300502 新易盛 — 斐波那契回调 回测明细
数据区间: 2016-03-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.75M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +75.15%）
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 44 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 |
2016-06-15 |
2016-06-17 |
83.888939134 |
101.49839999999999 |
¥20.6万 |
+20.96% |
重回前高 |
| 2 |
2016-07-22 |
2016-08-23 |
113.17697290899999 |
103.89600000000002 |
¥-9.9万 |
-8.23% |
跌破0.618止损 |
| 3 |
2016-09-23 |
2016-11-28 |
124.601809332 |
157.842 |
¥28.9万 |
+26.64% |
重回前高 |
| 4 |
2016-12-06 |
2016-12-13 |
139.18074169999997 |
120.87899999999999 |
¥-18.0万 |
-13.18% |
跌破0.618止损 |
| 5 |
2017-05-17 |
2017-05-23 |
94.392579281 |
86.64326999999999 |
¥-10.0万 |
-8.24% |
跌破0.618止损 |
| 6 |
2017-10-23 |
2017-11-16 |
30.930166266999997 |
38.11185 |
¥25.8万 |
+23.18% |
重回前高 |
| 7 |
2018-03-12 |
2018-03-21 |
27.305459180999996 |
24.515459999999997 |
¥-14.0万 |
-10.24% |
跌破0.618止损 |
| 8 |
2018-04-03 |
2018-04-11 |
24.551883355999998 |
20.95902 |
¥-17.6万 |
-14.66% |
跌破0.618止损 |
| 9 |
2018-04-20 |
2018-04-23 |
23.430427019999996 |
22.327650000000002 |
¥-4.8万 |
-4.74% |
跌破0.618止损 |
| 10 |
2018-09-28 |
2018-11-26 |
17.672950295 |
17.3826 |
¥-1.7万 |
-1.67% |
跌破0.618止损 |
| 11 |
2018-12-12 |
2018-12-19 |
18.814432636999996 |
17.69229 |
¥-5.9万 |
-5.99% |
跌破0.618止损 |
| 12 |
2018-12-25 |
2019-01-11 |
18.063457411999998 |
23.476500000000005 |
¥27.2万 |
+29.93% |
重回前高 |
| 13 |
2019-01-18 |
2019-02-19 |
21.137449333 |
24.23574 |
¥17.6万 |
+14.62% |
重回前高 |
| 14 |
2019-03-27 |
2019-05-08 |
27.135238129999998 |
23.926050000000004 |
¥-16.3万 |
-11.85% |
跌破0.618止损 |
| 15 |
2019-10-08 |
2019-12-05 |
34.044210199999995 |
36.5634 |
¥8.8万 |
+7.37% |
跌破0.618止损 |
| 16 |
2019-12-30 |
2020-01-23 |
38.830425633999994 |
53.946 |
¥48.8万 |
+38.89% |
重回前高 |
| 17 |
2020-02-04 |
2020-02-07 |
45.0585135 |
57.942 |
¥49.1万 |
+28.55% |
重回前高 |
| 18 |
2020-03-16 |
2020-06-01 |
63.08191889999999 |
46.94301 |
¥-58.3万 |
-25.61% |
跌破0.618止损 |
| 19 |
2020-07-07 |
2020-09-09 |
64.28347926000001 |
60.91901999999999 |
¥-8.9万 |
-5.26% |
跌破0.618止损 |
| 20 |
2020-10-15 |
2020-10-23 |
69.450188808 |
64.71522 |
¥-10.9万 |
-6.85% |
跌破0.618止损 |
| 21 |
2020-10-28 |
2020-10-29 |
67.08712009999999 |
63.5364 |
¥-7.8万 |
-5.32% |
跌破0.618止损 |
| 22 |
2020-11-11 |
2020-11-12 |
68.338745475 |
64.935 |
¥-7.1万 |
-5.01% |
跌破0.618止损 |
| 23 |
2021-05-26 |
2021-06-01 |
43.136016923999996 |
49.260690000000004 |
¥19.1万 |
+14.16% |
重回前高 |
| 24 |
2021-07-26 |
2021-08-19 |
39.25097176 |
36.18378 |
¥-12.0万 |
-7.84% |
跌破0.618止损 |
| 25 |
2021-11-24 |
2021-12-08 |
34.034197197 |
31.1688 |
¥-12.0万 |
-8.45% |
跌破0.618止损 |
| 26 |
