603369 今世缘 — 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: ¥1.26M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +26.13%）
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 51 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 |
2015-04-29 |
2015-05-15 |
32.021583594 |
35.1648 |
¥9.7万 |
+9.78% |
重回前高 |
| 2 |
2015-06-17 |
2015-06-29 |
43.055912899999996 |
36.21375 |
¥-17.3万 |
-15.92% |
跌破0.618止损 |
| 3 |
2015-10-29 |
2015-11-26 |
29.438228819999996 |
37.91205 |
¥26.5万 |
+28.75% |
重回前高 |
| 4 |
2015-12-09 |
2016-01-05 |
32.81261083100001 |
28.831139999999998 |
¥-14.2万 |
-12.16% |
跌破0.618止损 |
| 5 |
2016-08-16 |
2016-09-12 |
13.968139184999997 |
13.466520000000001 |
¥-3.8万 |
-3.62% |
跌破0.618止损 |
| 6 |
2016-10-27 |
2016-11-01 |
13.744122 |
13.21 |
¥-3.9万 |
-3.92% |
跌破0.618止损 |
| 7 |
2017-02-15 |
2017-04-25 |
13.327306992999999 |
12.63735 |
¥-5.0万 |
-5.21% |
跌破0.618止损 |
| 8 |
2017-04-27 |
2017-05-05 |
13.327306992999999 |
12.927059999999999 |
¥-2.7万 |
-3.03% |
跌破0.618止损 |
| 9 |
2017-06-27 |
2017-07-24 |
12.906760866999997 |
14.115870000000001 |
¥8.3万 |
+9.34% |
重回前高 |
| 10 |
2017-09-08 |
2017-10-31 |
15.269829575 |
15.31467 |
¥2,544 |
+0.26% |
跌破0.618止损 |
| 11 |
2018-01-30 |
2018-02-06 |
16.411311917 |
15.024959999999998 |
¥-8.2万 |
-8.48% |
跌破0.618止损 |
| 12 |
2018-02-23 |
2018-03-26 |
16.181012848 |
15.2847 |
¥-4.9万 |
-5.57% |
跌破0.618止损 |
| 13 |
2018-07-06 |
2018-07-27 |
20.446552126 |
19.94004 |
¥-2.1万 |
-2.51% |
跌破0.618止损 |
| 14 |
2018-09-27 |
2018-10-12 |
20.026006 |
18.3816 |
¥-6.8万 |
-8.24% |
跌破0.618止损 |
| 15 |
2019-01-16 |
2019-02-14 |
16.521454949999995 |
18.94104 |
¥11.0万 |
+14.61% |
重回前高 |
| 16 |
2019-05-24 |
2019-06-03 |
25.0325075 |
24.485490000000002 |
¥-1.9万 |
-2.21% |
跌破0.618止损 |
| 17 |
2019-06-24 |
2019-08-21 |
26.624574977 |
29.88009 |
¥10.3万 |
+12.19% |
重回前高 |
| 18 |
2019-09-12 |
2019-09-23 |
28.587123565 |
33.15681 |
¥15.1万 |
+15.95% |
重回前高 |
| 19 |
2019-10-21 |
2019-11-22 |
31.470868428999996 |
30.988979999999994 |
¥-1.7万 |
-1.56% |
跌破0.618止损 |
| 20 |
2020-01-22 |
2020-02-03 |
32.742519810000005 |
27.77 |
¥-16.2万 |
-15.21% |
跌破0.618止损 |
| 21 |
2020-02-21 |
2020-03-02 |
31.921453563999997 |
29.7702 |
¥-6.2万 |
-6.77% |
跌破0.618止损 |
| 22 |
2020-03-09 |
2020-03-17 |
31.691154494999996 |
29.570400000000003 |
¥-5.6万 |
-6.72% |
跌破0.618止损 |
| 23 |
2020-07-27 |
2020-09-22 |
42.004547585 |
45.30465 |
¥6.3万 |
+7.82% |
跌破0.618止损 |
| 24 |
2020-10-19 |
2020-11-13 |
48.68322058599999 |
