300498 温氏股份 — 斐波那契回调 回测明细
数据区间: 2015-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥52.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -47.63%）
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 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 |
2016-03-02 |
2016-05-10 |
48.813389624999985 |
45.0549 |
¥-7.6万 |
-7.73% |
跌破0.618止损 |
| 2 |
2016-12-02 |
2016-12-05 |
35.91077 |
34.51 |
¥-3.6万 |
-3.93% |
跌破0.618止损 |
| 3 |
2017-08-23 |
2017-10-17 |
21.918463567 |
23.22675 |
¥5.2万 |
+5.94% |
重回前高 |
| 4 |
2017-11-27 |
2017-12-18 |
25.272819571999996 |
23.50647 |
¥-6.6万 |
-7.02% |
跌破0.618止损 |
| 5 |
2018-01-22 |
2018-02-01 |
26.063846808999998 |
25.00497 |
¥-3.6万 |
-4.09% |
跌破0.618止损 |
| 6 |
2018-06-20 |
2018-06-22 |
22.656795 |
21.28869 |
¥-5.1万 |
-6.07% |
跌破0.618止损 |
| 7 |
2018-07-10 |
2018-08-07 |
22.959815878999997 |
21.43854 |
¥-5.2万 |
-6.65% |
跌破0.618止损 |
| 8 |
2018-09-11 |
2018-10-11 |
21.848372546 |
23.48649 |
¥5.4万 |
+7.47% |
重回前高 |
| 9 |
2018-12-20 |
2019-01-07 |
24.982442485 |
27.09 |
¥6.6万 |
+8.40% |
重回前高 |
| 10 |
2019-03-25 |
2019-05-14 |
36.597525965 |
35.75421 |
¥-1.9万 |
-2.33% |
跌破0.618止损 |
| 11 |
2019-05-29 |
2019-06-10 |
37.829125334 |
37.512449999999994 |
¥-7,116 |
-0.87% |
跌破0.618止损 |
| 12 |
2019-06-13 |
2019-06-25 |
39.170867736 |
36.6633 |
¥-5.3万 |
-6.43% |
跌破0.618止损 |
| 13 |
2019-07-23 |
2019-08-02 |
40.052012 |
41.38 |
¥2.6万 |
+3.28% |
重回前高 |
| 14 |
2019-08-20 |
2019-09-25 |
39.260984762999996 |
36.972989999999996 |
¥-4.6万 |
-5.86% |
跌破0.618止损 |
| 15 |
2019-11-01 |
2019-11-15 |
39.851751939999986 |
37.47249 |
¥-4.5万 |
-6.00% |
跌破0.618止损 |
| 16 |
2020-01-08 |
2020-01-16 |
38.299736475 |
35.764199999999995 |
¥-4.7万 |
-6.65% |
跌破0.618止损 |
| 17 |
2020-02-18 |
2020-03-02 |
34.28028100000001 |
32.7 |
¥-3.1万 |
-4.64% |
跌破0.618止损 |
| 18 |
2020-03-04 |
2020-03-16 |
33.723794104 |
32.45751 |
¥-2.4万 |
-3.78% |
跌破0.618止损 |
| 19 |
2020-07-15 |
2020-07-17 |
26.224054856999995 |
23.806169999999998 |
¥-5.6万 |
-9.25% |
跌破0.618止损 |
| 20 |
2020-08-18 |
2020-09-09 |
24.281532275000004 |
22.00797 |
¥-5.2万 |
-9.39% |
跌破0.618止损 |
| 21 |
2021-02-22 |
2021-02-26 |
18.443951526 |
17.90208 |
¥-1.5万 |
-2.97% |
跌破0.618止损 |
| 22 |
2021-03-08 |
2021-03-11 |
18.423925519999994 |
17.32266 |
¥-2.9万 |
-6.01% |
跌破0.618止损 |
| 23 |
2021-08-10 |
2021-08-18 |
13.627697082999997 |
13.06692 |
¥-1.9万 |
-4.14% |
