603260 合盛硅业 — 斐波那契回调 回测明细
数据区间: 2017-10-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥51.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -48.05%）
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 35 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 |
2018-02-02 |
2018-02-07 |
65.78542971 |
62.76717 |
¥-4.5万 |
-4.62% |
跌破0.618止损 |
| 2 |
2018-03-07 |
2018-05-22 |
61.42977340499999 |
78.3216 |
¥25.8万 |
+27.46% |
重回前高 |
| 3 |
2018-06-06 |
2018-06-20 |
71.59297144999998 |
65.31461999999999 |
¥-10.6万 |
-8.80% |
跌破0.618止损 |
| 4 |
2018-07-13 |
2018-07-27 |
73.95604015800001 |
69.2307 |
¥-7.0万 |
-6.42% |
跌破0.618止损 |
| 5 |
2019-01-30 |
2019-02-19 |
46.56046394999999 |
55.52442 |
¥19.5万 |
+19.22% |
重回前高 |
| 6 |
2019-04-25 |
2019-04-30 |
57.024052084999994 |
45.96 |
¥-23.8万 |
-19.43% |
跌破0.618止损 |
| 7 |
2020-02-13 |
2020-03-02 |
28.436928519999995 |
26.85312 |
¥-5.5万 |
-5.60% |
跌破0.618止损 |
| 8 |
2020-03-13 |
2020-03-18 |
25.543170653 |
27.13284 |
¥5.3万 |
+6.19% |
跌破0.618止损 |
| 9 |
2020-06-15 |
2020-06-29 |
24.812221433999998 |
26.7732 |
¥7.7万 |
+7.87% |
重回前高 |
| 10 |
2020-08-25 |
2020-09-11 |
30.069048008999996 |
28.4715 |
¥-5.7万 |
-5.34% |
跌破0.618止损 |
| 11 |
2020-12-29 |
2020-12-30 |
34.530356000000005 |
32.777190000000004 |
¥-4.9万 |
-5.11% |
跌破0.618止损 |
| 12 |
2021-01-07 |
2021-01-19 |
36.006758788 |
43.80615 |
¥20.6万 |
+21.62% |
重回前高 |
| 13 |
2021-03-05 |
2021-04-14 |
44.788162418999995 |
43.186769999999996 |
¥-4.1万 |
-3.60% |
跌破0.618止损 |
| 14 |
2021-09-30 |
2021-11-08 |
180.013767934 |
150.849 |
¥-18.1万 |
-16.23% |
跌破0.618止损 |
| 15 |
2022-03-15 |
2022-03-28 |
127.1651381 |
113.2866 |
¥-10.0万 |
-10.94% |
跌破0.618止损 |
| 16 |
2022-06-13 |
2022-08-03 |
111.46474939599997 |
96.49 |
¥-11.3万 |
-13.46% |
跌破0.618止损 |
| 17 |
2022-08-05 |
2022-08-12 |
113.74771407999998 |
135.19 |
¥13.7万 |
+18.82% |
重回前高 |
| 18 |
2022-09-07 |
2022-09-16 |
128.31663344499998 |
115.80408 |
¥-8.3万 |
-9.78% |
跌破0.618止损 |
| 19 |
2022-09-21 |
2022-09-29 |
128.55694551699997 |
113.81607000000001 |
¥-8.9万 |
-11.49% |
跌破0.618止损 |
| 20 |
2023-02-17 |
2023-03-13 |
93.130940903 |
88.33158 |
¥-3.6万 |
-5.18% |
跌破0.618止损 |
| 21 |
2024-02-23 |
2024-03-04 |
48.342778483999986 |
54.935010000000005 |
¥9.0万 |
+13.60% |
重回前高 |
| 22 |
2024-03-26 |
2024-04-24 |
50.665795179999996 |
46.33362 |
¥-6.4万 |
-8.58% |
跌破0.618止损 |
| 23 |
2024-04-30 |
2024-06-06 |
49.89479394899999 |
50.2497 |
¥4,690 |
+0.68% |
跌破0.618止损 |
| 24 |
2024-08-30 |
2024-09-03 |
47.772037313 |
50.619330000000005 |
¥4.1万 |
+5.93% |
重回前高 |
| 25 |
2024-10-10 |
2024-10-17 |
56.933935057999996 |
52.45749 |
¥-5.7万 |
-7.89% |
跌破0.618止损 |
| 26 |
2024-11-04 |
2024-12-31 |
57.02405208500001 |
55.95399 |
¥-1.3万 |
-1.91% |
跌破0.618止损 |
| 27 |
2025-02-13 |
2025-02-18 |
56.55344094399998 |
53.946 |
¥-3.0万 |
-4.64% |
跌破0.618止损 |
| 28 |
2025-02-21 |
2025-03-03 |
55.87255673999999 |
54.18576 |
¥-1.9万 |