54.964980000000004 |
¥11.0万 |
+12.87% |
重回前高 |
| 25 |
2020-11-16 |
2021-01-05 |
50.375418093 |
60.18975 |
¥18.6万 |
+19.45% |
重回前高 |
| 26 |
2021-01-15 |
2021-01-29 |
57.975287370000004 |
55.7442 |
¥-4.4万 |
-3.88% |
跌破0.618止损 |
| 27 |
2021-02-03 |
2021-02-23 |
58.205586438999994 |
51.75819 |
¥-12.2万 |
-11.10% |
跌破0.618止损 |
| 28 |
2021-04-19 |
2021-05-25 |
52.598304759 |
58.33161 |
¥10.7万 |
+10.87% |
重回前高 |
| 29 |
2021-06-17 |
2021-07-13 |
53.54954004399999 |
54.42 |
¥1.7万 |
+1.60% |
跌破0.618止损 |
| 30 |
2021-07-19 |
2021-07-26 |
57.865144337 |
51.45849 |
¥-12.3万 |
-11.10% |
跌破0.618止损 |
| 31 |
2021-10-25 |
2021-11-05 |
48.553051546999995 |
53.946 |
¥10.8万 |
+11.07% |
重回前高 |
| 32 |
2022-01-04 |
2022-01-14 |
54.47073631999999 |
49.33062 |
¥-10.4万 |
-9.46% |
跌破0.618止损 |
| 33 |
2022-07-07 |
2022-07-13 |
47.074118 |
44.94501 |
¥-4.5万 |
-4.55% |
跌破0.618止损 |
| 34 |
2022-09-28 |
2022-10-11 |
45.45903361999999 |
44.2557 |
¥-2.5万 |
-2.68% |
跌破0.618止损 |
| 35 |
2022-11-14 |
2022-11-29 |
42.455132719999995 |
40.93 |
¥-3.4万 |
-3.62% |
跌破0.618止损 |
| 36 |
2022-11-30 |
2022-12-12 |
42.03458659399999 |
47.49246 |
¥11.5万 |
+12.95% |
重回前高 |
| 37 |
2023-03-21 |
2023-04-06 |
58.145508420999995 |
65.6343 |
¥13.0万 |
+12.85% |
重回前高 |
| 38 |
2023-07-14 |
2023-07-18 |
57.07411709999999 |
55.32462 |
¥-3.5万 |
-3.09% |
跌破0.618止损 |
| 39 |
2023-08-14 |
2023-09-05 |
58.07541739999999 |
64.6353 |
¥12.3万 |
+11.26% |
重回前高 |
| 40 |
2023-09-22 |
2023-10-16 |
58.97658766999999 |
56.09384999999999 |
¥-6.0万 |
-4.92% |
跌破0.618止损 |
| 41 |
2023-10-31 |
2023-11-07 |
59.09674370599999 |
55.87407 |
¥-6.4万 |
-5.48% |
跌破0.618止损 |
| 42 |
2024-02-07 |
2024-03-01 |
49.56436485 |
53.146800000000006 |
¥8.0万 |
+7.20% |
重回前高 |
| 43 |
2024-05-16 |
2024-05-24 |
55.92262175499999 |
54.25569000000001 |
¥-3.6万 |
-3.01% |
跌破0.618止损 |
| 44 |
2024-10-11 |
2024-12-24 |
48.062414399999994 |
44.73522 |
¥-7.9万 |
-6.95% |
跌破0.618止损 |
| 45 |
2025-02-18 |
2025-03-12 |
47.261374159999995 |
55.30464 |
¥18.1万 |
+16.98% |
重回前高 |
| 46 |
2025-04-15 |
2025-04-29 |
50.014949985 |
47.4525 |
¥-6.4万 |
-5.15% |
跌破0.618止损 |
| 47 |
2025-08-22 |
2025-08-26 |
42.264885663 |
43.53642 |
¥3.5万 |
+2.98% |
重回前高 |
| 48 |
2025-09-03 |
2025-09-19 |
42.60532776499999 |
40.94901 |
¥-4.8万 |
-3.92% |
跌破0.618止损 |
| 49 |
2026-06-03 |
2026-06-05 |
29.037708699999996 |
26.98299 |
¥-8.3万 |
-7.10% |
跌破0.618止损 |
| 50 |
2026-07-30 |
2026-10-27 |
27.63588828 |
31.208759999999998 |
¥14.0万 |
+12.89% |
重回前高 |
