603259 药明康德 — 斐波那契回调 回测明细
数据区间: 2018-05-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥47.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -52.70%）
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 48 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 |
2018-09-10 |
2018-09-17 |
88.01429636999998 |
81.7182 |
¥-7.1万 |
-7.18% |
跌破0.618止损 |
| 2 |
2018-09-25 |
2018-10-12 |
88.61507655 |
74.2257 |
¥-14.7万 |
-16.26% |
跌破0.618止损 |
| 3 |
2018-10-29 |
2018-10-30 |
81.20545433 |
78.45147 |
¥-2.6万 |
-3.42% |
跌破0.618止损 |
| 4 |
2018-11-20 |
2018-11-23 |
81.26553234800001 |
81.5184 |
¥2,079 |
+0.28% |
跌破0.618止损 |
| 5 |
2018-12-04 |
2018-12-07 |
84.10922519999998 |
79.92 |
¥-3.7万 |
-5.01% |
跌破0.618止损 |
| 6 |
2019-02-13 |
2019-02-26 |
80.274245051 |
88.62128999999999 |
¥7.4万 |
+10.37% |
重回前高 |
| 7 |
2019-03-27 |
2019-05-07 |
90.10701399699998 |
80.919 |
¥-8.1万 |
-10.22% |
跌破0.618止损 |
| 8 |
2019-06-27 |
2019-07-03 |
87.61377624999999 |
67.66227 |
¥-16.2万 |
-22.80% |
跌破0.618止损 |
| 9 |
2019-08-23 |
2019-10-11 |
77.39050018700001 |
88.84107 |
¥8.0万 |
+14.76% |
重回前高 |
| 10 |
2019-11-25 |
2020-01-07 |
91.41871738999998 |
86.86305 |
¥-3.2万 |
-5.01% |
跌破0.618止损 |
| 11 |
2020-01-10 |
2020-03-17 |
91.59895144400001 |
92.907 |
¥8,321 |
+1.40% |
跌破0.618止损 |
| 12 |
2020-04-21 |
2020-06-05 |
104.891458 |
80.919 |
¥-13.7万 |
-22.88% |
跌破0.618止损 |
| 13 |
2020-06-29 |
2020-09-15 |
94.92326843999999 |
97.75215 |
¥1.3万 |
+2.95% |
跌破0.618止损 |
| 14 |
2020-10-13 |
2020-11-17 |
108.17047140899999 |
120.16971000000001 |
¥5.3万 |
+11.06% |
重回前高 |
| 15 |
2020-11-23 |
2020-11-26 |
109.24186272999997 |
103.5963 |
¥-2.8万 |
-5.20% |
跌破0.618止损 |
| 16 |
2020-12-02 |
2021-01-08 |
108.62105654399998 |
146.40345000000002 |
¥17.4万 |
+34.74% |
重回前高 |
| 17 |
2021-02-25 |
2021-03-08 |
149.974758934 |
136.863 |
¥-5.9万 |
-8.77% |
跌破0.618止损 |
| 18 |
2021-04-29 |
2021-05-10 |
156.533275899 |
141.45839999999998 |
¥-5.9万 |
-9.66% |
跌破0.618止损 |
| 19 |
2021-05-14 |
2021-05-25 |
154.2002462 |
165.0 |
¥3.9万 |
+6.97% |
重回前高 |
| 20 |
2021-06-23 |
2021-07-07 |
152.077489564 |
145.34451 |
¥-2.6万 |
-4.46% |
跌破0.618止损 |
| 21 |
2021-07-08 |
2021-07-27 |
158.395694457 |
143.7561 |
¥-5.3万 |
-9.27% |
跌破0.618止损 |
| 22 |
2021-08-04 |
2021-08-09 |
158.41572046299999 |
141.858 |
¥-5.3万 |
-10.48% |
