600549 厦门钨业 — 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: ¥1.79M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +78.56%）
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 46 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 |
2015-05-07 |
2015-05-12 |
37.59882626499999 |
29.97 |
¥-20.0万 |
-20.31% |
跌破0.618止损 |
| 2 |
2015-10-16 |
2015-10-22 |
19.0247057 |
17.55243 |
¥-6.1万 |
-7.77% |
跌破0.618止损 |
| 3 |
2015-10-28 |
2015-12-10 |
19.0247057 |
18.30168 |
¥-2.8万 |
-3.83% |
跌破0.618止损 |
| 4 |
2015-12-23 |
2016-01-04 |
20.20606 |
18.80118 |
¥-4.9万 |
-6.98% |
跌破0.618止损 |
| 5 |
2016-02-24 |
2016-02-26 |
17.773080325 |
16.49349 |
¥-4.6万 |
-7.23% |
跌破0.618止损 |
| 6 |
2016-03-01 |
2016-06-01 |
17.62288528 |
29.46051 |
¥41.2万 |
+67.12% |
重回前高 |
| 7 |
2016-07-28 |
2016-08-25 |
27.856174346 |
27.64233 |
¥-8,152 |
-0.80% |
跌破0.618止损 |
| 8 |
2016-11-07 |
2016-12-05 |
27.335498189999996 |
25.7742 |
¥-5.8万 |
-5.74% |
跌破0.618止损 |
| 9 |
2017-02-23 |
2017-04-05 |
24.261506268999995 |
21.58 |
¥-10.6万 |
-11.08% |
跌破0.618止损 |
| 10 |
2017-06-26 |
2017-07-10 |
21.12743633 |
25.88409 |
¥19.2万 |
+22.48% |
重回前高 |
| 11 |
2017-09-27 |
2017-10-18 |
31.440829419999996 |
29.14083 |
¥-7.7万 |
-7.34% |
跌破0.618止损 |
| 12 |
2018-01-11 |
2018-01-16 |
26.274119871999996 |
24.325650000000003 |
¥-7.2万 |
-7.44% |
跌破0.618止损 |
| 13 |
2018-01-24 |
2018-02-02 |
25.733417709999998 |
23.46651 |
¥-7.8万 |
-8.84% |
跌破0.618止损 |
| 14 |
2018-02-27 |
2018-04-19 |
24.662026388999998 |
22.8771 |
¥-5.9万 |
-7.27% |
跌破0.618止损 |
| 15 |
2018-10-08 |
2018-10-12 |
14.268529274999999 |
13.406580000000002 |
¥-4.6万 |
-6.07% |
跌破0.618止损 |
| 16 |
2018-11-01 |
2018-11-26 |
13.617684079999998 |
12.85 |
¥-4.0万 |
-5.67% |
跌破0.618止损 |
| 17 |
2018-12-04 |
2018-12-17 |
13.577632067999998 |
12.9 |
¥-3.4万 |
-5.02% |
跌破0.618止损 |
| 18 |
2019-02-19 |
2019-02-26 |
13.056955911999996 |
14.485500000000002 |
¥7.0万 |
+10.91% |
重回前高 |
| 19 |
2019-04-26 |
2019-04-30 |
14.128347232999998 |
13.406580000000002 |
¥-3.6万 |
-5.14% |
跌破0.618止损 |
| 20 |
2019-05-23 |
2019-07-05 |
14.548893359 |
13.92606 |
¥-2.9万 |
-4.31% |
跌破0.618止损 |
| 21 |
2020-03-04 |
2020-03-20 |
12.225876663 |
11.63835 |
¥-3.1万 |
-4.83% |
跌破0.618止损 |
| 22 |
2020-05-28 |
2020-06-17 |
11.975551588 |
12.327660000000002 |
¥1.8万 |
+2.91% |
重回前高 |
| 23 |
2020-08-20 |
2020-09-10 |
14.894467 |
13.856129999999999 |
¥-4.4万 |
-7.00% |
跌破0.618止损 |
| 24 |
2020-11-12 |
2020-12-14 |
14.659036392 |
14.325660000000001 |
¥-1.4万 |
-2.30% |
跌破0.618止损 |
| 25 |
2021-01-19 |
2021-02-18 |
15.854754999999999 |
22.88709 |
¥25.4万 |
+44.31% |
重回前高 |
| 26 |
2021-03-09 |
2021-03-24 |
19.625485879999996 |
17.5824 |
¥-8.4万 |
-10.44% |
跌破0.618止损 |
| 27 |
2021-05-11 |
2021-05-14 |
20.096027000000003 |
18.75123 |
¥-4.9万 |
