300866 安克创新 — 斐波那契回调 回测明细
数据区间: 2020-08-24 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.02M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +2.24%）
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 29 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 |
2020-12-29 |
2021-01-06 |
171.29244232099998 |
158.841 |
¥-7.1万 |
-7.30% |
跌破0.618止损 |
| 2 |
2021-01-12 |
2021-02-04 |
168.63899652599994 |
167.88195000000002 |
¥-4,360 |
-0.48% |
跌破0.618止损 |
| 3 |
2021-02-19 |
2021-02-23 |
181.72599144699998 |
160.02 |
¥-10.9万 |
-11.97% |
跌破0.618止损 |
| 4 |
2021-04-08 |
2021-04-14 |
167.55759220199997 |
155.26 |
¥-5.9万 |
-7.37% |
跌破0.618止损 |
| 5 |
2021-04-28 |
2021-05-07 |
164.88412040099996 |
149.6502 |
¥-6.9万 |
-9.27% |
跌破0.618止损 |
| 6 |
2021-05-28 |
2021-06-10 |
156.413119863 |
146.853 |
¥-4.1万 |
-6.14% |
跌破0.618止损 |
| 7 |
2021-06-15 |
2021-07-06 |
154.730935359 |
148.89095999999998 |
¥-2.4万 |
-3.80% |
跌破0.618止损 |
| 8 |
2021-11-30 |
2022-01-04 |
112.986725852 |
101.6982 |
¥-6.1万 |
-10.02% |
跌破0.618止损 |
| 9 |
2022-06-09 |
2022-07-05 |
65.21956 |
77.922 |
¥10.9万 |
+19.44% |
重回前高 |
| 10 |
2022-08-05 |
2022-08-11 |
73.52205000000001 |
67.39254 |
¥-5.6万 |
-8.36% |
跌破0.618止损 |
| 11 |
2022-11-16 |
2022-12-12 |
61.57996845 |
63.59634 |
¥2.0万 |
+3.24% |
重回前高 |
| 12 |
2022-12-29 |
2023-02-03 |
59.76761490699999 |
66.82311 |
¥7.5万 |
+11.77% |
重回前高 |
| 13 |
2023-02-28 |
2023-03-08 |
64.69401238299999 |
60.66 |
¥-4.4万 |
-6.26% |
跌破0.618止损 |
| 14 |
2023-03-29 |
2023-04-24 |
66.29609286299998 |
64.04589 |
¥-2.3万 |
-3.42% |
跌破0.618止损 |
| 15 |
2023-07-28 |
2023-08-14 |
80.134063009 |
77.48244 |
¥-2.1万 |
-3.34% |
跌破0.618止损 |
| 16 |
2023-11-03 |
2023-11-30 |
89.52625982299999 |
88.63128 |
¥-6,359 |
-1.03% |
跌破0.618止损 |
| 17 |
2024-02-07 |
2024-05-27 |
77.60077324999997 |
70.84908 |
¥-5.3万 |
-8.73% |
跌破0.618止损 |
| 18 |
2024-09-10 |
2024-10-08 |
65.07450649699999 |
100.4994 |
¥30.1万 |
+54.39% |
重回前高 |
| 19 |
2024-10-16 |
2025-02-24 |
79.87372493099998 |
117.88199999999999 |
¥40.3万 |
+47.54% |
重回前高 |
| 20 |
2025-03-11 |
2025-03-13 |
103.33419096 |
99.6003 |
¥-4.6万 |
-3.64% |
跌破0.618止损 |
| 21 |
2025-05-14 |
2025-06-11 |
98.939673 |
109.89999 |
¥13.2万 |
+11.04% |
重回前高 |
| 22 |
2025-09-16 |
2025-09-23 |
131.93132752799997 |
120.879 |
¥-11.3万 |
-8.40% |
跌破0.618止损 |
| 23 |
2025-12-24 |
2026-01-08 |
117.95317533999999 |
108.05184 |
¥-10.3万 |
-8.42% |