跌破0.618止损 |
| 24 |
2021-09-07 |
2021-09-15 |
13.607671077 |
13.13685 |
¥-1.5万 |
-3.49% |
跌破0.618止损 |
| 25 |
2021-09-17 |
2021-12-22 |
13.567619064999999 |
17.982 |
¥13.8万 |
+32.50% |
重回前高 |
| 26 |
2022-01-24 |
2022-03-16 |
19.024705700000002 |
18.86112 |
¥-4,908 |
-0.89% |
跌破0.618止损 |
| 27 |
2022-03-18 |
2022-04-19 |
20.116123026999997 |
22.66731 |
¥7.0万 |
+12.65% |
重回前高 |
| 28 |
2022-04-25 |
2022-04-26 |
20.416513116999997 |
20.189790000000002 |
¥-6,960 |
-1.14% |
跌破0.618止损 |
| 29 |
2022-04-28 |
2022-05-05 |
20.736929213 |
18.55143 |
¥-6.5万 |
-10.57% |
跌破0.618止损 |
| 30 |
2022-06-17 |
2022-07-05 |
20.406500113999996 |
24.19578 |
¥10.2万 |
+18.53% |
重回前高 |
| 31 |
2022-08-10 |
2022-09-15 |
22.288944678 |
22.58739 |
¥8,575 |
+1.31% |
跌破0.618止损 |
| 32 |
2023-01-13 |
2023-01-17 |
19.545381856 |
21.1788 |
¥5.5万 |
+8.32% |
重回前高 |
| 33 |
2023-02-17 |
2023-03-08 |
19.425225819999998 |
18.50148 |
¥-3.4万 |
-4.78% |
跌破0.618止损 |
| 34 |
2023-03-16 |
2023-03-17 |
19.605459873999994 |
18.82116 |
¥-2.7万 |
-4.03% |
跌破0.618止损 |
| 35 |
2023-03-28 |
2023-04-06 |
19.825745939999997 |
21.778200000000002 |
¥6.4万 |
+9.82% |
重回前高 |
| 36 |
2023-04-17 |
2023-05-05 |
20.636799182999994 |
19.39059 |
¥-4.4万 |
-6.07% |
跌破0.618止损 |
| 37 |
2023-07-25 |
2023-08-14 |
18.804419634000002 |
17.21277 |
¥-5.7万 |
-8.49% |
跌破0.618止损 |
| 38 |
2023-10-26 |
2023-10-31 |
17.682963298 |
18.91107 |
¥4.3万 |
+6.91% |
重回前高 |
| 39 |
2024-03-25 |
2024-03-29 |
19.0247057 |
18.57141 |
¥-1.6万 |
-2.41% |
跌破0.618止损 |
| 40 |
2024-04-01 |
2024-04-12 |
18.974640684999994 |
18.46152 |
¥-1.8万 |
-2.73% |
跌破0.618止损 |
| 41 |
2024-06-14 |
2024-06-25 |
20.486604137999997 |
19.5804 |
¥-2.8万 |
-4.45% |
跌破0.618止损 |
| 42 |
2024-07-02 |
2024-07-10 |
20.396487110999995 |
19.290689999999998 |
¥-3.3万 |
-5.45% |
跌破0.618止损 |
| 43 |
2024-07-17 |
2024-07-24 |
20.316383087 |
20.009970000000003 |
¥-8,716 |
-1.54% |
跌破0.618止损 |
| 44 |
2025-04-14 |
2025-04-30 |
17.32249519 |
16.86312 |
¥-1.5万 |
-2.68% |
跌破0.618止损 |
| 45 |
2025-07-30 |
2025-09-04 |
17.652924288999994 |
17.49249 |
¥-5,120 |
-0.94% |
跌破0.618止损 |
| 46 |
2025-09-29 |
2025-10-22 |
18.834458642999998 |
18.26172 |
¥-1.7万 |
-3.07% |
跌破0.618止损 |
| 47 |
2026-03-25 |
2026-04-24 |
16.811832037 |
15.993990000000002 |
¥-2.6万 |
-4.89% |
跌破0.618止损 |
| 48 |
2026-05-07 |
2026-05-08 |
16.541480956 |
16.25373 |
¥-8,750 |
-1.77% |
