600436 片仔癀 — 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: ¥1.67M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +67.21%）
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 |
2015-12-22 |
58.195573436 |
71.928 |
¥23.2万 |
+23.56% |
重回前高 |
| 2 |
2016-04-06 |
2016-04-13 |
54.65097037399999 |
56.49344999999999 |
¥4.1万 |
+3.34% |
重回前高 |
| 3 |
2016-04-21 |
2016-05-17 |
51.917420555 |
58.82112 |
¥16.6万 |
+13.26% |
重回前高 |
| 4 |
2016-07-07 |
2016-09-23 |
47.842128334 |
46.503449999999994 |
¥-4.1万 |
-2.83% |
跌破0.618止损 |
| 5 |
2016-10-27 |
2016-12-06 |
49.41416980499999 |
46.263690000000004 |
¥-8.9万 |
-6.40% |
跌破0.618止损 |
| 6 |
2017-05-08 |
2017-06-26 |
53.469436019999996 |
59.96997 |
¥15.8万 |
+12.12% |
重回前高 |
| 7 |
2017-07-07 |
2017-07-18 |
57.65487127399999 |
54.7 |
¥-7.5万 |
-5.15% |
跌破0.618止损 |
| 8 |
2017-11-24 |
2017-12-28 |
64.04316718799998 |
62.40753 |
¥-3.6万 |
-2.58% |
跌破0.618止损 |
| 9 |
2018-01-04 |
2018-01-10 |
65.88555973999999 |
73.2267 |
¥15.0万 |
+11.11% |
重回前高 |
| 10 |
2018-02-09 |
2018-03-06 |
69.08972069999999 |
77.37255 |
¥17.6万 |
+11.95% |
重回前高 |
| 11 |
2018-06-12 |
2018-08-06 |
110.85395621299998 |
105.894 |
¥-7.5万 |
-4.50% |
跌破0.618止损 |
| 12 |
2018-12-06 |
2019-02-12 |
88.13445240599998 |
96.3036 |
¥14.6万 |
+9.24% |
重回前高 |
| 13 |
2019-04-29 |
2019-05-15 |
108.94147263999997 |
107.7 |
¥-2.0万 |
-1.17% |
跌破0.618止损 |
| 14 |
2019-06-21 |
2019-07-16 |
113.04680386999999 |
106.77311999999999 |
¥-9.6万 |
-5.58% |
跌破0.618止损 |
| 15 |
2019-09-23 |
2019-10-17 |
105.03640147 |
114.3855 |
¥14.4万 |
+8.87% |
重回前高 |
| 16 |
2019-11-13 |
2019-11-22 |
107.73991227999998 |
103.12677000000001 |
¥-7.6万 |
-4.31% |
跌破0.618止损 |
| 17 |
2019-12-31 |
2020-01-14 |
109.30194074799998 |
116.27361 |
¥10.8万 |
+6.35% |
重回前高 |
| 18 |
2020-02-27 |
2020-04-28 |
121.66799945299998 |
138.61125 |
¥25.0万 |
+13.89% |
重回前高 |
| 19 |
2020-09-09 |
2020-10-27 |
234.88502437399998 |
224.06571 |
¥-9.4万 |
-4.63% |
跌破0.618止损 |
| 20 |
2020-12-10 |
2020-12-31 |
236.33690980899996 |
256.743 |
¥16.7万 |
+8.60% |
重回前高 |
| 21 |
2021-02-26 |
2021-03-05 |
299.3887897 |
276.723 |
¥-15.5万 |
-7.60% |
跌破0.618止损 |
| 22 |
2021-04-08 |
2021-05-26 |
321.41739629999995 |
379.62 |
¥34.9万 |
+18.07% |
重回前高 |
| 23 |
2021-07-26 |
2021-07-28 |
408.1224 |
352.1475 |
¥-30.8万 |
-13.74% |
跌破0.618止损 |
| 24 |
2021-10-14 |
2021-12-10 |
421.667582336 |
463.19633999999996 |
¥19.5万 |
+9.82% |
重回前高 |
| 25 |
2021-12-30 |
2022-01-06 |
416.5409247999999 |
409.6899 |
¥-3.6万 |
-1.67% |
跌破0.618止损 |
| 26 |
2022-07-13 |
2022-07-20 |
328.086056298 |
308.691 |
¥-12.9万 |
-5.94% |
跌破0.618止损 |
| 27 |
2022-11-16 |
2022-11-25 |
264.35329220299997 |
252.9468 |
¥-8.8万 |
-4.34% |
跌破0.618止损 |
| 28 |
2022-12-06 |
2023-01-17 |
264.954072383 |
312.07761 |
¥34.3万 |
+17.75% |
重回前高 |
| 29 |
2023-02-08 |
2023-03-16 |
298.18722934 |
296.8029 |
¥-1.1万 |
-0.49% |
跌破0.618止损 |
| 30 |
2023-06-07 |
2023-07-07 |
296.7854089199999 |
281.2185 |
