600845 宝信软件 — 斐波那契回调 回测明细
数据区间: 2015-01-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.26M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +26.03%）
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 50 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 |
2015-04-20 |
2015-06-02 |
53.49947502899999 |
83.55 |
¥55.2万 |
+56.12% |
重回前高 |
| 2 |
2015-12-03 |
2015-12-31 |
60.47853811999999 |
58.02192 |
¥-6.3万 |
-4.09% |
跌破0.618止损 |
| 3 |
2016-04-06 |
2016-04-22 |
42.064625602999996 |
36.753209999999996 |
¥-18.5万 |
-12.65% |
跌破0.618止损 |
| 4 |
2016-05-09 |
2016-05-10 |
20.526656149999997 |
19.4805 |
¥-3.3万 |
-5.13% |
跌破0.618止损 |
| 5 |
2016-08-03 |
2016-09-23 |
22.038619602999997 |
23.186790000000002 |
¥6.5万 |
+5.18% |
跌破0.618止损 |
| 6 |
2017-02-20 |
2017-03-23 |
19.485303838 |
17.96202 |
¥-10.5万 |
-7.85% |
跌破0.618止损 |
| 7 |
2017-06-15 |
2017-07-18 |
17.072170115 |
15.084900000000001 |
¥-14.3万 |
-11.67% |
跌破0.618止损 |
| 8 |
2017-07-28 |
2017-08-03 |
16.364908 |
15.80418 |
¥-3.7万 |
-3.46% |
跌破0.618止损 |
| 9 |
2017-08-10 |
2017-09-07 |
16.381272908 |
17.982 |
¥10.2万 |
+9.74% |
重回前高 |
| 10 |
2017-09-18 |
2017-11-22 |
16.831858043 |
17.30268 |
¥3.2万 |
+2.77% |
跌破0.618止损 |
| 11 |
2017-12-18 |
2018-02-13 |
17.883223358 |
21.3786 |
¥23.1万 |
+19.51% |
重回前高 |
| 12 |
2018-03-26 |
2018-04-17 |
23.029906899999997 |
30.84912 |
¥47.3万 |
+33.91% |
重回前高 |
| 13 |
2018-05-17 |
2018-05-25 |
27.115212124 |
25.7742 |
¥-9.2万 |
-4.97% |
跌破0.618止损 |
| 14 |
2018-07-10 |
2018-07-12 |
26.834848039999997 |
25.41456 |
¥-9.5万 |
-5.32% |
跌破0.618止损 |
| 15 |
2018-07-27 |
2018-08-03 |
26.995056087999995 |
24.16581 |
¥-17.7万 |
-10.51% |
跌破0.618止损 |
| 16 |
2018-08-13 |
2018-08-20 |
25.943690772999997 |
23.25672 |
¥-15.6万 |
-10.38% |
跌破0.618止损 |
| 17 |
2018-08-28 |
2018-09-11 |
25.713391704 |
23.766209999999997 |
¥-10.4万 |
-7.60% |
跌破0.618止损 |
| 18 |
2018-11-05 |
2018-11-28 |
22.679451795 |
20.849130000000002 |
¥-10.1万 |
-8.10% |
跌破0.618止损 |
| 19 |
2018-12-13 |
2019-01-25 |
21.547982455999996 |
25.35462 |
¥20.4万 |
+17.63% |
重回前高 |
| 20 |
2019-05-07 |
2019-05-10 |
31.090374315 |
30.429539999999996 |
¥-2.9万 |
-2.15% |
跌破0.618止损 |
| 21 |
2019-05-13 |
2019-05-21 |
31.24056936 |
30.44952 |
¥-3.3万 |
-2.56% |
跌破0.618止损 |
| 22 |
2019-06-12 |
2019-06-25 |
33.213130951 |
36.1638 |
¥11.5万 |
+8.85% |
重回前高 |
| 23 |
2019-08-29 |
2019-10-11 |
33.213130951 |
38.361599999999996 |
¥21.9万 |
