600588 用友软件 — 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: ¥35.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -64.33%）
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 |
2015-04-16 |
2015-05-05 |
41.95448257 |
38.97099 |
¥-7.0万 |
-7.14% |
跌破0.618止损 |
| 2 |
2015-05-12 |
2015-06-02 |
44.888292449 |
65.8341 |
¥43.1万 |
+46.62% |
重回前高 |
| 3 |
2015-11-09 |
2016-01-05 |
32.992844885000004 |
26.973000000000003 |
¥-24.5万 |
-18.27% |
跌破0.618止损 |
| 4 |
2016-04-06 |
2016-05-10 |
22.078671614999998 |
17.5824 |
¥-22.5万 |
-20.39% |
跌破0.618止损 |
| 5 |
2016-06-06 |
2016-06-14 |
19.705589903999996 |
17.89209 |
¥-8.2万 |
-9.23% |
跌破0.618止损 |
| 6 |
2016-06-28 |
2016-07-20 |
19.525355849999997 |
20.679299999999998 |
¥4.7万 |
+5.88% |
重回前高 |
| 7 |
2016-09-14 |
2016-09-27 |
22.719503807 |
21.76821 |
¥-3.6万 |
-4.22% |
跌破0.618止损 |
| 8 |
2016-10-11 |
2016-10-26 |
23.53055705 |
23.08689 |
¥-1.6万 |
-1.91% |
跌破0.618止损 |
| 9 |
2016-11-08 |
2016-12-13 |
24.211441254 |
21.89808 |
¥-7.7万 |
-9.58% |
跌破0.618止损 |
| 10 |
2017-06-19 |
2017-07-28 |
16.721715009999997 |
18.031950000000002 |
¥5.6万 |
+7.80% |
重回前高 |
| 11 |
2017-10-20 |
2017-11-20 |
22.308970684 |
21.058919999999997 |
¥-4.4万 |
-5.63% |
跌破0.618止损 |
| 12 |
2018-01-15 |
2018-01-18 |
22.559295758999994 |
20.71926 |
¥-5.9万 |
-8.18% |
跌破0.618止损 |
| 13 |
2018-01-26 |
2018-02-09 |
23.059945909000003 |
24.8751 |
¥5.3万 |
+7.84% |
重回前高 |
| 14 |
2018-07-30 |
2018-08-06 |
26.294145878000002 |
23.31666 |
¥-8.3万 |
-11.35% |
跌破0.618止损 |
| 15 |
2018-08-08 |
2018-09-17 |
24.832247439999996 |
25.024949999999997 |
¥4,797 |
+0.75% |
跌破0.618止损 |
| 16 |
2018-09-19 |
2018-10-11 |
26.344210892999996 |
23.46651 |
¥-7.2万 |
-10.95% |
跌破0.618止损 |
| 17 |
2018-11-16 |
2018-11-23 |
26.334197889999995 |
24.755220000000005 |
¥-3.5万 |
-6.02% |
跌破0.618止损 |
| 18 |
2019-01-08 |
2019-02-19 |
24.081272215000002 |
27.65232 |
¥8.1万 |
+14.79% |
重回前高 |
| 19 |
2019-03-29 |
2019-05-07 |
32.652402783 |
21.978 |
¥-20.4万 |
-32.71% |
跌破0.618止损 |
| 20 |
2019-07-25 |
2019-08-16 |
28.386863504999997 |
30.619349999999997 |
¥3.3万 |
+7.83% |
重回前高 |
| 21 |
2019-09-27 |
2019-10-31 |
31.791284525 |
29.490479999999998 |
¥-3.3万 |
-7.27% |
跌破0.618止损 |
| 22 |
2020-01-06 |
2020-02-04 |
30.189204044999997 |
29.56041 |
¥-8,927 |
-2.11% |
跌破0.618止损 |
| 23 |
2020-03-12 |
2020-05-20 |