-6.72% |
跌破0.618止损 |
| 28 |
2021-06-01 |
2021-07-08 |
20.086084017999994 |
24.19 |
¥14.1万 |
+20.40% |
重回前高 |
| 29 |
2021-08-17 |
2021-09-14 |
26.614561973999994 |
32.0679 |
¥17.1万 |
+20.45% |
重回前高 |
| 30 |
2021-09-27 |
2021-09-28 |
26.454353926000003 |
24.2757 |
¥-8.2万 |
-8.26% |
跌破0.618止损 |
| 31 |
2022-05-18 |
2022-06-13 |
18.714302607 |
21.638339999999996 |
¥14.3万 |
+15.59% |
重回前高 |
| 32 |
2022-09-01 |
2022-09-19 |
25.342910592999992 |
23.1 |
¥-9.5万 |
-8.88% |
跌破0.618止损 |
| 33 |
2023-01-31 |
2023-03-09 |
21.578021464999996 |
21.16881 |
¥-1.9万 |
-1.93% |
跌破0.618止损 |
| 34 |
2023-07-06 |
2023-07-10 |
19.775931 |
19.270709999999998 |
¥-2.4万 |
-2.58% |
跌破0.618止损 |
| 35 |
2023-11-14 |
2023-12-19 |
17.372560205 |
16.40358 |
¥-5.2万 |
-5.61% |
跌破0.618止损 |
| 36 |
2024-02-21 |
2024-03-18 |
15.970739784999997 |
19.02096 |
¥16.7万 |
+19.06% |
重回前高 |
| 37 |
2024-04-24 |
2024-06-06 |
18.473990534999995 |
18.87111 |
¥2.2万 |
+2.12% |
跌破0.618止损 |
| 38 |
2024-10-11 |
2024-11-12 |
20.12613603 |
22.7772 |
¥14.0万 |
+13.14% |
重回前高 |
| 39 |
2024-11-27 |
2024-12-26 |
20.32639609 |
19.7802 |
¥-3.3万 |
-2.72% |
跌破0.618止损 |
| 40 |
2025-05-12 |
2025-06-17 |
19.445251825999996 |
20.9 |
¥8.7万 |
+7.45% |
重回前高 |
| 41 |
2025-08-04 |
2025-10-14 |
22.72951681 |
33.2667 |
¥58.3万 |
+46.32% |
重回前高 |
| 42 |
2025-11-28 |
2025-12-15 |
32.44212972 |
38.02194 |
¥31.5万 |
+17.16% |
重回前高 |
| 43 |
2026-03-16 |
2026-03-23 |
61.27957835999999 |
53.036910000000006 |
¥-28.5万 |
-13.48% |
跌破0.618止损 |
| 44 |
2026-04-23 |
2026-04-24 |
66.41992 |
60.639300000000006 |
¥-16.4万 |
-8.73% |
跌破0.618止损 |
| 45 |
2026-06-05 |
2026-06-16 |
63.08191889999999 |
73.926 |
¥28.9万 |
+17.16% |
重回前高 |
| 46 |
2026-07-06 |
2026-07-08 |
74.777106404 |
66.62331 |
¥-21.7万 |
-10.93% |
跌破0.618止损 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
37.58754999999999 |
26200.0 |
¥98.5万 |
|
| 2015-05-12 |
跌破0.618止损 |
卖出 |
29.97 |
26200.0 |
¥78.5万 |
止损触发 |
| 2015-10-16 |
黄金分割买点 |
买入 |
19.019 |
41300.0 |
¥78.6万 |
|
| 2015-10-22 |
跌破0.618止损 |
卖出 |
17.55243 |
41300.0 |
¥72.5万 |
止损触发 |
| 2015-10-28 |
黄金分割买点 |
买入 |
19.019 |
38200.0 |
¥72.7万 |
|
| 2015-12-10 |
跌破0.618止损 |
卖出 |
18.30168 |
38200.0 |
¥69.9万 |
止损触发 |
| 2015-12-23 |
黄金分割买点 |
买入 |
20.2 |
34600.0 |
¥69.9万 |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
18.80118 |
34600.0 |
¥65.0万 |
止损触发 |
| 2016-02-24 |
黄金分割买点 |
买入 |
17.76775 |
36100.0 |
¥64.2万 |
|
| 2016-02-26 |
跌破0.618止损 |
卖出 |
16.49349 |
36100.0 |
¥59.5万 |
止损触发 |
| 2016-03-01 |
黄金分割买点 |
买入 |
17.6176 |
34800.0 |
¥61.3万 |
|
| 2016-06-01 |
重回前高 |
卖出 |
29.46051 |
34800.0 |
¥1.02M |
|
| 2016-07-28 |
黄金分割买点 |
买入 |
27.84782 |
36700.0 |
¥1.02M |
|
| 2016-08-25 |
跌破0.618止损 |
卖出 |
27.64233 |
36700.0 |
¥1.01M |
止损触发 |
| 2016-11-07 |
黄金分割买点 |
买入 |
27.327299999999997 |
