301236 软通动力 — 斐波那契回调 回测明细
数据区间: 2022-03-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥65.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -34.61%）
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 16 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 |
2022-07-20 |
2022-07-25 |
40.79297422199999 |
37.54242 |
¥-7.7万 |
-8.00% |
跌破0.618止损 |
| 2 |
2022-10-28 |
2023-02-24 |
32.562285756 |
37.68227999999999 |
¥14.3万 |
+15.69% |
跌破0.618止损 |
| 3 |
2023-04-13 |
2023-04-27 |
46.960984069999995 |
39.060900000000004 |
¥-17.6万 |
-16.85% |
跌破0.618止损 |
| 4 |
2023-06-14 |
2023-06-21 |
45.85955373999999 |
31.12884 |
¥-28.3万 |
-32.14% |
跌破0.618止损 |
| 5 |
2023-09-15 |
2023-11-14 |
25.342910592999996 |
45.93402 |
¥49.2万 |
+81.20% |
重回前高 |
| 6 |
2023-12-06 |
2024-01-23 |
39.16085473299999 |
35.97399 |
¥-8.9万 |
-8.17% |
跌破0.618止损 |
| 7 |
2024-02-26 |
2024-05-14 |
40.21222004799999 |
38.92104 |
¥-3.2万 |
-3.24% |
跌破0.618止损 |
| 8 |
2024-10-11 |
2025-01-02 |
51.186471336 |
58.7412 |
¥13.3万 |
+14.72% |
跌破0.618止损 |
| 9 |
2025-02-14 |
2025-03-24 |
68.48894052 |
60.59934 |
¥-12.7万 |
-11.55% |
跌破0.618止损 |
| 10 |
2025-06-26 |
2025-07-07 |
55.706706999999994 |
52.19775 |
¥-6.2万 |
-6.33% |
跌破0.618止损 |
| 11 |
2025-07-18 |
2025-07-23 |
56.07281679999999 |
54.954989999999995 |
¥-1.8万 |
-2.02% |
跌破0.618止损 |
| 12 |
2025-08-07 |
2025-08-11 |
56.0728168 |
53.49 |
¥-4.2万 |
-4.63% |
跌破0.618止损 |
| 13 |
2026-01-20 |
2026-02-02 |
51.246549353999995 |
48.29166 |
¥-5.0万 |
-5.79% |
跌破0.618止损 |
| 14 |
2026-06-03 |
2026-06-25 |
40.863065242999994 |
37.99197 |
¥-5.5万 |
-7.05% |
跌破0.618止损 |
| 15 |
2026-07-10 |
2026-07-20 |
40.072038006 |
37.98198 |
¥-3.9万 |
-5.24% |
跌破0.618止损 |
| 16 |
2026-08-11 |
2026-08-20 |
41.00324728499999 |
37.3626 |
¥-6.4万 |
-8.91% |
跌破0.618止损 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-07-20 |
黄金分割买点 |
买入 |
40.780739999999994 |
23700.0 |
¥96.7万 |
|
| 2022-07-25 |
跌破0.618止损 |
卖出 |
37.54242 |
23700.0 |
¥88.9万 |
止损触发 |
| 2022-10-28 |
黄金分割买点 |
买入 |
32.55252 |
28000.0 |
¥91.2万 |
|
| 2023-02-24 |
跌破0.618止损 |
卖出 |
37.68227999999999 |
28000.0 |
¥1.05M |
止损触发 |
| 2023-04-13 |
黄金分割买点 |
买入 |
46.94689999999999 |
22300.0 |
¥1.05M |
|
| 2023-04-27 |
跌破0.618止损 |
卖出 |
39.060900000000004 |
22300.0 |
¥87.1万 |
止损触发 |
| 2023-06-14 |
黄金分割买点 |
买入 |
45.84579999999999 |
19200.0 |
¥88.1万 |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
31.12884 |
19200.0 |
¥59.7万 |
止损触发 |
| 2023-09-15 |
黄金分割买点 |
买入 |
25.335309999999996 |
23900.0 |
¥60.6万 |
|
| 2023-11-14 |
重回前高 |
卖出 |
45.93402 |
23900.0 |
¥1.10M |
|
| 2023-12-06 |
黄金分割买点 |
买入 |
39.14910999999999 |
27700.0 |
¥1.08M |
|
| 2024-01-23 |
跌破0.618止损 |
卖出 |
35.97399 |
27700.0 |
¥99.6万 |
止损触发 |
| 2024-02-26 |
黄金分割买点 |
买入 |
40.20015999999999 |
24600.0 |
¥98.9万 |
|
| 2024-05-14 |
跌破0.618止损 |
卖出 |
38.92104 |
24600.0 |
¥95.7万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
51.171119999999995 |
17600.0 |
¥90.1万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
58.7412 |
17600.0 |
¥1.03M |
止损触发 |
| 2025-02-14 |
黄金分割买点 |
买入 |
68.4684 |
16100.0 |
¥1.10M |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
60.59934 |
16100.0 |
¥97.5万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
55.69 |
17600.0 |
¥98.0万 |
|
| 2025-07-07 |
跌破0.618止损 |
卖出 |
52.19775 |
17600.0 |
¥91.8万 |
止损触发 |
| 2025-07-18 |
黄金分割买点 |
买入 |
56.056 |
15900.0 |
¥89.2万 |
|
| 2025-07-23 |
跌破0.618止损 |
卖出 |
54.954989999999995 |
15900.0 |
¥87.4万 |
止损触发 |
| 2025-08-07 |
黄金分割买点 |
买入 |
56.056 |
16000.0 |
¥89.7万 |
|
| 2025-08-11 |
跌破0.618止损 |
卖出 |
53.49 |
16000.0 |
¥85.6万 |
止损触发 |
| 2026-01-20 |
黄金分割买点 |
买入 |
51.231179999999995 |
16800.0 |
¥86.1万 |
|
| 2026-02-02 |
跌破0.618止损 |
卖出 |
48.29166 |
16800.0 |
¥81.1万 |
止损触发 |
| 2026-06-03 |
黄金分割买点 |
买入 |
40.850809999999996 |
19000.0 |
¥77.6万 |
|
| 2026-06-25 |
跌破0.618止损 |
卖出 |
37.99197 |
19000.0 |
¥72.2万 |
止损触发 |
| 2026-07-10 |
黄金分割买点 |
买入 |
40.06002 |
18600.0 |
¥74.5万 |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
37.98198 |
18600.0 |
¥70.6万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
40.99095 |
17400.0 |
¥71.3万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
37.3626 |
17400.0 |
¥65.0万 |
止损触发 |