300433 蓝思科技 — 斐波那契回调 回测明细
数据区间: 2015-03-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥30.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -69.63%）
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 42 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 |
2015-06-25 |
2015-06-30 |
102.73341077999999 |
80.82909 |
¥-21.1万 |
-21.35% |
跌破0.618止损 |
| 2 |
2015-10-27 |
2015-11-12 |
78.211566433 |
95.96394000000001 |
¥17.4万 |
+22.66% |
重回前高 |
| 3 |
2015-12-10 |
2016-01-05 |
81.08529829400001 |
71.80812 |
¥-11.0万 |
-11.47% |
跌破0.618止损 |
| 4 |
2016-05-16 |
2016-06-02 |
70.101034003 |
92.907 |
¥27.3万 |
+32.49% |
重回前高 |
| 5 |
2016-06-15 |
2016-06-22 |
82.07658559099998 |
27.85212 |
¥-73.2万 |
-66.08% |
跌破0.618止损 |
| 6 |
2016-12-02 |
2016-12-13 |
26.554483956 |
25.234740000000002 |
¥-2.0万 |
-5.00% |
跌破0.618止损 |
| 7 |
2016-12-27 |
2017-01-10 |
27.075160111999995 |
25.114860000000004 |
¥-2.7万 |
-7.27% |
跌破0.618止损 |
| 8 |
2017-01-24 |
2017-03-07 |
25.753443715999996 |
31.31865 |
¥7.4万 |
+21.57% |
重回前高 |
| 9 |
2017-05-12 |
2017-06-06 |
33.713781100999995 |
29.75022 |
¥-4.9万 |
-11.78% |
跌破0.618止损 |
| 10 |
2017-08-18 |
2017-09-18 |
31.661115486 |
29.48 |
¥-2.5万 |
-6.92% |
跌破0.618止损 |
| 11 |
2017-10-18 |
2017-11-10 |
30.689854194999995 |
35.964 |
¥5.9万 |
+17.15% |
重回前高 |
| 12 |
2017-12-01 |
2017-12-15 |
34.44473032 |
31.77819 |
¥-3.2万 |
-7.77% |
跌破0.618止损 |
| 13 |
2018-03-13 |
2018-03-26 |
30.008999999999997 |
23.216759999999997 |
¥-8.4万 |
-22.66% |
跌破0.618止损 |
| 14 |
2018-06-11 |
2018-06-19 |
24.281532274999996 |
21.448529999999998 |
¥-3.3万 |
-11.69% |
跌破0.618止损 |
| 15 |
2019-02-14 |
2019-02-26 |
7.389596214 |
9.01098 |
¥5.6万 |
+21.90% |
重回前高 |
| 16 |
2019-03-28 |
2019-05-08 |
8.280753481 |
6.763229999999999 |
¥-5.7万 |
-18.35% |
跌破0.618止损 |
| 17 |
2019-07-29 |
2019-08-02 |
7.40962222 |
7.47252 |
¥2,087 |
+0.82% |
重回前高 |
| 18 |
2019-11-27 |
2020-01-06 |
12.245902669 |
15.0849 |
¥5.9万 |
+23.15% |
重回前高 |
| 19 |
2020-03-12 |
2020-03-17 |
17.923275369999995 |
16.00398 |
¥-3.3万 |
-10.74% |
跌破0.618止损 |
| 20 |
2020-05-13 |
2020-05-19 |
18.423925519999994 |
17.102880000000003 |
¥-2.0万 |
-7.20% |
跌破0.618止损 |
| 21 |
2020-09-11 |
2020-09-28 |
31.961505575999997 |
32.08788 |
¥957 |
+0.37% |
跌破0.618止损 |
| 22 |
2020-10-15 |
2020-11-13 |
35.135627527000004 |
32.75721 |
¥-1.8万 |
-6.80% |
跌破0.618止损 |
| 23 |
2021-01-06 |
2021-01-13 |
34.504808338 |
38.1 |
¥2.5万 |
+10.39% |
重回前高 |
| 24 |
2021-01-25 |
2021-01-29 |
35.385952601999996 |
33.6663 |
¥-1.3万 |
-4.89% |
跌破0.618止损 |
| 25 |
2021-05-26 |
2021-07-14 |
