300308 中际旭创 — 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: ¥2.61M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +160.80%）
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 51 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 |
2015-10-19 |
2015-11-17 |
14.538880355999998 |
18.431549999999998 |
¥26.7万 |
+26.74% |
重回前高 |
| 2 |
2016-01-07 |
2016-01-11 |
19.224965759999996 |
16.5834 |
¥-17.3万 |
-13.77% |
跌破0.618止损 |
| 3 |
2016-11-28 |
2017-01-06 |
23.83094714 |
23.336639999999996 |
¥-2.3万 |
-2.10% |
跌破0.618止损 |
| 4 |
2017-06-09 |
2017-06-30 |
34.494795335000006 |
42.1578 |
¥23.6万 |
+22.18% |
重回前高 |
| 5 |
2017-08-10 |
2017-09-13 |
37.448631219999996 |
39.13083 |
¥5.8万 |
+4.46% |
跌破0.618止损 |
| 6 |
2017-09-18 |
2017-11-30 |
40.602727165 |
42.06 |
¥4.8万 |
+3.56% |
跌破0.618止损 |
| 7 |
2017-12-08 |
2017-12-12 |
45.839527733999994 |
54.825120000000005 |
¥27.4万 |
+19.57% |
重回前高 |
| 8 |
2018-02-08 |
2018-02-26 |
55.662283677000005 |
66.22 |
¥31.8万 |
+18.93% |
重回前高 |
| 9 |
2018-04-18 |
2018-04-24 |
69.18985072999999 |
62.93 |
¥-17.6万 |
-9.07% |
跌破0.618止损 |
| 10 |
2018-04-26 |
2018-06-12 |
67.580268 |
68.08185 |
¥1.3万 |
+0.71% |
跌破0.618止损 |
| 11 |
2018-11-14 |
2018-11-26 |
46.370216893 |
42.70725 |
¥-14.6万 |
-7.93% |
跌破0.618止损 |
| 12 |
2018-12-10 |
2018-12-20 |
42.75552281 |
40.959 |
¥-7.1万 |
-4.23% |
跌破0.618止损 |
| 13 |
2019-02-14 |
2019-02-25 |
44.357603289999986 |
56.4435 |
¥43.9万 |
+27.21% |
重回前高 |
| 14 |
2019-04-11 |
2019-05-07 |
53.088941905999995 |
47.14281 |
¥-23.1万 |
-11.23% |
跌破0.618止损 |
| 15 |
2019-08-05 |
2019-09-06 |
39.25097176 |
45.954 |
¥31.1万 |
+17.04% |
重回前高 |
| 16 |
2019-09-30 |
2019-10-25 |
41.053312299999995 |
40.049910000000004 |
¥-5.3万 |
-2.47% |
跌破0.618止损 |
| 17 |
2019-11-01 |
2019-11-14 |
43.48647202899999 |
42.14781 |
¥-6.4万 |
-3.11% |
跌破0.618止损 |
| 18 |
2019-11-20 |
2019-11-27 |
44.698045392 |
42.33762 |
¥-10.7万 |
-5.31% |
跌破0.618止损 |
| 19 |
2019-12-04 |
2020-01-03 |
44.297525271999994 |
53.2467 |
¥38.2万 |
+20.17% |
重回前高 |
| 20 |
2020-03-13 |
2020-03-17 |
56.0728168 |
56.70324000000001 |
¥2.4万 |
+1.09% |
跌破0.618止损 |
| 21 |
2020-04-20 |
2020-05-28 |
61.89037154300001 |
56.943 |
¥-18.6万 |
-8.02% |
跌破0.618止损 |
| 22 |
2020-06-10 |
2020-07-17 |
59.29778400000001 |
61.51842 |
¥7.9万 |
+3.71% |
跌破0.618止损 |
| 23 |
2020-11-10 |
2020-11-12 |
53.946178999999994 |
50.55939 |
¥-13.8万 |
-6.31% |
跌破0.618止损 |
| 24 |
2020-12-10 |
2020-12-22 |
51.26657536 |
