600600 青岛啤酒 — 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: ¥1.42M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +41.68%）
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 |
2015-04-29 |
2015-05-27 |
44.06722620299999 |
52.82712 |
¥19.7万 |
+19.84% |
重回前高 |
| 2 |
2015-06-17 |
2015-06-23 |
51.566965450000005 |
48.03192 |
¥-8.2万 |
-6.88% |
跌破0.618止损 |
| 3 |
2015-06-25 |
2015-06-29 |
51.88738154599999 |
45.63432 |
¥-13.4万 |
-12.08% |
跌破0.618止损 |
| 4 |
2015-11-05 |
2015-11-30 |
34.695055395 |
31.91805 |
¥-7.9万 |
-8.03% |
跌破0.618止损 |
| 5 |
2016-04-06 |
2016-05-04 |
29.077760712 |
29.92005 |
¥2.6万 |
+2.87% |
重回前高 |
| 6 |
2016-05-18 |
2016-05-27 |
29.538358849999998 |
28.48149 |
¥-3.3万 |
-3.61% |
跌破0.618止损 |
| 7 |
2016-06-01 |
2016-06-17 |
29.63848888 |
29.06 |
¥-1.8万 |
-1.98% |
跌破0.618止损 |
| 8 |
2016-07-07 |
2016-08-02 |
30.079061011999997 |
29.15082 |
¥-2.7万 |
-3.12% |
跌破0.618止损 |
| 9 |
2017-04-07 |
2017-05-02 |
32.492194735 |
31.997970000000002 |
¥-1.3万 |
-1.55% |
跌破0.618止损 |
| 10 |
2017-11-21 |
2017-11-24 |
33.133026926999996 |
32.12784 |
¥-2.5万 |
-3.06% |
跌破0.618止损 |
| 11 |
2018-01-30 |
2018-02-12 |
39.00064668499999 |
35.954010000000004 |
¥-6.3万 |
-7.84% |
跌破0.618止损 |
| 12 |
2018-02-23 |
2018-03-26 |
38.499996535 |
37.65231 |
¥-1.7万 |
-2.23% |
跌破0.618止损 |
| 13 |
2018-04-03 |
2018-05-08 |
40.402467105 |
47.932019999999994 |
¥13.4万 |
+18.60% |
重回前高 |
| 14 |
2018-06-11 |
2018-06-20 |
49.233935751 |
44.2557 |
¥-8.7万 |
-10.14% |
跌破0.618止损 |
| 15 |
2018-11-19 |
2018-11-21 |
32.859855 |
30.35 |
¥-5.9万 |
-7.67% |
跌破0.618止损 |
| 16 |
2018-12-11 |
2018-12-25 |
32.041609599999994 |
36.14382 |
¥9.1万 |
+12.77% |
重回前高 |
| 17 |
2019-01-04 |
2019-02-12 |
32.231856656999994 |
38.63133 |
¥15.5万 |
+19.82% |
重回前高 |
| 18 |
2019-03-27 |
2019-04-02 |
38.34980148999999 |
46.10385 |
¥19.4万 |
+20.18% |
重回前高 |
| 19 |
2019-06-13 |
2019-07-05 |
47.88218034599999 |
48.001949999999994 |
¥2,539 |
+0.22% |
跌破0.618止损 |
| 20 |
2019-09-18 |
2019-11-14 |
49.0637147 |
54.85508999999999 |
¥13.6万 |
+11.77% |
重回前高 |
| 21 |
2019-11-25 |
2020-01-22 |
52.067615599999996 |
49.050900000000006 |
¥-7.5万 |
-5.82% |
跌破0.618止损 |
| 22 |
2020-03-26 |
2020-04-28 |
44.537837343999996 |
49.480470000000004 |
¥13.4万 |
+11.06% |
重回前高 |
| 23 |
2020-08-13 |
2020-09-09 |
74.857210428 |
75.80412 |
¥1.7万 |
+1.23% |
跌破0.618止损 |
| 24 |
2020-10-30 |
2020-11-02 |
85.02550000000001 |
78.921 |
¥-9.6万 |
-7.21% |
跌破0.618止损 |
| 25 |
2020-11-13 |
2020-12-07 |
85.39088958399999 |
95.904 |
¥15.4万 |
+12.28% |
重回前高 |
| 26 |
2021-01-15 |
2021-01-20 |
95.578665 |
87.912 |
¥-11.3万 |
-8.05% |
跌破0.618止损 |
| 27 |
2021-01-26 |
2021-01-29 |
97.13614210299997 |
88.98092999999997 |
¥-11.0万 |
-8.42% |
跌破0.618止损 |
| 28 |