¥-12.1万 |
-5.27% |
跌破0.618止损 |
| 31 |
2024-02-28 |
2024-05-07 |
218.2834654 |
242.78697 |
¥23.9万 |
+11.19% |
重回前高 |
| 32 |
2024-07-18 |
2024-07-26 |
223.38008392700002 |
204.84495000000004 |
¥-19.9万 |
-8.33% |
跌破0.618止损 |
| 33 |
2024-10-10 |
2024-10-18 |
247.3211741 |
222.9768 |
¥-21.7万 |
-9.87% |
跌破0.618止损 |
| 34 |
2024-10-22 |
2024-12-06 |
242.102609 |
224.775 |
¥-14.3万 |
-7.18% |
跌破0.618止损 |
| 35 |
2026-02-09 |
2026-03-03 |
166.956812022 |
159.33051 |
¥-8.3万 |
-4.60% |
跌破0.618止损 |
| 36 |
2026-07-16 |
2026-09-01 |
127.205190112 |
122.20767 |
¥-6.9万 |
-3.96% |
跌破0.618止损 |
| 37 |
2026-11-05 |
2026-11-13 |
132.722354765 |
130.4 |
¥-3.0万 |
-1.78% |
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 |
58.17811999999999 |
16900.0 |
¥98.4万 |
|
| 2015-12-22 |
重回前高 |
卖出 |
71.928 |
16900.0 |
¥1.22M |
|
| 2016-04-06 |
黄金分割买点 |
买入 |
54.63457999999999 |
22300.0 |
¥1.22M |
|
| 2016-04-13 |
重回前高 |
卖出 |
56.49344999999999 |
22300.0 |
¥1.26M |
|
| 2016-04-21 |
黄金分割买点 |
买入 |
51.901849999999996 |
24100.0 |
¥1.25M |
|
| 2016-05-17 |
重回前高 |
卖出 |
58.82112 |
24100.0 |
¥1.42M |
|
| 2016-07-07 |
黄金分割买点 |
买入 |
47.82778 |
30000.0 |
¥1.44M |
|
| 2016-09-23 |
跌破0.618止损 |
卖出 |
46.503449999999994 |
30000.0 |
¥1.39M |
止损触发 |
| 2016-10-27 |
黄金分割买点 |
买入 |
49.39935 |
28200.0 |
¥1.39M |
|
| 2016-12-06 |
跌破0.618止损 |
卖出 |
46.263690000000004 |
28200.0 |
¥1.30M |
止损触发 |
| 2017-05-08 |
黄金分割买点 |
买入 |
53.4534 |
24400.0 |
¥1.30M |
|
| 2017-06-26 |
重回前高 |
卖出 |
59.96997 |
24400.0 |
¥1.46M |
|
| 2017-07-07 |
黄金分割买点 |
买入 |
57.63757999999999 |
25300.0 |
¥1.46M |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
54.7 |
25300.0 |
¥1.38M |
止损触发 |
| 2017-11-24 |
黄金分割买点 |
买入 |
64.02395999999999 |
21600.0 |
¥1.38M |
|
| 2017-12-28 |
跌破0.618止损 |
卖出 |
62.40753 |
21600.0 |
¥1.35M |
止损触发 |
| 2018-01-04 |
黄金分割买点 |
买入 |
65.8658 |
20500.0 |
¥1.35M |
|
| 2018-01-10 |
重回前高 |
卖出 |
73.2267 |
20500.0 |
¥1.50M |
|
| 2018-02-09 |
黄金分割买点 |
买入 |
69.06899999999999 |
21300.0 |
¥1.47M |
|
| 2018-03-06 |
重回前高 |
卖出 |
77.37255 |
21300.0 |
¥1.65M |
|
| 2018-06-12 |
黄金分割买点 |
买入 |
110.82070999999998 |
15100.0 |
¥1.67M |
|
| 2018-08-06 |
跌破0.618止损 |
卖出 |
105.894 |
15100.0 |
¥1.60M |
止损触发 |
| 2018-12-06 |
黄金分割买点 |
买入 |
88.10801999999998 |
17900.0 |
¥1.58M |
|
| 2019-02-12 |
重回前高 |
卖出 |
96.3036 |
17900.0 |
¥1.72M |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
108.90879999999999 |
15900.0 |
¥1.73M |
|
| 2019-05-15 |
跌破0.618止损 |
卖出 |
107.7 |
15900.0 |
¥1.71M |
止损触发 |
| 2019-06-21 |
黄金分割买点 |
买入 |
113.01289999999999 |
15300.0 |
¥1.73M |
|
| 2019-07-16 |
跌破0.618止损 |
卖出 |
106.77311999999999 |
15300.0 |
¥1.63M |
止损触发 |
| 2019-09-23 |
黄金分割买点 |
买入 |
105.00489999999999 |
15500.0 |
¥1.63M |
|
| 2019-10-17 |
重回前高 |
卖出 |
114.3855 |
15500.0 |
¥1.77M |
|
| 2019-11-13 |
黄金分割买点 |
买入 |
107.70759999999999 |
16400.0 |
¥1.77M |
|
| 2019-11-22 |
跌破0.618止损 |
卖出 |
103.12677000000001 |
16400.0 |
¥1.69M |
止损触发 |
| 2019-12-31 |
黄金分割买点 |
买入 |
