300251 光线传媒 — 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: ¥1.28M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +28.02%）
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 53 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 |
2015-04-10 |
2015-05-27 |
30.059035006 |
41.2587 |
¥35.7万 |
+37.22% |
重回前高 |
| 2 |
2015-09-21 |
2016-01-05 |
27.535758249999997 |
26.33364 |
¥-5.8万 |
-4.39% |
跌破0.618止损 |
| 3 |
2017-02-03 |
2017-02-06 |
10.363458105 |
9.99999 |
¥-4.4万 |
-3.54% |
跌破0.618止损 |
| 4 |
2017-08-11 |
2017-09-14 |
8.651234592 |
10.15983 |
¥21.3万 |
+17.40% |
重回前高 |
| 5 |
2017-10-17 |
2017-11-30 |
9.512352850000001 |
9.37062 |
¥-2.2万 |
-1.52% |
跌破0.618止损 |
| 6 |
2017-12-05 |
2017-12-06 |
10.002989996999998 |
9.690299999999999 |
¥-4.5万 |
-3.16% |
跌破0.618止损 |
| 7 |
2017-12-07 |
2017-12-27 |
10.133159035999997 |
9.80019 |
¥-4.6万 |
-3.31% |
跌破0.618止损 |
| 8 |
2017-12-28 |
2018-01-03 |
10.153185041999999 |
10.99899 |
¥11.2万 |
+8.30% |
重回前高 |
| 9 |
2018-01-15 |
2018-01-23 |
10.293367083999998 |
11.34864 |
¥14.7万 |
+10.22% |
重回前高 |
| 10 |
2018-03-09 |
2018-04-20 |
12.275941677999999 |
11.42856 |
¥-11.2万 |
-6.93% |
跌破0.618止损 |
| 11 |
2018-07-11 |
2018-07-17 |
10.303380086999999 |
9.620370000000001 |
¥-9.7万 |
-6.66% |
跌破0.618止损 |
| 12 |
2018-11-21 |
2019-01-08 |
7.60988228 |
8.34165 |
¥13.3万 |
+9.58% |
重回前高 |
| 13 |
2019-02-12 |
2019-03-06 |
8.160597444999999 |
9.46053 |
¥24.1万 |
+15.89% |
重回前高 |
| 14 |
2019-03-19 |
2019-04-12 |
8.791416633999997 |
8.40159 |
¥-7.9万 |
-4.46% |
跌破0.618止损 |
| 15 |
2019-07-19 |
2019-07-24 |
7.569830267999999 |
8.44155 |
¥19.5万 |
+11.48% |
重回前高 |
| 16 |
2019-10-09 |
2019-10-17 |
8.581143570999998 |
8.35164 |
¥-5.1万 |
-2.70% |
跌破0.618止损 |
| 17 |
2019-11-04 |
2019-11-20 |
8.941611679 |
10.23975 |
¥26.7万 |
+14.48% |
重回前高 |
| 18 |
2020-01-22 |
2020-02-04 |
10.974251288 |
8.56 |
¥-45.5万 |
-22.02% |
跌破0.618止损 |
| 19 |
2020-02-11 |
2020-03-10 |
10.864108254999998 |
9.97002 |
¥-13.6万 |
-8.26% |
跌破0.618止损 |
| 20 |
2020-05-06 |
2020-05-27 |
10.523666152999999 |
11.448540000000001 |
¥13.1万 |
+8.76% |
重回前高 |
| 21 |
2020-07-31 |
2020-10-12 |
13.527567052999997 |
14.16582 |
¥7.7万 |
+4.69% |
跌破0.618止损 |
| 22 |
2021-03-03 |
2021-03-11 |
12.766578824999998 |
11.6883 |
¥-14.5万 |
-8.47% |
跌破0.618止损 |
| 23 |
2021-04-29 |
2021-05-10 |
13.016903899999997 |
11.988 |
¥-12.5万 |
-7.93% |
跌破0.618止损 |
| 24 |
2021-05-27 |
2021-06-15 |
12.626396782999999 |
11.46852 |
¥-13.4万 |
-9.20% |
跌破0.618止损 |
| 25 |
2021-09-09 |
2021-09-23 |
10.20306 |
9.42057 |
¥-10.1万 |
