600415 小商品城 — 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: ¥1.04M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +3.82%）
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 37 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 |
2015-10-27 |
2016-01-05 |
10.343432099000001 |
7.8921 |
¥-23.3万 |
-23.72% |
跌破0.618止损 |
| 2 |
2016-04-01 |
2016-04-15 |
7.609882279999999 |
8.00199 |
¥3.9万 |
+5.12% |
重回前高 |
| 3 |
2016-04-21 |
2016-05-10 |
7.1893361539999985 |
6.6933 |
¥-5.6万 |
-6.93% |
跌破0.618止损 |
| 4 |
2016-07-25 |
2016-08-02 |
6.718725012999999 |
6.35 |
¥-4.1万 |
-5.52% |
跌破0.618止损 |
| 5 |
2016-08-05 |
2016-08-16 |
6.478412940999999 |
6.93306 |
¥4.9万 |
+6.99% |
重回前高 |
| 6 |
2016-12-05 |
2016-12-30 |
8.060467415 |
8.941049999999999 |
¥8.2万 |
+10.89% |
重回前高 |
| 7 |
2018-11-15 |
2018-11-26 |
3.8249671459999997 |
3.6563400000000006 |
¥-3.7万 |
-4.44% |
跌破0.618止损 |
| 8 |
2019-01-11 |
2019-02-01 |
3.764889128 |
3.6063899999999998 |
¥-3.4万 |
-4.24% |
跌破0.618止损 |
| 9 |
2019-02-12 |
2019-02-25 |
3.724837116 |
3.996 |
¥5.6万 |
+7.25% |
重回前高 |
| 10 |
2019-04-26 |
2019-05-07 |
4.475812340999999 |
4.02 |
¥-8.3万 |
-10.21% |
跌破0.618止损 |
| 11 |
2020-07-01 |
2020-07-08 |
4.8663194579999995 |
6.4935 |
¥24.7万 |
+33.40% |
重回前高 |
| 12 |
2020-08-20 |
2020-08-28 |
6.3782829109999994 |
5.994 |
¥-5.9万 |
-6.05% |
跌破0.618止损 |
| 13 |
2021-01-14 |
2021-01-26 |
5.597268677 |
5.12487 |
¥-7.8万 |
-8.47% |
跌破0.618止损 |
| 14 |
2021-02-23 |
2021-03-01 |
5.397008616999999 |
5.07492 |
¥-5.0万 |
-6.00% |
跌破0.618止损 |
| 15 |
2021-05-19 |
2021-06-17 |
5.2067615599999995 |
5.934060000000001 |
¥11.1万 |
+13.93% |
重回前高 |
| 16 |
2021-06-21 |
2021-06-30 |
5.40702162 |
5.1948 |
¥-3.6万 |
-3.95% |
跌破0.618止损 |
| 17 |
2021-09-14 |
2021-10-15 |
5.006501499999999 |
4.6453500000000005 |
¥-6.3万 |
-7.24% |
跌破0.618止损 |
| 18 |
2022-01-07 |
2022-01-25 |
4.846293451999999 |
4.67532 |
¥-2.9万 |
-3.56% |
跌破0.618止损 |
| 19 |
2022-03-14 |
2022-03-16 |
4.826267445999999 |
4.6953000000000005 |
¥-2.1万 |
-2.74% |
跌破0.618止损 |
| 20 |
2022-03-28 |
2022-04-26 |
4.806241439999999 |
4.82517 |
¥2,741 |
+0.36% |
跌破0.618止损 |
| 21 |
2022-05-05 |
2022-08-01 |
5.066579517999998 |
5.24475 |
¥2.6万 |
+3.49% |
跌破0.618止损 |
| 22 |
2022-12-02 |
2022-12-07 |
4.545903362 |
5.55444 |
¥17.5万 |
+22.15% |
重回前高 |
| 23 |
2022-12-16 |
2023-02-07 |
5.176722550999999 |
5.0149799999999995 |
¥-3.0万 |
-3.15% |
跌破0.618止损 |
| 24 |
2023-02-21 |
2023-03-08 |
5.397008616999999 |
5.14485 |
¥-4.4万 |
-4.70% |
跌破0.618止损 |
| 25 |
2023-05-17 |
2023-07-13 |
8.51105255 |
8.05 |
¥-4.8万 |
-5.45% |
跌破0.618止损 |
| 26 |
2024-01-26 |
2024-02-06 |
7.599869277 |
7.092899999999999 |
¥-5.6万 |
-6.70% |
跌破0.618止损 |
| 27 |
2024-02-07 |
2024-05-17 |
7.659947294999999 |
8.30169 |
¥6.6万 |
+8.35% |
跌破0.618止损 |
| 28 |
2024-08-26 |
2024-09-05 |
7.960337384999999 |
8.5914 |
¥6.7万 |
+7.90% |
重回前高 |
| 29 |
2025-01-03 |
2025-02-07 |
13.277241978 |
12.74724 |
¥-3.7万 |
-4.02% |
跌破0.618止损 |
| 30 |
2025-03-21 |
2025-03-28 |
13.517554049999998 |
14.92506 |
¥9.1万 |
+10.38% |
重回前高 |
| 31 |
