300418 昆仑万维 — 斐波那契回调 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥34.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -65.22%）
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 |
2015-08-18 |
2015-08-25 |
116.26097783299998 |
89.18 |
¥-22.8万 |
-23.32% |
跌破0.618止损 |
| 2 |
2015-10-13 |
2015-11-10 |
112.69634876499998 |
149.85 |
¥24.9万 |
+32.93% |
重回前高 |
| 3 |
2016-04-01 |
2016-05-09 |
34.855263443 |
28.971 |
¥-17.0万 |
-16.91% |
跌破0.618止损 |
| 4 |
2016-07-25 |
2016-07-28 |
29.207929750999998 |
27.65232 |
¥-4.6万 |
-5.35% |
跌破0.618止损 |
| 5 |
2017-02-27 |
2017-04-18 |
22.809620834 |
19.98 |
¥-10.0万 |
-12.43% |
跌破0.618止损 |
| 6 |
2017-04-28 |
2017-07-12 |
21.327696389999996 |
20.829150000000002 |
¥-1.7万 |
-2.37% |
跌破0.618止损 |
| 7 |
2017-10-26 |
2017-10-27 |
26.314171883999993 |
26.16381 |
¥-4,098 |
-0.60% |
跌破0.618止损 |
| 8 |
2018-02-02 |
2018-02-05 |
22.349022696 |
21.008969999999998 |
¥-4.0万 |
-6.02% |
跌破0.618止损 |
| 9 |
2018-02-14 |
2018-03-12 |
22.70681 |
27.652320000000003 |
¥13.9万 |
+21.74% |
重回前高 |
| 10 |
2018-03-30 |
2018-04-09 |
25.332897589999995 |
22.75722 |
¥-8.0万 |
-10.19% |
跌破0.618止损 |
| 11 |
2018-07-30 |
2018-07-31 |
20.006 |
18.59139 |
¥-5.0万 |
-7.10% |
跌破0.618止损 |
| 12 |
2018-11-15 |
2019-01-02 |
14.979452487999998 |
12.907080000000002 |
¥-9.1万 |
-13.86% |
跌破0.618止损 |
| 13 |
2019-01-16 |
2019-01-28 |
13.944182 |
13.666319999999999 |
¥-1.1万 |
-2.02% |
跌破0.618止损 |
| 14 |
2019-02-19 |
2019-02-26 |
13.687775100999998 |
15.584400000000002 |
¥7.6万 |
+13.82% |
重回前高 |
| 15 |
2019-03-28 |
2019-05-24 |
14.418724319999997 |
14.26572 |
¥-6,747 |
-1.09% |
跌破0.618止损 |
| 16 |
2019-10-17 |
2019-11-13 |
13.137059935999998 |
14.83515 |
¥8.0万 |
+12.89% |
重回前高 |
| 17 |
2019-11-19 |
2019-11-20 |
13.777892127999996 |
15.51447 |
¥8.7万 |
+12.57% |
重回前高 |
| 18 |
2019-11-27 |
2019-12-17 |
14.138360235999997 |
15.87411 |
¥9.6万 |
+12.24% |
重回前高 |
| 19 |
2020-03-04 |
2020-03-19 |
22.0286066 |
19.41057 |
¥-10.4万 |
-11.91% |
跌破0.618止损 |
| 20 |
2020-05-15 |
2020-06-10 |
21.718203507 |
22.95702 |
¥4.4万 |
+5.67% |
重回前高 |
| 21 |
2020-07-17 |
2020-08-13 |
25.763456718999997 |
24.1758 |
¥-5.1万 |
-6.19% |
跌破0.618止损 |
| 22 |
2020-09-22 |
2020-09-29 |
27.265407169 |
26.68329 |
¥-1.6万 |
-2.16% |
跌破0.618止损 |
| 23 |
2020-10-13 |
2020-10-14 |
27.318193 |
26.633340000000004 |
¥-1.9万 |
-2.54% |
跌破0.618止损 |
| 24 |
2021-01-22 |
2021-02-05 |
22.569308761999995 |
21.0789 |
¥-4.8万 |
-6.63% |
跌破0.618止损 |
| 25 |
2021-02-19 |
2021-04-13 |
23.029906899999997 |
20.41956 |
¥-7.8万 |
-11.36% |
跌破0.618止损 |
| 26 |
2021-07-14 |
2021-07-26 |
