300015 爱尔眼科 — 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: ¥1.30M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +30.33%）
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 37 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 |
2015-10-13 |
2016-01-05 |
30.549672152999996 |
28.2717 |
¥-7.4万 |
-7.48% |
跌破0.618止损 |
| 2 |
2016-02-17 |
2016-02-26 |
31.040309299999993 |
28.4715 |
¥-7.7万 |
-8.30% |
跌破0.618止损 |
| 3 |
2016-04-01 |
2016-06-20 |
29.928865967 |
34.6653 |
¥13.4万 |
+15.79% |
重回前高 |
| 4 |
2016-08-18 |
2016-09-08 |
35.700706999999994 |
35.0649 |
¥-1.8万 |
-1.81% |
跌破0.618止损 |
| 5 |
2017-11-20 |
2018-01-09 |
27.185303144999992 |
33.58638 |
¥22.4万 |
+23.51% |
重回前高 |
| 6 |
2018-02-08 |
2018-02-27 |
32.44212972 |
36.972989999999996 |
¥16.4万 |
+13.93% |
重回前高 |
| 7 |
2018-08-29 |
2018-09-06 |
32.071648609 |
30.01995 |
¥-8.6万 |
-6.43% |
跌破0.618止损 |
| 8 |
2018-10-08 |
2018-10-11 |
31.661115485999996 |
29.18079 |
¥-9.7万 |
-7.86% |
跌破0.618止损 |
| 9 |
2018-10-23 |
2018-10-24 |
30.809240000000003 |
28.76121 |
¥-7.8万 |
-6.68% |
跌破0.618止损 |
| 10 |
2018-12-04 |
2018-12-20 |
29.858774946 |
26.92305 |
¥-10.7万 |
-9.86% |
跌破0.618止损 |
| 11 |
2019-02-11 |
2019-02-19 |
28.316772483999994 |
31.6683 |
¥11.6万 |
+11.80% |
重回前高 |
| 12 |
2019-08-26 |
2019-09-25 |
33.34329999 |
35.51445 |
¥7.1万 |
+6.48% |
重回前高 |
| 13 |
2019-12-06 |
2019-12-25 |
40.65279218 |
38.361599999999996 |
¥-6.6万 |
-5.66% |
跌破0.618止损 |
| 14 |
2020-01-17 |
2020-02-03 |
42.685431789000006 |
36.4635 |
¥-16.1万 |
-14.60% |
跌破0.618止损 |
| 15 |
2020-02-12 |
2020-03-17 |
41.754222510000005 |
38.961 |
¥-6.3万 |
-6.72% |
跌破0.618止损 |
| 16 |
2020-04-08 |
2020-05-14 |
40.05201199999999 |
48.02193 |
¥17.3万 |
+19.86% |
重回前高 |
| 17 |
2020-06-17 |
2020-09-02 |
43.226133950999994 |
53.676269999999995 |
¥25.4万 |
+24.14% |
重回前高 |
| 18 |
2020-09-11 |
2020-09-23 |
49.193883739 |
46.94301 |
¥-6.0万 |
-4.60% |
跌破0.618止损 |
| 19 |
2021-01-20 |
2021-01-25 |
70.79193120999999 |
80.08 |
¥16.3万 |
+13.09% |
重回前高 |
| 20 |
2021-04-28 |
2021-05-26 |
73.44537700499998 |
82.03788 |
¥16.3万 |
+11.67% |
重回前高 |
| 21 |
2021-11-16 |
2021-11-30 |
48.442908513999996 |
43.34661 |
¥-16.6万 |
-10.55% |
跌破0.618止损 |
| 22 |
2022-04-13 |
2022-04-28 |
32.852662843000005 |
35.964 |
¥13.2万 |
+9.44% |
重回前高 |
| 23 |
2022-10-19 |
2022-10-25 |
30.329095999999996 |
27.47 |
¥-14.5万 |
-9.45% |
跌破0.618止损 |
| 24 |
2022-10-27 |
2022-10-28 |
27.535758249999994 |
25.204769999999996 |
¥-11.0万 |
-8.49% |
跌破0.618止损 |
| 25 |
2022-11-21 |
2022-11-23 |
27.746031312999996 |
26.753220000000002 |
¥-4.6万 |
-3.61% |
跌破0.618止损 |
| 26 |
2022-12-02 |
2023-01-11 |
28.236668459999994 |
31.968 |
¥16.2万 |
+13.18% |
重回前高 |
| 27 |
2023-02-27 |
2023-03-08 |
31.090374314999995 |
30.329639999999998 |
¥-3.4万 |
-2.48% |
跌破0.618止损 |
| 28 |
2023-09-05 |
2023-09-11 |
18.974640684999994 |
18.31167 |
¥-4.8万 |
-3.52% |
跌破0.618止损 |
| 29 |
2023-11-03 |
2023-11-17 |
18.32379549 |
17.29 |
¥-7.5万 |
-5.67% |
跌破0.618止损 |
| 30 |
2024-03-13 |
2024-03-22 |
14.468789334999999 |
