300122 智飞生物 — 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: ¥89.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -10.40%）
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 44 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 |
2015-04-16 |
2015-05-27 |
28.486993534999996 |
39.2607 |
¥37.3万 |
+37.78% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-26 |
38.811640000000004 |
32.93703 |
¥-20.5万 |
-15.16% |
跌破0.618止损 |
| 3 |
2015-10-13 |
2015-10-21 |
25.012481493999996 |
30.969 |
¥27.7万 |
+23.78% |
重回前高 |
| 4 |
2016-03-22 |
2016-05-03 |
30.83003623699999 |
26.79318 |
¥-18.7万 |
-13.12% |
跌破0.618止损 |
| 5 |
2016-05-04 |
2016-05-10 |
29.268777999999998 |
26.62335 |
¥-11.3万 |
-9.07% |
跌破0.618止损 |
| 6 |
2016-08-12 |
2016-12-13 |
16.571519965 |
17.50248 |
¥6.4万 |
+5.59% |
跌破0.618止损 |
| 7 |
2017-02-15 |
2017-04-06 |
17.522755249999996 |
19.14084 |
¥11.1万 |
+9.20% |
重回前高 |
| 8 |
2017-07-04 |
2017-07-17 |
20.246292066 |
19.360619999999997 |
¥-5.7万 |
-4.40% |
跌破0.618止损 |
| 9 |
2017-08-02 |
2017-08-09 |
20.52665615 |
22.637340000000002 |
¥12.9万 |
+10.25% |
重回前高 |
| 10 |
2017-11-27 |
2017-12-28 |
27.836148339999994 |
27.6723 |
¥-8,608 |
-0.62% |
跌破0.618止损 |
| 11 |
2018-01-03 |
2018-01-11 |
28.777370621999996 |
33.49647 |
¥22.6万 |
+16.36% |
重回前高 |
| 12 |
2018-03-02 |
2018-04-25 |
29.488293834999997 |
38.71125 |
¥50.1万 |
+31.24% |
重回前高 |
| 13 |
2018-06-28 |
2018-07-13 |
42.46514572299999 |
51.94799999999999 |
¥46.5万 |
+22.29% |
重回前高 |
| 14 |
2018-09-12 |
2018-09-14 |
44.958383469999994 |
41.32 |
¥-20.8万 |
-8.12% |
跌破0.618止损 |
| 15 |
2018-09-25 |
2018-10-10 |
44.85825343999999 |
42.84711 |
¥-10.6万 |
-4.51% |
跌破0.618止损 |
| 16 |
2018-11-13 |
2018-12-17 |
42.55526275 |
38.841120000000004 |
¥-19.4万 |
-8.76% |
跌破0.618止损 |
| 17 |
2019-02-20 |
2019-03-04 |
40.10207701499999 |
46.42353 |
¥32.2万 |
+15.73% |
重回前高 |
| 18 |
2019-04-09 |
2019-05-07 |
45.008448484999995 |
40.60935 |
¥-23.1万 |
-9.80% |
跌破0.618止损 |
| 19 |
2019-09-25 |
2019-11-12 |
48.773337612999995 |
47.4525 |
¥-5.9万 |
-2.74% |
跌破0.618止损 |
| 20 |
2019-12-19 |
2020-01-22 |
48.32275247799999 |
62.387550000000005 |
¥60.7万 |
+29.07% |
重回前高 |
| 21 |
2020-03-23 |
2020-04-08 |
59.727562894999984 |
68.79114 |
¥40.8万 |
+15.14% |
重回前高 |
| 22 |
2020-08-14 |
2020-09-10 |
142.18464260000002 |
120.16971000000001 |
¥-48.1万 |
-15.51% |
跌破0.618止损 |
| 23 |
2020-10-13 |
2020-10-26 |
156.00258673999997 |
139.25061 |
¥-28.2万 |
-10.77% |
跌破0.618止损 |
| 24 |
2020-11-02 |
2020-11-12 |
160.41832106299998 |
134.65520999999998 |
¥-37.7万 |
-16.09% |
跌破0.618止损 |
| 25 |
2020-12-18 |
2021-01-20 |
143.18594289999996 |
131.98788000000002 |
¥-15.3万 |
-7.85% |
跌破0.618止损 |
| 26 |
2021-02-23 |
2021-03-10 |