19.014692696999997 |
17.042939999999998 |
¥-6.3万 |
-10.40% |
跌破0.618止损 |
| 27 |
2021-09-10 |
2021-09-28 |
18.544081556 |
17.132849999999998 |
¥-4.2万 |
-7.64% |
跌破0.618止损 |
| 28 |
2021-10-12 |
2022-01-24 |
18.52405555 |
20.86911 |
¥6.3万 |
+12.63% |
跌破0.618止损 |
| 29 |
2022-06-16 |
2022-07-18 |
15.480102637999996 |
14.04594 |
¥-5.3万 |
-9.29% |
跌破0.618止损 |
| 30 |
2022-07-19 |
2022-07-28 |
14.598958374 |
14.57 |
¥-1,170 |
-0.23% |
跌破0.618止损 |
| 31 |
2022-08-16 |
2022-08-30 |
14.959426481999996 |
14.4855 |
¥-1.7万 |
-3.20% |
跌破0.618止损 |
| 32 |
2022-11-08 |
2023-02-02 |
13.724116 |
17.2 |
¥12.6万 |
+25.29% |
重回前高 |
| 33 |
2023-05-24 |
2023-06-27 |
51.36670538999999 |
44.4555 |
¥-8.4万 |
-13.48% |
跌破0.618止损 |
| 34 |
2023-09-25 |
2023-10-16 |
36.34720088999999 |
34.12584 |
¥-3.3万 |
-6.14% |
跌破0.618止损 |
| 35 |
2023-11-07 |
2024-01-08 |
34.910470000000004 |
33.27669 |
¥-2.4万 |
-4.71% |
跌破0.618止损 |
| 36 |
2024-01-12 |
2024-01-18 |
35.145640529999994 |
32.4675 |
¥-3.7万 |
-7.65% |
跌破0.618止损 |
| 37 |
2024-01-29 |
2024-01-30 |
35.95669377299999 |
33.41655 |
¥-3.1万 |
-7.09% |
跌破0.618止损 |
| 38 |
2024-04-22 |
2024-05-17 |
35.26579656599999 |
36.45351 |
¥1.3万 |
+3.34% |
跌破0.618止损 |
| 39 |
2024-10-11 |
2024-12-30 |
37.261175 |
40.189769999999996 |
¥3.4万 |
+7.83% |
跌破0.618止损 |
| 40 |
2025-02-06 |
2025-02-28 |
42.35500268999999 |
39.61035 |
¥-2.9万 |
-6.51% |
跌破0.618止损 |
| 41 |
2025-05-29 |
2025-06-23 |
34.44473032 |
31.01 |
¥-4.3万 |
-10.00% |
跌破0.618止损 |
| 42 |
2025-06-26 |
2025-07-09 |
33.443430019999994 |
32.92704 |
¥-6,157 |
-1.57% |
跌破0.618止损 |
| 43 |
2025-07-18 |
2025-08-11 |
35.355913593 |
33.4665 |
¥-2.1万 |
-5.37% |
跌破0.618止损 |
| 44 |
2025-08-15 |
2025-08-25 |
35.54616065 |
44.36559 |
¥9.1万 |
+24.77% |
重回前高 |
| 45 |
2025-09-09 |
2025-10-20 |
40.602177000000005 |
41.398559999999996 |
¥8,780 |
+1.93% |
跌破0.618止损 |
| 46 |
2025-10-30 |
2025-11-12 |
44.758123409999996 |
41.0589 |
¥-3.9万 |
-8.29% |
跌破0.618止损 |
| 47 |
2026-01-06 |
2026-01-12 |
43.496485031999995 |
57.942 |
¥14.0万 |
+33.17% |
重回前高 |
| 48 |
2026-01-19 |
2026-03-16 |
55.79245271599999 |
49.95 |
¥-5.9万 |
-10.50% |
跌破0.618止损 |
| 49 |
2026-07-09 |
2026-07-20 |
47.561764249999996 |
41.948010000000004 |
¥-5.9万 |
-11.83% |
跌破0.618止损 |
| 50 |
2026-08-10 |
2026-08-14 |
44.858253439999984 |
42.44751 |
¥-2.4万 |
-5.40% |
跌破0.618止损 |
| 51 |
2026-08-18 |
2026-08-25 |
44.38764229899999 |
40.46949 |
¥-3.7万 |
-8.85% |
跌破0.618止损 |
| 52 |
2026-09-02 |
2026-09-28 |
45.05851349999999 |
42.07788 |
¥-2.5万 |
-6.64% |
跌破0.618止损 |
| 53 |
2026-11-11 |
2026-11-13 |
41.88439154899999 |
40.14 |
