 |
54.090242206 |
50.42952 |
¥-11.8万 |
-6.80% |
跌破0.618止损 |
| 51 |
2026-07-02 |
2026-07-07 |
53.45942301699999 |
48.76119 |
¥-14.0万 |
-8.82% |
跌破0.618止损 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
黄金分割买点 |
买入 |
41.321279999999994 |
24000.0 |
¥99.2万 |
|
| 2015-05-08 |
跌破0.618止损 |
卖出 |
38.0619 |
24000.0 |
¥91.3万 |
止损触发 |
| 2015-05-15 |
黄金分割买点 |
买入 |
42.7427 |
21300.0 |
¥91.1万 |
|
| 2015-05-28 |
重回前高 |
卖出 |
54.5454 |
21300.0 |
¥1.16M |
|
| 2015-06-17 |
黄金分割买点 |
买入 |
51.040989999999994 |
22800.0 |
¥1.16M |
|
| 2015-06-26 |
跌破0.618止损 |
卖出 |
44.94501 |
22800.0 |
¥1.02M |
止损触发 |
| 2015-10-13 |
黄金分割买点 |
买入 |
36.68664999999999 |
27800.0 |
¥1.02M |
|
| 2015-11-23 |
重回前高 |
卖出 |
68.92101 |
27800.0 |
¥1.92M |
|
| 2016-01-07 |
黄金分割买点 |
买入 |
68.068 |
27200.0 |
¥1.85M |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
59.94 |
27200.0 |
¥1.63M |
止损触发 |
| 2016-01-15 |
黄金分割买点 |
买入 |
67.067 |
25000.0 |
¥1.68M |
|
| 2016-01-22 |
跌破0.618止损 |
卖出 |
60.97896 |
25000.0 |
¥1.52M |
止损触发 |
| 2016-10-21 |
黄金分割买点 |
买入 |
58.65859999999999 |
26100.0 |
¥1.53M |
|
| 2016-11-25 |
跌破0.618止损 |
卖出 |
50.869080000000004 |
26100.0 |
¥1.33M |
止损触发 |
| 2017-02-17 |
黄金分割买点 |
买入 |
47.54749999999999 |
28100.0 |
¥1.34M |
|
| 2017-04-19 |
跌破0.618止损 |
卖出 |
43.256699999999995 |
28100.0 |
¥1.22M |
止损触发 |
| 2017-07-05 |
黄金分割买点 |
买入 |
43.6436 |
27900.0 |
¥1.22M |
|
| 2017-07-13 |
重回前高 |
卖出 |
49.58037 |
27900.0 |
¥1.38M |
|
| 2017-08-07 |
黄金分割买点 |
买入 |
45.42538 |
30400.0 |
¥1.38M |
|
| 2017-08-25 |
跌破0.618止损 |
卖出 |
41.05 |
30400.0 |
¥1.25M |
止损触发 |
| 2017-09-05 |
黄金分割买点 |
买入 |
46.66661999999999 |
26900.0 |
¥1.26M |
|
| 2017-09-12 |
重回前高 |
卖出 |
55.944 |
26900.0 |
¥1.50M |
|
| 2017-09-26 |
黄金分割买点 |
买入 |
49.979929999999996 |
29700.0 |
¥1.48M |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
47.44251 |
29700.0 |
¥1.41M |
止损触发 |
| 2017-11-14 |
黄金分割买点 |
买入 |
50.19013999999999 |
28400.0 |
¥1.43M |
|
| 2017-11-16 |
跌破0.618止损 |
卖出 |
45.70425 |
28400.0 |
¥1.30M |
止损触发 |
| 2018-01-12 |
黄金分割买点 |
买入 |
46.666619999999995 |
27600.0 |
¥1.29M |
|
| 2018-01-24 |
跌破0.618止损 |
卖出 |
43.556400000000004 |
27600.0 |
¥1.20M |
止损触发 |
| 2018-01-26 |
黄金分割买点 |
买入 |
45.84 |
26400.0 |
¥1.21M |
|
| 2018-01-30 |
跌破0.618止损 |
卖出 |
43.63 |
26400.0 |
¥1.15M |
止损触发 |
| 2018-02-28 |
黄金分割买点 |
买入 |
45.04499999999999 |
25000.0 |
¥1.13M |
|
| 2018-03-13 |
重回前高 |
卖出 |
51.20874 |
25000.0 |
¥1.28M |
|
| 2018-03-22 |
黄金分割买点 |
买入 |
47.89785 |
27000.0 |
¥1.29M |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
