600522 中天科技 — 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: ¥1.19M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +18.84%）
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 |
2015-06-26 |
2015-06-29 |
24.53185735 |
23.7762 |
¥-3.0万 |
-3.11% |
跌破0.618止损 |
| 2 |
2015-07-27 |
2015-07-28 |
26.184002845 |
23.60637 |
¥-9.3万 |
-9.87% |
跌破0.618止损 |
| 3 |
2015-08-05 |
2015-08-19 |
27.125225126999997 |
22.96701 |
¥-13.2万 |
-15.36% |
跌破0.618止损 |
| 4 |
2015-11-13 |
2016-01-08 |
21.82834654 |
20.59938 |
¥-4.1万 |
-5.66% |
跌破0.618止损 |
| 5 |
2016-04-06 |
2016-06-01 |
19.0247057 |
22.68729 |
¥13.4万 |
+19.22% |
重回前高 |
| 6 |
2016-12-02 |
2016-12-13 |
11.665148494999999 |
10.65933 |
¥-7.2万 |
-8.65% |
跌破0.618止损 |
| 7 |
2017-06-02 |
2017-06-30 |
11.354745401999997 |
12.05793 |
¥4.7万 |
+6.16% |
重回前高 |
| 8 |
2017-07-20 |
2017-08-07 |
11.354745401999999 |
11.04894 |
¥-2.2万 |
-2.72% |
跌破0.618止损 |
| 9 |
2017-10-20 |
2017-11-21 |
13.026916902999998 |
15.3846 |
¥14.1万 |
+18.06% |
重回前高 |
| 10 |
2017-12-20 |
2018-01-16 |
14.508841346999997 |
12.987 |
¥-9.8万 |
-10.52% |
跌破0.618止损 |
| 11 |
2018-03-13 |
2018-03-23 |
13.273981000000001 |
11.80818 |
¥-9.1万 |
-11.07% |
跌破0.618止损 |
| 12 |
2018-12-04 |
2019-02-01 |
8.100519427 |
7.842149999999999 |
¥-2.4万 |
-3.22% |
跌破0.618止损 |
| 13 |
2019-04-30 |
2019-05-07 |
10.043042008999999 |
9.1908 |
¥-6.1万 |
-8.51% |
跌破0.618止损 |
| 14 |
2019-09-24 |
2019-10-21 |
8.861507654999999 |
8.32167 |
¥-4.0万 |
-6.12% |
跌破0.618止损 |
| 15 |
2020-02-19 |
2020-02-25 |
8.180623450999999 |
8.871120000000001 |
¥5.2万 |
+8.41% |
重回前高 |
| 16 |
2020-04-03 |
2020-05-12 |
10.043042008999999 |
12.4875 |
¥15.9万 |
+24.30% |
重回前高 |
| 17 |
2020-06-17 |
2020-07-10 |
11.304680386999996 |
13.8861 |
¥18.8万 |
+22.80% |
重回前高 |
| 18 |
2020-07-21 |
2020-07-27 |
12.105720626999998 |
11.14884 |
¥-8.0万 |
-7.93% |
跌破0.618止损 |
| 19 |
2020-10-20 |
2020-10-26 |
11.224576362999999 |
10.82916 |
¥-3.3万 |
-3.55% |
跌破0.618止损 |
| 20 |
2020-11-10 |
2020-11-12 |
11.334719396 |
10.72926 |
¥-4.8万 |
-5.37% |
跌破0.618止损 |
| 21 |
2021-01-12 |
2021-01-14 |
11.31469339 |
11.838149999999999 |
¥3.9万 |
+4.59% |
重回前高 |
| 22 |
2021-02-24 |
2021-04-28 |
10.493627144 |
10.29969 |
¥-1.7万 |
-1.88% |
跌破0.618止损 |
| 23 |
2021-09-09 |
2021-11-01 |
9.041741708999998 |
11.12 |
¥19.9万 |
+22.95% |
重回前高 |
| 24 |
2022-01-10 |
2022-01-26 |
15.299868583999999 |
14.15583 |
¥-8.0万 |
-7.51% |
跌破0.618止损 |
| 25 |
2022-02-10 |
2022-02-14 |
16.514953000000002 |
15.984 |
¥-3.1万 |
-3.24% |
跌破0.618止损 |
| 26 |
2022-02-17 |
2022-03-30 |
17.212352157 |
16.6 |
¥-3.5万 |
-3.59% |
跌破0.618止损 |
| 27 |
2022-03-31 |
2022-04-07 |
17.292456180999995 |
15.87411 |
¥-7.5万 |
-8.23% |
跌破0.618止损 |
| 28 |
2022-05-20 |