+15.47% |
重回前高 |
| 24 |
2019-11-13 |
2019-12-03 |
33.713781100999995 |
33.85611 |
¥6,424 |
+0.39% |
跌破0.618止损 |
| 25 |
2019-12-10 |
2019-12-23 |
34.94538046999999 |
32.79717 |
¥-10.0万 |
-6.18% |
跌破0.618止损 |
| 26 |
2020-01-15 |
2020-01-17 |
34.184392241999994 |
37.41255 |
¥14.4万 |
+9.41% |
重回前高 |
| 27 |
2020-03-26 |
2020-03-31 |
44.0572132 |
39.46 |
¥-17.3万 |
-10.46% |
跌破0.618止损 |
| 28 |
2020-04-15 |
2020-05-14 |
45.108578515 |
54.815129999999996 |
¥32.1万 |
+21.48% |
重回前高 |
| 29 |
2020-08-13 |
2020-10-15 |
67.177237127 |
68.8311 |
¥4.5万 |
+2.43% |
跌破0.618止损 |
| 30 |
2021-01-22 |
2021-01-25 |
66.15591082099999 |
62.30763 |
¥-10.9万 |
-5.85% |
跌破0.618止损 |
| 31 |
2021-01-26 |
2021-02-23 |
64.754090401 |
61.72821 |
¥-8.3万 |
-4.70% |
跌破0.618止损 |
| 32 |
2021-04-19 |
2021-05-25 |
61.93042355499999 |
65.92401 |
¥10.8万 |
+6.42% |
重回前高 |
| 33 |
2021-07-06 |
2021-07-12 |
58.26566445699999 |
55.85409 |
¥-7.5万 |
-4.17% |
跌破0.618止损 |
| 34 |
2021-07-14 |
2021-07-30 |
58.32574247499999 |
70.929 |
¥36.6万 |
+21.57% |
重回前高 |
| 35 |
2021-09-28 |
2021-11-25 |
66.50636592599999 |
67.90203 |
¥4.3万 |
+2.07% |
跌破0.618止损 |
| 36 |
2022-05-06 |
2022-06-06 |
48.02236238799999 |
52.35758999999999 |
¥18.8万 |
+8.99% |
重回前高 |
| 37 |
2022-10-25 |
2022-11-02 |
39.040698697 |
42.37758 |
¥19.7万 |
+8.51% |
重回前高 |
| 38 |
2022-11-28 |
2023-01-03 |
39.841738936999995 |
44.73522 |
¥30.2万 |
+12.25% |
重回前高 |
| 39 |
2023-04-24 |
2023-05-12 |
55.922621754999994 |
52.37756999999999 |
¥-17.9万 |
-6.37% |
跌破0.618止损 |
| 40 |
2023-06-20 |
2023-06-29 |
54.0702162 |
49.989959999999996 |
¥-19.7万 |
-7.57% |
跌破0.618止损 |
| 41 |
2023-07-12 |
2023-07-28 |
52.488161725999994 |
48.60134999999999 |
¥-18.1万 |
-7.43% |
跌破0.618止损 |
| 42 |
2023-08-09 |
2023-08-24 |
50.715210000000006 |
47.952 |
¥-12.3万 |
-5.48% |
跌破0.618止损 |
| 43 |
2024-01-09 |
2024-01-16 |
45.85955373999999 |
44.19576 |
¥-7.8万 |
-3.66% |
跌破0.618止损 |
| 44 |
2024-02-20 |
2024-03-19 |
43.363005 |
41.02893 |
¥-11.0万 |
-5.41% |
跌破0.618止损 |
| 45 |
2025-03-10 |
2025-03-24 |
34.0102 |
30.12984 |
¥-22.2万 |
-11.44% |
跌破0.618止损 |
| 46 |
2025-07-29 |
2025-09-04 |
25.483092635 |
23.826150000000002 |
¥-11.2万 |
-6.53% |
跌破0.618止损 |
| 47 |
2026-01-21 |
2026-03-18 |
23.310270984 |
21.71 |
¥-11.0万 |
-6.89% |
跌破0.618止损 |
| 48 |
2026-03-19 |
2026-03-23 |
22.829646839999995 |
21.16881 |
¥-10.8万 |
-7.30% |
跌破0.618止损 |
| 49 |
2026-04-17 |
2026-05-26 |
23.350322996 |
