300442 润泽科技 — 斐波那契回调 回测明细
数据区间: 2015-04-24 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥4.75M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +374.60%）
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 49 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 |
2015-10-30 |
2015-11-09 |
48.53302554099999 |
69.93 |
¥44.0万 |
+44.04% |
重回前高 |
| 2 |
2015-12-14 |
2016-01-05 |
63.362282984 |
53.95599 |
¥-21.0万 |
-14.87% |
跌破0.618止损 |
| 3 |
2016-04-13 |
2016-04-21 |
46.38022989599999 |
42.277680000000004 |
¥-10.9万 |
-8.87% |
跌破0.618止损 |
| 4 |
2016-06-08 |
2016-06-14 |
43.312990000000006 |
38.541419999999995 |
¥-12.3万 |
-11.04% |
跌破0.618止损 |
| 5 |
2016-06-21 |
2016-07-06 |
43.26618596299999 |
47.31 |
¥9.2万 |
+9.31% |
重回前高 |
| 6 |
2016-07-18 |
2016-08-01 |
47.96438500000001 |
44.13582 |
¥-8.6万 |
-8.01% |
跌破0.618止损 |
| 7 |
2016-11-28 |
2016-12-05 |
49.664895 |
46.23372 |
¥-6.9万 |
-6.94% |
跌破0.618止损 |
| 8 |
2017-03-07 |
2017-03-30 |
42.575288756 |
39.860099999999996 |
¥-5.9万 |
-6.41% |
跌破0.618止损 |
| 9 |
2017-09-11 |
2017-10-19 |
27.055134105999997 |
25.35462 |
¥-5.5万 |
-6.31% |
跌破0.618止损 |
| 10 |
2018-03-13 |
2018-03-16 |
19.52535585 |
18.631349999999998 |
¥-3.8万 |
-4.61% |
跌破0.618止损 |
| 11 |
2018-03-30 |
2018-04-23 |
19.785693928 |
18.431549999999998 |
¥-5.4万 |
-6.87% |
跌破0.618止损 |
| 12 |
2018-04-25 |
2018-05-03 |
19.034718703 |
18.30168 |
¥-2.8万 |
-3.88% |
跌破0.618止损 |
| 13 |
2018-05-04 |
2018-05-23 |
18.82444564 |
20.98899 |
¥8.0万 |
+11.47% |
重回前高 |
| 14 |
2018-05-30 |
2018-05-31 |
19.234978763 |
18.22176 |
¥-4.1万 |
-5.30% |
跌破0.618止损 |
| 15 |
2018-11-13 |
2018-12-17 |
14.108321226999998 |
13.15683 |
¥-5.0万 |
-6.77% |
跌破0.618止损 |
| 16 |
2019-02-22 |
2019-03-06 |
13.357346001999998 |
14.735249999999999 |
¥7.1万 |
+10.28% |
重回前高 |
| 17 |
2019-04-26 |
2019-05-07 |
14.448763328999998 |
12.81717 |
¥-8.6万 |
-11.32% |
跌破0.618止损 |
| 18 |
2019-06-26 |
2019-07-09 |
14.949413478999999 |
13.93605 |
¥-4.5万 |
-6.81% |
跌破0.618止损 |
| 19 |
2019-07-16 |
2019-07-19 |
14.749153418999999 |
14.08 |
¥-2.9万 |
-4.57% |
跌破0.618止损 |
| 20 |
2019-09-12 |
2019-09-23 |
15.119634529999999 |
15.274709999999999 |
¥5,990 |
+1.00% |
重回前高 |
| 21 |
2019-10-28 |
2019-11-01 |
15.500128643999997 |
14.485499999999998 |
¥-4.0万 |
-6.57% |
跌破0.618止损 |
| 22 |
2020-01-06 |
2020-01-21 |
15.369959604999996 |
16.0839 |
¥2.6万 |
+4.61% |
重回前高 |
| 23 |
2020-02-14 |
