600547 山东黄金 — 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: ¥56.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -43.08%）
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 51 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 |
2015-05-12 |
2015-06-26 |
29.578871 |
27.8721 |
¥-5.8万 |
-5.80% |
跌破0.618止损 |
| 2 |
2015-10-13 |
2015-10-22 |
19.525355849999993 |
18.01197 |
¥-7.1万 |
-7.78% |
跌破0.618止损 |
| 3 |
2015-11-11 |
2015-12-01 |
20.256075 |
18.431549999999998 |
¥-7.7万 |
-9.03% |
跌破0.618止损 |
| 4 |
2016-01-04 |
2016-01-05 |
20.947202276 |
19.98 |
¥-3.7万 |
-4.65% |
跌破0.618止损 |
| 5 |
2016-01-06 |
2016-01-13 |
20.536669153 |
19.49049 |
¥-3.8万 |
-5.12% |
跌破0.618止损 |
| 6 |
2016-05-27 |
2016-06-14 |
29.338098789999997 |
33.62634 |
¥10.3万 |
+14.58% |
重回前高 |
| 7 |
2016-08-09 |
2016-09-13 |
41.864365543 |
39.4605 |
¥-4.7万 |
-5.77% |
跌破0.618止损 |
| 8 |
2016-11-08 |
2016-11-10 |
41.233546354 |
42.957 |
¥3.1万 |
+4.15% |
重回前高 |
| 9 |
2017-02-14 |
2017-03-06 |
37.718982301 |
35.50446 |
¥-4.7万 |
-5.90% |
跌破0.618止损 |
| 10 |
2017-07-20 |
2017-09-22 |
32.041609599999994 |
31.31865 |
¥-1.7万 |
-2.29% |
跌破0.618止损 |
| 11 |
2018-02-01 |
2018-02-02 |
31.60103746799999 |
29.98998 |
¥-3.8万 |
-5.13% |
跌破0.618止损 |
| 12 |
2018-03-28 |
2018-04-26 |
29.478280831999996 |
28.04193 |
¥-3.4万 |
-4.90% |
跌破0.618止损 |
| 13 |
2018-05-09 |
2018-05-17 |
28.436928519999995 |
27.0729 |
¥-3.2万 |
-4.83% |
跌破0.618止损 |
| 14 |
2018-09-12 |
2018-09-18 |
23.470479032 |
22.347630000000002 |
¥-3.1万 |
-4.81% |
跌破0.618止损 |
| 15 |
2018-09-25 |
2018-10-11 |
23.260205968999998 |
26.1738 |
¥7.5万 |
+12.49% |
重回前高 |
| 16 |
2018-11-13 |
2018-12-12 |
25.122624527 |
29.1708 |
¥10.9万 |
+16.08% |
重回前高 |
| 17 |
2019-03-12 |
2019-03-18 |
31.791284524999995 |
30.3696 |
¥-3.5万 |
-4.50% |
跌破0.618止损 |
| 18 |
2019-03-22 |
2019-04-01 |
31.911440561000003 |
30.80916 |
¥-2.6万 |
-3.48% |
跌破0.618止损 |
| 19 |
2019-04-03 |
2019-04-10 |
31.661115486 |
31.118849999999995 |
¥-1.3万 |
-1.74% |
跌破0.618止损 |
| 20 |
2019-05-15 |
2019-05-21 |
31.320673384 |
29.640330000000002 |
¥-3.8万 |
-5.39% |
跌破0.618止损 |
| 21 |
2020-01-02 |
2020-01-07 |
32.352012693 |
36.753209999999996 |
¥9.1万 |
+13.57% |
重回前高 |
| 22 |
2020-01-13 |
2020-02-03 |
34.88530245199999 |
30.95901 |
¥-8.6万 |
-11.28% |
跌破0.618止损 |
| 23 |
2020-03-05 |
2020-03-16 |
34.845250439999994 |
31.22 |
¥-7.1万 |
-10.43% |
跌破0.618止损 |
| 24 |
2020-03-26 |
2020-07-17 |
33.743820109999994 |
36.963 |
¥5.8万 |
+9.51% |
跌破0.618止损 |
