603288 海天味业 — 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: ¥92.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -7.70%）
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 44 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 |
2015-07-15 |
2015-07-16 |
33.890164000000006 |
31.968 |
¥-5.6万 |
-5.70% |
跌破0.618止损 |
| 2 |
2015-07-20 |
2015-07-28 |
34.715081401 |
29.430539999999997 |
¥-14.3万 |
-15.25% |
跌破0.618止损 |
| 3 |
2015-08-04 |
2015-08-19 |
34.054223203 |
31.5684 |
¥-5.8万 |
-7.33% |
跌破0.618止损 |
| 4 |
2015-10-09 |
2015-10-23 |
32.509750000000004 |
36.25371 |
¥8.5万 |
+11.48% |
重回前高 |
| 5 |
2016-03-31 |
2016-06-14 |
30.589724164999996 |
29.36061 |
¥-3.3万 |
-4.05% |
跌破0.618止损 |
| 6 |
2017-05-10 |
2017-05-16 |
34.965406476 |
37.962 |
¥6.8万 |
+8.54% |
重回前高 |
| 7 |
2017-07-04 |
2017-07-14 |
38.95058167 |
37.4625 |
¥-3.3万 |
-3.85% |
跌破0.618止损 |
| 8 |
2017-07-20 |
2017-08-07 |
38.910529657999994 |
38.291669999999996 |
¥-1.3万 |
-1.62% |
跌破0.618止损 |
| 9 |
2017-09-01 |
2017-09-07 |
40.632766174000004 |
42.23772 |
¥3.2万 |
+3.92% |
重回前高 |
| 10 |
2017-11-30 |
2018-01-05 |
49.263974759999996 |
55.69425 |
¥11.0万 |
+13.02% |
重回前高 |
| 11 |
2018-01-30 |
2018-02-07 |
54.556362 |
53.146800000000006 |
¥-2.5万 |
-2.61% |
跌破0.618止损 |
| 12 |
2018-02-28 |
2018-03-16 |
54.380619293 |
59.65029 |
¥8.8万 |
+9.66% |
重回前高 |
| 13 |
2018-04-03 |
2018-04-25 |
55.79245271599999 |
61.938 |
¥11.1万 |
+10.98% |
重回前高 |
| 14 |
2018-06-28 |
2018-08-01 |
70.37138508400001 |
70.929 |
¥8,367 |
+0.76% |
跌破0.618止损 |
| 15 |
2018-09-20 |
2018-10-08 |
71.022230279 |
77.46246000000001 |
¥10.3万 |
+9.04% |
重回前高 |
| 16 |
2018-10-24 |
2018-10-26 |
72.32169 |
68.96097 |
¥-5.8万 |
-4.68% |
跌破0.618止损 |
| 17 |
2018-11-05 |
2018-11-15 |
67.440226 |
62.99694000000001 |
¥-7.7万 |
-6.62% |
跌破0.618止损 |
| 18 |
2018-12-06 |
2019-01-18 |
66.88686003999999 |
72.61731 |
¥9.2万 |
+8.53% |
重回前高 |
| 19 |
2019-03-14 |
2019-03-19 |
73.0949219 |
79.72019999999999 |
¥10.8万 |
+9.03% |
重回前高 |
| 20 |
2019-08-01 |
2019-08-06 |
100.53014999999999 |
94.80510000000001 |
¥-7.5万 |
-5.72% |
跌破0.618止损 |
| 21 |
2019-10-25 |
2019-11-05 |
104.33549125999998 |
114.01587 |
¥11.3万 |
+9.25% |
重回前高 |
| 22 |
2020-02-12 |
2020-02-19 |
106.43822188999998 |
102.9 |
¥-4.5万 |
-3.35% |
跌破0.618止损 |
| 23 |
2020-02-21 |
2020-02-26 |
105.34680456299996 |
101.19870000000002 |
¥-5.1万 |
-3.97% |
跌破0.618止损 |
| 24 |
2020-03-06 |
2020-03-10 |
105.37684357199998 |
101.18 |
¥-4.9万 |
-4.01% |
跌破0.618止损 |
| 25 |
2020-03-12 |
2020-03-13 |
104.63588134999999 |
99.52038 |
¥-5.8万 |
-4.92% |
跌破0.618止损 |
| 26 |
2020-05-20 |
2020-07-14 |
114.34849425999998 |
131.20866 |