| 51 |
2026-11-12 |
2026-11-13 |
32.54225975 |
33.27 |
¥2.7万 |
+2.21% |
强平 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-29 |
黄金分割买点 |
买入 |
32.011979999999994 |
31100.0 |
¥99.6万 |
|
| 2015-05-15 |
重回前高 |
卖出 |
35.1648 |
31100.0 |
¥1.09M |
|
| 2015-06-17 |
黄金分割买点 |
买入 |
43.043 |
25300.0 |
¥1.09M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
36.21375 |
25300.0 |
¥91.6万 |
止损触发 |
| 2015-10-29 |
黄金分割买点 |
买入 |
29.429399999999994 |
31300.0 |
¥92.1万 |
|
| 2015-11-26 |
重回前高 |
卖出 |
37.91205 |
31300.0 |
¥1.19M |
|
| 2015-12-09 |
黄金分割买点 |
买入 |
32.80277 |
35700.0 |
¥1.17M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
28.831139999999998 |
35700.0 |
¥1.03M |
止损触发 |
| 2016-08-16 |
黄金分割买点 |
买入 |
13.963949999999997 |
74800.0 |
¥1.04M |
|
| 2016-09-12 |
跌破0.618止损 |
卖出 |
13.466520000000001 |
74800.0 |
¥1.01M |
止损触发 |
| 2016-10-27 |
黄金分割买点 |
买入 |
13.74 |
72900.0 |
¥1.00M |
|
| 2016-11-01 |
跌破0.618止损 |
卖出 |
13.21 |
72900.0 |
¥96.3万 |
止损触发 |
| 2017-02-15 |
黄金分割买点 |
买入 |
13.32331 |
72500.0 |
¥96.6万 |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
12.63735 |
72500.0 |
¥91.6万 |
止损触发 |
| 2017-04-27 |
黄金分割买点 |
买入 |
13.32331 |
67400.0 |
¥89.8万 |
|
| 2017-05-05 |
跌破0.618止损 |
卖出 |
12.927059999999999 |
67400.0 |
¥87.1万 |
止损触发 |
| 2017-06-27 |
黄金分割买点 |
买入 |
12.90289 |
69100.0 |
¥89.2万 |
|
| 2017-07-24 |
重回前高 |
卖出 |
14.115870000000001 |
69100.0 |
¥97.5万 |
|
| 2017-09-08 |
黄金分割买点 |
买入 |
15.265249999999998 |
63200.0 |
¥96.5万 |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
15.31467 |
63200.0 |
¥96.8万 |
止损触发 |
| 2018-01-30 |
黄金分割买点 |
买入 |
16.40639 |
59300.0 |
¥97.3万 |
|
| 2018-02-06 |
跌破0.618止损 |
卖出 |
15.024959999999998 |
59300.0 |
¥89.1万 |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
16.17616 |
54900.0 |
¥88.8万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
15.2847 |
54900.0 |
¥83.9万 |
止损触发 |
| 2018-07-06 |
黄金分割买点 |
买入 |
20.44042 |
41200.0 |
¥84.2万 |
|
| 2018-07-27 |
跌破0.618止损 |
卖出 |
19.94004 |
41200.0 |
¥82.1万 |
止损触发 |
| 2018-09-27 |
黄金分割买点 |
买入 |
20.019999999999996 |
41000.0 |
¥82.1万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
18.3816 |
41000.0 |
¥75.3万 |
止损触发 |
| 2019-01-16 |
黄金分割买点 |
买入 |
16.516499999999997 |
45700.0 |
¥75.5万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
18.94104 |
45700.0 |
¥86.5万 |
|
| 2019-05-24 |
黄金分割买点 |
买入 |
25.025 |
34500.0 |
¥86.4万 |
|
| 2019-06-03 |
跌破0.618止损 |
卖出 |
24.485490000000002 |
34500.0 |
¥84.4万 |
止损触发 |
| 2019-06-24 |
黄金分割买点 |
买入 |
26.61659 |