29.108729999999998 |
27.03294 |
¥-1.9万 |
-7.16% |
跌破0.618止损 |
| 26 |
2021-11-12 |
2021-12-01 |
22.709490803999998 |
20.979 |
¥-1.8万 |
-7.65% |
跌破0.618止损 |
| 27 |
2021-12-09 |
2022-01-12 |
22.12873663 |
20.88909 |
¥-1.2万 |
-5.63% |
跌破0.618止损 |
| 28 |
2022-06-21 |
2022-08-30 |
10.874121258 |
10.989 |
¥2,142 |
+1.03% |
跌破0.618止损 |
| 29 |
2022-11-29 |
2023-01-31 |
10.173211047999999 |
13.376610000000001 |
¥6.7万 |
+31.45% |
重回前高 |
| 30 |
2023-03-08 |
2023-04-26 |
12.426136722999999 |
11.2 |
¥-2.7万 |
-9.89% |
跌破0.618止损 |
| 31 |
2023-09-15 |
2023-10-11 |
11.985564590999997 |
12.947040000000001 |
¥2.0万 |
+7.99% |
重回前高 |
| 32 |
2023-10-24 |
2023-12-06 |
12.496227743999999 |
12.46752 |
¥-704 |
-0.26% |
跌破0.618止损 |
| 33 |
2024-02-23 |
2024-03-12 |
11.785304530999998 |
13.226760000000002 |
¥3.3万 |
+12.20% |
重回前高 |
| 34 |
2024-07-25 |
2024-08-06 |
17.242391165999994 |
16.83315 |
¥-7,126 |
-2.40% |
跌破0.618止损 |
| 35 |
2024-10-14 |
2025-01-03 |
20.106110023999996 |
20.99898 |
¥1.3万 |
+4.41% |
跌破0.618止损 |
| 36 |
2025-01-10 |
2025-01-15 |
22.12873663 |
25.7742 |
¥5.1万 |
+16.44% |
重回前高 |
| 37 |
2025-01-16 |
2025-04-02 |
23.390375007999992 |
24.7752 |
¥2.1万 |
+5.89% |
跌破0.618止损 |
| 38 |
2025-06-17 |
2025-08-19 |
21.658125489 |
25.6743 |
¥7.0万 |
+18.51% |
重回前高 |
| 39 |
2025-10-15 |
2025-11-17 |
29.318072783999995 |
27.63234 |
¥-2.6万 |
-5.78% |
跌破0.618止损 |
| 40 |
2025-12-12 |
2025-12-16 |
30.299347077999997 |
28.851119999999995 |
¥-2.0万 |
-4.81% |
跌破0.618止损 |
| 41 |
2026-02-02 |
2026-03-04 |
36.066836806 |
32.03793 |
¥-4.5万 |
-11.20% |
跌破0.618止损 |
| 42 |
2026-07-13 |
2026-07-20 |
42.90571785499999 |
35.90406 |
¥-5.8万 |
-16.34% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-25 |
黄金分割买点 |
买入 |
102.70259999999999 |
9600.0 |
¥98.6万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
80.82909 |
9600.0 |
¥77.6万 |
止损触发 |
| 2015-10-27 |
黄金分割买点 |
买入 |
78.18811 |
9800.0 |
¥76.6万 |
|
| 2015-11-12 |
重回前高 |
卖出 |
95.96394000000001 |
9800.0 |
¥94.0万 |
|
| 2015-12-10 |
黄金分割买点 |
买入 |
81.06098 |
11800.0 |
¥95.7万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
71.80812 |
11800.0 |
¥84.7万 |
止损触发 |
| 2016-05-16 |
黄金分割买点 |
买入 |
70.08001 |
12000.0 |
¥84.1万 |
|
| 2016-06-02 |
重回前高 |
卖出 |
92.907 |
12000.0 |
¥1.11M |
|
| 2016-06-15 |
黄金分割买点 |
买入 |
82.05196999999998 |
13500.0 |
¥1.11M |
|
| 2016-06-22 |
跌破0.618止损 |
卖出 |
27.85212 |
13500.0 |
¥37.6万 |
止损触发 |
| 2016-12-02 |
黄金分割买点 |
买入 |
26.546519999999997 |
14700.0 |
¥39.0万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
25.234740000000002 |
14700.0 |
¥37.1万 |
止损触发 |
