600276 恒瑞医药 — 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: ¥73.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -26.74%）
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 48 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 |
2015-12-10 |
2015-12-29 |
50.07502800299999 |
48.8 |
¥-2.6万 |
-2.58% |
跌破0.618止损 |
| 2 |
2016-02-24 |
2016-03-01 |
46.76072401 |
44.645309999999995 |
¥-4.4万 |
-4.55% |
跌破0.618止损 |
| 3 |
2016-03-04 |
2016-05-26 |
46.56046394999999 |
45.19476 |
¥-2.7万 |
-2.96% |
跌破0.618止损 |
| 4 |
2016-07-19 |
2016-07-25 |
43.556563049999994 |
41.958 |
¥-3.3万 |
-3.70% |
跌破0.618止损 |
| 5 |
2016-07-29 |
2016-10-12 |
43.606628064999995 |
45.7542 |
¥4.2万 |
+4.89% |
重回前高 |
| 6 |
2017-05-03 |
2017-05-16 |
53.259162956999994 |
56.21 |
¥5.0万 |
+5.51% |
重回前高 |
| 7 |
2017-08-15 |
2017-08-25 |
55.071516499999994 |
54.85509 |
¥-4,052 |
-0.42% |
重回前高 |
| 8 |
2017-11-15 |
2017-12-08 |
66.98699007 |
64.28 |
¥-3.9万 |
-4.07% |
跌破0.618止损 |
| 9 |
2017-12-12 |
2018-01-23 |
69.80064391299999 |
76.2237 |
¥8.4万 |
+9.17% |
重回前高 |
| 10 |
2018-02-22 |
2018-03-09 |
72.09362159999999 |
78.18174 |
¥8.4万 |
+8.41% |
重回前高 |
| 11 |
2018-11-12 |
2018-12-10 |
64.533804335 |
57.42252 |
¥-11.9万 |
-11.05% |
跌破0.618止损 |
| 12 |
2019-01-21 |
2019-01-29 |
59.03666568799999 |
54.954989999999995 |
¥-6.6万 |
-6.94% |
跌破0.618止损 |
| 13 |
2019-02-11 |
2019-02-26 |
60.148109021 |
67.62231 |
¥11.0万 |
+12.39% |
重回前高 |
| 14 |
2019-03-29 |
2019-04-23 |
63.96306316399999 |
62.01792 |
¥-3.0万 |
-3.07% |
跌破0.618止损 |
| 15 |
2019-04-30 |
2019-05-09 |
65.0845195 |
63.636300000000006 |
¥-2.2万 |
-2.25% |
跌破0.618止损 |
| 16 |
2019-08-06 |
2019-08-20 |
63.08191889999999 |
71.87805 |
¥13.0万 |
+13.91% |
重回前高 |
| 17 |
2019-12-09 |
2019-12-10 |
87.42622 |
82.917 |
¥-5.6万 |
-5.19% |
跌破0.618止损 |
| 18 |
2020-01-02 |
2020-01-06 |
88.1144264 |
85.46445 |
¥-3.1万 |
-3.04% |
跌破0.618止损 |
| 19 |
2020-01-21 |
2020-02-04 |
90.21715703 |
85.35455999999999 |
¥-5.4万 |
-5.42% |
跌破0.618止损 |
| 20 |
2020-02-07 |
2020-03-02 |
90.61767715 |
84.96495 |
¥-5.9万 |
-6.27% |
跌破0.618止损 |
| 21 |
2020-06-18 |
2020-09-10 |
89.71650687999998 |
91.4085 |
¥1.6万 |
+1.86% |
跌破0.618止损 |
| 22 |
2021-02-01 |
2021-03-09 |
102.59322873799998 |
92.78712 |
¥-8.5万 |
-9.59% |
跌破0.618止损 |
| 23 |
2021-11-08 |
2021-11-09 |
52.067615599999996 |