¥-1.5万 |
-4.19% |
强平 |
逐笔成交记录（共 106 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-18 |
黄金分割买点 |
买入 |
116.22610999999999 |
8400.0 |
¥97.7万 |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
89.18 |
8400.0 |
¥74.9万 |
止损触发 |
| 2015-10-13 |
黄金分割买点 |
买入 |
112.66254999999998 |
6700.0 |
¥75.5万 |
|
| 2015-11-10 |
重回前高 |
卖出 |
149.85 |
6700.0 |
¥1.00M |
|
| 2016-04-01 |
黄金分割买点 |
买入 |
34.844809999999995 |
28800.0 |
¥1.00M |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
28.971 |
28800.0 |
¥83.4万 |
止损触发 |
| 2016-07-25 |
黄金分割买点 |
买入 |
29.19917 |
29100.0 |
¥85.0万 |
|
| 2016-07-28 |
跌破0.618止损 |
卖出 |
27.65232 |
29100.0 |
¥80.4万 |
止损触发 |
| 2017-02-27 |
黄金分割买点 |
买入 |
22.80278 |
35100.0 |
¥80.1万 |
|
| 2017-04-18 |
跌破0.618止损 |
卖出 |
19.98 |
35100.0 |
¥70.1万 |
止损触发 |
| 2017-04-28 |
黄金分割买点 |
买入 |
21.321299999999997 |
33000.0 |
¥70.4万 |
|
| 2017-07-12 |
跌破0.618止损 |
卖出 |
20.829150000000002 |
33000.0 |
¥68.7万 |
止损触发 |
| 2017-10-26 |
黄金分割买点 |
买入 |
26.306279999999994 |
25900.0 |
¥68.2万 |
|
| 2017-10-27 |
跌破0.618止损 |
卖出 |
26.16381 |
25900.0 |
¥67.7万 |
止损触发 |
| 2018-02-02 |
黄金分割买点 |
买入 |
22.342319999999997 |
29500.0 |
¥65.9万 |
|
| 2018-02-05 |
跌破0.618止损 |
卖出 |
21.008969999999998 |
29500.0 |
¥62.0万 |
止损触发 |
| 2018-02-14 |
黄金分割买点 |
买入 |
22.7 |
28100.0 |
¥63.8万 |
|
| 2018-03-12 |
重回前高 |
卖出 |
27.652320000000003 |
28100.0 |
¥77.7万 |
|
| 2018-03-30 |
黄金分割买点 |
买入 |
25.3253 |
30900.0 |
¥78.3万 |
|
| 2018-04-09 |
跌破0.618止损 |
卖出 |
22.75722 |
30900.0 |
¥70.3万 |
止损触发 |
| 2018-07-30 |
黄金分割买点 |
买入 |
20.0 |
35000.0 |
¥70.0万 |
|
| 2018-07-31 |
跌破0.618止损 |
卖出 |
18.59139 |
35000.0 |
¥65.1万 |
止损触发 |
| 2018-11-15 |
黄金分割买点 |
买入 |
14.97496 |
43600.0 |
¥65.3万 |
|
| 2019-01-02 |
跌破0.618止损 |
卖出 |
12.907080000000002 |
43600.0 |
¥56.3万 |
止损触发 |
| 2019-01-16 |
黄金分割买点 |
买入 |
13.94 |
40400.0 |
¥56.3万 |
|
| 2019-01-28 |
跌破0.618止损 |
卖出 |
13.666319999999999 |
40400.0 |
¥55.2万 |
止损触发 |
| 2019-02-19 |
黄金分割买点 |
买入 |
13.68367 |
40300.0 |
¥55.2万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
15.584400000000002 |
40300.0 |
¥62.8万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
14.414399999999997 |
42900.0 |
¥61.9万 |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
14.26572 |
42900.0 |
¥61.2万 |
止损触发 |
| 2019-10-17 |
黄金分割买点 |
买入 |
13.133119999999998 |
47100.0 |
¥61.9万 |
|
| 2019-11-13 |
重回前高 |
卖出 |
14.83515 |
47100.0 |
¥69.9万 |
|
| 2019-11-19 |
黄金分割买点 |
买入 |
13.773759999999998 |
50500.0 |
¥69.6万 |
|
| 2019-11-20 |
重回前高 |
卖出 |
15.51447 |
50500.0 |
¥78.3万 |
|
| 2019-11-27 |
黄金分割买点 |
买入 |
14.134119999999998 |
55700.0 |
¥78.8万 |
|
| 2019-12-17 |
重回前高 |