2021-12-21 |
2022-03-08 |
33.84395014 |
33.47649 |
¥-1.4万 |
-1.12% |
跌破0.618止损 |
| 27 |
2022-07-20 |
2022-09-01 |
24.972429482 |
24.4755 |
¥-2.6万 |
-2.02% |
跌破0.618止损 |
| 28 |
2022-12-09 |
2022-12-23 |
24.912351463999997 |
23.03 |
¥-9.5万 |
-7.58% |
跌破0.618止损 |
| 29 |
2023-01-04 |
2023-02-01 |
24.732117409999994 |
25.13 |
¥1.8万 |
+1.58% |
跌破0.618止损 |
| 30 |
2023-02-06 |
2023-02-10 |
26.424314916999997 |
31.967999999999996 |
¥24.8万 |
+20.94% |
重回前高 |
| 31 |
2023-03-16 |
2023-03-23 |
29.53835884999999 |
36.6633 |
¥33.9万 |
+24.08% |
重回前高 |
| 32 |
2023-05-09 |
2023-06-29 |
61.09934430599999 |
57.942 |
¥-9.0万 |
-5.20% |
跌破0.618止损 |
| 33 |
2023-07-05 |
2023-07-11 |
71.482828417 |
64.58535 |
¥-16.3万 |
-9.68% |
跌破0.618止损 |
| 34 |
2023-11-16 |
2024-02-01 |
42.365015693 |
41.758199999999995 |
¥-2.2万 |
-1.46% |
跌破0.618止损 |
| 35 |
2024-07-24 |
2024-07-26 |
101.63198045 |
93.59630999999999 |
¥-11.8万 |
-7.93% |
跌破0.618止损 |
| 36 |
2024-08-02 |
2024-08-05 |
97.076064085 |
86.77314 |
¥-13.9万 |
-10.64% |
跌破0.618止损 |
| 37 |
2024-09-26 |
2024-10-08 |
105.27671354200001 |
139.86 |
¥40.8万 |
+32.81% |
重回前高 |
| 38 |
2024-10-31 |
2024-11-29 |
127.16513809999998 |
112.0 |
¥-19.2万 |
-11.95% |
跌破0.618止损 |
| 39 |
2024-12-17 |
2024-12-25 |
130.26916903 |
121.79807999999998 |
¥-9.4万 |
-6.53% |
跌破0.618止损 |
| 40 |
2025-02-18 |
2025-02-25 |
120.997128252 |
110.08980000000001 |
¥-12.0万 |
-9.04% |
跌破0.618止损 |
| 41 |
2025-06-06 |
2025-07-09 |
96.02469876999997 |
134.41545000000002 |
¥49.1万 |
+39.94% |
重回前高 |
| 42 |
2025-11-11 |
2025-11-24 |
340.442102 |
304.25544 |
¥-18.5万 |
-10.66% |
跌破0.618止损 |
| 43 |
2025-12-04 |
2025-12-23 |
367.60737913899993 |
462.4371 |
¥38.8万 |
+25.76% |
重回前高 |
| 44 |
2026-01-12 |
2026-03-02 |
386.50191579999995 |
347.39226 |
¥-18.8万 |
-10.15% |
跌破0.618止损 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-06-15 |
黄金分割买点 |
买入 |
83.86377999999999 |
11700.0 |
¥98.2万 |
|
| 2016-06-17 |
重回前高 |
卖出 |
101.49839999999999 |
11700.0 |
¥1.19M |
|
| 2016-07-22 |
黄金分割买点 |
买入 |
113.14302999999998 |
10600.0 |
¥1.20M |
|
| 2016-08-23 |
跌破0.618止损 |
卖出 |
103.89600000000002 |
10600.0 |
¥1.10M |
止损触发 |
| 2016-09-23 |
黄金分割买点 |
买入 |
124.56444 |
8700.0 |
¥1.08M |
|
| 2016-11-28 |
重回前高 |
卖出 |
157.842 |
8700.0 |
¥1.37M |
|
| 2016-12-06 |
黄金分割买点 |
买入 |
139.13899999999998 |
9800.0 |
¥1.36M |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
120.87899999999999 |
9800.0 |
¥1.18M |
止损触发 |
| 2017-05-17 |
黄金分割买点 |
买入 |
94.36426999999999 |
12800.0 |
¥1.21M |
|
| 2017-05-23 |
跌破0.618止损 |
卖出 |
86.64326999999999 |
12800.0 |
¥1.11M |
止损触发 |
| 2017-10-23 |
黄金分割买点 |
买入 |
30.920889999999993 |
36000.0 |
¥1.11M |
|
| 2017-11-16 |
重回前高 |
卖出 |
38.11185 |
