600887 伊利股份 — 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: ¥41.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -58.91%）
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 39 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 |
2015-10-20 |
2015-10-22 |
16.404919999999997 |
15.444540000000002 |
¥-5.8万 |
-5.88% |
跌破0.618止损 |
| 2 |
2015-11-02 |
2015-11-03 |
15.349933598999998 |
15.264719999999999 |
¥-5,289 |
-0.58% |
跌破0.618止损 |
| 3 |
2015-11-09 |
2015-11-30 |
16.0208048 |
14.90508 |
¥-6.5万 |
-6.99% |
跌破0.618止损 |
| 4 |
2015-12-25 |
2016-01-05 |
17.112222127 |
14.91 |
¥-11.1万 |
-12.90% |
跌破0.618止损 |
| 5 |
2016-04-05 |
2016-06-06 |
14.468789334999997 |
16.32366 |
¥9.7万 |
+12.79% |
重回前高 |
| 6 |
2016-10-26 |
2016-12-16 |
17.482703238000003 |
17.45253 |
¥-1,728 |
-0.20% |
跌破0.618止损 |
| 7 |
2017-11-30 |
2017-12-21 |
28.737318609999996 |
33.126839999999994 |
¥13.0万 |
+15.24% |
重回前高 |
| 8 |
2018-02-14 |
2018-03-08 |
32.24186966 |
29.97999 |
¥-6.9万 |
-7.04% |
跌破0.618止损 |
| 9 |
2018-06-20 |
2018-06-29 |
28.286733475 |
27.19278 |
¥-3.6万 |
-3.90% |
跌破0.618止损 |
| 10 |
2018-07-16 |
2018-07-20 |
28.53705855 |
27.1728 |
¥-4.2万 |
-4.81% |
跌破0.618止损 |
| 11 |
2018-10-08 |
2018-10-09 |
25.017503 |
24.2757 |
¥-2.4万 |
-2.99% |
跌破0.618止损 |
| 12 |
2018-10-24 |
2018-10-25 |
25.663326688999994 |
23.02695 |
¥-8.4万 |
-10.30% |
跌破0.618止损 |
| 13 |
2018-11-22 |
2018-12-11 |
24.041220202999998 |
22.53744 |
¥-4.6万 |
-6.28% |
跌破0.618止损 |
| 14 |
2019-01-16 |
2019-01-22 |
24.041220202999998 |
24.625349999999997 |
¥1.6万 |
+2.40% |
重回前高 |
| 15 |
2019-07-18 |
2019-08-05 |
32.489743999999995 |
30.71925 |
¥-3.8万 |
-5.48% |
跌破0.618止损 |
| 16 |
2020-02-10 |
2020-02-14 |
30.389464104999995 |
29.570400000000003 |
¥-1.8万 |
-2.72% |
跌破0.618止损 |
| 17 |
2020-02-21 |
2020-02-25 |
30.959284999999998 |
29.4705 |
¥-3.1万 |
-4.84% |
跌破0.618止损 |
| 18 |
2020-03-06 |
2020-03-10 |
30.639789179999998 |
28.9 |
¥-3.4万 |
-5.71% |
跌破0.618止损 |
| 19 |
2020-04-15 |
2020-04-29 |
30.629776176999997 |
30.1698 |
¥-8,865 |
-1.53% |
重回前高 |
| 20 |
2020-04-30 |
2020-05-18 |
29.328085786999996 |
28.451520000000002 |
¥-1.7万 |
-3.02% |
跌破0.618止损 |
| 21 |
2020-06-11 |
2020-06-16 |
29.538358849999995 |
28.88109 |
¥-1.2万 |
-2.25% |
跌破0.618止损 |
| 22 |
2020-09-25 |
2020-10-30 |
37.84915133999999 |
40.94901 |
¥4.4万 |
+8.16% |
重回前高 |
| 23 |
2020-11-02 |
2020-11-03 |
38.740308606999996 |
38.04192 |
¥-1.0万 |
-1.83% |
跌破0.618止损 |
| 24 |
