600219 南山铝业 — 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: ¥39.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -60.63%）
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 46 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 |
2015-05-07 |
2015-06-23 |
10.804030236999996 |
11.2887 |
¥4.4万 |
+4.45% |
跌破0.618止损 |
| 2 |
2016-03-03 |
2016-03-11 |
7.409622219999999 |
6.4935 |
¥-12.9万 |
-12.39% |
跌破0.618止损 |
| 3 |
2016-03-25 |
2016-05-31 |
6.668659998 |
6.6833100000000005 |
¥1,729 |
+0.19% |
跌破0.618止损 |
| 4 |
2016-06-02 |
2016-07-08 |
7.149284141999999 |
8.10189 |
¥12.1万 |
+13.29% |
重回前高 |
| 5 |
2016-08-30 |
2016-08-31 |
3.20416096 |
3.08691 |
¥-1.5万 |
-3.69% |
跌破0.618止损 |
| 6 |
2016-12-08 |
2016-12-19 |
3.4044210199999996 |
3.22677 |
¥-5.3万 |
-5.25% |
跌破0.618止损 |
| 7 |
2017-02-03 |
2017-02-08 |
3.4745120409999997 |
3.35664 |
¥-3.3万 |
-3.42% |
跌破0.618止损 |
| 8 |
2017-02-27 |
2017-03-31 |
3.394408017 |
3.2567399999999997 |
¥-3.8万 |
-4.08% |
跌破0.618止损 |
| 9 |
2017-06-27 |
2017-07-20 |
3.3643690079999993 |
3.62637 |
¥6.9万 |
+7.76% |
重回前高 |
| 10 |
2017-08-14 |
2017-10-18 |
3.8249671459999997 |
3.83616 |
¥2,523 |
+0.26% |
跌破0.618止损 |
| 11 |
2018-03-02 |
2018-03-06 |
3.4044210199999996 |
3.32667 |
¥-2.2万 |
-2.31% |
跌破0.618止损 |
| 12 |
2018-03-07 |
2018-03-21 |
3.4244470259999997 |
3.31668 |
¥-3.0万 |
-3.18% |
跌破0.618止损 |
| 13 |
2018-04-20 |
2018-04-23 |
3.310993 |
3.20679 |
¥-2.8万 |
-3.18% |
跌破0.618止损 |
| 14 |
2018-07-26 |
2018-08-03 |
2.8837448639999996 |
2.72727 |
¥-4.8万 |
-5.45% |
跌破0.618止损 |
| 15 |
2018-08-29 |
2018-09-07 |
2.8036408399999995 |
2.6773200000000004 |
¥-3.8万 |
-4.53% |
跌破0.618止损 |
| 16 |
2018-09-25 |
2018-10-12 |
2.7235368159999997 |
2.57742 |
¥-4.3万 |
-5.39% |
跌破0.618止损 |
| 17 |
2018-10-23 |
2018-11-02 |
2.623406786 |
2.3975999999999997 |
¥-6.5万 |
-8.63% |
跌破0.618止损 |
| 18 |
2019-02-19 |
2019-02-26 |
2.292977687 |
2.45754 |
¥5.0万 |
+7.14% |
重回前高 |
| 19 |
2019-03-28 |
2019-05-07 |
2.623406786 |
2.33766 |
¥-8.1万 |
-10.92% |
跌破0.618止损 |
| 20 |
2020-01-22 |
2020-02-04 |
2.292977687 |
2.0 |
¥-8.5万 |
-12.80% |
跌破0.618止损 |
| 21 |
2020-02-24 |
2020-02-26 |
2.2429126719999997 |
2.14785 |
¥-2.5万 |
-4.27% |
跌破0.618止损 |
| 22 |
2020-07-29 |
2020-09-25 |
2.3730817109999998 |
2.29 |
¥-2.0万 |
-3.53% |
跌破0.618止损 |
| 23 |
2020-12-08 |
2020-12-29 |
2.723536816 |
3.32667 |
¥11.8万 |
+22.11% |
重回前高 |
| 24 |
2021-01-27 |
2021-03-25 |
3.3643690079999997 |
3.45654 |
¥1.8万 |
+2.71% |
跌破0.618止损 |
| 25 |
2021-05-11 |
2021-05-14 |
4.145383241999999 |
3.8461499999999997 |
¥-4.7万 |
-7.25% |
跌破0.618止损 |
| 26 |
2021-05-24 |
2021-06-16 |
4.085305224 |
3.7062900000000005 |
¥-5.7万 |
-9.30% |
跌破0.618止损 |
| 27 |
2021-09-22 |
2021-09-28 |
5.0065015 |
4.3956 |
¥-6.8万 |
-12.23% |
跌破0.618止损 |
| 28 |
2021-12-28 |
2022-01-28 |
4.555916364999999 |
4.35564 |
¥-2.2万 |
-4.42% |
跌破0.618止损 |
| 29 |