37000.0 |
¥1.01M |
|
| 2016-12-05 |
跌破0.618止损 |
卖出 |
25.7742 |
37000.0 |
¥95.3万 |
止损触发 |
| 2017-02-23 |
黄金分割买点 |
买入 |
24.254229999999996 |
39300.0 |
¥95.3万 |
|
| 2017-04-05 |
跌破0.618止损 |
卖出 |
21.58 |
39300.0 |
¥84.8万 |
止损触发 |
| 2017-06-26 |
黄金分割买点 |
买入 |
21.1211 |
40400.0 |
¥85.4万 |
|
| 2017-07-10 |
重回前高 |
卖出 |
25.88409 |
40400.0 |
¥1.05M |
|
| 2017-09-27 |
黄金分割买点 |
买入 |
31.431399999999996 |
33300.0 |
¥1.05M |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
29.14083 |
33300.0 |
¥97.0万 |
止损触发 |
| 2018-01-11 |
黄金分割买点 |
买入 |
26.266239999999996 |
36600.0 |
¥96.2万 |
|
| 2018-01-16 |
跌破0.618止损 |
卖出 |
24.325650000000003 |
36600.0 |
¥89.0万 |
止损触发 |
| 2018-01-24 |
黄金分割买点 |
买入 |
25.725699999999996 |
34300.0 |
¥88.3万 |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
23.46651 |
34300.0 |
¥80.5万 |
止损触发 |
| 2018-02-27 |
黄金分割买点 |
买入 |
24.654629999999997 |
33000.0 |
¥81.4万 |
|
| 2018-04-19 |
跌破0.618止损 |
卖出 |
22.8771 |
33000.0 |
¥75.5万 |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
14.264249999999999 |
52900.0 |
¥75.5万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
13.406580000000002 |
52900.0 |
¥70.9万 |
止损触发 |
| 2018-11-01 |
黄金分割买点 |
买入 |
13.613599999999998 |
52200.0 |
¥71.1万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
12.85 |
52200.0 |
¥67.1万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
13.573559999999999 |
49300.0 |
¥66.9万 |
|
| 2018-12-17 |
跌破0.618止损 |
卖出 |
12.9 |
49300.0 |
¥63.6万 |
止损触发 |
| 2019-02-19 |
黄金分割买点 |
买入 |
13.053039999999998 |
49100.0 |
¥64.1万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
14.485500000000002 |
49100.0 |
¥71.1万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
14.12411 |
50100.0 |
¥70.8万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
13.406580000000002 |
50100.0 |
¥67.1万 |
止损触发 |
| 2019-05-23 |
黄金分割买点 |
买入 |
14.544529999999998 |
45800.0 |
¥66.6万 |
|
| 2019-07-05 |
跌破0.618止损 |
卖出 |
13.92606 |
45800.0 |
¥63.8万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
12.222209999999999 |
52600.0 |
¥64.3万 |
|
| 2020-03-20 |
跌破0.618止损 |
卖出 |
11.63835 |
52600.0 |
¥61.2万 |
止损触发 |
| 2020-05-28 |
黄金分割买点 |
买入 |
11.97196 |
51400.0 |
¥61.6万 |
|
| 2020-06-17 |
重回前高 |
卖出 |
12.327660000000002 |
51400.0 |
¥63.3万 |
|
| 2020-08-20 |
黄金分割买点 |
买入 |
14.89 |
41800.0 |
¥62.3万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
13.856129999999999 |
41800.0 |
¥57.9万 |
止损触发 |
| 2020-11-12 |
黄金分割买点 |
买入 |
14.654639999999999 |
40000.0 |
¥58.6万 |
|
| 2020-12-14 |
跌破0.618止损 |
卖出 |
14.325660000000001 |
40000.0 |
¥57.3万 |
止损触发 |
| 2021-01-19 |
黄金分割买点 |
买入 |
15.85 |
36100.0 |
¥57.2万 |
|
| 2021-02-18 |
重回前高 |
卖出 |
22.88709 |
36100.0 |
¥82.6万 |
|
| 2021-03-09 |
黄金分割买点 |
买入 |
19.6196 |
41100.0 |
¥80.7万 |
|
| 2021-03-24 |
跌破0.618止损 |
卖出 |