| 25 |
2020-07-31 |
2020-08-13 |
41.40376740499999 |
39.1608 |
¥-3.7万 |
-5.45% |
跌破0.618止损 |
| 26 |
2020-08-19 |
2020-08-20 |
30.739919209999993 |
28.75122 |
¥-3.0万 |
-6.50% |
跌破0.618止损 |
| 27 |
2021-05-11 |
2021-05-14 |
21.906570000000002 |
20.72925 |
¥-3.2万 |
-5.40% |
跌破0.618止损 |
| 28 |
2021-06-03 |
2021-06-08 |
20.927176269999993 |
20.54943 |
¥-1.1万 |
-1.83% |
跌破0.618止损 |
| 29 |
2021-09-07 |
2021-09-14 |
18.433938523 |
21.56841 |
¥9.5万 |
+16.97% |
重回前高 |
| 30 |
2021-09-24 |
2021-11-30 |
19.585433867999996 |
19.0 |
¥-2.0万 |
-3.02% |
跌破0.618止损 |
| 31 |
2022-03-15 |
2022-03-16 |
19.825745939999997 |
18.89109 |
¥-3.0万 |
-4.74% |
跌破0.618止损 |
| 32 |
2022-12-16 |
2023-02-07 |
19.184913748000003 |
19.07091 |
¥-3,771 |
-0.62% |
跌破0.618止损 |
| 33 |
2023-05-16 |
2023-06-26 |
24.131337230000003 |
23.32665 |
¥-2.0万 |
-3.36% |
跌破0.618止损 |
| 34 |
2023-07-14 |
2023-08-01 |
25.643300682999996 |
24.485490000000002 |
¥-2.7万 |
-4.54% |
跌破0.618止损 |
| 35 |
2023-08-10 |
2023-08-14 |
24.932377469999995 |
24.325650000000007 |
¥-1.4万 |
-2.46% |
跌破0.618止损 |
| 36 |
2023-09-07 |
2023-10-24 |
25.573209661999996 |
24.6753 |
¥-1.9万 |
-3.54% |
跌破0.618止损 |
| 37 |
2024-05-31 |
2024-06-17 |
28.647201582999998 |
27.552419999999998 |
¥-2.0万 |
-3.85% |
跌破0.618止损 |
| 38 |
2024-07-25 |
2024-07-26 |
29.108729999999998 |
27.95202 |
¥-2.0万 |
-4.00% |
跌破0.618止损 |
| 39 |
2024-08-02 |
2024-08-09 |
28.917552663999995 |
28.92105 |
¥-85 |
-0.02% |
跌破0.618止损 |
| 40 |
2024-08-20 |
2024-08-29 |
29.548371853 |
28.00197 |
¥-2.5万 |
-5.26% |
跌破0.618止损 |
| 41 |
2024-10-22 |
2024-10-31 |
28.73731861 |
26.873099999999997 |
¥-3.0万 |
-6.52% |
跌破0.618止损 |
| 42 |
2025-02-21 |
2025-02-26 |
24.962416478999998 |
24.03594 |
¥-1.6万 |
-3.74% |
跌破0.618止损 |
| 43 |
2025-04-28 |
2025-07-11 |
30.089074014999994 |
31.25871 |
¥1.6万 |
+3.86% |
跌破0.618止损 |
| 44 |
2025-08-07 |
2025-08-12 |
32.271908669 |
31.21 |
¥-1.4万 |
-3.32% |
跌破0.618止损 |
| 45 |
2025-08-27 |
2025-09-02 |
32.642389779999995 |
35.964 |
¥4.2万 |
+10.14% |
重回前高 |
| 46 |
2025-09-19 |
2025-10-10 |
36.00675878799999 |
41.95799999999999 |
¥7.5万 |
+16.49% |
重回前高 |
| 47 |
2025-10-22 |
2025-11-04 |
35.395965604999994 |
35.20476 |
¥-2,805 |
-0.57% |
跌破0.618止损 |
| 48 |
2025-12-25 |
2026-01-12 |
39.36111479299999 |
44.61533999999999 |
¥6.9万 |
+13.31% |
重回前高 |
| 49 |
2026-03-03 |
2026-03-09 |
51.056302296999995 |
44.955 |
¥-7.0万 |
-11.98% |
跌破0.618止损 |
| 50 |
2026-08-07 |
2026-08-24 |
29.848761942999996 |
37.7622 |