2022-06-20 |
17.172300144999994 |
20.5794 |
¥16.9万 |
+19.80% |
重回前高 |
| 29 |
2022-08-08 |
2022-09-19 |
21.918463567 |
22.307669999999998 |
¥1.7万 |
+1.75% |
跌破0.618止损 |
| 30 |
2022-10-19 |
2022-10-21 |
24.581922365 |
23.586389999999998 |
¥-4.2万 |
-4.08% |
跌破0.618止损 |
| 31 |
2023-03-01 |
2023-03-13 |
16.000778794000002 |
15.25473 |
¥-4.6万 |
-4.69% |
跌破0.618止损 |
| 32 |
2023-03-16 |
2023-03-17 |
15.630297682999998 |
15.43455 |
¥-1.2万 |
-1.28% |
跌破0.618止损 |
| 33 |
2023-03-29 |
2023-04-14 |
17.332508192999995 |
16.363619999999997 |
¥-5.2万 |
-5.62% |
跌破0.618止损 |
| 34 |
2023-06-20 |
2023-08-09 |
16.484944 |
14.87511 |
¥-8.6万 |
-9.79% |
跌破0.618止损 |
| 35 |
2023-10-13 |
2023-10-20 |
15.169699544999997 |
14.49 |
¥-3.6万 |
-4.51% |
跌破0.618止损 |
| 36 |
2024-02-22 |
2024-03-04 |
12.356045702 |
13.35663 |
¥6.1万 |
+8.07% |
重回前高 |
| 37 |
2024-04-08 |
2024-05-28 |
13.247202968999998 |
15.41457 |
¥13.4万 |
+16.33% |
重回前高 |
| 38 |
2024-07-17 |
2024-08-05 |
14.368659304999998 |
14.425559999999999 |
¥3,491 |
+0.37% |
跌破0.618止损 |
| 39 |
2024-10-10 |
2024-11-08 |
15.049543508999998 |
17.62236 |
¥16.4万 |
+17.06% |
重回前高 |
| 40 |
2024-11-25 |
2024-12-26 |
15.640310686 |
14.74524 |
¥-6.5万 |
-5.75% |
跌破0.618止损 |
| 41 |
2025-03-27 |
2025-04-08 |
14.849283448999998 |
12.687299999999999 |
¥-15.5万 |
-14.59% |
跌破0.618止损 |
| 42 |
2025-10-22 |
2025-11-17 |
17.622885280000002 |
16.55343 |
¥-5.5万 |
-6.10% |
跌破0.618止损 |
| 43 |
2025-12-22 |
2026-02-10 |
18.433938523000002 |
23.32 |
¥22.6万 |
+26.47% |
重回前高 |
| 44 |
2026-03-23 |
2026-04-23 |
24.631987379999998 |
33.966 |
¥39.0万 |
+37.85% |
重回前高 |
| 45 |
2026-07-03 |
2026-07-14 |
50.886081245999996 |
40.959 |
¥-28.1万 |
-19.53% |
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 |
|---|
| 2015-06-26 |
黄金分割买点 |
买入 |
24.524499999999996 |
39000.0 |
¥95.7万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
23.7762 |
39000.0 |
¥92.7万 |
止损触发 |
| 2015-07-27 |
黄金分割买点 |
买入 |
26.176149999999996 |
36000.0 |
¥94.3万 |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
23.60637 |
36000.0 |
¥85.0万 |
止损触发 |
| 2015-08-05 |
黄金分割买点 |
买入 |
27.117089999999997 |
31800.0 |
¥86.3万 |
|
| 2015-08-19 |
跌破0.618止损 |
卖出 |
22.96701 |
31800.0 |
¥73.0万 |
止损触发 |
| 2015-11-13 |
黄金分割买点 |
买入 |
21.8218 |
33500.0 |
¥73.1万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
20.59938 |
33500.0 |
¥69.0万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
19.019 |
36600.0 |
¥69.6万 |
|
| 2016-06-01 |
重回前高 |
卖出 |
22.68729 |
36600.0 |
¥83.0万 |
|
| 2016-12-02 |
黄金分割买点 |
买入 |
11.66165 |
71600.0 |
¥83.5万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
10.65933 |
71600.0 |
¥76.3万 |
止损触发 |
| 2017-06-02 |
黄金分割买点 |
买入 |
11.351339999999999 |
67100.0 |
¥76.2万 |
|
