002714 牧原股份 — 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: ¥1.48M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +48.36%）
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 49 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 |
2015-07-30 |
2015-08-13 |
73.09492189999999 |
60.65927999999999 |
¥-16.6万 |
-17.04% |
跌破0.618止损 |
| 2 |
2015-11-05 |
2015-11-25 |
55.57216664999999 |
59.04090000000001 |
¥5.1万 |
+6.21% |
重回前高 |
| 3 |
2015-11-30 |
2015-12-10 |
52.317940674999996 |
48.20175 |
¥-7.0万 |
-7.90% |
跌破0.618止损 |
| 4 |
2016-03-17 |
2016-05-27 |
51.31664037499999 |
51.41853 |
¥1,366 |
+0.17% |
跌破0.618止损 |
| 5 |
2016-07-08 |
2016-07-11 |
26.564496958999996 |
25.7742 |
¥-1.2万 |
-3.00% |
跌破0.618止损 |
| 6 |
2017-04-18 |
2017-05-09 |
26.314171883999997 |
25.374599999999997 |
¥-2.9万 |
-3.60% |
跌破0.618止损 |
| 7 |
2017-06-15 |
2017-07-10 |
26.057815 |
28.6 |
¥7.5万 |
+9.72% |
重回前高 |
| 8 |
2017-07-18 |
2017-08-09 |
27.33549819 |
32.547419999999995 |
¥16.2万 |
+19.03% |
重回前高 |
| 9 |
2017-12-01 |
2018-01-09 |
46.800776021999994 |
59.94 |
¥28.2万 |
+28.04% |
重回前高 |
| 10 |
2018-02-02 |
2018-02-07 |
53.799865118999996 |
51.19875 |
¥-6.2万 |
-4.86% |
跌破0.618止损 |
| 11 |
2018-05-10 |
2018-05-21 |
49.66449488 |
52.99695 |
¥8.1万 |
+6.68% |
重回前高 |
| 12 |
2018-06-05 |
2018-06-20 |
50.61573016499999 |
46.4535 |
¥-10.7万 |
-8.25% |
跌破0.618止损 |
| 13 |
2018-09-27 |
2018-10-24 |
24.862286449 |
23.32665 |
¥-7.5万 |
-6.20% |
跌破0.618止损 |
| 14 |
2019-05-09 |
2019-05-27 |
57.57476724999999 |
54.945 |
¥-5.1万 |
-4.60% |
跌破0.618止损 |
| 15 |
2019-05-29 |
2019-06-24 |
60.288291062999996 |
57.942 |
¥-4.1万 |
-3.92% |
跌破0.618止损 |
| 16 |
2019-07-10 |
2019-07-30 |
64.774116407 |
75.90402 |
¥17.7万 |
+17.15% |
重回前高 |
| 17 |
2019-08-21 |
2019-09-06 |
70.49154112 |
81.8181 |
¥19.4万 |
+16.03% |
重回前高 |
| 18 |
2019-09-10 |
2019-09-27 |
73.01481787600001 |
63.52 |
¥-18.3万 |
-13.03% |
跌破0.618止损 |
| 19 |
2019-12-11 |
2019-12-26 |
83.60857504999998 |
78.6213 |
¥-7.3万 |
-5.99% |
跌破0.618止损 |
| 20 |
2020-01-06 |
2020-01-23 |
89.71650687999997 |
83.8161 |
¥-7.5万 |
-6.60% |
跌破0.618止损 |
| 21 |
2020-03-30 |
2020-05-15 |
112.44602368999999 |
113.6862 |
¥1.1万 |
+1.07% |
跌破0.618止损 |
| 22 |
2020-09-08 |
2020-09-10 |
82.92769084599998 |
80.919 |
¥-2.7万 |
-2.45% |
跌破0.618止损 |
| 23 |
2020-12-04 |
2020-12-23 |
79.00259367000001 |
71.23869 |
¥-10.4万 |
