300394 天孚通信 — 斐波那契回调 回测明细
数据区间: 2015-02-17 ~ 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 +160.90%）
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 41 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 |
2015-06-09 |
2015-06-23 |
100.13002999999999 |
89.9 |
¥-9.9万 |
-10.24% |
跌破0.618止损 |
| 2 |
2015-10-14 |
2015-11-05 |
63.0819189 |
83.72619 |
¥29.3万 |
+32.69% |
重回前高 |
| 3 |
2016-01-05 |
2016-01-12 |
96.12482879999999 |
87.19272 |
¥-10.2万 |
-9.32% |
跌破0.618止损 |
| 4 |
2016-04-05 |
2016-04-12 |
90.71780718000001 |
98.901 |
¥9.8万 |
+8.99% |
重回前高 |
| 5 |
2016-04-21 |
2016-05-20 |
85.1105255 |
31.17879 |
¥-75.0万 |
-63.38% |
跌破0.618止损 |
| 6 |
2016-09-27 |
2016-11-29 |
38.159554433 |
36.903059999999996 |
¥-1.4万 |
-3.32% |
跌破0.618止损 |
| 7 |
2017-08-15 |
2017-10-31 |
24.117233000000002 |
25.02495 |
¥1.6万 |
+3.73% |
跌破0.618止损 |
| 8 |
2017-11-13 |
2017-11-20 |
28.0084 |
25.374599999999997 |
¥-4.1万 |
-9.43% |
跌破0.618止损 |
| 9 |
2018-03-14 |
2018-03-21 |
19.425225819999994 |
18.37161 |
¥-2.2万 |
-5.45% |
跌破0.618止损 |
| 10 |
2018-04-03 |
2018-06-08 |
19.12483573 |
18.6 |
¥-1.0万 |
-2.77% |
跌破0.618止损 |
| 11 |
2018-08-22 |
2018-10-22 |
19.174900744999995 |
24.64533 |
¥10.3万 |
+28.49% |
重回前高 |
| 12 |
2018-11-26 |
2019-02-12 |
24.381662305 |
29.910060000000005 |
¥10.4万 |
+22.64% |
重回前高 |
| 13 |
2019-03-29 |
2019-05-07 |
30.639789179999998 |
26.59338 |
¥-7.5万 |
-13.23% |
跌破0.618止损 |
| 14 |
2019-07-04 |
2019-07-30 |
30.039008999999997 |
32.727239999999995 |
¥4.4万 |
+8.92% |
重回前高 |
| 15 |
2019-08-08 |
2019-09-06 |
29.588423864999996 |
38.8611 |
¥16.9万 |
+31.30% |
重回前高 |
| 16 |
2019-09-30 |
2019-11-12 |
35.32587458399999 |
33.59637 |
¥-3.5万 |
-4.92% |
跌破0.618止损 |
| 17 |
2020-03-10 |
2020-03-31 |
45.90961875499999 |
40.84911 |
¥-7.4万 |
-11.05% |
跌破0.618止损 |
| 18 |
2020-04-13 |
2020-06-24 |
45.589202658999994 |
54.994949999999996 |
¥12.3万 |
+20.60% |
重回前高 |
| 19 |
2020-08-20 |
2020-09-10 |
62.651359770999996 |
58.531409999999994 |
¥-4.7万 |
-6.60% |
跌破0.618止损 |
| 20 |
2020-11-11 |
2020-11-17 |
64.61390835899999 |
61.25868 |
¥-3.5万 |
-5.22% |
跌破0.618止损 |
| 21 |
2021-04-26 |
2021-05-11 |
44.85825343999999 |
39.87009 |
¥-7.1万 |
-11.15% |
跌破0.618止损 |
| 22 |
2021-05-17 |
2021-06-08 |
43.055912899999996 |
49.3506 |
¥8.2万 |
+14.59% |
重回前高 |
| 23 |
2021-11-17 |
2021-12-06 |
27.355524195999998 |
35.92404 |
¥20.0万 |
+31.28% |
重回前高 |
| 24 |
2021-12-21 |
2022-03-08 |
31.651102483 |
32.42754 |
¥2.1万 |
+2.42% |
跌破0.618止损 |
| 25 |
2022-06-06 |