| 2017-06-30 |
重回前高 |
卖出 |
12.05793 |
67100.0 |
¥80.9万 |
|
| 2017-07-20 |
黄金分割买点 |
买入 |
11.351339999999999 |
71400.0 |
¥81.1万 |
|
| 2017-08-07 |
跌破0.618止损 |
卖出 |
11.04894 |
71400.0 |
¥78.9万 |
止损触发 |
| 2017-10-20 |
黄金分割买点 |
买入 |
13.023009999999998 |
59800.0 |
¥77.9万 |
|
| 2017-11-21 |
重回前高 |
卖出 |
15.3846 |
59800.0 |
¥92.0万 |
|
| 2017-12-20 |
黄金分割买点 |
买入 |
14.504489999999999 |
64000.0 |
¥92.9万 |
|
| 2018-01-16 |
跌破0.618止损 |
卖出 |
12.987 |
64000.0 |
¥83.1万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
13.27 |
62200.0 |
¥82.6万 |
|
| 2018-03-23 |
跌破0.618止损 |
卖出 |
11.80818 |
62200.0 |
¥73.4万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
8.09809 |
91300.0 |
¥74.0万 |
|
| 2019-02-01 |
跌破0.618止损 |
卖出 |
7.842149999999999 |
91300.0 |
¥71.6万 |
止损触发 |
| 2019-04-30 |
黄金分割买点 |
买入 |
10.040029999999998 |
71300.0 |
¥71.6万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
9.1908 |
71300.0 |
¥65.5万 |
止损触发 |
| 2019-09-24 |
黄金分割买点 |
买入 |
8.858849999999999 |
73800.0 |
¥65.4万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
8.32167 |
73800.0 |
¥61.4万 |
止损触发 |
| 2020-02-19 |
黄金分割买点 |
买入 |
8.17817 |
75300.0 |
¥61.6万 |
|
| 2020-02-25 |
重回前高 |
卖出 |
8.871120000000001 |
75300.0 |
¥66.8万 |
|
| 2020-04-03 |
黄金分割买点 |
买入 |
10.040029999999998 |
65300.0 |
¥65.6万 |
|
| 2020-05-12 |
重回前高 |
卖出 |
12.4875 |
65300.0 |
¥81.5万 |
|
| 2020-06-17 |
黄金分割买点 |
买入 |
11.301289999999998 |
73000.0 |
¥82.5万 |
|
| 2020-07-10 |
重回前高 |
卖出 |
13.8861 |
73000.0 |
¥1.01M |
|
| 2020-07-21 |
黄金分割买点 |
买入 |
12.102089999999999 |
83200.0 |
¥1.01M |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
11.14884 |
83200.0 |
¥92.7万 |
止损触发 |
| 2020-10-20 |
黄金分割买点 |
买入 |
11.22121 |
82200.0 |
¥92.3万 |
|
| 2020-10-26 |
跌破0.618止损 |
卖出 |
10.82916 |
82200.0 |
¥89.0万 |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
11.33132 |
79600.0 |
¥90.2万 |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
10.72926 |
79600.0 |
¥85.4万 |
止损触发 |
| 2021-01-12 |
黄金分割买点 |
买入 |
11.3113 |
74800.0 |
¥84.6万 |
|
| 2021-01-14 |
重回前高 |
卖出 |
11.838149999999999 |
74800.0 |
¥88.5万 |
|
| 2021-02-24 |
黄金分割买点 |
买入 |
10.49048 |
84800.0 |
¥89.0万 |
|
| 2021-04-28 |
跌破0.618止损 |
卖出 |
10.29969 |
84800.0 |
¥87.3万 |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
9.039029999999999 |
95700.0 |
¥86.5万 |
|
| 2021-11-01 |
重回前高 |
卖出 |
11.12 |
95700.0 |
¥1.06M |
|
| 2022-01-10 |
黄金分割买点 |
买入 |
15.295279999999998 |
69700.0 |
¥1.07M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
14.15583 |
69700.0 |
¥98.6万 |
止损触发 |
| 2022-02-10 |
黄金分割买点 |
买入 |
16.51 |
58300.0 |
¥96.3万 |
|
| 2022-02-14 |
跌破0.618止损 |
卖出 |
15.984 |
58300.0 |
¥93.2万 |
止损触发 |
| 2022-02-17 |
黄金分割买点 |
买入 |
17.20719 |
56000.0 |
¥96.4万 |
|
| 2022-03-30 |
跌破0.618止损 |