54.945 |
¥14.8万 |
+7.14% |
重回前高 |
| 25 |
2020-12-23 |
2020-12-28 |
51.86735553999999 |
48.97098000000001 |
¥-12.5万 |
-5.61% |
跌破0.618止损 |
| 26 |
2021-01-05 |
2021-01-12 |
51.837316531 |
56.44349999999999 |
¥18.5万 |
+8.85% |
重回前高 |
| 27 |
2021-01-26 |
2021-01-29 |
52.59830475900001 |
52.50744 |
¥-4,617 |
-0.20% |
跌破0.618止损 |
| 28 |
2021-05-28 |
2021-06-07 |
39.74160890699999 |
41.52843 |
¥10.0万 |
+4.46% |
重回前高 |
| 29 |
2021-06-23 |
2021-07-16 |
37.30844917799999 |
33.756209999999996 |
¥-22.5万 |
-9.55% |
跌破0.618止损 |
| 30 |
2021-08-18 |
2021-08-27 |
39.240958756999994 |
36.573389999999996 |
¥-14.6万 |
-6.83% |
跌破0.618止损 |
| 31 |
2021-12-08 |
2021-12-15 |
37.23835815699999 |
40.4595 |
¥17.3万 |
+8.62% |
重回前高 |
| 32 |
2022-01-14 |
2022-01-27 |
38.64017857700001 |
36.64332 |
¥-11.3万 |
-5.20% |
跌破0.618止损 |
| 33 |
2022-06-07 |
2022-06-23 |
33.493495034999995 |
30.52944 |
¥-18.3万 |
-8.88% |
跌破0.618止损 |
| 34 |
2022-08-03 |
2022-08-12 |
32.502207737999996 |
35.28468 |
¥16.1万 |
+8.53% |
重回前高 |
| 35 |
2022-11-22 |
2022-12-22 |
29.698566897999996 |
27.16281 |
¥-17.5万 |
-8.57% |
跌破0.618止损 |
| 36 |
2023-01-04 |
2023-02-06 |
28.246681462999998 |
31.89807 |
¥24.0万 |
+12.89% |
重回前高 |
| 37 |
2023-03-16 |
2023-03-23 |
32.672428789 |
45.71424 |
¥83.5万 |
+39.87% |
重回前高 |
| 38 |
2023-07-21 |
2023-08-21 |
130.17905200299998 |
116.21367 |
¥-31.6万 |
-10.75% |
跌破0.618止损 |
| 39 |
2023-12-05 |
2023-12-12 |
102.012474564 |
119.99988 |
¥45.8万 |
+17.60% |
重回前高 |
| 40 |
2023-12-28 |
2024-01-09 |
107.01897606399999 |
101.67822 |
¥-15.4万 |
-5.02% |
跌破0.618止损 |
| 41 |
2024-01-12 |
2024-01-31 |
102.76344978899998 |
99.91998 |
¥-8.1万 |
-2.80% |
跌破0.618止损 |
| 42 |
2024-02-05 |
2024-02-07 |
108.1404324 |
122.9769 |
¥38.3万 |
+13.69% |
重回前高 |
| 43 |
2024-06-05 |
2024-06-07 |
172.32378162999998 |
123.97589999999998 |
¥-90.0万 |
-28.08% |
跌破0.618止损 |
| 44 |
2024-09-27 |
2024-10-09 |
128.95746563699996 |
174.93489000000002 |
¥82.2万 |
+35.61% |
重回前高 |
| 45 |
2024-10-18 |
2024-11-26 |
150.19504499999996 |
123.87599999999999 |
¥-55.1万 |
-17.55% |
跌破0.618止损 |
| 46 |
2025-02-24 |
2025-02-26 |
118.0354 |
110.64924 |
¥-16.2万 |
-6.29% |
跌破0.618止损 |
| 47 |
2025-05-09 |
2025-06-19 |
94.81312540699997 |
124.43544 |
¥74.6万 |
+31.20% |
重回前高 |
| 48 |
2026-02-05 |
2026-03-02 |
561.7394813029999 |
520.0 |
¥-23.5万 |
-7.46% |
跌破0.618止损 |
| 49 |
2026-03-24 |
2026-04-09 |
599.7788797 |
681.318 |
¥39.9万 |
+13.56% |
重回前高 |
| 50 |
2026-07-07 |
