600309 烟台万华 — 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: ¥1.39M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +39.10%）
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 45 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 |
2015-05-27 |
23.951103175999997 |
28.141830000000002 |
¥17.4万 |
+17.46% |
重回前高 |
| 2 |
2015-05-29 |
2015-06-26 |
26.224054856999995 |
24.8751 |
¥-6.0万 |
-5.17% |
跌破0.618止损 |
| 3 |
2015-12-04 |
2015-12-09 |
18.023405399999998 |
17.33265 |
¥-4.2万 |
-3.86% |
跌破0.618止损 |
| 4 |
2015-12-18 |
2016-01-05 |
18.113522427 |
16.67331 |
¥-8.5万 |
-7.98% |
跌破0.618止损 |
| 5 |
2016-04-08 |
2016-04-21 |
14.779192427999998 |
16.43355 |
¥10.8万 |
+11.16% |
重回前高 |
| 6 |
2016-05-09 |
2016-06-16 |
15.199738553999998 |
17.50248 |
¥16.5万 |
+15.12% |
重回前高 |
| 7 |
2016-09-26 |
2016-12-13 |
19.675901 |
19.89 |
¥1.3万 |
+1.06% |
跌破0.618止损 |
| 8 |
2017-04-28 |
2017-05-08 |
27.73601831 |
26.52345 |
¥-5.5万 |
-4.40% |
跌破0.618止损 |
| 9 |
2017-06-27 |
2017-07-20 |
27.916252363999995 |
30.64932 |
¥11.8万 |
+9.76% |
重回前高 |
| 10 |
2017-10-20 |
2017-11-03 |
38.03939839699999 |
35.5644 |
¥-8.7万 |
-6.53% |
跌破0.618止损 |
| 11 |
2017-11-08 |
2017-11-27 |
37.64889128 |
37.84212 |
¥6,002 |
+0.48% |
跌破0.618止损 |
| 12 |
2018-07-05 |
2018-07-16 |
44.44772031699999 |
50.369580000000006 |
¥16.6万 |
+13.29% |
重回前高 |
| 13 |
2018-08-20 |
2018-09-06 |
47.231335150999996 |
46.33362 |
¥-2.7万 |
-1.93% |
跌破0.618止损 |
| 14 |
2019-01-15 |
2019-02-12 |
31.020283293999995 |
35.364599999999996 |
¥19.3万 |
+13.97% |
重回前高 |
| 15 |
2019-04-29 |
2019-05-10 |
43.95708316999999 |
41.1588 |
¥-10.1万 |
-6.39% |
跌破0.618止损 |
| 16 |
2019-07-25 |
2019-07-30 |
42.71547079799999 |
44.42553 |
¥5.9万 |
+3.97% |
重回前高 |
| 17 |
2019-08-06 |
2019-08-30 |
41.103377315 |
45.48447 |
¥16.1万 |
+10.63% |
重回前高 |
| 18 |
2019-09-24 |
2019-10-25 |
45.10857851499999 |
42.44751 |
¥-10.1万 |
-5.93% |
跌破0.618止损 |
| 19 |
2019-10-28 |
2019-11-26 |
44.738097403999994 |
48.901050000000005 |
¥14.8万 |
+9.27% |
重回前高 |
| 20 |
2020-02-03 |
2020-02-04 |
46.78075001599999 |
48.7512 |
¥6.6万 |
+4.18% |
跌破0.618止损 |
| 21 |
2020-05-08 |
2020-07-02 |
45.979709776 |
51.7482 |
¥22.7万 |
+12.51% |
重回前高 |
| 22 |
2020-12-03 |
2021-01-11 |
83.38828898399998 |
108.86103 |
¥62.3万 |
+30.51% |
重回前高 |
| 23 |
2021-03-17 |
2021-03-24 |
117.32235615099998 |
107.07282000000001 |
¥-23.2万 |
-8.76% |
跌破0.618止损 |
| 24 |
2021-06-09 |
2021-06-21 |
110.14303299999999 |
103.35653999999998 |
¥-14.9万 |
-6.19% |
跌破0.618止损 |
| 25 |
2021-08-05 |
2021-08-12 |
118.38550500000001 |
112.78710000000002 |
¥-10.8万 |
-4.76% |
跌破0.618止损 |
| 26 |
2021-12-14 |
2021-12-21 |
106.13783179999999 |
100.39 |
¥-11.7万 |
-5.44% |
跌破0.618止损 |
| 27 |
2022-05-31 |
2022-06-20 |
85.0255 |