-7.70% |
跌破0.618止损 |
| 26 |
2021-09-24 |
2021-10-12 |
9.81274294 |
9.170819999999999 |
¥-8.0万 |
-6.57% |
跌破0.618止损 |
| 27 |
2021-10-20 |
2021-10-26 |
9.60288 |
9.04095 |
¥-6.7万 |
-5.88% |
跌破0.618止损 |
| 28 |
2022-01-13 |
2022-01-26 |
11.514953449999998 |
10.3896 |
¥-10.5万 |
-9.80% |
跌破0.618止损 |
| 29 |
2022-06-02 |
2022-06-13 |
7.880233360999999 |
8.80119 |
¥11.0万 |
+11.65% |
重回前高 |
| 30 |
2022-07-15 |
2022-09-15 |
8.320805493 |
8.6913 |
¥4.8万 |
+4.42% |
跌破0.618止损 |
| 31 |
2022-11-21 |
2022-11-22 |
8.140571438999999 |
7.6923 |
¥-6.1万 |
-5.53% |
跌破0.618止损 |
| 32 |
2022-11-30 |
2023-01-04 |
8.030428405999999 |
9.1908 |
¥15.2万 |
+14.42% |
重回前高 |
| 33 |
2023-02-01 |
2023-02-07 |
8.220675463 |
8.05194 |
¥-2.5万 |
-2.08% |
跌破0.618止损 |
| 34 |
2023-03-30 |
2023-04-13 |
8.691286603999998 |
11.74824 |
¥42.0万 |
+35.13% |
重回前高 |
| 35 |
2023-05-04 |
2023-05-17 |
10.013002999999998 |
8.80119 |
¥-19.1万 |
-12.13% |
跌破0.618止损 |
| 36 |
2023-08-09 |
2023-08-22 |
8.81144264 |
8.541450000000001 |
¥-4.3万 |
-3.09% |
跌破0.618止损 |
| 37 |
2023-08-23 |
2023-08-30 |
8.731338615999999 |
9.4905 |
¥11.9万 |
+8.66% |
重回前高 |
| 38 |
2023-12-18 |
2023-12-25 |
8.561117565 |
7.9620299999999995 |
¥-10.5万 |
-7.03% |
跌破0.618止损 |
| 39 |
2023-12-29 |
2024-01-23 |
8.090506423999999 |
7.602390000000001 |
¥-8.4万 |
-6.06% |
跌破0.618止损 |
| 40 |
2024-01-26 |
2024-01-30 |
8.240701469000001 |
7.742250000000001 |
¥-8.0万 |
-6.08% |
跌破0.618止损 |
| 41 |
2024-02-08 |
2024-03-04 |
7.740051319000001 |
9.600389999999999 |
¥29.5万 |
+24.00% |
重回前高 |
| 42 |
2024-04-26 |
2024-05-27 |
9.001689696999998 |
9.260729999999999 |
¥4.3万 |
+2.85% |
跌破0.618止损 |
| 43 |
2024-10-23 |
2025-01-07 |
8.601169577 |
8.53146 |
¥-1.3万 |
-0.84% |
跌破0.618止损 |
| 44 |
2025-01-21 |
2025-02-06 |
9.362157804999997 |
11.988 |
¥43.4万 |
+28.01% |
重回前高 |
| 45 |
2025-02-19 |
2025-04-02 |
27.395576208 |
20.88 |
¥-46.5万 |
-23.81% |
跌破0.618止损 |
| 46 |
2025-06-19 |
2025-06-23 |
20.246292066 |
18.96102 |
¥-9.6万 |
-6.38% |
跌破0.618止损 |
| 47 |
2025-07-01 |
2025-07-04 |
20.236069 |
19.51047 |
¥-5.1万 |
-3.61% |
跌破0.618止损 |
| 48 |
2025-07-31 |
2025-08-15 |
20.446132 |
19.2 |
¥-8.4万 |
-6.12% |
跌破0.618止损 |
| 49 |
2025-08-25 |
2025-09-03 |
20.526656149999997 |
19.07091 |
¥-9.2万 |
-7.12% |
跌破0.618止损 |
| 50 |
2025-09-25 |
2025-09-30 |
19.775680925 |
19.43055 |
¥-2.1万 |
-1.77% |
跌破0.618止损 |
| 51 |
2026-01-26 |
2026-02-06 |
17.472690234999995 |
20.61936 |
¥21.2万 |
+17.97% |
重回前高 |
| 52 |
2026-10-22 |
2026-10-23 |
11.595057473999997 |
10.94904 |
¥-7.7万 |
-5.60% |
跌破0.618止损 |
| 53 |
