600183 生益科技 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.35M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +134.80%）
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 49 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 |
2015-11-09 |
2015-12-23 |
8.631208585999998 |
10.2897 |
¥18.9万 |
+19.18% |
重回前高 |
| 2 |
2016-05-10 |
2016-05-20 |
8.511052549999999 |
9.11088 |
¥8.3万 |
+7.02% |
重回前高 |
| 3 |
2016-06-16 |
2016-08-22 |
8.931598676 |
11.03895 |
¥29.8万 |
+23.56% |
重回前高 |
| 4 |
2016-11-08 |
2016-11-25 |
12.466188734999998 |
11.71827 |
¥-9.4万 |
-6.03% |
跌破0.618止损 |
| 5 |
2017-04-17 |
2017-04-20 |
12.566318765 |
11.79819 |
¥-9.0万 |
-6.14% |
跌破0.618止损 |
| 6 |
2017-07-03 |
2017-07-14 |
12.336019696 |
13.07691 |
¥8.2万 |
+5.97% |
重回前高 |
| 7 |
2017-08-07 |
2017-09-21 |
13.677762097999999 |
15.724260000000001 |
¥21.8万 |
+14.93% |
重回前高 |
| 8 |
2017-10-17 |
2017-10-19 |
14.689075401 |
14.13585 |
¥-6.4万 |
-3.80% |
跌破0.618止损 |
| 9 |
2017-10-26 |
2017-11-07 |
14.709101406999999 |
15.85413 |
¥12.5万 |
+7.75% |
重回前高 |
| 10 |
2017-11-23 |
2017-11-27 |
16.271129875 |
14.765220000000001 |
¥-16.2万 |
-9.28% |
跌破0.618止损 |
| 11 |
2018-01-16 |
2018-02-01 |
16.281142878 |
15.66432 |
¥-6.0万 |
-3.82% |
跌破0.618止损 |
| 12 |
2018-02-14 |
2018-03-26 |
16.441350926 |
15.43455 |
¥-9.3万 |
-6.15% |
跌破0.618止损 |
| 13 |
2018-03-29 |
2018-04-19 |
16.871910055 |
15.774209999999998 |
¥-9.3万 |
-6.53% |
跌破0.618止损 |
| 14 |
2018-09-11 |
2018-10-09 |
10.233289066 |
9.780209999999999 |
¥-6.0万 |
-4.46% |
跌破0.618止损 |
| 15 |
2018-12-25 |
2019-01-08 |
9.702599906999998 |
10.1898 |
¥6.3万 |
+4.99% |
重回前高 |
| 16 |
2019-05-14 |
2019-07-26 |
12.706500807 |
17.26272 |
¥46.6万 |
+35.82% |
重回前高 |
| 17 |
2020-01-15 |
2020-02-04 |
23.860986148999995 |
19.8801 |
¥-30.1万 |
-16.71% |
跌破0.618止损 |
| 18 |
2020-02-12 |
2020-02-25 |
23.029906899999997 |
31.97799 |
¥57.9万 |
+38.81% |
重回前高 |
| 19 |
2020-03-10 |
2020-05-19 |
29.938878969999998 |
29.70027 |
¥-1.7万 |
-0.83% |
跌破0.618止损 |
| 20 |
2020-06-29 |
2020-07-02 |
29.73861891 |
29.0709 |
¥-4.7万 |
-2.27% |
跌破0.618止损 |
| 21 |
2020-11-23 |
2020-12-08 |
26.384262904999996 |
29.570400000000006 |
¥24.2万 |
+12.04% |
重回前高 |
| 22 |
2020-12-17 |
2020-12-24 |
26.73471801 |
25.50447 |
¥-10.4万 |
-4.63% |
跌破0.618止损 |
| 23 |
2021-01-20 |
2021-01-26 |
27.185303144999992 |
