600460 士兰微 — 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: ¥85.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -14.09%）
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 |
2015-10-28 |
2015-11-25 |
7.049154111999999 |
8.14185 |
¥15.2万 |
+15.47% |
重回前高 |
| 2 |
2016-01-05 |
2016-01-08 |
7.519765253 |
7.17282 |
¥-5.0万 |
-4.64% |
跌破0.618止损 |
| 3 |
2016-04-12 |
2016-05-03 |
6.017814802999999 |
5.58441 |
¥-7.9万 |
-7.23% |
跌破0.618止损 |
| 4 |
2016-05-05 |
2016-05-09 |
5.857606755 |
5.50449 |
¥-6.2万 |
-6.06% |
跌破0.618止损 |
| 5 |
2016-05-18 |
2016-05-19 |
5.727437715999999 |
5.48451 |
¥-4.0万 |
-4.27% |
跌破0.618止损 |
| 6 |
2016-06-14 |
2016-08-16 |
6.808842039999999 |
6.993 |
¥2.4万 |
+2.67% |
跌破0.618止损 |
| 7 |
2017-03-09 |
2017-04-19 |
6.438360928999999 |
6.0839099999999995 |
¥-5.2万 |
-5.53% |
跌破0.618止损 |
| 8 |
2017-05-02 |
2017-05-11 |
6.40832192 |
6.00399 |
¥-5.7万 |
-6.34% |
跌破0.618止损 |
| 9 |
2017-08-25 |
2017-09-12 |
6.418334922999999 |
7.092899999999999 |
¥8.8万 |
+10.48% |
重回前高 |
| 10 |
2017-10-26 |
2017-12-04 |
9.262027775 |
14.03595 |
¥47.2万 |
+51.50% |
重回前高 |
| 11 |
2018-01-30 |
2018-02-12 |
13.837970146 |
12.58 |
¥-12.6万 |
-9.12% |
跌破0.618止损 |
| 12 |
2018-02-13 |
2018-03-13 |
13.777892127999998 |
17.082900000000002 |
¥30.4万 |
+23.95% |
重回前高 |
| 13 |
2018-04-12 |
2018-05-21 |
15.109621527 |
14.46552 |
¥-6.7万 |
-4.29% |
跌破0.618止损 |
| 14 |
2018-07-26 |
2018-07-31 |
13.587645070999999 |
12.8871 |
¥-7.7万 |
-5.18% |
跌破0.618止损 |
| 15 |
2019-01-11 |
2019-02-12 |
9.061767715 |
10.5894 |
¥23.9万 |
+16.82% |
重回前高 |
| 16 |
2019-04-12 |
2019-05-07 |
15.720414709999998 |
13.176810000000001 |
¥-26.9万 |
-16.21% |
跌破0.618止损 |
| 17 |
2019-05-14 |
2019-07-23 |
15.730427713 |
14.395590000000002 |
¥-11.8万 |
-8.51% |
跌破0.618止损 |
| 18 |
2019-09-03 |
2019-09-27 |
15.500128643999997 |
15.184799999999997 |
¥-2.6万 |
-2.06% |
跌破0.618止损 |
| 19 |
2019-12-11 |
2019-12-12 |
16.541480956 |
15.914069999999999 |
¥-4.8万 |
-3.82% |
跌破0.618止损 |
| 20 |
2019-12-17 |
2020-01-14 |
16.511441946999994 |
17.35263 |
¥6.1万 |
+5.06% |
重回前高 |
| 21 |
2020-02-28 |
2020-03-10 |
17.793106330999997 |
15.964019999999998 |
¥-12.5万 |
-10.31% |
跌破0.618止损 |
| 22 |
2020-06-24 |
2020-07-07 |
14.809231436999996 |
16.30368 |
¥11.5万 |
+10.06% |
重回前高 |
| 23 |
2020-08-20 |
2020-09-29 |
17.372560205 |
16.383599999999998 |
¥-7.1万 |
-5.72% |