109.26915999999999 |
15500.0 |
¥1.69M |
|
| 2020-01-14 |
重回前高 |
卖出 |
116.27361 |
15500.0 |
¥1.80M |
|
| 2020-02-27 |
黄金分割买点 |
买入 |
121.63150999999998 |
14800.0 |
¥1.80M |
|
| 2020-04-28 |
重回前高 |
卖出 |
138.61125 |
14800.0 |
¥2.05M |
|
| 2020-09-09 |
黄金分割买点 |
买入 |
234.81457999999998 |
8600.0 |
¥2.02M |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
224.06571 |
8600.0 |
¥1.93M |
止损触发 |
| 2020-12-10 |
黄金分割买点 |
买入 |
236.26602999999997 |
8200.0 |
¥1.94M |
|
| 2020-12-31 |
重回前高 |
卖出 |
256.743 |
8200.0 |
¥2.10M |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
299.299 |
6800.0 |
¥2.04M |
|
| 2021-03-05 |
跌破0.618止损 |
卖出 |
276.723 |
6800.0 |
¥1.88M |
止损触发 |
| 2021-04-08 |
黄金分割买点 |
买入 |
321.32099999999997 |
6000.0 |
¥1.93M |
|
| 2021-05-26 |
重回前高 |
卖出 |
379.62 |
6000.0 |
¥2.28M |
|
| 2021-07-26 |
黄金分割买点 |
买入 |
408.0 |
5500.0 |
¥2.24M |
|
| 2021-07-28 |
跌破0.618止损 |
卖出 |
352.1475 |
5500.0 |
¥1.94M |
止损触发 |
| 2021-10-14 |
黄金分割买点 |
买入 |
421.54112 |
4700.0 |
¥1.98M |
|
| 2021-12-10 |
重回前高 |
卖出 |
463.19633999999996 |
4700.0 |
¥2.18M |
|
| 2021-12-30 |
黄金分割买点 |
买入 |
416.41599999999994 |
5100.0 |
¥2.12M |
|
| 2022-01-06 |
跌破0.618止损 |
卖出 |
409.6899 |
5100.0 |
¥2.09M |
止损触发 |
| 2022-07-13 |
黄金分割买点 |
买入 |
327.98766 |
6600.0 |
¥2.17M |
|
| 2022-07-20 |
跌破0.618止损 |
卖出 |
308.691 |
6600.0 |
¥2.04M |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
264.27401 |
7700.0 |
¥2.04M |
|
| 2022-11-25 |
跌破0.618止损 |
卖出 |
252.9468 |
7700.0 |
¥1.95M |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
264.87460999999996 |
7300.0 |
¥1.93M |
|
| 2023-01-17 |
重回前高 |
卖出 |
312.07761 |
7300.0 |
¥2.28M |
|
| 2023-02-08 |
黄金分割买点 |
买入 |
298.0978 |
7700.0 |
¥2.30M |
|
| 2023-03-16 |
跌破0.618止损 |
卖出 |
296.8029 |
7700.0 |
¥2.28M |
止损触发 |
| 2023-06-07 |
黄金分割买点 |
买入 |
296.6963999999999 |
7700.0 |
¥2.29M |
|
| 2023-07-07 |
跌破0.618止损 |
卖出 |
281.2185 |
7700.0 |
¥2.16M |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
218.218 |
9800.0 |
¥2.14M |
|
| 2024-05-07 |
重回前高 |
卖出 |
242.78697 |
9800.0 |
¥2.38M |
|
| 2024-07-18 |
黄金分割买点 |
买入 |
223.31309000000002 |
10700.0 |
¥2.39M |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
204.84495000000004 |
10700.0 |
¥2.19M |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
247.24699999999999 |
8900.0 |
¥2.20M |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
222.9768 |
8900.0 |
¥1.98M |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
242.03 |
8200.0 |
¥1.99M |
|
| 2024-12-06 |
跌破0.618止损 |
卖出 |
224.775 |
8200.0 |
¥1.84M |
止损触发 |
| 2026-02-09 |
黄金分割买点 |
买入 |
166.90673999999999 |
10800.0 |
¥1.80M |
|
| 2026-03-03 |
跌破0.618止损 |
卖出 |
159.33051 |
10800.0 |
¥1.72M |
止损触发 |
| 2026-07-16 |
黄金分割买点 |
买入 |
127.16703999999999 |
13700.0 |
¥1.74M |
|
| 2026-09-01 |
跌破0.618止损 |
卖出 |
122.20767 |
13700.0 |
¥1.67M |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
132.68255 |
12800.0 |
¥1.70M |
|
| 2026-11-13 |
强平 |
卖出 |
130.4 |
12800 |
¥1.67M |
回测结束强平 |