31600.0 |
¥84.1万 |
|
| 2019-08-21 |
重回前高 |
卖出 |
29.88009 |
31600.0 |
¥94.4万 |
|
| 2019-09-12 |
黄金分割买点 |
买入 |
28.578549999999996 |
33100.0 |
¥94.6万 |
|
| 2019-09-23 |
重回前高 |
卖出 |
33.15681 |
33100.0 |
¥1.10M |
|
| 2019-10-21 |
黄金分割买点 |
买入 |
31.461429999999996 |
35000.0 |
¥1.10M |
|
| 2019-11-22 |
跌破0.618止损 |
卖出 |
30.988979999999994 |
35000.0 |
¥1.08M |
止损触发 |
| 2020-01-22 |
黄金分割买点 |
买入 |
32.7327 |
32600.0 |
¥1.07M |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
27.77 |
32600.0 |
¥90.5万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
31.911879999999996 |
28700.0 |
¥91.6万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
29.7702 |
28700.0 |
¥85.4万 |
止损触发 |
| 2020-03-09 |
黄金分割买点 |
买入 |
31.681649999999994 |
26500.0 |
¥84.0万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
29.570400000000003 |
26500.0 |
¥78.3万 |
止损触发 |
| 2020-07-27 |
黄金分割买点 |
买入 |
41.991949999999996 |
19100.0 |
¥80.2万 |
|
| 2020-09-22 |
跌破0.618止损 |
卖出 |
45.30465 |
19100.0 |
¥86.5万 |
止损触发 |
| 2020-10-19 |
黄金分割买点 |
买入 |
48.66861999999999 |
17600.0 |
¥85.7万 |
|
| 2020-11-13 |
重回前高 |
卖出 |
54.964980000000004 |
17600.0 |
¥96.7万 |
|
| 2020-11-16 |
黄金分割买点 |
买入 |
50.36031 |
19000.0 |
¥95.7万 |
|
| 2021-01-05 |
重回前高 |
卖出 |
60.18975 |
19000.0 |
¥1.14M |
|
| 2021-01-15 |
黄金分割买点 |
买入 |
57.9579 |
19400.0 |
¥1.12M |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
55.7442 |
19400.0 |
¥1.08M |
止损触发 |
| 2021-02-03 |
黄金分割买点 |
买入 |
58.188129999999994 |
18900.0 |
¥1.10M |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
51.75819 |
18900.0 |
¥97.8万 |
止损触发 |
| 2021-04-19 |
黄金分割买点 |
买入 |
52.58253 |
18800.0 |
¥98.9万 |
|
| 2021-05-25 |
重回前高 |
卖出 |
58.33161 |
18800.0 |
¥1.10M |
|
| 2021-06-17 |
黄金分割买点 |
买入 |
53.53347999999999 |
20400.0 |
¥1.09M |
|
| 2021-07-13 |
跌破0.618止损 |
卖出 |
54.42 |
20400.0 |
¥1.11M |
止损触发 |
| 2021-07-19 |
黄金分割买点 |
买入 |
57.847789999999996 |
19200.0 |
¥1.11M |
|
| 2021-07-26 |
跌破0.618止损 |
卖出 |
51.45849 |
19200.0 |
¥98.8万 |
止损触发 |
| 2021-10-25 |
黄金分割买点 |
买入 |
48.538489999999996 |
20000.0 |
¥97.1万 |
|
| 2021-11-05 |
重回前高 |
卖出 |
53.946 |
20000.0 |
¥1.08M |
|
| 2022-01-04 |
黄金分割买点 |
买入 |
54.45439999999999 |
20200.0 |
¥1.10M |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
49.33062 |
20200.0 |
¥99.6万 |
止损触发 |
| 2022-07-07 |
黄金分割买点 |
买入 |
47.06 |
21200.0 |
¥99.8万 |
|
| 2022-07-13 |
跌破0.618止损 |
卖出 |
44.94501 |
21200.0 |
¥95.3万 |
止损触发 |
| 2022-09-28 |
黄金分割买点 |
买入 |
45.44539999999999 |
20700.0 |
¥94.1万 |
|
| 2022-10-11 |