13.59639 |
¥-7.5万 |
-6.06% |
跌破0.618止损 |
| 31 |
2024-09-26 |
2024-09-30 |
10.323406093 |
14.4855 |
¥46.8万 |
+40.27% |
重回前高 |
| 32 |
2024-10-14 |
2024-12-27 |
14.218464259999998 |
13.8861 |
¥-3.8万 |
-2.37% |
跌破0.618止损 |
| 33 |
2025-02-21 |
2025-04-08 |
13.978152188000001 |
12.38 |
¥-18.3万 |
-11.46% |
跌破0.618止损 |
| 34 |
2025-09-08 |
2025-09-17 |
12.886734860999995 |
12.7872 |
¥-1.1万 |
-0.80% |
跌破0.618止损 |
| 35 |
2026-05-08 |
2026-05-20 |
10.523666152999997 |
9.77022 |
¥-10.1万 |
-7.19% |
跌破0.618止损 |
| 36 |
2026-08-13 |
2026-08-20 |
8.871520657999998 |
8.51 |
¥-5.3万 |
-4.10% |
跌破0.618止损 |
| 37 |
2026-11-02 |
2026-11-13 |
8.491026544 |
8.84 |
¥5.1万 |
+4.08% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-13 |
黄金分割买点 |
买入 |
30.540509999999998 |
32400.0 |
¥99.0万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
28.2717 |
32400.0 |
¥91.6万 |
止损触发 |
| 2016-02-17 |
黄金分割买点 |
买入 |
31.030999999999995 |
29700.0 |
¥92.2万 |
|
| 2016-02-26 |
跌破0.618止损 |
卖出 |
28.4715 |
29700.0 |
¥84.5万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
29.91989 |
28300.0 |
¥84.7万 |
|
| 2016-06-20 |
重回前高 |
卖出 |
34.6653 |
28300.0 |
¥98.1万 |
|
| 2016-08-18 |
黄金分割买点 |
买入 |
35.69 |
27400.0 |
¥97.8万 |
|
| 2016-09-08 |
跌破0.618止损 |
卖出 |
35.0649 |
27400.0 |
¥96.0万 |
止损触发 |
| 2017-11-20 |
黄金分割买点 |
买入 |
27.177149999999994 |
35100.0 |
¥95.4万 |
|
| 2018-01-09 |
重回前高 |
卖出 |
33.58638 |
35100.0 |
¥1.18M |
|
| 2018-02-08 |
黄金分割买点 |
买入 |
32.432399999999994 |
36300.0 |
¥1.18M |
|
| 2018-02-27 |
重回前高 |
卖出 |
36.972989999999996 |
36300.0 |
¥1.34M |
|
| 2018-08-29 |
黄金分割买点 |
买入 |
32.06203 |
41500.0 |
¥1.33M |
|
| 2018-09-06 |
跌破0.618止损 |
卖出 |
30.01995 |
41500.0 |
¥1.25M |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
31.651619999999998 |
39100.0 |
¥1.24M |
|
| 2018-10-11 |
跌破0.618止损 |
卖出 |
29.18079 |
39100.0 |
¥1.14M |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
30.8 |
37800.0 |
¥1.16M |
|
| 2018-10-24 |
跌破0.618止损 |
卖出 |
28.76121 |
37800.0 |
¥1.09M |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
29.849819999999998 |
36500.0 |
¥1.09M |
|
| 2018-12-20 |
跌破0.618止损 |
卖出 |
26.92305 |
36500.0 |
¥98.2万 |
止损触发 |
| 2019-02-11 |
黄金分割买点 |
买入 |
28.308279999999996 |
34700.0 |
¥98.3万 |
|
| 2019-02-19 |
重回前高 |
卖出 |
31.6683 |
34700.0 |
¥1.10M |
|
| 2019-08-26 |
黄金分割买点 |
买入 |
33.333299999999994 |
32700.0 |
¥1.09M |
|
| 2019-09-25 |
重回前高 |
卖出 |
35.51445 |
32700.0 |
¥1.16M |
|
| 2019-12-06 |
黄金分割买点 |
买入 |
40.6406 |
28700.0 |
¥1.17M |
|
| 2019-12-25 |
跌破0.618止损 |
卖出 |
38.361599999999996 |
28700.0 |
¥1.10M |
止损触发 |
| 2020-01-17 |
黄金分割买点 |
买入 |
42.672630000000005 |
25800.0 |
¥1.10M |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
36.4635 |
25800.0 |
¥94.0万 |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
41.7417 |
22400.0 |
¥93.5万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
38.961 |
22400.0 |
¥87.2万 |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
40.03999999999999 |
21800.0 |
¥87.3万 |
|
| 2020-05-14 |
重回前高 |
卖出 |
48.02193 |
21800.0 |
¥1.05M |
|