21.798180000000002 |
¥-9.2万 |
-6.68% |
跌破0.618止损 |
| 50 |
2026-10-27 |
2026-10-28 |
18.123535429999997 |
17.51247 |
¥-4.4万 |
-3.40% |
跌破0.618止损 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-20 |
黄金分割买点 |
买入 |
53.48342999999999 |
18400.0 |
¥98.4万 |
|
| 2015-06-02 |
重回前高 |
卖出 |
83.55 |
18400.0 |
¥1.54M |
|
| 2015-12-03 |
黄金分割买点 |
买入 |
60.46039999999999 |
25300.0 |
¥1.53M |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
58.02192 |
25300.0 |
¥1.47M |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
42.052009999999996 |
34800.0 |
¥1.46M |
|
| 2016-04-22 |
跌破0.618止损 |
卖出 |
36.753209999999996 |
34800.0 |
¥1.28M |
止损触发 |
| 2016-05-09 |
黄金分割买点 |
买入 |
20.5205 |
31800.0 |
¥65.3万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
19.4805 |
31800.0 |
¥61.9万 |
止损触发 |
| 2016-08-03 |
黄金分割买点 |
买入 |
22.03201 |
57300.0 |
¥1.26M |
|
| 2016-09-23 |
跌破0.618止损 |
卖出 |
23.186790000000002 |
57300.0 |
¥1.33M |
止损触发 |
| 2017-02-20 |
黄金分割买点 |
买入 |
19.47946 |
68400.0 |
¥1.33M |
|
| 2017-03-23 |
跌破0.618止损 |
卖出 |
17.96202 |
68400.0 |
¥1.23M |
止损触发 |
| 2017-06-15 |
黄金分割买点 |
买入 |
17.06705 |
71800.0 |
¥1.23M |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
15.084900000000001 |
71800.0 |
¥1.08M |
止损触发 |
| 2017-07-28 |
黄金分割买点 |
买入 |
16.36 |
66300.0 |
¥1.08M |
|
| 2017-08-03 |
跌破0.618止损 |
卖出 |
15.80418 |
66300.0 |
¥1.05M |
止损触发 |
| 2017-08-10 |
黄金分割买点 |
买入 |
16.37636 |
64000.0 |
¥1.05M |
|
| 2017-09-07 |
重回前高 |
卖出 |
17.982 |
64000.0 |
¥1.15M |
|
| 2017-09-18 |
黄金分割买点 |
买入 |
16.82681 |
68100.0 |
¥1.15M |
|
| 2017-11-22 |
跌破0.618止损 |
卖出 |
17.30268 |
68100.0 |
¥1.18M |
止损触发 |
| 2017-12-18 |
黄金分割买点 |
买入 |
17.87786 |
66100.0 |
¥1.18M |
|
| 2018-02-13 |
重回前高 |
卖出 |
21.3786 |
66100.0 |
¥1.41M |
|
| 2018-03-26 |
黄金分割买点 |
买入 |
23.022999999999996 |
60500.0 |
¥1.39M |
|
| 2018-04-17 |
重回前高 |
卖出 |
30.84912 |
60500.0 |
¥1.87M |
|
| 2018-05-17 |
黄金分割买点 |
买入 |
27.107079999999996 |
68500.0 |
¥1.86M |
|
| 2018-05-25 |
跌破0.618止损 |
卖出 |
25.7742 |
68500.0 |
¥1.77M |
止损触发 |
| 2018-07-10 |
黄金分割买点 |
买入 |
26.8268 |
66300.0 |
¥1.78M |
|
| 2018-07-12 |
跌破0.618止损 |
卖出 |
25.41456 |
66300.0 |
¥1.68M |
止损触发 |
| 2018-07-27 |
黄金分割买点 |
买入 |
26.986959999999996 |
62500.0 |
¥1.69M |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
24.16581 |
62500.0 |
¥1.51M |
止损触发 |
| 2018-08-13 |
黄金分割买点 |
买入 |
25.935909999999996 |
57900.0 |
¥1.50M |
|
| 2018-08-20 |
跌破0.618止损 |
卖出 |
23.25672 |
57900.0 |