169.52014079 |
153.16667999999999 |
¥-17.2万 |
-9.67% |
跌破0.618止损 |
| 27 |
2021-03-19 |
2021-06-07 |
170.12092097 |
180.819 |
¥9.9万 |
+6.26% |
跌破0.618止损 |
| 28 |
2021-06-15 |
2021-06-16 |
193.618068 |
184.19562 |
¥-8.5万 |
-4.90% |
跌破0.618止损 |
| 29 |
2022-02-11 |
2022-02-25 |
124.82209539799999 |
117.1 |
¥-10.2万 |
-6.21% |
跌破0.618止损 |
| 30 |
2022-03-08 |
2022-04-15 |
120.15603599999999 |
115.43445 |
¥-6.0万 |
-3.96% |
跌破0.618止损 |
| 31 |
2022-07-07 |
2022-08-03 |
113.44732398999999 |
95.904 |
¥-23.0万 |
-15.49% |
跌破0.618止损 |
| 32 |
2022-10-18 |
2022-10-28 |
96.12482879999999 |
83.2167 |
¥-16.9万 |
-13.45% |
跌破0.618止损 |
| 33 |
2022-11-25 |
2022-12-08 |
91.61897744999999 |
85.16475 |
¥-7.7万 |
-7.07% |
跌破0.618止损 |
| 34 |
2023-02-01 |
2023-02-17 |
98.20945400000001 |
90.43 |
¥-8.1万 |
-7.95% |
跌破0.618止损 |
| 35 |
2023-09-12 |
2023-10-10 |
46.059813799999986 |
57.94200000000001 |
¥24.1万 |
+25.76% |
重回前高 |
| 36 |
2023-12-18 |
2024-01-03 |
60.078018 |
59.91003 |
¥-3,626 |
-0.31% |
跌破0.618止损 |
| 37 |
2024-10-14 |
2024-12-20 |
31.621063473999996 |
27.82215 |
¥-14.2万 |
-12.04% |
跌破0.618止损 |
| 38 |
2025-08-11 |
2025-09-05 |
23.190114947999998 |
21.3786 |
¥-8.1万 |
-7.84% |
跌破0.618止损 |
| 39 |
2026-01-27 |
2026-01-28 |
19.265017771999997 |
18.3816 |
¥-4.3万 |
-4.61% |
跌破0.618止损 |
| 40 |
2026-05-12 |
2026-05-14 |
16.22106486 |
15.59439 |
¥-3.5万 |
-3.89% |
跌破0.618止损 |
| 41 |
2026-08-10 |
2026-08-20 |
13.387385011 |
14.46 |
¥6.9万 |
+7.98% |
跌破0.618止损 |
| 42 |
2026-08-25 |
2026-09-14 |
12.806630836999997 |
12.46752 |
¥-2.5万 |
-2.68% |
跌破0.618止损 |
| 43 |
2026-09-23 |
2026-10-14 |
13.357346001999996 |
12.96702 |
¥-2.7万 |
-2.95% |
跌破0.618止损 |
| 44 |
2026-11-03 |
2026-11-13 |
13.837970145999998 |
13.85 |
¥506 |
+0.06% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
28.478449999999995 |
34700.0 |
¥98.8万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
39.2607 |
34700.0 |
¥1.36M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
38.8 |
34900.0 |
¥1.35M |
|
| 2015-06-26 |
跌破0.618止损 |
卖出 |
32.93703 |
34900.0 |
¥1.15M |
止损触发 |
| 2015-10-13 |
黄金分割买点 |
买入 |
25.004979999999996 |
46500.0 |
¥1.16M |
|
| 2015-10-21 |
重回前高 |
卖出 |
30.969 |
46500.0 |
¥1.44M |
|
| 2016-03-22 |
黄金分割买点 |
买入 |
30.82078999999999 |
46200.0 |
¥1.42M |
|
| 2016-05-03 |
跌破0.618止损 |
卖出 |
26.79318 |
46200.0 |
¥1.24M |
止损触发 |
| 2016-05-04 |
黄金分割买点 |
买入 |
29.26 |
42500.0 |
¥1.24M |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
26.62335 |
42500.0 |
¥1.13M |
止损触发 |
| 2016-08-12 |
黄金分割买点 |
买入 |
16.56655 |
68900.0 |
¥1.14M |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
17.50248 |
68900.0 |
¥1.21M |
止损触发 |
| 2017-02-15 |
黄金分割买点 |
买入 |
17.5175 |
68900.0 |
¥1.21M |
|