跌破0.618止损 |
| 49 |
2026-07-21 |
2026-09-07 |
14.368659304999996 |
15.34464 |
¥3.3万 |
+6.76% |
重回前高 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-03-02 |
黄金分割买点 |
买入 |
48.79874999999999 |
20100.0 |
¥98.1万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
45.0549 |
20100.0 |
¥90.5万 |
止损触发 |
| 2016-12-02 |
黄金分割买点 |
买入 |
35.9 |
25700.0 |
¥92.3万 |
|
| 2016-12-05 |
跌破0.618止损 |
卖出 |
34.51 |
25700.0 |
¥88.7万 |
止损触发 |
| 2017-08-23 |
黄金分割买点 |
买入 |
21.91189 |
40300.0 |
¥88.3万 |
|
| 2017-10-17 |
重回前高 |
卖出 |
23.22675 |
40300.0 |
¥93.6万 |
|
| 2017-11-27 |
黄金分割买点 |
买入 |
25.265239999999995 |
37100.0 |
¥93.8万 |
|
| 2017-12-18 |
跌破0.618止损 |
卖出 |
23.50647 |
37100.0 |
¥87.2万 |
止损触发 |
| 2018-01-22 |
黄金分割买点 |
买入 |
26.05603 |
33500.0 |
¥87.3万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
25.00497 |
33500.0 |
¥83.7万 |
止损触发 |
| 2018-06-20 |
黄金分割买点 |
买入 |
22.65 |
36800.0 |
¥83.4万 |
|
| 2018-06-22 |
跌破0.618止损 |
卖出 |
21.28869 |
36800.0 |
¥78.3万 |
止损触发 |
| 2018-07-10 |
黄金分割买点 |
买入 |
22.95293 |
34100.0 |
¥78.3万 |
|
| 2018-08-07 |
跌破0.618止损 |
卖出 |
21.43854 |
34100.0 |
¥73.1万 |
止损触发 |
| 2018-09-11 |
黄金分割买点 |
买入 |
21.84182 |
33400.0 |
¥73.0万 |
|
| 2018-10-11 |
重回前高 |
卖出 |
23.48649 |
33400.0 |
¥78.4万 |
|
| 2018-12-20 |
黄金分割买点 |
买入 |
24.974949999999996 |
31600.0 |
¥78.9万 |
|
| 2019-01-07 |
重回前高 |
卖出 |
27.09 |
31600.0 |
¥85.6万 |
|
| 2019-03-25 |
黄金分割买点 |
买入 |
36.586549999999995 |
22700.0 |
¥83.1万 |
|
| 2019-05-14 |
跌破0.618止损 |
卖出 |
35.75421 |
22700.0 |
¥81.1万 |
止损触发 |
| 2019-05-29 |
黄金分割买点 |
买入 |
37.81778 |
21700.0 |
¥82.1万 |
|
| 2019-06-10 |
跌破0.618止损 |
卖出 |
37.512449999999994 |
21700.0 |
¥81.4万 |
止损触发 |
| 2019-06-13 |
黄金分割买点 |
买入 |
39.159119999999994 |
21200.0 |
¥83.0万 |
|
| 2019-06-25 |
跌破0.618止损 |
卖出 |
36.6633 |
21200.0 |
¥77.7万 |
止损触发 |
| 2019-07-23 |
黄金分割买点 |
买入 |
40.03999999999999 |
19400.0 |
¥77.7万 |
|
| 2019-08-02 |
重回前高 |
卖出 |
41.38 |
19400.0 |
¥80.3万 |
|
| 2019-08-20 |
黄金分割买点 |
买入 |
39.24921 |
20200.0 |
¥79.3万 |
|
| 2019-09-25 |
跌破0.618止损 |
卖出 |
36.972989999999996 |
20200.0 |
¥74.7万 |
止损触发 |
| 2019-11-01 |
黄金分割买点 |
买入 |
39.83979999999999 |
18700.0 |
¥74.5万 |
|
| 2019-11-15 |
跌破0.618止损 |
卖出 |
37.47249 |
18700.0 |
¥70.1万 |
止损触发 |
| 2020-01-08 |
黄金分割买点 |
买入 |
38.28825 |
18500.0 |
¥70.9万 |
|
| 2020-01-16 |
跌破0.618止损 |
卖出 |
35.764199999999995 |
18500.0 |
¥66.1万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
