603296 华勤技术 — 斐波那契回调 回测明细
数据区间: 2023-08-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.35M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +35.43%）
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 16 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 |
2023-11-22 |
2023-12-25 |
77.81104631299999 |
73.926 |
¥-5.0万 |
-5.02% |
跌破0.618止损 |
| 2 |
2024-01-03 |
2024-01-04 |
78.842385622 |
75.41450999999999 |
¥-4.1万 |
-4.38% |
跌破0.618止损 |
| 3 |
2024-02-27 |
2024-04-01 |
66.376196887 |
81.89802 |
¥20.9万 |
+23.35% |
重回前高 |
| 4 |
2024-04-22 |
2024-06-12 |
68.07840739699999 |
58.78116 |
¥-15.2万 |
-13.68% |
跌破0.618止损 |
| 5 |
2024-10-10 |
2024-12-27 |
54.250450254 |
75.8241 |
¥38.1万 |
+39.72% |
重回前高 |
| 6 |
2025-01-06 |
2025-02-13 |
67.317419169 |
88.911 |
¥42.9万 |
+32.04% |
重回前高 |
| 7 |
2025-03-03 |
2025-03-25 |
87.56626200000001 |
78.921 |
¥-17.3万 |
-9.90% |
跌破0.618止损 |
| 8 |
2025-06-06 |
2025-11-12 |
70.87203523400001 |
90.34956 |
¥43.6万 |
+27.44% |
跌破0.618止损 |
| 9 |
2025-12-10 |
2025-12-12 |
97.246285136 |
93.35655 |
¥-8.1万 |
-4.03% |
跌破0.618止损 |
| 10 |
2026-01-19 |
2026-01-21 |
97.00597306399997 |
91.51839 |
¥-11.0万 |
-5.69% |
跌破0.618止损 |
| 11 |
2026-02-27 |
2026-03-04 |
90.51754712 |
85.96395 |
¥-9.1万 |
-5.06% |
跌破0.618止损 |
| 12 |
2026-03-13 |
2026-03-18 |
90.347326069 |
86.4135 |
¥-7.6万 |
-4.38% |
跌破0.618止损 |
| 13 |
2026-03-26 |
2026-03-27 |
91.477435 |
85.22469 |
¥-11.5万 |
-6.86% |
跌破0.618止损 |
| 14 |
2026-04-07 |
2026-04-23 |
91.07827528799999 |
105.7941 |
¥25.1万 |
+16.12% |
重回前高 |
| 15 |
2026-06-08 |
2026-06-18 |
101.09127828799997 |
78.89103 |
¥-37.3万 |
-21.98% |
跌破0.618止损 |
| 16 |
2026-09-23 |
2026-09-29 |
79.773594901 |
74.8251 |
¥-8.9万 |
-6.23% |
跌破0.618止损 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-11-22 |
黄金分割买点 |
买入 |
77.78770999999999 |
12700.0 |
¥98.8万 |
|
| 2023-12-25 |
跌破0.618止损 |
卖出 |
73.926 |
12700.0 |
¥93.9万 |
止损触发 |
| 2024-01-03 |
黄金分割买点 |
买入 |
78.81873999999999 |
12000.0 |
¥94.6万 |
|
| 2024-01-04 |
跌破0.618止损 |
卖出 |
75.41450999999999 |
12000.0 |
¥90.5万 |
止损触发 |
| 2024-02-27 |
黄金分割买点 |
买入 |
66.35629 |
13500.0 |
¥89.6万 |
|
| 2024-04-01 |
重回前高 |
卖出 |
81.89802 |
13500.0 |
¥1.11M |
|
| 2024-04-22 |
黄金分割买点 |
买入 |
68.05798999999999 |
16300.0 |
¥1.11M |
|
| 2024-06-12 |
跌破0.618止损 |
卖出 |
58.78116 |
16300.0 |
¥95.8万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
54.234179999999995 |
17700.0 |
¥96.0万 |
|
| 2024-12-27 |
重回前高 |
卖出 |
75.8241 |
17700.0 |
¥1.34M |
|
| 2025-01-06 |
黄金分割买点 |
买入 |
67.29723 |
19900.0 |
¥1.34M |
|
| 2025-02-13 |
重回前高 |
卖出 |
88.911 |
19900.0 |
¥1.77M |
|
| 2025-03-03 |
黄金分割买点 |
买入 |
87.54 |
20000.0 |
¥1.75M |
|
| 2025-03-25 |
跌破0.618止损 |
卖出 |
78.921 |
20000.0 |
¥1.58M |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
70.85078 |
22400.0 |
¥1.59M |
|
| 2025-11-12 |
跌破0.618止损 |
卖出 |
90.34956 |
22400.0 |
¥2.02M |
止损触发 |
| 2025-12-10 |
黄金分割买点 |
买入 |
97.21712 |
20800.0 |
¥2.02M |
|
| 2025-12-12 |
跌破0.618止损 |
卖出 |
93.35655 |
20800.0 |
¥1.94M |
止损触发 |
| 2026-01-19 |
黄金分割买点 |
买入 |
96.97687999999998 |
19900.0 |
¥1.93M |
|
| 2026-01-21 |
跌破0.618止损 |
卖出 |
91.51839 |
19900.0 |
¥1.82M |
止损触发 |
| 2026-02-27 |
黄金分割买点 |
买入 |
90.4904 |
19900.0 |
¥1.80M |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
85.96395 |
19900.0 |
¥1.71M |
止损触发 |
| 2026-03-13 |
黄金分割买点 |
买入 |
90.32023 |
19200.0 |
¥1.73M |
|
| 2026-03-18 |
跌破0.618止损 |
卖出 |
86.4135 |
19200.0 |
¥1.66M |
止损触发 |
| 2026-03-26 |
黄金分割买点 |
买入 |
91.45 |
18300.0 |
¥1.67M |
|
| 2026-03-27 |
跌破0.618止损 |
卖出 |
85.22469 |
18300.0 |
¥1.56M |
止损触发 |
| 2026-04-07 |
黄金分割买点 |
买入 |
91.05095999999999 |
17100.0 |
¥1.56M |
|
| 2026-04-23 |
重回前高 |
卖出 |
105.7941 |
17100.0 |
¥1.81M |
|
| 2026-06-08 |
黄金分割买点 |
买入 |
101.06095999999998 |
16800.0 |
¥1.70M |
|
| 2026-06-18 |
跌破0.618止损 |
卖出 |
78.89103 |
16800.0 |
¥1.32M |
止损触发 |
| 2026-09-23 |
黄金分割买点 |
买入 |
79.74967 |
18000.0 |
¥1.44M |
|
| 2026-09-29 |
跌破0.618止损 |
卖出 |
74.8251 |
18000.0 |
¥1.35M |
止损触发 |