2026-07-20 |
1099.4277294 |
1027.40157 |
¥-21.7万 |
-6.58% |
跌破0.618止损 |
| 51 |
2026-07-22 |
2026-07-29 |
1111.443333 |
914.085 |
¥-53.4万 |
-17.78% |
跌破0.618止损 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-19 |
黄金分割买点 |
买入 |
14.534519999999999 |
68600.0 |
¥99.7万 |
|
| 2015-11-17 |
重回前高 |
卖出 |
18.431549999999998 |
68600.0 |
¥1.26M |
|
| 2016-01-07 |
黄金分割买点 |
买入 |
19.219199999999997 |
65500.0 |
¥1.26M |
|
| 2016-01-11 |
跌破0.618止损 |
卖出 |
16.5834 |
65500.0 |
¥1.09M |
止损触发 |
| 2016-11-28 |
黄金分割买点 |
买入 |
23.8238 |
45500.0 |
¥1.08M |
|
| 2017-01-06 |
跌破0.618止损 |
卖出 |
23.336639999999996 |
45500.0 |
¥1.06M |
止损触发 |
| 2017-06-09 |
黄金分割买点 |
买入 |
34.48445 |
30800.0 |
¥1.06M |
|
| 2017-06-30 |
重回前高 |
卖出 |
42.1578 |
30800.0 |
¥1.30M |
|
| 2017-08-10 |
黄金分割买点 |
买入 |
37.4374 |
34700.0 |
¥1.30M |
|
| 2017-09-13 |
跌破0.618止损 |
卖出 |
39.13083 |
34700.0 |
¥1.36M |
止损触发 |
| 2017-09-18 |
黄金分割买点 |
买入 |
40.59054999999999 |
33100.0 |
¥1.34M |
|
| 2017-11-30 |
跌破0.618止损 |
卖出 |
42.06 |
33100.0 |
¥1.39M |
止损触发 |
| 2017-12-08 |
黄金分割买点 |
买入 |
45.825779999999995 |
30500.0 |
¥1.40M |
|
| 2017-12-12 |
重回前高 |
卖出 |
54.825120000000005 |
30500.0 |
¥1.67M |
|
| 2018-02-08 |
黄金分割买点 |
买入 |
55.64559 |
30200.0 |
¥1.68M |
|
| 2018-02-26 |
重回前高 |
卖出 |
66.22 |
30200.0 |
¥2.00M |
|
| 2018-04-18 |
黄金分割买点 |
买入 |
69.16909999999999 |
28000.0 |
¥1.94M |
|
| 2018-04-24 |
跌破0.618止损 |
卖出 |
62.93 |
28000.0 |
¥1.76M |
止损触发 |
| 2018-04-26 |
黄金分割买点 |
买入 |
67.56 |
26600.0 |
¥1.80M |
|
| 2018-06-12 |
跌破0.618止损 |
卖出 |
68.08185 |
26600.0 |
¥1.81M |
止损触发 |
| 2018-11-14 |
黄金分割买点 |
买入 |
46.35631 |
39600.0 |
¥1.84M |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
42.70725 |
39600.0 |
¥1.69M |
止损触发 |
| 2018-12-10 |
黄金分割买点 |
买入 |
42.7427 |
39200.0 |
¥1.68M |
|
| 2018-12-20 |
跌破0.618止损 |
卖出 |
40.959 |
39200.0 |
¥1.61M |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
44.34429999999999 |
36400.0 |
¥1.61M |
|
| 2019-02-25 |
重回前高 |
卖出 |
56.4435 |
36400.0 |
¥2.05M |
|
| 2019-04-11 |
黄金分割买点 |
买入 |
53.07302 |
38800.0 |
¥2.06M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
47.14281 |
38800.0 |
¥1.83M |
止损触发 |
| 2019-08-05 |
黄金分割买点 |
买入 |
39.2392 |
46500.0 |
¥1.83M |
|
| 2019-09-06 |
重回前高 |
卖出 |
45.954 |
46500.0 |
¥2.14M |
|
| 2019-09-30 |
黄金分割买点 |
买入 |
41.041 |
51900.0 |
¥2.13M |
|
| 2019-10-25 |
跌破0.618止损 |
卖出 |
40.049910000000004 |
51900.0 |
¥2.08M |
止损触发 |
| 2019-11-01 |
黄金分割买点 |
买入 |
43.47342999999999 |
47400.0 |
