300896 爱美客 — 斐波那契回调 回测明细
数据区间: 2020-09-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥45.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -54.66%）
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 27 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 |
2021-02-25 |
2021-03-05 |
911.1832729999999 |
751.0 |
¥-16.0万 |
-17.60% |
跌破0.618止损 |
| 2 |
2021-05-26 |
2021-07-27 |
666.505531692 |
617.77161 |
¥-5.9万 |
-7.34% |
跌破0.618止损 |
| 3 |
2021-07-30 |
2021-08-06 |
668.8686004 |
629.37999 |
¥-4.4万 |
-5.93% |
跌破0.618止损 |
| 4 |
2021-10-27 |
2021-11-05 |
620.816199003 |
571.428 |
¥-5.5万 |
-7.98% |
跌破0.618止损 |
| 5 |
2021-12-10 |
2021-12-20 |
589.5656166399998 |
563.94549 |
¥-2.8万 |
-4.37% |
跌破0.618止损 |
| 6 |
2022-03-31 |
2022-04-13 |
474.61634219999996 |
495.61389 |
¥2.7万 |
+4.39% |
重回前高 |
| 7 |
2022-04-26 |
2022-05-05 |
465.5946264969999 |
516.73275 |
¥7.1万 |
+10.95% |
重回前高 |
| 8 |
2022-05-11 |
2022-06-01 |
461.5994383 |
540.0094499999999 |
¥12.5万 |
+16.95% |
重回前高 |
| 9 |
2022-08-15 |
2022-08-24 |
567.57022 |
542.88 |
¥-3.7万 |
-4.38% |
跌破0.618止损 |
| 10 |
2022-12-02 |
2022-12-28 |
498.58747138199993 |
568.2312 |
¥11.1万 |
+13.93% |
重回前高 |
| 11 |
2023-03-03 |
2023-03-08 |
582.6566445699998 |
552.2471999999999 |
¥-4.9万 |
-5.25% |
跌破0.618止损 |
| 12 |
2023-04-11 |
2023-04-13 |
573.0842137019999 |
552.5469 |
¥-3.1万 |
-3.61% |
跌破0.618止损 |
| 13 |
2023-07-31 |
2023-08-02 |
492.15912345599986 |
456.23330999999996 |
¥-6.1万 |
-7.33% |
跌破0.618止损 |
| 14 |
2023-08-07 |
2023-08-09 |
470.611141 |
449.55 |
¥-3.6万 |
-4.50% |
跌破0.618止损 |
| 15 |
2023-09-05 |
2023-09-08 |
450.5851349999999 |
434.45511000000005 |
¥-2.8万 |
-3.61% |
跌破0.618止损 |
| 16 |
2024-01-12 |
2024-01-30 |
317.262000055 |
280.719 |
¥-8.4万 |
-11.54% |
跌破0.618止损 |
| 17 |
2024-02-06 |
2024-03-12 |
298.71791849899995 |
335.85381 |
¥7.8万 |
+12.40% |
重回前高 |
| 18 |
2024-04-08 |
2024-04-09 |
315.074494 |
298.65105 |
¥-3.8万 |
-5.24% |
跌破0.618止损 |
| 19 |
2024-10-14 |
2024-12-27 |
208.65095651399997 |
203.16663 |
¥-1.8万 |
-2.66% |
跌破0.618止损 |
| 20 |
2025-03-14 |
2025-03-31 |
200.18996897899999 |
179.82 |
¥-6.9万 |
-10.20% |
跌破0.618止损 |
| 21 |
2025-04-11 |
2025-04-23 |
183.458240966 |
177.13269 |
¥-2.1万 |
-3.48% |
跌破0.618止损 |
| 22 |
2025-07-01 |
2025-07-07 |
174.2262522 |
172.44738 |
¥-6,041 |
-1.05% |
跌破0.618止损 |
| 23 |
2025-08-01 |
2025-09-12 |
185.44081555999995 |
198.801 |
¥4.1万 |
+7.17% |
重回前高 |
| 24 |
2025-09-18 |
2025-09-23 |
189.596211805 |
181.91790000000003 |
¥-2.6万 |
-4.08% |
跌破0.618止损 |
| 25 |
2026-02-09 |
2026-02-24 |
152.11754157599995 |
145.09476 |
¥-2.8万 |
-4.65% |
跌破0.618止损 |
| 26 |
2026-07-24 |
2026-08-20 |
103.06383987899999 |
95.92 |
¥-3.9万 |
-6.96% |
跌破0.618止损 |
| 27 |
2026-10-27 |
2026-10-30 |
101.581915435 |
85.5144 |
¥-8.4万 |
-15.84% |
跌破0.618止损 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-02-25 |
黄金分割买点 |
买入 |
910.9099999999999 |
1000.0 |
¥91.1万 |
|
| 2021-03-05 |
跌破0.618止损 |
卖出 |
751.0 |
1000.0 |
¥75.1万 |
止损触发 |
| 2021-05-26 |
黄金分割买点 |
买入 |
666.3056399999999 |
1200.0 |
¥80.0万 |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
617.77161 |
1200.0 |
¥74.1万 |
止损触发 |
| 2021-07-30 |
黄金分割买点 |
买入 |
668.6679999999999 |
1100.0 |
¥73.6万 |
|
| 2021-08-06 |
跌破0.618止损 |
卖出 |
629.37999 |
1100.0 |
¥69.2万 |
止损触发 |
| 2021-10-27 |
黄金分割买点 |
买入 |
620.63001 |
1100.0 |
¥68.3万 |
|
| 2021-11-05 |