2022-07-21 |
27.215342154 |
30.5694 |
¥10.6万 |
+12.29% |
重回前高 |
| 26 |
2022-08-30 |
2022-09-16 |
31.711180500999998 |
28.18179 |
¥-10.9万 |
-11.16% |
跌破0.618止损 |
| 27 |
2023-03-16 |
2023-04-21 |
36.457343922999996 |
68.0319 |
¥74.5万 |
+86.55% |
重回前高 |
| 28 |
2023-05-08 |
2023-06-13 |
52.488161725999994 |
85.02489 |
¥99.8万 |
+61.94% |
重回前高 |
| 29 |
2023-07-13 |
2023-08-21 |
89.42612979299999 |
84.02589 |
¥-15.8万 |
-6.07% |
跌破0.618止损 |
| 30 |
2023-10-09 |
2023-10-13 |
91.1183273 |
84.27564 |
¥-17.7万 |
-7.54% |
跌破0.618止损 |
| 31 |
2023-12-21 |
2024-02-07 |
91.16839231499999 |
112.83705 |
¥54.1万 |
+23.73% |
重回前高 |
| 32 |
2024-05-13 |
2024-05-23 |
139.961755934 |
139.56029999999998 |
¥-8,866 |
-0.32% |
跌破0.618止损 |
| 33 |
2024-10-14 |
2024-12-17 |
100.23016002999998 |
99.58032 |
¥-1.9万 |
-0.68% |
跌破0.618止损 |
| 34 |
2025-02-24 |
2025-03-03 |
102.23276062999999 |
88.71119999999999 |
¥-36.2万 |
-13.25% |
跌破0.618止损 |
| 35 |
2025-05-30 |
2025-06-10 |
81.10532429999999 |
68.931 |
¥-36.0万 |
-15.04% |
跌破0.618止损 |
| 36 |
2025-06-19 |
2025-07-30 |
75.71832868599999 |
97.90199999999999 |
¥59.6万 |
+29.26% |
重回前高 |
| 37 |
2025-10-09 |
2025-11-18 |
168.088281361 |
148.15 |
¥-31.6万 |
-11.89% |
跌破0.618止损 |
| 38 |
2026-01-08 |
2026-02-04 |
200.25004699699997 |
271.73798999999997 |
¥82.1万 |
+35.66% |
重回前高 |
| 39 |
2026-03-24 |
2026-05-29 |
298.87812654699997 |
466.533 |
¥1.76M |
+56.05% |
重回前高 |
| 40 |
2026-06-11 |
2026-06-15 |
413.056399756 |
286.27344 |
¥-1.51M |
-30.71% |
跌破0.618止损 |
| 41 |
2026-09-08 |
2026-10-20 |
265.44470953 |
201.39839999999998 |
¥-81.4万 |
-24.15% |
跌破0.618止损 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-09 |
黄金分割买点 |
买入 |
100.1 |
9700.0 |
¥97.1万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
89.9 |
9700.0 |
¥87.2万 |
止损触发 |
| 2015-10-14 |
黄金分割买点 |
买入 |
63.062999999999995 |
14200.0 |
¥89.6万 |
|
| 2015-11-05 |
重回前高 |
卖出 |
83.72619 |
14200.0 |
¥1.19M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
96.09599999999999 |
11400.0 |
¥1.10M |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
87.19272 |
11400.0 |
¥99.4万 |
止损触发 |
| 2016-04-05 |
黄金分割买点 |
买入 |
90.69059999999999 |
12000.0 |
¥1.09M |
|
| 2016-04-12 |
重回前高 |
卖出 |
98.901 |
12000.0 |
¥1.19M |
|
| 2016-04-21 |
黄金分割买点 |
买入 |
85.085 |
13900.0 |
¥1.18M |
|
| 2016-05-20 |
跌破0.618止损 |
卖出 |
31.17879 |
13900.0 |
¥43.3万 |
止损触发 |
| 2016-09-27 |
黄金分割买点 |
买入 |
38.148109999999996 |
11400.0 |
¥43.5万 |
|
| 2016-11-29 |
跌破0.618止损 |
卖出 |
36.903059999999996 |
11400.0 |