42.0546126 |
38.50146 |
¥-3.5万 |
-8.48% |
跌破0.618止损 |
| 24 |
2020-06-24 |
2020-08-27 |
42.35500269 |
41.43852 |
¥-8,267 |
-2.19% |
跌破0.618止损 |
| 25 |
2020-10-16 |
2020-10-23 |
44.597915362 |
41.768190000000004 |
¥-2.4万 |
-6.37% |
跌破0.618止损 |
| 26 |
2020-10-29 |
2020-12-25 |
43.246159956999996 |
39.96 |
¥-2.6万 |
-7.63% |
跌破0.618止损 |
| 27 |
2021-01-13 |
2021-01-18 |
44.968396472999984 |
41.658300000000004 |
¥-2.4万 |
-7.39% |
跌破0.618止损 |
| 28 |
2021-08-24 |
2021-09-01 |
37.208319147999994 |
33.65631 |
¥-2.9万 |
-9.57% |
跌破0.618止损 |
| 29 |
2021-12-02 |
2021-12-07 |
32.992844885000004 |
31.548419999999997 |
¥-1.2万 |
-4.41% |
跌破0.618止损 |
| 30 |
2022-01-28 |
2022-02-14 |
36.046810799999996 |
32.907059999999994 |
¥-2.3万 |
-8.74% |
跌破0.618止损 |
| 31 |
2022-06-28 |
2022-08-08 |
20.386114 |
21.978 |
¥1.8万 |
+7.78% |
重回前高 |
| 32 |
2022-08-22 |
2022-08-29 |
20.476591134999996 |
19.6803 |
¥-1.0万 |
-3.92% |
跌破0.618止损 |
| 33 |
2022-10-18 |
2022-10-27 |
19.375160805 |
24.48549 |
¥6.4万 |
+26.34% |
重回前高 |
| 34 |
2022-11-23 |
2023-02-20 |
23.53055705 |
23.22675 |
¥-4,071 |
-1.32% |
跌破0.618止损 |
| 35 |
2023-03-21 |
2023-03-30 |
25.513131643999998 |
24.1758 |
¥-1.6万 |
-5.27% |
跌破0.618止损 |
| 36 |
2023-04-04 |
2023-04-11 |
26.344210893 |
24.575400000000002 |
¥-2.0万 |
-6.74% |
跌破0.618止损 |
| 37 |
2023-11-09 |
2023-12-11 |
17.502729243999998 |
17.93205 |
¥6,529 |
+2.42% |
重回前高 |
| 38 |
2023-12-21 |
2024-01-09 |
17.022105099999997 |
15.74424 |
¥-2.1万 |
-7.53% |
跌破0.618止损 |
| 39 |
2024-10-18 |
2024-11-12 |
10.753965222 |
14.095889999999999 |
¥7.9万 |
+31.04% |
重回前高 |
| 40 |
2024-12-16 |
2024-12-30 |
12.125746632999997 |
11.59839 |
¥-1.5万 |
-4.38% |
跌破0.618止损 |
| 41 |
2025-02-07 |
2025-02-14 |
12.336019696000001 |
17.132849999999998 |
¥12.3万 |
+38.84% |
重回前高 |
| 42 |
2025-03-24 |
2025-04-08 |
15.820544739999999 |
13.4865 |
¥-6.5万 |
-14.78% |
跌破0.618止损 |
| 43 |
2025-07-23 |
2025-08-26 |
13.868009154999998 |
17.172810000000002 |
¥8.9万 |
+23.79% |
重回前高 |
| 44 |
2025-09-03 |
2025-09-10 |
15.460076631999998 |
14.4855 |
¥-2.9万 |
-6.33% |
跌破0.618止损 |
| 45 |
2025-09-12 |
2025-09-17 |
15.219764559999998 |
14.65533 |
¥-1.6万 |
-3.74% |
跌破0.618止损 |
| 46 |
2025-09-26 |
2025-10-16 |
15.60468 |
15.10488 |
¥-1.3万 |
-3.23% |
跌破0.618止损 |
| 47 |
2026-01-19 |
2026-02-03 |
16.110921827 |
14.985 |
¥-2.9万 |
-7.02% |
跌破0.618止损 |