2022-02-16 |
2022-03-09 |
4.666059398 |
4.44555 |
¥-2.3万 |
-4.75% |
跌破0.618止损 |
| 30 |
2022-06-13 |
2022-06-23 |
3.644733091999999 |
3.4465500000000002 |
¥-2.5万 |
-5.47% |
跌破0.618止损 |
| 31 |
2022-07-07 |
2022-07-18 |
3.5045510499999994 |
3.3 |
¥-2.5万 |
-5.86% |
跌破0.618止损 |
| 32 |
2022-08-03 |
2022-08-04 |
3.5546160649999994 |
3.4465500000000002 |
¥-1.2万 |
-3.07% |
跌破0.618止损 |
| 33 |
2022-08-15 |
2022-08-25 |
3.644733092 |
3.53646 |
¥-1.2万 |
-3.00% |
跌破0.618止损 |
| 34 |
2022-08-26 |
2022-08-31 |
3.6547460949999993 |
3.52647 |
¥-1.3万 |
-3.54% |
跌破0.618止损 |
| 35 |
2022-09-08 |
2022-09-16 |
3.6547460949999993 |
3.56643 |
¥-8,965 |
-2.45% |
跌破0.618止损 |
| 36 |
2022-11-17 |
2023-02-02 |
3.4845250439999997 |
3.70629 |
¥2.3万 |
+6.33% |
重回前高 |
| 37 |
2023-03-13 |
2023-03-17 |
3.5245770559999996 |
3.43656 |
¥-9,582 |
-2.53% |
跌破0.618止损 |
| 38 |
2024-06-14 |
2024-07-08 |
3.694798106999999 |
3.97 |
¥2.7万 |
+7.42% |
重回前高 |
| 39 |
2024-07-23 |
2024-07-24 |
3.7548761249999996 |
3.5564400000000003 |
¥-2.1万 |
-5.31% |
跌破0.618止损 |
| 40 |
2024-10-16 |
2024-11-26 |
4.125357235999999 |
3.9160799999999996 |
¥-1.9万 |
-5.10% |
跌破0.618止损 |
| 41 |
2024-12-13 |
2024-12-17 |
4.1112329999999995 |
3.94605 |
¥-1.4万 |
-4.05% |
跌破0.618止损 |
| 42 |
2025-04-29 |
2025-06-30 |
3.6547460949999997 |
3.8561399999999995 |
¥1.9万 |
+5.48% |
重回前高 |
| 43 |
2025-10-10 |
2025-10-30 |
4.095318226999999 |
4.6453500000000005 |
¥4.8万 |
+13.40% |
重回前高 |
| 44 |
2025-11-26 |
2026-01-20 |
4.756176425 |
6.2 |
¥12.4万 |
+30.32% |
重回前高 |
| 45 |
2026-02-05 |
2026-03-23 |
6.778803030999999 |
5.7942 |
¥-7.6万 |
-14.55% |
跌破0.618止损 |
| 46 |
2026-08-11 |
2026-10-16 |
5.026527505999999 |
4.305689999999999 |
¥-6.6万 |
-14.37% |
跌破0.618止损 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
10.800789999999997 |
92100.0 |
¥99.5万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
11.2887 |
92100.0 |
¥1.04M |
止损触发 |
| 2016-03-03 |
黄金分割买点 |
买入 |
7.4074 |
140400.0 |
¥1.04M |
|
| 2016-03-11 |
跌破0.618止损 |
卖出 |
6.4935 |
140400.0 |
¥91.1万 |
止损触发 |
| 2016-03-25 |
黄金分割买点 |
买入 |
6.666659999999999 |
136700.0 |
¥91.2万 |
|
| 2016-05-31 |
跌破0.618止损 |
卖出 |
6.6833100000000005 |
136700.0 |
¥91.3万 |
止损触发 |
| 2016-06-02 |
黄金分割买点 |
买入 |
7.1471399999999985 |
127600.0 |
¥91.2万 |
|
| 2016-07-08 |
重回前高 |
卖出 |
8.10189 |
127600.0 |
¥1.03M |
|
| 2016-08-30 |
黄金分割买点 |
买入 |
3.2032 |
129500.0 |
¥41.5万 |
|
| 2016-08-31 |
跌破0.618止损 |
卖出 |
3.08691 |
129500.0 |
¥40.0万 |
止损触发 |
| 2016-12-08 |
黄金分割买点 |
买入 |
3.4033999999999995 |
299000.0 |
¥1.02M |
|
| 2016-12-19 |
跌破0.618止损 |
卖出 |
3.22677 |
299000.0 |
¥96.5万 |
止损触发 |
| 2017-02-03 |
黄金分割买点 |
买入 |
3.47347 |
278500.0 |
¥96.8万 |
|
| 2017-02-08 |
跌破0.618止损 |
卖出 |
3.35664 |
278500.0 |
¥93.5万 |
止损触发 |
| 2017-02-27 |
黄金分割买点 |
买入 |
3.3933899999999997 |
274500.0 |
¥93.2万 |
|
| 2017-03-31 |
跌破0.618止损 |
卖出 |
3.2567399999999997 |
274500.0 |