44.225730000000006 |
27000.0 |
¥1.19M |
止损触发 |
| 2018-03-28 |
黄金分割买点 |
买入 |
46.846799999999995 |
25300.0 |
¥1.19M |
|
| 2018-04-10 |
跌破0.618止损 |
卖出 |
45.37458 |
25300.0 |
¥1.15M |
止损触发 |
| 2018-11-20 |
黄金分割买点 |
买入 |
23.022999999999996 |
50100.0 |
¥1.15M |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
21.058919999999997 |
50100.0 |
¥1.05M |
止损触发 |
| 2018-11-29 |
黄金分割买点 |
买入 |
23.012989999999995 |
46600.0 |
¥1.07M |
|
| 2019-02-11 |
重回前高 |
卖出 |
27.3726 |
46600.0 |
¥1.28M |
|
| 2019-03-29 |
黄金分割买点 |
买入 |
30.280249999999995 |
41900.0 |
¥1.27M |
|
| 2019-04-26 |
跌破0.618止损 |
卖出 |
28.7712 |
41900.0 |
¥1.21M |
止损触发 |
| 2019-11-11 |
黄金分割买点 |
买入 |
17.12711 |
70200.0 |
¥1.20M |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
16.66332 |
70200.0 |
¥1.17M |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
25.575549999999996 |
45300.0 |
¥1.16M |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
23.576400000000003 |
45300.0 |
¥1.07M |
止损触发 |
| 2020-05-06 |
黄金分割买点 |
买入 |
27.237209999999994 |
39400.0 |
¥1.07M |
|
| 2020-06-09 |
重回前高 |
卖出 |
30.109859999999998 |
39400.0 |
¥1.19M |
|
| 2020-08-11 |
黄金分割买点 |
买入 |
35.71568 |
33000.0 |
¥1.18M |
|
| 2020-10-12 |
重回前高 |
卖出 |
58.72122 |
33000.0 |
¥1.94M |
|
| 2020-10-26 |
黄金分割买点 |
买入 |
53.873819999999995 |
36100.0 |
¥1.95M |
|
| 2020-11-03 |
重回前高 |
卖出 |
65.2347 |
36100.0 |
¥2.35M |
|
| 2021-02-08 |
黄金分割买点 |
买入 |
96.61651999999997 |
24300.0 |
¥2.35M |
|
| 2021-02-24 |
跌破0.618止损 |
卖出 |
86.913 |
24300.0 |
¥2.11M |
止损触发 |
| 2021-04-23 |
黄金分割买点 |
买入 |
103.60349999999998 |
20500.0 |
¥2.12M |
|
| 2021-04-28 |
跌破0.618止损 |
卖出 |
60.81912000000001 |
20500.0 |
¥1.25M |
止损触发 |
| 2021-06-17 |
黄金分割买点 |
买入 |
85.23514999999998 |
14100.0 |
¥1.20M |
|
| 2021-07-12 |
重回前高 |
卖出 |
112.887 |
14100.0 |
¥1.59M |
|
| 2021-07-20 |
黄金分割买点 |
买入 |
93.39329999999998 |
17500.0 |
¥1.63M |
|
| 2021-08-25 |
重回前高 |
卖出 |
143.44641000000001 |
17500.0 |
¥2.51M |
|
| 2021-10-13 |
黄金分割买点 |
买入 |
132.04190999999997 |
19000.0 |
¥2.51M |
|
| 2021-11-17 |
跌破0.618止损 |
卖出 |
133.68617999999998 |
19000.0 |
¥2.54M |
止损触发 |
| 2022-03-18 |
黄金分割买点 |
买入 |
104.00389999999999 |
24100.0 |
¥2.51M |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
94.70519999999999 |
24100.0 |
¥2.28M |
止损触发 |
| 2022-07-06 |
黄金分割买点 |
买入 |
66.19 |
34600.0 |
¥2.29M |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
51.97 |
34600.0 |
¥1.80M |
止损触发 |
| 2022-08-09 |
黄金分割买点 |
买入 |
52.35229999999999 |
34700.0 |
¥1.82M |
|
| 2022-08-29 |
跌破0.618止损 |
卖出 |
