300033 同花顺 — 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: ¥90.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -9.25%）
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 50 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 |
2015-05-13 |
2015-05-15 |
116.15083479999998 |
103.83606 |
¥-9.9万 |
-10.63% |
跌破0.618止损 |
| 2 |
2015-12-30 |
2016-01-05 |
74.89726244 |
58.45149 |
¥-19.8万 |
-21.98% |
跌破0.618止损 |
| 3 |
2016-03-23 |
2016-06-27 |
67.18725013 |
75.5244 |
¥8.5万 |
+12.38% |
跌破0.618止损 |
| 4 |
2016-06-30 |
2016-07-28 |
80.60467415 |
72.09783 |
¥-8.3万 |
-10.58% |
跌破0.618止损 |
| 5 |
2016-10-31 |
2016-12-13 |
71.20246433299998 |
68.17175999999999 |
¥-3.0万 |
-4.29% |
跌破0.618止损 |
| 6 |
2016-12-19 |
2016-12-26 |
70.92126999999999 |
66.98295 |
¥-3.7万 |
-5.58% |
跌破0.618止损 |
| 7 |
2017-02-09 |
2017-02-13 |
73.06488289099998 |
68.98094999999999 |
¥-3.6万 |
-5.62% |
跌破0.618止损 |
| 8 |
2017-06-01 |
2017-06-13 |
63.141996918 |
59.500440000000005 |
¥-3.4万 |
-5.80% |
跌破0.618止损 |
| 9 |
2017-06-22 |
2017-07-18 |
62.38100868999999 |
48.03 |
¥-13.1万 |
-23.03% |
跌破0.618止损 |
| 10 |
2017-08-17 |
2017-10-31 |
56.97398706999999 |
55.83411 |
¥-8,790 |
-2.03% |
跌破0.618止损 |
| 11 |
2018-10-24 |
2019-02-14 |
35.04551049999999 |
52.34759999999999 |
¥20.7万 |
+49.33% |
重回前高 |
| 12 |
2019-04-30 |
2019-05-10 |
95.81442570699998 |
81.66824999999999 |
¥-9.4万 |
-14.79% |
跌破0.618止损 |
| 13 |
2019-07-16 |
2019-08-05 |
92.92066783999998 |
86.89302 |
¥-3.5万 |
-6.51% |
跌破0.618止损 |
| 14 |
2019-09-26 |
2019-11-08 |
103.99504915799999 |
96.88302 |
¥-3.4万 |
-6.87% |
跌破0.618止损 |
| 15 |
2019-12-25 |
2020-02-04 |
106.1378318 |
91.0 |
¥-6.7万 |
-14.29% |
跌破0.618止损 |
| 16 |
2020-02-13 |
2020-02-21 |
109.69244786499998 |
139.86 |
¥11.1万 |
+27.46% |
重回前高 |
| 17 |
2020-03-10 |
2020-03-17 |
122.15863659999998 |
113.6862 |
¥-3.6万 |
-6.96% |
跌破0.618止损 |
| 18 |
2020-04-10 |
2020-04-27 |
122.338870654 |
110.88900000000001 |
¥-4.4万 |
-9.39% |
跌破0.618止损 |
| 19 |
2020-06-10 |
2020-07-03 |
114.658897353 |
149.85 |
¥13.0万 |
+30.65% |
重回前高 |
| 20 |
2020-07-21 |
2020-09-18 |
153.529374999 |
148.0518 |
¥-2.0万 |
-3.60% |
跌破0.618止损 |
| 21 |
2020-09-21 |
2020-10-27 |
162.41090865999996 |
139.37049 |
¥-7.6万 |
-14.21% |
跌破0.618止损 |
| 22 |
2021-06-03 |
2021-06-15 |
116.130808794 |
107.96193 |
¥-3.3万 |
-7.06% |
跌破0.618止损 |
| 23 |
2021-06-28 |
2021-07-02 |
114.924467 |
108.3915 |
¥-2.5万 |
-5.71% |
跌破0.618止损 |
| 24 |
2021-08-23 |
2021-09-08 |
111.514814411 |