-9.85% |
跌破0.618止损 |
| 24 |
2020-12-25 |
2021-01-05 |
75.0975225 |
88.30160999999998 |
¥16.6万 |
+17.55% |
重回前高 |
| 25 |
2021-01-22 |
2021-02-04 |
83.685098 |
105.894 |
¥29.7万 |
+26.50% |
重回前高 |
| 26 |
2021-03-15 |
2021-05-07 |
105.13653149999998 |
104.4 |
¥-1.0万 |
-0.73% |
跌破0.618止损 |
| 27 |
2021-09-30 |
2021-12-08 |
50.95617226699999 |
49.97997 |
¥-2.7万 |
-1.95% |
跌破0.618止损 |
| 28 |
2022-01-20 |
2022-03-15 |
54.691022385999986 |
52.55739 |
¥-5.4万 |
-3.93% |
跌破0.618止损 |
| 29 |
2022-03-22 |
2022-04-15 |
54.67099637999999 |
52.946999999999996 |
¥-4.2万 |
-3.18% |
跌破0.618止损 |
| 30 |
2022-04-22 |
2022-04-26 |
55.622231664999994 |
52.90704 |
¥-6.3万 |
-4.91% |
跌破0.618止损 |
| 31 |
2022-06-14 |
2022-06-28 |
52.94875986399999 |
58.79115 |
¥13.3万 |
+11.00% |
重回前高 |
| 32 |
2022-07-25 |
2022-09-09 |
58.756301603999994 |
58.64130000000001 |
¥-3,050 |
-0.23% |
跌破0.618止损 |
| 33 |
2022-09-14 |
2022-09-22 |
60.39843409599998 |
56.34359999999999 |
¥-9.1万 |
-6.74% |
跌破0.618止损 |
| 34 |
2022-10-18 |
2022-10-20 |
58.425872504999994 |
56.52342 |
¥-4.1万 |
-3.29% |
跌破0.618止损 |
| 35 |
2023-08-02 |
2023-08-17 |
43.947070167 |
40.959 |
¥-8.3万 |
-6.83% |
跌破0.618止损 |
| 36 |
2023-11-03 |
2023-12-28 |
37.84915133999999 |
40.92903 |
¥9.2万 |
+8.10% |
重回前高 |
| 37 |
2024-01-11 |
2024-01-22 |
36.53744794699999 |
36.74322 |
¥6,505 |
+0.53% |
跌破0.618止损 |
| 38 |
2024-02-21 |
2024-03-22 |
38.319762481 |
42.66729 |
¥14.0万 |
+11.31% |
重回前高 |
| 39 |
2024-06-14 |
2024-06-21 |
44.45773331999999 |
44.405550000000005 |
¥-2,024 |
-0.15% |
跌破0.618止损 |
| 40 |
2024-10-11 |
2024-11-25 |
43.493044 |
40.80915 |
¥-8.5万 |
-6.20% |
跌破0.618止损 |
| 41 |
2025-04-21 |
2025-05-28 |
40.322363081 |
38.731230000000004 |
¥-5.1万 |
-3.97% |
跌破0.618止损 |
| 42 |
2025-06-03 |
2025-06-12 |
40.112090017999996 |
43.956 |
¥11.7万 |
+9.55% |
重回前高 |
| 43 |
2025-06-23 |
2025-07-22 |
42.064625603 |
47.23272 |
¥16.6万 |
+12.25% |
重回前高 |
| 44 |
2025-09-26 |
2025-10-20 |
52.79856481899999 |
50.5494 |
¥-6.5万 |
-4.29% |
跌破0.618止损 |
| 45 |
2026-03-11 |
2026-03-24 |
48.402856502 |
45.1548 |
¥-9.8万 |
-6.74% |
跌破0.618止损 |
| 46 |
2026-04-17 |
2026-04-23 |
46.220021847999995 |
44.355599999999995 |
¥-5.5万 |
-4.06% |
跌破0.618止损 |
| 47 |
2026-07-20 |
2026-08-31 |
39.331075784 |
41.91 |
¥8.4万 |
+6.52% |
重回前高 |
| 48 |
2026-09-28 |
2026-10-16 |
40.432506114000006 |
39.83013 |
¥-2.1万 |
-1.52% |