2020-11-10 |
2020-11-26 |
39.521853 |
37.672290000000004 |
¥-2.7万 |
-4.71% |
跌破0.618止损 |
| 25 |
2020-12-18 |
2020-12-28 |
41.063325303 |
40.329629999999995 |
¥-9,844 |
-1.82% |
跌破0.618止损 |
| 26 |
2021-01-20 |
2021-03-03 |
46.189982839 |
42.957 |
¥-3.8万 |
-7.03% |
跌破0.618止损 |
| 27 |
2021-05-27 |
2021-06-08 |
41.103377314999996 |
37.672290000000004 |
¥-4.2万 |
-8.37% |
跌破0.618止损 |
| 28 |
2021-08-11 |
2021-08-18 |
36.210860000000004 |
33.99597 |
¥-2.8万 |
-6.14% |
跌破0.618止损 |
| 29 |
2021-09-02 |
2021-10-11 |
36.427304914 |
39.62034 |
¥3.8万 |
+8.73% |
重回前高 |
| 30 |
2021-11-29 |
2022-01-07 |
38.990633681999995 |
39.8 |
¥9,489 |
+2.05% |
跌破0.618止损 |
| 31 |
2022-01-11 |
2022-01-12 |
40.692844192 |
39.78018 |
¥-1.1万 |
-2.27% |
跌破0.618止损 |
| 32 |
2022-02-22 |
2022-02-25 |
40.782961219 |
39.62034 |
¥-1.3万 |
-2.88% |
跌破0.618止损 |
| 33 |
2022-04-15 |
2022-04-26 |
38.379840499 |
37.29267 |
¥-1.3万 |
-2.86% |
跌破0.618止损 |
| 34 |
2022-05-06 |
2022-05-17 |
38.34980148999998 |
37.162800000000004 |
¥-1.4万 |
-3.12% |
跌破0.618止损 |
| 35 |
2023-02-07 |
2023-03-01 |
31.170478339 |
30.499470000000002 |
¥-9,250 |
-2.18% |
跌破0.618止损 |
| 36 |
2023-05-05 |
2023-06-29 |
30.039008999999993 |
28.52145 |
¥-2.1万 |
-5.08% |
跌破0.618止损 |
| 37 |
2024-10-11 |
2025-01-21 |
27.665927288999995 |
27.802169999999997 |
¥1,829 |
+0.46% |
跌破0.618止损 |
| 38 |
2026-07-20 |
2026-08-18 |
26.053833805999993 |
25.234740000000002 |
¥-1.3万 |
-3.17% |
跌破0.618止损 |
| 39 |
2026-08-25 |
2026-10-12 |
25.973729782000003 |
27.66 |
¥2.5万 |
+6.46% |
重回前高 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-20 |
黄金分割买点 |
买入 |
16.4 |
60400.0 |
¥99.1万 |
|
| 2015-10-22 |
跌破0.618止损 |
卖出 |
15.444540000000002 |
60400.0 |
¥93.3万 |
止损触发 |
| 2015-11-02 |
黄金分割买点 |
买入 |
15.345329999999999 |
58900.0 |
¥90.4万 |
|
| 2015-11-03 |
跌破0.618止损 |
卖出 |
15.264719999999999 |
58900.0 |
¥89.9万 |
止损触发 |
| 2015-11-09 |
黄金分割买点 |
买入 |
16.016 |
58200.0 |
¥93.2万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
14.90508 |
58200.0 |
¥86.7万 |
止损触发 |
| 2015-12-25 |
黄金分割买点 |
买入 |
17.10709 |
50500.0 |
¥86.4万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
14.91 |
50500.0 |
¥75.3万 |
止损触发 |
| 2016-04-05 |
黄金分割买点 |
买入 |
14.464449999999998 |
52300.0 |
¥75.7万 |
|
| 2016-06-06 |
重回前高 |
卖出 |
16.32366 |
52300.0 |
¥85.3万 |
|
| 2016-10-26 |
黄金分割买点 |
买入 |
17.47746 |
48800.0 |
¥85.3万 |
|
| 2016-12-16 |
跌破0.618止损 |
卖出 |
17.45253 |
48800.0 |
¥85.1万 |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