¥13.9万 |
+26.47% |
重回前高 |
| 51 |
2026-09-22 |
2026-09-28 |
32.21183065099999 |
27.3726 |
¥-10.0万 |
-15.05% |
跌破0.618止损 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-12 |
黄金分割买点 |
买入 |
29.57 |
33600.0 |
¥99.4万 |
|
| 2015-06-26 |
跌破0.618止损 |
卖出 |
27.8721 |
33600.0 |
¥93.6万 |
止损触发 |
| 2015-10-13 |
黄金分割买点 |
买入 |
19.519499999999997 |
46900.0 |
¥91.6万 |
|
| 2015-10-22 |
跌破0.618止损 |
卖出 |
18.01197 |
46900.0 |
¥84.5万 |
止损触发 |
| 2015-11-11 |
黄金分割买点 |
买入 |
20.25 |
42000.0 |
¥85.1万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
18.431549999999998 |
42000.0 |
¥77.4万 |
止损触发 |
| 2016-01-04 |
黄金分割买点 |
买入 |
20.94092 |
37600.0 |
¥78.8万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
19.98 |
37600.0 |
¥75.1万 |
止损触发 |
| 2016-01-06 |
黄金分割买点 |
买入 |
20.53051 |
36000.0 |
¥73.9万 |
|
| 2016-01-13 |
跌破0.618止损 |
卖出 |
19.49049 |
36000.0 |
¥70.1万 |
止损触发 |
| 2016-05-27 |
黄金分割买点 |
买入 |
29.329299999999996 |
24100.0 |
¥70.7万 |
|
| 2016-06-14 |
重回前高 |
卖出 |
33.62634 |
24100.0 |
¥81.0万 |
|
| 2016-08-09 |
黄金分割买点 |
买入 |
41.85181 |
19500.0 |
¥81.6万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
39.4605 |
19500.0 |
¥76.9万 |
止损触发 |
| 2016-11-08 |
黄金分割买点 |
买入 |
41.22118 |
18300.0 |
¥75.5万 |
|
| 2016-11-10 |
重回前高 |
卖出 |
42.957 |
18300.0 |
¥78.6万 |
|
| 2017-02-14 |
黄金分割买点 |
买入 |
37.70767 |
21200.0 |
¥80.0万 |
|
| 2017-03-06 |
跌破0.618止损 |
卖出 |
35.50446 |
21200.0 |
¥75.2万 |
止损触发 |
| 2017-07-20 |
黄金分割买点 |
买入 |
32.032 |
23300.0 |
¥74.7万 |
|
| 2017-09-22 |
跌破0.618止损 |
卖出 |
31.31865 |
23300.0 |
¥73.0万 |
止损触发 |
| 2018-02-01 |
黄金分割买点 |
买入 |
31.59155999999999 |
23200.0 |
¥73.3万 |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
29.98998 |
23200.0 |
¥69.6万 |
止损触发 |
| 2018-03-28 |
黄金分割买点 |
买入 |
29.46944 |
23300.0 |
¥68.7万 |
|
| 2018-04-26 |
跌破0.618止损 |
卖出 |
28.04193 |
23300.0 |
¥65.3万 |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
28.428399999999996 |
23200.0 |
¥66.0万 |
|
| 2018-05-17 |
跌破0.618止损 |
卖出 |
27.0729 |
23200.0 |
¥62.8万 |
止损触发 |
| 2018-09-12 |
黄金分割买点 |
买入 |
23.46344 |
27200.0 |
¥63.8万 |
|
| 2018-09-18 |
跌破0.618止损 |
卖出 |
22.347630000000002 |
27200.0 |
¥60.8万 |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
23.253229999999995 |
25800.0 |
¥60.0万 |
|
| 2018-10-11 |
重回前高 |
卖出 |
26.1738 |
25800.0 |
¥67.5万 |
|
| 2018-11-13 |
黄金分割买点 |
买入 |
25.11509 |
27000.0 |
¥67.8万 |
|
| 2018-12-12 |
重回前高 |
卖出 |
29.1708 |
27000.0 |
¥78.7万 |
|
| 2019-03-12 |
黄金分割买点 |
买入 |
31.781749999999995 |
24700.0 |
¥78.5万 |
|
| 2019-03-18 |