| 2016-12-27 |
黄金分割买点 |
买入 |
27.067039999999995 |
13800.0 |
¥37.4万 |
|
| 2017-01-10 |
跌破0.618止损 |
卖出 |
25.114860000000004 |
13800.0 |
¥34.6万 |
止损触发 |
| 2017-01-24 |
黄金分割买点 |
买入 |
25.745719999999995 |
13400.0 |
¥34.5万 |
|
| 2017-03-07 |
重回前高 |
卖出 |
31.31865 |
13400.0 |
¥42.0万 |
|
| 2017-05-12 |
黄金分割买点 |
买入 |
33.703669999999995 |
12400.0 |
¥41.8万 |
|
| 2017-06-06 |
跌破0.618止损 |
卖出 |
29.75022 |
12400.0 |
¥36.9万 |
止损触发 |
| 2017-08-18 |
黄金分割买点 |
买入 |
31.651619999999998 |
11600.0 |
¥36.7万 |
|
| 2017-09-18 |
跌破0.618止损 |
卖出 |
29.48 |
11600.0 |
¥34.2万 |
止损触发 |
| 2017-10-18 |
黄金分割买点 |
买入 |
30.680649999999996 |
11200.0 |
¥34.4万 |
|
| 2017-11-10 |
重回前高 |
卖出 |
35.964 |
11200.0 |
¥40.3万 |
|
| 2017-12-01 |
黄金分割买点 |
买入 |
34.4344 |
11800.0 |
¥40.6万 |
|
| 2017-12-15 |
跌破0.618止损 |
卖出 |
31.77819 |
11800.0 |
¥37.5万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
30.0 |
12400.0 |
¥37.2万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
23.216759999999997 |
12400.0 |
¥28.8万 |
止损触发 |
| 2018-06-11 |
黄金分割买点 |
买入 |
24.27425 |
11700.0 |
¥28.4万 |
|
| 2018-06-19 |
跌破0.618止损 |
卖出 |
21.448529999999998 |
11700.0 |
¥25.1万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
7.387379999999999 |
34500.0 |
¥25.5万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
9.01098 |
34500.0 |
¥31.1万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
8.27827 |
37600.0 |
¥31.1万 |
|
| 2019-05-08 |
跌破0.618止损 |
卖出 |
6.763229999999999 |
37600.0 |
¥25.4万 |
止损触发 |
| 2019-07-29 |
黄金分割买点 |
买入 |
7.4074 |
34400.0 |
¥25.5万 |
|
| 2019-08-02 |
重回前高 |
卖出 |
7.47252 |
34400.0 |
¥25.7万 |
|
| 2019-11-27 |
黄金分割买点 |
买入 |
12.24223 |
20800.0 |
¥25.5万 |
|
| 2020-01-06 |
重回前高 |
卖出 |
15.0849 |
20800.0 |
¥31.4万 |
|
| 2020-03-12 |
黄金分割买点 |
买入 |
17.917899999999996 |
17200.0 |
¥30.8万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
16.00398 |
17200.0 |
¥27.5万 |
止损触发 |
| 2020-05-13 |
黄金分割买点 |
买入 |
18.418399999999995 |
15100.0 |
¥27.8万 |
|
| 2020-05-19 |
跌破0.618止损 |
卖出 |
17.102880000000003 |
15100.0 |
¥25.8万 |
止损触发 |
| 2020-09-11 |
黄金分割买点 |
买入 |
31.951919999999998 |
8200.0 |
¥26.2万 |
|
| 2020-09-28 |
跌破0.618止损 |
卖出 |
32.08788 |
8200.0 |
¥26.3万 |
止损触发 |
| 2020-10-15 |
黄金分割买点 |
买入 |
35.12509 |
7500.0 |
¥26.4万 |
|
| 2020-11-13 |
跌破0.618止损 |
卖出 |
32.75721 |
7500.0 |
¥24.6万 |
止损触发 |
| 2021-01-06 |
黄金分割买点 |
买入 |
34.49446 |
7100.0 |
¥24.5万 |
|
| 2021-01-13 |
重回前高 |
卖出 |
38.1 |
7100.0 |
¥27.0万 |
|
| 2021-01-25 |
黄金分割买点 |
买入 |
35.37534 |
7400.0 |
¥26.2万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
33.6663 |
7400.0 |
¥24.9万 |
止损触发 |
| 2021-05-26 |