2025-07-11 |
2025-08-14 |
18.674250594999997 |
18.85 |
¥8,862 |
+0.91% |
跌破0.618止损 |
| 32 |
2025-08-15 |
2025-08-26 |
19.565868 |
22.897080000000003 |
¥16.7万 |
+16.99% |
重回前高 |
| 33 |
2025-09-03 |
2025-09-05 |
20.856254999999997 |
19.98 |
¥-4.9万 |
-4.23% |
跌破0.618止损 |
| 34 |
2026-05-26 |
2026-05-29 |
13.517554049999998 |
12.597389999999999 |
¥-7.5万 |
-6.84% |
跌破0.618止损 |
| 35 |
2026-08-05 |
2026-09-02 |
12.41612372 |
12.857130000000002 |
¥3.6万 |
+3.52% |
重回前高 |
| 36 |
2026-09-16 |
2026-09-24 |
11.585044471 |
11.00898 |
¥-5.3万 |
-5.00% |
跌破0.618止损 |
| 37 |
2026-11-04 |
2026-11-13 |
11.865408554999998 |
12.18 |
¥2.6万 |
+2.62% |
强平 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-27 |
黄金分割买点 |
买入 |
10.34033 |
94900.0 |
¥98.2万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
7.8921 |
94900.0 |
¥74.9万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
7.607599999999999 |
99900.0 |
¥76.0万 |
|
| 2016-04-15 |
重回前高 |
卖出 |
8.00199 |
99900.0 |
¥79.9万 |
|
| 2016-04-21 |
黄金分割买点 |
买入 |
7.187179999999999 |
111700.0 |
¥80.3万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
6.6933 |
111700.0 |
¥74.7万 |
止损触发 |
| 2016-07-25 |
黄金分割买点 |
买入 |
6.71671 |
111400.0 |
¥74.8万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
6.35 |
111400.0 |
¥70.7万 |
止损触发 |
| 2016-08-05 |
黄金分割买点 |
买入 |
6.476469999999999 |
109000.0 |
¥70.6万 |
|
| 2016-08-16 |
重回前高 |
卖出 |
6.93306 |
109000.0 |
¥75.5万 |
|
| 2016-12-05 |
黄金分割买点 |
买入 |
8.05805 |
93600.0 |
¥75.4万 |
|
| 2016-12-30 |
重回前高 |
卖出 |
8.941049999999999 |
93600.0 |
¥83.7万 |
|
| 2018-11-15 |
黄金分割买点 |
买入 |
3.8238199999999996 |
219300.0 |
¥83.9万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
3.6563400000000006 |
219300.0 |
¥80.2万 |
止损触发 |
| 2019-01-11 |
黄金分割买点 |
买入 |
3.76376 |
212400.0 |
¥80.0万 |
|
| 2019-02-01 |
跌破0.618止损 |
卖出 |
3.6063899999999998 |
212400.0 |
¥76.6万 |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
3.7237199999999997 |
206100.0 |
¥76.8万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
3.996 |
206100.0 |
¥82.3万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
4.474469999999999 |
181900.0 |
¥81.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
4.02 |
181900.0 |
¥73.1万 |
止损触发 |
| 2020-07-01 |
黄金分割买点 |
买入 |
4.86486 |
151800.0 |
¥73.9万 |
|
| 2020-07-08 |
重回前高 |
卖出 |
6.4935 |
151800.0 |
¥98.5万 |
|
| 2020-08-20 |
黄金分割买点 |
买入 |
6.37637 |
152300.0 |
¥97.1万 |
|
| 2020-08-28 |
跌破0.618止损 |
卖出 |
5.994 |
152300.0 |
¥91.3万 |
止损触发 |
| 2021-01-14 |
黄金分割买点 |
买入 |
5.59559 |
164300.0 |
¥92.0万 |
|
| 2021-01-26 |
跌破0.618止损 |
卖出 |
5.12487 |
164300.0 |
¥84.2万 |
止损触发 |
| 2021-02-23 |
黄金分割买点 |
买入 |
5.395389999999999 |
155800.0 |
¥84.1万 |
|
| 2021-03-01 |
跌破0.618止损 |
卖出 |
5.07492 |
155800.0 |
¥79.0万 |
止损触发 |
| 2021-05-19 |
黄金分割买点 |
买入 |
5.2052 |
152700.0 |
¥79.5万 |
|
| 2021-06-17 |
重回前高 |
卖出 |
5.934060000000001 |
152700.0 |
¥90.6万 |
|
| 2021-06-21 |
黄金分割买点 |
买入 |
5.4054 |
166200.0 |
¥89.9万 |
|
| 2021-06-30 |
跌破0.618止损 |
卖出 |
5.1948 |
166200.0 |
¥86.3万 |
止损触发 |
| 2021-09-14 |
黄金分割买点 |
买入 |
5.004999999999999 |
175100.0 |