96.21369 |
¥26.8万 |
+13.12% |
重回前高 |
| 28 |
2022-07-25 |
2022-08-01 |
86.79271000399999 |
83.61630000000001 |
¥-8.5万 |
-3.69% |
跌破0.618止损 |
| 29 |
2022-08-24 |
2022-09-05 |
90.857989222 |
87.57234 |
¥-8.1万 |
-3.65% |
跌破0.618止损 |
| 30 |
2022-09-07 |
2022-10-20 |
91.31858735999998 |
84.915 |
¥-15.1万 |
-7.04% |
跌破0.618止损 |
| 31 |
2022-11-15 |
2023-01-09 |
88.71520657999999 |
93.70620000000001 |
¥11.2万 |
+5.59% |
重回前高 |
| 32 |
2023-03-10 |
2023-03-27 |
98.82833960999999 |
95.7042 |
¥-6.7万 |
-3.19% |
跌破0.618止损 |
| 33 |
2023-06-16 |
2023-06-30 |
91.709094477 |
87.8121 |
¥-8.7万 |
-4.28% |
跌破0.618止损 |
| 34 |
2023-07-14 |
2023-07-26 |
91.76917249499999 |
94.78511999999999 |
¥6.4万 |
+3.26% |
重回前高 |
| 35 |
2023-08-21 |
2023-09-28 |
91.12834030299999 |
89.35056 |
¥-4.0万 |
-1.98% |
跌破0.618止损 |
| 36 |
2024-06-14 |
2024-06-28 |
85.64121465899998 |
82.72719000000001 |
¥-6.8万 |
-3.43% |
跌破0.618止损 |
| 37 |
2024-10-10 |
2024-10-16 |
85.09049949399999 |
78.73119 |
¥-14.4万 |
-7.50% |
跌破0.618止损 |
| 38 |
2025-02-14 |
2025-02-17 |
73.01189699999999 |
70.39953 |
¥-6.4万 |
-3.61% |
跌破0.618止损 |
| 39 |
2025-09-23 |
2025-10-21 |
64.203375236 |
61.02891 |
¥-8.5万 |
-4.97% |
跌破0.618止损 |
| 40 |
2025-11-17 |
2025-11-21 |
65.16462352399999 |
63.78615 |
¥-3.5万 |
-2.14% |
跌破0.618止损 |
| 41 |
2026-03-16 |
2026-03-20 |
84.20935523 |
78.34158000000001 |
¥-11.1万 |
-7.00% |
跌破0.618止损 |
| 42 |
2026-04-08 |
2026-05-15 |
85.1105255 |
82.3176 |
¥-4.8万 |
-3.31% |
跌破0.618止损 |
| 43 |
2026-08-10 |
2026-09-10 |
75.59817264999998 |
78.91100999999999 |
¥6.2万 |
+4.35% |
重回前高 |
| 44 |
2026-09-15 |
2026-09-17 |
73.245116945 |
69.93 |
¥-6.8万 |
-4.55% |
跌破0.618止损 |
| 45 |
2026-11-04 |
2026-11-12 |
71.96345256100001 |
69.82011 |
¥-4.3万 |
-3.01% |
跌破0.618止损 |
逐笔成交记录（共 90 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 |
23.94392 |
41500.0 |
¥99.4万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
28.141830000000002 |
41500.0 |
¥1.17M |
|
| 2015-05-29 |
黄金分割买点 |
买入 |
26.216189999999994 |
44600.0 |
¥1.17M |
|
| 2015-06-26 |
跌破0.618止损 |
卖出 |
24.8751 |
44600.0 |
¥1.11M |
止损触发 |
| 2015-12-04 |
黄金分割买点 |
买入 |
18.017999999999997 |
60900.0 |
¥1.10M |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
17.33265 |
60900.0 |
¥1.06M |
止损触发 |
| 2015-12-18 |
黄金分割买点 |
买入 |
18.108089999999997 |
58500.0 |
¥1.06M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
16.67331 |
58500.0 |
¥97.5万 |
止损触发 |
| 2016-04-08 |
黄金分割买点 |
买入 |
14.774759999999999 |
65700.0 |
¥97.1万 |
|
| 2016-04-21 |
重回前高 |
卖出 |
16.43355 |
65700.0 |
¥1.08M |
|
| 2016-05-09 |
黄金分割买点 |
买入 |
15.195179999999999 |
71700.0 |
¥1.09M |
|
| 2016-06-16 |
重回前高 |
卖出 |
17.50248 |
71700.0 |
¥1.25M |
|
| 2016-09-26 |
黄金分割买点 |
买入 |
19.67 |
63800.0 |
