603019 中科曙光 — 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: ¥61.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -38.17%）
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 49 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 |
2015-06-10 |
2015-06-29 |
125.833408701 |
95.904 |
¥-23.7万 |
-23.81% |
跌破0.618止损 |
| 2 |
2015-10-16 |
2016-01-05 |
73.154999918 |
74.75516999999999 |
¥1.6万 |
+2.16% |
跌破0.618止损 |
| 3 |
2016-07-29 |
2016-08-02 |
36.797786025 |
35.19477 |
¥-3.4万 |
-4.38% |
跌破0.618止损 |
| 4 |
2017-03-07 |
2017-03-15 |
26.644600982999993 |
27.7722 |
¥3.1万 |
+4.20% |
重回前高 |
| 5 |
2017-04-19 |
2017-04-25 |
28.256694465999995 |
25.5744 |
¥-7.3万 |
-9.52% |
跌破0.618止损 |
| 6 |
2017-05-04 |
2017-05-08 |
28.036408400000003 |
26.23374 |
¥-4.4万 |
-6.46% |
跌破0.618止损 |
| 7 |
2017-06-02 |
2017-06-23 |
28.486993534999996 |
26.88309 |
¥-3.6万 |
-5.66% |
跌破0.618止损 |
| 8 |
2017-06-30 |
2017-07-17 |
28.256694465999992 |
25.8741 |
¥-5.2万 |
-8.46% |
跌破0.618止损 |
| 9 |
2017-08-25 |
2017-09-19 |
27.936278369999997 |
35.32464 |
¥15.0万 |
+26.41% |
重回前高 |
| 10 |
2017-11-28 |
2017-12-19 |
43.25617296 |
39.979980000000005 |
¥-5.5万 |
-7.60% |
跌破0.618止损 |
| 11 |
2018-02-28 |
2018-03-06 |
41.183481339 |
49.94001 |
¥13.9万 |
+21.23% |
重回前高 |
| 12 |
2018-05-15 |
2018-05-28 |
49.203896742 |
46.953 |
¥-3.7万 |
-4.60% |
跌破0.618止损 |
| 13 |
2018-07-17 |
2018-09-17 |
50.86605523999999 |
44.60535 |
¥-9.5万 |
-12.33% |
跌破0.618止损 |
| 14 |
2019-02-12 |
2019-02-25 |
41.25357235999999 |
45.59 |
¥7.0万 |
+10.48% |
重回前高 |
| 15 |
2019-09-03 |
2019-10-21 |
36.657603982999994 |
33.966 |
¥-5.5万 |
-7.37% |
跌破0.618止损 |
| 16 |
2019-10-29 |
2019-10-31 |
35.260575 |
33.68628 |
¥-3.1万 |
-4.49% |
跌破0.618止损 |
| 17 |
2019-12-17 |
2019-12-24 |
36.751022 |
34.09 |
¥-4.8万 |
-7.27% |
跌破0.618止损 |
| 18 |
2020-02-05 |
2020-02-10 |
39.85175193999999 |
47.92203 |
¥12.3万 |
+20.21% |
重回前高 |
| 19 |
2020-03-11 |
2020-05-11 |
45.619241667999994 |
41.78817 |
¥-6.2万 |
-8.43% |
跌破0.618止损 |
| 20 |
2020-07-21 |
2020-07-27 |
46.29011286899999 |
42.37758 |
¥-5.7万 |
-8.48% |
跌破0.618止损 |
| 21 |
2020-08-04 |
2020-09-07 |
46.804037 |
42.82713 |
¥-5.2万 |
-8.52% |
跌破0.618止损 |
| 22 |
2021-01-13 |
2021-01-25 |
35.54616065 |
33.65631 |
¥-3.0万 |
-5.35% |
跌破0.618止损 |
| 23 |
2021-06-02 |
2021-07-05 |
27.758324999999996 |
26.55342 |
¥-2.3万 |
-4.37% |
跌破0.618止损 |
| 24 |
2021-08-16 |
2021-09-01 |
30.039008999999997 |