跌破0.618止损 |
| 24 |
2026-03-23 |
2026-04-07 |
105.1365315 |
100.89899999999999 |
¥-4.5万 |
-4.06% |
跌破0.618止损 |
| 25 |
2026-04-09 |
2026-04-17 |
102.63328075 |
119.61027 |
¥17.6万 |
+16.51% |
重回前高 |
| 26 |
2026-06-03 |
2026-06-09 |
117.18217410899999 |
108.89099999999999 |
¥-8.9万 |
-7.10% |
跌破0.618止损 |
| 27 |
2026-06-16 |
2026-06-24 |
116.691536962 |
109.78010999999998 |
¥-6.9万 |
-5.95% |
跌破0.618止损 |
| 28 |
2026-07-22 |
2026-07-27 |
119.044592667 |
113.886 |
¥-4.7万 |
-4.36% |
跌破0.618止损 |
| 29 |
2026-07-28 |
2026-10-09 |
118.37372146599999 |
114.06582 |
¥-3.8万 |
-3.67% |
跌破0.618止损 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-12-29 |
黄金分割买点 |
买入 |
171.24106999999998 |
5700.0 |
¥97.6万 |
|
| 2021-01-06 |
跌破0.618止损 |
卖出 |
158.841 |
5700.0 |
¥90.5万 |
止损触发 |
| 2021-01-12 |
黄金分割买点 |
买入 |
168.58841999999996 |
5400.0 |
¥91.1万 |
|
| 2021-02-04 |
跌破0.618止损 |
卖出 |
167.88195000000002 |
5400.0 |
¥90.6万 |
止损触发 |
| 2021-02-19 |
黄金分割买点 |
买入 |
181.67148999999998 |
5000.0 |
¥90.9万 |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
160.02 |
5000.0 |
¥80.0万 |
止损触发 |
| 2021-04-08 |
黄金分割买点 |
买入 |
167.50733999999997 |
4800.0 |
¥80.4万 |
|
| 2021-04-14 |
跌破0.618止损 |
卖出 |
155.26 |
4800.0 |
¥74.5万 |
止损触发 |
| 2021-04-28 |
黄金分割买点 |
买入 |
164.83466999999996 |
4500.0 |
¥74.2万 |
|
| 2021-05-07 |
跌破0.618止损 |
卖出 |
149.6502 |
4500.0 |
¥67.3万 |
止损触发 |
| 2021-05-28 |
黄金分割买点 |
买入 |
156.36621 |
4300.0 |
¥67.3万 |
|
| 2021-06-10 |
跌破0.618止损 |
卖出 |
146.853 |
4300.0 |
¥63.1万 |
止损触发 |
| 2021-06-15 |
黄金分割买点 |
买入 |
154.68453 |
4100.0 |
¥63.4万 |
|
| 2021-07-06 |
跌破0.618止损 |
卖出 |
148.89095999999998 |
4100.0 |
¥61.0万 |
止损触发 |
| 2021-11-30 |
黄金分割买点 |
买入 |
112.95284 |
5400.0 |
¥61.0万 |
|
| 2022-01-04 |
跌破0.618止损 |
卖出 |
101.6982 |
5400.0 |
¥54.9万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
65.2 |
8600.0 |
¥56.1万 |
|
| 2022-07-05 |
重回前高 |
卖出 |
77.922 |
8600.0 |
¥67.0万 |
|
| 2022-08-05 |
黄金分割买点 |
买入 |
73.5 |
9100.0 |
¥66.9万 |
|
| 2022-08-11 |
跌破0.618止损 |
卖出 |
67.39254 |
9100.0 |
¥61.3万 |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
61.561499999999995 |
9900.0 |
¥61.0万 |
|
| 2022-12-12 |
重回前高 |
卖出 |
63.59634 |
9900.0 |
¥62.9万 |
|
| 2022-12-29 |
黄金分割买点 |
买入 |
59.749689999999994 |
10600.0 |
¥63.4万 |
|
| 2023-02-03 |
重回前高 |
卖出 |
66.82311 |
10600.0 |
¥70.8万 |
|
| 2023-02-28 |
黄金分割买点 |
买入 |
64.67460999999999 |
10900.0 |
¥70.5万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