2026-10-28 |
2026-11-02 |
11.514953449999998 |
11.198789999999999 |
¥-3.6万 |
-2.77% |
跌破0.618止损 |
逐笔成交记录（共 106 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-10 |
黄金分割买点 |
买入 |
30.050019999999996 |
31900.0 |
¥95.9万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
41.2587 |
31900.0 |
¥1.32M |
|
| 2015-09-21 |
黄金分割买点 |
买入 |
27.527499999999996 |
47700.0 |
¥1.31M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
26.33364 |
47700.0 |
¥1.26M |
止损触发 |
| 2017-02-03 |
黄金分割买点 |
买入 |
10.360349999999999 |
121400.0 |
¥1.26M |
|
| 2017-02-06 |
跌破0.618止损 |
卖出 |
9.99999 |
121400.0 |
¥1.21M |
止损触发 |
| 2017-08-11 |
黄金分割买点 |
买入 |
8.64864 |
141700.0 |
¥1.23M |
|
| 2017-09-14 |
重回前高 |
卖出 |
10.15983 |
141700.0 |
¥1.44M |
|
| 2017-10-17 |
黄金分割买点 |
买入 |
9.5095 |
154100.0 |
¥1.47M |
|
| 2017-11-30 |
跌破0.618止损 |
卖出 |
9.37062 |
154100.0 |
¥1.44M |
止损触发 |
| 2017-12-05 |
黄金分割买点 |
买入 |
9.999989999999999 |
143900.0 |
¥1.44M |
|
| 2017-12-06 |
跌破0.618止损 |
卖出 |
9.690299999999999 |
143900.0 |
¥1.39M |
止损触发 |
| 2017-12-07 |
黄金分割买点 |
买入 |
10.130119999999998 |
136700.0 |
¥1.39M |
|
| 2017-12-27 |
跌破0.618止损 |
卖出 |
9.80019 |
136700.0 |
¥1.34M |
止损触发 |
| 2017-12-28 |
黄金分割买点 |
买入 |
10.150139999999999 |
132600.0 |
¥1.35M |
|
| 2018-01-03 |
重回前高 |
卖出 |
10.99899 |
132600.0 |
¥1.46M |
|
| 2018-01-15 |
黄金分割买点 |
买入 |
10.290279999999997 |
139500.0 |
¥1.44M |
|
| 2018-01-23 |
重回前高 |
卖出 |
11.34864 |
139500.0 |
¥1.58M |
|
| 2018-03-09 |
黄金分割买点 |
买入 |
12.27226 |
131100.0 |
¥1.61M |
|
| 2018-04-20 |
跌破0.618止损 |
卖出 |
11.42856 |
131100.0 |
¥1.50M |
止损触发 |
| 2018-07-11 |
黄金分割买点 |
买入 |
10.300289999999999 |
141700.0 |
¥1.46M |
|
| 2018-07-17 |
跌破0.618止损 |
卖出 |
9.620370000000001 |
141700.0 |
¥1.36M |
止损触发 |
| 2018-11-21 |
黄金分割买点 |
买入 |
7.607599999999999 |
182900.0 |
¥1.39M |
|
| 2019-01-08 |
重回前高 |
卖出 |
8.34165 |
182900.0 |
¥1.53M |
|
| 2019-02-12 |
黄金分割买点 |
买入 |
8.15815 |
185700.0 |
¥1.52M |
|
| 2019-03-06 |
重回前高 |
卖出 |
9.46053 |
185700.0 |
¥1.76M |
|
| 2019-03-19 |
黄金分割买点 |
买入 |
8.78878 |
200700.0 |
¥1.76M |
|
| 2019-04-12 |
跌破0.618止损 |
卖出 |
8.40159 |
200700.0 |
¥1.69M |
止损触发 |
| 2019-07-19 |
黄金分割买点 |
买入 |
7.5675599999999985 |
224000.0 |
¥1.70M |
|
| 2019-07-24 |
重回前高 |
卖出 |
8.44155 |
224000.0 |
¥1.89M |
|
| 2019-10-09 |
黄金分割买点 |
买入 |
8.57857 |
217700.0 |
¥1.87M |
|
| 2019-10-17 |
跌破0.618止损 |
卖出 |
8.35164 |
217700.0 |
¥1.82M |
止损触发 |
| 2019-11-04 |
黄金分割买点 |
买入 |
8.93893 |
206000.0 |
¥1.84M |
|
| 2019-11-20 |
重回前高 |
卖出 |
10.23975 |
206000.0 |
¥2.11M |
|
| 2020-01-22 |
黄金分割买点 |
买入 |
10.97096 |
188100.0 |