25.71426 |
¥-11.7万 |
-5.44% |
跌破0.618止损 |
| 24 |
2021-03-02 |
2021-03-16 |
26.374249901999995 |
23.60637 |
¥-21.5万 |
-10.52% |
跌破0.618止损 |
| 25 |
2021-04-23 |
2021-04-27 |
24.667398 |
23.43654 |
¥-9.1万 |
-5.02% |
跌破0.618止损 |
| 26 |
2021-07-07 |
2021-07-28 |
23.951103176 |
26.51346 |
¥18.4万 |
+10.67% |
重回前高 |
| 27 |
2021-08-18 |
2021-08-31 |
25.487644 |
23.7762 |
¥-12.5万 |
-6.74% |
跌破0.618止损 |
| 28 |
2021-11-18 |
2021-12-07 |
24.722104406999996 |
22.62735 |
¥-15.3万 |
-8.50% |
跌破0.618止损 |
| 29 |
2021-12-10 |
2021-12-20 |
23.256975 |
22.61736 |
¥-4.5万 |
-2.78% |
跌破0.618止损 |
| 30 |
2021-12-29 |
2022-01-06 |
23.410401013999994 |
22.637340000000002 |
¥-5.3万 |
-3.33% |
跌破0.618止损 |
| 31 |
2022-06-07 |
2022-06-14 |
16.92197507 |
15.8841 |
¥-9.4万 |
-6.16% |
跌破0.618止损 |
| 32 |
2022-06-16 |
2022-07-13 |
16.531467953 |
15.80418 |
¥-6.4万 |
-4.43% |
跌破0.618止损 |
| 33 |
2022-11-17 |
2023-01-19 |
15.219764559999998 |
15.764219999999998 |
¥4.9万 |
+3.55% |
重回前高 |
| 34 |
2023-04-19 |
2023-04-25 |
18.343821496 |
17.33265 |
¥-7.8万 |
-5.54% |
跌破0.618止损 |
| 35 |
2023-08-10 |
2023-08-17 |
15.399998614 |
14.70528 |
¥-6.1万 |
-4.54% |
跌破0.618止损 |
| 36 |
2023-09-06 |
2023-09-27 |
15.349933599 |
14.955029999999999 |
¥-3.3万 |
-2.60% |
跌破0.618止损 |
| 37 |
2023-10-11 |
2023-10-31 |
15.460076631999998 |
17.82216 |
¥19.2万 |
+15.24% |
重回前高 |
| 38 |
2023-12-05 |
2024-01-08 |
16.901949063999993 |
16.87311 |
¥-2,912 |
-0.20% |
跌破0.618止损 |
| 39 |
2024-02-27 |
2024-03-19 |
16.471389934999998 |
18.35163 |
¥16.5万 |
+11.38% |
重回前高 |
| 40 |
2024-04-09 |
2024-05-06 |
16.571519965 |
19.79019 |
¥31.3万 |
+19.39% |
重回前高 |
| 41 |
2024-10-23 |
2024-12-09 |
19.865797951999998 |
22.44753 |
¥25.0万 |
+12.96% |
重回前高 |
| 42 |
2025-01-06 |
2025-01-20 |
22.809620834 |
28.33164 |
¥52.5万 |
+24.17% |
重回前高 |
| 43 |
2025-03-03 |
2025-04-01 |
28.707279601000003 |
27.4725 |
¥-11.6万 |
-4.33% |
跌破0.618止损 |
| 44 |
2025-05-30 |
2025-06-30 |
26.394275908 |
30.2697 |
¥37.3万 |
+14.65% |
重回前高 |
| 45 |
2025-11-12 |
2025-11-24 |
57.594793255999996 |
53.216730000000005 |
¥-22.1万 |
-7.63% |
跌破0.618止损 |
| 46 |
2025-12-02 |
2025-12-25 |
58.876457639999984 |
72.927 |
¥65.1万 |
+23.83% |
重回前高 |
| 47 |
2026-02-04 |
2026-03-10 |
64.60389535599998 |
62.36 |
¥-11.6万 |
-3.50% |
跌破0.618止损 |
| 48 |
2026-07-22 |
2026-07-27 |
135.84641170099997 |