¥87.7万 |
|
| 2021-10-15 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
175100.0 |
¥81.3万 |
止损触发 |
| 2022-01-07 |
黄金分割买点 |
买入 |
4.84484 |
167800.0 |
¥81.3万 |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
4.67532 |
167800.0 |
¥78.4万 |
止损触发 |
| 2022-03-14 |
黄金分割买点 |
买入 |
4.82482 |
160200.0 |
¥77.3万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
4.6953000000000005 |
160200.0 |
¥75.2万 |
止损触发 |
| 2022-03-28 |
黄金分割买点 |
买入 |
4.804799999999999 |
156800.0 |
¥75.4万 |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
4.82517 |
156800.0 |
¥75.6万 |
止损触发 |
| 2022-05-05 |
黄金分割买点 |
买入 |
5.065059999999999 |
149400.0 |
¥75.7万 |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
5.24475 |
149400.0 |
¥78.3万 |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
4.54454 |
173500.0 |
¥78.9万 |
|
| 2022-12-07 |
重回前高 |
卖出 |
5.55444 |
173500.0 |
¥96.3万 |
|
| 2022-12-16 |
黄金分割买点 |
买入 |
5.17517 |
184600.0 |
¥95.6万 |
|
| 2023-02-07 |
跌破0.618止损 |
卖出 |
5.0149799999999995 |
184600.0 |
¥92.5万 |
止损触发 |
| 2023-02-21 |
黄金分割买点 |
买入 |
5.395389999999999 |
173500.0 |
¥93.6万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
5.14485 |
173500.0 |
¥89.2万 |
止损触发 |
| 2023-05-17 |
黄金分割买点 |
买入 |
8.5085 |
104400.0 |
¥88.9万 |
|
| 2023-07-13 |
跌破0.618止损 |
卖出 |
8.05 |
104400.0 |
¥84.0万 |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
7.597589999999999 |
109600.0 |
¥83.3万 |
|
| 2024-02-06 |
跌破0.618止损 |
卖出 |
7.092899999999999 |
109600.0 |
¥77.7万 |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
7.657649999999999 |
102600.0 |
¥78.6万 |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
8.30169 |
102600.0 |
¥85.1万 |
止损触发 |
| 2024-08-26 |
黄金分割买点 |
买入 |
7.957949999999999 |
107300.0 |
¥85.4万 |
|
| 2024-09-05 |
重回前高 |
卖出 |
8.5914 |
107300.0 |
¥92.2万 |
|
| 2025-01-03 |
黄金分割买点 |
买入 |
13.273259999999999 |
69000.0 |
¥91.6万 |
|
| 2025-02-07 |
跌破0.618止损 |
卖出 |
12.74724 |
69000.0 |
¥87.9万 |
止损触发 |
| 2025-03-21 |
黄金分割买点 |
买入 |
13.513499999999999 |
64900.0 |
¥87.7万 |
|
| 2025-03-28 |
重回前高 |
卖出 |
14.92506 |
64900.0 |
¥96.8万 |
|
| 2025-07-11 |
黄金分割买点 |
买入 |
18.668649999999996 |
52100.0 |
¥97.3万 |
|
| 2025-08-14 |
跌破0.618止损 |
卖出 |
18.85 |
52100.0 |
¥98.2万 |
止损触发 |
| 2025-08-15 |
黄金分割买点 |
买入 |
19.56 |
50100.0 |
¥98.0万 |
|
| 2025-08-26 |
重回前高 |
卖出 |
22.897080000000003 |
50100.0 |
¥1.15M |
|
| 2025-09-03 |
黄金分割买点 |
买入 |
20.85 |
55000.0 |
¥1.15M |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
19.98 |
55000.0 |
¥1.10M |
止损触发 |
| 2026-05-26 |
黄金分割买点 |
买入 |
13.513499999999999 |
80700.0 |
¥1.09M |
|
| 2026-05-29 |
跌破0.618止损 |
卖出 |
12.597389999999999 |
80700.0 |
¥1.02M |
止损触发 |
| 2026-08-05 |
黄金分割买点 |
买入 |
12.4124 |
82600.0 |
¥1.03M |
|
| 2026-09-02 |
重回前高 |
卖出 |
12.857130000000002 |
82600.0 |
¥1.06M |
|
| 2026-09-16 |
黄金分割买点 |
买入 |
11.581570000000001 |
91500.0 |
¥1.06M |
|
| 2026-09-24 |
跌破0.618止损 |
卖出 |
11.00898 |
91500.0 |
¥1.01M |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
11.861849999999999 |
85000.0 |
¥1.01M |
|
| 2026-11-13 |
强平 |
卖出 |
12.18 |
85000 |
¥1.03M |
回测结束强平 |