28.728699999999996 |
29600.0 |
¥85.1万 |
|
| 2017-12-21 |
重回前高 |
卖出 |
33.126839999999994 |
29600.0 |
¥98.0万 |
|
| 2018-02-14 |
黄金分割买点 |
买入 |
32.2322 |
30300.0 |
¥97.7万 |
|
| 2018-03-08 |
跌破0.618止损 |
卖出 |
29.97999 |
30300.0 |
¥90.8万 |
止损触发 |
| 2018-06-20 |
黄金分割买点 |
买入 |
28.278249999999996 |
32300.0 |
¥91.4万 |
|
| 2018-06-29 |
跌破0.618止损 |
卖出 |
27.19278 |
32300.0 |
¥87.8万 |
止损触发 |
| 2018-07-16 |
黄金分割买点 |
买入 |
28.528499999999998 |
30700.0 |
¥87.6万 |
|
| 2018-07-20 |
跌破0.618止损 |
卖出 |
27.1728 |
30700.0 |
¥83.4万 |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
25.01 |
32500.0 |
¥81.3万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
24.2757 |
32500.0 |
¥78.9万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
25.655629999999995 |
31600.0 |
¥81.1万 |
|
| 2018-10-25 |
跌破0.618止损 |
卖出 |
23.02695 |
31600.0 |
¥72.7万 |
止损触发 |
| 2018-11-22 |
黄金分割买点 |
买入 |
24.03401 |
30300.0 |
¥72.8万 |
|
| 2018-12-11 |
跌破0.618止损 |
卖出 |
22.53744 |
30300.0 |
¥68.3万 |
止损触发 |
| 2019-01-16 |
黄金分割买点 |
买入 |
24.03401 |
28200.0 |
¥67.8万 |
|
| 2019-01-22 |
重回前高 |
卖出 |
24.625349999999997 |
28200.0 |
¥69.4万 |
|
| 2019-07-18 |
黄金分割买点 |
买入 |
32.48 |
21400.0 |
¥69.5万 |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
30.71925 |
21400.0 |
¥65.7万 |
止损触发 |
| 2020-02-10 |
黄金分割买点 |
买入 |
30.380349999999993 |
21400.0 |
¥65.0万 |
|
| 2020-02-14 |
跌破0.618止损 |
卖出 |
29.570400000000003 |
21400.0 |
¥63.3万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
30.95 |
20600.0 |
¥63.8万 |
|
| 2020-02-25 |
跌破0.618止损 |
卖出 |
29.4705 |
20600.0 |
¥60.7万 |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
30.630599999999998 |
19700.0 |
¥60.4万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
28.9 |
19700.0 |
¥56.9万 |
止损触发 |
| 2020-04-15 |
黄金分割买点 |
买入 |
30.620589999999996 |
18900.0 |
¥57.9万 |
|
| 2020-04-29 |
重回前高 |
卖出 |
30.1698 |
18900.0 |
¥57.0万 |
|
| 2020-04-30 |
黄金分割买点 |
买入 |
29.319289999999995 |
19400.0 |
¥56.9万 |
|
| 2020-05-18 |
跌破0.618止损 |
卖出 |
28.451520000000002 |
19400.0 |
¥55.2万 |
止损触发 |
| 2020-06-11 |
黄金分割买点 |
买入 |
29.529499999999995 |
18700.0 |
¥55.2万 |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
28.88109 |
18700.0 |
¥54.0万 |
止损触发 |
| 2020-09-25 |
黄金分割买点 |
买入 |
37.837799999999994 |
14200.0 |
¥53.7万 |
|
| 2020-10-30 |
重回前高 |
卖出 |
40.94901 |
14200.0 |
¥58.1万 |
|
| 2020-11-02 |
黄金分割买点 |
买入 |
38.72869 |
14600.0 |
¥56.6万 |
|
| 2020-11-03 |
跌破0.618止损 |
卖出 |
38.04192 |
14600.0 |