跌破0.618止损 |
卖出 |
571.428 |
1100.0 |
¥62.8万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
589.3887999999998 |
1100.0 |
¥64.9万 |
|
| 2021-12-20 |
跌破0.618止损 |
卖出 |
563.94549 |
1100.0 |
¥62.0万 |
止损触发 |
| 2022-03-31 |
黄金分割买点 |
买入 |
474.474 |
1300.0 |
¥61.7万 |
|
| 2022-04-13 |
重回前高 |
卖出 |
495.61389 |
1300.0 |
¥64.4万 |
|
| 2022-04-26 |
黄金分割买点 |
买入 |
465.45498999999995 |
1400.0 |
¥65.2万 |
|
| 2022-05-05 |
重回前高 |
卖出 |
516.73275 |
1400.0 |
¥72.3万 |
|
| 2022-05-11 |
黄金分割买点 |
买入 |
461.461 |
1600.0 |
¥73.9万 |
|
| 2022-06-01 |
重回前高 |
卖出 |
540.0094499999999 |
1600.0 |
¥86.4万 |
|
| 2022-08-15 |
黄金分割买点 |
买入 |
567.4 |
1500.0 |
¥85.1万 |
|
| 2022-08-24 |
跌破0.618止损 |
卖出 |
542.88 |
1500.0 |
¥81.4万 |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
498.43793999999997 |
1600.0 |
¥79.8万 |
|
| 2022-12-28 |
重回前高 |
卖出 |
568.2312 |
1600.0 |
¥90.9万 |
|
| 2023-03-03 |
黄金分割买点 |
买入 |
582.4818999999999 |
1600.0 |
¥93.2万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
552.2471999999999 |
1600.0 |
¥88.3万 |
止损触发 |
| 2023-04-11 |
黄金分割买点 |
买入 |
572.91234 |
1500.0 |
¥86.0万 |
|
| 2023-04-13 |
跌破0.618止损 |
卖出 |
552.5469 |
1500.0 |
¥82.9万 |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
492.0115199999999 |
1700.0 |
¥83.7万 |
|
| 2023-08-02 |
跌破0.618止损 |
卖出 |
456.23330999999996 |
1700.0 |
¥77.5万 |
止损触发 |
| 2023-08-07 |
黄金分割买点 |
买入 |
470.47 |
1700.0 |
¥80.0万 |
|
| 2023-08-09 |
跌破0.618止损 |
卖出 |
449.55 |
1700.0 |
¥76.4万 |
止损触发 |
| 2023-09-05 |
黄金分割买点 |
买入 |
450.44999999999993 |
1700.0 |
¥76.6万 |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
434.45511000000005 |
1700.0 |
¥73.8万 |
止损触发 |
| 2024-01-12 |
黄金分割买点 |
买入 |
317.16685 |
2300.0 |
¥73.0万 |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
280.719 |
2300.0 |
¥64.5万 |
止损触发 |
| 2024-02-06 |
黄金分割买点 |
买入 |
298.62832999999995 |
2100.0 |
¥62.7万 |
|
| 2024-03-12 |
重回前高 |
卖出 |
335.85381 |
2100.0 |
¥70.5万 |
|
| 2024-04-08 |
黄金分割买点 |
买入 |
314.98 |
2300.0 |
¥72.5万 |
|
| 2024-04-09 |
跌破0.618止损 |
卖出 |
298.65105 |
2300.0 |
¥68.7万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
208.58837999999997 |
3300.0 |
¥68.9万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
203.16663 |
3300.0 |
¥67.0万 |
止损触发 |
| 2025-03-14 |
黄金分割买点 |
买入 |
200.12992999999997 |
3400.0 |
¥68.1万 |
|
| 2025-03-31 |
跌破0.618止损 |
卖出 |
179.82 |
3400.0 |
¥61.1万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
183.40321999999998 |
3300.0 |
¥60.5万 |
|
| 2025-04-23 |
跌破0.618止损 |
卖出 |
177.13269 |
3300.0 |
¥58.4万 |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
174.17399999999998 |
3300.0 |
¥57.5万 |
|
| 2025-07-07 |
跌破0.618止损 |
卖出 |
172.44738 |
3300.0 |
¥56.9万 |
止损触发 |
| 2025-08-01 |
黄金分割买点 |
买入 |
185.38519999999997 |
3100.0 |
¥57.5万 |
|
| 2025-09-12 |
重回前高 |
卖出 |
198.801 |
3100.0 |
¥61.6万 |
|
| 2025-09-18 |
黄金分割买点 |
买入 |
189.53934999999998 |
3300.0 |
¥62.6万 |
|
| 2025-09-23 |
跌破0.618止损 |
卖出 |
181.91790000000003 |
3300.0 |
¥60.0万 |
止损触发 |
| 2026-02-09 |
黄金分割买点 |
买入 |
152.07191999999998 |
3900.0 |
¥59.3万 |
|
| 2026-02-24 |
跌破0.618止损 |
卖出 |
145.09476 |
3900.0 |
¥56.6万 |
止损触发 |
| 2026-07-24 |
黄金分割买点 |
买入 |
103.03293 |
5400.0 |
¥55.7万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
95.92 |
5400.0 |
¥51.8万 |
止损触发 |
| 2026-10-27 |
黄金分割买点 |
买入 |
101.55144999999999 |
5200.0 |
¥52.8万 |
|
| 2026-10-30 |
跌破0.618止损 |
卖出 |
85.5144 |
5200.0 |
¥44.5万 |
止损触发 |