¥2.06M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
8.56 |
188100.0 |
¥1.61M |
止损触发 |
| 2020-02-11 |
黄金分割买点 |
买入 |
10.86085 |
151800.0 |
¥1.65M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
9.97002 |
151800.0 |
¥1.51M |
止损触发 |
| 2020-05-06 |
黄金分割买点 |
买入 |
10.520509999999998 |
142500.0 |
¥1.50M |
|
| 2020-05-27 |
重回前高 |
卖出 |
11.448540000000001 |
142500.0 |
¥1.63M |
|
| 2020-07-31 |
黄金分割买点 |
买入 |
13.523509999999998 |
121700.0 |
¥1.65M |
|
| 2020-10-12 |
跌破0.618止损 |
卖出 |
14.16582 |
121700.0 |
¥1.72M |
止损触发 |
| 2021-03-03 |
黄金分割买点 |
买入 |
12.762749999999999 |
133800.0 |
¥1.71M |
|
| 2021-03-11 |
跌破0.618止损 |
卖出 |
11.6883 |
133800.0 |
¥1.56M |
止损触发 |
| 2021-04-29 |
黄金分割买点 |
买入 |
13.012999999999998 |
121300.0 |
¥1.58M |
|
| 2021-05-10 |
跌破0.618止损 |
卖出 |
11.988 |
121300.0 |
¥1.45M |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
12.622609999999996 |
115000.0 |
¥1.45M |
|
| 2021-06-15 |
跌破0.618止损 |
卖出 |
11.46852 |
115000.0 |
¥1.32M |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
10.2 |
128300.0 |
¥1.31M |
|
| 2021-09-23 |
跌破0.618止损 |
卖出 |
9.42057 |
128300.0 |
¥1.21M |
止损触发 |
| 2021-09-24 |
黄金分割买点 |
买入 |
9.8098 |
123400.0 |
¥1.21M |
|
| 2021-10-12 |
跌破0.618止损 |
卖出 |
9.170819999999999 |
123400.0 |
¥1.13M |
止损触发 |
| 2021-10-20 |
黄金分割买点 |
买入 |
9.6 |
118800.0 |
¥1.14M |
|
| 2021-10-26 |
跌破0.618止损 |
卖出 |
9.04095 |
118800.0 |
¥1.07M |
止损触发 |
| 2022-01-13 |
黄金分割买点 |
买入 |
11.511499999999998 |
93200.0 |
¥1.07M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
10.3896 |
93200.0 |
¥96.8万 |
止损触发 |
| 2022-06-02 |
黄金分割买点 |
买入 |
7.877869999999999 |
120200.0 |
¥94.7万 |
|
| 2022-06-13 |
重回前高 |
卖出 |
8.80119 |
120200.0 |
¥1.06M |
|
| 2022-07-15 |
黄金分割买点 |
买入 |
8.31831 |
129300.0 |
¥1.08M |
|
| 2022-09-15 |
跌破0.618止损 |
卖出 |
8.6913 |
129300.0 |
¥1.12M |
止损触发 |
| 2022-11-21 |
黄金分割买点 |
买入 |
8.13813 |
136300.0 |
¥1.11M |
|
| 2022-11-22 |
跌破0.618止损 |
卖出 |
7.6923 |
136300.0 |
¥1.05M |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
8.028019999999998 |
131100.0 |
¥1.05M |
|
| 2023-01-04 |
重回前高 |
卖出 |
9.1908 |
131100.0 |
¥1.20M |
|
| 2023-02-01 |
黄金分割买点 |
买入 |
8.21821 |
148300.0 |
¥1.22M |
|
| 2023-02-07 |
跌破0.618止损 |
卖出 |
8.05194 |
148300.0 |
¥1.19M |
止损触发 |
| 2023-03-30 |
黄金分割买点 |
买入 |
8.688679999999998 |
137500.0 |
¥1.20M |
|
| 2023-04-13 |
重回前高 |
卖出 |
11.74824 |
137500.0 |
¥1.61M |
|
| 2023-05-04 |
黄金分割买点 |
买入 |
10.009999999999998 |
157400.0 |
¥1.58M |
|
| 2023-05-17 |
跌破0.618止损 |
卖出 |
8.80119 |
157400.0 |
¥1.38M |
止损触发 |
| 2023-08-09 |
黄金分割买点 |
买入 |
8.8088 |
