300450 先导智能 — 斐波那契回调 回测明细
数据区间: 2015-05-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥10.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -89.77%）
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 43 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 |
2015-08-24 |
2015-08-26 |
136.1768408 |
125.37449999999998 |
¥-7.5万 |
-7.96% |
跌破0.618止损 |
| 2 |
2015-08-31 |
2015-09-02 |
138.17944139999997 |
108.891 |
¥-18.8万 |
-21.22% |
跌破0.618止损 |
| 3 |
2015-11-25 |
2016-01-05 |
101.01117426399999 |
90.95 |
¥-7.3万 |
-9.99% |
跌破0.618止损 |
| 4 |
2016-02-16 |
2016-02-19 |
96.635491953 |
119.48039999999999 |
¥15.5万 |
+23.60% |
重回前高 |
| 5 |
2016-02-26 |
2016-07-21 |
103.71468507399999 |
42.956999999999994 |
¥-47.4万 |
-58.59% |
跌破0.618止损 |
| 6 |
2016-11-03 |
2017-02-17 |
34.24447026 |
31.71825 |
¥-2.5万 |
-7.40% |
跌破0.618止损 |
| 7 |
2017-02-27 |
2017-03-14 |
33.73380710699999 |
41.808150000000005 |
¥7.7万 |
+23.90% |
重回前高 |
| 8 |
2017-05-15 |
2017-06-02 |
40.562675152999994 |
37.97199 |
¥-2.5万 |
-6.41% |
跌破0.618止损 |
| 9 |
2017-10-12 |
2017-11-17 |
72.89466184 |
67.83210000000001 |
¥-2.5万 |
-6.97% |
跌破0.618止损 |
| 10 |
2018-02-27 |
2018-03-12 |
61.329643374999996 |
74.93499 |
¥7.6万 |
+22.15% |
重回前高 |
| 11 |
2018-04-18 |
2018-05-25 |
65.81974 |
34.17579 |
¥-20.3万 |
-48.09% |
跌破0.618止损 |
| 12 |
2018-11-05 |
2019-02-12 |
25.102598520999997 |
32.1678 |
¥6.1万 |
+28.11% |
重回前高 |
| 13 |
2019-04-09 |
2019-04-29 |
35.145640529999994 |
31.728240000000003 |
¥-2.7万 |
-9.75% |
跌破0.618止损 |
| 14 |
2019-06-28 |
2019-07-22 |
33.793885124999996 |
35.90406 |
¥1.6万 |
+6.21% |
重回前高 |
| 15 |
2019-08-09 |
2019-08-27 |
33.62366407399999 |
30.8691 |
¥-2.2万 |
-8.22% |
跌破0.618止损 |
| 16 |
2019-09-30 |
2019-10-09 |
34.64499038 |
32.667300000000004 |
¥-1.4万 |
-5.74% |
跌破0.618止损 |
| 17 |
2019-11-12 |
2019-11-27 |
34.104288218 |
37.95201 |
¥2.6万 |
+11.25% |
重回前高 |
| 18 |
2020-03-11 |
2020-03-17 |
49.75461190699999 |
45.3546 |
¥-2.3万 |
-8.87% |
跌破0.618止损 |
| 19 |
2020-06-09 |
2020-07-14 |
44.55786334999999 |
52.45749 |
¥4.2万 |
+17.69% |
重回前高 |
| 20 |
2020-08-20 |
2020-08-21 |
46.92093205799999 |
45.01494 |
¥-1.1万 |
-4.09% |
跌破0.618止损 |
| 21 |
2020-09-16 |
2020-10-21 |
47.86215434 |
54.83510999999999 |
¥3.8万 |
+14.53% |
重回前高 |
| 22 |
2021-02-25 |
2021-03-09 |
84.35955027499999 |
71.928 |
¥-4.5万 |
-14.76% |
跌破0.618止损 |
| 23 |
2021-04-20 |
2021-05-12 |
85.881526731 |
77.95197 |
¥-2.4万 |
-9.26% |
跌破0.618止损 |
| 24 |
2021-05-20 |
2021-06-04 |
81.49583141699998 |
54.945 |
¥-7.7万 |
-32.60% |
跌破0.618止损 |
| 25 |
2021-08-03 |
2021-09-30 |
76.949928055 |