¥16.7万 |
+14.71% |
重回前高 |
| 27 |
2020-09-08 |
2020-10-28 |
161.880219501 |
164.30553 |
¥1.9万 |
+1.47% |
跌破0.618止损 |
| 28 |
2021-02-02 |
2021-02-25 |
195.333662524 |
177.2226 |
¥-12.2万 |
-9.30% |
跌破0.618止损 |
| 29 |
2021-09-29 |
2021-10-25 |
106.67853396199997 |
119.97989999999999 |
¥14.7万 |
+12.43% |
重回前高 |
| 30 |
2021-12-16 |
2021-12-27 |
108.821316604 |
106.92 |
¥-2.4万 |
-1.78% |
跌破0.618止损 |
| 31 |
2022-06-20 |
2022-08-11 |
83.68867907399999 |
77.93199 |
¥-9.1万 |
-6.91% |
跌破0.618止损 |
| 32 |
2022-09-29 |
2022-10-11 |
83.33822396899998 |
73.87605 |
¥-14.0万 |
-11.38% |
跌破0.618止损 |
| 33 |
2022-11-17 |
2023-01-16 |
73.375285984 |
82.35 |
¥13.3万 |
+12.20% |
重回前高 |
| 34 |
2023-02-08 |
2023-03-08 |
78.231592439 |
77.7222 |
¥-8,364 |
-0.68% |
跌破0.618止损 |
| 35 |
2023-11-16 |
2023-12-05 |
39.021702999999995 |
36.683279999999996 |
¥-7.3万 |
-6.02% |
跌破0.618止损 |
| 36 |
2023-12-29 |
2024-01-05 |
37.979320378999994 |
35.774190000000004 |
¥-6.7万 |
-5.83% |
跌破0.618止损 |
| 37 |
2024-02-07 |
2024-02-22 |
36.94798107 |
39.6603 |
¥7.9万 |
+7.31% |
重回前高 |
| 38 |
2024-04-03 |
2024-04-15 |
38.660204583 |
36.063900000000004 |
¥-7.8万 |
-6.74% |
跌破0.618止损 |
| 39 |
2024-04-26 |
2024-05-16 |
37.899216355 |
37.962 |
¥1,454 |
+0.14% |
跌破0.618止损 |
| 40 |
2024-10-16 |
2025-01-06 |
44.79817542199999 |
44.84511 |
¥797 |
+0.07% |
跌破0.618止损 |
| 41 |
2025-06-09 |
2025-06-17 |
42.935756864 |
40.27 |
¥-6.7万 |
-6.24% |
跌破0.618止损 |
| 42 |
2026-04-29 |
2026-05-13 |
39.421192811 |
37.68228 |
¥-4.5万 |
-4.44% |
跌破0.618止损 |
| 43 |
2026-07-21 |
2026-07-31 |
36.84785103999999 |
37.5 |
¥1.7万 |
+1.74% |
重回前高 |
| 44 |
2026-08-12 |
2026-08-28 |
36.247070859999994 |
33.77619 |
¥-6.8万 |
-6.84% |
跌破0.618止损 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-15 |
黄金分割买点 |
买入 |
33.88 |
28900.0 |
¥97.9万 |
|
| 2015-07-16 |
跌破0.618止损 |
卖出 |
31.968 |
28900.0 |
¥92.4万 |
止损触发 |
| 2015-07-20 |
黄金分割买点 |
买入 |
34.70467 |
27100.0 |
¥94.1万 |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
29.430539999999997 |
27100.0 |
¥79.7万 |
止损触发 |
| 2015-08-04 |
黄金分割买点 |
买入 |
34.04400999999999 |
23200.0 |
¥79.0万 |
|
| 2015-08-19 |
跌破0.618止损 |
卖出 |
31.5684 |
23200.0 |
¥73.2万 |
止损触发 |
| 2015-10-09 |
黄金分割买点 |
买入 |
32.5 |
22800.0 |
¥74.1万 |
|
| 2015-10-23 |
重回前高 |
卖出 |
36.25371 |
22800.0 |
¥82.6万 |
|
| 2016-03-31 |
黄金分割买点 |
买入 |
30.58055 |
26900.0 |
¥82.3万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
29.36061 |
26900.0 |
¥79.0万 |
止损触发 |
| 2017-05-10 |
黄金分割买点 |
买入 |
34.95492 |
22700.0 |
¥79.4万 |
|
| 2017-05-16 |
重回前高 |
卖出 |
37.962 |
22700.0 |
¥86.1万 |
|
| 2017-07-04 |
黄金分割买点 |
买入 |
38.9389 |
22100.0 |
¥86.1万 |
|
| 2017-07-14 |
跌破0.618止损 |