跌破0.618止损 |
卖出 |
30.3696 |
24700.0 |
¥75.0万 |
止损触发 |
| 2019-03-22 |
黄金分割买点 |
买入 |
31.901870000000002 |
23400.0 |
¥74.7万 |
|
| 2019-04-01 |
跌破0.618止损 |
卖出 |
30.80916 |
23400.0 |
¥72.1万 |
止损触发 |
| 2019-04-03 |
黄金分割买点 |
买入 |
31.65162 |
22800.0 |
¥72.2万 |
|
| 2019-04-10 |
跌破0.618止损 |
卖出 |
31.118849999999995 |
22800.0 |
¥70.9万 |
止损触发 |
| 2019-05-15 |
黄金分割买点 |
买入 |
31.311279999999996 |
22500.0 |
¥70.5万 |
|
| 2019-05-21 |
跌破0.618止损 |
卖出 |
29.640330000000002 |
22500.0 |
¥66.7万 |
止损触发 |
| 2020-01-02 |
黄金分割买点 |
买入 |
32.34231 |
20800.0 |
¥67.3万 |
|
| 2020-01-07 |
重回前高 |
卖出 |
36.753209999999996 |
20800.0 |
¥76.4万 |
|
| 2020-01-13 |
黄金分割买点 |
买入 |
34.87484 |
21900.0 |
¥76.4万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
30.95901 |
21900.0 |
¥67.8万 |
止损触发 |
| 2020-03-05 |
黄金分割买点 |
买入 |
34.834799999999994 |
19400.0 |
¥67.6万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
31.22 |
19400.0 |
¥60.5万 |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
33.7337 |
18000.0 |
¥60.7万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
36.963 |
18000.0 |
¥66.5万 |
止损触发 |
| 2020-07-31 |
黄金分割买点 |
买入 |
41.391349999999996 |
16200.0 |
¥67.1万 |
|
| 2020-08-13 |
跌破0.618止损 |
卖出 |
39.1608 |
16200.0 |
¥63.4万 |
止损触发 |
| 2020-08-19 |
黄金分割买点 |
买入 |
30.730699999999995 |
14900.0 |
¥45.8万 |
|
| 2020-08-20 |
跌破0.618止损 |
卖出 |
28.75122 |
14900.0 |
¥42.8万 |
止损触发 |
| 2021-05-11 |
黄金分割买点 |
买入 |
21.9 |
27200.0 |
¥59.6万 |
|
| 2021-05-14 |
跌破0.618止损 |
卖出 |
20.72925 |
27200.0 |
¥56.4万 |
止损触发 |
| 2021-06-03 |
黄金分割买点 |
买入 |
20.920899999999996 |
27400.0 |
¥57.3万 |
|
| 2021-06-08 |
跌破0.618止损 |
卖出 |
20.54943 |
27400.0 |
¥56.3万 |
止损触发 |
| 2021-09-07 |
黄金分割买点 |
买入 |
18.42841 |
30400.0 |
¥56.0万 |
|
| 2021-09-14 |
重回前高 |
卖出 |
21.56841 |
30400.0 |
¥65.5万 |
|
| 2021-09-24 |
黄金分割买点 |
买入 |
19.579559999999997 |
33200.0 |
¥65.0万 |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
19.0 |
33200.0 |
¥63.1万 |
止损触发 |
| 2022-03-15 |
黄金分割买点 |
买入 |
19.819799999999994 |
31400.0 |
¥62.3万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
18.89109 |
31400.0 |
¥59.3万 |
止损触发 |
| 2022-12-16 |
黄金分割买点 |
买入 |
19.17916 |
31500.0 |
¥60.4万 |
|
| 2023-02-07 |
跌破0.618止损 |
卖出 |
19.07091 |
31500.0 |
¥60.1万 |
止损触发 |
| 2023-05-16 |
黄金分割买点 |
买入 |
24.1241 |
25000.0 |
¥60.3万 |
|
| 2023-06-26 |
跌破0.618止损 |
卖出 |
23.32665 |
25000.0 |
¥58.3万 |
止损触发 |
| 2023-07-14 |
黄金分割买点 |
买入 |
25.635609999999996 |
22800.0 |
¥58.5万 |
|
| 2023-08-01 |
跌破0.618止损 |
卖出 |
24.485490000000002 |
22800.0 |