49.63032 |
¥-3.8万 |
-4.71% |
跌破0.618止损 |
| 24 |
2021-11-12 |
2021-12-23 |
53.11898091499998 |
49.66029 |
¥-5.1万 |
-6.54% |
跌破0.618止损 |
| 25 |
2022-06-17 |
2022-07-04 |
32.402077708 |
38.961 |
¥14.6万 |
+20.21% |
重回前高 |
| 26 |
2022-07-27 |
2022-08-30 |
36.046810799999996 |
34.225739999999995 |
¥-4.4万 |
-5.08% |
跌破0.618止损 |
| 27 |
2022-12-09 |
2022-12-22 |
38.990633681999995 |
36.41355 |
¥-5.5万 |
-6.64% |
跌破0.618止损 |
| 28 |
2022-12-30 |
2023-01-12 |
38.219632450999995 |
38.43153 |
¥4,067 |
+0.52% |
跌破0.618止损 |
| 29 |
2023-03-08 |
2023-04-11 |
42.164755633 |
46.153800000000004 |
¥7.3万 |
+9.43% |
重回前高 |
| 30 |
2023-05-10 |
2023-07-21 |
46.05981379999999 |
45.98397 |
¥-1,658 |
-0.19% |
跌破0.618止损 |
| 31 |
2023-09-19 |
2023-11-08 |
44.417681308 |
48.47 |
¥7.7万 |
+9.09% |
重回前高 |
| 32 |
2023-12-05 |
2023-12-18 |
45.889592748999995 |
44.545410000000004 |
¥-2.7万 |
-2.96% |
跌破0.618止损 |
| 33 |
2024-02-08 |
2024-05-21 |
41.894404552 |
43.67628 |
¥3.8万 |
+4.22% |
跌破0.618止损 |
| 34 |
2024-07-23 |
2024-07-29 |
42.785561818999994 |
40.97898 |
¥-4.0万 |
-4.25% |
跌破0.618止损 |
| 35 |
2024-08-05 |
2024-08-23 |
42.224833651 |
43.63632 |
¥3.0万 |
+3.31% |
重回前高 |
| 36 |
2024-10-16 |
2024-11-04 |
49.954871966999995 |
48.0519 |
¥-3.5万 |
-3.84% |
跌破0.618止损 |
| 37 |
2024-11-08 |
2024-11-18 |
50.16514502999999 |
47.66229 |
¥-4.5万 |
-5.02% |
跌破0.618止损 |
| 38 |
2024-11-21 |
2024-11-26 |
50.37541809300001 |
47.81214 |
¥-4.3万 |
-5.12% |
跌破0.618止损 |
| 39 |
2024-11-28 |
2024-12-13 |
50.014949985 |
47.752199999999995 |
¥-3.6万 |
-4.55% |
跌破0.618止损 |
| 40 |
2025-02-27 |
2025-03-12 |
47.46163421999999 |
45.33462 |
¥-3.4万 |
-4.51% |
跌破0.618止损 |
| 41 |
2025-04-11 |
2025-05-12 |
48.222622447999996 |
51.948 |
¥5.6万 |
+7.69% |
重回前高 |
| 42 |
2025-06-23 |
2025-07-29 |
51.747199503999994 |
62.93699999999999 |
¥17.0万 |
+21.59% |
重回前高 |
| 43 |
2025-10-16 |
2025-10-29 |
66.51637892900001 |
63.5364 |
¥-4.3万 |
-4.51% |
跌破0.618止损 |
| 44 |
2026-01-09 |
2026-01-19 |
63.66267307399999 |
61.7382 |
¥-2.8万 |
-3.05% |
跌破0.618止损 |
| 45 |
2026-04-24 |
2026-05-06 |
56.57346695 |
53.92601999999999 |
¥-4.2万 |
-4.71% |
跌破0.618止损 |
| 46 |
2026-05-13 |
2026-05-15 |
56.182959833 |
54.025920000000006 |
¥-3.3万 |
-3.87% |
跌破0.618止损 |
| 47 |
2026-06-30 |
2026-08-21 |
53.038876890999994 |
48.461490000000005 |
¥-7.0万 |
