300803 指南针 — 斐波那契回调 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥84.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -15.88%）
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 28 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 |
2020-03-12 |
2020-03-24 |
58.07541739999999 |
50.95899 |
¥-12.1万 |
-12.28% |
跌破0.618止损 |
| 2 |
2020-04-15 |
2020-04-27 |
57.36449418699999 |
50.039910000000006 |
¥-11.0万 |
-12.79% |
跌破0.618止损 |
| 3 |
2020-06-15 |
2020-07-07 |
55.291802565999994 |
69.13080000000001 |
¥19.2万 |
+24.99% |
重回前高 |
| 4 |
2020-07-16 |
2020-07-24 |
63.0819189 |
56.07387 |
¥-10.6万 |
-11.14% |
跌破0.618止损 |
| 5 |
2021-05-06 |
2021-06-25 |
29.127825727 |
39.2607 |
¥29.7万 |
+34.75% |
重回前高 |
| 6 |
2021-07-02 |
2021-07-29 |
35.05552350299999 |
35.0 |
¥-2,133 |
-0.19% |
跌破0.618止损 |
| 7 |
2021-08-05 |
2021-08-12 |
37.04811109999999 |
35.964 |
¥-3.3万 |
-2.96% |
跌破0.618止损 |
| 8 |
2021-09-09 |
2021-09-28 |
38.24967146 |
35.5644 |
¥-7.7万 |
-7.05% |
跌破0.618止损 |
| 9 |
2021-12-17 |
2021-12-27 |
37.969307375999996 |
38.361599999999996 |
¥1.0万 |
+1.00% |
重回前高 |
| 10 |
2022-02-14 |
2022-03-08 |
41.083351308999994 |
40.73922 |
¥-8,731 |
-0.87% |
跌破0.618止损 |
| 11 |
2022-04-19 |
2022-06-13 |
43.886992148999994 |
47.8521 |
¥9.2万 |
+9.00% |
重回前高 |
| 12 |
2022-07-13 |
2022-08-31 |
53.57957905299999 |
51.518429999999995 |
¥-4.3万 |
-3.88% |
跌破0.618止损 |
| 13 |
2022-11-16 |
2022-12-21 |
51.066315299999985 |
45.20475 |
¥-12.2万 |
-11.50% |
跌破0.618止损 |
| 14 |
2023-01-09 |
2023-03-07 |
49.424182808 |
50.02992 |
¥1.2万 |
+1.20% |
跌破0.618止损 |
| 15 |
2023-03-24 |
2023-04-24 |
54.560853347 |
51.02892 |
¥-6.3万 |
-6.50% |
跌破0.618止损 |
| 16 |
2023-07-26 |
2023-07-27 |
50.87606824299999 |
48.34161 |
¥-4.6万 |
-5.01% |
跌破0.618止损 |
| 17 |
2023-08-02 |
2023-09-06 |
55.952660764 |
60.16976999999999 |
¥6.5万 |
+7.50% |
跌破0.618止损 |
| 18 |
2023-12-08 |
2023-12-21 |
60.839006227999995 |
57.61233 |
¥-4.9万 |
-5.33% |
跌破0.618止损 |
| 19 |
2023-12-29 |
2024-01-05 |
60.57866814999999 |
57.642300000000006 |
¥-4.3万 |
-4.88% |
跌破0.618止损 |
| 20 |
2024-03-04 |
2024-03-27 |
50.065015 |
45.43452 |
¥-7.6万 |
-9.28% |
跌破0.618止损 |
| 21 |
2024-04-29 |
2024-05-16 |
45.15864353 |
43.13682 |
¥-3.4万 |
-4.51% |
跌破0.618止损 |
| 22 |
2024-08-01 |
2024-08-05 |
39.881790948999985 |
38.21175 |
¥-3.0万 |
-4.22% |
跌破0.618止损 |
| 23 |
2024-10-11 |
2025-01-03 |
75.19765253 |
90.15975 |
¥13.7万 |
+19.86% |
跌破0.618止损 |
| 24 |
2025-02-13 |
2025-02-19 |
98.58802753799998 |
92.98692 |
¥-4.7万 |
-5.71% |
跌破0.618止损 |
| 25 |
2025-06-19 |
2025-06-26 |
61.058312 |
80.54937 |
¥25.1万 |
+31.88% |
重回前高 |
| 26 |
2025-11-05 |
2025-11-13 |
134.724955365 |
121.06881 |
¥-10.3万 |
-10.16% |
跌破0.618止损 |
| 27 |
2026-01-09 |
2026-01-20 |
137.29829713599997 |
131.07879 |
¥-4.2万 |
-4.56% |
跌破0.618止损 |
| 28 |
2026-06-17 |
2026-07-03 |
96.1248288 |
89.84007000000001 |
¥-5.8万 |
-6.57% |
跌破0.618止损 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-03-12 |
黄金分割买点 |
买入 |
58.05799999999999 |
17000.0 |
¥98.7万 |
|
| 2020-03-24 |
跌破0.618止损 |
卖出 |
50.95899 |
17000.0 |
¥86.6万 |
止损触发 |
| 2020-04-15 |
黄金分割买点 |
买入 |
57.347289999999994 |
15000.0 |
¥86.0万 |
|
| 2020-04-27 |
跌破0.618止损 |
卖出 |
50.039910000000006 |
15000.0 |
¥75.0万 |
止损触发 |
| 2020-06-15 |
黄金分割买点 |
买入 |
55.27521999999999 |
13900.0 |
¥76.9万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
69.13080000000001 |
13900.0 |
¥96.1万 |
|
| 2020-07-16 |
黄金分割买点 |
买入 |
63.062999999999995 |
15100.0 |
¥95.3万 |
|
| 2020-07-24 |
跌破0.618止损 |
卖出 |
56.07387 |
15100.0 |
¥84.6万 |
