600809 山西汾酒 — 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: ¥2.17M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +116.97%）
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 55 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 |
2015-05-19 |
22.779581824999998 |
21.66 |
¥-4.9万 |
-4.94% |
跌破0.618止损 |
| 2 |
2015-05-29 |
2015-06-08 |
23.240179963 |
26.163810000000005 |
¥11.9万 |
+12.55% |
重回前高 |
| 3 |
2015-06-19 |
2015-06-23 |
25.803508730999997 |
24.2757 |
¥-6.2万 |
-5.95% |
跌破0.618止损 |
| 4 |
2015-10-26 |
2016-01-12 |
17.602859273999997 |
16.333650000000002 |
¥-7.2万 |
-7.24% |
跌破0.618止损 |
| 5 |
2016-03-25 |
2016-05-04 |
17.12223513 |
20.679299999999998 |
¥19.2万 |
+20.74% |
重回前高 |
| 6 |
2016-07-28 |
2016-08-02 |
21.918463567 |
20.879099999999998 |
¥-5.3万 |
-4.77% |
跌破0.618止损 |
| 7 |
2016-10-20 |
2017-01-05 |
21.447852426 |
26.193779999999997 |
¥23.5万 |
+22.09% |
重回前高 |
| 8 |
2017-01-24 |
2017-02-21 |
24.732117409999997 |
28.371599999999997 |
¥19.1万 |
+14.68% |
重回前高 |
| 9 |
2017-03-31 |
2017-05-23 |
29.438228819999996 |
29.44053 |
¥-333 |
-0.02% |
跌破0.618止损 |
| 10 |
2017-05-25 |
2017-06-09 |
31.150452332999997 |
33.59 |
¥11.6万 |
+7.80% |
重回前高 |
| 11 |
2017-07-13 |
2017-07-28 |
33.102987918 |
38.20176 |
¥24.6万 |
+15.37% |
重回前高 |
| 12 |
2017-12-12 |
2018-02-07 |
53.649670074 |
53.926019999999994 |
¥9,002 |
+0.48% |
跌破0.618止损 |
| 13 |
2018-02-14 |
2018-03-01 |
58.275677460000004 |
54.63531 |
¥-11.6万 |
-6.27% |
跌破0.618止损 |
| 14 |
2018-03-12 |
2018-03-14 |
57.454611213999996 |
55.0 |
¥-7.5万 |
-4.30% |
跌破0.618止损 |
| 15 |
2018-03-16 |
2018-03-26 |
58.38582049299999 |
55.424519999999994 |
¥-8.5万 |
-5.10% |
跌破0.618止损 |
| 16 |
2018-05-08 |
2018-05-11 |
59.72756289499999 |
61.6383 |
¥5.1万 |
+3.17% |
重回前高 |
| 17 |
2018-05-24 |
2018-06-01 |
59.05669169399999 |
63.8361 |
¥13.2万 |
+8.06% |
重回前高 |
| 18 |
2018-06-28 |
2018-08-01 |
59.86774493699999 |
60.939 |
¥3.0万 |
+1.76% |
跌破0.618止损 |
| 19 |
2018-12-06 |
2018-12-24 |
39.050711699999994 |
36.34362 |
¥-12.3万 |
-6.96% |
跌破0.618止损 |
| 20 |
2019-05-07 |
2019-06-05 |
52.398044698999996 |
54.20574 |
¥5.8万 |
+3.42% |
跌破0.618止损 |
| 21 |
2019-06-12 |
2019-06-26 |
59.87775793999999 |
64.73519999999999 |
¥14.0万 |
+8.08% |
重回前高 |
| 22 |
2019-08-06 |
2019-09-03 |
64.093232203 |
78.70122 |
¥42.1万 |
+22.75% |
重回前高 |
| 23 |
2019-12-05 |
2019-12-26 |
88.19453042399998 |
83.30661 |
¥-12.8万 |
-5.57% |
跌破0.618止损 |
| 24 |
2019-12-30 |
2020-01-07 |
88.234582436 |
86.50341 |
¥-4.3万 |
-1.99% |
跌破0.618止损 |
| 25 |
2020-01-10 |
2020-02-04 |
91.58893844099998 |
75.5 |
¥-37.4万 |
-17.59% |
跌破0.618止损 |
| 26 |
2020-02-14 |
2020-03-06 |
88.18451742099998 |