132.4674 |
¥7.7万 |
+18.75% |
重回前高 |
| 25 |
2021-10-08 |
2021-10-28 |
121.65798644999998 |
110.889 |
¥-4.3万 |
-8.88% |
跌破0.618止损 |
| 26 |
2021-12-09 |
2021-12-17 |
129.1677387 |
138.06179999999998 |
¥3.0万 |
+6.85% |
重回前高 |
| 27 |
2022-01-07 |
2022-01-14 |
136.16682779700002 |
123.95591999999999 |
¥-4.3万 |
-8.99% |
跌破0.618止损 |
| 28 |
2022-01-20 |
2022-01-26 |
131.67098944999998 |
126.82305 |
¥-1.6万 |
-3.71% |
跌破0.618止损 |
| 29 |
2022-06-07 |
2022-07-28 |
87.794010304 |
86.4 |
¥-6,674 |
-1.62% |
跌破0.618止损 |
| 30 |
2022-10-27 |
2023-01-13 |
82.90766484 |
109.5903 |
¥13.1万 |
+32.14% |
重回前高 |
| 31 |
2023-03-10 |
2023-05-24 |
115.65018464999997 |
161.838 |
¥21.2万 |
+39.90% |
跌破0.618止损 |
| 32 |
2023-06-14 |
2023-06-27 |
178.93236360999998 |
182.86695 |
¥1.6万 |
+2.17% |
跌破0.618止损 |
| 33 |
2023-08-01 |
2023-08-18 |
186.24185579999997 |
177.822 |
¥-3.4万 |
-4.55% |
跌破0.618止损 |
| 34 |
2023-12-05 |
2023-12-27 |
152.1976456 |
145.854 |
¥-3.0万 |
-4.20% |
跌破0.618止损 |
| 35 |
2024-01-03 |
2024-01-10 |
153.90986911299998 |
143.856 |
¥-4.5万 |
-6.56% |
跌破0.618止损 |
| 36 |
2024-03-01 |
2024-04-11 |
136.68750395299998 |
121.37850000000002 |
¥-7.4万 |
-11.23% |
跌破0.618止损 |
| 37 |
2024-09-20 |
2024-09-27 |
102.73341078 |
140.51934 |
¥21.1万 |
+36.74% |
重回前高 |
| 38 |
2024-10-11 |
2024-11-08 |
185.24055549999997 |
329.67 |
¥59.2万 |
+77.92% |
重回前高 |
| 39 |
2025-01-02 |
2025-01-14 |
280.75459111699996 |
254.745 |
¥-12.5万 |
-9.29% |
跌破0.618止损 |
| 40 |
2025-01-15 |
2025-04-02 |
283.97877808299995 |
274.71501 |
¥-4.0万 |
-3.29% |
跌破0.618止损 |
| 41 |
2025-07-01 |
2025-08-13 |
273.38502090899993 |
320.66901 |
¥20.8万 |
+17.26% |
重回前高 |
| 42 |
2025-09-09 |
2025-11-12 |
348.62272545099995 |
344.655 |
¥-1.7万 |
-1.17% |
跌破0.618止损 |
| 43 |
2026-01-12 |
2026-01-27 |
358.64574145399996 |
354.1455 |
¥-1.8万 |
-1.28% |
跌破0.618止损 |
| 44 |
2026-06-26 |
2026-06-30 |
257.3341770999999 |
238.39137 |
¥-10.1万 |
-7.39% |
跌破0.618止损 |
| 45 |
2026-07-02 |
2026-07-08 |
258.3354774 |
237.27249 |
¥-10.6万 |
-8.18% |
跌破0.618止损 |
| 46 |
2026-07-10 |
2026-07-14 |
227.78580524699998 |
215.784 |
¥-6.2万 |
-5.30% |
跌破0.618止损 |
| 47 |
2026-07-22 |
2026-07-27 |
227.29516809999996 |
212.56722 |
¥-7.1万 |
-6.51% |
跌破0.618止损 |
| 48 |
2026-08-03 |
2026-08-21 |
235.255505485 |
218.781 |
¥-7.4万 |
-7.03% |
跌破0.618止损 |
| 49 |
2026-08-28 |
2026-09-03 |
231.40049932999997 |
218.58120000000002 |
¥-5.4万 |
-5.57% |
跌破0.618止损 |
| 50 |
2026-11-05 |
2026-11-09 |
210.27306299999998 |