卖出 |
37.4625 |
22100.0 |
¥82.8万 |
止损触发 |
| 2017-07-20 |
黄金分割买点 |
买入 |
38.89885999999999 |
21300.0 |
¥82.9万 |
|
| 2017-08-07 |
跌破0.618止损 |
卖出 |
38.291669999999996 |
21300.0 |
¥81.5万 |
止损触发 |
| 2017-09-01 |
黄金分割买点 |
买入 |
40.62058 |
20000.0 |
¥81.3万 |
|
| 2017-09-07 |
重回前高 |
卖出 |
42.23772 |
20000.0 |
¥84.5万 |
|
| 2017-11-30 |
黄金分割买点 |
买入 |
49.249199999999995 |
17100.0 |
¥84.2万 |
|
| 2018-01-05 |
重回前高 |
卖出 |
55.69425 |
17100.0 |
¥95.2万 |
|
| 2018-01-30 |
黄金分割买点 |
买入 |
54.54 |
17500.0 |
¥95.5万 |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
53.146800000000006 |
17500.0 |
¥93.0万 |
止损触发 |
| 2018-02-28 |
黄金分割买点 |
买入 |
54.364309999999996 |
16800.0 |
¥91.4万 |
|
| 2018-03-16 |
重回前高 |
卖出 |
59.65029 |
16800.0 |
¥1.00M |
|
| 2018-04-03 |
黄金分割买点 |
买入 |
55.77571999999999 |
18100.0 |
¥1.01M |
|
| 2018-04-25 |
重回前高 |
卖出 |
61.938 |
18100.0 |
¥1.12M |
|
| 2018-06-28 |
黄金分割买点 |
买入 |
70.35028 |
15600.0 |
¥1.10M |
|
| 2018-08-01 |
跌破0.618止损 |
卖出 |
70.929 |
15600.0 |
¥1.11M |
止损触发 |
| 2018-09-20 |
黄金分割买点 |
买入 |
71.00093 |
16000.0 |
¥1.14M |
|
| 2018-10-08 |
重回前高 |
卖出 |
77.46246000000001 |
16000.0 |
¥1.24M |
|
| 2018-10-24 |
黄金分割买点 |
买入 |
72.3 |
17100.0 |
¥1.24M |
|
| 2018-10-26 |
跌破0.618止损 |
卖出 |
68.96097 |
17100.0 |
¥1.18M |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
67.42 |
17300.0 |
¥1.17M |
|
| 2018-11-15 |
跌破0.618止损 |
卖出 |
62.99694000000001 |
17300.0 |
¥1.09M |
止损触发 |
| 2018-12-06 |
黄金分割买点 |
买入 |
66.86679999999998 |
16200.0 |
¥1.08M |
|
| 2019-01-18 |
重回前高 |
卖出 |
72.61731 |
16200.0 |
¥1.18M |
|
| 2019-03-14 |
黄金分割买点 |
买入 |
73.073 |
16300.0 |
¥1.19M |
|
| 2019-03-19 |
重回前高 |
卖出 |
79.72019999999999 |
16300.0 |
¥1.30M |
|
| 2019-08-01 |
黄金分割买点 |
买入 |
100.5 |
13000.0 |
¥1.31M |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
94.80510000000001 |
13000.0 |
¥1.23M |
止损触发 |
| 2019-10-25 |
黄金分割买点 |
买入 |
104.3042 |
11700.0 |
¥1.22M |
|
| 2019-11-05 |
重回前高 |
卖出 |
114.01587 |
11700.0 |
¥1.33M |
|
| 2020-02-12 |
黄金分割买点 |
买入 |
106.40629999999999 |
12500.0 |
¥1.33M |
|
| 2020-02-19 |
跌破0.618止损 |
卖出 |
102.9 |
12500.0 |
¥1.29M |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
105.31520999999998 |
12200.0 |
¥1.29M |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
101.19870000000002 |
12200.0 |
¥1.23M |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
105.34523999999999 |
11700.0 |
¥1.23M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
101.18 |
11700.0 |
¥1.18M |
止损触发 |
| 2020-03-12 |
黄金分割买点 |
买入 |
104.60449999999999 |
11300.0 |
¥1.18M |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
99.52038 |
11300.0 |
¥1.12M |
止损触发 |
| 2020-05-20 |
黄金分割买点 |
买入 |