119.88 |
¥-38.4万 |
-11.78% |
跌破0.618止损 |
| 49 |
2026-08-31 |
2026-10-13 |
141.1833423 |
113.64624000000002 |
¥-54.3万 |
-19.53% |
跌破0.618止损 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-11-09 |
黄金分割买点 |
买入 |
8.628619999999998 |
114400.0 |
¥98.7万 |
|
| 2015-12-23 |
重回前高 |
卖出 |
10.2897 |
114400.0 |
¥1.18M |
|
| 2016-05-10 |
黄金分割买点 |
买入 |
8.5085 |
139100.0 |
¥1.18M |
|
| 2016-05-20 |
重回前高 |
卖出 |
9.11088 |
139100.0 |
¥1.27M |
|
| 2016-06-16 |
黄金分割买点 |
买入 |
8.92892 |
141500.0 |
¥1.26M |
|
| 2016-08-22 |
重回前高 |
卖出 |
11.03895 |
141500.0 |
¥1.56M |
|
| 2016-11-08 |
黄金分割买点 |
买入 |
12.462449999999999 |
125600.0 |
¥1.57M |
|
| 2016-11-25 |
跌破0.618止损 |
卖出 |
11.71827 |
125600.0 |
¥1.47M |
止损触发 |
| 2017-04-17 |
黄金分割买点 |
买入 |
12.562550000000002 |
117200.0 |
¥1.47M |
|
| 2017-04-20 |
跌破0.618止损 |
卖出 |
11.79819 |
117200.0 |
¥1.38M |
止损触发 |
| 2017-07-03 |
黄金分割买点 |
买入 |
12.33232 |
111800.0 |
¥1.38M |
|
| 2017-07-14 |
重回前高 |
卖出 |
13.07691 |
111800.0 |
¥1.46M |
|
| 2017-08-07 |
黄金分割买点 |
买入 |
13.673659999999998 |
106800.0 |
¥1.46M |
|
| 2017-09-21 |
重回前高 |
卖出 |
15.724260000000001 |
106800.0 |
¥1.68M |
|
| 2017-10-17 |
黄金分割买点 |
买入 |
14.684669999999999 |
114300.0 |
¥1.68M |
|
| 2017-10-19 |
跌破0.618止损 |
卖出 |
14.13585 |
114300.0 |
¥1.62M |
止损触发 |
| 2017-10-26 |
黄金分割买点 |
买入 |
14.704689999999998 |
109800.0 |
¥1.62M |
|
| 2017-11-07 |
重回前高 |
卖出 |
15.85413 |
109800.0 |
¥1.74M |
|
| 2017-11-23 |
黄金分割买点 |
买入 |
16.26625 |
107000.0 |
¥1.74M |
|
| 2017-11-27 |
跌破0.618止损 |
卖出 |
14.765220000000001 |
107000.0 |
¥1.58M |
止损触发 |
| 2018-01-16 |
黄金分割买点 |
买入 |
16.27626 |
97100.0 |
¥1.58M |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
15.66432 |
97100.0 |
¥1.52M |
止损触发 |
| 2018-02-14 |
黄金分割买点 |
买入 |
16.43642 |
92100.0 |
¥1.51M |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
15.43455 |
92100.0 |
¥1.42M |
止损触发 |
| 2018-03-29 |
黄金分割买点 |
买入 |
16.86685 |
84800.0 |
¥1.43M |
|
| 2018-04-19 |
跌破0.618止损 |
卖出 |
15.774209999999998 |
84800.0 |
¥1.34M |
止损触发 |
| 2018-09-11 |
黄金分割买点 |
买入 |
10.23022 |
130500.0 |
¥1.34M |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
9.780209999999999 |
130500.0 |
¥1.28M |
止损触发 |
| 2018-12-25 |
黄金分割买点 |
买入 |
9.699689999999999 |
130700.0 |
¥1.27M |
|
| 2019-01-08 |
重回前高 |
卖出 |
10.1898 |
130700.0 |
¥1.33M |
|
| 2019-05-14 |
黄金分割买点 |
买入 |
12.702689999999999 |