204.3954 |
¥-2.6万 |
-2.82% |
跌破0.618止损 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-13 |
黄金分割买点 |
买入 |
116.11599999999999 |
8000.0 |
¥92.9万 |
|
| 2015-05-15 |
跌破0.618止损 |
卖出 |
103.83606 |
8000.0 |
¥83.0万 |
止损触发 |
| 2015-12-30 |
黄金分割买点 |
买入 |
74.8748 |
12000.0 |
¥89.9万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
58.45149 |
12000.0 |
¥70.1万 |
止损触发 |
| 2016-03-23 |
黄金分割买点 |
买入 |
67.16709999999999 |
10200.0 |
¥68.5万 |
|
| 2016-06-27 |
跌破0.618止损 |
卖出 |
75.5244 |
10200.0 |
¥77.0万 |
止损触发 |
| 2016-06-30 |
黄金分割买点 |
买入 |
80.58049999999999 |
9700.0 |
¥78.2万 |
|
| 2016-07-28 |
跌破0.618止损 |
卖出 |
72.09783 |
9700.0 |
¥69.9万 |
止损触发 |
| 2016-10-31 |
黄金分割买点 |
买入 |
71.18110999999999 |
9700.0 |
¥69.1万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
68.17175999999999 |
9700.0 |
¥66.1万 |
止损触发 |
| 2016-12-19 |
黄金分割买点 |
买入 |
70.9 |
9400.0 |
¥66.7万 |
|
| 2016-12-26 |
跌破0.618止损 |
卖出 |
66.98295 |
9400.0 |
¥62.9万 |
止损触发 |
| 2017-02-09 |
黄金分割买点 |
买入 |
73.04297 |
8700.0 |
¥63.6万 |
|
| 2017-02-13 |
跌破0.618止损 |
卖出 |
68.98094999999999 |
8700.0 |
¥60.0万 |
止损触发 |
| 2017-06-01 |
黄金分割买点 |
买入 |
63.123059999999995 |
9400.0 |
¥59.4万 |
|
| 2017-06-13 |
跌破0.618止损 |
卖出 |
59.500440000000005 |
9400.0 |
¥55.9万 |
止损触发 |
| 2017-06-22 |
黄金分割买点 |
买入 |
62.36229999999999 |
9100.0 |
¥56.8万 |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
48.03 |
9100.0 |
¥43.7万 |
止损触发 |
| 2017-08-17 |
黄金分割买点 |
买入 |
56.95689999999999 |
7600.0 |
¥43.3万 |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
55.83411 |
7600.0 |
¥42.4万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
35.035 |
12000.0 |
¥42.1万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
52.34759999999999 |
12000.0 |
¥62.8万 |
|
| 2019-04-30 |
黄金分割买点 |
买入 |
95.78568999999999 |
6600.0 |
¥63.2万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
81.66824999999999 |
6600.0 |
¥53.9万 |
止损触发 |
| 2019-07-16 |
黄金分割买点 |
买入 |
92.89279999999998 |
5700.0 |
¥53.0万 |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
86.89302 |
5700.0 |
¥49.5万 |
止损触发 |
| 2019-09-26 |
黄金分割买点 |
买入 |
103.96385999999998 |
4800.0 |
¥49.9万 |
|
| 2019-11-08 |
跌破0.618止损 |
卖出 |
96.88302 |
4800.0 |
¥46.5万 |
止损触发 |
| 2019-12-25 |
黄金分割买点 |
买入 |
106.106 |
4400.0 |
¥46.7万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
91.0 |
4400.0 |
¥40.0万 |
止损触发 |
| 2020-02-13 |
黄金分割买点 |
买入 |
109.65954999999997 |
3700.0 |
¥40.6万 |
|
| 2020-02-21 |
重回前高 |
卖出 |
139.86 |
3700.0 |
¥51.7万 |
|
| 2020-03-10 |