| 2017-04-06 |
重回前高 |
卖出 |
19.14084 |
68900.0 |
¥1.32M |
|
| 2017-07-04 |
黄金分割买点 |
买入 |
20.240219999999997 |
64200.0 |
¥1.30M |
|
| 2017-07-17 |
跌破0.618止损 |
卖出 |
19.360619999999997 |
64200.0 |
¥1.24M |
止损触发 |
| 2017-08-02 |
黄金分割买点 |
买入 |
20.5205 |
61500.0 |
¥1.26M |
|
| 2017-08-09 |
重回前高 |
卖出 |
22.637340000000002 |
61500.0 |
¥1.39M |
|
| 2017-11-27 |
黄金分割买点 |
买入 |
27.827799999999996 |
50000.0 |
¥1.39M |
|
| 2017-12-28 |
跌破0.618止损 |
卖出 |
27.6723 |
50000.0 |
¥1.38M |
止损触发 |
| 2018-01-03 |
黄金分割买点 |
买入 |
28.768739999999994 |
48000.0 |
¥1.38M |
|
| 2018-01-11 |
重回前高 |
卖出 |
33.49647 |
48000.0 |
¥1.61M |
|
| 2018-03-02 |
黄金分割买点 |
买入 |
29.479449999999996 |
54400.0 |
¥1.60M |
|
| 2018-04-25 |
重回前高 |
卖出 |
38.71125 |
54400.0 |
¥2.11M |
|
| 2018-06-28 |
黄金分割买点 |
买入 |
42.45240999999999 |
49100.0 |
¥2.09M |
|
| 2018-07-13 |
重回前高 |
卖出 |
51.94799999999999 |
49100.0 |
¥2.55M |
|
| 2018-09-12 |
黄金分割买点 |
买入 |
44.9449 |
57000.0 |
¥2.56M |
|
| 2018-09-14 |
跌破0.618止损 |
卖出 |
41.32 |
57000.0 |
¥2.35M |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
44.84479999999999 |
52500.0 |
¥2.36M |
|
| 2018-10-10 |
跌破0.618止损 |
卖出 |
42.84711 |
52500.0 |
¥2.25M |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
42.5425 |
52200.0 |
¥2.22M |
|
| 2018-12-17 |
跌破0.618止损 |
卖出 |
38.841120000000004 |
52200.0 |
¥2.03M |
止损触发 |
| 2019-02-20 |
黄金分割买点 |
买入 |
40.09004999999999 |
51000.0 |
¥2.05M |
|
| 2019-03-04 |
重回前高 |
卖出 |
46.42353 |
51000.0 |
¥2.37M |
|
| 2019-04-09 |
黄金分割买点 |
买入 |
44.994949999999996 |
52400.0 |
¥2.36M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
40.60935 |
52400.0 |
¥2.13M |
止损触发 |
| 2019-09-25 |
黄金分割买点 |
买入 |
48.758709999999994 |
44100.0 |
¥2.15M |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
47.4525 |
44100.0 |
¥2.09M |
止损触发 |
| 2019-12-19 |
黄金分割买点 |
买入 |
48.30825999999999 |
43200.0 |
¥2.09M |
|
| 2020-01-22 |
重回前高 |
卖出 |
62.387550000000005 |
43200.0 |
¥2.69M |
|
| 2020-03-23 |
黄金分割买点 |
买入 |
59.70964999999999 |
45100.0 |
¥2.69M |
|
| 2020-04-08 |
重回前高 |
卖出 |
68.79114 |
45100.0 |
¥3.10M |
|
| 2020-08-14 |
黄金分割买点 |
买入 |
142.142 |
21800.0 |
¥3.10M |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
120.16971000000001 |
21800.0 |
¥2.62M |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
155.95579999999998 |
16800.0 |
¥2.62M |
|
| 2020-10-26 |
跌破0.618止损 |
卖出 |
139.25061 |
16800.0 |
¥2.34M |
止损触发 |
| 2020-11-02 |
黄金分割买点 |
买入 |
160.37021 |
14600.0 |
¥2.34M |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
134.65520999999998 |
14600.0 |
¥1.97M |
止损触发 |
| 2020-12-18 |
黄金分割买点 |
买入 |
143.14299999999997 |
13600.0 |
¥1.95M |
|
| 2021-01-20 |
跌破0.618止损 |
卖出 |
131.98788000000002 |
13600.0 |
¥1.79M |
止损触发 |
| 2021-02-23 |
黄金分割买点 |
买入 |