102500.0 |
¥1.30M |
|
| 2019-07-26 |
重回前高 |
卖出 |
17.26272 |
102500.0 |
¥1.77M |
|
| 2020-01-15 |
黄金分割买点 |
买入 |
23.853829999999995 |
75500.0 |
¥1.80M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
19.8801 |
75500.0 |
¥1.50M |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
23.022999999999996 |
64800.0 |
¥1.49M |
|
| 2020-02-25 |
重回前高 |
卖出 |
31.97799 |
64800.0 |
¥2.07M |
|
| 2020-03-10 |
黄金分割买点 |
买入 |
29.929899999999996 |
69300.0 |
¥2.07M |
|
| 2020-05-19 |
跌破0.618止损 |
卖出 |
29.70027 |
69300.0 |
¥2.06M |
止损触发 |
| 2020-06-29 |
黄金分割买点 |
买入 |
29.729699999999998 |
69000.0 |
¥2.05M |
|
| 2020-07-02 |
跌破0.618止损 |
卖出 |
29.0709 |
69000.0 |
¥2.01M |
止损触发 |
| 2020-11-23 |
黄金分割买点 |
买入 |
26.37635 |
76200.0 |
¥2.01M |
|
| 2020-12-08 |
重回前高 |
卖出 |
29.570400000000006 |
76200.0 |
¥2.25M |
|
| 2020-12-17 |
黄金分割买点 |
买入 |
26.7267 |
84400.0 |
¥2.26M |
|
| 2020-12-24 |
跌破0.618止损 |
卖出 |
25.50447 |
84400.0 |
¥2.15M |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
27.177149999999994 |
78800.0 |
¥2.14M |
|
| 2021-01-26 |
跌破0.618止损 |
卖出 |
25.71426 |
78800.0 |
¥2.03M |
止损触发 |
| 2021-03-02 |
黄金分割买点 |
买入 |
26.366339999999997 |
77300.0 |
¥2.04M |
|
| 2021-03-16 |
跌破0.618止损 |
卖出 |
23.60637 |
77300.0 |
¥1.82M |
止损触发 |
| 2021-04-23 |
黄金分割买点 |
买入 |
24.66 |
73900.0 |
¥1.82M |
|
| 2021-04-27 |
跌破0.618止损 |
卖出 |
23.43654 |
73900.0 |
¥1.73M |
止损触发 |
| 2021-07-07 |
黄金分割买点 |
买入 |
23.94392 |
72100.0 |
¥1.73M |
|
| 2021-07-28 |
重回前高 |
卖出 |
26.51346 |
72100.0 |
¥1.91M |
|
| 2021-08-18 |
黄金分割买点 |
买入 |
25.48 |
72600.0 |
¥1.85M |
|
| 2021-08-31 |
跌破0.618止损 |
卖出 |
23.7762 |
72600.0 |
¥1.73M |
止损触发 |
| 2021-11-18 |
黄金分割买点 |
买入 |
24.714689999999997 |
72700.0 |
¥1.80M |
|
| 2021-12-07 |
跌破0.618止损 |
卖出 |
22.62735 |
72700.0 |
¥1.64M |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
23.25 |
70300.0 |
¥1.63M |
|
| 2021-12-20 |
跌破0.618止损 |
卖出 |
22.61736 |
70300.0 |
¥1.59M |
止损触发 |
| 2021-12-29 |
黄金分割买点 |
买入 |
23.403379999999995 |
68100.0 |
¥1.59M |
|
| 2022-01-06 |
跌破0.618止损 |
卖出 |
22.637340000000002 |
68100.0 |
¥1.54M |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
16.9169 |
90300.0 |
¥1.53M |
|
| 2022-06-14 |
跌破0.618止损 |
卖出 |
15.8841 |
90300.0 |
¥1.43M |
止损触发 |
| 2022-06-16 |
黄金分割买点 |
买入 |
16.52651 |
87700.0 |
¥1.45M |
|
| 2022-07-13 |
跌破0.618止损 |
卖出 |
15.80418 |
87700.0 |