67.54239 |
¥-1.9万 |
-12.25% |
跌破0.618止损 |
| 26 |
2021-10-15 |
2021-12-27 |
71.41273739599998 |
71.88803999999999 |
¥862 |
+0.64% |
跌破0.618止损 |
| 27 |
2022-06-06 |
2022-06-24 |
52.568265749999995 |
69.24069 |
¥4.5万 |
+31.68% |
重回前高 |
| 28 |
2022-08-04 |
2022-08-29 |
59.577367849999995 |
57.07287 |
¥-7,817 |
-4.23% |
跌破0.618止损 |
| 29 |
2023-02-02 |
2023-02-28 |
48.57307755299999 |
43.40655 |
¥-1.9万 |
-10.66% |
跌破0.618止损 |
| 30 |
2023-06-29 |
2023-07-25 |
36.377239898999996 |
33.37 |
¥-1.3万 |
-8.29% |
跌破0.618止损 |
| 31 |
2023-11-16 |
2023-11-27 |
27.90837 |
26.59338 |
¥-6,879 |
-4.74% |
跌破0.618止损 |
| 32 |
2024-02-28 |
2024-05-15 |
22.629386779999997 |
21.3786 |
¥-7,669 |
-5.56% |
跌破0.618止损 |
| 33 |
2024-10-15 |
2024-11-12 |
18.273730474999997 |
25.19 |
¥4.9万 |
+37.81% |
重回前高 |
| 34 |
2024-12-16 |
2024-12-30 |
21.688164498 |
20.829150000000002 |
¥-7,182 |
-3.99% |
跌破0.618止损 |
| 35 |
2025-02-20 |
2025-04-08 |
23.43042702 |
17.67231 |
¥-4.3万 |
-24.60% |
跌破0.618止损 |
| 36 |
2025-05-13 |
2025-05-29 |
21.266378 |
19.75 |
¥-9,438 |
-7.16% |
跌破0.618止损 |
| 37 |
2025-11-11 |
2025-12-02 |
52.217810645 |
48.94101 |
¥-7,570 |
-6.30% |
跌破0.618止损 |
| 38 |
2026-01-07 |
2026-01-26 |
55.081529503 |
66.86307000000001 |
¥2.4万 |
+21.35% |
重回前高 |
| 39 |
2026-02-02 |
2026-03-03 |
57.27437716 |
53.496449999999996 |
¥-8,726 |
-6.62% |
跌破0.618止损 |
| 40 |
2026-04-21 |
2026-05-22 |
57.06410409699999 |
50.5494 |
¥-1.4万 |
-11.44% |
跌破0.618止损 |
| 41 |
2026-10-08 |
2026-10-09 |
34.975419478999996 |
36.863099999999996 |
¥6,005 |
+5.37% |
重回前高 |
| 42 |
2026-10-14 |
2026-10-15 |
34.464756326 |
30.42954 |
¥-1.4万 |
-11.73% |
跌破0.618止损 |
| 43 |
2026-11-06 |
2026-11-13 |
32.642389779999995 |
31.02894 |
¥-5,031 |
-4.97% |
跌破0.618止损 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-24 |
黄金分割买点 |
买入 |
136.136 |
6900.0 |
¥94.0万 |
|
| 2015-08-26 |
跌破0.618止损 |
卖出 |
125.37449999999998 |
6900.0 |
¥86.5万 |
止损触发 |
| 2015-08-31 |
黄金分割买点 |
买入 |
138.13799999999998 |
6400.0 |
¥88.4万 |
|
| 2015-09-02 |
跌破0.618止损 |
卖出 |
108.891 |
6400.0 |
¥69.7万 |
止损触发 |
| 2015-11-25 |
黄金分割买点 |
买入 |
100.98087999999998 |
7200.0 |
¥72.7万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
90.95 |
7200.0 |
¥65.5万 |
止损触发 |
| 2016-02-16 |
黄金分割买点 |
买入 |
96.60651 |
6800.0 |
¥65.7万 |
|
| 2016-02-19 |
重回前高 |
卖出 |
119.48039999999999 |
6800.0 |
¥81.2万 |
|
| 2016-02-26 |
黄金分割买点 |
买入 |
103.68357999999998 |
7800.0 |
¥80.9万 |
|
| 2016-07-21 |
跌破0.618止损 |
卖出 |
42.956999999999994 |
7800.0 |
¥33.5万 |
止损触发 |
| 2016-11-03 |
黄金分割买点 |
买入 |
34.2342 |
10000.0 |
¥34.2万 |
|
| 2017-02-17 |
跌破0.618止损 |
卖出 |