2020-04-01 |
17.342521196 |
16.293689999999998 |
¥-3.6万 |
-6.08% |
跌破0.618止损 |
| 24 |
2020-06-04 |
2020-07-06 |
16.861897052 |
20.969009999999997 |
¥13.5万 |
+24.32% |
重回前高 |
| 25 |
2020-10-28 |
2020-11-13 |
26.784783024999996 |
38.42 |
¥30.0万 |
+43.40% |
重回前高 |
| 26 |
2020-11-30 |
2021-01-12 |
36.627564973999995 |
32.996970000000005 |
¥-9.8万 |
-9.94% |
跌破0.618止损 |
| 27 |
2021-02-22 |
2021-02-23 |
38.540048547000005 |
43.5 |
¥11.5万 |
+12.84% |
重回前高 |
| 28 |
2021-04-23 |
2021-05-12 |
45.919631758 |
43.96599 |
¥-4.2万 |
-4.28% |
跌破0.618止损 |
| 29 |
2021-06-28 |
2021-07-12 |
52.76852580999999 |
46.4535 |
¥-11.6万 |
-11.99% |
跌破0.618止损 |
| 30 |
2021-11-25 |
2021-12-24 |
41.13341632399999 |
41.398559999999996 |
¥5,054 |
+0.61% |
跌破0.618止损 |
| 31 |
2022-01-04 |
2022-01-26 |
42.915730857999996 |
41.74821 |
¥-2.3万 |
-2.75% |
跌破0.618止损 |
| 32 |
2022-02-24 |
2022-02-25 |
47.061114100000005 |
44.1558 |
¥-5.1万 |
-6.20% |
跌破0.618止损 |
| 33 |
2022-04-25 |
2022-05-05 |
47.11117911499999 |
39.6603 |
¥-12.3万 |
-15.84% |
跌破0.618止损 |
| 34 |
2022-05-30 |
2022-08-04 |
44.718071397999985 |
45.93402 |
¥1.8万 |
+2.69% |
跌破0.618止损 |
| 35 |
2022-10-21 |
2022-12-14 |
45.05851349999999 |
42.976980000000005 |
¥-3.1万 |
-4.65% |
跌破0.618止损 |
| 36 |
2023-01-17 |
2023-02-07 |
45.85955373999999 |
51.948 |
¥8.5万 |
+13.24% |
重回前高 |
| 37 |
2023-11-10 |
2023-11-21 |
25.117532999999998 |
27.4725 |
¥6.8万 |
+9.34% |
重回前高 |
| 38 |
2023-12-25 |
2024-01-09 |
24.541870353 |
23.056919999999998 |
¥-4.8万 |
-6.08% |
跌破0.618止损 |
| 39 |
2024-02-21 |
2024-03-25 |
21.898437560999998 |
34.8651 |
¥43.3万 |
+59.16% |
重回前高 |
| 40 |
2024-04-03 |
2024-05-23 |
28.13653843 |
27.6723 |
¥-2.0万 |
-1.68% |
跌破0.618止损 |
| 41 |
2024-09-24 |
2024-09-25 |
22.839659842999993 |
24.95 |
¥10.7万 |
+9.21% |
重回前高 |
| 42 |
2024-10-14 |
2024-12-20 |
30.039009 |
55.8441 |
¥1.09M |
+85.85% |
重回前高 |
| 43 |
2025-01-07 |
2025-02-24 |
47.191283139 |
69.75017999999999 |
¥1.12M |
+47.76% |
重回前高 |
| 44 |
2025-07-07 |
2025-07-11 |
49.06371469999999 |
46.53342 |
¥-18.0万 |
-5.19% |
跌破0.618止损 |
| 45 |
2025-07-23 |
2025-09-05 |
49.504286832 |
49.95 |
¥2.9万 |
+0.87% |
跌破0.618止损 |
| 46 |
2025-09-08 |
2025-09-22 |
53.589592055999994 |
52.45749 |
¥-7.1万 |
-2.14% |
跌破0.618止损 |
| 47 |
2025-09-26 |
2025-10-13 |
55.29180256599999 |
47.4525 |
¥-45.6万 |
-14.20% |
跌破0.618止损 |
| 48 |
2025-12-17 |
2026-01-13 |
51.376718393 |
