603392 万泰生物 — 斐波那契回调 回测明细
数据区间: 2020-04-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥60.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -39.65%）
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 25 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 |
2020-08-20 |
2020-09-08 |
202.26266059999998 |
199.8 |
¥-1.2万 |
-1.25% |
跌破0.618止损 |
| 2 |
2020-12-14 |
2021-01-05 |
193.57137399599998 |
221.52825 |
¥13.9万 |
+14.41% |
重回前高 |
| 3 |
2021-02-23 |
2021-03-05 |
265.23443646699997 |
228.55122 |
¥-15.1万 |
-13.86% |
跌破0.618止损 |
| 4 |
2021-04-09 |
2021-05-19 |
278.41154841499997 |
234.6651 |
¥-14.9万 |
-15.74% |
跌破0.618止损 |
| 5 |
2021-07-14 |
2021-07-27 |
278.36148339999994 |
253.70604000000003 |
¥-7.2万 |
-8.88% |
跌破0.618止损 |
| 6 |
2021-08-02 |
2021-08-20 |
271.75290142 |
238.75101000000004 |
¥-8.9万 |
-12.17% |
跌破0.618止损 |
| 7 |
2021-10-18 |
2021-11-03 |
242.90543977699997 |
217.8819 |
¥-6.8万 |
-10.33% |
跌破0.618止损 |
| 8 |
2022-01-18 |
2022-02-14 |
227.15498605800002 |
209.79 |
¥-4.4万 |
-7.67% |
跌破0.618止损 |
| 9 |
2022-04-21 |
2022-04-22 |
179.2327537 |
178.821 |
¥-977 |
-0.26% |
跌破0.618止损 |
| 10 |
2022-11-02 |
2022-11-16 |
124.441601284 |
148.43142 |
¥10.5万 |
+19.24% |
重回前高 |
| 11 |
2022-12-07 |
2022-12-20 |
138.05928536399998 |
128.38148999999999 |
¥-4.6万 |
-7.04% |
跌破0.618止损 |
| 12 |
2023-01-17 |
2023-01-30 |
141.51377139899998 |
138.5613 |
¥-1.3万 |
-2.12% |
跌破0.618止损 |
| 13 |
2023-11-24 |
2023-12-18 |
48.86345463999999 |
53.90604 |
¥6.1万 |
+10.29% |
重回前高 |
| 14 |
2024-01-18 |
2024-01-26 |
67.18725013 |
59.62032000000001 |
¥-7.4万 |
-11.29% |
跌破0.618止损 |
| 15 |
2024-02-26 |
2024-05-16 |
69.18985072999999 |
66.01392 |
¥-2.7万 |
-4.62% |
跌破0.618止损 |
| 16 |
2024-08-01 |
2024-08-06 |
68.68920057999999 |
67.31262 |
¥-1.1万 |
-2.03% |
跌破0.618止损 |
| 17 |
2024-08-07 |
2024-08-15 |
68.29869346299999 |
65.53439999999999 |
¥-2.2万 |
-4.08% |
跌破0.618止损 |
| 18 |
2024-08-16 |
2024-09-05 |
68.719239589 |
68.6313 |
¥-825 |
-0.16% |
跌破0.618止损 |
| 19 |
2024-09-23 |
2024-10-08 |
70.69180118 |
89.80011 |
¥14.1万 |
+26.99% |
重回前高 |
| 20 |
2024-10-10 |
2024-10-14 |
78.722229586 |
73.57635 |
¥-4.4万 |
-6.56% |
跌破0.618止损 |
| 21 |
2025-04-11 |
2025-04-25 |
66.746677998 |
64.935 |
¥-1.7万 |
-2.74% |
跌破0.618止损 |
| 22 |
2025-05-14 |
2025-06-06 |
67.277367157 |
79.92 |
¥11.4万 |
+18.76% |
重回前高 |
| 23 |
2025-09-11 |
2025-09-23 |
59.07671769999999 |
56.923019999999994 |
¥-2.6万 |
-3.67% |
跌破0.618止损 |
| 24 |
2026-05-13 |
2026-05-15 |
42.95578286999999 |
39.96 |
¥-4.8万 |
-7.00% |
跌破0.618止损 |
| 25 |
2026-08-31 |
2026-09-03 |
30.149041999999998 |
28.071900000000003 |
¥-4.4万 |
-6.92% |
跌破0.618止损 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-08-20 |
黄金分割买点 |
买入 |
202.20199999999997 |
4800.0 |
¥97.1万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
199.8 |
4800.0 |
¥95.9万 |
止损触发 |
| 2020-12-14 |
黄金分割买点 |
买入 |
193.51331999999996 |
5000.0 |
¥96.8万 |
|
| 2021-01-05 |
重回前高 |
卖出 |
221.52825 |
5000.0 |
¥1.11M |
|
| 2021-02-23 |
黄金分割买点 |
买入 |
265.15488999999997 |
4100.0 |
¥1.09M |
|
| 2021-03-05 |
跌破0.618止损 |
卖出 |
228.55122 |
4100.0 |
¥93.7万 |
止损触发 |
| 2021-04-09 |
黄金分割买点 |
买入 |
278.32804999999996 |