跌破0.618止损 |
| 23 |
2021-09-22 |
2021-10-28 |
150.79582518 |
133.866 |
¥-5.1万 |
-11.25% |
跌破0.618止损 |
| 24 |
2021-11-30 |
2021-12-14 |
142.1846426 |
135.29 |
¥-2.0万 |
-4.88% |
跌破0.618止损 |
| 25 |
2022-03-18 |
2022-05-09 |
106.411914 |
93.95595 |
¥-4.6万 |
-11.73% |
跌破0.618止损 |
| 26 |
2022-05-13 |
2022-05-18 |
102.54316372299998 |
99.7002 |
¥-9,768 |
-2.80% |
跌破0.618止损 |
| 27 |
2022-06-09 |
2022-06-14 |
104.715985374 |
91.01 |
¥-4.4万 |
-13.11% |
跌破0.618止损 |
| 28 |
2022-06-28 |
2022-07-28 |
103.13393089999998 |
96.26364 |
¥-1.9万 |
-6.69% |
跌破0.618止损 |
| 29 |
2022-11-07 |
2022-11-29 |
83.10792489999999 |
76.47345 |
¥-2.2万 |
-8.01% |
跌破0.618止损 |
| 30 |
2022-12-02 |
2022-12-21 |
79.92397000000001 |
75.73419 |
¥-1.3万 |
-5.27% |
跌破0.618止损 |
| 31 |
2022-12-28 |
2023-02-27 |
78.882437634 |
82.2177 |
¥9,932 |
+4.20% |
跌破0.618止损 |
| 32 |
2023-07-26 |
2023-08-02 |
68.58907054999999 |
75.20472 |
¥2.4万 |
+9.61% |
重回前高 |
| 33 |
2023-11-02 |
2023-12-05 |
85.04043447899998 |
75.924 |
¥-2.9万 |
-10.75% |
跌破0.618止损 |
| 34 |
2024-08-01 |
2024-08-15 |
42.63536677399999 |
39.77019 |
¥-1.7万 |
-6.75% |
跌破0.618止损 |
| 35 |
2024-09-20 |
2024-09-30 |
40.73289620399999 |
52.30764 |
¥6.6万 |
+28.38% |
重回前高 |
| 36 |
2024-10-16 |
2025-01-06 |
49.0637147 |
52.63731 |
¥2.1万 |
+7.25% |
跌破0.618止损 |
| 37 |
2025-01-15 |
2025-01-16 |
54.916470000000004 |
53.76618 |
¥-6,765 |
-2.12% |
跌破0.618止损 |
| 38 |
2025-01-21 |
2025-02-18 |
56.10285580899999 |
61.938 |
¥3.2万 |
+10.37% |
重回前高 |
| 39 |
2025-03-03 |
2025-03-20 |
61.51989043199999 |
69.93999000000001 |
¥4.7万 |
+13.65% |
重回前高 |
| 40 |
2025-04-30 |
2025-07-01 |
60.818239999999996 |
69.11 |
¥5.3万 |
+13.60% |
重回前高 |
| 41 |
2025-10-14 |
2025-10-31 |
101.18139531499999 |
97.31259 |
¥-1.7万 |
-3.85% |
跌破0.618止损 |
| 42 |
2026-01-21 |
2026-02-03 |
99.12872969999998 |
93.3066 |
¥-2.5万 |
-5.90% |
跌破0.618止损 |
| 43 |
2026-02-06 |
2026-03-04 |
96.50532291399998 |
93.2067 |
¥-1.4万 |
-3.45% |
跌破0.618止损 |
| 44 |
2026-04-20 |
2026-04-29 |
99.51923681699998 |
110.889 |
¥4.4万 |
+11.39% |
重回前高 |
| 45 |
2026-05-18 |
2026-06-05 |
103.03380087000001 |
98.28161999999999 |
¥-2.0万 |
-4.64% |
跌破0.618止损 |
| 46 |
2026-06-22 |
2026-06-30 |
103.294138948 |
124.875 |
¥8.6万 |
+20.86% |
重回前高 |
| 47 |
2026-10-20 |
2026-10-23 |
146.68048094699998 |
139.86 |
¥-2.3万 |