¥1.35M |
止损触发 |
| 2018-08-28 |
黄金分割买点 |
买入 |
25.705679999999997 |
53100.0 |
¥1.37M |
|
| 2018-09-11 |
跌破0.618止损 |
卖出 |
23.766209999999997 |
53100.0 |
¥1.26M |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
22.672649999999997 |
55100.0 |
¥1.25M |
|
| 2018-11-28 |
跌破0.618止损 |
卖出 |
20.849130000000002 |
55100.0 |
¥1.15M |
止损触发 |
| 2018-12-13 |
黄金分割买点 |
买入 |
21.54152 |
53800.0 |
¥1.16M |
|
| 2019-01-25 |
重回前高 |
卖出 |
25.35462 |
53800.0 |
¥1.36M |
|
| 2019-05-07 |
黄金分割买点 |
买入 |
31.081049999999998 |
43900.0 |
¥1.36M |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
30.429539999999996 |
43900.0 |
¥1.34M |
止损触发 |
| 2019-05-13 |
黄金分割买点 |
买入 |
31.231199999999994 |
41700.0 |
¥1.30M |
|
| 2019-05-21 |
跌破0.618止损 |
卖出 |
30.44952 |
41700.0 |
¥1.27M |
止损触发 |
| 2019-06-12 |
黄金分割买点 |
买入 |
33.20317 |
39100.0 |
¥1.30M |
|
| 2019-06-25 |
重回前高 |
卖出 |
36.1638 |
39100.0 |
¥1.41M |
|
| 2019-08-29 |
黄金分割买点 |
买入 |
33.20317 |
42600.0 |
¥1.41M |
|
| 2019-10-11 |
重回前高 |
卖出 |
38.361599999999996 |
42600.0 |
¥1.63M |
|
| 2019-11-13 |
黄金分割买点 |
买入 |
33.703669999999995 |
48600.0 |
¥1.64M |
|
| 2019-12-03 |
跌破0.618止损 |
卖出 |
33.85611 |
48600.0 |
¥1.64M |
止损触发 |
| 2019-12-10 |
黄金分割买点 |
买入 |
34.93489999999999 |
46500.0 |
¥1.62M |
|
| 2019-12-23 |
跌破0.618止损 |
卖出 |
32.79717 |
46500.0 |
¥1.52M |
止损触发 |
| 2020-01-15 |
黄金分割买点 |
买入 |
34.174139999999994 |
44900.0 |
¥1.53M |
|
| 2020-01-17 |
重回前高 |
卖出 |
37.41255 |
44900.0 |
¥1.68M |
|
| 2020-03-26 |
黄金分割买点 |
买入 |
44.044 |
37600.0 |
¥1.66M |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
39.46 |
37600.0 |
¥1.48M |
止损触发 |
| 2020-04-15 |
黄金分割买点 |
买入 |
45.09504999999999 |
33100.0 |
¥1.49M |
|
| 2020-05-14 |
重回前高 |
卖出 |
54.815129999999996 |
33100.0 |
¥1.81M |
|
| 2020-08-13 |
黄金分割买点 |
买入 |
67.15709 |
27300.0 |
¥1.83M |
|
| 2020-10-15 |
跌破0.618止损 |
卖出 |
68.8311 |
27300.0 |
¥1.88M |
止损触发 |
| 2021-01-22 |
黄金分割买点 |
买入 |
66.13606999999999 |
28300.0 |
¥1.87M |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
62.30763 |
28300.0 |
¥1.76M |
止损触发 |
| 2021-01-26 |
黄金分割买点 |
买入 |
64.73467 |
27200.0 |
¥1.76M |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
61.72821 |
27200.0 |
¥1.68M |
止损触发 |
| 2021-04-19 |
黄金分割买点 |
买入 |
61.911849999999994 |
27100.0 |
¥1.68M |
|
| 2021-05-25 |
重回前高 |
卖出 |
65.92401 |
27100.0 |
¥1.79M |
|
| 2021-07-06 |
黄金分割买点 |
买入 |
58.248189999999994 |
30700.0 |
¥1.79M |
|
| 2021-07-12 |
跌破0.618止损 |
卖出 |
55.85409 |