-8.66% |
跌破0.618止损 |
| 48 |
2026-11-04 |
2026-11-13 |
48.983610676 |
48.07 |
¥-1.4万 |
-1.89% |
强平 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-12-10 |
黄金分割买点 |
买入 |
50.06000999999999 |
19900.0 |
¥99.6万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
48.8 |
19900.0 |
¥97.1万 |
止损触发 |
| 2016-02-24 |
黄金分割买点 |
买入 |
46.7467 |
20700.0 |
¥96.8万 |
|
| 2016-03-01 |
跌破0.618止损 |
卖出 |
44.645309999999995 |
20700.0 |
¥92.4万 |
止损触发 |
| 2016-03-04 |
黄金分割买点 |
买入 |
46.546499999999995 |
19800.0 |
¥92.2万 |
|
| 2016-05-26 |
跌破0.618止损 |
卖出 |
45.19476 |
19800.0 |
¥89.5万 |
止损触发 |
| 2016-07-19 |
黄金分割买点 |
买入 |
43.543499999999995 |
20700.0 |
¥90.2万 |
|
| 2016-07-25 |
跌破0.618止损 |
卖出 |
41.958 |
20700.0 |
¥86.8万 |
止损触发 |
| 2016-07-29 |
黄金分割买点 |
买入 |
43.59354999999999 |
19700.0 |
¥85.9万 |
|
| 2016-10-12 |
重回前高 |
卖出 |
45.7542 |
19700.0 |
¥90.1万 |
|
| 2017-05-03 |
黄金分割买点 |
买入 |
53.24318999999999 |
17000.0 |
¥90.5万 |
|
| 2017-05-16 |
重回前高 |
卖出 |
56.21 |
17000.0 |
¥95.5万 |
|
| 2017-08-15 |
黄金分割买点 |
买入 |
55.05499999999999 |
17400.0 |
¥95.8万 |
|
| 2017-08-25 |
重回前高 |
卖出 |
54.85509 |
17400.0 |
¥95.4万 |
|
| 2017-11-15 |
黄金分割买点 |
买入 |
66.9669 |
14200.0 |
¥95.1万 |
|
| 2017-12-08 |
跌破0.618止损 |
卖出 |
64.28 |
14200.0 |
¥91.3万 |
止损触发 |
| 2017-12-12 |
黄金分割买点 |
买入 |
69.77970999999998 |
13100.0 |
¥91.4万 |
|
| 2018-01-23 |
重回前高 |
卖出 |
76.2237 |
13100.0 |
¥99.8万 |
|
| 2018-02-22 |
黄金分割买点 |
买入 |
72.07199999999999 |
13800.0 |
¥99.5万 |
|
| 2018-03-09 |
重回前高 |
卖出 |
78.18174 |
13800.0 |
¥1.08M |
|
| 2018-11-12 |
黄金分割买点 |
买入 |
64.51445 |
16700.0 |
¥1.08M |
|
| 2018-12-10 |
跌破0.618止损 |
卖出 |
57.42252 |
16700.0 |
¥95.9万 |
止损触发 |
| 2019-01-21 |
黄金分割买点 |
买入 |
59.01895999999999 |
16200.0 |
¥95.6万 |
|
| 2019-01-29 |
跌破0.618止损 |
卖出 |
54.954989999999995 |
16200.0 |
¥89.0万 |
止损触发 |
| 2019-02-11 |
黄金分割买点 |
买入 |
60.130069999999996 |
14700.0 |
¥88.4万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
67.62231 |
14700.0 |
¥99.4万 |
|
| 2019-03-29 |
黄金分割买点 |
买入 |
63.94387999999999 |
15500.0 |
¥99.1万 |
|
| 2019-04-23 |
跌破0.618止损 |
卖出 |
62.01792 |
15500.0 |
¥96.1万 |
止损触发 |
| 2019-04-30 |
黄金分割买点 |
买入 |
65.065 |
14900.0 |
¥97.0万 |
|
| 2019-05-09 |
跌破0.618止损 |
卖出 |
63.636300000000006 |
14900.0 |
¥94.8万 |
止损触发 |
| 2019-08-06 |
黄金分割买点 |
买入 |
63.062999999999995 |
14800.0 |
¥93.4万 |
|
| 2019-08-20 |
重回前高 |
卖出 |
71.87805 |