-4.68% |
跌破0.618止损 |
| 48 |
2026-11-06 |
2026-11-09 |
150.195045 |
148.73112 |
¥-4,526 |
-1.00% |
跌破0.618止损 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-09-10 |
黄金分割买点 |
买入 |
87.9879 |
11300.0 |
¥99.5万 |
|
| 2018-09-17 |
跌破0.618止损 |
卖出 |
81.7182 |
11300.0 |
¥92.3万 |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
88.5885 |
10200.0 |
¥90.4万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
74.2257 |
10200.0 |
¥75.7万 |
止损触发 |
| 2018-10-29 |
黄金分割买点 |
买入 |
81.18109999999999 |
9400.0 |
¥76.3万 |
|
| 2018-10-30 |
跌破0.618止损 |
卖出 |
78.45147 |
9400.0 |
¥73.7万 |
止损触发 |
| 2018-11-20 |
黄金分割买点 |
买入 |
81.24116 |
9100.0 |
¥74.0万 |
|
| 2018-11-23 |
跌破0.618止损 |
卖出 |
81.5184 |
9100.0 |
¥74.2万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
84.08399999999999 |
8900.0 |
¥74.9万 |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
79.92 |
8900.0 |
¥71.1万 |
止损触发 |
| 2019-02-13 |
黄金分割买点 |
买入 |
80.25017 |
8900.0 |
¥71.4万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
88.62128999999999 |
8900.0 |
¥78.8万 |
|
| 2019-03-27 |
黄金分割买点 |
买入 |
90.07998999999998 |
8800.0 |
¥79.3万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
80.919 |
8800.0 |
¥71.2万 |
止损触发 |
| 2019-06-27 |
黄金分割买点 |
买入 |
87.58749999999999 |
8100.0 |
¥71.0万 |
|
| 2019-07-03 |
跌破0.618止损 |
卖出 |
67.66227 |
8100.0 |
¥54.8万 |
止损触发 |
| 2019-08-23 |
黄金分割买点 |
买入 |
77.36729 |
7000.0 |
¥54.2万 |
|
| 2019-10-11 |
重回前高 |
卖出 |
88.84107 |
7000.0 |
¥62.2万 |
|
| 2019-11-25 |
黄金分割买点 |
买入 |
91.39129999999997 |
6900.0 |
¥63.1万 |
|
| 2020-01-07 |
跌破0.618止损 |
卖出 |
86.86305 |
6900.0 |
¥59.9万 |
止损触发 |
| 2020-01-10 |
黄金分割买点 |
买入 |
91.57148 |
6500.0 |
¥59.5万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
92.907 |
6500.0 |
¥60.4万 |
止损触发 |
| 2020-04-21 |
黄金分割买点 |
买入 |
104.86 |
5700.0 |
¥59.8万 |
|
| 2020-06-05 |
跌破0.618止损 |
卖出 |
80.919 |
5700.0 |
¥46.1万 |
止损触发 |
| 2020-06-29 |
黄金分割买点 |
买入 |
94.89479999999999 |
4800.0 |
¥45.6万 |
|
| 2020-09-15 |
跌破0.618止损 |
卖出 |
97.75215 |
4800.0 |
¥46.9万 |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
108.13802999999999 |
4400.0 |
¥47.6万 |
|
| 2020-11-17 |
重回前高 |
卖出 |
120.16971000000001 |
4400.0 |
¥52.9万 |
|
| 2020-11-23 |
黄金分割买点 |
买入 |
109.20909999999996 |
4900.0 |
¥53.5万 |
|
| 2020-11-26 |
跌破0.618止损 |
卖出 |
103.5963 |
4900.0 |
¥50.7万 |
止损触发 |
| 2020-12-02 |