跌破0.618止损 |
| 24 |
2021-01-27 |
2021-03-17 |
23.700778100999997 |
23.4765 |
¥-1.2万 |
-0.98% |
跌破0.618止损 |
| 25 |
2021-04-21 |
2021-04-30 |
26.604548971 |
34.965 |
¥36.3万 |
+31.39% |
重回前高 |
| 26 |
2021-08-18 |
2021-09-03 |
57.724962295 |
52.7472 |
¥-13.3万 |
-8.65% |
跌破0.618止损 |
| 27 |
2021-11-03 |
2021-12-20 |
62.971775867 |
55.944 |
¥-15.6万 |
-11.19% |
跌破0.618止损 |
| 28 |
2022-03-01 |
2022-03-30 |
56.973987069999986 |
51.1488 |
¥-12.7万 |
-10.25% |
跌破0.618止损 |
| 29 |
2022-06-24 |
2022-07-28 |
45.60922866499999 |
43.956 |
¥-4.1万 |
-3.65% |
跌破0.618止损 |
| 30 |
2022-08-08 |
2022-08-15 |
47.121192117999996 |
44.63532 |
¥-5.7万 |
-5.30% |
跌破0.618止损 |
| 31 |
2022-11-16 |
2022-12-26 |
37.348501189999986 |
32.80716 |
¥-12.3万 |
-12.19% |
跌破0.618止损 |
| 32 |
2023-01-18 |
2023-02-20 |
35.27580956899999 |
34.165800000000004 |
¥-2.8万 |
-3.18% |
跌破0.618止损 |
| 33 |
2023-03-20 |
2023-04-24 |
34.94538046999999 |
35.304660000000005 |
¥8,682 |
+1.00% |
跌破0.618止损 |
| 34 |
2023-11-13 |
2023-11-27 |
26.254093865999995 |
24.23574 |
¥-6.7万 |
-7.72% |
跌破0.618止损 |
| 35 |
2024-02-28 |
2024-04-17 |
20.827046239999998 |
18.3816 |
¥-9.6万 |
-11.77% |
跌破0.618止损 |
| 36 |
2024-04-18 |
2024-05-16 |
18.834458642999998 |
18.6813 |
¥-6,001 |
-0.84% |
跌破0.618止损 |
| 37 |
2024-08-08 |
2024-08-22 |
20.556695159 |
18.981 |
¥-5.4万 |
-7.69% |
跌破0.618止损 |
| 38 |
2024-10-14 |
2024-10-23 |
23.951103176 |
29.210759999999997 |
¥14.2万 |
+21.92% |
重回前高 |
| 39 |
2024-11-25 |
2024-12-31 |
27.695966298 |
27.322650000000003 |
¥-1.1万 |
-1.38% |
跌破0.618止损 |
| 40 |
2025-02-24 |
2025-03-03 |
27.145251132999995 |
25.66431 |
¥-4.3万 |
-5.48% |
跌破0.618止损 |
| 41 |
2025-03-07 |
2025-03-11 |
26.678001000000002 |
25.4745 |
¥-3.4万 |
-4.54% |
跌破0.618止损 |
| 42 |
2025-04-17 |
2025-07-25 |
24.13133723 |
25.78 |
¥4.8万 |
+6.80% |
重回前高 |
| 43 |
2025-09-08 |
2025-11-12 |
29.428215816999995 |
29.26071 |
¥-4,548 |
-0.60% |
跌破0.618止损 |
| 44 |
2026-01-20 |
2026-01-28 |
30.439529119999992 |
31.848119999999998 |
¥3.4万 |
+4.60% |
重回前高 |
| 45 |
2026-02-04 |
2026-03-04 |
30.569698158999998 |
28.2717 |
¥-5.9万 |
-7.54% |
跌破0.618止损 |
| 46 |
2026-05-08 |
2026-05-26 |
29.338098789999997 |
33.93603 |
¥11.3万 |
+15.64% |
重回前高 |
| 47 |
2026-06-02 |
2026-06-18 |
32.892714855 |
40.4595 |
¥19.4万 |
+22.97% |
重回前高 |
| 48 |
2026-07-13 |
2026-07-17 |
43.836927134 |
36.063900000000004 |