36000.0 |
¥1.37M |
|
| 2018-03-12 |
黄金分割买点 |
买入 |
27.297269999999997 |
50200.0 |
¥1.37M |
|
| 2018-03-21 |
跌破0.618止损 |
卖出 |
24.515459999999997 |
50200.0 |
¥1.23M |
止损触发 |
| 2018-04-03 |
黄金分割买点 |
买入 |
24.54452 |
49000.0 |
¥1.20M |
|
| 2018-04-11 |
跌破0.618止损 |
卖出 |
20.95902 |
49000.0 |
¥1.03M |
止损触发 |
| 2018-04-20 |
黄金分割买点 |
买入 |
23.423399999999997 |
43300.0 |
¥1.01M |
|
| 2018-04-23 |
跌破0.618止损 |
卖出 |
22.327650000000002 |
43300.0 |
¥96.6万 |
止损触发 |
| 2018-09-28 |
黄金分割买点 |
买入 |
17.66765 |
57100.0 |
¥1.01M |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
17.3826 |
57100.0 |
¥99.2万 |
止损触发 |
| 2018-12-12 |
黄金分割买点 |
买入 |
18.80879 |
52500.0 |
¥98.8万 |
|
| 2018-12-19 |
跌破0.618止损 |
卖出 |
17.69229 |
52500.0 |
¥92.9万 |
止损触发 |
| 2018-12-25 |
黄金分割买点 |
买入 |
18.05804 |
50300.0 |
¥90.9万 |
|
| 2019-01-11 |
重回前高 |
卖出 |
23.476500000000005 |
50300.0 |
¥1.18M |
|
| 2019-01-18 |
黄金分割买点 |
买入 |
21.131109999999996 |
56900.0 |
¥1.20M |
|
| 2019-02-19 |
重回前高 |
卖出 |
24.23574 |
56900.0 |
¥1.38M |
|
| 2019-03-27 |
黄金分割买点 |
买入 |
27.1271 |
50700.0 |
¥1.38M |
|
| 2019-05-08 |
跌破0.618止损 |
卖出 |
23.926050000000004 |
50700.0 |
¥1.21M |
止损触发 |
| 2019-10-08 |
黄金分割买点 |
买入 |
34.034 |
35100.0 |
¥1.19M |
|
| 2019-12-05 |
跌破0.618止损 |
卖出 |
36.5634 |
35100.0 |
¥1.28M |
止损触发 |
| 2019-12-30 |
黄金分割买点 |
买入 |
38.81878 |
32300.0 |
¥1.25M |
|
| 2020-01-23 |
重回前高 |
卖出 |
53.946 |
32300.0 |
¥1.74M |
|
| 2020-02-04 |
黄金分割买点 |
买入 |
45.044999999999995 |
38200.0 |
¥1.72M |
|
| 2020-02-07 |
重回前高 |
卖出 |
57.942 |
38200.0 |
¥2.21M |
|
| 2020-03-16 |
黄金分割买点 |
买入 |
63.062999999999995 |
36100.0 |
¥2.28M |
|
| 2020-06-01 |
跌破0.618止损 |
卖出 |
46.94301 |
36100.0 |
¥1.69M |
止损触发 |
| 2020-07-07 |
黄金分割买点 |
买入 |
64.2642 |
26400.0 |
¥1.70M |
|
| 2020-09-09 |
跌破0.618止损 |
卖出 |
60.91901999999999 |
26400.0 |
¥1.61M |
止损触发 |
| 2020-10-15 |
黄金分割买点 |
买入 |
69.42935999999999 |
22900.0 |
¥1.59M |
|
| 2020-10-23 |
跌破0.618止损 |
卖出 |
64.71522 |
22900.0 |
¥1.48M |
止损触发 |
| 2020-10-28 |
黄金分割买点 |
买入 |
67.067 |
21800.0 |
¥1.46M |
|
| 2020-10-29 |
跌破0.618止损 |
卖出 |
63.5364 |
21800.0 |
¥1.38M |
止损触发 |
| 2020-11-11 |
黄金分割买点 |
买入 |
68.31824999999999 |
20800.0 |
¥1.42M |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
64.935 |
20800.0 |
¥1.35M |
止损触发 |
| 2021-05-26 |
黄金分割买点 |
买入 |
43.123079999999995 |
31300.0 |
¥1.35M |
|
| 2021-06-01 |
重回前高 |
卖出 |
49.260690000000004 |
31300.0 |
¥1.54M |
|
| 2021-07-26 |
黄金分割买点 |
买入 |
39.2392 |
39100.0 |
¥1.53M |
|
| 2021-08-19 |
跌破0.618止损 |
卖出 |
36.18378 |
39100.0 |
¥1.41M |
止损触发 |
| 2021-11-24 |
黄金分割买点 |
买入 |
34.02399 |
41900.0 |
¥1.43M |
|
| 2021-12-08 |
跌破0.618止损 |
卖出 |
31.1688 |
41900.0 |
¥1.31M |
止损触发 |
| 2021-12-21 |
黄金分割买点 |
买入 |
33.8338 |
38400.0 |