¥1.26M |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
19.89 |
63800.0 |
¥1.27M |
止损触发 |
| 2017-04-28 |
黄金分割买点 |
买入 |
27.727699999999995 |
45000.0 |
¥1.25M |
|
| 2017-05-08 |
跌破0.618止损 |
卖出 |
26.52345 |
45000.0 |
¥1.19M |
止损触发 |
| 2017-06-27 |
黄金分割买点 |
买入 |
27.907879999999995 |
43500.0 |
¥1.21M |
|
| 2017-07-20 |
重回前高 |
卖出 |
30.64932 |
43500.0 |
¥1.33M |
|
| 2017-10-20 |
黄金分割买点 |
买入 |
38.027989999999996 |
35000.0 |
¥1.33M |
|
| 2017-11-03 |
跌破0.618止损 |
卖出 |
35.5644 |
35000.0 |
¥1.24M |
止损触发 |
| 2017-11-08 |
黄金分割买点 |
买入 |
37.6376 |
33000.0 |
¥1.24M |
|
| 2017-11-27 |
跌破0.618止损 |
卖出 |
37.84212 |
33000.0 |
¥1.25M |
止损触发 |
| 2018-07-05 |
黄金分割买点 |
买入 |
44.434389999999986 |
28100.0 |
¥1.25M |
|
| 2018-07-16 |
重回前高 |
卖出 |
50.369580000000006 |
28100.0 |
¥1.41M |
|
| 2018-08-20 |
黄金分割买点 |
买入 |
47.217169999999996 |
29800.0 |
¥1.41M |
|
| 2018-09-06 |
跌破0.618止损 |
卖出 |
46.33362 |
29800.0 |
¥1.38M |
止损触发 |
| 2019-01-15 |
黄金分割买点 |
买入 |
31.010979999999996 |
44600.0 |
¥1.38M |
|
| 2019-02-12 |
重回前高 |
卖出 |
35.364599999999996 |
44600.0 |
¥1.58M |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
43.94389999999999 |
35900.0 |
¥1.58M |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
41.1588 |
35900.0 |
¥1.48M |
止损触发 |
| 2019-07-25 |
黄金分割买点 |
买入 |
42.702659999999995 |
34700.0 |
¥1.48M |
|
| 2019-07-30 |
重回前高 |
卖出 |
44.42553 |
34700.0 |
¥1.54M |
|
| 2019-08-06 |
黄金分割买点 |
买入 |
41.091049999999996 |
36800.0 |
¥1.51M |
|
| 2019-08-30 |
重回前高 |
卖出 |
45.48447 |
36800.0 |
¥1.67M |
|
| 2019-09-24 |
黄金分割买点 |
买入 |
45.09504999999999 |
37800.0 |
¥1.71M |
|
| 2019-10-25 |
跌破0.618止损 |
卖出 |
42.44751 |
37800.0 |
¥1.60M |
止损触发 |
| 2019-10-28 |
黄金分割买点 |
买入 |
44.72467999999999 |
35700.0 |
¥1.60M |
|
| 2019-11-26 |
重回前高 |
卖出 |
48.901050000000005 |
35700.0 |
¥1.75M |
|
| 2020-02-03 |
黄金分割买点 |
买入 |
46.76671999999999 |
33600.0 |
¥1.57M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
48.7512 |
33600.0 |
¥1.64M |
止损触发 |
| 2020-05-08 |
黄金分割买点 |
买入 |
45.96592 |
39400.0 |
¥1.81M |
|
| 2020-07-02 |
重回前高 |
卖出 |
51.7482 |
39400.0 |
¥2.04M |
|
| 2020-12-03 |
黄金分割买点 |
买入 |
83.36327999999999 |
24500.0 |
¥2.04M |
|
| 2021-01-11 |
重回前高 |
卖出 |
108.86103 |
24500.0 |
¥2.67M |
|
| 2021-03-17 |
黄金分割买点 |
买入 |
117.28716999999999 |
22600.0 |
¥2.65M |
|
| 2021-03-24 |
跌破0.618止损 |
卖出 |
107.07282000000001 |
22600.0 |
¥2.42M |
止损触发 |
| 2021-06-09 |
黄金分割买点 |
买入 |
110.10999999999999 |
21800.0 |
¥2.40M |
|
| 2021-06-21 |
跌破0.618止损 |
卖出 |
103.35653999999998 |
21800.0 |
¥2.25M |
止损触发 |
| 2021-08-05 |
黄金分割买点 |
买入 |
118.35 |
19100.0 |
¥2.26M |
|
| 2021-08-12 |
跌破0.618止损 |
卖出 |
112.78710000000002 |
19100.0 |
¥2.15M |
止损触发 |
| 2021-12-14 |
黄金分割买点 |
买入 |
106.106 |
20300.0 |
¥2.15M |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