2021-02-03 |
2021-02-19 |
96.52534891999998 |
91.92797999999999 |
¥-5.7万 |
-4.79% |
跌破0.618止损 |
| 29 |
2021-04-19 |
2021-05-14 |
88.00428336699999 |
99.24066 |
¥14.6万 |
+12.73% |
重回前高 |
| 30 |
2021-11-11 |
2021-12-09 |
93.82183810999997 |
107.5923 |
¥18.8万 |
+14.64% |
重回前高 |
| 31 |
2022-01-11 |
2022-01-14 |
94.838443 |
88.2 |
¥-10.3万 |
-7.03% |
跌破0.618止损 |
| 32 |
2022-03-03 |
2022-03-08 |
99.62937984999999 |
91.2087 |
¥-11.7万 |
-8.48% |
跌破0.618止损 |
| 33 |
2022-05-31 |
2022-08-02 |
91.11832729999999 |
107.32257000000001 |
¥22.3万 |
+17.75% |
重回前高 |
| 34 |
2022-08-24 |
2022-09-13 |
100.26019903899999 |
97.17273 |
¥-4.6万 |
-3.11% |
跌破0.618止损 |
| 35 |
2022-09-16 |
2022-10-19 |
101.71208447399998 |
99.60029999999999 |
¥-3.0万 |
-2.11% |
跌破0.618止损 |
| 36 |
2022-11-09 |
2023-03-01 |
98.65811855899999 |
113.02686 |
¥20.2万 |
+14.53% |
重回前高 |
| 37 |
2023-04-13 |
2023-05-09 |
116.14082179699999 |
108.02186999999999 |
¥-11.2万 |
-7.02% |
跌破0.618止损 |
| 38 |
2024-04-09 |
2024-04-15 |
78.17151442099998 |
74.17575 |
¥-7.7万 |
-5.14% |
跌破0.618止损 |
| 39 |
2024-04-16 |
2024-05-07 |
76.69960297999998 |
87.01289999999999 |
¥18.9万 |
+13.41% |
重回前高 |
| 40 |
2024-05-29 |
2024-05-31 |
81.65603946499999 |
77.37255 |
¥-8.5万 |
-5.27% |
跌破0.618止损 |
| 41 |
2024-10-10 |
2025-01-22 |
70.731853192 |
70.20972 |
¥-1.2万 |
-0.77% |
跌破0.618止损 |
| 42 |
2025-03-26 |
2025-04-09 |
76.068783791 |
78.40152 |
¥4.6万 |
+3.04% |
重回前高 |
| 43 |
2025-04-30 |
2025-05-19 |
74.99739247 |
72.5274 |
¥-5.2万 |
-3.32% |
跌破0.618止损 |
| 44 |
2025-05-29 |
2025-06-09 |
75.878536734 |
73.69623 |
¥-4.4万 |
-2.91% |
跌破0.618止损 |
| 45 |
2026-07-31 |
2026-08-05 |
56.42327190499999 |
54.445499999999996 |
¥-5.1万 |
-3.53% |
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 |
|---|
| 2015-04-29 |
黄金分割买点 |
买入 |
44.05400999999999 |
22500.0 |
¥99.2万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
52.82712 |
22500.0 |
¥1.19M |
|
| 2015-06-17 |
黄金分割买点 |
买入 |
51.551500000000004 |
23200.0 |
¥1.20M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
48.03192 |
23200.0 |
¥1.11M |
止损触发 |
| 2015-06-25 |
黄金分割买点 |
买入 |
51.87181999999999 |
21400.0 |
¥1.11M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
45.63432 |
21400.0 |
¥97.6万 |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
34.68465 |
28200.0 |
¥97.8万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
31.91805 |
28200.0 |
¥90.0万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
29.069039999999998 |
30800.0 |
¥89.6万 |
|
| 2016-05-04 |
重回前高 |
卖出 |
29.92005 |
30800.0 |
¥92.1万 |
|
| 2016-05-18 |
黄金分割买点 |
买入 |
29.529499999999995 |
31100.0 |
¥91.9万 |
|
| 2016-05-27 |
跌破0.618止损 |
卖出 |
28.48149 |
31100.0 |
¥88.6万 |
止损触发 |
| 2016-06-01 |
黄金分割买点 |
买入 |
29.6296 |
30000.0 |
