301269 华大九天 — 斐波那契回调 回测明细
数据区间: 2022-07-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥51.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -48.53%）
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 24 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 |
2022-11-02 |
2022-11-04 |
114.018065161 |
107.7921 |
¥-5.4万 |
-5.49% |
跌破0.618止损 |
| 2 |
2023-02-06 |
2023-02-22 |
99.11871669699998 |
93.3066 |
¥-5.5万 |
-5.89% |
跌破0.618止损 |
| 3 |
2023-02-24 |
2023-04-27 |
98.277624445 |
111.3885 |
¥11.8万 |
+13.31% |
跌破0.618止损 |
| 4 |
2023-06-02 |
2023-06-16 |
122.67931275599997 |
119.88 |
¥-2.3万 |
-2.31% |
跌破0.618止损 |
| 5 |
2023-09-18 |
2023-09-21 |
109.22183672399998 |
103.2 |
¥-5.3万 |
-5.54% |
跌破0.618止损 |
| 6 |
2023-12-08 |
2023-12-18 |
106.63848194999997 |
99.31058999999999 |
¥-6.4万 |
-6.90% |
跌破0.618止损 |
| 7 |
2023-12-21 |
2024-01-15 |
101.13133029999999 |
96.4035 |
¥-4.0万 |
-4.70% |
跌破0.618止损 |
| 8 |
2024-02-28 |
2024-02-29 |
90.21715702999998 |
83.79 |
¥-5.9万 |
-7.15% |
跌破0.618止损 |
| 9 |
2024-03-04 |
2024-03-26 |
91.81923751 |
81.05886 |
¥-9.0万 |
-11.75% |
跌破0.618止损 |
| 10 |
2024-05-10 |
2024-05-16 |
82.80753480999998 |
77.67225 |
¥-4.2万 |
-6.23% |
跌破0.618止损 |
| 11 |
2024-06-14 |
2024-06-26 |
84.30948526 |
77.43249 |
¥-5.2万 |
-8.18% |
跌破0.618止损 |
| 12 |
2024-08-05 |
2024-08-12 |
78.55200853499998 |
75.93399000000001 |
¥-1.9万 |
-3.36% |
跌破0.618止损 |
| 13 |
2024-10-11 |
2024-11-11 |
93.11091489699999 |
128.85101999999998 |
¥21.1万 |
+38.34% |
重回前高 |
| 14 |
2024-11-20 |
2025-01-03 |
120.07593197599999 |
111.22866000000002 |
¥-5.6万 |
-7.40% |
跌破0.618止损 |
| 15 |
2025-04-17 |
2025-05-14 |
122.50909170499999 |
116.68319999999999 |
¥-3.4万 |
-4.78% |
跌破0.618止损 |
| 16 |
2025-06-05 |
2025-06-13 |
125.24264152399999 |
117.1827 |
¥-4.4万 |
-6.46% |
跌破0.618止损 |
| 17 |
2025-06-26 |
2025-07-04 |
122.65928674999998 |
114.885 |
¥-4.1万 |
-6.37% |
跌破0.618止损 |
| 18 |
2025-09-24 |
2025-10-21 |
124.66188734999999 |
121.88 |
¥-1.3万 |
-2.26% |
跌破0.618止损 |
| 19 |
2026-01-15 |
2026-01-29 |
116.15083479999997 |
107.87201999999999 |
¥-4.2万 |
-7.16% |
跌破0.618止损 |
| 20 |
2026-05-12 |
2026-05-25 |
94.12222819999998 |
106.893 |
¥7.3万 |
+13.53% |
重回前高 |
| 21 |
2026-06-01 |
2026-06-08 |
112.25577663299998 |
93.91599000000001 |
¥-9.9万 |
-16.36% |
跌破0.618止损 |
| 22 |
2026-06-26 |
2026-07-06 |
110.14303299999999 |
109.29060000000001 |
¥-4,161 |
-0.80% |
跌破0.618止损 |
| 23 |
2026-07-13 |
2026-07-20 |
111.32456735400001 |
99.9 |
¥-5.2万 |
-10.29% |
跌破0.618止损 |
| 24 |
2026-10-19 |
2026-10-26 |
97.12612909999999 |
107.53236 |
¥4.9万 |
+10.68% |
重回前高 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-11-02 |
黄金分割买点 |
买入 |
113.98387 |
8700.0 |
¥99.2万 |
|
| 2022-11-04 |
跌破0.618止损 |
卖出 |
107.7921 |
8700.0 |
¥93.8万 |
止损触发 |
| 2023-02-06 |
黄金分割买点 |
买入 |
99.08898999999998 |
9400.0 |
¥93.2万 |
|
| 2023-02-22 |
跌破0.618止损 |
卖出 |
93.3066 |
9400.0 |
¥87.7万 |
止损触发 |
| 2023-02-24 |
黄金分割买点 |
买入 |
98.24815 |
9000.0 |
¥88.4万 |
|
| 2023-04-27 |
跌破0.618止损 |
卖出 |
111.3885 |
9000.0 |