14800.0 |
¥1.06M |
|
| 2019-12-09 |
黄金分割买点 |
买入 |
87.4 |
12400.0 |
¥1.08M |
|
| 2019-12-10 |
跌破0.618止损 |
卖出 |
82.917 |
12400.0 |
¥1.03M |
止损触发 |
| 2020-01-02 |
黄金分割买点 |
买入 |
88.088 |
11700.0 |
¥1.03M |
|
| 2020-01-06 |
跌破0.618止损 |
卖出 |
85.46445 |
11700.0 |
¥100.0万 |
止损触发 |
| 2020-01-21 |
黄金分割买点 |
买入 |
90.19009999999999 |
11000.0 |
¥99.2万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
85.35455999999999 |
11000.0 |
¥93.9万 |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
90.59049999999999 |
10400.0 |
¥94.2万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
84.96495 |
10400.0 |
¥88.3万 |
止损触发 |
| 2020-06-18 |
黄金分割买点 |
买入 |
89.68959999999998 |
9800.0 |
¥87.9万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
91.4085 |
9800.0 |
¥89.6万 |
止损触发 |
| 2021-02-01 |
黄金分割买点 |
买入 |
102.56245999999999 |
8600.0 |
¥88.2万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
92.78712 |
8600.0 |
¥79.8万 |
止损触发 |
| 2021-11-08 |
黄金分割买点 |
买入 |
52.05199999999999 |
15700.0 |
¥81.7万 |
|
| 2021-11-09 |
跌破0.618止损 |
卖出 |
49.63032 |
15700.0 |
¥77.9万 |
止损触发 |
| 2021-11-12 |
黄金分割买点 |
买入 |
53.10304999999999 |
14600.0 |
¥77.6万 |
|
| 2021-12-23 |
跌破0.618止损 |
卖出 |
49.66029 |
14600.0 |
¥72.5万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
32.39236 |
22300.0 |
¥72.3万 |
|
| 2022-07-04 |
重回前高 |
卖出 |
38.961 |
22300.0 |
¥86.9万 |
|
| 2022-07-27 |
黄金分割买点 |
买入 |
36.035999999999994 |
24100.0 |
¥86.9万 |
|
| 2022-08-30 |
跌破0.618止损 |
卖出 |
34.225739999999995 |
24100.0 |
¥82.5万 |
止损触发 |
| 2022-12-09 |
黄金分割买点 |
买入 |
38.978939999999994 |
21300.0 |
¥83.1万 |
|
| 2022-12-22 |
跌破0.618止损 |
卖出 |
36.41355 |
21300.0 |
¥77.5万 |
止损触发 |
| 2022-12-30 |
黄金分割买点 |
买入 |
38.208169999999996 |
20300.0 |
¥77.6万 |
|
| 2023-01-12 |
跌破0.618止损 |
卖出 |
38.43153 |
20300.0 |
¥78.0万 |
止损触发 |
| 2023-03-08 |
黄金分割买点 |
买入 |
42.15210999999999 |
18400.0 |
¥77.6万 |
|
| 2023-04-11 |
重回前高 |
卖出 |
46.153800000000004 |
18400.0 |
¥84.9万 |
|
| 2023-05-10 |
黄金分割买点 |
买入 |
46.04599999999999 |
18500.0 |
¥85.2万 |
|
| 2023-07-21 |
跌破0.618止损 |
卖出 |
45.98397 |
18500.0 |
¥85.0万 |
止损触发 |
| 2023-09-19 |
黄金分割买点 |
买入 |
44.40436 |
19100.0 |
¥84.8万 |
|
| 2023-11-08 |
重回前高 |
卖出 |
48.47 |
19100.0 |
¥92.5万 |
|
| 2023-12-05 |
黄金分割买点 |
买入 |
45.87582999999999 |
20100.0 |
¥92.2万 |
|
| 2023-12-18 |
跌破0.618止损 |
卖出 |
44.545410000000004 |