卖出 |
15.87411 |
55700.0 |
¥88.4万 |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
22.022 |
39600.0 |
¥87.2万 |
|
| 2020-03-19 |
跌破0.618止损 |
卖出 |
19.41057 |
39600.0 |
¥76.8万 |
止损触发 |
| 2020-05-15 |
黄金分割买点 |
买入 |
21.711689999999997 |
35400.0 |
¥76.9万 |
|
| 2020-06-10 |
重回前高 |
卖出 |
22.95702 |
35400.0 |
¥81.2万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
25.755729999999996 |
31900.0 |
¥82.2万 |
|
| 2020-08-13 |
跌破0.618止损 |
卖出 |
24.1758 |
31900.0 |
¥77.1万 |
止损触发 |
| 2020-09-22 |
黄金分割买点 |
买入 |
27.257229999999996 |
27900.0 |
¥76.1万 |
|
| 2020-09-29 |
跌破0.618止损 |
卖出 |
26.68329 |
27900.0 |
¥74.4万 |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
27.31 |
27400.0 |
¥74.9万 |
|
| 2020-10-14 |
跌破0.618止损 |
卖出 |
26.633340000000004 |
27400.0 |
¥73.0万 |
止损触发 |
| 2021-01-22 |
黄金分割买点 |
买入 |
22.562539999999995 |
32200.0 |
¥72.7万 |
|
| 2021-02-05 |
跌破0.618止损 |
卖出 |
21.0789 |
32200.0 |
¥67.9万 |
止损触发 |
| 2021-02-19 |
黄金分割买点 |
买入 |
23.022999999999996 |
30000.0 |
¥69.1万 |
|
| 2021-04-13 |
跌破0.618止损 |
卖出 |
20.41956 |
30000.0 |
¥61.2万 |
止损触发 |
| 2021-07-14 |
黄金分割买点 |
买入 |
19.008989999999997 |
32100.0 |
¥61.0万 |
|
| 2021-07-26 |
跌破0.618止损 |
卖出 |
17.042939999999998 |
32100.0 |
¥54.7万 |
止损触发 |
| 2021-09-10 |
黄金分割买点 |
买入 |
18.538519999999995 |
29400.0 |
¥54.5万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
17.132849999999998 |
29400.0 |
¥50.4万 |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
18.5185 |
26900.0 |
¥49.8万 |
|
| 2022-01-24 |
跌破0.618止损 |
卖出 |
20.86911 |
26900.0 |
¥56.1万 |
止损触发 |
| 2022-06-16 |
黄金分割买点 |
买入 |
15.475459999999998 |
36800.0 |
¥57.0万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
14.04594 |
36800.0 |
¥51.7万 |
止损触发 |
| 2022-07-19 |
黄金分割买点 |
买入 |
14.594579999999999 |
35100.0 |
¥51.2万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
14.57 |
35100.0 |
¥51.1万 |
止损触发 |
| 2022-08-16 |
黄金分割买点 |
买入 |
14.954939999999997 |
34500.0 |
¥51.6万 |
|
| 2022-08-30 |
跌破0.618止损 |
卖出 |
14.4855 |
34500.0 |
¥50.0万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
13.72 |
36300.0 |
¥49.8万 |
|
| 2023-02-02 |
重回前高 |
卖出 |
17.2 |
36300.0 |
¥62.4万 |
|
| 2023-05-24 |
黄金分割买点 |
买入 |
51.3513 |
12100.0 |
¥62.2万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
44.4555 |
12100.0 |
¥53.8万 |
止损触发 |
| 2023-09-25 |
黄金分割买点 |
买入 |
36.336299999999994 |
14700.0 |
¥53.4万 |
|
| 2023-10-16 |
跌破0.618止损 |
卖出 |
34.12584 |
14700.0 |
¥50.1万 |
止损触发 |
| 2023-11-07 |
黄金分割买点 |
买入 |
34.9 |
14500.0 |
¥50.6万 |
|
| 2024-01-08 |
跌破0.618止损 |
卖出 |
33.27669 |
14500.0 |
¥48.2万 |
止损触发 |
| 2024-01-12 |
黄金分割买点 |
买入 |
35.135099999999994 |