-3.05% |
跌破0.618止损 |
| 29 |
2025-03-18 |
2025-04-08 |
55.672296679999995 |
51.42852 |
¥-4.7万 |
-7.65% |
跌破0.618止损 |
| 30 |
2025-04-09 |
2025-04-30 |
53.22912394799999 |
51.17877 |
¥-2.1万 |
-3.88% |
跌破0.618止损 |
| 31 |
2025-07-15 |
2025-07-16 |
49.0637147 |
48.44151 |
¥-6,877 |
-1.30% |
跌破0.618止损 |
| 32 |
2025-07-22 |
2025-09-23 |
50.16514503 |
49.69026 |
¥-5,241 |
-0.98% |
跌破0.618止损 |
| 33 |
2025-11-26 |
2025-12-05 |
57.094143106000004 |
52.71723 |
¥-4.1万 |
-7.69% |
跌破0.618止损 |
| 34 |
2026-06-15 |
2026-06-17 |
43.556563049999994 |
50.109840000000005 |
¥7.4万 |
+15.01% |
重回前高 |
| 35 |
2026-07-06 |
2026-07-09 |
45.258773559999995 |
41.358599999999996 |
¥-4.9万 |
-8.64% |
跌破0.618止损 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-02-02 |
黄金分割买点 |
买入 |
65.7657 |
14900.0 |
¥98.0万 |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
62.76717 |
14900.0 |
¥93.5万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
61.41134999999999 |
15300.0 |
¥94.0万 |
|
| 2018-05-22 |
重回前高 |
卖出 |
78.3216 |
15300.0 |
¥1.20M |
|
| 2018-06-06 |
黄金分割买点 |
买入 |
71.57149999999999 |
16800.0 |
¥1.20M |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
65.31461999999999 |
16800.0 |
¥1.10M |
止损触发 |
| 2018-07-13 |
黄金分割买点 |
买入 |
73.93386 |
14800.0 |
¥1.09M |
|
| 2018-07-27 |
跌破0.618止损 |
卖出 |
69.2307 |
14800.0 |
¥1.02M |
止损触发 |
| 2019-01-30 |
黄金分割买点 |
买入 |
46.546499999999995 |
21800.0 |
¥1.02M |
|
| 2019-02-19 |
重回前高 |
卖出 |
55.52442 |
21800.0 |
¥1.21M |
|
| 2019-04-25 |
黄金分割买点 |
买入 |
57.00694999999999 |
21500.0 |
¥1.23M |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
45.96 |
21500.0 |
¥98.8万 |
止损触发 |
| 2020-02-13 |
黄金分割买点 |
买入 |
28.428399999999996 |
34600.0 |
¥98.4万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
26.85312 |
34600.0 |
¥92.9万 |
止损触发 |
| 2020-03-13 |
黄金分割买点 |
买入 |
25.53551 |
33400.0 |
¥85.3万 |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
27.13284 |
33400.0 |
¥90.6万 |
止损触发 |
| 2020-06-15 |
黄金分割买点 |
买入 |
24.804779999999997 |
39500.0 |
¥98.0万 |
|
| 2020-06-29 |
重回前高 |
卖出 |
26.7732 |
39500.0 |
¥1.06M |
|
| 2020-08-25 |
黄金分割买点 |
买入 |
30.060029999999998 |
35500.0 |
¥1.07M |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
28.4715 |
35500.0 |
¥1.01M |
止损触发 |
| 2020-12-29 |
黄金分割买点 |
买入 |
34.52 |
27600.0 |
¥95.3万 |
|
| 2020-12-30 |
跌破0.618止损 |
卖出 |
32.777190000000004 |
27600.0 |
¥90.4万 |
止损触发 |
| 2021-01-07 |
黄金分割买点 |
买入 |
35.99596 |
26500.0 |
¥95.4万 |
|
| 2021-01-19 |
重回前高 |
卖出 |
43.80615 |
26500.0 |
¥1.16M |
|
| 2021-03-05 |
黄金分割买点 |
买入 |
44.77472999999999 |
25400.0 |
¥1.14M |
|
| 2021-04-14 |
跌破0.618止损 |
卖出 |
43.186769999999996 |
25400.0 |
¥1.10M |
止损触发 |
| 2021-09-30 |
黄金分割买点 |
买入 |
179.95978 |
6200.0 |
¥1.12M |
|
| 2021-11-08 |
跌破0.618止损 |
卖出 |
150.849 |
6200.0 |
¥93.5万 |
止损触发 |
| 2022-03-15 |
黄金分割买点 |
买入 |
127.12699999999998 |
7200.0 |
¥91.6万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
113.2866 |