31.71825 |
10000.0 |
¥31.7万 |
止损触发 |
| 2017-02-27 |
黄金分割买点 |
买入 |
33.72368999999999 |
9500.0 |
¥32.0万 |
|
| 2017-03-14 |
重回前高 |
卖出 |
41.808150000000005 |
9500.0 |
¥39.7万 |
|
| 2017-05-15 |
黄金分割买点 |
买入 |
40.550509999999996 |
9700.0 |
¥39.3万 |
|
| 2017-06-02 |
跌破0.618止损 |
卖出 |
37.97199 |
9700.0 |
¥36.8万 |
止损触发 |
| 2017-10-12 |
黄金分割买点 |
买入 |
72.87279999999998 |
5000.0 |
¥36.4万 |
|
| 2017-11-17 |
跌破0.618止损 |
卖出 |
67.83210000000001 |
5000.0 |
¥33.9万 |
止损触发 |
| 2018-02-27 |
黄金分割买点 |
买入 |
61.31124999999999 |
5600.0 |
¥34.3万 |
|
| 2018-03-12 |
重回前高 |
卖出 |
74.93499 |
5600.0 |
¥42.0万 |
|
| 2018-04-18 |
黄金分割买点 |
买入 |
65.8 |
6400.0 |
¥42.1万 |
|
| 2018-05-25 |
跌破0.618止损 |
卖出 |
34.17579 |
6400.0 |
¥21.9万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
25.095069999999996 |
8700.0 |
¥21.8万 |
|
| 2019-02-12 |
重回前高 |
卖出 |
32.1678 |
8700.0 |
¥28.0万 |
|
| 2019-04-09 |
黄金分割买点 |
买入 |
35.135099999999994 |
7900.0 |
¥27.8万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
31.728240000000003 |
7900.0 |
¥25.1万 |
止损触发 |
| 2019-06-28 |
黄金分割买点 |
买入 |
33.78375 |
7500.0 |
¥25.3万 |
|
| 2019-07-22 |
重回前高 |
卖出 |
35.90406 |
7500.0 |
¥26.9万 |
|
| 2019-08-09 |
黄金分割买点 |
买入 |
33.61357999999999 |
8000.0 |
¥26.9万 |
|
| 2019-08-27 |
跌破0.618止损 |
卖出 |
30.8691 |
8000.0 |
¥24.7万 |
止损触发 |
| 2019-09-30 |
黄金分割买点 |
买入 |
34.6346 |
7100.0 |
¥24.6万 |
|
| 2019-10-09 |
跌破0.618止损 |
卖出 |
32.667300000000004 |
7100.0 |
¥23.2万 |
止损触发 |
| 2019-11-12 |
黄金分割买点 |
买入 |
34.09406 |
6800.0 |
¥23.2万 |
|
| 2019-11-27 |
重回前高 |
卖出 |
37.95201 |
6800.0 |
¥25.8万 |
|
| 2020-03-11 |
黄金分割买点 |
买入 |
49.73968999999999 |
5200.0 |
¥25.9万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
45.3546 |
5200.0 |
¥23.6万 |
止损触发 |
| 2020-06-09 |
黄金分割买点 |
买入 |
44.54449999999999 |
5300.0 |
¥23.6万 |
|
| 2020-07-14 |
重回前高 |
卖出 |
52.45749 |
5300.0 |
¥27.8万 |
|
| 2020-08-20 |
黄金分割买点 |
买入 |
46.90685999999999 |
5800.0 |
¥27.2万 |
|
| 2020-08-21 |
跌破0.618止损 |
卖出 |
45.01494 |
5800.0 |
¥26.1万 |
止损触发 |
| 2020-09-16 |
黄金分割买点 |
买入 |
47.84779999999999 |
5500.0 |
¥26.3万 |
|
| 2020-10-21 |
重回前高 |
卖出 |
54.83510999999999 |
5500.0 |
¥30.2万 |
|
| 2021-02-25 |
黄金分割买点 |
买入 |
84.33425 |
3600.0 |
¥30.4万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
71.928 |
3600.0 |
¥25.9万 |
止损触发 |
| 2021-04-20 |
黄金分割买点 |
买入 |
85.85576999999999 |
3000.0 |
¥25.8万 |
|
| 2021-05-12 |
跌破0.618止损 |
卖出 |
77.95197 |
3000.0 |
¥23.4万 |
止损触发 |
| 2021-05-20 |
黄金分割买点 |
买入 |
81.47138999999999 |
2900.0 |
¥23.6万 |
|
| 2021-06-04 |
跌破0.618止损 |
卖出 |
54.945 |
2900.0 |
¥15.9万 |
止损触发 |
| 2021-08-03 |
黄金分割买点 |
买入 |
76.92684999999999 |
2000.0 |