¥1.39M |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
15.215199999999998 |
90400.0 |
¥1.38M |
|
| 2023-01-19 |
重回前高 |
卖出 |
15.764219999999998 |
90400.0 |
¥1.42M |
|
| 2023-04-19 |
黄金分割买点 |
买入 |
18.33832 |
77000.0 |
¥1.41M |
|
| 2023-04-25 |
跌破0.618止损 |
卖出 |
17.33265 |
77000.0 |
¥1.33M |
止损触发 |
| 2023-08-10 |
黄金分割买点 |
买入 |
15.39538 |
87900.0 |
¥1.35M |
|
| 2023-08-17 |
跌破0.618止损 |
卖出 |
14.70528 |
87900.0 |
¥1.29M |
止损触发 |
| 2023-09-06 |
黄金分割买点 |
买入 |
15.345329999999999 |
83800.0 |
¥1.29M |
|
| 2023-09-27 |
跌破0.618止损 |
卖出 |
14.955029999999999 |
83800.0 |
¥1.25M |
止损触发 |
| 2023-10-11 |
黄金分割买点 |
买入 |
15.455439999999998 |
81400.0 |
¥1.26M |
|
| 2023-10-31 |
重回前高 |
卖出 |
17.82216 |
81400.0 |
¥1.45M |
|
| 2023-12-05 |
黄金分割买点 |
买入 |
16.896879999999996 |
85900.0 |
¥1.45M |
|
| 2024-01-08 |
跌破0.618止损 |
卖出 |
16.87311 |
85900.0 |
¥1.45M |
止损触发 |
| 2024-02-27 |
黄金分割买点 |
买入 |
16.46645 |
87900.0 |
¥1.45M |
|
| 2024-03-19 |
重回前高 |
卖出 |
18.35163 |
87900.0 |
¥1.61M |
|
| 2024-04-09 |
黄金分割买点 |
买入 |
16.56655 |
97500.0 |
¥1.62M |
|
| 2024-05-06 |
重回前高 |
卖出 |
19.79019 |
97500.0 |
¥1.93M |
|
| 2024-10-23 |
黄金分割买点 |
买入 |
19.85984 |
96900.0 |
¥1.92M |
|
| 2024-12-09 |
重回前高 |
卖出 |
22.44753 |
96900.0 |
¥2.17M |
|
| 2025-01-06 |
黄金分割买点 |
买入 |
22.80278 |
95200.0 |
¥2.17M |
|
| 2025-01-20 |
重回前高 |
卖出 |
28.33164 |
95200.0 |
¥2.70M |
|
| 2025-03-03 |
黄金分割买点 |
买入 |
28.698670000000003 |
93700.0 |
¥2.69M |
|
| 2025-04-01 |
跌破0.618止损 |
卖出 |
27.4725 |
93700.0 |
¥2.57M |
止损触发 |
| 2025-05-30 |
黄金分割买点 |
买入 |
26.38636 |
96400.0 |
¥2.54M |
|
| 2025-06-30 |
重回前高 |
卖出 |
30.2697 |
96400.0 |
¥2.92M |
|
| 2025-11-12 |
黄金分割买点 |
买入 |
57.57752 |
50300.0 |
¥2.90M |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
53.216730000000005 |
50300.0 |
¥2.68M |
止损触发 |
| 2025-12-02 |
黄金分割买点 |
买入 |
58.85879999999999 |
46400.0 |
¥2.73M |
|
| 2025-12-25 |
重回前高 |
卖出 |
72.927 |
46400.0 |
¥3.38M |
|
| 2026-02-04 |
黄金分割买点 |
买入 |
64.58451999999998 |
51300.0 |
¥3.31M |
|
| 2026-03-10 |
跌破0.618止损 |
卖出 |
62.36 |
51300.0 |
¥3.20M |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
135.80566999999996 |
24000.0 |
¥3.26M |
|
| 2026-07-27 |
跌破0.618止损 |
卖出 |
119.88 |
24000.0 |
¥2.88M |
止损触发 |
| 2026-08-31 |
黄金分割买点 |
买入 |
141.141 |
19700.0 |
¥2.78M |
|
| 2026-10-13 |
跌破0.618止损 |
卖出 |
113.64624000000002 |
19700.0 |
¥2.24M |
止损触发 |