¥88.9万 |
|
| 2016-06-17 |
跌破0.618止损 |
卖出 |
29.06 |
30000.0 |
¥87.2万 |
止损触发 |
| 2016-07-07 |
黄金分割买点 |
买入 |
30.07004 |
29000.0 |
¥87.2万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
29.15082 |
29000.0 |
¥84.5万 |
止损触发 |
| 2017-04-07 |
黄金分割买点 |
买入 |
32.48245 |
26000.0 |
¥84.5万 |
|
| 2017-05-02 |
跌破0.618止损 |
卖出 |
31.997970000000002 |
26000.0 |
¥83.2万 |
止损触发 |
| 2017-11-21 |
黄金分割买点 |
买入 |
33.12309 |
25100.0 |
¥83.2万 |
|
| 2017-11-24 |
跌破0.618止损 |
卖出 |
32.12784 |
25100.0 |
¥80.6万 |
止损触发 |
| 2018-01-30 |
黄金分割买点 |
买入 |
38.988949999999996 |
20500.0 |
¥80.0万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
35.954010000000004 |
20500.0 |
¥73.7万 |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
38.48845 |
19400.0 |
¥74.7万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
37.65231 |
19400.0 |
¥73.0万 |
止损触发 |
| 2018-04-03 |
黄金分割买点 |
买入 |
40.39035 |
17800.0 |
¥71.9万 |
|
| 2018-05-08 |
重回前高 |
卖出 |
47.932019999999994 |
17800.0 |
¥85.3万 |
|
| 2018-06-11 |
黄金分割买点 |
买入 |
49.21917 |
17500.0 |
¥86.2万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
44.2557 |
17500.0 |
¥77.4万 |
止损触发 |
| 2018-11-19 |
黄金分割买点 |
买入 |
32.85 |
23500.0 |
¥77.2万 |
|
| 2018-11-21 |
跌破0.618止损 |
卖出 |
30.35 |
23500.0 |
¥71.3万 |
止损触发 |
| 2018-12-11 |
黄金分割买点 |
买入 |
32.032 |
22200.0 |
¥71.1万 |
|
| 2018-12-25 |
重回前高 |
卖出 |
36.14382 |
22200.0 |
¥80.2万 |
|
| 2019-01-04 |
黄金分割买点 |
买入 |
32.22219 |
24200.0 |
¥78.0万 |
|
| 2019-02-12 |
重回前高 |
卖出 |
38.63133 |
24200.0 |
¥93.5万 |
|
| 2019-03-27 |
黄金分割买点 |
买入 |
38.33829999999999 |
25100.0 |
¥96.3万 |
|
| 2019-04-02 |
重回前高 |
卖出 |
46.10385 |
25100.0 |
¥1.16M |
|
| 2019-06-13 |
黄金分割买点 |
买入 |
47.867819999999995 |
24100.0 |
¥1.15M |
|
| 2019-07-05 |
跌破0.618止损 |
卖出 |
48.001949999999994 |
24100.0 |
¥1.16M |
止损触发 |
| 2019-09-18 |
黄金分割买点 |
买入 |
49.049 |
23600.0 |
¥1.16M |
|
| 2019-11-14 |
重回前高 |
卖出 |
54.85508999999999 |
23600.0 |
¥1.29M |
|
| 2019-11-25 |
黄金分割买点 |
买入 |
52.05199999999999 |
24800.0 |
¥1.29M |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
49.050900000000006 |
24800.0 |
¥1.22M |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
44.52448 |
27100.0 |
¥1.21M |
|
| 2020-04-28 |
重回前高 |
卖出 |
49.480470000000004 |
27100.0 |
¥1.34M |
|
| 2020-08-13 |
黄金分割买点 |
买入 |
74.83476 |
18000.0 |
¥1.35M |
|
| 2020-09-09 |
跌破0.618止损 |
卖出 |
75.80412 |
18000.0 |
¥1.36M |
止损触发 |
| 2020-10-30 |
黄金分割买点 |
买入 |
85.0 |
15600.0 |
¥1.33M |
|
| 2020-11-02 |
跌破0.618止损 |
卖出 |
78.921 |
15600.0 |
¥1.23M |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
85.36528 |
14700.0 |
¥1.26M |
|
| 2020-12-07 |
重回前高 |
卖出 |
95.904 |
14700.0 |
¥1.41M |
|
| 2021-01-15 |
黄金分割买点 |
买入 |
95.55 |
14700.0 |
¥1.41M |
|
| 2021-01-20 |
跌破0.618止损 |
卖出 |
87.912 |
14700.0 |
¥1.29M |
止损触发 |