60.66 |
10900.0 |
¥66.1万 |
止损触发 |
| 2023-03-29 |
黄金分割买点 |
买入 |
66.27620999999999 |
10000.0 |
¥66.3万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
64.04589 |
10000.0 |
¥64.0万 |
止损触发 |
| 2023-07-28 |
黄金分割买点 |
买入 |
80.11003 |
7900.0 |
¥63.3万 |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
77.48244 |
7900.0 |
¥61.2万 |
止损触发 |
| 2023-11-03 |
黄金分割买点 |
买入 |
89.49940999999998 |
6900.0 |
¥61.8万 |
|
| 2023-11-30 |
跌破0.618止损 |
卖出 |
88.63128 |
6900.0 |
¥61.1万 |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
77.57749999999999 |
7800.0 |
¥60.5万 |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
70.84908 |
7800.0 |
¥55.2万 |
止损触发 |
| 2024-09-10 |
黄金分割买点 |
买入 |
65.05498999999999 |
8500.0 |
¥55.3万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
100.4994 |
8500.0 |
¥85.4万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
79.84976999999999 |
10600.0 |
¥84.7万 |
|
| 2025-02-24 |
重回前高 |
卖出 |
117.88199999999999 |
10600.0 |
¥1.25M |
|
| 2025-03-11 |
黄金分割买点 |
买入 |
103.3032 |
12100.0 |
¥1.25M |
|
| 2025-03-13 |
跌破0.618止损 |
卖出 |
99.6003 |
12100.0 |
¥1.20M |
止损触发 |
| 2025-05-14 |
黄金分割买点 |
买入 |
98.91 |
12100.0 |
¥1.20M |
|
| 2025-06-11 |
重回前高 |
卖出 |
109.89999 |
12100.0 |
¥1.33M |
|
| 2025-09-16 |
黄金分割买点 |
买入 |
131.89175999999998 |
10200.0 |
¥1.35M |
|
| 2025-09-23 |
跌破0.618止损 |
卖出 |
120.879 |
10200.0 |
¥1.23M |
止损触发 |
| 2025-12-24 |
黄金分割买点 |
买入 |
117.91779999999999 |
10400.0 |
¥1.23M |
|
| 2026-01-08 |
跌破0.618止损 |
卖出 |
108.05184 |
10400.0 |
¥1.12M |
止损触发 |
| 2026-03-23 |
黄金分割买点 |
买入 |
105.105 |
10600.0 |
¥1.11M |
|
| 2026-04-07 |
跌破0.618止损 |
卖出 |
100.89899999999999 |
10600.0 |
¥1.07M |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
102.6025 |
10400.0 |
¥1.07M |
|
| 2026-04-17 |
重回前高 |
卖出 |
119.61027 |
10400.0 |
¥1.24M |
|
| 2026-06-03 |
黄金分割买点 |
买入 |
117.14702999999999 |
10700.0 |
¥1.25M |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
108.89099999999999 |
10700.0 |
¥1.16M |
止损触发 |
| 2026-06-16 |
黄金分割买点 |
买入 |
116.65653999999999 |
10000.0 |
¥1.17M |
|
| 2026-06-24 |
跌破0.618止损 |
卖出 |
109.78010999999998 |
10000.0 |
¥1.10M |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
119.00889000000001 |
9000.0 |
¥1.07M |
|
| 2026-07-27 |
跌破0.618止损 |
卖出 |
113.886 |
9000.0 |
¥1.02M |
止损触发 |
| 2026-07-28 |
黄金分割买点 |
买入 |
118.33821999999999 |
8800.0 |
¥1.04M |
|
| 2026-10-09 |
跌破0.618止损 |
卖出 |
114.06582 |
8800.0 |
¥1.00M |
止损触发 |