¥89.4万 |
止损触发 |
| 2017-06-27 |
黄金分割买点 |
买入 |
3.3633599999999997 |
265700.0 |
¥89.4万 |
|
| 2017-07-20 |
重回前高 |
卖出 |
3.62637 |
265700.0 |
¥96.3万 |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
3.8238199999999996 |
251200.0 |
¥96.1万 |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
3.83616 |
251200.0 |
¥96.3万 |
止损触发 |
| 2018-03-02 |
黄金分割买点 |
买入 |
3.4033999999999995 |
281900.0 |
¥96.0万 |
|
| 2018-03-06 |
跌破0.618止损 |
卖出 |
3.32667 |
281900.0 |
¥93.8万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
3.4234199999999997 |
274700.0 |
¥94.1万 |
|
| 2018-03-21 |
跌破0.618止损 |
卖出 |
3.31668 |
274700.0 |
¥91.1万 |
止损触发 |
| 2018-04-20 |
黄金分割买点 |
买入 |
3.31 |
270700.0 |
¥89.6万 |
|
| 2018-04-23 |
跌破0.618止损 |
卖出 |
3.20679 |
270700.0 |
¥86.8万 |
止损触发 |
| 2018-07-26 |
黄金分割买点 |
买入 |
2.8828799999999997 |
306800.0 |
¥88.5万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
2.72727 |
306800.0 |
¥83.6万 |
止损触发 |
| 2018-08-29 |
黄金分割买点 |
买入 |
2.8027999999999995 |
299500.0 |
¥84.0万 |
|
| 2018-09-07 |
跌破0.618止损 |
卖出 |
2.6773200000000004 |
299500.0 |
¥80.2万 |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
2.72272 |
291200.0 |
¥79.3万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
2.57742 |
291200.0 |
¥75.0万 |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
2.62262 |
287200.0 |
¥75.3万 |
|
| 2018-11-02 |
跌破0.618止损 |
卖出 |
2.3975999999999997 |
287200.0 |
¥68.8万 |
止损触发 |
| 2019-02-19 |
黄金分割买点 |
买入 |
2.29229 |
302700.0 |
¥69.4万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
2.45754 |
302700.0 |
¥74.4万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
2.62262 |
281300.0 |
¥73.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
2.33766 |
281300.0 |
¥65.7万 |
止损触发 |
| 2020-01-22 |
黄金分割买点 |
买入 |
2.29229 |
289200.0 |
¥66.3万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
2.0 |
289200.0 |
¥57.8万 |
止损触发 |
| 2020-02-24 |
黄金分割买点 |
买入 |
2.24224 |
256800.0 |
¥57.6万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
2.14785 |
256800.0 |
¥55.1万 |
止损触发 |
| 2020-07-29 |
黄金分割买点 |
买入 |
2.3723699999999996 |
233400.0 |
¥55.4万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
2.29 |
233400.0 |
¥53.4万 |
止损触发 |
| 2020-12-08 |
黄金分割买点 |
买入 |
2.72272 |
196200.0 |
¥53.4万 |
|
| 2020-12-29 |
重回前高 |
卖出 |
3.32667 |
196200.0 |
¥65.2万 |
|
| 2021-01-27 |
黄金分割买点 |
买入 |
3.3633599999999997 |
193900.0 |
¥65.2万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
3.45654 |
193900.0 |
¥67.0万 |
止损触发 |
| 2021-05-11 |
黄金分割买点 |
买入 |
4.144139999999999 |
155200.0 |
¥64.3万 |
|
| 2021-05-14 |
跌破0.618止损 |
卖出 |
3.8461499999999997 |
155200.0 |
¥59.7万 |
止损触发 |
| 2021-05-24 |
黄金分割买点 |
买入 |
4.084079999999999 |
150400.0 |
¥61.4万 |
|
| 2021-06-16 |
跌破0.618止损 |
卖出 |
3.7062900000000005 |
150400.0 |
¥55.7万 |
止损触发 |
| 2021-09-22 |
黄金分割买点 |
买入 |
5.004999999999999 |
111300.0 |
¥55.7万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