169.4693 |
10500.0 |
¥1.78M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
153.16667999999999 |
10500.0 |
¥1.61M |
止损触发 |
| 2021-03-19 |
黄金分割买点 |
买入 |
170.0699 |
9300.0 |
¥1.58M |
|
| 2021-06-07 |
跌破0.618止损 |
卖出 |
180.819 |
9300.0 |
¥1.68M |
止损触发 |
| 2021-06-15 |
黄金分割买点 |
买入 |
193.56 |
9000.0 |
¥1.74M |
|
| 2021-06-16 |
跌破0.618止损 |
卖出 |
184.19562 |
9000.0 |
¥1.66M |
止损触发 |
| 2022-02-11 |
黄金分割买点 |
买入 |
124.78465999999999 |
13200.0 |
¥1.65M |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
117.1 |
13200.0 |
¥1.55M |
止损触发 |
| 2022-03-08 |
黄金分割买点 |
买入 |
120.11999999999998 |
12700.0 |
¥1.53M |
|
| 2022-04-15 |
跌破0.618止损 |
卖出 |
115.43445 |
12700.0 |
¥1.47M |
止损触发 |
| 2022-07-07 |
黄金分割买点 |
买入 |
113.41329999999998 |
13100.0 |
¥1.49M |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
95.904 |
13100.0 |
¥1.26M |
止损触发 |
| 2022-10-18 |
黄金分割买点 |
买入 |
96.09599999999999 |
13100.0 |
¥1.26M |
|
| 2022-10-28 |
跌破0.618止损 |
卖出 |
83.2167 |
13100.0 |
¥1.09M |
止损触发 |
| 2022-11-25 |
黄金分割买点 |
买入 |
91.59149999999998 |
11900.0 |
¥1.09M |
|
| 2022-12-08 |
跌破0.618止损 |
卖出 |
85.16475 |
11900.0 |
¥1.01M |
止损触发 |
| 2023-02-01 |
黄金分割买点 |
买入 |
98.18 |
10400.0 |
¥1.02M |
|
| 2023-02-17 |
跌破0.618止损 |
卖出 |
90.43 |
10400.0 |
¥94.0万 |
止损触发 |
| 2023-09-12 |
黄金分割买点 |
买入 |
46.04599999999999 |
20300.0 |
¥93.5万 |
|
| 2023-10-10 |
重回前高 |
卖出 |
57.94200000000001 |
20300.0 |
¥1.18M |
|
| 2023-12-18 |
黄金分割买点 |
买入 |
60.06 |
19500.0 |
¥1.17M |
|
| 2024-01-03 |
跌破0.618止损 |
卖出 |
59.91003 |
19500.0 |
¥1.17M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
31.611579999999996 |
37200.0 |
¥1.18M |
|
| 2024-12-20 |
跌破0.618止损 |
卖出 |
27.82215 |
37200.0 |
¥1.03M |
止损触发 |
| 2025-08-11 |
黄金分割买点 |
买入 |
23.183159999999997 |
44600.0 |
¥1.03M |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
21.3786 |
44600.0 |
¥95.3万 |
止损触发 |
| 2026-01-27 |
黄金分割买点 |
买入 |
19.259239999999995 |
47900.0 |
¥92.3万 |
|
| 2026-01-28 |
跌破0.618止损 |
卖出 |
18.3816 |
47900.0 |
¥88.0万 |
止损触发 |
| 2026-05-12 |
黄金分割买点 |
买入 |
16.216199999999997 |
55300.0 |
¥89.7万 |
|
| 2026-05-14 |
跌破0.618止损 |
卖出 |
15.59439 |
55300.0 |
¥86.2万 |
止损触发 |
| 2026-08-10 |
黄金分割买点 |
买入 |
13.383369999999998 |
64900.0 |
¥86.9万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
14.46 |
64900.0 |
¥93.8万 |
止损触发 |
| 2026-08-25 |
黄金分割买点 |
买入 |
12.802789999999998 |
73600.0 |
¥94.3万 |
|
| 2026-09-14 |
跌破0.618止损 |
卖出 |
12.46752 |
73600.0 |
¥91.7万 |
止损触发 |
| 2026-09-23 |
黄金分割买点 |
买入 |
13.353339999999998 |
68800.0 |
¥91.9万 |
|
| 2026-10-14 |
跌破0.618止损 |
卖出 |
12.96702 |
68800.0 |
¥89.2万 |
止损触发 |
| 2026-11-03 |
黄金分割买点 |
买入 |
13.83382 |
64300.0 |
¥89.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
13.85 |
64300 |
¥89.0万 |
回测结束强平 |