7200.0 |
¥81.5万 |
止损触发 |
| 2022-06-13 |
黄金分割买点 |
买入 |
111.43131999999999 |
7500.0 |
¥83.6万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
96.49 |
7500.0 |
¥72.3万 |
止损触发 |
| 2022-08-05 |
黄金分割买点 |
买入 |
113.71359999999999 |
6400.0 |
¥72.8万 |
|
| 2022-08-12 |
重回前高 |
卖出 |
135.19 |
6400.0 |
¥86.5万 |
|
| 2022-09-07 |
黄金分割买点 |
买入 |
128.27814999999998 |
6600.0 |
¥84.7万 |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
115.80408 |
6600.0 |
¥76.4万 |
止损触发 |
| 2022-09-21 |
黄金分割买点 |
买入 |
128.51838999999998 |
6000.0 |
¥77.1万 |
|
| 2022-09-29 |
跌破0.618止损 |
卖出 |
113.81607000000001 |
6000.0 |
¥68.3万 |
止损触发 |
| 2023-02-17 |
黄金分割买点 |
买入 |
93.10301 |
7400.0 |
¥68.9万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
88.33158 |
7400.0 |
¥65.3万 |
止损触发 |
| 2024-02-23 |
黄金分割买点 |
买入 |
48.32827999999999 |
13700.0 |
¥66.2万 |
|
| 2024-03-04 |
重回前高 |
卖出 |
54.935010000000005 |
13700.0 |
¥75.2万 |
|
| 2024-03-26 |
黄金分割买点 |
买入 |
50.6506 |
14800.0 |
¥75.0万 |
|
| 2024-04-24 |
跌破0.618止损 |
卖出 |
46.33362 |
14800.0 |
¥68.6万 |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
49.87982999999999 |
13800.0 |
¥68.9万 |
|
| 2024-06-06 |
跌破0.618止损 |
卖出 |
50.2497 |
13800.0 |
¥69.3万 |
止损触发 |
| 2024-08-30 |
黄金分割买点 |
买入 |
47.757709999999996 |
14400.0 |
¥68.8万 |
|
| 2024-09-03 |
重回前高 |
卖出 |
50.619330000000005 |
14400.0 |
¥72.9万 |
|
| 2024-10-10 |
黄金分割买点 |
买入 |
56.91686 |
12800.0 |
¥72.9万 |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
52.45749 |
12800.0 |
¥67.1万 |
止损触发 |
| 2024-11-04 |
黄金分割买点 |
买入 |
57.00695 |
11800.0 |
¥67.3万 |
|
| 2024-12-31 |
跌破0.618止损 |
卖出 |
55.95399 |
11800.0 |
¥66.0万 |
止损触发 |
| 2025-02-13 |
黄金分割买点 |
买入 |
56.53647999999998 |
11600.0 |
¥65.6万 |
|
| 2025-02-18 |
跌破0.618止损 |
卖出 |
53.946 |
11600.0 |
¥62.6万 |
止损触发 |
| 2025-02-21 |
黄金分割买点 |
买入 |
55.855799999999995 |
11300.0 |
¥63.1万 |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
54.18576 |
11300.0 |
¥61.2万 |
止损触发 |
| 2025-03-18 |
黄金分割买点 |
买入 |
55.6556 |
11000.0 |
¥61.2万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
51.42852 |
11000.0 |
¥56.6万 |
止损触发 |
| 2025-04-09 |
黄金分割买点 |
买入 |
53.21315999999998 |
10400.0 |
¥55.4万 |
|
| 2025-04-30 |
跌破0.618止损 |
卖出 |
51.17877 |
10400.0 |
¥53.2万 |
止损触发 |
| 2025-07-15 |
黄金分割买点 |
买入 |
49.04899999999999 |
10800.0 |
¥53.0万 |
|
| 2025-07-16 |
跌破0.618止损 |
卖出 |
48.44151 |
10800.0 |
¥52.3万 |
止损触发 |
| 2025-07-22 |
黄金分割买点 |
买入 |
50.150099999999995 |
10700.0 |
¥53.7万 |
|
| 2025-09-23 |
跌破0.618止损 |
卖出 |
49.69026 |
10700.0 |
¥53.2万 |
止损触发 |
| 2025-11-26 |
黄金分割买点 |
买入 |
57.07702 |
9300.0 |
¥53.1万 |
|
| 2025-12-05 |
跌破0.618止损 |
卖出 |
52.71723 |
9300.0 |
¥49.0万 |
止损触发 |
| 2026-06-15 |
黄金分割买点 |
买入 |
43.543499999999995 |
11300.0 |
¥49.2万 |
|
| 2026-06-17 |
重回前高 |
卖出 |
50.109840000000005 |
11300.0 |
¥56.6万 |
|
| 2026-07-06 |
黄金分割买点 |
买入 |
45.2452 |
12400.0 |
¥56.1万 |
|
| 2026-07-09 |
跌破0.618止损 |
卖出 |
41.358599999999996 |
12400.0 |
¥51.3万 |
止损触发 |