| 48 |
2026-08-21 |
2026-08-25 |
10.773991228 |
10.109879999999999 |
¥-2.3万 |
-6.19% |
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 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
41.9419 |
23400.0 |
¥98.2万 |
|
| 2015-05-05 |
跌破0.618止损 |
卖出 |
38.97099 |
23400.0 |
¥91.2万 |
止损触发 |
| 2015-05-12 |
黄金分割买点 |
买入 |
44.874829999999996 |
20600.0 |
¥92.5万 |
|
| 2015-06-02 |
重回前高 |
卖出 |
65.8341 |
20600.0 |
¥1.36M |
|
| 2015-11-09 |
黄金分割买点 |
买入 |
32.98295 |
40600.0 |
¥1.34M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
26.973000000000003 |
40600.0 |
¥1.09M |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
22.072049999999997 |
49900.0 |
¥1.10M |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
17.5824 |
49900.0 |
¥87.7万 |
止损触发 |
| 2016-06-06 |
黄金分割买点 |
买入 |
19.699679999999997 |
45100.0 |
¥88.9万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
17.89209 |
45100.0 |
¥80.7万 |
止损触发 |
| 2016-06-28 |
黄金分割买点 |
买入 |
19.519499999999997 |
41100.0 |
¥80.2万 |
|
| 2016-07-20 |
重回前高 |
卖出 |
20.679299999999998 |
41100.0 |
¥85.0万 |
|
| 2016-09-14 |
黄金分割买点 |
买入 |
22.71269 |
37300.0 |
¥84.7万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
21.76821 |
37300.0 |
¥81.2万 |
止损触发 |
| 2016-10-11 |
黄金分割买点 |
买入 |
23.5235 |
34700.0 |
¥81.7万 |
|
| 2016-10-26 |
跌破0.618止损 |
卖出 |
23.08689 |
34700.0 |
¥80.1万 |
止损触发 |
| 2016-11-08 |
黄金分割买点 |
买入 |
24.204179999999997 |
33200.0 |
¥80.4万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
21.89808 |
33200.0 |
¥72.7万 |
止损触发 |
| 2017-06-19 |
黄金分割买点 |
买入 |
16.716699999999996 |
43300.0 |
¥72.4万 |
|
| 2017-07-28 |
重回前高 |
卖出 |
18.031950000000002 |
43300.0 |
¥78.1万 |
|
| 2017-10-20 |
黄金分割买点 |
买入 |
22.30228 |
35000.0 |
¥78.1万 |
|
| 2017-11-20 |
跌破0.618止损 |
卖出 |
21.058919999999997 |
35000.0 |
¥73.7万 |
止损触发 |
| 2018-01-15 |
黄金分割买点 |
买入 |
22.552529999999997 |
32100.0 |
¥72.4万 |
|
| 2018-01-18 |
跌破0.618止损 |
卖出 |
20.71926 |
32100.0 |
¥66.5万 |
止损触发 |
| 2018-01-26 |
黄金分割买点 |
买入 |
23.05303 |
29500.0 |
¥68.0万 |
|
| 2018-02-09 |
重回前高 |
卖出 |
24.8751 |
29500.0 |
¥73.4万 |
|
| 2018-07-30 |
黄金分割买点 |
买入 |
26.28626 |
27700.0 |
¥72.8万 |
|
| 2018-08-06 |
跌破0.618止损 |
卖出 |
23.31666 |
27700.0 |
¥64.6万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
24.8248 |
25900.0 |
¥64.3万 |
|
| 2018-09-17 |
跌破0.618止损 |
卖出 |
25.024949999999997 |
25900.0 |
¥64.8万 |
止损触发 |