黄金分割买点 |
买入 |
108.58847999999999 |
4600.0 |
¥50.0万 |
|
| 2021-01-08 |
重回前高 |
卖出 |
146.40345000000002 |
4600.0 |
¥67.3万 |
|
| 2021-02-25 |
黄金分割买点 |
买入 |
149.92978 |
4500.0 |
¥67.5万 |
|
| 2021-03-08 |
跌破0.618止损 |
卖出 |
136.863 |
4500.0 |
¥61.6万 |
止损触发 |
| 2021-04-29 |
黄金分割买点 |
买入 |
156.48633 |
3900.0 |
¥61.0万 |
|
| 2021-05-10 |
跌破0.618止损 |
卖出 |
141.45839999999998 |
3900.0 |
¥55.2万 |
止损触发 |
| 2021-05-14 |
黄金分割买点 |
买入 |
154.154 |
3600.0 |
¥55.5万 |
|
| 2021-05-25 |
重回前高 |
卖出 |
165.0 |
3600.0 |
¥59.4万 |
|
| 2021-06-23 |
黄金分割买点 |
买入 |
152.03187999999997 |
3900.0 |
¥59.3万 |
|
| 2021-07-07 |
跌破0.618止损 |
卖出 |
145.34451 |
3900.0 |
¥56.7万 |
止损触发 |
| 2021-07-08 |
黄金分割买点 |
买入 |
158.34819 |
3600.0 |
¥57.0万 |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
143.7561 |
3600.0 |
¥51.7万 |
止损触发 |
| 2021-08-04 |
黄金分割买点 |
买入 |
158.36820999999998 |
3200.0 |
¥50.7万 |
|
| 2021-08-09 |
跌破0.618止损 |
卖出 |
141.858 |
3200.0 |
¥45.4万 |
止损触发 |
| 2021-09-22 |
黄金分割买点 |
买入 |
150.7506 |
3000.0 |
¥45.2万 |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
133.866 |
3000.0 |
¥40.1万 |
止损触发 |
| 2021-11-30 |
黄金分割买点 |
买入 |
142.142 |
2900.0 |
¥41.2万 |
|
| 2021-12-14 |
跌破0.618止损 |
卖出 |
135.29 |
2900.0 |
¥39.2万 |
止损触发 |
| 2022-03-18 |
黄金分割买点 |
买入 |
106.38 |
3700.0 |
¥39.4万 |
|
| 2022-05-09 |
跌破0.618止损 |
卖出 |
93.95595 |
3700.0 |
¥34.8万 |
止损触发 |
| 2022-05-13 |
黄金分割买点 |
买入 |
102.51240999999999 |
3400.0 |
¥34.9万 |
|
| 2022-05-18 |
跌破0.618止损 |
卖出 |
99.7002 |
3400.0 |
¥33.9万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
104.68457999999998 |
3200.0 |
¥33.5万 |
|
| 2022-06-14 |
跌破0.618止损 |
卖出 |
91.01 |
3200.0 |
¥29.1万 |
止损触发 |
| 2022-06-28 |
黄金分割买点 |
买入 |
103.103 |
2800.0 |
¥28.9万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
96.26364 |
2800.0 |
¥26.9万 |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
83.08299999999998 |
3300.0 |
¥27.4万 |
|
| 2022-11-29 |
跌破0.618止损 |
卖出 |
76.47345 |
3300.0 |
¥25.2万 |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
79.9 |
3200.0 |
¥25.6万 |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
75.73419 |
3200.0 |
¥24.2万 |
止损触发 |
| 2022-12-28 |
黄金分割买点 |
买入 |
78.85878 |
3000.0 |
¥23.7万 |
|
| 2023-02-27 |
跌破0.618止损 |
卖出 |
82.2177 |
3000.0 |
¥24.7万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
68.56849999999999 |
3700.0 |