止损触发 |
| 2021-05-06 |
黄金分割买点 |
买入 |
29.119089999999996 |
29300.0 |
¥85.3万 |
|
| 2021-06-25 |
重回前高 |
卖出 |
39.2607 |
29300.0 |
¥1.15M |
|
| 2021-07-02 |
黄金分割买点 |
买入 |
35.04500999999999 |
32300.0 |
¥1.13M |
|
| 2021-07-29 |
跌破0.618止损 |
卖出 |
35.0 |
32300.0 |
¥1.13M |
止损触发 |
| 2021-08-05 |
黄金分割买点 |
买入 |
37.03699999999999 |
30300.0 |
¥1.12M |
|
| 2021-08-12 |
跌破0.618止损 |
卖出 |
35.964 |
30300.0 |
¥1.09M |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
38.2382 |
28600.0 |
¥1.09M |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
35.5644 |
28600.0 |
¥1.02M |
止损触发 |
| 2021-12-17 |
黄金分割买点 |
买入 |
37.957919999999994 |
27100.0 |
¥1.03M |
|
| 2021-12-27 |
重回前高 |
卖出 |
38.361599999999996 |
27100.0 |
¥1.04M |
|
| 2022-02-14 |
黄金分割买点 |
买入 |
41.07102999999999 |
24500.0 |
¥1.01M |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
40.73922 |
24500.0 |
¥99.8万 |
止损触发 |
| 2022-04-19 |
黄金分割买点 |
买入 |
43.87382999999999 |
23300.0 |
¥1.02M |
|
| 2022-06-13 |
重回前高 |
卖出 |
47.8521 |
23300.0 |
¥1.11M |
|
| 2022-07-13 |
黄金分割买点 |
买入 |
53.563509999999994 |
20500.0 |
¥1.10M |
|
| 2022-08-31 |
跌破0.618止损 |
卖出 |
51.518429999999995 |
20500.0 |
¥1.06M |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
51.05099999999999 |
20800.0 |
¥1.06M |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
45.20475 |
20800.0 |
¥94.0万 |
止损触发 |
| 2023-01-09 |
黄金分割买点 |
买入 |
49.40935999999999 |
19500.0 |
¥96.4万 |
|
| 2023-03-07 |
跌破0.618止损 |
卖出 |
50.02992 |
19500.0 |
¥97.5万 |
止损触发 |
| 2023-03-24 |
黄金分割买点 |
买入 |
54.544489999999996 |
17900.0 |
¥97.7万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
51.02892 |
17900.0 |
¥91.3万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
50.860809999999994 |
17900.0 |
¥91.1万 |
|
| 2023-07-27 |
跌破0.618止损 |
卖出 |
48.34161 |
17900.0 |
¥86.5万 |
止损触发 |
| 2023-08-02 |
黄金分割买点 |
买入 |
55.93588 |
15500.0 |
¥86.7万 |
|
| 2023-09-06 |
跌破0.618止损 |
卖出 |
60.16976999999999 |
15500.0 |
¥93.2万 |
止损触发 |
| 2023-12-08 |
黄金分割买点 |
买入 |
60.82075999999999 |
15200.0 |
¥92.5万 |
|
| 2023-12-21 |
跌破0.618止损 |
卖出 |
57.61233 |
15200.0 |
¥87.5万 |
止损触发 |
| 2023-12-29 |
黄金分割买点 |
买入 |
60.56049999999999 |
14500.0 |
¥87.8万 |
|
| 2024-01-05 |
跌破0.618止损 |
卖出 |
57.642300000000006 |
14500.0 |
¥83.6万 |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
50.05 |
16400.0 |
¥82.1万 |
|
| 2024-03-27 |
跌破0.618止损 |
卖出 |
45.43452 |
16400.0 |
¥74.5万 |
止损触发 |
| 2024-04-29 |
黄金分割买点 |
买入 |
45.1451 |
16700.0 |
¥75.4万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
43.13682 |
16700.0 |
¥72.0万 |
止损触发 |
| 2024-08-01 |
黄金分割买点 |
买入 |
39.86982999999999 |
18000.0 |
¥71.8万 |
|
| 2024-08-05 |
跌破0.618止损 |
卖出 |
38.21175 |
18000.0 |
¥68.8万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
75.17509999999999 |
9200.0 |
¥69.2万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
90.15975 |
9200.0 |
¥82.9万 |
止损触发 |
| 2025-02-13 |
黄金分割买点 |
买入 |
98.55845999999998 |
8400.0 |
¥82.8万 |
|
| 2025-02-19 |
跌破0.618止损 |
卖出 |
92.98692 |
8400.0 |
¥78.1万 |
止损触发 |
| 2025-06-19 |
黄金分割买点 |
买入 |
61.04 |
12900.0 |
¥78.8万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
80.54937 |
12900.0 |
¥1.04M |
|
| 2025-11-05 |
黄金分割买点 |
买入 |
134.68455 |
7500.0 |
¥1.01M |
|
| 2025-11-13 |
跌破0.618止损 |
卖出 |
121.06881 |
7500.0 |
¥90.8万 |
止损触发 |
| 2026-01-09 |
黄金分割买点 |
买入 |
137.25712 |
6700.0 |
¥92.0万 |
|
| 2026-01-20 |
跌破0.618止损 |
卖出 |
131.07879 |
6700.0 |
¥87.8万 |
止损触发 |
| 2026-06-17 |
黄金分割买点 |
买入 |
96.09599999999999 |
9200.0 |
¥88.4万 |
|
| 2026-07-03 |
跌破0.618止损 |
卖出 |
89.84007000000001 |
9200.0 |
¥82.6万 |
止损触发 |