300661 圣邦股份 — 斐波那契回调 回测明细
数据区间: 2017-06-06 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥77.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -22.93%）
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 41 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 |
2017-09-06 |
2017-11-01 |
65.875546737 |
84.7152 |
¥28.4万 |
+28.56% |
重回前高 |
| 2 |
2017-12-19 |
2018-01-11 |
87.21325612999998 |
81.7182 |
¥-8.0万 |
-6.33% |
跌破0.618止损 |
| 3 |
2018-05-14 |
2018-06-04 |
110.47346209899999 |
104.53535999999998 |
¥-6.3万 |
-5.40% |
跌破0.618止损 |
| 4 |
2018-07-03 |
2018-07-11 |
122.21871461799999 |
97.56233999999999 |
¥-23.0万 |
-20.20% |
跌破0.618止损 |
| 5 |
2019-02-11 |
2019-02-26 |
79.20285372999999 |
89.4105 |
¥11.7万 |
+12.85% |
重回前高 |
| 6 |
2019-03-28 |
2019-05-07 |
88.404803487 |
81.65826 |
¥-7.8万 |
-7.66% |
跌破0.618止损 |
| 7 |
2019-05-22 |
2019-07-10 |
95.62417864999999 |
85.914 |
¥-9.4万 |
-10.18% |
重回前高 |
| 8 |
2019-07-19 |
2019-07-25 |
97.10610309399999 |
107.892 |
¥9.5万 |
+11.07% |
重回前高 |
| 9 |
2019-10-09 |
2019-10-31 |
162.43093466599998 |
219.78 |
¥33.2万 |
+35.27% |
重回前高 |
| 10 |
2019-11-27 |
2019-12-25 |
212.856417774 |
279.0 |
¥39.0万 |
+31.03% |
重回前高 |
| 11 |
2020-01-06 |
2020-02-20 |
236.80752095 |
333.33633000000003 |
¥65.6万 |
+40.72% |
重回前高 |
| 12 |
2020-03-04 |
2020-03-10 |
294.48241822999995 |
261.5382 |
¥-25.1万 |
-11.21% |
跌破0.618止损 |
| 13 |
2020-04-08 |
2020-04-13 |
302.3926906 |
273.15657 |
¥-19.6万 |
-9.70% |
跌破0.618止损 |
| 14 |
2020-07-02 |
2020-08-27 |
316.661219875 |
283.35 |
¥-19.7万 |
-10.55% |
跌破0.618止损 |
| 15 |
2020-11-13 |
2020-12-16 |
304.3952912 |
272.39733 |
¥-17.6万 |
-10.54% |
跌破0.618止损 |
| 16 |
2021-01-06 |
2021-01-08 |
292.3796876 |
266.65308 |
¥-13.2万 |
-8.83% |
跌破0.618止损 |
| 17 |
2021-01-18 |
2021-02-04 |
290.86772414699993 |
285.714 |
¥-2.5万 |
-1.80% |
跌破0.618止损 |
| 18 |
2021-05-07 |
2021-05-10 |
258.2153213639999 |
236.763 |
¥-11.0万 |
-8.34% |
跌破0.618止损 |
| 19 |
2021-05-18 |
2021-06-11 |
256.13261674 |
290.5092 |
¥16.5万 |
+13.39% |
重回前高 |
| 20 |
2021-07-01 |
2021-07-05 |
249.433917733 |
237.65211 |
¥-6.5万 |
-4.75% |
跌破0.618止损 |
| 21 |
2021-07-09 |
2021-07-14 |
250.35511400899998 |
225.50427 |
¥-13.0万 |
-9.95% |
跌破0.618止损 |
| 22 |
2021-07-20 |
2021-07-30 |
260.4181820239999 |
332.1675 |
¥33.0万 |
+27.51% |
重回前高 |
| 23 |
2021-09-08 |
2021-10-28 |
303.22376984899995 |
311.36832 |
¥4.0万 |
+2.66% |
跌破0.618止损 |
| 24 |
2021-11-08 |
2021-12-08 |
344.44730319999996 |
318.29139000000004 |
¥-11.8万 |
-7.62% |
跌破0.618止损 |