¥55.5万 |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
39.51 |
14400.0 |
¥56.9万 |
|
| 2020-11-26 |
跌破0.618止损 |
卖出 |
37.672290000000004 |
14400.0 |
¥54.2万 |
止损触发 |
| 2020-12-18 |
黄金分割买点 |
买入 |
41.05101 |
13200.0 |
¥54.2万 |
|
| 2020-12-28 |
跌破0.618止损 |
卖出 |
40.329629999999995 |
13200.0 |
¥53.2万 |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
46.17613 |
11600.0 |
¥53.6万 |
|
| 2021-03-03 |
跌破0.618止损 |
卖出 |
42.957 |
11600.0 |
¥49.8万 |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
41.091049999999996 |
12100.0 |
¥49.7万 |
|
| 2021-06-08 |
跌破0.618止损 |
卖出 |
37.672290000000004 |
12100.0 |
¥45.6万 |
止损触发 |
| 2021-08-11 |
黄金分割买点 |
买入 |
36.2 |
12600.0 |
¥45.6万 |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
33.99597 |
12600.0 |
¥42.8万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
36.41638 |
11800.0 |
¥43.0万 |
|
| 2021-10-11 |
重回前高 |
卖出 |
39.62034 |
11800.0 |
¥46.7万 |
|
| 2021-11-29 |
黄金分割买点 |
买入 |
38.978939999999994 |
11900.0 |
¥46.4万 |
|
| 2022-01-07 |
跌破0.618止损 |
卖出 |
39.8 |
11900.0 |
¥47.3万 |
止损触发 |
| 2022-01-11 |
黄金分割买点 |
买入 |
40.68064 |
11500.0 |
¥46.8万 |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
39.78018 |
11500.0 |
¥45.7万 |
止损触发 |
| 2022-02-22 |
黄金分割买点 |
买入 |
40.77072999999999 |
11300.0 |
¥46.1万 |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
39.62034 |
11300.0 |
¥44.8万 |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
38.36832999999999 |
11600.0 |
¥44.5万 |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
37.29267 |
11600.0 |
¥43.2万 |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
38.33829999999999 |
11300.0 |
¥43.3万 |
|
| 2022-05-17 |
跌破0.618止损 |
卖出 |
37.162800000000004 |
11300.0 |
¥42.0万 |
止损触发 |
| 2023-02-07 |
黄金分割买点 |
买入 |
31.161129999999996 |
13600.0 |
¥42.4万 |
|
| 2023-03-01 |
跌破0.618止损 |
卖出 |
30.499470000000002 |
13600.0 |
¥41.5万 |
止损触发 |
| 2023-05-05 |
黄金分割买点 |
买入 |
30.029999999999998 |
13900.0 |
¥41.8万 |
|
| 2023-06-29 |
跌破0.618止损 |
卖出 |
28.52145 |
13900.0 |
¥39.6万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
27.657629999999994 |
14300.0 |
¥39.6万 |
|
| 2025-01-21 |
跌破0.618止损 |
卖出 |
27.802169999999997 |
14300.0 |
¥39.7万 |
止损触发 |
| 2026-07-20 |
黄金分割买点 |
买入 |
26.046019999999995 |
15200.0 |
¥39.6万 |
|
| 2026-08-18 |
跌破0.618止损 |
卖出 |
25.234740000000002 |
15200.0 |
¥38.3万 |
止损触发 |
| 2026-08-25 |
黄金分割买点 |
买入 |
25.96594 |
14800.0 |
¥38.4万 |
|
| 2026-10-12 |
重回前高 |
卖出 |
27.66 |
14800.0 |
¥40.9万 |
|