跌破0.618止损 |
| 49 |
2026-10-19 |
2026-11-13 |
41.15344233 |
44.5554 |
¥11.3万 |
+8.23% |
重回前高 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-30 |
黄金分割买点 |
买入 |
73.073 |
13300.0 |
¥97.2万 |
|
| 2015-08-13 |
跌破0.618止损 |
卖出 |
60.65927999999999 |
13300.0 |
¥80.7万 |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
55.555499999999995 |
14800.0 |
¥82.2万 |
|
| 2015-11-25 |
重回前高 |
卖出 |
59.04090000000001 |
14800.0 |
¥87.4万 |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
52.302249999999994 |
16900.0 |
¥88.4万 |
|
| 2015-12-10 |
跌破0.618止损 |
卖出 |
48.20175 |
16900.0 |
¥81.4万 |
止损触发 |
| 2016-03-17 |
黄金分割买点 |
买入 |
51.301249999999996 |
15800.0 |
¥81.1万 |
|
| 2016-05-27 |
跌破0.618止损 |
卖出 |
51.41853 |
15800.0 |
¥81.2万 |
止损触发 |
| 2016-07-08 |
黄金分割买点 |
买入 |
26.55653 |
15000.0 |
¥39.8万 |
|
| 2016-07-11 |
跌破0.618止损 |
卖出 |
25.7742 |
15000.0 |
¥38.6万 |
止损触发 |
| 2017-04-18 |
黄金分割买点 |
买入 |
26.306279999999997 |
30500.0 |
¥80.3万 |
|
| 2017-05-09 |
跌破0.618止损 |
卖出 |
25.374599999999997 |
30500.0 |
¥77.4万 |
止损触发 |
| 2017-06-15 |
黄金分割买点 |
买入 |
26.05 |
29600.0 |
¥77.1万 |
|
| 2017-07-10 |
重回前高 |
卖出 |
28.6 |
29600.0 |
¥84.6万 |
|
| 2017-07-18 |
黄金分割买点 |
买入 |
27.327299999999997 |
31100.0 |
¥85.0万 |
|
| 2017-08-09 |
重回前高 |
卖出 |
32.547419999999995 |
31100.0 |
¥1.01M |
|
| 2017-12-01 |
黄金分割买点 |
买入 |
46.786739999999995 |
21500.0 |
¥1.01M |
|
| 2018-01-09 |
重回前高 |
卖出 |
59.94 |
21500.0 |
¥1.29M |
|
| 2018-02-02 |
黄金分割买点 |
买入 |
53.78372999999999 |
23700.0 |
¥1.28M |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
51.19875 |
23700.0 |
¥1.21M |
止损触发 |
| 2018-05-10 |
黄金分割买点 |
买入 |
49.6496 |
24500.0 |
¥1.22M |
|
| 2018-05-21 |
重回前高 |
卖出 |
52.99695 |
24500.0 |
¥1.30M |
|
| 2018-06-05 |
黄金分割买点 |
买入 |
50.60054999999999 |
25700.0 |
¥1.30M |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
46.4535 |
25700.0 |
¥1.19M |
止损触发 |
| 2018-09-27 |
黄金分割买点 |
买入 |
24.854829999999996 |
48300.0 |
¥1.20M |
|
| 2018-10-24 |
跌破0.618止损 |
卖出 |
23.32665 |
48300.0 |
¥1.13M |
止损触发 |
| 2019-05-09 |
黄金分割买点 |
买入 |
57.55749999999999 |
19400.0 |
¥1.12M |
|
| 2019-05-27 |
跌破0.618止损 |
卖出 |
54.945 |
19400.0 |
¥1.07M |
止损触发 |
| 2019-05-29 |
黄金分割买点 |
买入 |
60.27020999999999 |
17500.0 |
¥1.06M |
|
| 2019-06-24 |
跌破0.618止损 |
卖出 |
57.942 |
17500.0 |
¥1.01M |
止损触发 |
| 2019-07-10 |
黄金分割买点 |
买入 |
64.75469 |
15900.0 |
¥1.03M |
|
| 2019-07-30 |
重回前高 |
卖出 |
