603799 华友钴业 — 斐波那契回调 回测明细
数据区间: 2015-01-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥88.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -11.25%）
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 42 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 |
2015-06-30 |
2015-07-02 |
26.63458798 |
22.36761 |
¥-14.4万 |
-16.05% |
跌破0.618止损 |
| 2 |
2015-10-14 |
2015-10-22 |
17.943301375999997 |
16.383599999999998 |
¥-7.2万 |
-8.72% |
跌破0.618止损 |
| 3 |
2015-10-26 |
2015-11-23 |
18.92457567 |
26.473499999999998 |
¥31.1万 |
+39.85% |
重回前高 |
| 4 |
2016-03-22 |
2016-05-13 |
21.708190503999994 |
26.38359 |
¥23.0万 |
+21.50% |
重回前高 |
| 5 |
2016-07-28 |
2016-08-26 |
34.54486035 |
36.31365 |
¥6.7万 |
+5.09% |
跌破0.618止损 |
| 6 |
2016-11-04 |
2016-12-16 |
33.663716085999994 |
37.222739999999995 |
¥14.5万 |
+10.54% |
重回前高 |
| 7 |
2017-01-09 |
2017-02-14 |
35.55617365299999 |
42.93702 |
¥31.7万 |
+20.72% |
重回前高 |
| 8 |
2017-03-27 |
2017-04-25 |
49.96488497 |
44.4555 |
¥-20.3万 |
-11.05% |
跌破0.618止损 |
| 9 |
2017-11-15 |
2017-11-20 |
82.60727475 |
75.45447 |
¥-14.1万 |
-8.69% |
跌破0.618止损 |
| 10 |
2017-12-13 |
2017-12-18 |
89.52685 |
81.918 |
¥-12.6万 |
-8.53% |
跌破0.618止损 |
| 11 |
2018-01-05 |
2018-01-18 |
89.726519883 |
83.55636 |
¥-9.5万 |
-6.90% |
跌破0.618止损 |
| 12 |
2018-02-09 |
2018-02-23 |
89.32599976299998 |
113.886 |
¥34.1万 |
+27.46% |
重回前高 |
| 13 |
2018-04-03 |
2018-04-18 |
107.95018534299999 |
100.0998 |
¥-11.5万 |
-7.30% |
跌破0.618止损 |
| 14 |
2018-04-25 |
2018-05-04 |
108.82131660399999 |
100.899 |
¥-10.9万 |
-7.31% |
跌破0.618止损 |
| 15 |
2018-05-15 |
2018-05-28 |
116.15083479999997 |
106.38351000000002 |
¥-11.8万 |
-8.44% |
跌破0.618止损 |
| 16 |
2019-02-20 |
2019-02-26 |
32.872688849 |
37.962 |
¥19.9万 |
+15.45% |
重回前高 |
| 17 |
2019-03-28 |
2019-04-30 |
36.116901821 |
27.76 |
¥-34.3万 |
-23.16% |
跌破0.618止损 |
| 18 |
2019-08-13 |
2019-10-22 |
25.783482725 |
23.65 |
¥-9.4万 |
-8.30% |
跌破0.618止损 |
| 19 |
2019-11-07 |
2019-11-14 |
26.834848039999997 |
25.42455 |
¥-5.5万 |
-5.28% |
跌破0.618止损 |
| 20 |
2020-02-24 |
2020-03-02 |
44.51335 |
37.95201 |
¥-14.1万 |
-14.77% |
跌破0.618止损 |
| 21 |
2020-06-05 |
2020-07-14 |
35.476069629 |
47.952 |
¥29.5万 |
+35.13% |
重回前高 |
| 22 |
2020-07-17 |
2020-09-08 |
40.542649147 |
38.401559999999996 |
¥-6.1万 |
-5.31% |
跌破0.618止损 |
| 23 |
2020-10-30 |
2020-12-15 |
41.592474 |
59.74019999999999 |
¥47.3万 |
+43.59% |
重回前高 |
| 24 |
2021-02-26 |
2021-03-08 |
85.1105255 |
72.90702 |
¥-20.9万 |
-14.36% |
跌破0.618止损 |
| 25 |
2021-05-20 |
2021-07-06 |
89.29596075399999 |
122.54733 |
¥49.8万 |
+37.20% |
重回前高 |
| 26 |
2021-08-04 |
2021-09-14 |
119.25486572999999 |
113.48639999999999 |
¥-8.8万 |
-4.87% |