98.7012 |
¥20.9万 |
+11.89% |
重回前高 |
| 27 |
2020-03-10 |
2020-03-18 |
88.41481648999999 |
86.57334 |
¥-4.1万 |
-2.11% |
跌破0.618止损 |
| 28 |
2020-03-30 |
2020-04-29 |
90.06696198499999 |
108.1917 |
¥38.4万 |
+20.09% |
重回前高 |
| 29 |
2020-12-01 |
2020-12-15 |
242.30465959699995 |
293.706 |
¥48.7万 |
+21.18% |
重回前高 |
| 30 |
2021-02-24 |
2021-03-01 |
370.111 |
318.65103000000005 |
¥-38.7万 |
-13.93% |
跌破0.618止损 |
| 31 |
2021-04-07 |
2021-05-21 |
366.4759098 |
456.36318 |
¥58.3万 |
+24.49% |
重回前高 |
| 32 |
2021-07-05 |
2021-07-06 |
309.42181870599995 |
319.68 |
¥6.9万 |
+3.28% |
跌破0.618止损 |
| 33 |
2021-10-13 |
2021-11-02 |
320.91674615 |
287.70201000000003 |
¥-31.6万 |
-10.38% |
跌破0.618止损 |
| 34 |
2021-11-17 |
2021-12-20 |
309.822338826 |
301.70799 |
¥-7.2万 |
-2.65% |
跌破0.618止损 |
| 35 |
2021-12-28 |
2022-01-06 |
320.4160959999999 |
303.36633 |
¥-14.2万 |
-5.35% |
跌破0.618止损 |
| 36 |
2022-04-15 |
2022-04-26 |
268.3484803999999 |
254.0 |
¥-13.3万 |
-5.38% |
跌破0.618止损 |
| 37 |
2022-05-05 |
2022-05-09 |
271.3523813 |
249.75 |
¥-19.1万 |
-7.99% |
跌破0.618止损 |
| 38 |
2022-06-01 |
2022-08-01 |
270.75160112 |
272.45727 |
¥1.3万 |
+0.60% |
跌破0.618止损 |
| 39 |
2022-09-21 |
2022-10-13 |
294.7227303019999 |
282.717 |
¥-8.9万 |
-4.10% |
跌破0.618止损 |
| 40 |
2022-12-07 |
2023-01-10 |
274.42637322099995 |
288.59112 |
¥10.8万 |
+5.13% |
重回前高 |
| 41 |
2023-02-06 |
2023-03-03 |
283.765104 |
280.0197 |
¥-3.0万 |
-1.35% |
跌破0.618止损 |
| 42 |
2023-07-26 |
2023-09-04 |
225.27254149400002 |
253.54619999999997 |
¥27.6万 |
+12.52% |
重回前高 |
| 43 |
2023-10-13 |
2023-10-17 |
234.27026 |
227.772 |
¥-6.9万 |
-2.80% |
跌破0.618止损 |
| 44 |
2023-10-27 |
2023-11-20 |
242.81532274999998 |
233.27649000000002 |
¥-9.5万 |
-3.96% |
跌破0.618止损 |
| 45 |
2023-11-22 |
2023-11-28 |
244.257195182 |
237.74202 |
¥-6.2万 |
-2.70% |
跌破0.618止损 |
| 46 |
2024-02-08 |
2024-03-06 |
226.80453095299995 |
241.45829999999998 |
¥14.4万 |
+6.43% |
重回前高 |
| 47 |
2024-05-27 |
2024-05-31 |
252.207519564 |
243.756 |
¥-8.1万 |
-3.38% |
跌破0.618止损 |
| 48 |
2024-10-14 |
2024-12-25 |
199.70934483499997 |
189.80001000000004 |
¥-11.6万 |
-4.99% |
跌破0.618止损 |
| 49 |
2025-02-24 |
2025-03-12 |
192.44991765999995 |
216.783 |
¥27.7万 |
+12.61% |
重回前高 |
| 50 |
2025-04-30 |
2025-05-20 |
203.25394789699996 |
199.46034 |
¥-4.7万 |
-1.90% |
跌破0.618止损 |
| 51 |
2025-08-12 |
2025-08-26 |
186.47215486899995 |
203.42637 |
¥22.0万 |
+9.06% |
重回前高 |
| 52 |
2025-09-23 |
2025-10-14 |
195.25355849999997 |
187.3125 |
¥-10.8万 |
-4.10% |
跌破0.618止损 |
| 53 |
2025-10-20 |
2025-10-22 |
196.16474177299995 |
189.69012 |
¥-8.4万 |
-3.33% |
跌破0.618止损 |
| 54 |
2025-11-11 |
2025-11-21 |
197.75680925 |
193.806 |
