003816 中国广核 — 斐波那契回调 回测明细
数据区间: 2019-08-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥79.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -20.93%）
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 17 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 |
2020-02-21 |
2020-02-28 |
3.3843950139999994 |
3.13686 |
¥-7.3万 |
-7.34% |
跌破0.618止损 |
| 2 |
2020-07-23 |
2020-08-26 |
3.0940179269999994 |
3.01698 |
¥-2.3万 |
-2.52% |
跌破0.618止损 |
| 3 |
2021-10-13 |
2021-11-08 |
2.9838748939999995 |
2.84715 |
¥-4.1万 |
-4.61% |
跌破0.618止损 |
| 4 |
2021-12-27 |
2021-12-30 |
3.174121950999999 |
3.01698 |
¥-4.3万 |
-4.98% |
跌破0.618止损 |
| 5 |
2022-01-06 |
2022-01-17 |
3.0539659149999996 |
2.92707 |
¥-3.4万 |
-4.18% |
跌破0.618止损 |
| 6 |
2022-02-10 |
2022-02-22 |
3.0639789179999997 |
2.97702 |
¥-2.2万 |
-2.87% |
跌破0.618止损 |
| 7 |
2022-04-25 |
2022-04-27 |
2.8637188579999995 |
2.71728 |
¥-3.9万 |
-5.14% |
跌破0.618止损 |
| 8 |
2023-05-25 |
2023-06-07 |
3.033939909 |
2.997 |
¥-8,987 |
-1.25% |
跌破0.618止损 |
| 9 |
2023-06-12 |
2023-07-12 |
3.1040309299999995 |
3.07692 |
¥-6,428 |
-0.90% |
跌破0.618止损 |
| 10 |
2024-05-16 |
2024-06-11 |
4.035240209 |
4.40559 |
¥6.5万 |
+9.15% |
重回前高 |
| 11 |
2024-08-01 |
2024-09-04 |
4.646033391999999 |
4.435560000000001 |
¥-3.5万 |
-4.56% |
跌破0.618止损 |
| 12 |
2025-04-16 |
2025-04-25 |
3.6146940829999994 |
3.5264699999999998 |
¥-1.8万 |
-2.47% |
跌破0.618止损 |
| 13 |
2025-05-15 |
2025-06-19 |
3.6146940829999994 |
3.77622 |
¥3.2万 |
+4.44% |
重回前高 |
| 14 |
2025-11-18 |
2025-11-25 |
3.9451231819999992 |
3.76623 |
¥-3.4万 |
-4.56% |
跌破0.618止损 |
| 15 |
2026-03-19 |
2026-03-25 |
4.135370238999999 |
4.36563 |
¥3.9万 |
+5.54% |
重回前高 |
| 16 |
2026-05-22 |
2026-06-08 |
4.40572132 |
4.2957 |
¥-1.9万 |
-2.53% |
跌破0.618止损 |
| 17 |
2026-08-31 |
2026-10-15 |
4.225487265999999 |
4.52547 |
¥5.2万 |
+7.07% |
重回前高 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-02-21 |
黄金分割买点 |
买入 |
3.3833799999999994 |
293100.0 |
¥99.2万 |
|
| 2020-02-28 |
跌破0.618止损 |
卖出 |
3.13686 |
293100.0 |
¥91.9万 |
止损触发 |
| 2020-07-23 |
黄金分割买点 |
买入 |
3.0930899999999997 |
297100.0 |
¥91.9万 |
|
| 2020-08-26 |
跌破0.618止损 |
卖出 |
3.01698 |
297100.0 |
¥89.6万 |
止损触发 |
| 2021-10-13 |
黄金分割买点 |
买入 |
2.9829799999999995 |
299300.0 |
¥89.3万 |
|
| 2021-11-08 |
跌破0.618止损 |
卖出 |
2.84715 |
299300.0 |
¥85.2万 |
止损触发 |
| 2021-12-27 |
黄金分割买点 |
买入 |
3.1731699999999994 |
271200.0 |
¥86.1万 |
|
| 2021-12-30 |
跌破0.618止损 |
卖出 |
3.01698 |
271200.0 |
¥81.8万 |
止损触发 |
| 2022-01-06 |
黄金分割买点 |
买入 |
3.0530499999999994 |
267900.0 |
¥81.8万 |
|
| 2022-01-17 |
跌破0.618止损 |
卖出 |
2.92707 |
267900.0 |
¥78.4万 |
止损触发 |
| 2022-02-10 |
黄金分割买点 |
买入 |
3.0630599999999997 |
255900.0 |
¥78.4万 |
|
| 2022-02-22 |
跌破0.618止损 |
卖出 |
2.97702 |
255900.0 |
¥76.2万 |
止损触发 |
| 2022-04-25 |
黄金分割买点 |
买入 |
2.8628599999999995 |
262300.0 |
¥75.1万 |
|
| 2022-04-27 |
跌破0.618止损 |
卖出 |
2.71728 |
262300.0 |
¥71.3万 |
止损触发 |
| 2023-05-25 |
黄金分割买点 |
买入 |
3.0330299999999997 |
237500.0 |
¥72.1万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
2.997 |
237500.0 |
¥71.2万 |
止损触发 |
| 2023-06-12 |
黄金分割买点 |
买入 |
3.1031 |
229300.0 |
¥71.2万 |
|
| 2023-07-12 |
跌破0.618止损 |
卖出 |
3.07692 |
229300.0 |
¥70.5万 |
止损触发 |
| 2024-05-16 |
黄金分割买点 |
买入 |
4.03403 |
175400.0 |
¥70.8万 |
|
| 2024-06-11 |
重回前高 |
卖出 |
4.40559 |
175400.0 |
¥77.3万 |
|
| 2024-08-01 |
黄金分割买点 |
买入 |
4.644639999999999 |
164800.0 |
¥76.6万 |
|
| 2024-09-04 |
跌破0.618止损 |
卖出 |
4.435560000000001 |
164800.0 |
¥73.1万 |
止损触发 |
| 2025-04-16 |
黄金分割买点 |
买入 |
3.6136099999999995 |
202900.0 |
¥73.3万 |
|
| 2025-04-25 |
跌破0.618止损 |
卖出 |
3.5264699999999998 |
202900.0 |
¥71.5万 |
止损触发 |
| 2025-05-15 |
黄金分割买点 |
买入 |
3.6136099999999995 |
198400.0 |
¥71.7万 |
|
| 2025-06-19 |
重回前高 |
卖出 |
3.77622 |
198400.0 |
¥74.9万 |
|
| 2025-11-18 |
黄金分割买点 |
买入 |
3.943939999999999 |
190400.0 |
¥75.1万 |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
3.76623 |
190400.0 |
¥71.7万 |
止损触发 |
| 2026-03-19 |
黄金分割买点 |
买入 |
4.13413 |
172500.0 |
¥71.3万 |
|
| 2026-03-25 |
重回前高 |
卖出 |
4.36563 |
172500.0 |
¥75.3万 |
|
| 2026-05-22 |
黄金分割买点 |
买入 |
4.4044 |
171600.0 |
¥75.6万 |
|
| 2026-06-08 |
跌破0.618止损 |
卖出 |
4.2957 |
171600.0 |
¥73.7万 |
止损触发 |
| 2026-08-31 |
黄金分割买点 |
买入 |
4.224219999999999 |
173600.0 |
¥73.4万 |
|
| 2026-10-15 |
重回前高 |
卖出 |
4.52547 |
173600.0 |
¥78.5万 |
|