¥2.06M |
|
| 2019-11-14 |
跌破0.618止损 |
卖出 |
42.14781 |
47400.0 |
¥2.00M |
止损触发 |
| 2019-11-20 |
黄金分割买点 |
买入 |
44.684639999999995 |
45000.0 |
¥2.01M |
|
| 2019-11-27 |
跌破0.618止损 |
卖出 |
42.33762 |
45000.0 |
¥1.90M |
止损触发 |
| 2019-12-04 |
黄金分割买点 |
买入 |
44.28424 |
42800.0 |
¥1.90M |
|
| 2020-01-03 |
重回前高 |
卖出 |
53.2467 |
42800.0 |
¥2.28M |
|
| 2020-03-13 |
黄金分割买点 |
买入 |
56.056 |
38400.0 |
¥2.15M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
56.70324000000001 |
38400.0 |
¥2.18M |
止损触发 |
| 2020-04-20 |
黄金分割买点 |
买入 |
61.87181 |
37500.0 |
¥2.32M |
|
| 2020-05-28 |
跌破0.618止损 |
卖出 |
56.943 |
37500.0 |
¥2.13M |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
59.28 |
35900.0 |
¥2.13M |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
61.51842 |
35900.0 |
¥2.21M |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
53.93 |
40600.0 |
¥2.19M |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
50.55939 |
40600.0 |
¥2.05M |
止损触发 |
| 2020-12-10 |
黄金分割买点 |
买入 |
51.2512 |
40300.0 |
¥2.07M |
|
| 2020-12-22 |
重回前高 |
卖出 |
54.945 |
40300.0 |
¥2.21M |
|
| 2020-12-23 |
黄金分割买点 |
买入 |
51.8518 |
42900.0 |
¥2.23M |
|
| 2020-12-28 |
跌破0.618止损 |
卖出 |
48.97098000000001 |
42900.0 |
¥2.10M |
止损触发 |
| 2021-01-05 |
黄金分割买点 |
买入 |
51.82177 |
40300.0 |
¥2.09M |
|
| 2021-01-12 |
重回前高 |
卖出 |
56.44349999999999 |
40300.0 |
¥2.27M |
|
| 2021-01-26 |
黄金分割买点 |
买入 |
52.582530000000006 |
43300.0 |
¥2.28M |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
52.50744 |
43300.0 |
¥2.27M |
止损触发 |
| 2021-05-28 |
黄金分割买点 |
买入 |
39.72968999999999 |
56400.0 |
¥2.24M |
|
| 2021-06-07 |
重回前高 |
卖出 |
41.52843 |
56400.0 |
¥2.34M |
|
| 2021-06-23 |
黄金分割买点 |
买入 |
37.297259999999994 |
63200.0 |
¥2.36M |
|
| 2021-07-16 |
跌破0.618止损 |
卖出 |
33.756209999999996 |
63200.0 |
¥2.13M |
止损触发 |
| 2021-08-18 |
黄金分割买点 |
买入 |
39.229189999999996 |
54400.0 |
¥2.13M |
|
| 2021-08-27 |
跌破0.618止损 |
卖出 |
36.573389999999996 |
54400.0 |
¥1.99M |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
37.22718999999999 |
53900.0 |
¥2.01M |
|
| 2021-12-15 |
重回前高 |
卖出 |
40.4595 |
53900.0 |
¥2.18M |
|
| 2022-01-14 |
黄金分割买点 |
买入 |
38.62859000000001 |
56200.0 |
¥2.17M |
|
| 2022-01-27 |
跌破0.618止损 |
卖出 |
36.64332 |
56200.0 |
¥2.06M |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
33.48345 |
61600.0 |
¥2.06M |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
30.52944 |
61600.0 |
¥1.88M |
止损触发 |
| 2022-08-03 |
黄金分割买点 |
买入 |
32.492459999999994 |