¥55.8万 |
止损触发 |
| 2023-08-10 |
黄金分割买点 |
买入 |
24.924899999999997 |
22300.0 |
¥55.6万 |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
24.325650000000007 |
22300.0 |
¥54.2万 |
止损触发 |
| 2023-09-07 |
黄金分割买点 |
买入 |
25.565539999999995 |
21300.0 |
¥54.5万 |
|
| 2023-10-24 |
跌破0.618止损 |
卖出 |
24.6753 |
21300.0 |
¥52.5万 |
止损触发 |
| 2024-05-31 |
黄金分割买点 |
买入 |
28.638609999999996 |
18300.0 |
¥52.4万 |
|
| 2024-06-17 |
跌破0.618止损 |
卖出 |
27.552419999999998 |
18300.0 |
¥50.4万 |
止损触发 |
| 2024-07-25 |
黄金分割买点 |
买入 |
29.1 |
17000.0 |
¥49.5万 |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
27.95202 |
17000.0 |
¥47.5万 |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
28.908879999999996 |
16400.0 |
¥47.4万 |
|
| 2024-08-09 |
跌破0.618止损 |
卖出 |
28.92105 |
16400.0 |
¥47.4万 |
止损触发 |
| 2024-08-20 |
黄金分割买点 |
买入 |
29.53951 |
16400.0 |
¥48.5万 |
|
| 2024-08-29 |
跌破0.618止损 |
卖出 |
28.00197 |
16400.0 |
¥45.9万 |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
28.728699999999996 |
15900.0 |
¥45.7万 |
|
| 2024-10-31 |
跌破0.618止损 |
卖出 |
26.873099999999997 |
15900.0 |
¥42.7万 |
止损触发 |
| 2025-02-21 |
黄金分割买点 |
买入 |
24.954929999999997 |
17100.0 |
¥42.7万 |
|
| 2025-02-26 |
跌破0.618止损 |
卖出 |
24.03594 |
17100.0 |
¥41.1万 |
止损触发 |
| 2025-04-28 |
黄金分割买点 |
买入 |
30.080049999999996 |
13500.0 |
¥40.6万 |
|
| 2025-07-11 |
跌破0.618止损 |
卖出 |
31.25871 |
13500.0 |
¥42.2万 |
止损触发 |
| 2025-08-07 |
黄金分割买点 |
买入 |
32.262229999999995 |
13300.0 |
¥42.9万 |
|
| 2025-08-12 |
跌破0.618止损 |
卖出 |
31.21 |
13300.0 |
¥41.5万 |
止损触发 |
| 2025-08-27 |
黄金分割买点 |
买入 |
32.6326 |
12700.0 |
¥41.5万 |
|
| 2025-09-02 |
重回前高 |
卖出 |
35.964 |
12700.0 |
¥45.7万 |
|
| 2025-09-19 |
黄金分割买点 |
买入 |
35.99596 |
12600.0 |
¥45.4万 |
|
| 2025-10-10 |
重回前高 |
卖出 |
41.95799999999999 |
12600.0 |
¥52.9万 |
|
| 2025-10-22 |
黄金分割买点 |
买入 |
35.385349999999995 |
13900.0 |
¥49.2万 |
|
| 2025-11-04 |
跌破0.618止损 |
卖出 |
35.20476 |
13900.0 |
¥48.9万 |
止损触发 |
| 2025-12-25 |
黄金分割买点 |
买入 |
39.349309999999996 |
13200.0 |
¥52.0万 |
|
| 2026-01-12 |
重回前高 |
卖出 |
44.61533999999999 |
13200.0 |
¥58.9万 |
|
| 2026-03-03 |
黄金分割买点 |
买入 |
51.040989999999994 |
11400.0 |
¥58.2万 |
|
| 2026-03-09 |
跌破0.618止损 |
卖出 |
44.955 |
11400.0 |
¥51.2万 |
止损触发 |
| 2026-08-07 |
黄金分割买点 |
买入 |
29.839809999999996 |
17600.0 |
¥52.5万 |
|
| 2026-08-24 |
重回前高 |
卖出 |
37.7622 |
17600.0 |
¥66.4万 |
|
| 2026-09-22 |
黄金分割买点 |
买入 |
32.202169999999995 |
20700.0 |
¥66.7万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
27.3726 |
20700.0 |
¥56.6万 |
止损触发 |