600519 贵州茅台 — 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: ¥88.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -11.77%）
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 42 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 |
2015-06-19 |
2015-07-20 |
246.18970476099997 |
226.92285 |
¥-7.7万 |
-7.85% |
跌破0.618止损 |
| 2 |
2015-10-20 |
2015-12-22 |
202.282686606 |
226.5732 |
¥10.9万 |
+11.97% |
重回前高 |
| 3 |
2016-02-24 |
2016-03-07 |
212.47592365999998 |
237.87188999999998 |
¥12.2万 |
+11.92% |
重回前高 |
| 4 |
2016-09-13 |
2016-09-22 |
300.34002498499996 |
294.01 |
¥-2.4万 |
-2.14% |
跌破0.618止损 |
| 5 |
2017-07-10 |
2017-07-31 |
447.46107806399993 |
483.516 |
¥9.0万 |
+8.03% |
重回前高 |
| 6 |
2017-11-28 |
2017-12-29 |
625.8727655179999 |
717.282 |
¥17.3万 |
+14.57% |
重回前高 |
| 7 |
2018-02-06 |
2018-02-08 |
703.9141109 |
682.2 |
¥-4.2万 |
-3.11% |
跌破0.618止损 |
| 8 |
2018-02-14 |
2018-03-26 |
720.216 |
707.292 |
¥-2.4万 |
-1.82% |
跌破0.618止损 |
| 9 |
2018-05-09 |
2018-06-01 |
710.002016724 |
750.37887 |
¥7.2万 |
+5.66% |
重回前高 |
| 10 |
2018-06-20 |
2018-07-04 |
741.9635222999999 |
691.308 |
¥-9.2万 |
-6.86% |
跌破0.618止损 |
| 11 |
2018-07-10 |
2018-08-02 |
729.9479187 |
715.2540300000001 |
¥-2.5万 |
-2.04% |
跌破0.618止损 |
| 12 |
2018-09-25 |
2018-10-11 |
695.9037085 |
635.01 |
¥-11.0万 |
-8.78% |
跌破0.618止损 |
| 13 |
2018-10-23 |
2018-10-24 |
689.2067 |
627.48189 |
¥-9.9万 |
-8.98% |
跌破0.618止损 |
| 14 |
2019-01-10 |
2019-01-21 |
617.932454139 |
689.31 |
¥12.1万 |
+11.52% |
重回前高 |
| 15 |
2019-05-10 |
2019-06-28 |
876.7986206979998 |
985.00401 |
¥14.0万 |
+12.31% |
重回前高 |
| 16 |
2019-07-22 |
2019-08-15 |
961.248288 |
1028.0 |
¥8.6万 |
+6.91% |
重回前高 |
| 17 |
2019-12-09 |
2019-12-20 |
1176.3528000000001 |
1161.01782 |
¥-1.9万 |
-1.33% |
跌破0.618止损 |
| 18 |
2020-02-21 |
2020-03-02 |
1112.9052314379999 |
1050.01 |
¥-7.6万 |
-5.68% |
跌破0.618止损 |
| 19 |
2020-03-04 |
2020-03-18 |
1126.4628375 |
1038.96 |
¥-9.7万 |
-7.80% |
跌破0.618止损 |
| 20 |
2020-03-26 |
2020-04-15 |
1074.725650999 |
1190.808 |
¥12.7万 |
+10.77% |
重回前高 |
| 21 |
2020-09-18 |
2020-09-25 |
1667.1649994999998 |
1628.37 |
¥-3.1万 |
-2.36% |
跌破0.618止损 |
| 22 |
2021-06-29 |
2021-07-05 |
2110.7410323999998 |
1998.0 |
¥-6.8万 |
-5.37% |
跌破0.618止损 |
| 23 |
2021-09-28 |
2021-11-30 |
1850.4029543999998 |
1983.4146 |
¥7.9万 |
+7.16% |
重回前高 |
| 24 |
2022-01-06 |
2022-01-14 |
2024.6392196029994 |
1875.5126100000002 |
¥-9.0万 |
-7.39% |
跌破0.618止损 |
| 25 |
2022-01-24 |
2022-02-07 |
1957.5420864999996 |
1899.08901 |
¥-3.5万 |
-3.02% |
跌破0.618止损 |
| 26 |
2022-04-15 |
