603501 韦尔股份 — 斐波那契回调 回测明细
数据区间: 2017-05-04 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.90M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +89.69%）
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 38 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 |
2018-01-23 |
2018-01-30 |
37.038098097 |
35.834129999999995 |
¥-3.3万 |
-3.28% |
跌破0.618止损 |
| 2 |
2018-03-07 |
2018-09-14 |
35.54616065 |
47.292660000000005 |
¥31.3万 |
+33.01% |
重回前高 |
| 3 |
2018-09-18 |
2018-09-26 |
41.25357236 |
38.03193 |
¥-10.0万 |
-7.84% |
跌破0.618止损 |
| 4 |
2019-02-14 |
2019-03-06 |
33.15305293299999 |
47.872080000000004 |
¥51.6万 |
+44.35% |
重回前高 |
| 5 |
2019-05-22 |
2019-05-27 |
51.757212507 |
44.07588 |
¥-25.2万 |
-14.87% |
跌破0.618止损 |
| 6 |
2019-06-21 |
2019-07-26 |
51.006237281999994 |
69.6303 |
¥52.3万 |
+36.47% |
重回前高 |
| 7 |
2020-03-04 |
2020-03-10 |
171.72300145 |
155.01483 |
¥-18.8万 |
-9.76% |
跌破0.618止损 |
| 8 |
2020-04-21 |
2020-07-07 |
178.843637 |
229.87989000000005 |
¥50.5万 |
+28.50% |
重回前高 |
| 9 |
2020-07-21 |
2020-07-28 |
217.35225612099998 |
201.28851 |
¥-16.8万 |
-7.42% |
跌破0.618止损 |
| 10 |
2020-11-13 |
2021-01-06 |
204.13509216099996 |
264.735 |
¥62.3万 |
+29.65% |
重回前高 |
| 11 |
2021-03-05 |
2021-03-10 |
267.37721910899995 |
256.82292 |
¥-10.4万 |
-3.98% |
跌破0.618止损 |
| 12 |
2021-04-12 |
2021-05-10 |
294.38228819999995 |
261.54819 |
¥-29.3万 |
-11.18% |
跌破0.618止损 |
| 13 |
2021-05-20 |
2021-07-13 |
278.371496403 |
341.21844 |
¥52.7万 |
+22.54% |
重回前高 |
| 14 |
2021-07-23 |
2021-08-10 |
308.29246 |
287.712 |
¥-19.0万 |
-6.70% |
跌破0.618止损 |
| 15 |
2021-11-03 |
2021-12-03 |
283.0849 |
293.3064 |
¥9.5万 |
+3.58% |
重回前高 |
| 16 |
2022-01-07 |
2022-01-12 |
279.36278369999997 |
268.05168 |
¥-11.3万 |
-4.08% |
跌破0.618止损 |
| 17 |
2022-01-18 |
2022-01-26 |
290.37708699999996 |
277.80192 |
¥-11.5万 |
-4.36% |
跌破0.618止损 |
| 18 |
2022-06-29 |
2022-07-13 |
174.246278206 |
148.4514 |
¥-37.5万 |
-14.83% |
跌破0.618止损 |
| 19 |
2022-11-18 |
2023-01-20 |
88.81533661 |
97.43247 |
¥20.7万 |
+9.67% |
重回前高 |
| 20 |
2023-02-21 |
2023-03-08 |
89.706493877 |
83.1168 |
¥-17.5万 |
-7.37% |
跌破0.618止损 |
| 21 |
2023-03-28 |
2023-04-25 |
89.376064778 |
90.95895 |
¥3.8万 |
+1.74% |
跌破0.618止损 |
| 22 |
2023-05-22 |
2023-07-12 |
98.32768945999999 |
111.0888 |
¥29.0万 |
+12.94% |
重回前高 |
| 23 |
2023-07-18 |
2023-08-15 |
102.473072702 |
99.9 |
¥-6.4万 |
-2.54% |
跌破0.618止损 |
| 24 |
2023-10-12 |
2024-01-04 |
101.62196744699997 |
99.08082 |
¥-6.2万 |
-2.53% |
跌破0.618止损 |
| 25 |
2024-03-01 |
2024-04-30 |
96.12482879999999 |
102.21767999999999 |
¥15.1万 |
+6.31% |
重回前高 |
| 26 |
2024-06-05 |
2024-07-17 |
97.53666222299998 |
110.3895 |
¥33.6万 |
+13.14% |
重回前高 |
| 27 |
2024-07-25 |
2024-08-05 |
103.22404792700002 |
97.90199999999999 |
¥-14.9万 |
-5.18% |
跌破0.618止损 |
| 28 |
2024-10-18 |
2024-11-26 |
103.79478909799997 |
96.80309999999999 |
¥-18.5万 |
-6.76% |
跌破0.618止损 |
| 29 |
2024-12-20 |
2024-12-30 |
103.414294984 |
105.71 |
¥5.6万 |
+2.19% |
跌破0.618止损 |
| 30 |
2025-01-27 |
2025-02-12 |
107.97021134899998 |
122.12775 |
¥34.2万 |
+13.08% |
重回前高 |
| 31 |