34.27 |
19200.0 |
¥65.8万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
32.7 |
19200.0 |
¥62.8万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
33.71368 |
18600.0 |
¥62.7万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
32.45751 |
18600.0 |
¥60.4万 |
止损触发 |
| 2020-07-15 |
黄金分割买点 |
买入 |
26.216189999999994 |
23200.0 |
¥60.8万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
23.806169999999998 |
23200.0 |
¥55.2万 |
止损触发 |
| 2020-08-18 |
黄金分割买点 |
买入 |
24.274250000000002 |
22800.0 |
¥55.4万 |
|
| 2020-09-09 |
跌破0.618止损 |
卖出 |
22.00797 |
22800.0 |
¥50.2万 |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
18.43842 |
26500.0 |
¥48.9万 |
|
| 2021-02-26 |
跌破0.618止损 |
卖出 |
17.90208 |
26500.0 |
¥47.4万 |
止损触发 |
| 2021-03-08 |
黄金分割买点 |
买入 |
18.418399999999995 |
26100.0 |
¥48.1万 |
|
| 2021-03-11 |
跌破0.618止损 |
卖出 |
17.32266 |
26100.0 |
¥45.2万 |
止损触发 |
| 2021-08-10 |
黄金分割买点 |
买入 |
13.623609999999998 |
33200.0 |
¥45.2万 |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
13.06692 |
33200.0 |
¥43.4万 |
止损触发 |
| 2021-09-07 |
黄金分割买点 |
买入 |
13.603589999999999 |
32100.0 |
¥43.7万 |
|
| 2021-09-15 |
跌破0.618止损 |
卖出 |
13.13685 |
32100.0 |
¥42.2万 |
止损触发 |
| 2021-09-17 |
黄金分割买点 |
买入 |
13.563549999999998 |
31200.0 |
¥42.3万 |
|
| 2021-12-22 |
重回前高 |
卖出 |
17.982 |
31200.0 |
¥56.1万 |
|
| 2022-01-24 |
黄金分割买点 |
买入 |
19.019 |
29000.0 |
¥55.2万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
18.86112 |
29000.0 |
¥54.7万 |
止损触发 |
| 2022-03-18 |
黄金分割买点 |
买入 |
20.110089999999996 |
27600.0 |
¥55.5万 |
|
| 2022-04-19 |
重回前高 |
卖出 |
22.66731 |
27600.0 |
¥62.5万 |
|
| 2022-04-25 |
黄金分割买点 |
买入 |
20.41039 |
29900.0 |
¥61.0万 |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
20.189790000000002 |
29900.0 |
¥60.3万 |
止损触发 |
| 2022-04-28 |
黄金分割买点 |
买入 |
20.73071 |
29600.0 |
¥61.4万 |
|
| 2022-05-05 |
跌破0.618止损 |
卖出 |
18.55143 |
29600.0 |
¥54.9万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
20.40038 |
26900.0 |
¥54.9万 |
|
| 2022-07-05 |
重回前高 |
卖出 |
24.19578 |
26900.0 |
¥65.1万 |
|
| 2022-08-10 |
黄金分割买点 |
买入 |
22.28226 |
29400.0 |
¥65.5万 |
|
| 2022-09-15 |
跌破0.618止损 |
卖出 |
22.58739 |
29400.0 |
¥66.4万 |
止损触发 |
| 2023-01-13 |
黄金分割买点 |
买入 |
19.539519999999996 |
33900.0 |
¥66.3万 |
|
| 2023-01-17 |
重回前高 |
卖出 |
21.1788 |
33900.0 |
¥71.8万 |
|
| 2023-02-17 |
黄金分割买点 |
买入 |
19.419399999999996 |
36900.0 |