2022-04-26 |
1804.5434006599996 |
1701.6266699999999 |
¥-6.2万 |
-5.73% |
跌破0.618止损 |
| 27 |
2022-04-29 |
2022-06-09 |
1838.3873507999997 |
1870.1280000000002 |
¥1.9万 |
+1.70% |
重回前高 |
| 28 |
2022-07-28 |
2022-08-24 |
1923.5980063299999 |
1868.12001 |
¥-3.4万 |
-2.91% |
跌破0.618止损 |
| 29 |
2022-12-02 |
2023-01-06 |
1637.1259904999997 |
1804.31388 |
¥10.0万 |
+10.18% |
重回前高 |
| 30 |
2023-03-07 |
2023-03-13 |
1808.328315794 |
1749.2489999999998 |
¥-3.6万 |
-3.30% |
跌破0.618止损 |
| 31 |
2023-08-15 |
2023-10-10 |
1811.3522426999996 |
1781.1071100000001 |
¥-1.8万 |
-1.70% |
跌破0.618止损 |
| 32 |
2023-11-02 |
2023-12-06 |
1795.5385 |
1701.13 |
¥-5.7万 |
-5.29% |
跌破0.618止损 |
| 33 |
2024-09-26 |
2024-09-27 |
1401.7803679879999 |
1598.4 |
¥15.7万 |
+13.99% |
重回前高 |
| 34 |
2024-10-10 |
2024-10-18 |
1624.3694246779999 |
1491.507 |
¥-9.3万 |
-8.21% |
跌破0.618止损 |
| 35 |
2024-11-08 |
2024-11-26 |
1663.049655267 |
1497.07143 |
¥-11.6万 |
-10.01% |
跌破0.618止损 |
| 36 |
2025-04-02 |
2025-06-03 |
1560.0258673999997 |
1506.50199 |
¥-3.2万 |
-3.46% |
跌破0.618止损 |
| 37 |
2026-02-25 |
2026-03-05 |
1471.9114409999997 |
1404.594 |
¥-4.7万 |
-4.60% |
跌破0.618止损 |
| 38 |
2026-03-17 |
2026-03-24 |
1469.9088404 |
1414.584 |
¥-3.3万 |
-3.79% |
跌破0.618止损 |
| 39 |
2026-04-01 |
2026-04-20 |
1466.394276347 |
1401.597 |
¥-3.9万 |
-4.45% |
跌破0.618止损 |
| 40 |
2026-04-27 |
2026-04-28 |
1420.426 |
1400.598 |
¥-1.2万 |
-1.43% |
跌破0.618止损 |
| 41 |
2026-07-21 |
2026-08-11 |
1340.7210756939999 |
1346.652 |
¥3,316 |
+0.41% |
重回前高 |
| 42 |
2026-08-24 |
2026-09-28 |
1272.6626943029999 |
1234.764 |
¥-2.7万 |
-3.01% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
246.11586999999997 |
4000.0 |
¥98.5万 |
|
| 2015-07-20 |
跌破0.618止损 |
卖出 |
226.92285 |
4000.0 |
¥90.7万 |
止损触发 |
| 2015-10-20 |
黄金分割买点 |
买入 |
202.22202 |
4500.0 |
¥91.0万 |
|
| 2015-12-22 |
重回前高 |
卖出 |
226.5732 |
4500.0 |
¥1.02M |
|
| 2016-02-24 |
黄金分割买点 |
买入 |
212.41219999999996 |
4800.0 |
¥1.02M |
|
| 2016-03-07 |
重回前高 |
卖出 |
237.87188999999998 |
4800.0 |
¥1.14M |
|
| 2016-09-13 |
黄金分割买点 |
买入 |
300.24994999999996 |
3800.0 |
¥1.14M |
|
| 2016-09-22 |
跌破0.618止损 |
卖出 |
294.01 |
3800.0 |
¥1.12M |
止损触发 |
| 2017-07-10 |
黄金分割买点 |
买入 |
447.32687999999996 |
2500.0 |
¥1.12M |
|
| 2017-07-31 |
重回前高 |
卖出 |
483.516 |
2500.0 |
¥1.21M |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
625.6850599999999 |
1900.0 |
¥1.19M |
|
| 2017-12-29 |
重回前高 |
卖出 |
717.282 |
1900.0 |
¥1.36M |
|
| 2018-02-06 |
黄金分割买点 |
买入 |
703.703 |
1900.0 |
¥1.34M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
682.2 |