83.21670000000002 |
¥1.72M |
+61.92% |
重回前高 |
| 49 |
2026-03-16 |
2026-05-27 |
83.65864006499997 |
87.72219 |
¥21.8万 |
+4.83% |
跌破0.618止损 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-30 |
黄金分割买点 |
买入 |
48.51846999999999 |
20600.0 |
¥100.0万 |
|
| 2015-11-09 |
重回前高 |
卖出 |
69.93 |
20600.0 |
¥1.44M |
|
| 2015-12-14 |
黄金分割买点 |
买入 |
63.34327999999999 |
22300.0 |
¥1.41M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
53.95599 |
22300.0 |
¥1.20M |
止损触发 |
| 2016-04-13 |
黄金分割买点 |
买入 |
46.366319999999995 |
26400.0 |
¥1.22M |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
42.277680000000004 |
26400.0 |
¥1.12M |
止损触发 |
| 2016-06-08 |
黄金分割买点 |
买入 |
43.3 |
25700.0 |
¥1.11M |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
38.541419999999995 |
25700.0 |
¥99.0万 |
止损触发 |
| 2016-06-21 |
黄金分割买点 |
买入 |
43.253209999999996 |
22900.0 |
¥99.1万 |
|
| 2016-07-06 |
重回前高 |
卖出 |
47.31 |
22900.0 |
¥1.08M |
|
| 2016-07-18 |
黄金分割买点 |
买入 |
47.95 |
22500.0 |
¥1.08M |
|
| 2016-08-01 |
跌破0.618止损 |
卖出 |
44.13582 |
22500.0 |
¥99.3万 |
止损触发 |
| 2016-11-28 |
黄金分割买点 |
买入 |
49.65 |
20100.0 |
¥99.8万 |
|
| 2016-12-05 |
跌破0.618止损 |
卖出 |
46.23372 |
20100.0 |
¥92.9万 |
止损触发 |
| 2017-03-07 |
黄金分割买点 |
买入 |
42.56252 |
21700.0 |
¥92.4万 |
|
| 2017-03-30 |
跌破0.618止损 |
卖出 |
39.860099999999996 |
21700.0 |
¥86.5万 |
止损触发 |
| 2017-09-11 |
黄金分割买点 |
买入 |
27.047019999999996 |
32000.0 |
¥86.6万 |
|
| 2017-10-19 |
跌破0.618止损 |
卖出 |
25.35462 |
32000.0 |
¥81.1万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
19.519499999999997 |
41900.0 |
¥81.8万 |
|
| 2018-03-16 |
跌破0.618止损 |
卖出 |
18.631349999999998 |
41900.0 |
¥78.0万 |
止损触发 |
| 2018-03-30 |
黄金分割买点 |
买入 |
19.77976 |
39500.0 |
¥78.2万 |
|
| 2018-04-23 |
跌破0.618止损 |
卖出 |
18.431549999999998 |
39500.0 |
¥72.8万 |
止损触发 |
| 2018-04-25 |
黄金分割买点 |
买入 |
19.02901 |
38000.0 |
¥72.3万 |
|
| 2018-05-03 |
跌破0.618止损 |
卖出 |
18.30168 |
38000.0 |
¥69.5万 |
止损触发 |
| 2018-05-04 |
黄金分割买点 |
买入 |
18.8188 |
37000.0 |
¥69.7万 |
|
| 2018-05-23 |
重回前高 |
卖出 |
20.98899 |
37000.0 |
¥77.6万 |
|
| 2018-05-30 |
黄金分割买点 |
买入 |
19.22921 |
39800.0 |
¥76.6万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
18.22176 |
39800.0 |
¥72.5万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
14.10409 |
52100.0 |
¥73.5万 |
|
| 2018-12-17 |
跌破0.618止损 |
卖出 |
13.15683 |
52100.0 |
¥68.5万 |
止损触发 |
| 2019-02-22 |
黄金分割买点 |
买入 |
13.353339999999998 |
51400.0 |