49.4505 |
34700.0 |
¥1.72M |
止损触发 |
| 2022-11-09 |
黄金分割买点 |
买入 |
49.6496 |
34600.0 |
¥1.72M |
|
| 2022-11-11 |
跌破0.618止损 |
卖出 |
48.60135 |
34600.0 |
¥1.68M |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
46.546499999999995 |
35900.0 |
¥1.67M |
|
| 2022-12-08 |
重回前高 |
卖出 |
50.87907 |
35900.0 |
¥1.83M |
|
| 2022-12-15 |
黄金分割买点 |
买入 |
48.108059999999995 |
38100.0 |
¥1.83M |
|
| 2023-01-03 |
跌破0.618止损 |
卖出 |
43.556400000000004 |
38100.0 |
¥1.66M |
止损触发 |
| 2023-01-11 |
黄金分割买点 |
买入 |
47.207159999999995 |
35200.0 |
¥1.66M |
|
| 2023-02-13 |
跌破0.618止损 |
卖出 |
45.954 |
35200.0 |
¥1.62M |
止损触发 |
| 2023-04-19 |
黄金分割买点 |
买入 |
44.23418999999999 |
36200.0 |
¥1.60M |
|
| 2023-04-21 |
跌破0.618止损 |
卖出 |
42.007949999999994 |
36200.0 |
¥1.52M |
止损触发 |
| 2024-03-22 |
黄金分割买点 |
买入 |
21.741719999999997 |
70100.0 |
¥1.52M |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
20.68929 |
70100.0 |
¥1.45M |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
16.56655 |
87300.0 |
¥1.45M |
|
| 2024-11-06 |
重回前高 |
卖出 |
20.1798 |
87300.0 |
¥1.76M |
|
| 2024-12-26 |
黄金分割买点 |
买入 |
20.37035 |
86800.0 |
¥1.77M |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
18.84114 |
86800.0 |
¥1.63M |
止损触发 |
| 2025-02-28 |
黄金分割买点 |
买入 |
21.421399999999995 |
75900.0 |
¥1.63M |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
19.22076 |
75900.0 |
¥1.46M |
止损触发 |
| 2025-08-01 |
黄金分割买点 |
买入 |
18.90889 |
78000.0 |
¥1.48M |
|
| 2025-08-18 |
重回前高 |
卖出 |
20.41956 |
78000.0 |
¥1.59M |
|
| 2025-12-08 |
黄金分割买点 |
买入 |
37.99796 |
41200.0 |
¥1.57M |
|
| 2026-01-28 |
跌破0.618止损 |
卖出 |
41.37858 |
41200.0 |
¥1.70M |
止损触发 |
| 2026-02-25 |
黄金分割买点 |
买入 |
43.41336999999999 |
39800.0 |
¥1.73M |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
40.31964 |
39800.0 |
¥1.60M |
止损触发 |
| 2026-03-19 |
黄金分割买点 |
买入 |
43.58353999999999 |
36100.0 |
¥1.57M |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
41.468489999999996 |
36100.0 |
¥1.50M |
止损触发 |
| 2026-04-02 |
黄金分割买点 |
买入 |
45.165119999999995 |
33300.0 |
¥1.50M |
|
| 2026-04-28 |
重回前高 |
卖出 |
56.4435 |
33300.0 |
¥1.88M |
|
| 2026-05-26 |
黄金分割买点 |
买入 |
52.001949999999994 |
35800.0 |
¥1.86M |
|
| 2026-06-08 |
跌破0.618止损 |
卖出 |
47.462489999999995 |
35800.0 |
¥1.70M |
止损触发 |
| 2026-06-24 |
黄金分割买点 |
买入 |
54.07402 |
32100.0 |
¥1.74M |
|
| 2026-06-29 |
跌破0.618止损 |
卖出 |
50.42952 |
32100.0 |
¥1.62M |
止损触发 |
| 2026-07-02 |
黄金分割买点 |
买入 |
53.443389999999994 |
29700.0 |
¥1.59M |
|
| 2026-07-07 |
跌破0.618止损 |
卖出 |
48.76119 |
29700.0 |
¥1.45M |
止损触发 |