17.5824 |
41100.0 |
¥72.2万 |
止损触发 |
| 2021-05-11 |
黄金分割买点 |
买入 |
20.09 |
36200.0 |
¥72.7万 |
|
| 2021-05-14 |
跌破0.618止损 |
卖出 |
18.75123 |
36200.0 |
¥67.9万 |
止损触发 |
| 2021-06-01 |
黄金分割买点 |
买入 |
20.080059999999996 |
34400.0 |
¥69.1万 |
|
| 2021-07-08 |
重回前高 |
卖出 |
24.19 |
34400.0 |
¥83.2万 |
|
| 2021-08-17 |
黄金分割买点 |
买入 |
26.606579999999994 |
31400.0 |
¥83.6万 |
|
| 2021-09-14 |
重回前高 |
卖出 |
32.0679 |
31400.0 |
¥1.01M |
|
| 2021-09-27 |
黄金分割买点 |
买入 |
26.44642 |
37400.0 |
¥98.9万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
24.2757 |
37400.0 |
¥90.8万 |
止损触发 |
| 2022-05-18 |
黄金分割买点 |
买入 |
18.70869 |
48900.0 |
¥91.5万 |
|
| 2022-06-13 |
重回前高 |
卖出 |
21.638339999999996 |
48900.0 |
¥1.06M |
|
| 2022-09-01 |
黄金分割买点 |
买入 |
25.335309999999993 |
42100.0 |
¥1.07M |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
23.1 |
42100.0 |
¥97.2万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
21.57155 |
44700.0 |
¥96.5万 |
|
| 2023-03-09 |
跌破0.618止损 |
卖出 |
21.16881 |
44700.0 |
¥94.6万 |
止损触发 |
| 2023-07-06 |
黄金分割买点 |
买入 |
19.77 |
47900.0 |
¥94.7万 |
|
| 2023-07-10 |
跌破0.618止损 |
卖出 |
19.270709999999998 |
47900.0 |
¥92.3万 |
止损触发 |
| 2023-11-14 |
黄金分割买点 |
买入 |
17.36735 |
53500.0 |
¥92.9万 |
|
| 2023-12-19 |
跌破0.618止损 |
卖出 |
16.40358 |
53500.0 |
¥87.7万 |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
15.965949999999998 |
54700.0 |
¥87.4万 |
|
| 2024-03-18 |
重回前高 |
卖出 |
19.02096 |
54700.0 |
¥1.04M |
|
| 2024-04-24 |
黄金分割买点 |
买入 |
18.468449999999997 |
56400.0 |
¥1.04M |
|
| 2024-06-06 |
跌破0.618止损 |
卖出 |
18.87111 |
56400.0 |
¥1.06M |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
20.1201 |
53000.0 |
¥1.07M |
|
| 2024-11-12 |
重回前高 |
卖出 |
22.7772 |
53000.0 |
¥1.21M |
|
| 2024-11-27 |
黄金分割买点 |
买入 |
20.3203 |
59100.0 |
¥1.20M |
|
| 2024-12-26 |
跌破0.618止损 |
卖出 |
19.7802 |
59100.0 |
¥1.17M |
止损触发 |
| 2025-05-12 |
黄金分割买点 |
买入 |
19.43942 |
60400.0 |
¥1.17M |
|
| 2025-06-17 |
重回前高 |
卖出 |
20.9 |
60400.0 |
¥1.26M |
|
| 2025-08-04 |
黄金分割买点 |
买入 |
22.722699999999996 |
55400.0 |
¥1.26M |
|
| 2025-10-14 |
重回前高 |
卖出 |
33.2667 |
55400.0 |
¥1.84M |
|
| 2025-11-28 |
黄金分割买点 |
买入 |
32.432399999999994 |
56500.0 |
¥1.83M |
|
| 2025-12-15 |
重回前高 |
卖出 |
38.02194 |
56500.0 |
¥2.15M |
|
| 2026-03-16 |
黄金分割买点 |
买入 |
61.261199999999995 |
34500.0 |
¥2.11M |
|
| 2026-03-23 |
跌破0.618止损 |
卖出 |
53.036910000000006 |
34500.0 |
¥1.83M |
止损触发 |
| 2026-04-23 |
黄金分割买点 |
买入 |
66.4 |
28200.0 |
¥1.87M |
|
| 2026-04-24 |
跌破0.618止损 |
卖出 |
60.639300000000006 |
28200.0 |
¥1.71M |
止损触发 |
| 2026-06-05 |
黄金分割买点 |
买入 |
63.062999999999995 |
26700.0 |
¥1.68M |
|
| 2026-06-16 |
重回前高 |
卖出 |
73.926 |
26700.0 |
¥1.97M |
|
| 2026-07-06 |
黄金分割买点 |
买入 |
74.75468 |
26500.0 |
¥1.98M |
|
| 2026-07-08 |
跌破0.618止损 |
卖出 |
66.62331 |
26500.0 |
¥1.76M |
止损触发 |