3400.0 |
¥94.7万 |
|
| 2021-05-19 |
跌破0.618止损 |
卖出 |
234.6651 |
3400.0 |
¥79.8万 |
止损触发 |
| 2021-07-14 |
黄金分割买点 |
买入 |
278.27799999999996 |
2900.0 |
¥80.7万 |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
253.70604000000003 |
2900.0 |
¥73.6万 |
止损触发 |
| 2021-08-02 |
黄金分割买点 |
买入 |
271.67139999999995 |
2700.0 |
¥73.4万 |
|
| 2021-08-20 |
跌破0.618止损 |
卖出 |
238.75101000000004 |
2700.0 |
¥64.4万 |
止损触发 |
| 2021-10-18 |
黄金分割买点 |
买入 |
242.83258999999995 |
2700.0 |
¥65.6万 |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
217.8819 |
2700.0 |
¥58.8万 |
止损触发 |
| 2022-01-18 |
黄金分割买点 |
买入 |
227.08686 |
2500.0 |
¥56.8万 |
|
| 2022-02-14 |
跌破0.618止损 |
卖出 |
209.79 |
2500.0 |
¥52.4万 |
止损触发 |
| 2022-04-21 |
黄金分割买点 |
买入 |
179.17899999999997 |
2100.0 |
¥37.6万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
178.821 |
2100.0 |
¥37.5万 |
止损触发 |
| 2022-11-02 |
黄金分割买点 |
买入 |
124.40427999999999 |
4400.0 |
¥54.8万 |
|
| 2022-11-16 |
重回前高 |
卖出 |
148.43142 |
4400.0 |
¥65.3万 |
|
| 2022-12-07 |
黄金分割买点 |
买入 |
138.01788 |
4700.0 |
¥64.9万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
128.38148999999999 |
4700.0 |
¥60.3万 |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
141.47133 |
4300.0 |
¥60.9万 |
|
| 2023-01-30 |
跌破0.618止损 |
卖出 |
138.5613 |
4300.0 |
¥59.6万 |
止损触发 |
| 2023-11-24 |
黄金分割买点 |
买入 |
48.84879999999999 |
12200.0 |
¥59.6万 |
|
| 2023-12-18 |
重回前高 |
卖出 |
53.90604 |
12200.0 |
¥65.7万 |
|
| 2024-01-18 |
黄金分割买点 |
买入 |
67.16709999999999 |
9700.0 |
¥65.2万 |
|
| 2024-01-26 |
跌破0.618止损 |
卖出 |
59.62032000000001 |
9700.0 |
¥57.8万 |
止损触发 |
| 2024-02-26 |
黄金分割买点 |
买入 |
69.16909999999999 |
8300.0 |
¥57.4万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
66.01392 |
8300.0 |
¥54.8万 |
止损触发 |
| 2024-08-01 |
黄金分割买点 |
买入 |
68.66859999999998 |
8100.0 |
¥55.6万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
67.31262 |
8100.0 |
¥54.5万 |
止损触发 |
| 2024-08-07 |
黄金分割买点 |
买入 |
68.27820999999999 |
7900.0 |
¥54.0万 |
|
| 2024-08-15 |
跌破0.618止损 |
卖出 |
65.53439999999999 |
7900.0 |
¥51.8万 |
止损触发 |
| 2024-08-16 |
黄金分割买点 |
买入 |
68.69863 |
7600.0 |
¥52.2万 |
|
| 2024-09-05 |
跌破0.618止损 |
卖出 |
68.6313 |
7600.0 |
¥52.1万 |
止损触发 |
| 2024-09-23 |
黄金分割买点 |
买入 |
70.6706 |
7400.0 |
¥52.3万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
89.80011 |
7400.0 |
¥66.4万 |
|
| 2024-10-10 |
黄金分割买点 |
买入 |
78.69861999999999 |
8500.0 |
¥66.9万 |
|
| 2024-10-14 |
跌破0.618止损 |
卖出 |
73.57635 |
8500.0 |
¥62.5万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
66.72666 |
9300.0 |
¥62.1万 |
|
| 2025-04-25 |
跌破0.618止损 |
卖出 |
64.935 |
9300.0 |
¥60.4万 |
止损触发 |
| 2025-05-14 |
黄金分割买点 |
买入 |
67.25719 |
9000.0 |
¥60.5万 |
|
| 2025-06-06 |
重回前高 |
卖出 |
79.92 |
9000.0 |
¥71.9万 |
|
| 2025-09-11 |
黄金分割买点 |
买入 |
59.05899999999999 |
12100.0 |
¥71.5万 |
|
| 2025-09-23 |
跌破0.618止损 |
卖出 |
56.923019999999994 |
12100.0 |
¥68.9万 |
止损触发 |
| 2026-05-13 |
黄金分割买点 |
买入 |
42.942899999999995 |
16000.0 |
¥68.7万 |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
39.96 |
16000.0 |
¥63.9万 |
止损触发 |
| 2026-08-31 |
黄金分割买点 |
买入 |
30.14 |
21200.0 |
¥63.9万 |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
28.071900000000003 |
21200.0 |
¥59.5万 |
止损触发 |