¥71.7万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
18.50148 |
36900.0 |
¥68.2万 |
止损触发 |
| 2023-03-16 |
黄金分割买点 |
买入 |
19.599579999999996 |
34700.0 |
¥68.0万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
18.82116 |
34700.0 |
¥65.3万 |
止损触发 |
| 2023-03-28 |
黄金分割买点 |
买入 |
19.819799999999997 |
32900.0 |
¥65.2万 |
|
| 2023-04-06 |
重回前高 |
卖出 |
21.778200000000002 |
32900.0 |
¥71.6万 |
|
| 2023-04-17 |
黄金分割买点 |
买入 |
20.630609999999997 |
34900.0 |
¥72.0万 |
|
| 2023-05-05 |
跌破0.618止损 |
卖出 |
19.39059 |
34900.0 |
¥67.7万 |
止损触发 |
| 2023-07-25 |
黄金分割买点 |
买入 |
18.79878 |
35900.0 |
¥67.5万 |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
17.21277 |
35900.0 |
¥61.8万 |
止损触发 |
| 2023-10-26 |
黄金分割买点 |
买入 |
17.67766 |
34900.0 |
¥61.7万 |
|
| 2023-10-31 |
重回前高 |
卖出 |
18.91107 |
34900.0 |
¥66.0万 |
|
| 2024-03-25 |
黄金分割买点 |
买入 |
19.019 |
34700.0 |
¥66.0万 |
|
| 2024-03-29 |
跌破0.618止损 |
卖出 |
18.57141 |
34700.0 |
¥64.4万 |
止损触发 |
| 2024-04-01 |
黄金分割买点 |
买入 |
18.968949999999996 |
34000.0 |
¥64.5万 |
|
| 2024-04-12 |
跌破0.618止损 |
卖出 |
18.46152 |
34000.0 |
¥62.8万 |
止损触发 |
| 2024-06-14 |
黄金分割买点 |
买入 |
20.480459999999994 |
30700.0 |
¥62.9万 |
|
| 2024-06-25 |
跌破0.618止损 |
卖出 |
19.5804 |
30700.0 |
¥60.1万 |
止损触发 |
| 2024-07-02 |
黄金分割买点 |
买入 |
20.390369999999997 |
29500.0 |
¥60.2万 |
|
| 2024-07-10 |
跌破0.618止损 |
卖出 |
19.290689999999998 |
29500.0 |
¥56.9万 |
止损触发 |
| 2024-07-17 |
黄金分割买点 |
买入 |
20.310289999999995 |
27900.0 |
¥56.7万 |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
20.009970000000003 |
27900.0 |
¥55.8万 |
止损触发 |
| 2025-04-14 |
黄金分割买点 |
买入 |
17.3173 |
32300.0 |
¥56.0万 |
|
| 2025-04-30 |
跌破0.618止损 |
卖出 |
16.86312 |
32300.0 |
¥54.5万 |
止损触发 |
| 2025-07-30 |
黄金分割买点 |
买入 |
17.647629999999996 |
30900.0 |
¥54.5万 |
|
| 2025-09-04 |
跌破0.618止损 |
卖出 |
17.49249 |
30900.0 |
¥54.0万 |
止损触发 |
| 2025-09-29 |
黄金分割买点 |
买入 |
18.828809999999997 |
28600.0 |
¥53.9万 |
|
| 2025-10-22 |
跌破0.618止损 |
卖出 |
18.26172 |
28600.0 |
¥52.2万 |
止损触发 |
| 2026-03-25 |
黄金分割买点 |
买入 |
16.806789999999996 |
31100.0 |
¥52.3万 |
|
| 2026-04-24 |
跌破0.618止损 |
卖出 |
15.993990000000002 |
31100.0 |
¥49.7万 |
止损触发 |
| 2026-05-07 |
黄金分割买点 |
买入 |
16.53652 |
29900.0 |
¥49.5万 |
|
| 2026-05-08 |
跌破0.618止损 |
卖出 |
16.25373 |
29900.0 |
¥48.6万 |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
14.364349999999998 |
33700.0 |
¥48.4万 |
|
| 2026-09-07 |
重回前高 |
卖出 |
15.34464 |
33700.0 |
¥51.7万 |
|