黄金分割买点 |
买入 |
122.12199999999999 |
4200.0 |
¥51.3万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
113.6862 |
4200.0 |
¥47.7万 |
止损触发 |
| 2020-04-10 |
黄金分割买点 |
买入 |
122.30217999999999 |
3800.0 |
¥46.5万 |
|
| 2020-04-27 |
跌破0.618止损 |
卖出 |
110.88900000000001 |
3800.0 |
¥42.1万 |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
114.62450999999999 |
3700.0 |
¥42.4万 |
|
| 2020-07-03 |
重回前高 |
卖出 |
149.85 |
3700.0 |
¥55.4万 |
|
| 2020-07-21 |
黄金分割买点 |
买入 |
153.48333 |
3700.0 |
¥56.8万 |
|
| 2020-09-18 |
跌破0.618止损 |
卖出 |
148.0518 |
3700.0 |
¥54.8万 |
止损触发 |
| 2020-09-21 |
黄金分割买点 |
买入 |
162.36219999999997 |
3300.0 |
¥53.6万 |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
139.37049 |
3300.0 |
¥46.0万 |
止损触发 |
| 2021-06-03 |
黄金分割买点 |
买入 |
116.09598 |
4000.0 |
¥46.5万 |
|
| 2021-06-15 |
跌破0.618止损 |
卖出 |
107.96193 |
4000.0 |
¥43.2万 |
止损触发 |
| 2021-06-28 |
黄金分割买点 |
买入 |
114.89 |
3800.0 |
¥43.7万 |
|
| 2021-07-02 |
跌破0.618止损 |
卖出 |
108.3915 |
3800.0 |
¥41.2万 |
止损触发 |
| 2021-08-23 |
黄金分割买点 |
买入 |
111.48137 |
3700.0 |
¥41.3万 |
|
| 2021-09-08 |
重回前高 |
卖出 |
132.4674 |
3700.0 |
¥49.0万 |
|
| 2021-10-08 |
黄金分割买点 |
买入 |
121.62149999999998 |
4000.0 |
¥48.7万 |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
110.889 |
4000.0 |
¥44.3万 |
止损触发 |
| 2021-12-09 |
黄金分割买点 |
买入 |
129.129 |
3400.0 |
¥43.9万 |
|
| 2021-12-17 |
重回前高 |
卖出 |
138.06179999999998 |
3400.0 |
¥46.9万 |
|
| 2022-01-07 |
黄金分割买点 |
买入 |
136.12599 |
3500.0 |
¥47.7万 |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
123.95591999999999 |
3500.0 |
¥43.4万 |
止损触发 |
| 2022-01-20 |
黄金分割买点 |
买入 |
131.6315 |
3300.0 |
¥43.5万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
126.82305 |
3300.0 |
¥41.8万 |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
87.76768 |
4700.0 |
¥41.3万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
86.4 |
4700.0 |
¥40.6万 |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
82.88279999999999 |
4900.0 |
¥40.6万 |
|
| 2023-01-13 |
重回前高 |
卖出 |
109.5903 |
4900.0 |
¥53.7万 |
|
| 2023-03-10 |
黄金分割买点 |
买入 |
115.61549999999998 |
4600.0 |
¥53.2万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
161.838 |
4600.0 |
¥74.4万 |
止损触发 |
| 2023-06-14 |
黄金分割买点 |
买入 |
178.87869999999998 |
4100.0 |
¥73.4万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
182.86695 |
4100.0 |
¥75.0万 |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
186.18599999999998 |
4000.0 |
¥74.5万 |
|
| 2023-08-18 |
跌破0.618止损 |
卖出 |
177.822 |
4000.0 |