¥68.7万 |
|
| 2019-03-06 |
重回前高 |
卖出 |
14.735249999999999 |
51400.0 |
¥75.7万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
14.444429999999999 |
52700.0 |
¥76.1万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
12.81717 |
52700.0 |
¥67.5万 |
止损触发 |
| 2019-06-26 |
黄金分割买点 |
买入 |
14.944929999999998 |
44500.0 |
¥66.5万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
13.93605 |
44500.0 |
¥62.0万 |
止损触发 |
| 2019-07-16 |
黄金分割买点 |
买入 |
14.744729999999997 |
42700.0 |
¥63.0万 |
|
| 2019-07-19 |
跌破0.618止损 |
卖出 |
14.08 |
42700.0 |
¥60.1万 |
止损触发 |
| 2019-09-12 |
黄金分割买点 |
买入 |
15.1151 |
39800.0 |
¥60.2万 |
|
| 2019-09-23 |
重回前高 |
卖出 |
15.274709999999999 |
39800.0 |
¥60.8万 |
|
| 2019-10-28 |
黄金分割买点 |
买入 |
15.495479999999997 |
38900.0 |
¥60.3万 |
|
| 2019-11-01 |
跌破0.618止损 |
卖出 |
14.485499999999998 |
38900.0 |
¥56.3万 |
止损触发 |
| 2020-01-06 |
黄金分割买点 |
买入 |
15.365349999999998 |
36600.0 |
¥56.3万 |
|
| 2020-01-21 |
重回前高 |
卖出 |
16.0839 |
36600.0 |
¥58.8万 |
|
| 2020-02-14 |
黄金分割买点 |
买入 |
17.33732 |
34100.0 |
¥59.1万 |
|
| 2020-04-01 |
跌破0.618止损 |
卖出 |
16.293689999999998 |
34100.0 |
¥55.5万 |
止损触发 |
| 2020-06-04 |
黄金分割买点 |
买入 |
16.85684 |
33000.0 |
¥55.6万 |
|
| 2020-07-06 |
重回前高 |
卖出 |
20.969009999999997 |
33000.0 |
¥69.2万 |
|
| 2020-10-28 |
黄金分割买点 |
买入 |
26.776749999999996 |
25800.0 |
¥69.1万 |
|
| 2020-11-13 |
重回前高 |
卖出 |
38.42 |
25800.0 |
¥99.1万 |
|
| 2020-11-30 |
黄金分割买点 |
买入 |
36.61657999999999 |
26900.0 |
¥98.5万 |
|
| 2021-01-12 |
跌破0.618止损 |
卖出 |
32.996970000000005 |
26900.0 |
¥88.7万 |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
38.52849 |
23200.0 |
¥89.4万 |
|
| 2021-02-23 |
重回前高 |
卖出 |
43.5 |
23200.0 |
¥1.01M |
|
| 2021-04-23 |
黄金分割买点 |
买入 |
45.90586 |
21400.0 |
¥98.3万 |
|
| 2021-05-12 |
跌破0.618止损 |
卖出 |
43.96599 |
21400.0 |
¥94.1万 |
止损触发 |
| 2021-06-28 |
黄金分割买点 |
买入 |
52.7527 |
18300.0 |
¥96.6万 |
|
| 2021-07-12 |
跌破0.618止损 |
卖出 |
46.4535 |
18300.0 |
¥85.0万 |
止损触发 |
| 2021-11-25 |
黄金分割买点 |
买入 |
41.12107999999999 |
20000.0 |
¥82.3万 |
|
| 2021-12-24 |
跌破0.618止损 |
卖出 |
41.398559999999996 |
20000.0 |
¥82.8万 |
止损触发 |
| 2022-01-04 |
黄金分割买点 |
买入 |
42.90286 |
19900.0 |
¥85.4万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
41.74821 |
19900.0 |
¥83.1万 |
止损触发 |
| 2022-02-24 |
黄金分割买点 |
买入 |
47.047 |
17500.0 |
¥82.4万 |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
44.1558 |
17500.0 |
¥77.2万 |
止损触发 |
| 2022-04-25 |