4.3956 |
111300.0 |
¥48.9万 |
止损触发 |
| 2021-12-28 |
黄金分割买点 |
买入 |
4.554549999999999 |
109400.0 |
¥49.8万 |
|
| 2022-01-28 |
跌破0.618止损 |
卖出 |
4.35564 |
109400.0 |
¥47.6万 |
止损触发 |
| 2022-02-16 |
黄金分割买点 |
买入 |
4.66466 |
102300.0 |
¥47.7万 |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
4.44555 |
102300.0 |
¥45.5万 |
止损触发 |
| 2022-06-13 |
黄金分割买点 |
买入 |
3.6436399999999995 |
123800.0 |
¥45.1万 |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
3.4465500000000002 |
123800.0 |
¥42.7万 |
止损触发 |
| 2022-07-07 |
黄金分割买点 |
买入 |
3.5035 |
122400.0 |
¥42.9万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
3.3 |
122400.0 |
¥40.4万 |
止损触发 |
| 2022-08-03 |
黄金分割买点 |
买入 |
3.5535499999999995 |
113000.0 |
¥40.2万 |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
3.4465500000000002 |
113000.0 |
¥38.9万 |
止损触发 |
| 2022-08-15 |
黄金分割买点 |
买入 |
3.64364 |
106600.0 |
¥38.9万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
3.53646 |
106600.0 |
¥37.7万 |
止损触发 |
| 2022-08-26 |
黄金分割买点 |
买入 |
3.6536499999999994 |
104000.0 |
¥38.0万 |
|
| 2022-08-31 |
跌破0.618止损 |
卖出 |
3.52647 |
104000.0 |
¥36.7万 |
止损触发 |
| 2022-09-08 |
黄金分割买点 |
买入 |
3.653649999999999 |
100300.0 |
¥36.7万 |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
3.56643 |
100300.0 |
¥35.8万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
3.4834799999999997 |
102300.0 |
¥35.6万 |
|
| 2023-02-02 |
重回前高 |
卖出 |
3.70629 |
102300.0 |
¥37.9万 |
|
| 2023-03-13 |
黄金分割买点 |
买入 |
3.52352 |
107600.0 |
¥37.9万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
3.43656 |
107600.0 |
¥37.0万 |
止损触发 |
| 2024-06-14 |
黄金分割买点 |
买入 |
3.6936899999999993 |
100000.0 |
¥36.9万 |
|
| 2024-07-08 |
重回前高 |
卖出 |
3.97 |
100000.0 |
¥39.7万 |
|
| 2024-07-23 |
黄金分割买点 |
买入 |
3.7537499999999993 |
105700.0 |
¥39.7万 |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
3.5564400000000003 |
105700.0 |
¥37.6万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
4.12412 |
90300.0 |
¥37.3万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
3.9160799999999996 |
90300.0 |
¥35.4万 |
止损触发 |
| 2024-12-13 |
黄金分割买点 |
买入 |
4.11 |
86600.0 |
¥35.6万 |
|
| 2024-12-17 |
跌破0.618止损 |
卖出 |
3.94605 |
86600.0 |
¥34.2万 |
止损触发 |
| 2025-04-29 |
黄金分割买点 |
买入 |
3.65365 |
93500.0 |
¥34.2万 |
|
| 2025-06-30 |
重回前高 |
卖出 |
3.8561399999999995 |
93500.0 |
¥36.0万 |
|
| 2025-10-10 |
黄金分割买点 |
买入 |
4.09409 |
88200.0 |
¥36.1万 |
|
| 2025-10-30 |
重回前高 |
卖出 |
4.6453500000000005 |
88200.0 |
¥41.0万 |
|
| 2025-11-26 |
黄金分割买点 |
买入 |
4.75475 |
86300.0 |
¥41.0万 |
|
| 2026-01-20 |
重回前高 |
卖出 |
6.2 |
86300.0 |
¥53.5万 |
|
| 2026-02-05 |
黄金分割买点 |
买入 |
6.776769999999999 |
77500.0 |
¥52.5万 |
|
| 2026-03-23 |
跌破0.618止损 |
卖出 |
5.7942 |
77500.0 |
¥44.9万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
5.025019999999999 |
91200.0 |
¥45.8万 |
|
| 2026-10-16 |
跌破0.618止损 |
卖出 |
4.305689999999999 |
91200.0 |
¥39.3万 |
止损触发 |