28.231740000000002 |
¥-3.1万 |
-6.04% |
跌破0.618止损 |
| 25 |
2022-01-27 |
2022-01-28 |
30.239269059999994 |
29.04093 |
¥-1.9万 |
-3.99% |
跌破0.618止损 |
| 26 |
2022-02-08 |
2022-03-28 |
29.888813954999996 |
29.52045 |
¥-5,734 |
-1.26% |
跌破0.618止损 |
| 27 |
2022-06-09 |
2022-08-08 |
28.366837498999995 |
34.565400000000004 |
¥9.9万 |
+21.81% |
重回前高 |
| 28 |
2022-08-15 |
2022-08-23 |
29.518332844 |
28.171799999999998 |
¥-2.5万 |
-4.59% |
跌破0.618止损 |
| 29 |
2022-11-18 |
2022-11-28 |
25.593235668 |
22.7772 |
¥-5.8万 |
-11.03% |
跌破0.618止损 |
| 30 |
2022-12-06 |
2022-12-20 |
24.251493265999994 |
22.557419999999997 |
¥-3.3万 |
-7.01% |
跌破0.618止损 |
| 31 |
2023-01-31 |
2023-02-16 |
24.261506268999998 |
30.779190000000003 |
¥11.7万 |
+26.83% |
重回前高 |
| 32 |
2023-02-20 |
2023-03-01 |
27.91625236399999 |
31.977989999999995 |
¥8.0万 |
+14.52% |
重回前高 |
| 33 |
2023-05-12 |
2023-06-20 |
46.540437944 |
59.430510000000005 |
¥17.5万 |
+27.66% |
重回前高 |
| 34 |
2023-06-27 |
2023-07-13 |
49.193883739 |
45.12483 |
¥-6.7万 |
-8.30% |
跌破0.618止损 |
| 35 |
2023-11-09 |
2023-12-01 |
40.30233707499999 |
36.92304 |
¥-6.2万 |
-8.41% |
跌破0.618止损 |
| 36 |
2023-12-06 |
2023-12-27 |
38.12951542399999 |
37.34 |
¥-1.4万 |
-2.10% |
跌破0.618止损 |
| 37 |
2023-12-29 |
2024-01-08 |
38.810399628 |
36.963 |
¥-3.2万 |
-4.79% |
跌破0.618止损 |
| 38 |
2024-02-20 |
2024-02-28 |
36.94798106999999 |
50.15979 |
¥22.3万 |
+35.72% |
重回前高 |
| 39 |
2024-04-08 |
2024-05-23 |
45.85955373999999 |
44.18577 |
¥-3.1万 |
-3.68% |
跌破0.618止损 |
| 40 |
2024-07-23 |
2024-07-30 |
44.688032389 |
41.48847 |
¥-5.9万 |
-7.19% |
跌破0.618止损 |
| 41 |
2024-08-05 |
2024-08-06 |
42.05461259999999 |
41.2587 |
¥-1.4万 |
-1.92% |
跌破0.618止损 |
| 42 |
2024-12-31 |
2025-01-13 |
74.22226 |
60.24969000000001 |
¥-14.1万 |
-18.85% |
跌破0.618止损 |
| 43 |
2025-02-11 |
2025-03-24 |
76.0988228 |
67.14278999999999 |
¥-7.1万 |
-11.80% |
跌破0.618止损 |
| 44 |
2025-06-12 |
2025-08-21 |
69.08972069999999 |
76.06386 |
¥5.4万 |
+10.06% |
重回前高 |
| 45 |
2025-09-09 |
2025-09-23 |
82.60727475 |
117.882 |
¥24.7万 |
+42.66% |
重回前高 |
| 46 |
2025-10-21 |
2025-11-24 |
105.84745471299998 |
95.92398 |
¥-7.9万 |
-9.40% |
跌破0.618止损 |
| 47 |
2026-04-20 |
2026-06-02 |
90.547586129 |
85.94397000000001 |
¥-3.9万 |
-5.11% |
跌破0.618止损 |
| 48 |
2026-07-03 |
2026-07-20 |
93.671643065 |
90.76914 |
¥-2.2万 |
-3.13% |
跌破0.618止损 |
| 49 |
2026-07-22 |
2026-07-30 |
97.12612909999999 |
85.40450999999999 |