黄金分割买点 |
买入 |
47.09704999999999 |
16500.0 |
¥77.7万 |
|
| 2022-05-05 |
跌破0.618止损 |
卖出 |
39.6603 |
16500.0 |
¥65.4万 |
止损触发 |
| 2022-05-30 |
黄金分割买点 |
买入 |
44.70465999999999 |
14600.0 |
¥65.3万 |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
45.93402 |
14600.0 |
¥67.0万 |
止损触发 |
| 2022-10-21 |
黄金分割买点 |
买入 |
45.044999999999995 |
14700.0 |
¥66.2万 |
|
| 2022-12-14 |
跌破0.618止损 |
卖出 |
42.976980000000005 |
14700.0 |
¥63.2万 |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
45.84579999999999 |
14000.0 |
¥64.2万 |
|
| 2023-02-07 |
重回前高 |
卖出 |
51.948 |
14000.0 |
¥72.7万 |
|
| 2023-11-10 |
黄金分割买点 |
买入 |
25.11 |
28900.0 |
¥72.6万 |
|
| 2023-11-21 |
重回前高 |
卖出 |
27.4725 |
28900.0 |
¥79.4万 |
|
| 2023-12-25 |
黄金分割买点 |
买入 |
24.534509999999997 |
32400.0 |
¥79.5万 |
|
| 2024-01-09 |
跌破0.618止损 |
卖出 |
23.056919999999998 |
32400.0 |
¥74.7万 |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
21.891869999999997 |
33400.0 |
¥73.1万 |
|
| 2024-03-25 |
重回前高 |
卖出 |
34.8651 |
33400.0 |
¥1.16M |
|
| 2024-04-03 |
黄金分割买点 |
买入 |
28.1281 |
41600.0 |
¥1.17M |
|
| 2024-05-23 |
跌破0.618止损 |
卖出 |
27.6723 |
41600.0 |
¥1.15M |
止损触发 |
| 2024-09-24 |
黄金分割买点 |
买入 |
22.83280999999999 |
50900.0 |
¥1.16M |
|
| 2024-09-25 |
重回前高 |
卖出 |
24.95 |
50900.0 |
¥1.27M |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
30.03 |
42200.0 |
¥1.27M |
|
| 2024-12-20 |
重回前高 |
卖出 |
55.8441 |
42200.0 |
¥2.36M |
|
| 2025-01-07 |
黄金分割买点 |
买入 |
47.17713 |
49800.0 |
¥2.35M |
|
| 2025-02-24 |
重回前高 |
卖出 |
69.75017999999999 |
49800.0 |
¥3.47M |
|
| 2025-07-07 |
黄金分割买点 |
买入 |
49.04899999999999 |
70700.0 |
¥3.47M |
|
| 2025-07-11 |
跌破0.618止损 |
卖出 |
46.53342 |
70700.0 |
¥3.29M |
止损触发 |
| 2025-07-23 |
黄金分割买点 |
买入 |
49.489439999999995 |
66200.0 |
¥3.28M |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
49.95 |
66200.0 |
¥3.31M |
止损触发 |
| 2025-09-08 |
黄金分割买点 |
买入 |
53.573519999999995 |
62100.0 |
¥3.33M |
|
| 2025-09-22 |
跌破0.618止损 |
卖出 |
52.45749 |
62100.0 |
¥3.26M |
止损触发 |
| 2025-09-26 |
黄金分割买点 |
买入 |
55.27521999999999 |
58000.0 |
¥3.21M |
|
| 2025-10-13 |
跌破0.618止损 |
卖出 |
47.4525 |
58000.0 |
¥2.75M |
止损触发 |
| 2025-12-17 |
黄金分割买点 |
买入 |
51.361309999999996 |
54200.0 |
¥2.78M |
|
| 2026-01-13 |
重回前高 |
卖出 |
83.21670000000002 |
54200.0 |
¥4.51M |
|
| 2026-03-16 |
黄金分割买点 |
买入 |
83.63354999999999 |
54000.0 |
¥4.52M |
|
| 2026-05-27 |
跌破0.618止损 |
卖出 |
87.72219 |
54000.0 |
¥4.74M |
止损触发 |