跌破0.618止损 |
| 27 |
2021-11-10 |
2021-11-16 |
123.15993689999998 |
110.89899000000001 |
¥-17.3万 |
-9.98% |
跌破0.618止损 |
| 28 |
2021-11-26 |
2021-12-21 |
125.25265452699998 |
110.95893 |
¥-18.1万 |
-11.44% |
跌破0.618止损 |
| 29 |
2022-02-28 |
2022-03-07 |
120.95707623999998 |
111.888 |
¥-10.6万 |
-7.53% |
跌破0.618止损 |
| 30 |
2022-06-01 |
2022-06-09 |
93.47138300499998 |
81.38853 |
¥-16.6万 |
-12.95% |
跌破0.618止损 |
| 31 |
2022-06-21 |
2022-07-27 |
90.82724 |
86.98293 |
¥-4.8万 |
-4.26% |
跌破0.618止损 |
| 32 |
2022-08-02 |
2022-08-04 |
91.367402 |
84.66525 |
¥-7.9万 |
-7.36% |
跌破0.618止损 |
| 33 |
2023-01-13 |
2023-02-23 |
63.58256904999999 |
59.04 |
¥-7.2万 |
-7.17% |
跌破0.618止损 |
| 34 |
2023-07-21 |
2023-08-23 |
49.764624909999995 |
47.10285 |
¥-5.0万 |
-5.38% |
跌破0.618止损 |
| 35 |
2024-03-01 |
2024-05-24 |
27.776070321999995 |
28.6 |
¥2.6万 |
+2.94% |
跌破0.618止损 |
| 36 |
2024-10-14 |
2024-12-27 |
28.096486417999994 |
29.870099999999997 |
¥5.7万 |
+6.28% |
跌破0.618止损 |
| 37 |
2025-03-28 |
2025-04-08 |
35.24577056 |
29.33064 |
¥-16.3万 |
-16.81% |
跌破0.618止损 |
| 38 |
2025-04-22 |
2025-07-02 |
33.693755095 |
37.77219 |
¥9.7万 |
+12.07% |
重回前高 |
| 39 |
2025-10-29 |
2025-12-17 |
60.298304066 |
57.85209 |
¥-3.6万 |
-4.09% |
跌破0.618止损 |
| 40 |
2025-12-30 |
2026-01-07 |
63.96306316399999 |
76.1 |
¥16.0万 |
+18.94% |
重回前高 |
| 41 |
2026-02-02 |
2026-03-17 |
68.929512652 |
63.70623 |
¥-7.4万 |
-7.61% |
跌破0.618止损 |
| 42 |
2026-05-08 |
2026-05-13 |
67.52769223199999 |
62.807129999999994 |
¥-6.6万 |
-7.02% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-30 |
黄金分割买点 |
买入 |
26.6266 |
33700.0 |
¥89.8万 |
|
| 2015-07-02 |
跌破0.618止损 |
卖出 |
22.36761 |
33700.0 |
¥75.4万 |
止损触发 |
| 2015-10-14 |
黄金分割买点 |
买入 |
17.93792 |
46200.0 |
¥82.9万 |
|
| 2015-10-22 |
跌破0.618止损 |
卖出 |
16.383599999999998 |
46200.0 |
¥75.7万 |
止损触发 |
| 2015-10-26 |
黄金分割买点 |
买入 |
18.918899999999997 |
41200.0 |
¥78.0万 |
|
| 2015-11-23 |
重回前高 |
卖出 |
26.473499999999998 |
41200.0 |
¥1.09M |
|
| 2016-03-22 |
黄金分割买点 |
买入 |
21.701679999999996 |
49200.0 |
¥1.07M |
|
| 2016-05-13 |
重回前高 |
卖出 |
26.38359 |
49200.0 |
¥1.30M |
|
| 2016-07-28 |
黄金分割买点 |
买入 |
34.534499999999994 |
38300.0 |
¥1.32M |
|
| 2016-08-26 |
跌破0.618止损 |
卖出 |
36.31365 |
38300.0 |
¥1.39M |
止损触发 |
| 2016-11-04 |
黄金分割买点 |
买入 |
33.65362 |
40800.0 |
¥1.37M |
|
| 2016-12-16 |
重回前高 |
卖出 |
37.222739999999995 |
40800.0 |
¥1.52M |
|
| 2017-01-09 |
黄金分割买点 |
买入 |
35.54550999999999 |
43000.0 |
¥1.53M |
|
| 2017-02-14 |
重回前高 |
卖出 |
42.93702 |
43000.0 |
¥1.85M |
|
| 2017-03-27 |
黄金分割买点 |
买入 |
49.94989999999999 |
36800.0 |
¥1.84M |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
44.4555 |
36800.0 |
¥1.64M |
止损触发 |