¥-18.1万 |
-17.76% |
跌破0.618止损 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-28 |
黄金分割买点 |
买入 |
7.047039999999999 |
139500.0 |
¥98.3万 |
|
| 2015-11-25 |
重回前高 |
卖出 |
8.14185 |
139500.0 |
¥1.14M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
7.51751 |
144000.0 |
¥1.08M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
7.17282 |
144000.0 |
¥1.03M |
止损触发 |
| 2016-04-12 |
黄金分割买点 |
买入 |
6.01601 |
182100.0 |
¥1.10M |
|
| 2016-05-03 |
跌破0.618止损 |
卖出 |
5.58441 |
182100.0 |
¥1.02M |
止损触发 |
| 2016-05-05 |
黄金分割买点 |
买入 |
5.855849999999999 |
173600.0 |
¥1.02M |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
5.50449 |
173600.0 |
¥95.5万 |
止损触发 |
| 2016-05-18 |
黄金分割买点 |
买入 |
5.725719999999999 |
164500.0 |
¥94.2万 |
|
| 2016-05-19 |
跌破0.618止损 |
卖出 |
5.48451 |
164500.0 |
¥90.2万 |
止损触发 |
| 2016-06-14 |
黄金分割买点 |
买入 |
6.806799999999999 |
133500.0 |
¥90.9万 |
|
| 2016-08-16 |
跌破0.618止损 |
卖出 |
6.993 |
133500.0 |
¥93.3万 |
止损触发 |
| 2017-03-09 |
黄金分割买点 |
买入 |
6.436429999999999 |
146400.0 |
¥94.3万 |
|
| 2017-04-19 |
跌破0.618止损 |
卖出 |
6.0839099999999995 |
146400.0 |
¥89.0万 |
止损触发 |
| 2017-05-02 |
黄金分割买点 |
买入 |
6.4064 |
139200.0 |
¥89.2万 |
|
| 2017-05-11 |
跌破0.618止损 |
卖出 |
6.00399 |
139200.0 |
¥83.6万 |
止损触发 |
| 2017-08-25 |
黄金分割买点 |
买入 |
6.416409999999999 |
130200.0 |
¥83.6万 |
|
| 2017-09-12 |
重回前高 |
卖出 |
7.092899999999999 |
130200.0 |
¥92.3万 |
|
| 2017-10-26 |
黄金分割买点 |
买入 |
9.25925 |
99000.0 |
¥91.7万 |
|
| 2017-12-04 |
重回前高 |
卖出 |
14.03595 |
99000.0 |
¥1.39M |
|
| 2018-01-30 |
黄金分割买点 |
买入 |
13.833820000000001 |
99800.0 |
¥1.38M |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
12.58 |
99800.0 |
¥1.26M |
止损触发 |
| 2018-02-13 |
黄金分割买点 |
买入 |
13.773759999999996 |
92000.0 |
¥1.27M |
|
| 2018-03-13 |
重回前高 |
卖出 |
17.082900000000002 |
92000.0 |
¥1.57M |
|
| 2018-04-12 |
黄金分割买点 |
买入 |
15.105089999999999 |
102800.0 |
¥1.55M |
|
| 2018-05-21 |
跌破0.618止损 |
卖出 |
14.46552 |
102800.0 |
¥1.49M |
止损触发 |
| 2018-07-26 |
黄金分割买点 |
买入 |
13.583569999999998 |
110000.0 |
¥1.49M |
|
| 2018-07-31 |
跌破0.618止损 |
卖出 |
12.8871 |
110000.0 |
¥1.42M |
止损触发 |
| 2019-01-11 |
黄金分割买点 |
买入 |
9.05905 |
156500.0 |
¥1.42M |
|
| 2019-02-12 |
重回前高 |
卖出 |
10.5894 |
156500.0 |
¥1.66M |
|
| 2019-04-12 |
黄金分割买点 |
买入 |
15.715699999999998 |
105500.0 |
¥1.66M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
13.176810000000001 |