1900.0 |
¥1.30M |
止损触发 |
| 2018-02-14 |
黄金分割买点 |
买入 |
720.0 |
1800.0 |
¥1.30M |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
707.292 |
1800.0 |
¥1.27M |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
709.78908 |
1800.0 |
¥1.28M |
|
| 2018-06-01 |
重回前高 |
卖出 |
750.37887 |
1800.0 |
¥1.35M |
|
| 2018-06-20 |
黄金分割买点 |
买入 |
741.7409999999999 |
1800.0 |
¥1.34M |
|
| 2018-07-04 |
跌破0.618止损 |
卖出 |
691.308 |
1800.0 |
¥1.24M |
止损触发 |
| 2018-07-10 |
黄金分割买点 |
买入 |
729.7289999999999 |
1700.0 |
¥1.24M |
|
| 2018-08-02 |
跌破0.618止损 |
卖出 |
715.2540300000001 |
1700.0 |
¥1.22M |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
695.695 |
1800.0 |
¥1.25M |
|
| 2018-10-11 |
跌破0.618止损 |
卖出 |
635.01 |
1800.0 |
¥1.14M |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
689.0 |
1600.0 |
¥1.10M |
|
| 2018-10-24 |
跌破0.618止损 |
卖出 |
627.48189 |
1600.0 |
¥1.00M |
止损触发 |
| 2019-01-10 |
黄金分割买点 |
买入 |
617.74713 |
1700.0 |
¥1.05M |
|
| 2019-01-21 |
重回前高 |
卖出 |
689.31 |
1700.0 |
¥1.17M |
|
| 2019-05-10 |
黄金分割买点 |
买入 |
876.5356599999998 |
1300.0 |
¥1.14M |
|
| 2019-06-28 |
重回前高 |
卖出 |
985.00401 |
1300.0 |
¥1.28M |
|
| 2019-07-22 |
黄金分割买点 |
买入 |
960.96 |
1300.0 |
¥1.25M |
|
| 2019-08-15 |
重回前高 |
卖出 |
1028.0 |
1300.0 |
¥1.34M |
|
| 2019-12-09 |
黄金分割买点 |
买入 |
1176.0 |
1200.0 |
¥1.41M |
|
| 2019-12-20 |
跌破0.618止损 |
卖出 |
1161.01782 |
1200.0 |
¥1.39M |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
1112.57146 |
1200.0 |
¥1.34M |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
1050.01 |
1200.0 |
¥1.26M |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
1126.1249999999998 |
1100.0 |
¥1.24M |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
1038.96 |
1100.0 |
¥1.14M |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
1074.4033299999999 |
1100.0 |
¥1.18M |
|
| 2020-04-15 |
重回前高 |
卖出 |
1190.808 |
1100.0 |
¥1.31M |
|
| 2020-09-18 |
黄金分割买点 |
买入 |
1666.6649999999997 |
800.0 |
¥1.33M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
1628.37 |
800.0 |
¥1.30M |
止损触发 |
| 2021-06-29 |
黄金分割买点 |
买入 |
2110.1079999999997 |
600.0 |
¥1.27M |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
1998.0 |
600.0 |
¥1.20M |
止损触发 |
| 2021-09-28 |
黄金分割买点 |
买入 |
1849.8479999999997 |
600.0 |
¥1.11M |
|
| 2021-11-30 |
重回前高 |
卖出 |
1983.4146 |
600.0 |
¥1.19M |
|
| 2022-01-06 |
黄金分割买点 |
买入 |
2024.0320099999997 |
600.0 |
¥1.21M |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
1875.5126100000002 |
600.0 |
¥1.12M |
止损触发 |
| 2022-01-24 |
黄金分割买点 |
买入 |
1956.9549999999997 |
600.0 |
¥1.17M |
|
| 2022-02-07 |