¥-8.3万 |
-12.09% |
跌破0.618止损 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-10 |
黄金分割买点 |
买入 |
125.79566999999999 |
7900.0 |
¥99.4万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
95.904 |
7900.0 |
¥75.7万 |
止损触发 |
| 2015-10-16 |
黄金分割买点 |
买入 |
73.13306 |
10400.0 |
¥76.1万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
74.75516999999999 |
10400.0 |
¥77.7万 |
止损触发 |
| 2016-07-29 |
黄金分割买点 |
买入 |
36.78675 |
21100.0 |
¥77.6万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
35.19477 |
21100.0 |
¥74.2万 |
止损触发 |
| 2017-03-07 |
黄金分割买点 |
买入 |
26.636609999999994 |
27900.0 |
¥74.3万 |
|
| 2017-03-15 |
重回前高 |
卖出 |
27.7722 |
27900.0 |
¥77.5万 |
|
| 2017-04-19 |
黄金分割买点 |
买入 |
28.248219999999996 |
27000.0 |
¥76.3万 |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
25.5744 |
27000.0 |
¥69.0万 |
止损触发 |
| 2017-05-04 |
黄金分割买点 |
买入 |
28.028 |
24500.0 |
¥68.7万 |
|
| 2017-05-08 |
跌破0.618止损 |
卖出 |
26.23374 |
24500.0 |
¥64.3万 |
止损触发 |
| 2017-06-02 |
黄金分割买点 |
买入 |
28.478449999999995 |
22400.0 |
¥63.8万 |
|
| 2017-06-23 |
跌破0.618止损 |
卖出 |
26.88309 |
22400.0 |
¥60.2万 |
止损触发 |
| 2017-06-30 |
黄金分割买点 |
买入 |
28.248219999999993 |
21800.0 |
¥61.6万 |
|
| 2017-07-17 |
跌破0.618止损 |
卖出 |
25.8741 |
21800.0 |
¥56.4万 |
止损触发 |
| 2017-08-25 |
黄金分割买点 |
买入 |
27.927899999999994 |
20300.0 |
¥56.7万 |
|
| 2017-09-19 |
重回前高 |
卖出 |
35.32464 |
20300.0 |
¥71.7万 |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
43.2432 |
16600.0 |
¥71.8万 |
|
| 2017-12-19 |
跌破0.618止损 |
卖出 |
39.979980000000005 |
16600.0 |
¥66.3万 |
止损触发 |
| 2018-02-28 |
黄金分割买点 |
买入 |
41.17113 |
15900.0 |
¥65.5万 |
|
| 2018-03-06 |
重回前高 |
卖出 |
49.94001 |
15900.0 |
¥79.4万 |
|
| 2018-05-15 |
黄金分割买点 |
买入 |
49.189139999999995 |
16300.0 |
¥80.2万 |
|
| 2018-05-28 |
跌破0.618止损 |
卖出 |
46.953 |
16300.0 |
¥76.5万 |
止损触发 |
| 2018-07-17 |
黄金分割买点 |
买入 |
50.85079999999999 |
15100.0 |
¥76.8万 |
|
| 2018-09-17 |
跌破0.618止损 |
卖出 |
44.60535 |
15100.0 |
¥67.3万 |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
41.2412 |
16300.0 |
¥67.2万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
45.59 |
16300.0 |
¥74.3万 |
|
| 2019-09-03 |
黄金分割买点 |
买入 |
36.646609999999995 |
20200.0 |
¥74.0万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
33.966 |
20200.0 |
¥68.6万 |
止损触发 |
| 2019-10-29 |
黄金分割买点 |
买入 |
35.25 |
19400.0 |
¥68.4万 |
|
| 2019-10-31 |
跌破0.618止损 |
卖出 |
33.68628 |
19400.0 |
¥65.3万 |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