20100.0 |
¥89.5万 |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
41.88184 |
21400.0 |
¥89.7万 |
|
| 2024-05-21 |
跌破0.618止损 |
卖出 |
43.67628 |
21400.0 |
¥93.4万 |
止损触发 |
| 2024-07-23 |
黄金分割买点 |
买入 |
42.772729999999996 |
21900.0 |
¥93.7万 |
|
| 2024-07-29 |
跌破0.618止损 |
卖出 |
40.97898 |
21900.0 |
¥89.7万 |
止损触发 |
| 2024-08-05 |
黄金分割买点 |
买入 |
42.21217 |
21200.0 |
¥89.5万 |
|
| 2024-08-23 |
重回前高 |
卖出 |
43.63632 |
21200.0 |
¥92.5万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
49.93989 |
18300.0 |
¥91.4万 |
|
| 2024-11-04 |
跌破0.618止损 |
卖出 |
48.0519 |
18300.0 |
¥87.9万 |
止损触发 |
| 2024-11-08 |
黄金分割买点 |
买入 |
50.150099999999995 |
17800.0 |
¥89.3万 |
|
| 2024-11-18 |
跌破0.618止损 |
卖出 |
47.66229 |
17800.0 |
¥84.8万 |
止损触发 |
| 2024-11-21 |
黄金分割买点 |
买入 |
50.36031 |
16700.0 |
¥84.1万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
47.81214 |
16700.0 |
¥79.8万 |
止损触发 |
| 2024-11-28 |
黄金分割买点 |
买入 |
49.99995 |
16000.0 |
¥80.0万 |
|
| 2024-12-13 |
跌破0.618止损 |
卖出 |
47.752199999999995 |
16000.0 |
¥76.4万 |
止损触发 |
| 2025-02-27 |
黄金分割买点 |
买入 |
47.447399999999995 |
16100.0 |
¥76.4万 |
|
| 2025-03-12 |
跌破0.618止损 |
卖出 |
45.33462 |
16100.0 |
¥73.0万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
48.20815999999999 |
15100.0 |
¥72.8万 |
|
| 2025-05-12 |
重回前高 |
卖出 |
51.948 |
15100.0 |
¥78.4万 |
|
| 2025-06-23 |
黄金分割买点 |
买入 |
51.73168 |
15200.0 |
¥78.7万 |
|
| 2025-07-29 |
重回前高 |
卖出 |
62.93699999999999 |
15200.0 |
¥95.6万 |
|
| 2025-10-16 |
黄金分割买点 |
买入 |
66.49643 |
14400.0 |
¥95.8万 |
|
| 2025-10-29 |
跌破0.618止损 |
卖出 |
63.5364 |
14400.0 |
¥91.5万 |
止损触发 |
| 2026-01-09 |
黄金分割买点 |
买入 |
63.64357999999999 |
14300.0 |
¥91.0万 |
|
| 2026-01-19 |
跌破0.618止损 |
卖出 |
61.7382 |
14300.0 |
¥88.3万 |
止损触发 |
| 2026-04-24 |
黄金分割买点 |
买入 |
56.55649999999999 |
15700.0 |
¥88.8万 |
|
| 2026-05-06 |
跌破0.618止损 |
卖出 |
53.92601999999999 |
15700.0 |
¥84.6万 |
止损触发 |
| 2026-05-13 |
黄金分割买点 |
买入 |
56.166109999999996 |
15000.0 |
¥84.3万 |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
54.025920000000006 |
15000.0 |
¥81.0万 |
止损触发 |
| 2026-06-30 |
黄金分割买点 |
买入 |
53.022969999999994 |
15300.0 |
¥81.1万 |
|
| 2026-08-21 |
跌破0.618止损 |
卖出 |
48.461490000000005 |
15300.0 |
¥74.1万 |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
48.96892 |
15000.0 |
¥73.5万 |
|
| 2026-11-13 |
强平 |
卖出 |
48.07 |
15000 |
¥72.1万 |
回测结束强平 |