¥-4.9万 |
-2.03% |
跌破0.618止损 |
| 55 |
2026-07-29 |
2026-09-14 |
127.16513809999998 |
114.07581 |
¥-24.9万 |
-10.32% |
跌破0.618止损 |
逐笔成交记录（共 110 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 |
22.77275 |
43600.0 |
¥99.3万 |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
21.66 |
43600.0 |
¥94.4万 |
止损触发 |
| 2015-05-29 |
黄金分割买点 |
买入 |
23.23321 |
40900.0 |
¥95.1万 |
|
| 2015-06-08 |
重回前高 |
卖出 |
26.163810000000005 |
40900.0 |
¥1.07M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
25.795769999999997 |
40500.0 |
¥1.05M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
24.2757 |
40500.0 |
¥98.3万 |
止损触发 |
| 2015-10-26 |
黄金分割买点 |
买入 |
17.597579999999997 |
56500.0 |
¥99.5万 |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
16.333650000000002 |
56500.0 |
¥92.3万 |
止损触发 |
| 2016-03-25 |
黄金分割买点 |
买入 |
17.1171 |
54200.0 |
¥92.8万 |
|
| 2016-05-04 |
重回前高 |
卖出 |
20.679299999999998 |
54200.0 |
¥1.12M |
|
| 2016-07-28 |
黄金分割买点 |
买入 |
21.911890000000003 |
50700.0 |
¥1.11M |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
20.879099999999998 |
50700.0 |
¥1.06M |
止损触发 |
| 2016-10-20 |
黄金分割买点 |
买入 |
21.44142 |
49700.0 |
¥1.07M |
|
| 2017-01-05 |
重回前高 |
卖出 |
26.193779999999997 |
49700.0 |
¥1.30M |
|
| 2017-01-24 |
黄金分割买点 |
买入 |
24.724699999999995 |
52600.0 |
¥1.30M |
|
| 2017-02-21 |
重回前高 |
卖出 |
28.371599999999997 |
52600.0 |
¥1.49M |
|
| 2017-03-31 |
黄金分割买点 |
买入 |
29.429399999999994 |
51000.0 |
¥1.50M |
|
| 2017-05-23 |
跌破0.618止损 |
卖出 |
29.44053 |
51000.0 |
¥1.50M |
止损触发 |
| 2017-05-25 |
黄金分割买点 |
买入 |
31.141109999999998 |
47600.0 |
¥1.48M |
|
| 2017-06-09 |
重回前高 |
卖出 |
33.59 |
47600.0 |
¥1.60M |
|
| 2017-07-13 |
黄金分割买点 |
买入 |
33.09306 |
48300.0 |
¥1.60M |
|
| 2017-07-28 |
重回前高 |
卖出 |
38.20176 |
48300.0 |
¥1.84M |
|
| 2017-12-12 |
黄金分割买点 |
买入 |
53.633579999999995 |
34600.0 |
¥1.86M |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
53.926019999999994 |
34600.0 |
¥1.87M |
止损触发 |
| 2018-02-14 |
黄金分割买点 |
买入 |
58.258199999999995 |
31700.0 |
¥1.85M |
|
| 2018-03-01 |
跌破0.618止损 |
卖出 |
54.63531 |
31700.0 |
¥1.73M |
止损触发 |
| 2018-03-12 |
黄金分割买点 |
买入 |
57.43738 |
30400.0 |
¥1.75M |
|
| 2018-03-14 |
跌破0.618止损 |
卖出 |
55.0 |
30400.0 |
¥1.67M |
止损触发 |
| 2018-03-16 |
黄金分割买点 |
买入 |
58.368309999999994 |
28500.0 |
¥1.66M |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
55.424519999999994 |
28500.0 |
¥1.58M |
止损触发 |
| 2018-05-08 |
黄金分割买点 |
买入 |
59.70964999999999 |
26700.0 |
¥1.59M |
|
| 2018-05-11 |
重回前高 |
卖出 |
61.6383 |
26700.0 |
¥1.65M |
|
| 2018-05-24 |
黄金分割买点 |
买入 |
59.03897999999999 |
27800.0 |
¥1.64M |
|
| 2018-06-01 |
重回前高 |
卖出 |
63.8361 |
27800.0 |
¥1.77M |
|
| 2018-06-28 |