卖出 |
16.6 |
56000.0 |
¥92.9万 |
止损触发 |
| 2022-03-31 |
黄金分割买点 |
买入 |
17.287269999999996 |
52800.0 |
¥91.3万 |
|
| 2022-04-07 |
跌破0.618止损 |
卖出 |
15.87411 |
52800.0 |
¥83.8万 |
止损触发 |
| 2022-05-20 |
黄金分割买点 |
买入 |
17.167149999999996 |
49600.0 |
¥85.2万 |
|
| 2022-06-20 |
重回前高 |
卖出 |
20.5794 |
49600.0 |
¥1.02M |
|
| 2022-08-08 |
黄金分割买点 |
买入 |
21.91189 |
45300.0 |
¥99.3万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
22.307669999999998 |
45300.0 |
¥1.01M |
止损触发 |
| 2022-10-19 |
黄金分割买点 |
买入 |
24.57455 |
42000.0 |
¥1.03M |
|
| 2022-10-21 |
跌破0.618止损 |
卖出 |
23.586389999999998 |
42000.0 |
¥99.0万 |
止损触发 |
| 2023-03-01 |
黄金分割买点 |
买入 |
15.99598 |
61900.0 |
¥99.0万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
15.25473 |
61900.0 |
¥94.4万 |
止损触发 |
| 2023-03-16 |
黄金分割买点 |
买入 |
15.625609999999998 |
60100.0 |
¥93.9万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
15.43455 |
60100.0 |
¥92.7万 |
止损触发 |
| 2023-03-29 |
黄金分割买点 |
买入 |
17.327309999999997 |
53900.0 |
¥93.4万 |
|
| 2023-04-14 |
跌破0.618止损 |
卖出 |
16.363619999999997 |
53900.0 |
¥88.2万 |
止损触发 |
| 2023-06-20 |
黄金分割买点 |
买入 |
16.48 |
53300.0 |
¥87.9万 |
|
| 2023-08-09 |
跌破0.618止损 |
卖出 |
14.87511 |
53300.0 |
¥79.3万 |
止损触发 |
| 2023-10-13 |
黄金分割买点 |
买入 |
15.165149999999997 |
52500.0 |
¥79.6万 |
|
| 2023-10-20 |
跌破0.618止损 |
卖出 |
14.49 |
52500.0 |
¥76.0万 |
止损触发 |
| 2024-02-22 |
黄金分割买点 |
买入 |
12.352339999999998 |
61600.0 |
¥76.1万 |
|
| 2024-03-04 |
重回前高 |
卖出 |
13.35663 |
61600.0 |
¥82.3万 |
|
| 2024-04-08 |
黄金分割买点 |
买入 |
13.243229999999999 |
61800.0 |
¥81.9万 |
|
| 2024-05-28 |
重回前高 |
卖出 |
15.41457 |
61800.0 |
¥95.2万 |
|
| 2024-07-17 |
黄金分割买点 |
买入 |
14.364349999999998 |
66400.0 |
¥95.4万 |
|
| 2024-08-05 |
跌破0.618止损 |
卖出 |
14.425559999999999 |
66400.0 |
¥95.8万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
15.045029999999997 |
64000.0 |
¥96.3万 |
|
| 2024-11-08 |
重回前高 |
卖出 |
17.62236 |
64000.0 |
¥1.13M |
|
| 2024-11-25 |
黄金分割买点 |
买入 |
15.63562 |
72000.0 |
¥1.13M |
|
| 2024-12-26 |
跌破0.618止损 |
卖出 |
14.74524 |
72000.0 |
¥1.06M |
止损触发 |
| 2025-03-27 |
黄金分割买点 |
买入 |
14.84483 |
71500.0 |
¥1.06M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
12.687299999999999 |
71500.0 |
¥90.7万 |
止损触发 |
| 2025-10-22 |
黄金分割买点 |
买入 |
17.6176 |
51000.0 |
¥89.9万 |
|
| 2025-11-17 |
跌破0.618止损 |
卖出 |
16.55343 |
51000.0 |
¥84.4万 |
止损触发 |
| 2025-12-22 |
黄金分割买点 |
买入 |
18.42841 |
46300.0 |
¥85.3万 |
|
| 2026-02-10 |
重回前高 |
卖出 |
23.32 |
46300.0 |
¥1.08M |
|
| 2026-03-23 |
黄金分割买点 |
买入 |
24.624599999999997 |
41800.0 |
¥1.03M |
|
| 2026-04-23 |
重回前高 |
卖出 |
33.966 |
41800.0 |
¥1.42M |
|
| 2026-07-03 |
黄金分割买点 |
买入 |
50.870819999999995 |
28300.0 |
¥1.44M |
|
| 2026-07-14 |
跌破0.618止损 |
卖出 |
40.959 |
28300.0 |
¥1.16M |
止损触发 |