¥25.4万 |
|
| 2023-08-02 |
重回前高 |
卖出 |
75.20472 |
3700.0 |
¥27.8万 |
|
| 2023-11-02 |
黄金分割买点 |
买入 |
85.01492999999999 |
3200.0 |
¥27.2万 |
|
| 2023-12-05 |
跌破0.618止损 |
卖出 |
75.924 |
3200.0 |
¥24.3万 |
止损触发 |
| 2024-08-01 |
黄金分割买点 |
买入 |
42.62257999999999 |
5800.0 |
¥24.7万 |
|
| 2024-08-15 |
跌破0.618止损 |
卖出 |
39.77019 |
5800.0 |
¥23.1万 |
止损触发 |
| 2024-09-20 |
黄金分割买点 |
买入 |
40.720679999999994 |
5700.0 |
¥23.2万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
52.30764 |
5700.0 |
¥29.8万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
49.049 |
5900.0 |
¥28.9万 |
|
| 2025-01-06 |
跌破0.618止损 |
卖出 |
52.63731 |
5900.0 |
¥31.0万 |
止损触发 |
| 2025-01-15 |
黄金分割买点 |
买入 |
54.9 |
5800.0 |
¥31.9万 |
|
| 2025-01-16 |
跌破0.618止损 |
卖出 |
53.76618 |
5800.0 |
¥31.2万 |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
56.086029999999994 |
5500.0 |
¥30.9万 |
|
| 2025-02-18 |
重回前高 |
卖出 |
61.938 |
5500.0 |
¥34.1万 |
|
| 2025-03-03 |
黄金分割买点 |
买入 |
61.501439999999995 |
5600.0 |
¥34.5万 |
|
| 2025-03-20 |
重回前高 |
卖出 |
69.93999000000001 |
5600.0 |
¥39.2万 |
|
| 2025-04-30 |
黄金分割买点 |
买入 |
60.8 |
6400.0 |
¥38.9万 |
|
| 2025-07-01 |
重回前高 |
卖出 |
69.11 |
6400.0 |
¥44.2万 |
|
| 2025-10-14 |
黄金分割买点 |
买入 |
101.15104999999998 |
4400.0 |
¥44.5万 |
|
| 2025-10-31 |
跌破0.618止损 |
卖出 |
97.31259 |
4400.0 |
¥42.8万 |
止损触发 |
| 2026-01-21 |
黄金分割买点 |
买入 |
99.09899999999999 |
4200.0 |
¥41.6万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
93.3066 |
4200.0 |
¥39.2万 |
止损触发 |
| 2026-02-06 |
黄金分割买点 |
买入 |
96.47637999999999 |
4100.0 |
¥39.6万 |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
93.2067 |
4100.0 |
¥38.2万 |
止损触发 |
| 2026-04-20 |
黄金分割买点 |
买入 |
99.48938999999999 |
3900.0 |
¥38.8万 |
|
| 2026-04-29 |
重回前高 |
卖出 |
110.889 |
3900.0 |
¥43.2万 |
|
| 2026-05-18 |
黄金分割买点 |
买入 |
103.0029 |
4200.0 |
¥43.3万 |
|
| 2026-06-05 |
跌破0.618止损 |
卖出 |
98.28161999999999 |
4200.0 |
¥41.3万 |
止损触发 |
| 2026-06-22 |
黄金分割买点 |
买入 |
103.26315999999998 |
4000.0 |
¥41.3万 |
|
| 2026-06-30 |
重回前高 |
卖出 |
124.875 |
4000.0 |
¥49.9万 |
|
| 2026-10-20 |
黄金分割买点 |
买入 |
146.63648999999998 |
3400.0 |
¥49.9万 |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
139.86 |
3400.0 |
¥47.5万 |
止损触发 |
| 2026-11-06 |
黄金分割买点 |
买入 |
150.14999999999998 |
3000.0 |
¥45.1万 |
|
| 2026-11-09 |
跌破0.618止损 |
卖出 |
148.73112 |
3000.0 |
¥44.6万 |
止损触发 |