36.74 |
17900.0 |
¥65.8万 |
|
| 2019-12-24 |
跌破0.618止损 |
卖出 |
34.09 |
17900.0 |
¥61.0万 |
止损触发 |
| 2020-02-05 |
黄金分割买点 |
买入 |
39.83979999999999 |
15300.0 |
¥61.0万 |
|
| 2020-02-10 |
重回前高 |
卖出 |
47.92203 |
15300.0 |
¥73.3万 |
|
| 2020-03-11 |
黄金分割买点 |
买入 |
45.60556 |
16100.0 |
¥73.4万 |
|
| 2020-05-11 |
跌破0.618止损 |
卖出 |
41.78817 |
16100.0 |
¥67.3万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
46.27622999999999 |
14500.0 |
¥67.1万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
42.37758 |
14500.0 |
¥61.4万 |
止损触发 |
| 2020-08-04 |
黄金分割买点 |
买入 |
46.79 |
13100.0 |
¥61.3万 |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
42.82713 |
13100.0 |
¥56.1万 |
止损触发 |
| 2021-01-13 |
黄金分割买点 |
买入 |
35.5355 |
15600.0 |
¥55.5万 |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
33.65631 |
15600.0 |
¥52.5万 |
止损触发 |
| 2021-06-02 |
黄金分割买点 |
买入 |
27.75 |
19100.0 |
¥53.0万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
26.55342 |
19100.0 |
¥50.7万 |
止损触发 |
| 2021-08-16 |
黄金分割买点 |
买入 |
30.029999999999998 |
17000.0 |
¥51.1万 |
|
| 2021-09-01 |
跌破0.618止损 |
卖出 |
28.231740000000002 |
17000.0 |
¥48.0万 |
止损触发 |
| 2022-01-27 |
黄金分割买点 |
买入 |
30.230199999999996 |
15800.0 |
¥47.8万 |
|
| 2022-01-28 |
跌破0.618止损 |
卖出 |
29.04093 |
15800.0 |
¥45.9万 |
止损触发 |
| 2022-02-08 |
黄金分割买点 |
买入 |
29.879849999999998 |
15200.0 |
¥45.4万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
29.52045 |
15200.0 |
¥44.9万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
28.358329999999995 |
16000.0 |
¥45.4万 |
|
| 2022-08-08 |
重回前高 |
卖出 |
34.565400000000004 |
16000.0 |
¥55.3万 |
|
| 2022-08-15 |
黄金分割买点 |
买入 |
29.509479999999996 |
18400.0 |
¥54.3万 |
|
| 2022-08-23 |
跌破0.618止损 |
卖出 |
28.171799999999998 |
18400.0 |
¥51.8万 |
止损触发 |
| 2022-11-18 |
黄金分割买点 |
买入 |
25.585559999999997 |
20600.0 |
¥52.7万 |
|
| 2022-11-28 |
跌破0.618止损 |
卖出 |
22.7772 |
20600.0 |
¥46.9万 |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
24.244219999999995 |
19300.0 |
¥46.8万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
22.557419999999997 |
19300.0 |
¥43.5万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
24.254229999999996 |
17900.0 |
¥43.4万 |
|
| 2023-02-16 |
重回前高 |
卖出 |
30.779190000000003 |
17900.0 |
¥55.1万 |
|
| 2023-02-20 |
黄金分割买点 |
买入 |
27.90787999999999 |
19800.0 |
¥55.3万 |
|
| 2023-03-01 |
重回前高 |
卖出 |
31.977989999999995 |
19800.0 |
¥63.3万 |
|
| 2023-05-12 |