75.90402 |
15900.0 |
¥1.21M |
|
| 2019-08-21 |
黄金分割买点 |
买入 |
70.4704 |
17200.0 |
¥1.21M |
|
| 2019-09-06 |
重回前高 |
卖出 |
81.8181 |
17200.0 |
¥1.41M |
|
| 2019-09-10 |
黄金分割买点 |
买入 |
72.99292 |
19200.0 |
¥1.40M |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
63.52 |
19200.0 |
¥1.22M |
止损触发 |
| 2019-12-11 |
黄金分割买点 |
买入 |
83.58349999999999 |
14500.0 |
¥1.21M |
|
| 2019-12-26 |
跌破0.618止损 |
卖出 |
78.6213 |
14500.0 |
¥1.14M |
止损触发 |
| 2020-01-06 |
黄金分割买点 |
买入 |
89.68959999999998 |
12600.0 |
¥1.13M |
|
| 2020-01-23 |
跌破0.618止损 |
卖出 |
83.8161 |
12600.0 |
¥1.06M |
止损触发 |
| 2020-03-30 |
黄金分割买点 |
买入 |
112.41229999999999 |
9400.0 |
¥1.06M |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
113.6862 |
9400.0 |
¥1.07M |
止损触发 |
| 2020-09-08 |
黄金分割买点 |
买入 |
82.90281999999999 |
13100.0 |
¥1.09M |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
80.919 |
13100.0 |
¥1.06M |
止损触发 |
| 2020-12-04 |
黄金分割买点 |
买入 |
78.9789 |
13400.0 |
¥1.06M |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
71.23869 |
13400.0 |
¥95.4万 |
止损触发 |
| 2020-12-25 |
黄金分割买点 |
买入 |
75.07499999999999 |
12600.0 |
¥94.6万 |
|
| 2021-01-05 |
重回前高 |
卖出 |
88.30160999999998 |
12600.0 |
¥1.11M |
|
| 2021-01-22 |
黄金分割买点 |
买入 |
83.66 |
13400.0 |
¥1.12M |
|
| 2021-02-04 |
重回前高 |
卖出 |
105.894 |
13400.0 |
¥1.42M |
|
| 2021-03-15 |
黄金分割买点 |
买入 |
105.10499999999998 |
13100.0 |
¥1.38M |
|
| 2021-05-07 |
跌破0.618止损 |
卖出 |
104.4 |
13100.0 |
¥1.37M |
止损触发 |
| 2021-09-30 |
黄金分割买点 |
买入 |
50.94088999999999 |
27600.0 |
¥1.41M |
|
| 2021-12-08 |
跌破0.618止损 |
卖出 |
49.97997 |
27600.0 |
¥1.38M |
止损触发 |
| 2022-01-20 |
黄金分割买点 |
买入 |
54.67461999999999 |
25300.0 |
¥1.38M |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
52.55739 |
25300.0 |
¥1.33M |
止损触发 |
| 2022-03-22 |
黄金分割买点 |
买入 |
54.654599999999995 |
24100.0 |
¥1.32M |
|
| 2022-04-15 |
跌破0.618止损 |
卖出 |
52.946999999999996 |
24100.0 |
¥1.28M |
止损触发 |
| 2022-04-22 |
黄金分割买点 |
买入 |
55.60555 |
22900.0 |
¥1.27M |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
52.90704 |
22900.0 |
¥1.21M |
止损触发 |
| 2022-06-14 |
黄金分割买点 |
买入 |
52.93288 |
22800.0 |
¥1.21M |
|
| 2022-06-28 |
重回前高 |
卖出 |
58.79115 |
22800.0 |
¥1.34M |
|
| 2022-07-25 |
黄金分割买点 |
买入 |
58.738679999999995 |
23000.0 |
¥1.35M |
|
| 2022-09-09 |
跌破0.618止损 |
卖出 |
58.64130000000001 |
23000.0 |
¥1.35M |
止损触发 |
| 2022-09-14 |
黄金分割买点 |
买入 |
60.38031999999998 |