114.31419999999999 |
9900.0 |
¥1.13M |
|
| 2020-07-14 |
重回前高 |
卖出 |
131.20866 |
9900.0 |
¥1.30M |
|
| 2020-09-08 |
黄金分割买点 |
买入 |
161.83166999999997 |
8000.0 |
¥1.30M |
|
| 2020-10-28 |
跌破0.618止损 |
卖出 |
164.30553 |
8000.0 |
¥1.31M |
止损触发 |
| 2021-02-02 |
黄金分割买点 |
买入 |
195.27508 |
6700.0 |
¥1.31M |
|
| 2021-02-25 |
跌破0.618止损 |
卖出 |
177.2226 |
6700.0 |
¥1.19M |
止损触发 |
| 2021-09-29 |
黄金分割买点 |
买入 |
106.64653999999999 |
11100.0 |
¥1.18M |
|
| 2021-10-25 |
重回前高 |
卖出 |
119.97989999999999 |
11100.0 |
¥1.33M |
|
| 2021-12-16 |
黄金分割买点 |
买入 |
108.78868 |
12400.0 |
¥1.35M |
|
| 2021-12-27 |
跌破0.618止损 |
卖出 |
106.92 |
12400.0 |
¥1.33M |
止损触发 |
| 2022-06-20 |
黄金分割买点 |
买入 |
83.66358 |
15800.0 |
¥1.32M |
|
| 2022-08-11 |
跌破0.618止损 |
卖出 |
77.93199 |
15800.0 |
¥1.23M |
止损触发 |
| 2022-09-29 |
黄金分割买点 |
买入 |
83.31322999999999 |
14800.0 |
¥1.23M |
|
| 2022-10-11 |
跌破0.618止损 |
卖出 |
73.87605 |
14800.0 |
¥1.09M |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
73.35328 |
14900.0 |
¥1.09M |
|
| 2023-01-16 |
重回前高 |
卖出 |
82.35 |
14900.0 |
¥1.23M |
|
| 2023-02-08 |
黄金分割买点 |
买入 |
78.20812999999998 |
15700.0 |
¥1.23M |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
77.7222 |
15700.0 |
¥1.22M |
止损触发 |
| 2023-11-16 |
黄金分割买点 |
买入 |
39.01 |
31100.0 |
¥1.21M |
|
| 2023-12-05 |
跌破0.618止损 |
卖出 |
36.683279999999996 |
31100.0 |
¥1.14M |
止损触发 |
| 2023-12-29 |
黄金分割买点 |
买入 |
37.967929999999996 |
30200.0 |
¥1.15M |
|
| 2024-01-05 |
跌破0.618止损 |
卖出 |
35.774190000000004 |
30200.0 |
¥1.08M |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
36.936899999999994 |
29300.0 |
¥1.08M |
|
| 2024-02-22 |
重回前高 |
卖出 |
39.6603 |
29300.0 |
¥1.16M |
|
| 2024-04-03 |
黄金分割买点 |
买入 |
38.64861 |
29800.0 |
¥1.15M |
|
| 2024-04-15 |
跌破0.618止损 |
卖出 |
36.063900000000004 |
29800.0 |
¥1.07M |
止损触发 |
| 2024-04-26 |
黄金分割买点 |
买入 |
37.88785 |
28300.0 |
¥1.07M |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
37.962 |
28300.0 |
¥1.07M |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
44.78474 |
23800.0 |
¥1.07M |
|
| 2025-01-06 |
跌破0.618止损 |
卖出 |
44.84511 |
23800.0 |
¥1.07M |
止损触发 |
| 2025-06-09 |
黄金分割买点 |
买入 |
42.92287999999999 |
25200.0 |
¥1.08M |
|
| 2025-06-17 |
跌破0.618止损 |
卖出 |
40.27 |
25200.0 |
¥1.01M |
止损触发 |
| 2026-04-29 |
黄金分割买点 |
买入 |
39.409369999999996 |
25800.0 |
¥1.02M |
|
| 2026-05-13 |
跌破0.618止损 |
卖出 |
37.68228 |
25800.0 |
¥97.2万 |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
36.83679999999999 |
26200.0 |
¥96.5万 |
|
| 2026-07-31 |
重回前高 |
卖出 |
37.5 |
26200.0 |
¥98.2万 |
|
| 2026-08-12 |
黄金分割买点 |
买入 |
36.2362 |
27300.0 |
¥99.0万 |
|
| 2026-08-28 |
跌破0.618止损 |
卖出 |
33.77619 |
27300.0 |
¥92.2万 |
止损触发 |