13600.0 |
¥47.8万 |
|
| 2024-01-18 |
跌破0.618止损 |
卖出 |
32.4675 |
13600.0 |
¥44.1万 |
止损触发 |
| 2024-01-29 |
黄金分割买点 |
买入 |
35.94590999999999 |
12100.0 |
¥43.5万 |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
33.41655 |
12100.0 |
¥40.4万 |
止损触发 |
| 2024-04-22 |
黄金分割买点 |
买入 |
35.255219999999994 |
11200.0 |
¥39.5万 |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
36.45351 |
11200.0 |
¥40.8万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
37.25 |
11500.0 |
¥42.9万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
40.189769999999996 |
11500.0 |
¥46.2万 |
止损触发 |
| 2025-02-06 |
黄金分割买点 |
买入 |
42.342299999999994 |
10600.0 |
¥44.9万 |
|
| 2025-02-28 |
跌破0.618止损 |
卖出 |
39.61035 |
10600.0 |
¥42.0万 |
止损触发 |
| 2025-05-29 |
黄金分割买点 |
买入 |
34.4344 |
12400.0 |
¥42.7万 |
|
| 2025-06-23 |
跌破0.618止损 |
卖出 |
31.01 |
12400.0 |
¥38.4万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
33.43339999999999 |
11700.0 |
¥39.1万 |
|
| 2025-07-09 |
跌破0.618止损 |
卖出 |
32.92704 |
11700.0 |
¥38.5万 |
止损触发 |
| 2025-07-18 |
黄金分割买点 |
买入 |
35.34531 |
10800.0 |
¥38.2万 |
|
| 2025-08-11 |
跌破0.618止损 |
卖出 |
33.4665 |
10800.0 |
¥36.1万 |
止损触发 |
| 2025-08-15 |
黄金分割买点 |
买入 |
35.5355 |
10300.0 |
¥36.6万 |
|
| 2025-08-25 |
重回前高 |
卖出 |
44.36559 |
10300.0 |
¥45.7万 |
|
| 2025-09-09 |
黄金分割买点 |
买入 |
40.59 |
11200.0 |
¥45.5万 |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
41.398559999999996 |
11200.0 |
¥46.4万 |
止损触发 |
| 2025-10-30 |
黄金分割买点 |
买入 |
44.744699999999995 |
10400.0 |
¥46.5万 |
|
| 2025-11-12 |
跌破0.618止损 |
卖出 |
41.0589 |
10400.0 |
¥42.7万 |
止损触发 |
| 2026-01-06 |
黄金分割买点 |
买入 |
43.483439999999995 |
9700.0 |
¥42.2万 |
|
| 2026-01-12 |
重回前高 |
卖出 |
57.942 |
9700.0 |
¥56.2万 |
|
| 2026-01-19 |
黄金分割买点 |
买入 |
55.775719999999986 |
10100.0 |
¥56.4万 |
|
| 2026-03-16 |
跌破0.618止损 |
卖出 |
49.95 |
10100.0 |
¥50.4万 |
止损触发 |
| 2026-07-09 |
黄金分割买点 |
买入 |
47.54749999999999 |
10500.0 |
¥49.9万 |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
41.948010000000004 |
10500.0 |
¥44.0万 |
止损触发 |
| 2026-08-10 |
黄金分割买点 |
买入 |
44.84479999999999 |
9900.0 |
¥44.4万 |
|
| 2026-08-14 |
跌破0.618止损 |
卖出 |
42.44751 |
9900.0 |
¥42.0万 |
止损触发 |
| 2026-08-18 |
黄金分割买点 |
买入 |
44.37432999999999 |
9400.0 |
¥41.7万 |
|
| 2026-08-25 |
跌破0.618止损 |
卖出 |
40.46949 |
9400.0 |
¥38.0万 |
止损触发 |
| 2026-09-02 |
黄金分割买点 |
买入 |
45.044999999999995 |
8400.0 |
¥37.8万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
42.07788 |
8400.0 |
¥35.3万 |
止损触发 |
| 2026-11-11 |
黄金分割买点 |
买入 |
41.871829999999996 |
8600.0 |
¥36.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
40.14 |
8600 |
¥34.5万 |
回测结束强平 |