| 2018-09-19 |
黄金分割买点 |
买入 |
26.336309999999997 |
24800.0 |
¥65.3万 |
|
| 2018-10-11 |
跌破0.618止损 |
卖出 |
23.46651 |
24800.0 |
¥58.2万 |
止损触发 |
| 2018-11-16 |
黄金分割买点 |
买入 |
26.326299999999993 |
22000.0 |
¥57.9万 |
|
| 2018-11-23 |
跌破0.618止损 |
卖出 |
24.755220000000005 |
22000.0 |
¥54.4万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
24.07405 |
22600.0 |
¥54.4万 |
|
| 2019-02-19 |
重回前高 |
卖出 |
27.65232 |
22600.0 |
¥62.5万 |
|
| 2019-03-29 |
黄金分割买点 |
买入 |
32.64261 |
19100.0 |
¥62.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
21.978 |
19100.0 |
¥42.0万 |
止损触发 |
| 2019-07-25 |
黄金分割买点 |
买入 |
28.378349999999998 |
15000.0 |
¥42.6万 |
|
| 2019-08-16 |
重回前高 |
卖出 |
30.619349999999997 |
15000.0 |
¥45.9万 |
|
| 2019-09-27 |
黄金分割买点 |
买入 |
31.781749999999995 |
14400.0 |
¥45.8万 |
|
| 2019-10-31 |
跌破0.618止损 |
卖出 |
29.490479999999998 |
14400.0 |
¥42.5万 |
止损触发 |
| 2020-01-06 |
黄金分割买点 |
买入 |
30.180149999999994 |
14000.0 |
¥42.3万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
29.56041 |
14000.0 |
¥41.4万 |
止损触发 |
| 2020-03-12 |
黄金分割买点 |
买入 |
42.041999999999994 |
9700.0 |
¥40.8万 |
|
| 2020-05-20 |
跌破0.618止损 |
卖出 |
38.50146 |
9700.0 |
¥37.3万 |
止损触发 |
| 2020-06-24 |
黄金分割买点 |
买入 |
42.342299999999994 |
8900.0 |
¥37.7万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
41.43852 |
8900.0 |
¥36.9万 |
止损触发 |
| 2020-10-16 |
黄金分割买点 |
买入 |
44.58454 |
8400.0 |
¥37.5万 |
|
| 2020-10-23 |
跌破0.618止损 |
卖出 |
41.768190000000004 |
8400.0 |
¥35.1万 |
止损触发 |
| 2020-10-29 |
黄金分割买点 |
买入 |
43.23318999999999 |
8000.0 |
¥34.6万 |
|
| 2020-12-25 |
跌破0.618止损 |
卖出 |
39.96 |
8000.0 |
¥32.0万 |
止损触发 |
| 2021-01-13 |
黄金分割买点 |
买入 |
44.95490999999999 |
7100.0 |
¥31.9万 |
|
| 2021-01-18 |
跌破0.618止损 |
卖出 |
41.658300000000004 |
7100.0 |
¥29.6万 |
止损触发 |
| 2021-08-24 |
黄金分割买点 |
买入 |
37.19715999999999 |
8100.0 |
¥30.1万 |
|
| 2021-09-01 |
跌破0.618止损 |
卖出 |
33.65631 |
8100.0 |
¥27.3万 |
止损触发 |
| 2021-12-02 |
黄金分割买点 |
买入 |
32.98295 |
8200.0 |
¥27.1万 |
|
| 2021-12-07 |
跌破0.618止损 |
卖出 |
31.548419999999997 |
8200.0 |
¥25.9万 |
止损触发 |
| 2022-01-28 |
黄金分割买点 |
买入 |
36.035999999999994 |
7200.0 |
¥26.0万 |
|
| 2022-02-14 |
跌破0.618止损 |
卖出 |
32.907059999999994 |
7200.0 |
¥23.7万 |
止损触发 |
| 2022-06-28 |
黄金分割买点 |
买入 |
20.38 |
11600.0 |
¥23.6万 |
|
| 2022-08-08 |
重回前高 |
卖出 |
21.978 |
11600.0 |
¥25.5万 |
|
| 2022-08-22 |
黄金分割买点 |
买入 |