2025-03-24 |
2025-04-08 |
136.166827797 |
118.881 |
¥-37.4万 |
-12.72% |
跌破0.618止损 |
| 32 |
2025-06-06 |
2025-07-09 |
132.92261482499998 |
125.44443 |
¥-14.6万 |
-5.65% |
跌破0.618止损 |
| 33 |
2025-09-04 |
2025-09-05 |
136.17684079999998 |
128.77110000000002 |
¥-13.3万 |
-5.47% |
跌破0.618止损 |
| 34 |
2025-09-09 |
2025-10-15 |
134.630377 |
131.24862 |
¥-5.8万 |
-2.54% |
跌破0.618止损 |
| 35 |
2026-01-08 |
2026-01-30 |
129.06760867 |
122.38749000000001 |
¥-11.6万 |
-5.20% |
跌破0.618止损 |
| 36 |
2026-05-26 |
2026-06-01 |
108.98268499999999 |
94.78511999999999 |
¥-27.7万 |
-13.05% |
跌破0.618止损 |
| 37 |
2026-07-02 |
2026-07-28 |
94.57281333499999 |
93.88602 |
¥-1.4万 |
-0.76% |
跌破0.618止损 |
| 38 |
2026-11-04 |
2026-11-13 |
84.30948526 |
86.87 |
¥5.5万 |
+3.01% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-01-23 |
黄金分割买点 |
买入 |
37.02699 |
26900.0 |
¥99.6万 |
|
| 2018-01-30 |
跌破0.618止损 |
卖出 |
35.834129999999995 |
26900.0 |
¥96.4万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
35.5355 |
26700.0 |
¥94.9万 |
|
| 2018-09-14 |
重回前高 |
卖出 |
47.292660000000005 |
26700.0 |
¥1.26M |
|
| 2018-09-18 |
黄金分割买点 |
买入 |
41.2412 |
30900.0 |
¥1.27M |
|
| 2018-09-26 |
跌破0.618止损 |
卖出 |
38.03193 |
30900.0 |
¥1.17M |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
33.14310999999999 |
35100.0 |
¥1.16M |
|
| 2019-03-06 |
重回前高 |
卖出 |
47.872080000000004 |
35100.0 |
¥1.68M |
|
| 2019-05-22 |
黄金分割买点 |
买入 |
51.74168999999999 |
32700.0 |
¥1.69M |
|
| 2019-05-27 |
跌破0.618止损 |
卖出 |
44.07588 |
32700.0 |
¥1.44M |
止损触发 |
| 2019-06-21 |
黄金分割买点 |
买入 |
50.990939999999995 |
28100.0 |
¥1.43M |
|
| 2019-07-26 |
重回前高 |
卖出 |
69.6303 |
28100.0 |
¥1.96M |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
171.67149999999998 |
11200.0 |
¥1.92M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
155.01483 |
11200.0 |
¥1.74M |
止损触发 |
| 2020-04-21 |
黄金分割买点 |
买入 |
178.79 |
9900.0 |
¥1.77M |
|
| 2020-07-07 |
重回前高 |
卖出 |
229.87989000000005 |
9900.0 |
¥2.28M |
|
| 2020-07-21 |
黄金分割买点 |
买入 |
217.28707 |
10400.0 |
¥2.26M |
|
| 2020-07-28 |
跌破0.618止损 |
卖出 |
201.28851 |
10400.0 |
¥2.09M |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
204.07386999999997 |
10300.0 |
¥2.10M |
|
| 2021-01-06 |
重回前高 |
卖出 |
264.735 |
10300.0 |
¥2.73M |
|
| 2021-03-05 |
黄金分割买点 |
买入 |
267.29702999999995 |
9800.0 |
¥2.62M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
256.82292 |
9800.0 |
¥2.52M |
止损触发 |
| 2021-04-12 |
黄金分割买点 |
买入 |
294.294 |
8900.0 |
¥2.62M |
|
| 2021-05-10 |
跌破0.618止损 |
卖出 |
261.54819 |
8900.0 |
¥2.33M |
止损触发 |
| 2021-05-20 |
黄金分割买点 |
买入 |
278.28801 |
8400.0 |
¥2.34M |
|
| 2021-07-13 |
重回前高 |
卖出 |
341.21844 |
8400.0 |
¥2.87M |
|
| 2021-07-23 |
黄金分割买点 |
买入 |
308.2 |
9200.0 |
¥2.84M |
|
| 2021-08-10 |
跌破0.618止损 |
卖出 |
287.712 |
9200.0 |
¥2.65M |
止损触发 |
| 2021-11-03 |
黄金分割买点 |
买入 |
283.0 |
9400.0 |
¥2.66M |
|
| 2021-12-03 |
重回前高 |
卖出 |
293.3064 |
9400.0 |
¥2.76M |
|
| 2022-01-07 |
黄金分割买点 |
买入 |
279.279 |
9900.0 |
¥2.77M |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
268.05168 |
9900.0 |
¥2.65M |
止损触发 |
| 2022-01-18 |
黄金分割买点 |
买入 |
290.28999999999996 |