¥15.4万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
67.54239 |
2000.0 |
¥13.5万 |
止损触发 |
| 2021-10-15 |
黄金分割买点 |
买入 |
71.39131999999998 |
1900.0 |
¥13.6万 |
|
| 2021-12-27 |
跌破0.618止损 |
卖出 |
71.88803999999999 |
1900.0 |
¥13.7万 |
止损触发 |
| 2022-06-06 |
黄金分割买点 |
买入 |
52.5525 |
2700.0 |
¥14.2万 |
|
| 2022-06-24 |
重回前高 |
卖出 |
69.24069 |
2700.0 |
¥18.7万 |
|
| 2022-08-04 |
黄金分割买点 |
买入 |
59.55949999999999 |
3100.0 |
¥18.5万 |
|
| 2022-08-29 |
跌破0.618止损 |
卖出 |
57.07287 |
3100.0 |
¥17.7万 |
止损触发 |
| 2023-02-02 |
黄金分割买点 |
买入 |
48.55850999999999 |
3600.0 |
¥17.5万 |
|
| 2023-02-28 |
跌破0.618止损 |
卖出 |
43.40655 |
3600.0 |
¥15.6万 |
止损触发 |
| 2023-06-29 |
黄金分割买点 |
买入 |
36.36633 |
4400.0 |
¥16.0万 |
|
| 2023-07-25 |
跌破0.618止损 |
卖出 |
33.37 |
4400.0 |
¥14.7万 |
止损触发 |
| 2023-11-16 |
黄金分割买点 |
买入 |
27.9 |
5200.0 |
¥14.5万 |
|
| 2023-11-27 |
跌破0.618止损 |
卖出 |
26.59338 |
5200.0 |
¥13.8万 |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
22.6226 |
6100.0 |
¥13.8万 |
|
| 2024-05-15 |
跌破0.618止损 |
卖出 |
21.3786 |
6100.0 |
¥13.0万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
18.26825 |
7100.0 |
¥13.0万 |
|
| 2024-11-12 |
重回前高 |
卖出 |
25.19 |
7100.0 |
¥17.9万 |
|
| 2024-12-16 |
黄金分割买点 |
买入 |
21.681659999999997 |
8300.0 |
¥18.0万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
20.829150000000002 |
8300.0 |
¥17.3万 |
止损触发 |
| 2025-02-20 |
黄金分割买点 |
买入 |
23.423399999999997 |
7400.0 |
¥17.3万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
17.67231 |
7400.0 |
¥13.1万 |
止损触发 |
| 2025-05-13 |
黄金分割买点 |
买入 |
21.26 |
6200.0 |
¥13.2万 |
|
| 2025-05-29 |
跌破0.618止损 |
卖出 |
19.75 |
6200.0 |
¥12.2万 |
止损触发 |
| 2025-11-11 |
黄金分割买点 |
买入 |
52.202149999999996 |
2300.0 |
¥12.0万 |
|
| 2025-12-02 |
跌破0.618止损 |
卖出 |
48.94101 |
2300.0 |
¥11.3万 |
止损触发 |
| 2026-01-07 |
黄金分割买点 |
买入 |
55.065009999999994 |
2000.0 |
¥11.0万 |
|
| 2026-01-26 |
重回前高 |
卖出 |
66.86307000000001 |
2000.0 |
¥13.4万 |
|
| 2026-02-02 |
黄金分割买点 |
买入 |
57.2572 |
2300.0 |
¥13.2万 |
|
| 2026-03-03 |
跌破0.618止损 |
卖出 |
53.496449999999996 |
2300.0 |
¥12.3万 |
止损触发 |
| 2026-04-21 |
黄金分割买点 |
买入 |
57.046989999999994 |
2200.0 |
¥12.6万 |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
50.5494 |
2200.0 |
¥11.1万 |
止损触发 |
| 2026-10-08 |
黄金分割买点 |
买入 |
34.964929999999995 |
3200.0 |
¥11.2万 |
|
| 2026-10-09 |
重回前高 |
卖出 |
36.863099999999996 |
3200.0 |
¥11.8万 |
|
| 2026-10-14 |
黄金分割买点 |
买入 |
34.45442 |
3500.0 |
¥12.1万 |
|
| 2026-10-15 |
跌破0.618止损 |
卖出 |
30.42954 |
3500.0 |
¥10.6万 |
止损触发 |
| 2026-11-06 |
黄金分割买点 |
买入 |
32.6326 |
3100.0 |
¥10.1万 |
|
| 2026-11-13 |
跌破0.618止损 |
卖出 |
31.02894 |
3100.0 |
¥9.6万 |
止损触发 |