黄金分割买点 |
买入 |
46.52647999999999 |
13600.0 |
¥63.3万 |
|
| 2023-06-20 |
重回前高 |
卖出 |
59.430510000000005 |
13600.0 |
¥80.8万 |
|
| 2023-06-27 |
黄金分割买点 |
买入 |
49.17913 |
16400.0 |
¥80.7万 |
|
| 2023-07-13 |
跌破0.618止损 |
卖出 |
45.12483 |
16400.0 |
¥74.0万 |
止损触发 |
| 2023-11-09 |
黄金分割买点 |
买入 |
40.29024999999999 |
18300.0 |
¥73.8万 |
|
| 2023-12-01 |
跌破0.618止损 |
卖出 |
36.92304 |
18300.0 |
¥67.5万 |
止损触发 |
| 2023-12-06 |
黄金分割买点 |
买入 |
38.11807999999999 |
17600.0 |
¥67.1万 |
|
| 2023-12-27 |
跌破0.618止损 |
卖出 |
37.34 |
17600.0 |
¥65.7万 |
止损触发 |
| 2023-12-29 |
黄金分割买点 |
买入 |
38.798759999999994 |
17000.0 |
¥66.0万 |
|
| 2024-01-08 |
跌破0.618止损 |
卖出 |
36.963 |
17000.0 |
¥62.8万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
36.936899999999994 |
16900.0 |
¥62.4万 |
|
| 2024-02-28 |
重回前高 |
卖出 |
50.15979 |
16900.0 |
¥84.7万 |
|
| 2024-04-08 |
黄金分割买点 |
买入 |
45.84579999999999 |
18500.0 |
¥84.8万 |
|
| 2024-05-23 |
跌破0.618止损 |
卖出 |
44.18577 |
18500.0 |
¥81.7万 |
止损触发 |
| 2024-07-23 |
黄金分割买点 |
买入 |
44.67463 |
18500.0 |
¥82.7万 |
|
| 2024-07-30 |
跌破0.618止损 |
卖出 |
41.48847 |
18500.0 |
¥76.7万 |
止损触发 |
| 2024-08-05 |
黄金分割买点 |
买入 |
42.041999999999994 |
17800.0 |
¥74.9万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
41.2587 |
17800.0 |
¥73.4万 |
止损触发 |
| 2024-12-31 |
黄金分割买点 |
买入 |
74.2 |
10100.0 |
¥75.0万 |
|
| 2025-01-13 |
跌破0.618止损 |
卖出 |
60.24969000000001 |
10100.0 |
¥60.8万 |
止损触发 |
| 2025-02-11 |
黄金分割买点 |
买入 |
76.076 |
7900.0 |
¥60.1万 |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
67.14278999999999 |
7900.0 |
¥53.0万 |
止损触发 |
| 2025-06-12 |
黄金分割买点 |
买入 |
69.06899999999999 |
7700.0 |
¥53.2万 |
|
| 2025-08-21 |
重回前高 |
卖出 |
76.06386 |
7700.0 |
¥58.6万 |
|
| 2025-09-09 |
黄金分割买点 |
买入 |
82.5825 |
7000.0 |
¥57.8万 |
|
| 2025-09-23 |
重回前高 |
卖出 |
117.882 |
7000.0 |
¥82.5万 |
|
| 2025-10-21 |
黄金分割买点 |
买入 |
105.81570999999998 |
7900.0 |
¥83.6万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
95.92398 |
7900.0 |
¥75.8万 |
止损触发 |
| 2026-04-20 |
黄金分割买点 |
买入 |
90.52042999999999 |
8400.0 |
¥76.1万 |
|
| 2026-06-02 |
跌破0.618止损 |
卖出 |
85.94397000000001 |
8400.0 |
¥72.2万 |
止损触发 |
| 2026-07-03 |
黄金分割买点 |
买入 |
93.64354999999999 |
7600.0 |
¥71.2万 |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
90.76914 |
7600.0 |
¥69.0万 |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
97.097 |
7100.0 |
¥69.0万 |
|
| 2026-07-30 |
跌破0.618止损 |
卖出 |
85.40450999999999 |
7100.0 |
¥60.6万 |
止损触发 |