| 25 |
2022-02-23 |
2022-04-14 |
319.9154458499999 |
290.87883 |
¥-13.1万 |
-9.10% |
跌破0.618止损 |
| 26 |
2022-05-19 |
2022-05-25 |
305.90725465299994 |
291.18852000000004 |
¥-6.4万 |
-4.84% |
跌破0.618止损 |
| 27 |
2022-10-27 |
2022-10-28 |
161.20934829999996 |
146.853 |
¥-11.2万 |
-8.93% |
跌破0.618止损 |
| 28 |
2022-11-07 |
2022-11-11 |
164.223262203 |
153.99 |
¥-7.2万 |
-6.26% |
跌破0.618止损 |
| 29 |
2022-11-25 |
2023-02-15 |
171.212338297 |
173.1267 |
¥1.2万 |
+1.09% |
跌破0.618止损 |
| 30 |
2023-04-17 |
2023-04-19 |
167.21715009999997 |
161.4384 |
¥-3.7万 |
-3.48% |
跌破0.618止损 |
| 31 |
2023-10-10 |
2023-12-08 |
80.87502523099998 |
81.8181 |
¥1.2万 |
+1.14% |
跌破0.618止损 |
| 32 |
2024-01-02 |
2024-01-04 |
89.516847 |
82.24767 |
¥-8.7万 |
-8.15% |
跌破0.618止损 |
| 33 |
2024-04-24 |
2024-07-25 |
67.31741916899999 |
76.85307 |
¥13.8万 |
+14.13% |
跌破0.618止损 |
| 34 |
2024-10-11 |
2024-11-19 |
94.11221519699998 |
85.55436 |
¥-9.9万 |
-9.12% |
跌破0.618止损 |
| 35 |
2024-12-09 |
2024-12-26 |
94.1222282 |
86.27364 |
¥-8.5万 |
-8.37% |
跌破0.618止损 |
| 36 |
2025-01-21 |
2025-04-14 |
86.101812797 |
117.0828 |
¥33.4万 |
+35.94% |
重回前高 |
| 37 |
2025-09-24 |
2025-10-20 |
79.60337385 |
75.94398 |
¥-5.8万 |
-4.63% |
跌破0.618止损 |
| 38 |
2026-01-12 |
2026-02-03 |
73.29518196 |
71.52839999999999 |
¥-3.0万 |
-2.44% |
跌破0.618止损 |
| 39 |
2026-03-13 |
2026-03-24 |
74.707015383 |
71.35857 |
¥-5.3万 |
-4.51% |
跌破0.618止损 |
| 40 |
2026-08-17 |
2026-08-20 |
122.60922173499999 |
108.61 |
¥-12.8万 |
-11.44% |
跌破0.618止损 |
| 41 |
2026-09-21 |
2026-10-09 |
125.13753 |
95.63427 |
¥-23.3万 |
-23.60% |
跌破0.618止损 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-09-06 |
黄金分割买点 |
买入 |
65.85579 |
15100.0 |
¥99.5万 |
|
| 2017-11-01 |
重回前高 |
卖出 |
84.7152 |
15100.0 |
¥1.28M |
|
| 2017-12-19 |
黄金分割买点 |
买入 |
87.18709999999999 |
14500.0 |
¥1.26M |
|
| 2018-01-11 |
跌破0.618止损 |
卖出 |
81.7182 |
14500.0 |
¥1.18M |
止损触发 |
| 2018-05-14 |
黄金分割买点 |
买入 |
110.44032999999999 |
10600.0 |
¥1.17M |
|
| 2018-06-04 |
跌破0.618止损 |
卖出 |
104.53535999999998 |
10600.0 |
¥1.11M |
止损触发 |
| 2018-07-03 |
黄金分割买点 |
买入 |
122.18205999999998 |
9300.0 |
¥1.14M |
|
| 2018-07-11 |
跌破0.618止损 |
卖出 |
97.56233999999999 |
9300.0 |
¥90.7万 |
止损触发 |
| 2019-02-11 |
黄金分割买点 |
买入 |
79.17909999999999 |
11500.0 |
¥91.1万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
89.4105 |
11500.0 |
¥1.03M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
88.37828999999999 |
11500.0 |
¥1.02M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
81.65826 |
11500.0 |