黄金分割买点 |
买入 |
29.1 |
8900.0 |
¥25.9万 |
|
| 2021-07-14 |
跌破0.618止损 |
卖出 |
27.03294 |
8900.0 |
¥24.1万 |
止损触发 |
| 2021-11-12 |
黄金分割买点 |
买入 |
22.702679999999997 |
10400.0 |
¥23.6万 |
|
| 2021-12-01 |
跌破0.618止损 |
卖出 |
20.979 |
10400.0 |
¥21.8万 |
止损触发 |
| 2021-12-09 |
黄金分割买点 |
买入 |
22.1221 |
10000.0 |
¥22.1万 |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
20.88909 |
10000.0 |
¥20.9万 |
止损触发 |
| 2022-06-21 |
黄金分割买点 |
买入 |
10.870859999999999 |
19200.0 |
¥20.9万 |
|
| 2022-08-30 |
跌破0.618止损 |
卖出 |
10.989 |
19200.0 |
¥21.1万 |
止损触发 |
| 2022-11-29 |
黄金分割买点 |
买入 |
10.17016 |
20800.0 |
¥21.2万 |
|
| 2023-01-31 |
重回前高 |
卖出 |
13.376610000000001 |
20800.0 |
¥27.8万 |
|
| 2023-03-08 |
黄金分割买点 |
买入 |
12.422409999999998 |
22300.0 |
¥27.7万 |
|
| 2023-04-26 |
跌破0.618止损 |
卖出 |
11.2 |
22300.0 |
¥25.0万 |
止损触发 |
| 2023-09-15 |
黄金分割买点 |
买入 |
11.981969999999999 |
21000.0 |
¥25.2万 |
|
| 2023-10-11 |
重回前高 |
卖出 |
12.947040000000001 |
21000.0 |
¥27.2万 |
|
| 2023-10-24 |
黄金分割买点 |
买入 |
12.49248 |
21700.0 |
¥27.1万 |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
12.46752 |
21700.0 |
¥27.0万 |
止损触发 |
| 2024-02-23 |
黄金分割买点 |
买入 |
11.781769999999998 |
23000.0 |
¥27.1万 |
|
| 2024-03-12 |
重回前高 |
卖出 |
13.226760000000002 |
23000.0 |
¥30.4万 |
|
| 2024-07-25 |
黄金分割买点 |
买入 |
17.237219999999997 |
17200.0 |
¥29.7万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
16.83315 |
17200.0 |
¥28.9万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
20.100079999999995 |
14700.0 |
¥29.6万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
20.99898 |
14700.0 |
¥30.9万 |
止损触发 |
| 2025-01-10 |
黄金分割买点 |
买入 |
22.1221 |
13900.0 |
¥30.8万 |
|
| 2025-01-15 |
重回前高 |
卖出 |
25.7742 |
13900.0 |
¥35.8万 |
|
| 2025-01-16 |
黄金分割买点 |
买入 |
23.383359999999996 |
15100.0 |
¥35.3万 |
|
| 2025-04-02 |
跌破0.618止损 |
卖出 |
24.7752 |
15100.0 |
¥37.4万 |
止损触发 |
| 2025-06-17 |
黄金分割买点 |
买入 |
21.651629999999997 |
17500.0 |
¥37.9万 |
|
| 2025-08-19 |
重回前高 |
卖出 |
25.6743 |
17500.0 |
¥44.9万 |
|
| 2025-10-15 |
黄金分割买点 |
买入 |
29.309279999999998 |
15300.0 |
¥44.9万 |
|
| 2025-11-17 |
跌破0.618止损 |
卖出 |
27.63234 |
15300.0 |
¥42.3万 |
止损触发 |
| 2025-12-12 |
黄金分割买点 |
买入 |
30.29026 |
13800.0 |
¥41.8万 |
|
| 2025-12-16 |
跌破0.618止损 |
卖出 |
28.851119999999995 |
13800.0 |
¥39.8万 |
止损触发 |
| 2026-02-02 |
黄金分割买点 |
买入 |
36.05602 |
11100.0 |
¥40.0万 |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
32.03793 |
11100.0 |
¥35.6万 |
止损触发 |
| 2026-07-13 |
黄金分割买点 |
买入 |
42.892849999999996 |
8200.0 |
¥35.2万 |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
35.90406 |
8200.0 |
¥29.4万 |
止损触发 |