105500.0 |
¥1.39M |
止损触发 |
| 2019-05-14 |
黄金分割买点 |
买入 |
15.72571 |
87800.0 |
¥1.38M |
|
| 2019-07-23 |
跌破0.618止损 |
卖出 |
14.395590000000002 |
87800.0 |
¥1.26M |
止损触发 |
| 2019-09-03 |
黄金分割买点 |
买入 |
15.495479999999997 |
82100.0 |
¥1.27M |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
15.184799999999997 |
82100.0 |
¥1.25M |
止损触发 |
| 2019-12-11 |
黄金分割买点 |
买入 |
16.53652 |
75300.0 |
¥1.25M |
|
| 2019-12-12 |
跌破0.618止损 |
卖出 |
15.914069999999999 |
75300.0 |
¥1.20M |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
16.506489999999996 |
72600.0 |
¥1.20M |
|
| 2020-01-14 |
重回前高 |
卖出 |
17.35263 |
72600.0 |
¥1.26M |
|
| 2020-02-28 |
黄金分割买点 |
买入 |
17.78777 |
68100.0 |
¥1.21M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
15.964019999999998 |
68100.0 |
¥1.09M |
止损触发 |
| 2020-06-24 |
黄金分割买点 |
买入 |
14.804789999999995 |
77100.0 |
¥1.14M |
|
| 2020-07-07 |
重回前高 |
卖出 |
16.30368 |
77100.0 |
¥1.26M |
|
| 2020-08-20 |
黄金分割买点 |
买入 |
17.36735 |
71400.0 |
¥1.24M |
|
| 2020-09-29 |
跌破0.618止损 |
卖出 |
16.383599999999998 |
71400.0 |
¥1.17M |
止损触发 |
| 2021-01-27 |
黄金分割买点 |
买入 |
23.693669999999997 |
49900.0 |
¥1.18M |
|
| 2021-03-17 |
跌破0.618止损 |
卖出 |
23.4765 |
49900.0 |
¥1.17M |
止损触发 |
| 2021-04-21 |
黄金分割买点 |
买入 |
26.59657 |
43500.0 |
¥1.16M |
|
| 2021-04-30 |
重回前高 |
卖出 |
34.965 |
43500.0 |
¥1.52M |
|
| 2021-08-18 |
黄金分割买点 |
买入 |
57.707649999999994 |
26600.0 |
¥1.54M |
|
| 2021-09-03 |
跌破0.618止损 |
卖出 |
52.7472 |
26600.0 |
¥1.40M |
止损触发 |
| 2021-11-03 |
黄金分割买点 |
买入 |
62.95288999999999 |
22200.0 |
¥1.40M |
|
| 2021-12-20 |
跌破0.618止损 |
卖出 |
55.944 |
22200.0 |
¥1.24M |
止损触发 |
| 2022-03-01 |
黄金分割买点 |
买入 |
56.95689999999998 |
21800.0 |
¥1.24M |
|
| 2022-03-30 |
跌破0.618止损 |
卖出 |
51.1488 |
21800.0 |
¥1.11M |
止损触发 |
| 2022-06-24 |
黄金分割买点 |
买入 |
45.59554999999998 |
24500.0 |
¥1.12M |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
43.956 |
24500.0 |
¥1.08M |
止损触发 |
| 2022-08-08 |
黄金分割买点 |
买入 |
47.10706 |
22900.0 |
¥1.08M |
|
| 2022-08-15 |
跌破0.618止损 |
卖出 |
44.63532 |
22900.0 |
¥1.02M |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
37.33729999999999 |
27000.0 |
¥1.01M |
|
| 2022-12-26 |
跌破0.618止损 |
卖出 |
32.80716 |
27000.0 |
¥88.6万 |
止损触发 |
| 2023-01-18 |
黄金分割买点 |
买入 |
35.265229999999995 |
25400.0 |
¥89.6万 |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
34.165800000000004 |
25400.0 |
¥86.8万 |