¥1.30M |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
33.47649 |
38400.0 |
¥1.29M |
止损触发 |
| 2022-07-20 |
黄金分割买点 |
买入 |
24.96494 |
51500.0 |
¥1.29M |
|
| 2022-09-01 |
跌破0.618止损 |
卖出 |
24.4755 |
51500.0 |
¥1.26M |
止损触发 |
| 2022-12-09 |
黄金分割买点 |
买入 |
24.904879999999995 |
50500.0 |
¥1.26M |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
23.03 |
50500.0 |
¥1.16M |
止损触发 |
| 2023-01-04 |
黄金分割买点 |
买入 |
24.7247 |
47200.0 |
¥1.17M |
|
| 2023-02-01 |
跌破0.618止损 |
卖出 |
25.13 |
47200.0 |
¥1.19M |
止损触发 |
| 2023-02-06 |
黄金分割买点 |
买入 |
26.416389999999996 |
44800.0 |
¥1.18M |
|
| 2023-02-10 |
重回前高 |
卖出 |
31.967999999999996 |
44800.0 |
¥1.43M |
|
| 2023-03-16 |
黄金分割买点 |
买入 |
29.52949999999999 |
47700.0 |
¥1.41M |
|
| 2023-03-23 |
重回前高 |
卖出 |
36.6633 |
47700.0 |
¥1.75M |
|
| 2023-05-09 |
黄金分割买点 |
买入 |
61.081019999999995 |
28500.0 |
¥1.74M |
|
| 2023-06-29 |
跌破0.618止损 |
卖出 |
57.942 |
28500.0 |
¥1.65M |
止损触发 |
| 2023-07-05 |
黄金分割买点 |
买入 |
71.46139 |
23500.0 |
¥1.68M |
|
| 2023-07-11 |
跌破0.618止损 |
卖出 |
64.58535 |
23500.0 |
¥1.52M |
止损触发 |
| 2023-11-16 |
黄金分割买点 |
买入 |
42.352309999999996 |
35500.0 |
¥1.50M |
|
| 2024-02-01 |
跌破0.618止损 |
卖出 |
41.758199999999995 |
35500.0 |
¥1.48M |
止损触发 |
| 2024-07-24 |
黄金分割买点 |
买入 |
101.60149999999999 |
14600.0 |
¥1.48M |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
93.59630999999999 |
14600.0 |
¥1.37M |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
97.04695 |
13500.0 |
¥1.31M |
|
| 2024-08-05 |
跌破0.618止损 |
卖出 |
86.77314 |
13500.0 |
¥1.17M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
105.24514 |
11800.0 |
¥1.24M |
|
| 2024-10-08 |
重回前高 |
卖出 |
139.86 |
11800.0 |
¥1.65M |
|
| 2024-10-31 |
黄金分割买点 |
买入 |
127.12699999999998 |
12600.0 |
¥1.60M |
|
| 2024-11-29 |
跌破0.618止损 |
卖出 |
112.0 |
12600.0 |
¥1.41M |
止损触发 |
| 2024-12-17 |
黄金分割买点 |
买入 |
130.2301 |
11000.0 |
¥1.43M |
|
| 2024-12-25 |
跌破0.618止损 |
卖出 |
121.79807999999998 |
11000.0 |
¥1.34M |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
120.96084 |
11000.0 |
¥1.33M |
|
| 2025-02-25 |
跌破0.618止损 |
卖出 |
110.08980000000001 |
11000.0 |
¥1.21M |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
95.99589999999998 |
12800.0 |
¥1.23M |
|
| 2025-07-09 |
重回前高 |
卖出 |
134.41545000000002 |
12800.0 |
¥1.72M |
|
| 2025-11-11 |
黄金分割买点 |
买入 |
340.34 |
5100.0 |
¥1.74M |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
304.25544 |
5100.0 |
¥1.55M |
止损触发 |
| 2025-12-04 |
黄金分割买点 |
买入 |
367.49712999999997 |
4100.0 |
¥1.51M |
|
| 2025-12-23 |
重回前高 |
卖出 |
462.4371 |
4100.0 |
¥1.90M |
|
| 2026-01-12 |
黄金分割买点 |
买入 |
386.38599999999997 |
4800.0 |
¥1.86M |
|
| 2026-03-02 |
跌破0.618止损 |
卖出 |
347.39226 |
4800.0 |
¥1.67M |
止损触发 |