58100.0 |
¥1.89M |
|
| 2022-08-12 |
重回前高 |
卖出 |
35.28468 |
58100.0 |
¥2.05M |
|
| 2022-11-22 |
黄金分割买点 |
买入 |
29.689659999999996 |
68800.0 |
¥2.04M |
|
| 2022-12-22 |
跌破0.618止损 |
卖出 |
27.16281 |
68800.0 |
¥1.87M |
止损触发 |
| 2023-01-04 |
黄金分割买点 |
买入 |
28.23821 |
66000.0 |
¥1.86M |
|
| 2023-02-06 |
重回前高 |
卖出 |
31.89807 |
66000.0 |
¥2.10M |
|
| 2023-03-16 |
黄金分割买点 |
买入 |
32.66263 |
64100.0 |
¥2.09M |
|
| 2023-03-23 |
重回前高 |
卖出 |
45.71424 |
64100.0 |
¥2.93M |
|
| 2023-07-21 |
黄金分割买点 |
买入 |
130.14001 |
22600.0 |
¥2.94M |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
116.21367 |
22600.0 |
¥2.63M |
止损触发 |
| 2023-12-05 |
黄金分割买点 |
买入 |
101.98188 |
25500.0 |
¥2.60M |
|
| 2023-12-12 |
重回前高 |
卖出 |
119.99988 |
25500.0 |
¥3.06M |
|
| 2023-12-28 |
黄金分割买点 |
买入 |
106.98687999999999 |
28700.0 |
¥3.07M |
|
| 2024-01-09 |
跌破0.618止损 |
卖出 |
101.67822 |
28700.0 |
¥2.92M |
止损触发 |
| 2024-01-12 |
黄金分割买点 |
买入 |
102.73262999999999 |
28300.0 |
¥2.91M |
|
| 2024-01-31 |
跌破0.618止损 |
卖出 |
99.91998 |
28300.0 |
¥2.83M |
止损触发 |
| 2024-02-05 |
黄金分割买点 |
买入 |
108.10799999999999 |
25900.0 |
¥2.80M |
|
| 2024-02-07 |
重回前高 |
卖出 |
122.9769 |
25900.0 |
¥3.18M |
|
| 2024-06-05 |
黄金分割买点 |
买入 |
172.27209999999997 |
18600.0 |
¥3.21M |
|
| 2024-06-07 |
跌破0.618止损 |
卖出 |
123.97589999999998 |
18600.0 |
¥2.31M |
止损触发 |
| 2024-09-27 |
黄金分割买点 |
买入 |
128.91878999999997 |
17900.0 |
¥2.31M |
|
| 2024-10-09 |
重回前高 |
卖出 |
174.93489000000002 |
17900.0 |
¥3.13M |
|
| 2024-10-18 |
黄金分割买点 |
买入 |
150.14999999999998 |
20900.0 |
¥3.14M |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
123.87599999999999 |
20900.0 |
¥2.59M |
止损触发 |
| 2025-02-24 |
黄金分割买点 |
买入 |
118.0 |
21900.0 |
¥2.58M |
|
| 2025-02-26 |
跌破0.618止损 |
卖出 |
110.64924 |
21900.0 |
¥2.42M |
止损触发 |
| 2025-05-09 |
黄金分割买点 |
买入 |
94.78468999999998 |
25200.0 |
¥2.39M |
|
| 2025-06-19 |
重回前高 |
卖出 |
124.43544 |
25200.0 |
¥3.13M |
|
| 2026-02-05 |
黄金分割买点 |
买入 |
561.5710099999999 |
5600.0 |
¥3.15M |
|
| 2026-03-02 |
跌破0.618止损 |
卖出 |
520.0 |
5600.0 |
¥2.91M |
止损触发 |
| 2026-03-24 |
黄金分割买点 |
买入 |
599.5989999999999 |
4900.0 |
¥2.94M |
|
| 2026-04-09 |
重回前高 |
卖出 |
681.318 |
4900.0 |
¥3.34M |
|
| 2026-07-07 |
黄金分割买点 |
买入 |
1099.098 |
3000.0 |
¥3.30M |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
1027.40157 |
3000.0 |
¥3.08M |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
1111.11 |
2700.0 |
¥3.00M |
|
| 2026-07-29 |
跌破0.618止损 |
卖出 |
914.085 |
2700.0 |
¥2.47M |
止损触发 |