黄金分割买点 |
买入 |
59.84978999999999 |
28800.0 |
¥1.72M |
|
| 2018-08-01 |
跌破0.618止损 |
卖出 |
60.939 |
28800.0 |
¥1.75M |
止损触发 |
| 2018-12-06 |
黄金分割买点 |
买入 |
39.038999999999994 |
45300.0 |
¥1.77M |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
36.34362 |
45300.0 |
¥1.65M |
止损触发 |
| 2019-05-07 |
黄金分割买点 |
买入 |
52.382329999999996 |
32100.0 |
¥1.68M |
|
| 2019-06-05 |
跌破0.618止损 |
卖出 |
54.20574 |
32100.0 |
¥1.74M |
止损触发 |
| 2019-06-12 |
黄金分割买点 |
买入 |
59.85979999999999 |
29000.0 |
¥1.74M |
|
| 2019-06-26 |
重回前高 |
卖出 |
64.73519999999999 |
29000.0 |
¥1.88M |
|
| 2019-08-06 |
黄金分割买点 |
买入 |
64.07401 |
28900.0 |
¥1.85M |
|
| 2019-09-03 |
重回前高 |
卖出 |
78.70122 |
28900.0 |
¥2.27M |
|
| 2019-12-05 |
黄金分割买点 |
买入 |
88.16807999999999 |
26000.0 |
¥2.29M |
|
| 2019-12-26 |
跌破0.618止损 |
卖出 |
83.30661 |
26000.0 |
¥2.17M |
止损触发 |
| 2019-12-30 |
黄金分割买点 |
买入 |
88.20812 |
24600.0 |
¥2.17M |
|
| 2020-01-07 |
跌破0.618止损 |
卖出 |
86.50341 |
24600.0 |
¥2.13M |
止损触发 |
| 2020-01-10 |
黄金分割买点 |
买入 |
91.56146999999999 |
23200.0 |
¥2.12M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
75.5 |
23200.0 |
¥1.75M |
止损触发 |
| 2020-02-14 |
黄金分割买点 |
买入 |
88.15806999999998 |
19900.0 |
¥1.75M |
|
| 2020-03-06 |
重回前高 |
卖出 |
98.7012 |
19900.0 |
¥1.96M |
|
| 2020-03-10 |
黄金分割买点 |
买入 |
88.38829999999999 |
21800.0 |
¥1.93M |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
86.57334 |
21800.0 |
¥1.89M |
止损触发 |
| 2020-03-30 |
黄金分割买点 |
买入 |
90.03994999999999 |
21200.0 |
¥1.91M |
|
| 2020-04-29 |
重回前高 |
卖出 |
108.1917 |
21200.0 |
¥2.29M |
|
| 2020-12-01 |
黄金分割买点 |
买入 |
242.23198999999997 |
9500.0 |
¥2.30M |
|
| 2020-12-15 |
重回前高 |
卖出 |
293.706 |
9500.0 |
¥2.79M |
|
| 2021-02-24 |
黄金分割买点 |
买入 |
370.0 |
7500.0 |
¥2.78M |
|
| 2021-03-01 |
跌破0.618止损 |
卖出 |
318.65103000000005 |
7500.0 |
¥2.39M |
止损触发 |
| 2021-04-07 |
黄金分割买点 |
买入 |
366.366 |
6500.0 |
¥2.38M |
|
| 2021-05-21 |
重回前高 |
卖出 |
456.36318 |
6500.0 |
¥2.97M |
|
| 2021-07-05 |
黄金分割买点 |
买入 |
309.32901999999996 |
6800.0 |
¥2.10M |
|
| 2021-07-06 |
跌破0.618止损 |
卖出 |
319.68 |
6800.0 |
¥2.17M |
止损触发 |
| 2021-10-13 |
黄金分割买点 |
买入 |
320.8205 |
9500.0 |
¥3.05M |
|
| 2021-11-02 |
跌破0.618止损 |
卖出 |
287.70201000000003 |
9500.0 |
¥2.73M |
止损触发 |
| 2021-11-17 |
黄金分割买点 |
买入 |
309.72942 |
8800.0 |
¥2.73M |
|
| 2021-12-20 |
跌破0.618止损 |
卖出 |
301.70799 |
8800.0 |
¥2.65M |
止损触发 |
| 2021-12-28 |
黄金分割买点 |
买入 |
320.31999999999994 |
8300.0 |
¥2.66M |
|
| 2022-01-06 |
跌破0.618止损 |
卖出 |
303.36633 |
8300.0 |
¥2.52M |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
268.268 |
9200.0 |
¥2.47M |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
254.0 |
9200.0 |
¥2.34M |
止损触发 |
| 2022-05-05 |
黄金分割买点 |