¥42.1万 |
止损触发 |
| 2017-08-15 |
黄金分割买点 |
买入 |
24.11 |
17600.0 |
¥42.4万 |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
25.02495 |
17600.0 |
¥44.0万 |
止损触发 |
| 2017-11-13 |
黄金分割买点 |
买入 |
28.0 |
15700.0 |
¥44.0万 |
|
| 2017-11-20 |
跌破0.618止损 |
卖出 |
25.374599999999997 |
15700.0 |
¥39.8万 |
止损触发 |
| 2018-03-14 |
黄金分割买点 |
买入 |
19.419399999999996 |
20300.0 |
¥39.4万 |
|
| 2018-03-21 |
跌破0.618止损 |
卖出 |
18.37161 |
20300.0 |
¥37.3万 |
止损触发 |
| 2018-04-03 |
黄金分割买点 |
买入 |
19.1191 |
19300.0 |
¥36.9万 |
|
| 2018-06-08 |
跌破0.618止损 |
卖出 |
18.6 |
19300.0 |
¥35.9万 |
止损触发 |
| 2018-08-22 |
黄金分割买点 |
买入 |
19.169149999999995 |
18800.0 |
¥36.0万 |
|
| 2018-10-22 |
重回前高 |
卖出 |
24.64533 |
18800.0 |
¥46.3万 |
|
| 2018-11-26 |
黄金分割买点 |
买入 |
24.37435 |
18900.0 |
¥46.1万 |
|
| 2019-02-12 |
重回前高 |
卖出 |
29.910060000000005 |
18900.0 |
¥56.5万 |
|
| 2019-03-29 |
黄金分割买点 |
买入 |
30.630599999999994 |
18600.0 |
¥57.0万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
26.59338 |
18600.0 |
¥49.4万 |
止损触发 |
| 2019-07-04 |
黄金分割买点 |
买入 |
30.029999999999998 |
16400.0 |
¥49.3万 |
|
| 2019-07-30 |
重回前高 |
卖出 |
32.727239999999995 |
16400.0 |
¥53.7万 |
|
| 2019-08-08 |
黄金分割买点 |
买入 |
29.579549999999998 |
18200.0 |
¥53.9万 |
|
| 2019-09-06 |
重回前高 |
卖出 |
38.8611 |
18200.0 |
¥70.7万 |
|
| 2019-09-30 |
黄金分割买点 |
买入 |
35.315279999999994 |
20000.0 |
¥70.7万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
33.59637 |
20000.0 |
¥67.2万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
45.895849999999996 |
14500.0 |
¥66.6万 |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
40.84911 |
14500.0 |
¥59.2万 |
止损触发 |
| 2020-04-13 |
黄金分割买点 |
买入 |
45.57553 |
13100.0 |
¥59.7万 |
|
| 2020-06-24 |
重回前高 |
卖出 |
54.994949999999996 |
13100.0 |
¥72.0万 |
|
| 2020-08-20 |
黄金分割买点 |
买入 |
62.632569999999994 |
11300.0 |
¥70.8万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
58.531409999999994 |
11300.0 |
¥66.1万 |
止损触发 |
| 2020-11-11 |
黄金分割买点 |
买入 |
64.59452999999999 |
10500.0 |
¥67.8万 |
|
| 2020-11-17 |
跌破0.618止损 |
卖出 |
61.25868 |
10500.0 |
¥64.3万 |
止损触发 |
| 2021-04-26 |
黄金分割买点 |
买入 |
44.84479999999999 |
14200.0 |
¥63.7万 |
|
| 2021-05-11 |
跌破0.618止损 |
卖出 |
39.87009 |
14200.0 |
¥56.6万 |
止损触发 |
| 2021-05-17 |
黄金分割买点 |
买入 |
43.04299999999999 |
13100.0 |
¥56.4万 |
|
| 2021-06-08 |
重回前高 |
卖出 |
49.3506 |
13100.0 |
¥64.6万 |
|
| 2021-11-17 |
黄金分割买点 |
买入 |
27.347319999999996 |
23400.0 |
¥64.0万 |
|
| 2021-12-06 |
重回前高 |
卖出 |
35.92404 |
23400.0 |
¥84.0万 |
|
| 2021-12-21 |
黄金分割买点 |
买入 |
31.641609999999996 |