9100.0 |
¥2.64M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
277.80192 |
9100.0 |
¥2.53M |
止损触发 |
| 2022-06-29 |
黄金分割买点 |
买入 |
174.19402 |
14500.0 |
¥2.53M |
|
| 2022-07-13 |
跌破0.618止损 |
卖出 |
148.4514 |
14500.0 |
¥2.15M |
止损触发 |
| 2022-11-18 |
黄金分割买点 |
买入 |
88.78869999999999 |
24100.0 |
¥2.14M |
|
| 2023-01-20 |
重回前高 |
卖出 |
97.43247 |
24100.0 |
¥2.35M |
|
| 2023-02-21 |
黄金分割买点 |
买入 |
89.67959 |
26400.0 |
¥2.37M |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
83.1168 |
26400.0 |
¥2.19M |
止损触发 |
| 2023-03-28 |
黄金分割买点 |
买入 |
89.34926 |
24500.0 |
¥2.19M |
|
| 2023-04-25 |
跌破0.618止损 |
卖出 |
90.95895 |
24500.0 |
¥2.23M |
止损触发 |
| 2023-05-22 |
黄金分割买点 |
买入 |
98.2982 |
22800.0 |
¥2.24M |
|
| 2023-07-12 |
重回前高 |
卖出 |
111.0888 |
22800.0 |
¥2.53M |
|
| 2023-07-18 |
黄金分割买点 |
买入 |
102.44233999999999 |
24600.0 |
¥2.52M |
|
| 2023-08-15 |
跌破0.618止损 |
卖出 |
99.9 |
24600.0 |
¥2.46M |
止损触发 |
| 2023-10-12 |
黄金分割买点 |
买入 |
101.59148999999996 |
24200.0 |
¥2.46M |
|
| 2024-01-04 |
跌破0.618止损 |
卖出 |
99.08082 |
24200.0 |
¥2.40M |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
96.09599999999999 |
24900.0 |
¥2.39M |
|
| 2024-04-30 |
重回前高 |
卖出 |
102.21767999999999 |
24900.0 |
¥2.54M |
|
| 2024-06-05 |
黄金分割买点 |
买入 |
97.50740999999998 |
26200.0 |
¥2.56M |
|
| 2024-07-17 |
重回前高 |
卖出 |
110.3895 |
26200.0 |
¥2.89M |
|
| 2024-07-25 |
黄金分割买点 |
买入 |
103.19309 |
27900.0 |
¥2.88M |
|
| 2024-08-05 |
跌破0.618止损 |
卖出 |
97.90199999999999 |
27900.0 |
¥2.73M |
止损触发 |
| 2024-10-18 |
黄金分割买点 |
买入 |
103.76365999999997 |
26300.0 |
¥2.73M |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
96.80309999999999 |
26300.0 |
¥2.55M |
止损触发 |
| 2024-12-20 |
黄金分割买点 |
买入 |
103.38328 |
24700.0 |
¥2.55M |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
105.71 |
24700.0 |
¥2.61M |
止损触发 |
| 2025-01-27 |
黄金分割买点 |
买入 |
107.93782999999998 |
24200.0 |
¥2.61M |
|
| 2025-02-12 |
重回前高 |
卖出 |
122.12775 |
24200.0 |
¥2.95M |
|
| 2025-03-24 |
黄金分割买点 |
买入 |
136.12599 |
21600.0 |
¥2.94M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
118.881 |
21600.0 |
¥2.57M |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
132.88275 |
19400.0 |
¥2.58M |
|
| 2025-07-09 |
跌破0.618止损 |
卖出 |
125.44443 |
19400.0 |
¥2.43M |
止损触发 |
| 2025-09-04 |
黄金分割买点 |
买入 |
136.136 |
17800.0 |
¥2.42M |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
128.77110000000002 |
17800.0 |
¥2.29M |
止损触发 |
| 2025-09-09 |
黄金分割买点 |
买入 |
134.59 |
16900.0 |
¥2.28M |
|
| 2025-10-15 |
跌破0.618止损 |
卖出 |
131.24862 |
16900.0 |
¥2.22M |
止损触发 |
| 2026-01-08 |
黄金分割买点 |
买入 |
129.0289 |
17200.0 |
¥2.22M |
|
| 2026-01-30 |
跌破0.618止损 |
卖出 |
122.38749000000001 |
17200.0 |
¥2.10M |
止损触发 |
| 2026-05-26 |
黄金分割买点 |
买入 |
108.95 |
19500.0 |
¥2.13M |
|
| 2026-06-01 |
跌破0.618止损 |
卖出 |
94.78511999999999 |
19500.0 |
¥1.85M |
止损触发 |
| 2026-07-02 |
黄金分割买点 |
买入 |
94.54445 |
19000.0 |
¥1.80M |
|
| 2026-07-28 |
跌破0.618止损 |
卖出 |
93.88602 |
19000.0 |
¥1.78M |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
84.2842 |
21800.0 |
¥1.84M |
|
| 2026-11-13 |
强平 |
卖出 |
86.87 |
21800 |
¥1.89M |
回测结束强平 |