跌破0.618止损 |
卖出 |
1899.08901 |
600.0 |
¥1.14M |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
1804.0021999999997 |
600.0 |
¥1.08M |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
1701.6266699999999 |
600.0 |
¥1.02M |
止损触发 |
| 2022-04-29 |
黄金分割买点 |
买入 |
1837.8359999999998 |
600.0 |
¥1.10M |
|
| 2022-06-09 |
重回前高 |
卖出 |
1870.1280000000002 |
600.0 |
¥1.12M |
|
| 2022-07-28 |
黄金分割买点 |
买入 |
1923.0211 |
600.0 |
¥1.15M |
|
| 2022-08-24 |
跌破0.618止损 |
卖出 |
1868.12001 |
600.0 |
¥1.12M |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
1636.6349999999998 |
600.0 |
¥98.2万 |
|
| 2023-01-06 |
重回前高 |
卖出 |
1804.31388 |
600.0 |
¥1.08M |
|
| 2023-03-07 |
黄金分割买点 |
买入 |
1807.7859799999999 |
600.0 |
¥1.08M |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
1749.2489999999998 |
600.0 |
¥1.05M |
止损触发 |
| 2023-08-15 |
黄金分割买点 |
买入 |
1810.8089999999997 |
600.0 |
¥1.09M |
|
| 2023-10-10 |
跌破0.618止损 |
卖出 |
1781.1071100000001 |
600.0 |
¥1.07M |
止损触发 |
| 2023-11-02 |
黄金分割买点 |
买入 |
1795.0 |
600.0 |
¥1.08M |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
1701.13 |
600.0 |
¥1.02M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
1401.3599599999998 |
800.0 |
¥1.12M |
|
| 2024-09-27 |
重回前高 |
卖出 |
1598.4 |
800.0 |
¥1.28M |
|
| 2024-10-10 |
黄金分割买点 |
买入 |
1623.8822599999999 |
700.0 |
¥1.14M |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
1491.507 |
700.0 |
¥1.04M |
止损触发 |
| 2024-11-08 |
黄金分割买点 |
买入 |
1662.5508899999998 |
700.0 |
¥1.16M |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
1497.07143 |
700.0 |
¥1.05M |
止损触发 |
| 2025-04-02 |
黄金分割买点 |
买入 |
1559.5579999999998 |
600.0 |
¥93.6万 |
|
| 2025-06-03 |
跌破0.618止损 |
卖出 |
1506.50199 |
600.0 |
¥90.4万 |
止损触发 |
| 2026-02-25 |
黄金分割买点 |
买入 |
1471.4699999999998 |
700.0 |
¥1.03M |
|
| 2026-03-05 |
跌破0.618止损 |
卖出 |
1404.594 |
700.0 |
¥98.3万 |
止损触发 |
| 2026-03-17 |
黄金分割买点 |
买入 |
1469.4679999999998 |
600.0 |
¥88.2万 |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
1414.584 |
600.0 |
¥84.8万 |
止损触发 |
| 2026-04-01 |
黄金分割买点 |
买入 |
1465.9544899999999 |
600.0 |
¥88.0万 |
|
| 2026-04-20 |
跌破0.618止损 |
卖出 |
1401.597 |
600.0 |
¥84.1万 |
止损触发 |
| 2026-04-27 |
黄金分割买点 |
买入 |
1420.0 |
600.0 |
¥85.2万 |
|
| 2026-04-28 |
跌破0.618止损 |
卖出 |
1400.598 |
600.0 |
¥84.0万 |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
1340.3189799999998 |
600.0 |
¥80.4万 |
|
| 2026-08-11 |
重回前高 |
卖出 |
1346.652 |
600.0 |
¥80.8万 |
|
| 2026-08-24 |
黄金分割买点 |
买入 |
1272.28101 |
700.0 |
¥89.1万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
1234.764 |
700.0 |
¥86.4万 |
止损触发 |