159000.0 |
¥1.40M |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
8.541450000000001 |
159000.0 |
¥1.36M |
止损触发 |
| 2023-08-23 |
黄金分割买点 |
买入 |
8.72872 |
157900.0 |
¥1.38M |
|
| 2023-08-30 |
重回前高 |
卖出 |
9.4905 |
157900.0 |
¥1.50M |
|
| 2023-12-18 |
黄金分割买点 |
买入 |
8.55855 |
174000.0 |
¥1.49M |
|
| 2023-12-25 |
跌破0.618止损 |
卖出 |
7.9620299999999995 |
174000.0 |
¥1.38M |
止损触发 |
| 2023-12-29 |
黄金分割买点 |
买入 |
8.08808 |
171200.0 |
¥1.39M |
|
| 2024-01-23 |
跌破0.618止损 |
卖出 |
7.602390000000001 |
171200.0 |
¥1.30M |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
8.23823 |
158900.0 |
¥1.31M |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
7.742250000000001 |
158900.0 |
¥1.23M |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
7.73773 |
159000.0 |
¥1.23M |
|
| 2024-03-04 |
重回前高 |
卖出 |
9.600389999999999 |
159000.0 |
¥1.53M |
|
| 2024-04-26 |
黄金分割买点 |
买入 |
8.99899 |
169200.0 |
¥1.52M |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
9.260729999999999 |
169200.0 |
¥1.57M |
止损触发 |
| 2024-10-23 |
黄金分割买点 |
买入 |
8.59859 |
180300.0 |
¥1.55M |
|
| 2025-01-07 |
跌破0.618止损 |
卖出 |
8.53146 |
180300.0 |
¥1.54M |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
9.35935 |
165400.0 |
¥1.55M |
|
| 2025-02-06 |
重回前高 |
卖出 |
11.988 |
165400.0 |
¥1.98M |
|
| 2025-02-19 |
黄金分割买点 |
买入 |
27.387359999999997 |
71300.0 |
¥1.95M |
|
| 2025-04-02 |
跌破0.618止损 |
卖出 |
20.88 |
71300.0 |
¥1.49M |
止损触发 |
| 2025-06-19 |
黄金分割买点 |
买入 |
20.240219999999997 |
74500.0 |
¥1.51M |
|
| 2025-06-23 |
跌破0.618止损 |
卖出 |
18.96102 |
74500.0 |
¥1.41M |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
20.23 |
70300.0 |
¥1.42M |
|
| 2025-07-04 |
跌破0.618止损 |
卖出 |
19.51047 |
70300.0 |
¥1.37M |
止损触发 |
| 2025-07-31 |
黄金分割买点 |
买入 |
20.44 |
66800.0 |
¥1.37M |
|
| 2025-08-15 |
跌破0.618止损 |
卖出 |
19.2 |
66800.0 |
¥1.28M |
止损触发 |
| 2025-08-25 |
黄金分割买点 |
买入 |
20.5205 |
62900.0 |
¥1.29M |
|
| 2025-09-03 |
跌破0.618止损 |
卖出 |
19.07091 |
62900.0 |
¥1.20M |
止损触发 |
| 2025-09-25 |
黄金分割买点 |
买入 |
19.76975 |
59700.0 |
¥1.18M |
|
| 2025-09-30 |
跌破0.618止损 |
卖出 |
19.43055 |
59700.0 |
¥1.16M |
止损触发 |
| 2026-01-26 |
黄金分割买点 |
买入 |
17.467449999999996 |
67400.0 |
¥1.18M |
|
| 2026-02-06 |
重回前高 |
卖出 |
20.61936 |
67400.0 |
¥1.39M |
|
| 2026-10-22 |
黄金分割买点 |
买入 |
11.591579999999999 |
119100.0 |
¥1.38M |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
10.94904 |
119100.0 |
¥1.30M |
止损触发 |
| 2026-10-28 |
黄金分割买点 |
买入 |
11.511499999999996 |
113100.0 |
¥1.30M |
|
| 2026-11-02 |
跌破0.618止损 |
卖出 |
11.198789999999999 |
113100.0 |
¥1.27M |
止损触发 |