¥93.9万 |
止损触发 |
| 2019-05-22 |
黄金分割买点 |
买入 |
95.59549999999999 |
9700.0 |
¥92.8万 |
|
| 2019-07-10 |
重回前高 |
卖出 |
85.914 |
9700.0 |
¥83.3万 |
|
| 2019-07-19 |
黄金分割买点 |
买入 |
97.07697999999999 |
8800.0 |
¥85.5万 |
|
| 2019-07-25 |
重回前高 |
卖出 |
107.892 |
8800.0 |
¥94.9万 |
|
| 2019-10-09 |
黄金分割买点 |
买入 |
162.38222 |
5800.0 |
¥94.2万 |
|
| 2019-10-31 |
重回前高 |
卖出 |
219.78 |
5800.0 |
¥1.27M |
|
| 2019-11-27 |
黄金分割买点 |
买入 |
212.79257999999996 |
5900.0 |
¥1.26M |
|
| 2019-12-25 |
重回前高 |
卖出 |
279.0 |
5900.0 |
¥1.65M |
|
| 2020-01-06 |
黄金分割买点 |
买入 |
236.7365 |
6800.0 |
¥1.61M |
|
| 2020-02-20 |
重回前高 |
卖出 |
333.33633000000003 |
6800.0 |
¥2.27M |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
294.3941 |
7600.0 |
¥2.24M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
261.5382 |
7600.0 |
¥1.99M |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
302.30199999999996 |
6700.0 |
¥2.03M |
|
| 2020-04-13 |
跌破0.618止损 |
卖出 |
273.15657 |
6700.0 |
¥1.83M |
止损触发 |
| 2020-07-02 |
黄金分割买点 |
买入 |
316.56624999999997 |
5900.0 |
¥1.87M |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
283.35 |
5900.0 |
¥1.67M |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
304.304 |
5500.0 |
¥1.67M |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
272.39733 |
5500.0 |
¥1.50M |
止损触发 |
| 2021-01-06 |
黄金分割买点 |
买入 |
292.292 |
5100.0 |
¥1.49M |
|
| 2021-01-08 |
跌破0.618止损 |
卖出 |
266.65308 |
5100.0 |
¥1.36M |
止损触发 |
| 2021-01-18 |
黄金分割买点 |
买入 |
290.78049 |
4700.0 |
¥1.37M |
|
| 2021-02-04 |
跌破0.618止损 |
卖出 |
285.714 |
4700.0 |
¥1.34M |
止损触发 |
| 2021-05-07 |
黄金分割买点 |
买入 |
258.13787999999994 |
5100.0 |
¥1.32M |
|
| 2021-05-10 |
跌破0.618止损 |
卖出 |
236.763 |
5100.0 |
¥1.21M |
止损触发 |
| 2021-05-18 |
黄金分割买点 |
买入 |
256.0558 |
4800.0 |
¥1.23M |
|
| 2021-06-11 |
重回前高 |
卖出 |
290.5092 |
4800.0 |
¥1.39M |
|
| 2021-07-01 |
黄金分割买点 |
买入 |
249.35911 |
5500.0 |
¥1.37M |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
237.65211 |
5500.0 |
¥1.31M |
止损触发 |
| 2021-07-09 |
黄金分割买点 |
买入 |
250.28002999999998 |
5200.0 |
¥1.30M |
|
| 2021-07-14 |
跌破0.618止损 |
卖出 |
225.50427 |
5200.0 |
¥1.17M |
止损触发 |
| 2021-07-20 |
黄金分割买点 |
买入 |
260.34007999999994 |
4600.0 |
¥1.20M |
|
| 2021-07-30 |
重回前高 |
卖出 |
332.1675 |
4600.0 |
¥1.53M |
|
| 2021-09-08 |
黄金分割买点 |
买入 |
303.13282999999996 |
5000.0 |
¥1.52M |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
311.36832 |
5000.0 |
¥1.56M |
止损触发 |
| 2021-11-08 |
黄金分割买点 |
买入 |
344.34399999999994 |
4500.0 |
¥1.55M |
|
| 2021-12-08 |
跌破0.618止损 |
卖出 |