¥71.1万 |
止损触发 |
| 2023-12-05 |
黄金分割买点 |
买入 |
152.152 |
4700.0 |
¥71.5万 |
|
| 2023-12-27 |
跌破0.618止损 |
卖出 |
145.854 |
4700.0 |
¥68.5万 |
止损触发 |
| 2024-01-03 |
黄金分割买点 |
买入 |
153.86371 |
4500.0 |
¥69.3万 |
|
| 2024-01-10 |
跌破0.618止损 |
卖出 |
143.856 |
4500.0 |
¥64.7万 |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
136.64650999999998 |
4800.0 |
¥65.6万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
121.37850000000002 |
4800.0 |
¥58.2万 |
止损触发 |
| 2024-09-20 |
黄金分割买点 |
买入 |
102.70259999999999 |
5600.0 |
¥57.5万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
140.51934 |
5600.0 |
¥78.7万 |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
185.18499999999997 |
4100.0 |
¥75.9万 |
|
| 2024-11-08 |
重回前高 |
卖出 |
329.67 |
4100.0 |
¥1.35M |
|
| 2025-01-02 |
黄金分割买点 |
买入 |
280.67038999999994 |
4800.0 |
¥1.35M |
|
| 2025-01-14 |
跌破0.618止损 |
卖出 |
254.745 |
4800.0 |
¥1.22M |
止损触发 |
| 2025-01-15 |
黄金分割买点 |
买入 |
283.89360999999997 |
4300.0 |
¥1.22M |
|
| 2025-04-02 |
跌破0.618止损 |
卖出 |
274.71501 |
4300.0 |
¥1.18M |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
273.3030299999999 |
4400.0 |
¥1.20M |
|
| 2025-08-13 |
重回前高 |
卖出 |
320.66901 |
4400.0 |
¥1.41M |
|
| 2025-09-09 |
黄金分割买点 |
买入 |
348.51817 |
4100.0 |
¥1.43M |
|
| 2025-11-12 |
跌破0.618止损 |
卖出 |
344.655 |
4100.0 |
¥1.41M |
止损触发 |
| 2026-01-12 |
黄金分割买点 |
买入 |
358.53817999999995 |
3900.0 |
¥1.40M |
|
| 2026-01-27 |
跌破0.618止损 |
卖出 |
354.1455 |
3900.0 |
¥1.38M |
止损触发 |
| 2026-06-26 |
黄金分割买点 |
买入 |
257.25699999999995 |
5300.0 |
¥1.36M |
|
| 2026-06-30 |
跌破0.618止损 |
卖出 |
238.39137 |
5300.0 |
¥1.26M |
止损触发 |
| 2026-07-02 |
黄金分割买点 |
买入 |
258.258 |
5000.0 |
¥1.29M |
|
| 2026-07-08 |
跌破0.618止损 |
卖出 |
237.27249 |
5000.0 |
¥1.19M |
止损触发 |
| 2026-07-10 |
黄金分割买点 |
买入 |
227.71749 |
5100.0 |
¥1.16M |
|
| 2026-07-14 |
跌破0.618止损 |
卖出 |
215.784 |
5100.0 |
¥1.10M |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
227.22699999999998 |
4800.0 |
¥1.09M |
|
| 2026-07-27 |
跌破0.618止损 |
卖出 |
212.56722 |
4800.0 |
¥1.02M |
止损触发 |
| 2026-08-03 |
黄金分割买点 |
买入 |
235.18495 |
4500.0 |
¥1.06M |
|
| 2026-08-21 |
跌破0.618止损 |
卖出 |
218.781 |
4500.0 |
¥98.4万 |
止损触发 |
| 2026-08-28 |
黄金分割买点 |
买入 |
231.33109999999996 |
4200.0 |
¥97.2万 |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
218.58120000000002 |
4200.0 |
¥91.8万 |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
210.20999999999998 |
4300.0 |
¥90.4万 |
|
| 2026-11-09 |
跌破0.618止损 |
卖出 |
204.3954 |
4300.0 |
¥87.9万 |
止损触发 |