100.39 |
20300.0 |
¥2.04M |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
85.0 |
24000.0 |
¥2.04M |
|
| 2022-06-20 |
重回前高 |
卖出 |
96.21369 |
24000.0 |
¥2.31M |
|
| 2022-07-25 |
黄金分割买点 |
买入 |
86.76668 |
26700.0 |
¥2.32M |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
83.61630000000001 |
26700.0 |
¥2.23M |
止损触发 |
| 2022-08-24 |
黄金分割买点 |
买入 |
90.83073999999999 |
24600.0 |
¥2.24M |
|
| 2022-09-05 |
跌破0.618止损 |
卖出 |
87.57234 |
24600.0 |
¥2.15M |
止损触发 |
| 2022-09-07 |
黄金分割买点 |
买入 |
91.29119999999999 |
23500.0 |
¥2.15M |
|
| 2022-10-20 |
跌破0.618止损 |
卖出 |
84.915 |
23500.0 |
¥1.99M |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
88.68859999999998 |
22600.0 |
¥2.00M |
|
| 2023-01-09 |
重回前高 |
卖出 |
93.70620000000001 |
22600.0 |
¥2.12M |
|
| 2023-03-10 |
黄金分割买点 |
买入 |
98.7987 |
21300.0 |
¥2.11M |
|
| 2023-03-27 |
跌破0.618止损 |
卖出 |
95.7042 |
21300.0 |
¥2.04M |
止损触发 |
| 2023-06-16 |
黄金分割买点 |
买入 |
91.68159 |
22300.0 |
¥2.05M |
|
| 2023-06-30 |
跌破0.618止损 |
卖出 |
87.8121 |
22300.0 |
¥1.96M |
止损触发 |
| 2023-07-14 |
黄金分割买点 |
买入 |
91.74164999999999 |
21400.0 |
¥1.96M |
|
| 2023-07-26 |
重回前高 |
卖出 |
94.78511999999999 |
21400.0 |
¥2.03M |
|
| 2023-08-21 |
黄金分割买点 |
买入 |
91.10100999999999 |
22000.0 |
¥2.00M |
|
| 2023-09-28 |
跌破0.618止损 |
卖出 |
89.35056 |
22000.0 |
¥1.97M |
止损触发 |
| 2024-06-14 |
黄金分割买点 |
买入 |
85.61552999999999 |
23100.0 |
¥1.98M |
|
| 2024-06-28 |
跌破0.618止损 |
卖出 |
82.72719000000001 |
23100.0 |
¥1.91M |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
85.06497999999999 |
22600.0 |
¥1.92M |
|
| 2024-10-16 |
跌破0.618止损 |
卖出 |
78.73119 |
22600.0 |
¥1.78M |
止损触发 |
| 2025-02-14 |
黄金分割买点 |
买入 |
72.99 |
24200.0 |
¥1.77M |
|
| 2025-02-17 |
跌破0.618止损 |
卖出 |
70.39953 |
24200.0 |
¥1.70M |
止损触发 |
| 2025-09-23 |
黄金分割买点 |
买入 |
64.18412 |
26700.0 |
¥1.71M |
|
| 2025-10-21 |
跌破0.618止损 |
卖出 |
61.02891 |
26700.0 |
¥1.63M |
止损触发 |
| 2025-11-17 |
黄金分割买点 |
买入 |
65.14508 |
24700.0 |
¥1.61M |
|
| 2025-11-21 |
跌破0.618止损 |
卖出 |
63.78615 |
24700.0 |
¥1.58M |
止损触发 |
| 2026-03-16 |
黄金分割买点 |
买入 |
84.18409999999999 |
18800.0 |
¥1.58M |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
78.34158000000001 |
18800.0 |
¥1.47M |
止损触发 |
| 2026-04-08 |
黄金分割买点 |
买入 |
85.085 |
17100.0 |
¥1.46M |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
82.3176 |
17100.0 |
¥1.41M |
止损触发 |
| 2026-08-10 |
黄金分割买点 |
买入 |
75.57549999999999 |
18900.0 |
¥1.43M |
|
| 2026-09-10 |
重回前高 |
卖出 |
78.91100999999999 |
18900.0 |
¥1.49M |
|
| 2026-09-15 |
黄金分割买点 |
买入 |
73.22315 |
20300.0 |
¥1.49M |
|
| 2026-09-17 |
跌破0.618止损 |
卖出 |
69.93 |
20300.0 |
¥1.42M |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
71.94187 |
19900.0 |
¥1.43M |
|
| 2026-11-12 |
跌破0.618止损 |
卖出 |
69.82011 |
19900.0 |
¥1.39M |
止损触发 |