20.470449999999996 |
12500.0 |
¥25.6万 |
|
| 2022-08-29 |
跌破0.618止损 |
卖出 |
19.6803 |
12500.0 |
¥24.6万 |
止损触发 |
| 2022-10-18 |
黄金分割买点 |
买入 |
19.36935 |
12600.0 |
¥24.4万 |
|
| 2022-10-27 |
重回前高 |
卖出 |
24.48549 |
12600.0 |
¥30.8万 |
|
| 2022-11-23 |
黄金分割买点 |
买入 |
23.5235 |
13100.0 |
¥30.8万 |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
23.22675 |
13100.0 |
¥30.4万 |
止损触发 |
| 2023-03-21 |
黄金分割买点 |
买入 |
25.505480000000002 |
12000.0 |
¥30.6万 |
|
| 2023-03-30 |
跌破0.618止损 |
卖出 |
24.1758 |
12000.0 |
¥29.0万 |
止损触发 |
| 2023-04-04 |
黄金分割买点 |
买入 |
26.336309999999997 |
11000.0 |
¥29.0万 |
|
| 2023-04-11 |
跌破0.618止损 |
卖出 |
24.575400000000002 |
11000.0 |
¥27.0万 |
止损触发 |
| 2023-11-09 |
黄金分割买点 |
买入 |
17.49748 |
15400.0 |
¥27.0万 |
|
| 2023-12-11 |
重回前高 |
卖出 |
17.93205 |
15400.0 |
¥27.6万 |
|
| 2023-12-21 |
黄金分割买点 |
买入 |
17.017 |
16200.0 |
¥27.6万 |
|
| 2024-01-09 |
跌破0.618止损 |
卖出 |
15.74424 |
16200.0 |
¥25.5万 |
止损触发 |
| 2024-10-18 |
黄金分割买点 |
买入 |
10.750739999999999 |
23600.0 |
¥25.4万 |
|
| 2024-11-12 |
重回前高 |
卖出 |
14.095889999999999 |
23600.0 |
¥33.3万 |
|
| 2024-12-16 |
黄金分割买点 |
买入 |
12.122109999999997 |
27600.0 |
¥33.5万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
11.59839 |
27600.0 |
¥32.0万 |
止损触发 |
| 2025-02-07 |
黄金分割买点 |
买入 |
12.33232 |
25600.0 |
¥31.6万 |
|
| 2025-02-14 |
重回前高 |
卖出 |
17.132849999999998 |
25600.0 |
¥43.8万 |
|
| 2025-03-24 |
黄金分割买点 |
买入 |
15.8158 |
27900.0 |
¥44.1万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
13.4865 |
27900.0 |
¥37.6万 |
止损触发 |
| 2025-07-23 |
黄金分割买点 |
买入 |
13.863849999999998 |
27000.0 |
¥37.4万 |
|
| 2025-08-26 |
重回前高 |
卖出 |
17.172810000000002 |
27000.0 |
¥46.4万 |
|
| 2025-09-03 |
黄金分割买点 |
买入 |
15.455439999999998 |
30100.0 |
¥46.5万 |
|
| 2025-09-10 |
跌破0.618止损 |
卖出 |
14.4855 |
30100.0 |
¥43.6万 |
止损触发 |
| 2025-09-12 |
黄金分割买点 |
买入 |
15.215199999999998 |
28400.0 |
¥43.2万 |
|
| 2025-09-17 |
跌破0.618止损 |
卖出 |
14.65533 |
28400.0 |
¥41.6万 |
止损触发 |
| 2025-09-26 |
黄金分割买点 |
买入 |
15.6 |
26500.0 |
¥41.4万 |
|
| 2025-10-16 |
跌破0.618止损 |
卖出 |
15.10488 |
26500.0 |
¥40.0万 |
止损触发 |
| 2026-01-19 |
黄金分割买点 |
买入 |
16.10609 |
25300.0 |
¥40.8万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
14.985 |
25300.0 |
¥37.9万 |
止损触发 |
| 2026-08-21 |
黄金分割买点 |
买入 |
10.77076 |
34800.0 |
¥37.5万 |
|
| 2026-08-25 |
跌破0.618止损 |
卖出 |
10.109879999999999 |
34800.0 |
¥35.2万 |
止损触发 |