跌破0.618止损 |
卖出 |
44.2557 |
20700.0 |
¥91.6万 |
止损触发 |
| 2022-11-14 |
黄金分割买点 |
买入 |
42.44239999999999 |
21800.0 |
¥92.6万 |
|
| 2022-11-29 |
跌破0.618止损 |
卖出 |
40.93 |
21800.0 |
¥89.2万 |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
42.02197999999999 |
21100.0 |
¥88.7万 |
|
| 2022-12-12 |
重回前高 |
卖出 |
47.49246 |
21100.0 |
¥1.00M |
|
| 2023-03-21 |
黄金分割买点 |
买入 |
58.128069999999994 |
17400.0 |
¥1.01M |
|
| 2023-04-06 |
重回前高 |
卖出 |
65.6343 |
17400.0 |
¥1.14M |
|
| 2023-07-14 |
黄金分割买点 |
买入 |
57.05699999999999 |
19900.0 |
¥1.14M |
|
| 2023-07-18 |
跌破0.618止损 |
卖出 |
55.32462 |
19900.0 |
¥1.10M |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
58.05799999999999 |
18800.0 |
¥1.09M |
|
| 2023-09-05 |
重回前高 |
卖出 |
64.6353 |
18800.0 |
¥1.21M |
|
| 2023-09-22 |
黄金分割买点 |
买入 |
58.95889999999999 |
20600.0 |
¥1.21M |
|
| 2023-10-16 |
跌破0.618止损 |
卖出 |
56.09384999999999 |
20600.0 |
¥1.16M |
止损触发 |
| 2023-10-31 |
黄金分割买点 |
买入 |
59.07901999999999 |
19700.0 |
¥1.16M |
|
| 2023-11-07 |
跌破0.618止损 |
卖出 |
55.87407 |
19700.0 |
¥1.10M |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
49.549499999999995 |
22300.0 |
¥1.11M |
|
| 2024-03-01 |
重回前高 |
卖出 |
53.146800000000006 |
22300.0 |
¥1.18M |
|
| 2024-05-16 |
黄金分割买点 |
买入 |
55.905849999999994 |
21100.0 |
¥1.18M |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
54.25569000000001 |
21100.0 |
¥1.14M |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
48.047999999999995 |
23600.0 |
¥1.13M |
|
| 2024-12-24 |
跌破0.618止损 |
卖出 |
44.73522 |
23600.0 |
¥1.06M |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
47.2472 |
22500.0 |
¥1.06M |
|
| 2025-03-12 |
重回前高 |
卖出 |
55.30464 |
22500.0 |
¥1.24M |
|
| 2025-04-15 |
黄金分割买点 |
买入 |
49.99995 |
24900.0 |
¥1.25M |
|
| 2025-04-29 |
跌破0.618止损 |
卖出 |
47.4525 |
24900.0 |
¥1.18M |
止损触发 |
| 2025-08-22 |
黄金分割买点 |
买入 |
42.25221 |
28100.0 |
¥1.19M |
|
| 2025-08-26 |
重回前高 |
卖出 |
43.53642 |
28100.0 |
¥1.22M |
|
| 2025-09-03 |
黄金分割买点 |
买入 |
42.592549999999996 |
28700.0 |
¥1.22M |
|
| 2025-09-19 |
跌破0.618止损 |
卖出 |
40.94901 |
28700.0 |
¥1.17M |
止损触发 |
| 2026-06-03 |
黄金分割买点 |
买入 |
29.028999999999996 |
40100.0 |
¥1.16M |
|
| 2026-06-05 |
跌破0.618止损 |
卖出 |
26.98299 |
40100.0 |
¥1.08M |
止损触发 |
| 2026-07-30 |
黄金分割买点 |
买入 |
27.627599999999997 |
39400.0 |
¥1.09M |
|
| 2026-10-27 |
重回前高 |
卖出 |
31.208759999999998 |
39400.0 |
¥1.23M |
|
| 2026-11-12 |
黄金分割买点 |
买入 |
32.5325 |
37700.0 |
¥1.23M |
|
| 2026-11-13 |
强平 |
卖出 |
33.27 |
37700 |
¥1.25M |
回测结束强平 |