| 2020-06-17 |
黄金分割买点 |
买入 |
43.21317 |
24300.0 |
¥1.05M |
|
| 2020-09-02 |
重回前高 |
卖出 |
53.676269999999995 |
24300.0 |
¥1.30M |
|
| 2020-09-11 |
黄金分割买点 |
买入 |
49.17913 |
26600.0 |
¥1.31M |
|
| 2020-09-23 |
跌破0.618止损 |
卖出 |
46.94301 |
26600.0 |
¥1.25M |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
70.77069999999999 |
17600.0 |
¥1.25M |
|
| 2021-01-25 |
重回前高 |
卖出 |
80.08 |
17600.0 |
¥1.41M |
|
| 2021-04-28 |
黄金分割买点 |
买入 |
73.42334999999999 |
19000.0 |
¥1.40M |
|
| 2021-05-26 |
重回前高 |
卖出 |
82.03788 |
19000.0 |
¥1.56M |
|
| 2021-11-16 |
黄金分割买点 |
买入 |
48.42838 |
32400.0 |
¥1.57M |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
43.34661 |
32400.0 |
¥1.40M |
止损触发 |
| 2022-04-13 |
黄金分割买点 |
买入 |
32.84281 |
42600.0 |
¥1.40M |
|
| 2022-04-28 |
重回前高 |
卖出 |
35.964 |
42600.0 |
¥1.53M |
|
| 2022-10-19 |
黄金分割买点 |
买入 |
30.32 |
50600.0 |
¥1.53M |
|
| 2022-10-25 |
跌破0.618止损 |
卖出 |
27.47 |
50600.0 |
¥1.39M |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
27.527499999999996 |
47100.0 |
¥1.30M |
|
| 2022-10-28 |
跌破0.618止损 |
卖出 |
25.204769999999996 |
47100.0 |
¥1.19M |
止损触发 |
| 2022-11-21 |
黄金分割买点 |
买入 |
27.737709999999996 |
45600.0 |
¥1.27M |
|
| 2022-11-23 |
跌破0.618止损 |
卖出 |
26.753220000000002 |
45600.0 |
¥1.22M |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
28.228199999999994 |
43600.0 |
¥1.23M |
|
| 2023-01-11 |
重回前高 |
卖出 |
31.968 |
43600.0 |
¥1.39M |
|
| 2023-02-27 |
黄金分割买点 |
买入 |
31.081049999999998 |
44600.0 |
¥1.39M |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
30.329639999999998 |
44600.0 |
¥1.35M |
止损触发 |
| 2023-09-05 |
黄金分割买点 |
买入 |
18.968949999999996 |
71800.0 |
¥1.36M |
|
| 2023-09-11 |
跌破0.618止损 |
卖出 |
18.31167 |
71800.0 |
¥1.31M |
止损触发 |
| 2023-11-03 |
黄金分割买点 |
买入 |
18.318299999999997 |
71900.0 |
¥1.32M |
|
| 2023-11-17 |
跌破0.618止损 |
卖出 |
17.29 |
71900.0 |
¥1.24M |
止损触发 |
| 2024-03-13 |
黄金分割买点 |
买入 |
14.464449999999998 |
86100.0 |
¥1.25M |
|
| 2024-03-22 |
跌破0.618止损 |
卖出 |
13.59639 |
86100.0 |
¥1.17M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
10.32031 |
112600.0 |
¥1.16M |
|
| 2024-09-30 |
重回前高 |
卖出 |
14.4855 |
112600.0 |
¥1.63M |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
14.214199999999998 |
114400.0 |
¥1.63M |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
13.8861 |
114400.0 |
¥1.59M |
止损触发 |
| 2025-02-21 |
黄金分割买点 |
买入 |
13.97396 |
114200.0 |
¥1.60M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
12.38 |
114200.0 |
¥1.41M |
止损触发 |
| 2025-09-08 |
黄金分割买点 |
买入 |
12.882869999999997 |
109300.0 |
¥1.41M |
|
| 2025-09-17 |
跌破0.618止损 |
卖出 |
12.7872 |
109300.0 |
¥1.40M |
止损触发 |
| 2026-05-08 |
黄金分割买点 |
买入 |
10.520509999999998 |
132900.0 |
¥1.40M |
|
| 2026-05-20 |
跌破0.618止损 |
卖出 |
9.77022 |
132900.0 |
¥1.30M |
止损触发 |
| 2026-08-13 |
黄金分割买点 |
买入 |
8.868859999999998 |
146700.0 |
¥1.30M |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
8.51 |
146700.0 |
¥1.25M |
止损触发 |
| 2026-11-02 |
黄金分割买点 |
买入 |
8.48848 |
146400.0 |
¥1.24M |
|
| 2026-11-13 |
强平 |
卖出 |
8.84 |
146400 |
¥1.29M |
回测结束强平 |