止损触发 |
| 2023-03-20 |
黄金分割买点 |
买入 |
34.93489999999999 |
24900.0 |
¥87.0万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
35.304660000000005 |
24900.0 |
¥87.9万 |
止损触发 |
| 2023-11-13 |
黄金分割买点 |
买入 |
26.246219999999997 |
33100.0 |
¥86.9万 |
|
| 2023-11-27 |
跌破0.618止损 |
卖出 |
24.23574 |
33100.0 |
¥80.2万 |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
20.8208 |
39000.0 |
¥81.2万 |
|
| 2024-04-17 |
跌破0.618止损 |
卖出 |
18.3816 |
39000.0 |
¥71.7万 |
止损触发 |
| 2024-04-18 |
黄金分割买点 |
买入 |
18.828809999999997 |
37800.0 |
¥71.2万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
18.6813 |
37800.0 |
¥70.6万 |
止损触发 |
| 2024-08-08 |
黄金分割买点 |
买入 |
20.55053 |
33900.0 |
¥69.7万 |
|
| 2024-08-22 |
跌破0.618止损 |
卖出 |
18.981 |
33900.0 |
¥64.3万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
23.94392 |
27100.0 |
¥64.9万 |
|
| 2024-10-23 |
重回前高 |
卖出 |
29.210759999999997 |
27100.0 |
¥79.1万 |
|
| 2024-11-25 |
黄金分割买点 |
买入 |
27.687659999999997 |
28700.0 |
¥79.5万 |
|
| 2024-12-31 |
跌破0.618止损 |
卖出 |
27.322650000000003 |
28700.0 |
¥78.4万 |
止损触发 |
| 2025-02-24 |
黄金分割买点 |
买入 |
27.137109999999993 |
29100.0 |
¥79.0万 |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
25.66431 |
29100.0 |
¥74.7万 |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
26.67 |
27900.0 |
¥74.4万 |
|
| 2025-03-11 |
跌破0.618止损 |
卖出 |
25.4745 |
27900.0 |
¥71.1万 |
止损触发 |
| 2025-04-17 |
黄金分割买点 |
买入 |
24.1241 |
29300.0 |
¥70.7万 |
|
| 2025-07-25 |
重回前高 |
卖出 |
25.78 |
29300.0 |
¥75.5万 |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
29.419389999999996 |
25800.0 |
¥75.9万 |
|
| 2025-11-12 |
跌破0.618止损 |
卖出 |
29.26071 |
25800.0 |
¥75.5万 |
止损触发 |
| 2026-01-20 |
黄金分割买点 |
买入 |
30.430399999999995 |
24600.0 |
¥74.9万 |
|
| 2026-01-28 |
重回前高 |
卖出 |
31.848119999999998 |
24600.0 |
¥78.3万 |
|
| 2026-02-04 |
黄金分割买点 |
买入 |
30.560529999999996 |
25400.0 |
¥77.6万 |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
28.2717 |
25400.0 |
¥71.8万 |
止损触发 |
| 2026-05-08 |
黄金分割买点 |
买入 |
29.329299999999996 |
24600.0 |
¥72.2万 |
|
| 2026-05-26 |
重回前高 |
卖出 |
33.93603 |
24600.0 |
¥83.5万 |
|
| 2026-06-02 |
黄金分割买点 |
买入 |
32.88285 |
25700.0 |
¥84.5万 |
|
| 2026-06-18 |
重回前高 |
卖出 |
40.4595 |
25700.0 |
¥1.04M |
|
| 2026-07-13 |
黄金分割买点 |
买入 |
43.82378 |
23300.0 |
¥1.02M |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
36.063900000000004 |
23300.0 |
¥84.0万 |
止损触发 |