| 2021-01-26 |
黄金分割买点 |
买入 |
97.10700999999999 |
13500.0 |
¥1.31M |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
88.98092999999997 |
13500.0 |
¥1.20M |
止损触发 |
| 2021-02-03 |
黄金分割买点 |
买入 |
96.4964 |
12400.0 |
¥1.20M |
|
| 2021-02-19 |
跌破0.618止损 |
卖出 |
91.92797999999999 |
12400.0 |
¥1.14M |
止损触发 |
| 2021-04-19 |
黄金分割买点 |
买入 |
87.97788999999999 |
13000.0 |
¥1.14M |
|
| 2021-05-14 |
重回前高 |
卖出 |
99.24066 |
13000.0 |
¥1.29M |
|
| 2021-11-11 |
黄金分割买点 |
买入 |
93.79369999999997 |
13700.0 |
¥1.29M |
|
| 2021-12-09 |
重回前高 |
卖出 |
107.5923 |
13700.0 |
¥1.47M |
|
| 2022-01-11 |
黄金分割买点 |
买入 |
94.81 |
15500.0 |
¥1.47M |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
88.2 |
15500.0 |
¥1.37M |
止损触发 |
| 2022-03-03 |
黄金分割买点 |
买入 |
99.59949999999999 |
13800.0 |
¥1.37M |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
91.2087 |
13800.0 |
¥1.26M |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
91.09099999999998 |
13800.0 |
¥1.26M |
|
| 2022-08-02 |
重回前高 |
卖出 |
107.32257000000001 |
13800.0 |
¥1.48M |
|
| 2022-08-24 |
黄金分割买点 |
买入 |
100.23012999999999 |
14700.0 |
¥1.47M |
|
| 2022-09-13 |
跌破0.618止损 |
卖出 |
97.17273 |
14700.0 |
¥1.43M |
止损触发 |
| 2022-09-16 |
黄金分割买点 |
买入 |
101.68157999999997 |
14000.0 |
¥1.42M |
|
| 2022-10-19 |
跌破0.618止损 |
卖出 |
99.60029999999999 |
14000.0 |
¥1.39M |
止损触发 |
| 2022-11-09 |
黄金分割买点 |
买入 |
98.62852999999998 |
14100.0 |
¥1.39M |
|
| 2023-03-01 |
重回前高 |
卖出 |
113.02686 |
14100.0 |
¥1.59M |
|
| 2023-04-13 |
黄金分割买点 |
买入 |
116.10598999999998 |
13800.0 |
¥1.60M |
|
| 2023-05-09 |
跌破0.618止损 |
卖出 |
108.02186999999999 |
13800.0 |
¥1.49M |
止损触发 |
| 2024-04-09 |
黄金分割买点 |
买入 |
78.14806999999999 |
19100.0 |
¥1.49M |
|
| 2024-04-15 |
跌破0.618止损 |
卖出 |
74.17575 |
19100.0 |
¥1.42M |
止损触发 |
| 2024-04-16 |
黄金分割买点 |
买入 |
76.67659999999998 |
18400.0 |
¥1.41M |
|
| 2024-05-07 |
重回前高 |
卖出 |
87.01289999999999 |
18400.0 |
¥1.60M |
|
| 2024-05-29 |
黄金分割买点 |
买入 |
81.63154999999999 |
19700.0 |
¥1.61M |
|
| 2024-05-31 |
跌破0.618止损 |
卖出 |
77.37255 |
19700.0 |
¥1.52M |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
70.71064 |
21400.0 |
¥1.51M |
|
| 2025-01-22 |
跌破0.618止损 |
卖出 |
70.20972 |
21400.0 |
¥1.50M |
止损触发 |
| 2025-03-26 |
黄金分割买点 |
买入 |
76.04597 |
19800.0 |
¥1.51M |
|
| 2025-04-09 |
重回前高 |
卖出 |
78.40152 |
19800.0 |
¥1.55M |
|
| 2025-04-30 |
黄金分割买点 |
买入 |
74.97489999999999 |
20700.0 |
¥1.55M |
|
| 2025-05-19 |
跌破0.618止损 |
卖出 |
72.5274 |
20700.0 |
¥1.50M |
止损触发 |
| 2025-05-29 |
黄金分割买点 |
买入 |
75.85578 |
19800.0 |
¥1.50M |
|
| 2025-06-09 |
跌破0.618止损 |
卖出 |
73.69623 |
19800.0 |
¥1.46M |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
56.40634999999999 |
25400.0 |
¥1.43M |
|
| 2026-08-05 |
跌破0.618止损 |
卖出 |
54.445499999999996 |
25400.0 |
¥1.38M |
止损触发 |