318.29139000000004 |
4500.0 |
¥1.43M |
止损触发 |
| 2022-02-23 |
黄金分割买点 |
买入 |
319.81949999999995 |
4500.0 |
¥1.44M |
|
| 2022-04-14 |
跌破0.618止损 |
卖出 |
290.87883 |
4500.0 |
¥1.31M |
止损触发 |
| 2022-05-19 |
黄金分割买点 |
买入 |
305.81550999999996 |
4300.0 |
¥1.32M |
|
| 2022-05-25 |
跌破0.618止损 |
卖出 |
291.18852000000004 |
4300.0 |
¥1.25M |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
161.16099999999997 |
7800.0 |
¥1.26M |
|
| 2022-10-28 |
跌破0.618止损 |
卖出 |
146.853 |
7800.0 |
¥1.15M |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
164.17400999999998 |
7000.0 |
¥1.15M |
|
| 2022-11-11 |
跌破0.618止损 |
卖出 |
153.99 |
7000.0 |
¥1.08M |
止损触发 |
| 2022-11-25 |
黄金分割买点 |
买入 |
171.16099 |
6300.0 |
¥1.08M |
|
| 2023-02-15 |
跌破0.618止损 |
卖出 |
173.1267 |
6300.0 |
¥1.09M |
止损触发 |
| 2023-04-17 |
黄金分割买点 |
买入 |
167.16699999999997 |
6400.0 |
¥1.07M |
|
| 2023-04-19 |
跌破0.618止损 |
卖出 |
161.4384 |
6400.0 |
¥1.03M |
止损触发 |
| 2023-10-10 |
黄金分割买点 |
买入 |
80.85076999999998 |
13000.0 |
¥1.05M |
|
| 2023-12-08 |
跌破0.618止损 |
卖出 |
81.8181 |
13000.0 |
¥1.06M |
止损触发 |
| 2024-01-02 |
黄金分割买点 |
买入 |
89.49 |
11900.0 |
¥1.07M |
|
| 2024-01-04 |
跌破0.618止损 |
卖出 |
82.24767 |
11900.0 |
¥97.8万 |
止损触发 |
| 2024-04-24 |
黄金分割买点 |
买入 |
67.29723 |
14500.0 |
¥97.6万 |
|
| 2024-07-25 |
跌破0.618止损 |
卖出 |
76.85307 |
14500.0 |
¥1.11M |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
94.08398999999999 |
11500.0 |
¥1.08M |
|
| 2024-11-19 |
跌破0.618止损 |
卖出 |
85.55436 |
11500.0 |
¥98.4万 |
止损触发 |
| 2024-12-09 |
黄金分割买点 |
买入 |
94.094 |
10800.0 |
¥1.02M |
|
| 2024-12-26 |
跌破0.618止损 |
卖出 |
86.27364 |
10800.0 |
¥93.1万 |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
86.07598999999999 |
10800.0 |
¥93.0万 |
|
| 2025-04-14 |
重回前高 |
卖出 |
117.0828 |
10800.0 |
¥1.26M |
|
| 2025-09-24 |
黄金分割买点 |
买入 |
79.5795 |
15700.0 |
¥1.25M |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
75.94398 |
15700.0 |
¥1.19M |
止损触发 |
| 2026-01-12 |
黄金分割买点 |
买入 |
73.27319999999999 |
16500.0 |
¥1.21M |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
71.52839999999999 |
16500.0 |
¥1.18M |
止损触发 |
| 2026-03-13 |
黄金分割买点 |
买入 |
74.68460999999999 |
15700.0 |
¥1.17M |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
71.35857 |
15700.0 |
¥1.12M |
止损触发 |
| 2026-08-17 |
黄金分割买点 |
买入 |
122.57244999999999 |
9100.0 |
¥1.12M |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
108.61 |
9100.0 |
¥98.8万 |
止损触发 |
| 2026-09-21 |
黄金分割买点 |
买入 |
125.1 |
7900.0 |
¥98.9万 |
|
| 2026-10-09 |
跌破0.618止损 |
卖出 |
95.63427 |
7900.0 |
¥75.5万 |
止损触发 |