26900.0 |
¥85.1万 |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
32.42754 |
26900.0 |
¥87.2万 |
止损触发 |
| 2022-06-06 |
黄金分割买点 |
买入 |
27.207179999999997 |
31600.0 |
¥86.0万 |
|
| 2022-07-21 |
重回前高 |
卖出 |
30.5694 |
31600.0 |
¥96.6万 |
|
| 2022-08-30 |
黄金分割买点 |
买入 |
31.701669999999996 |
30900.0 |
¥98.0万 |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
28.18179 |
30900.0 |
¥87.1万 |
止损触发 |
| 2023-03-16 |
黄金分割买点 |
买入 |
36.44640999999999 |
23600.0 |
¥86.0万 |
|
| 2023-04-21 |
重回前高 |
卖出 |
68.0319 |
23600.0 |
¥1.61M |
|
| 2023-05-08 |
黄金分割买点 |
买入 |
52.47241999999999 |
30700.0 |
¥1.61M |
|
| 2023-06-13 |
重回前高 |
卖出 |
85.02489 |
30700.0 |
¥2.61M |
|
| 2023-07-13 |
黄金分割买点 |
买入 |
89.39930999999999 |
29100.0 |
¥2.60M |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
84.02589 |
29100.0 |
¥2.44M |
止损触发 |
| 2023-10-09 |
黄金分割买点 |
买入 |
91.091 |
25700.0 |
¥2.34M |
|
| 2023-10-13 |
跌破0.618止损 |
卖出 |
84.27564 |
25700.0 |
¥2.17M |
止损触发 |
| 2023-12-21 |
黄金分割买点 |
买入 |
91.14105 |
25000.0 |
¥2.28M |
|
| 2024-02-07 |
重回前高 |
卖出 |
112.83705 |
25000.0 |
¥2.82M |
|
| 2024-05-13 |
黄金分割买点 |
买入 |
139.91977999999997 |
20000.0 |
¥2.80M |
|
| 2024-05-23 |
跌破0.618止损 |
卖出 |
139.56029999999998 |
20000.0 |
¥2.79M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
100.20009999999998 |
27700.0 |
¥2.78M |
|
| 2024-12-17 |
跌破0.618止损 |
卖出 |
99.58032 |
27700.0 |
¥2.76M |
止损触发 |
| 2025-02-24 |
黄金分割买点 |
买入 |
102.20209999999999 |
26700.0 |
¥2.73M |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
88.71119999999999 |
26700.0 |
¥2.37M |
止损触发 |
| 2025-05-30 |
黄金分割买点 |
买入 |
81.08099999999999 |
29500.0 |
¥2.39M |
|
| 2025-06-10 |
跌破0.618止损 |
卖出 |
68.931 |
29500.0 |
¥2.03M |
止损触发 |
| 2025-06-19 |
黄金分割买点 |
买入 |
75.69561999999999 |
26900.0 |
¥2.04M |
|
| 2025-07-30 |
重回前高 |
卖出 |
97.90199999999999 |
26900.0 |
¥2.63M |
|
| 2025-10-09 |
黄金分割买点 |
买入 |
168.03787 |
15800.0 |
¥2.66M |
|
| 2025-11-18 |
跌破0.618止损 |
卖出 |
148.15 |
15800.0 |
¥2.34M |
止损触发 |
| 2026-01-08 |
黄金分割买点 |
买入 |
200.18999 |
11500.0 |
¥2.30M |
|
| 2026-02-04 |
重回前高 |
卖出 |
271.73798999999997 |
11500.0 |
¥3.12M |
|
| 2026-03-24 |
黄金分割买点 |
买入 |
298.78848999999997 |
10500.0 |
¥3.14M |
|
| 2026-05-29 |
重回前高 |
卖出 |
466.533 |
10500.0 |
¥4.90M |
|
| 2026-06-11 |
黄金分割买点 |
买入 |
412.93252 |
11900.0 |
¥4.92M |
|
| 2026-06-15 |
跌破0.618止损 |
卖出 |
286.27344 |
11900.0 |
¥3.41M |
止损触发 |
| 2026-09-08 |
黄金分割买点 |
买入 |
265.3651 |
12700.0 |
¥3.37M |
|
| 2026-10-20 |
跌破0.618止损 |
卖出 |
201.39839999999998 |
12700.0 |
¥2.56M |
止损触发 |