30700.0 |
¥1.71M |
止损触发 |
| 2021-07-14 |
黄金分割买点 |
买入 |
58.308249999999994 |
29100.0 |
¥1.70M |
|
| 2021-07-30 |
重回前高 |
卖出 |
70.929 |
29100.0 |
¥2.06M |
|
| 2021-09-28 |
黄金分割买点 |
买入 |
66.48642 |
31300.0 |
¥2.08M |
|
| 2021-11-25 |
跌破0.618止损 |
卖出 |
67.90203 |
31300.0 |
¥2.12M |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
48.00796 |
43500.0 |
¥2.09M |
|
| 2022-06-06 |
重回前高 |
卖出 |
52.35758999999999 |
43500.0 |
¥2.28M |
|
| 2022-10-25 |
黄金分割买点 |
买入 |
39.02899 |
59200.0 |
¥2.31M |
|
| 2022-11-02 |
重回前高 |
卖出 |
42.37758 |
59200.0 |
¥2.51M |
|
| 2022-11-28 |
黄金分割买点 |
买入 |
39.829789999999996 |
61800.0 |
¥2.46M |
|
| 2023-01-03 |
重回前高 |
卖出 |
44.73522 |
61800.0 |
¥2.76M |
|
| 2023-04-24 |
黄金分割买点 |
买入 |
55.90585 |
50300.0 |
¥2.81M |
|
| 2023-05-12 |
跌破0.618止损 |
卖出 |
52.37756999999999 |
50300.0 |
¥2.63M |
止损触发 |
| 2023-06-20 |
黄金分割买点 |
买入 |
54.053999999999995 |
48200.0 |
¥2.61M |
|
| 2023-06-29 |
跌破0.618止损 |
卖出 |
49.989959999999996 |
48200.0 |
¥2.41M |
止损触发 |
| 2023-07-12 |
黄金分割买点 |
买入 |
52.47241999999999 |
46400.0 |
¥2.44M |
|
| 2023-07-28 |
跌破0.618止损 |
卖出 |
48.60134999999999 |
46400.0 |
¥2.25M |
止损触发 |
| 2023-08-09 |
黄金分割买点 |
买入 |
50.7 |
44200.0 |
¥2.24M |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
47.952 |
44200.0 |
¥2.12M |
止损触发 |
| 2024-01-09 |
黄金分割买点 |
买入 |
45.84579999999999 |
46400.0 |
¥2.13M |
|
| 2024-01-16 |
跌破0.618止损 |
卖出 |
44.19576 |
46400.0 |
¥2.05M |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
43.35 |
46900.0 |
¥2.03M |
|
| 2024-03-19 |
跌破0.618止损 |
卖出 |
41.02893 |
46900.0 |
¥1.92M |
止损触发 |
| 2025-03-10 |
黄金分割买点 |
买入 |
34.0 |
57200.0 |
¥1.95M |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
30.12984 |
57200.0 |
¥1.72M |
止损触发 |
| 2025-07-29 |
黄金分割买点 |
买入 |
25.475449999999995 |
67200.0 |
¥1.71M |
|
| 2025-09-04 |
跌破0.618止损 |
卖出 |
23.826150000000002 |
67200.0 |
¥1.60M |
止损触发 |
| 2026-01-21 |
黄金分割买点 |
买入 |
23.303279999999997 |
68700.0 |
¥1.60M |
|
| 2026-03-18 |
跌破0.618止损 |
卖出 |
21.71 |
68700.0 |
¥1.49M |
止损触发 |
| 2026-03-19 |
黄金分割买点 |
买入 |
22.822799999999997 |
64800.0 |
¥1.48M |
|
| 2026-03-23 |
跌破0.618止损 |
卖出 |
21.16881 |
64800.0 |
¥1.37M |
止损触发 |
| 2026-04-17 |
黄金分割买点 |
买入 |
23.34332 |
59300.0 |
¥1.38M |
|
| 2026-05-26 |
跌破0.618止损 |
卖出 |
21.798180000000002 |
59300.0 |
¥1.29M |
止损触发 |
| 2026-10-27 |
黄金分割买点 |
买入 |
18.1181 |
71200.0 |
¥1.29M |
|
| 2026-10-28 |
跌破0.618止损 |
卖出 |
17.51247 |
71200.0 |
¥1.25M |
止损触发 |