22300.0 |
¥1.35M |
|
| 2022-09-22 |
跌破0.618止损 |
卖出 |
56.34359999999999 |
22300.0 |
¥1.26M |
止损触发 |
| 2022-10-18 |
黄金分割买点 |
买入 |
58.40834999999999 |
21600.0 |
¥1.26M |
|
| 2022-10-20 |
跌破0.618止损 |
卖出 |
56.52342 |
21600.0 |
¥1.22M |
止损触发 |
| 2023-08-02 |
黄金分割买点 |
买入 |
43.93389 |
27800.0 |
¥1.22M |
|
| 2023-08-17 |
跌破0.618止损 |
卖出 |
40.959 |
27800.0 |
¥1.14M |
止损触发 |
| 2023-11-03 |
黄金分割买点 |
买入 |
37.837799999999994 |
30100.0 |
¥1.14M |
|
| 2023-12-28 |
重回前高 |
卖出 |
40.92903 |
30100.0 |
¥1.23M |
|
| 2024-01-11 |
黄金分割买点 |
买入 |
36.526489999999995 |
33400.0 |
¥1.22M |
|
| 2024-01-22 |
跌破0.618止损 |
卖出 |
36.74322 |
33400.0 |
¥1.23M |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
38.30827 |
32200.0 |
¥1.23M |
|
| 2024-03-22 |
重回前高 |
卖出 |
42.66729 |
32200.0 |
¥1.37M |
|
| 2024-06-14 |
黄金分割买点 |
买入 |
44.444399999999995 |
30900.0 |
¥1.37M |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
44.405550000000005 |
30900.0 |
¥1.37M |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
43.48 |
31500.0 |
¥1.37M |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
40.80915 |
31500.0 |
¥1.29M |
止损触发 |
| 2025-04-21 |
黄金分割买点 |
买入 |
40.310269999999996 |
31900.0 |
¥1.29M |
|
| 2025-05-28 |
跌破0.618止损 |
卖出 |
38.731230000000004 |
31900.0 |
¥1.24M |
止损触发 |
| 2025-06-03 |
黄金分割买点 |
买入 |
40.10006 |
30600.0 |
¥1.23M |
|
| 2025-06-12 |
重回前高 |
卖出 |
43.956 |
30600.0 |
¥1.34M |
|
| 2025-06-23 |
黄金分割买点 |
买入 |
42.052009999999996 |
32300.0 |
¥1.36M |
|
| 2025-07-22 |
重回前高 |
卖出 |
47.23272 |
32300.0 |
¥1.53M |
|
| 2025-09-26 |
黄金分割买点 |
买入 |
52.782729999999994 |
28700.0 |
¥1.52M |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
50.5494 |
28700.0 |
¥1.45M |
止损触发 |
| 2026-03-11 |
黄金分割买点 |
买入 |
48.38834 |
30100.0 |
¥1.46M |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
45.1548 |
30100.0 |
¥1.36M |
止损触发 |
| 2026-04-17 |
黄金分割买点 |
买入 |
46.20615999999999 |
29200.0 |
¥1.35M |
|
| 2026-04-23 |
跌破0.618止损 |
卖出 |
44.355599999999995 |
29200.0 |
¥1.29M |
止损触发 |
| 2026-07-20 |
黄金分割买点 |
买入 |
39.31928 |
32700.0 |
¥1.29M |
|
| 2026-08-31 |
重回前高 |
卖出 |
41.91 |
32700.0 |
¥1.37M |
|
| 2026-09-28 |
黄金分割买点 |
买入 |
40.42038 |
34200.0 |
¥1.38M |
|
| 2026-10-16 |
跌破0.618止损 |
卖出 |
39.83013 |
34200.0 |
¥1.36M |
止损触发 |
| 2026-10-19 |
黄金分割买点 |
买入 |
41.141099999999994 |
33200.0 |
¥1.37M |
|
| 2026-11-13 |
重回前高 |
卖出 |
44.5554 |
33200.0 |
¥1.48M |
|