买入 |
271.27099999999996 |
8800.0 |
¥2.39M |
|
| 2022-05-09 |
跌破0.618止损 |
卖出 |
249.75 |
8800.0 |
¥2.20M |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
270.6704 |
8000.0 |
¥2.17M |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
272.45727 |
8000.0 |
¥2.18M |
止损触发 |
| 2022-09-21 |
黄金分割买点 |
买入 |
294.63433999999995 |
7400.0 |
¥2.18M |
|
| 2022-10-13 |
跌破0.618止损 |
卖出 |
282.717 |
7400.0 |
¥2.09M |
止损触发 |
| 2022-12-07 |
黄金分割买点 |
买入 |
274.34406999999993 |
7700.0 |
¥2.11M |
|
| 2023-01-10 |
重回前高 |
卖出 |
288.59112 |
7700.0 |
¥2.22M |
|
| 2023-02-06 |
黄金分割买点 |
买入 |
283.68 |
7800.0 |
¥2.21M |
|
| 2023-03-03 |
跌破0.618止损 |
卖出 |
280.0197 |
7800.0 |
¥2.18M |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
225.20498 |
9800.0 |
¥2.21M |
|
| 2023-09-04 |
重回前高 |
卖出 |
253.54619999999997 |
9800.0 |
¥2.48M |
|
| 2023-10-13 |
黄金分割买点 |
买入 |
234.2 |
10500.0 |
¥2.46M |
|
| 2023-10-17 |
跌破0.618止损 |
卖出 |
227.772 |
10500.0 |
¥2.39M |
止损触发 |
| 2023-10-27 |
黄金分割买点 |
买入 |
242.7425 |
9900.0 |
¥2.40M |
|
| 2023-11-20 |
跌破0.618止损 |
卖出 |
233.27649000000002 |
9900.0 |
¥2.31M |
止损触发 |
| 2023-11-22 |
黄金分割买点 |
买入 |
244.18393999999998 |
9400.0 |
¥2.30M |
|
| 2023-11-28 |
跌破0.618止损 |
卖出 |
237.74202 |
9400.0 |
¥2.23M |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
226.73650999999995 |
9900.0 |
¥2.25M |
|
| 2024-03-06 |
重回前高 |
卖出 |
241.45829999999998 |
9900.0 |
¥2.39M |
|
| 2024-05-27 |
黄金分割买点 |
买入 |
252.13188 |
9500.0 |
¥2.40M |
|
| 2024-05-31 |
跌破0.618止损 |
卖出 |
243.756 |
9500.0 |
¥2.31M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
199.64944999999997 |
11600.0 |
¥2.32M |
|
| 2024-12-25 |
跌破0.618止损 |
卖出 |
189.80001000000004 |
11600.0 |
¥2.20M |
止损触发 |
| 2025-02-24 |
黄金分割买点 |
买入 |
192.39219999999997 |
11400.0 |
¥2.19M |
|
| 2025-03-12 |
重回前高 |
卖出 |
216.783 |
11400.0 |
¥2.47M |
|
| 2025-04-30 |
黄金分割买点 |
买入 |
203.19298999999998 |
12200.0 |
¥2.48M |
|
| 2025-05-20 |
跌破0.618止损 |
卖出 |
199.46034 |
12200.0 |
¥2.43M |
止损触发 |
| 2025-08-12 |
黄金分割买点 |
买入 |
186.41622999999996 |
13000.0 |
¥2.42M |
|
| 2025-08-26 |
重回前高 |
卖出 |
203.42637 |
13000.0 |
¥2.64M |
|
| 2025-09-23 |
黄金分割买点 |
买入 |
195.19499999999996 |
13500.0 |
¥2.64M |
|
| 2025-10-14 |
跌破0.618止损 |
卖出 |
187.3125 |
13500.0 |
¥2.53M |
止损触发 |
| 2025-10-20 |
黄金分割买点 |
买入 |
196.10590999999997 |
12900.0 |
¥2.53M |
|
| 2025-10-22 |
跌破0.618止损 |
卖出 |
189.69012 |
12900.0 |
¥2.45M |
止损触发 |
| 2025-11-11 |
黄金分割买点 |
买入 |
197.6975 |
12300.0 |
¥2.43M |
|
| 2025-11-21 |
跌破0.618止损 |
卖出 |
193.806 |
12300.0 |
¥2.38M |
止损触发 |
| 2026-07-29 |
黄金分割买点 |
买入 |
127.12699999999998 |
19000.0 |
¥2.42M |
|
| 2026-09-14 |
跌破0.618止损 |
卖出 |
114.07581 |
19000.0 |
¥2.17M |
止损触发 |