¥1.00M |
止损触发 |
| 2023-06-02 |
黄金分割买点 |
买入 |
122.64251999999998 |
8100.0 |
¥99.4万 |
|
| 2023-06-16 |
跌破0.618止损 |
卖出 |
119.88 |
8100.0 |
¥97.1万 |
止损触发 |
| 2023-09-18 |
黄金分割买点 |
买入 |
109.18907999999999 |
8800.0 |
¥96.1万 |
|
| 2023-09-21 |
跌破0.618止损 |
卖出 |
103.2 |
8800.0 |
¥90.8万 |
止损触发 |
| 2023-12-08 |
黄金分割买点 |
买入 |
106.60649999999998 |
8700.0 |
¥92.8万 |
|
| 2023-12-18 |
跌破0.618止损 |
卖出 |
99.31058999999999 |
8700.0 |
¥86.4万 |
止损触发 |
| 2023-12-21 |
黄金分割买点 |
买入 |
101.10099999999998 |
8500.0 |
¥86.0万 |
|
| 2024-01-15 |
跌破0.618止损 |
卖出 |
96.4035 |
8500.0 |
¥81.9万 |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
90.19009999999999 |
9100.0 |
¥82.1万 |
|
| 2024-02-29 |
跌破0.618止损 |
卖出 |
83.79 |
9100.0 |
¥76.2万 |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
91.79169999999999 |
8300.0 |
¥76.2万 |
|
| 2024-03-26 |
跌破0.618止损 |
卖出 |
81.05886 |
8300.0 |
¥67.3万 |
止损触发 |
| 2024-05-10 |
黄金分割买点 |
买入 |
82.78269999999999 |
8100.0 |
¥67.1万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
77.67225 |
8100.0 |
¥62.9万 |
止损触发 |
| 2024-06-14 |
黄金分割买点 |
买入 |
84.2842 |
7500.0 |
¥63.2万 |
|
| 2024-06-26 |
跌破0.618止损 |
卖出 |
77.43249 |
7500.0 |
¥58.1万 |
止损触发 |
| 2024-08-05 |
黄金分割买点 |
买入 |
78.52844999999999 |
7300.0 |
¥57.3万 |
|
| 2024-08-12 |
跌破0.618止损 |
卖出 |
75.93399000000001 |
7300.0 |
¥55.4万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
93.08299 |
5900.0 |
¥54.9万 |
|
| 2024-11-11 |
重回前高 |
卖出 |
128.85101999999998 |
5900.0 |
¥76.0万 |
|
| 2024-11-20 |
黄金分割买点 |
买入 |
120.03992 |
6300.0 |
¥75.6万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
111.22866000000002 |
6300.0 |
¥70.1万 |
止损触发 |
| 2025-04-17 |
黄金分割买点 |
买入 |
122.47234999999998 |
5800.0 |
¥71.1万 |
|
| 2025-05-14 |
跌破0.618止损 |
卖出 |
116.68319999999999 |
5800.0 |
¥67.7万 |
止损触发 |
| 2025-06-05 |
黄金分割买点 |
买入 |
125.20507999999998 |
5400.0 |
¥67.6万 |
|
| 2025-06-13 |
跌破0.618止损 |
卖出 |
117.1827 |
5400.0 |
¥63.3万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
122.62249999999997 |
5200.0 |
¥63.8万 |
|
| 2025-07-04 |
跌破0.618止损 |
卖出 |
114.885 |
5200.0 |
¥59.7万 |
止损触发 |
| 2025-09-24 |
黄金分割买点 |
买入 |
124.62449999999998 |
4700.0 |
¥58.6万 |
|
| 2025-10-21 |
跌破0.618止损 |
卖出 |
121.88 |
4700.0 |
¥57.3万 |
止损触发 |
| 2026-01-15 |
黄金分割买点 |
买入 |
116.11599999999997 |
5000.0 |
¥58.1万 |
|
| 2026-01-29 |
跌破0.618止损 |
卖出 |
107.87201999999999 |
5000.0 |
¥53.9万 |
止损触发 |
| 2026-05-12 |
黄金分割买点 |
买入 |
94.094 |
5700.0 |
¥53.6万 |
|
| 2026-05-25 |
重回前高 |
卖出 |
106.893 |
5700.0 |
¥60.9万 |
|
| 2026-06-01 |
黄金分割买点 |
买入 |
112.22211 |
5400.0 |
¥60.6万 |
|
| 2026-06-08 |
跌破0.618止损 |
卖出 |
93.91599000000001 |
5400.0 |
¥50.7万 |
止损触发 |
| 2026-06-26 |
黄金分割买点 |
买入 |
110.10999999999999 |
4700.0 |
¥51.8万 |
|
| 2026-07-06 |
跌破0.618止损 |
卖出 |
109.29060000000001 |
4700.0 |
¥51.4万 |
止损触发 |
| 2026-07-13 |
黄金分割买点 |
买入 |
111.29118 |
4500.0 |
¥50.1万 |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
99.9 |
4500.0 |
¥44.9万 |
止损触发 |
| 2026-10-19 |
黄金分割买点 |
买入 |
97.097 |
4700.0 |
¥45.6万 |
|
| 2026-10-26 |
重回前高 |
卖出 |
107.53236 |
4700.0 |
¥50.5万 |
|