| 2017-11-15 |
黄金分割买点 |
买入 |
82.5825 |
19600.0 |
¥1.62M |
|
| 2017-11-20 |
跌破0.618止损 |
卖出 |
75.45447 |
19600.0 |
¥1.48M |
止损触发 |
| 2017-12-13 |
黄金分割买点 |
买入 |
89.5 |
16500.0 |
¥1.48M |
|
| 2017-12-18 |
跌破0.618止损 |
卖出 |
81.918 |
16500.0 |
¥1.35M |
止损触发 |
| 2018-01-05 |
黄金分割买点 |
买入 |
89.69960999999999 |
15300.0 |
¥1.37M |
|
| 2018-01-18 |
跌破0.618止损 |
卖出 |
83.55636 |
15300.0 |
¥1.28M |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
89.29920999999999 |
13900.0 |
¥1.24M |
|
| 2018-02-23 |
重回前高 |
卖出 |
113.886 |
13900.0 |
¥1.58M |
|
| 2018-04-03 |
黄金分割买点 |
买入 |
107.91780999999999 |
14600.0 |
¥1.58M |
|
| 2018-04-18 |
跌破0.618止损 |
卖出 |
100.0998 |
14600.0 |
¥1.46M |
止损触发 |
| 2018-04-25 |
黄金分割买点 |
买入 |
108.78868 |
13700.0 |
¥1.49M |
|
| 2018-05-04 |
跌破0.618止损 |
卖出 |
100.899 |
13700.0 |
¥1.38M |
止损触发 |
| 2018-05-15 |
黄金分割买点 |
买入 |
116.11599999999999 |
12000.0 |
¥1.39M |
|
| 2018-05-28 |
跌破0.618止损 |
卖出 |
106.38351000000002 |
12000.0 |
¥1.28M |
止损触发 |
| 2019-02-20 |
黄金分割买点 |
买入 |
32.862829999999995 |
39100.0 |
¥1.29M |
|
| 2019-02-26 |
重回前高 |
卖出 |
37.962 |
39100.0 |
¥1.48M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
36.106069999999995 |
41000.0 |
¥1.48M |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
27.76 |
41000.0 |
¥1.14M |
止损触发 |
| 2019-08-13 |
黄金分割买点 |
买入 |
25.77575 |
44000.0 |
¥1.13M |
|
| 2019-10-22 |
跌破0.618止损 |
卖出 |
23.65 |
44000.0 |
¥1.04M |
止损触发 |
| 2019-11-07 |
黄金分割买点 |
买入 |
26.8268 |
39000.0 |
¥1.05M |
|
| 2019-11-14 |
跌破0.618止损 |
卖出 |
25.42455 |
39000.0 |
¥99.1万 |
止损触发 |
| 2020-02-24 |
黄金分割买点 |
买入 |
44.5 |
21500.0 |
¥95.7万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
37.95201 |
21500.0 |
¥81.6万 |
止损触发 |
| 2020-06-05 |
黄金分割买点 |
买入 |
35.46543 |
23700.0 |
¥84.1万 |
|
| 2020-07-14 |
重回前高 |
卖出 |
47.952 |
23700.0 |
¥1.14M |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
40.53049 |
28200.0 |
¥1.14M |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
38.401559999999996 |
28200.0 |
¥1.08M |
止损触发 |
| 2020-10-30 |
黄金分割买点 |
买入 |
41.58 |
26100.0 |
¥1.09M |
|
| 2020-12-15 |
重回前高 |
卖出 |
59.74019999999999 |
26100.0 |
¥1.56M |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
85.085 |
17100.0 |
¥1.46M |
|
| 2021-03-08 |
跌破0.618止损 |
卖出 |
72.90702 |
17100.0 |
¥1.25M |
止损触发 |
| 2021-05-20 |
黄金分割买点 |
买入 |
89.26917999999999 |
15000.0 |
¥1.34M |
|
| 2021-07-06 |
重回前高 |
卖出 |
122.54733 |
15000.0 |
¥1.84M |
|
| 2021-08-04 |
黄金分割买点 |
买入 |
119.21909999999998 |
15200.0 |
¥1.81M |
|
| 2021-09-14 |
跌破0.618止损 |
卖出 |
113.48639999999999 |
15200.0 |
¥1.72M |
止损触发 |
| 2021-11-10 |
黄金分割买点 |
买入 |
123.12299999999999 |
14100.0 |
¥1.74M |
|
| 2021-11-16 |
跌破0.618止损 |
卖出 |
110.89899000000001 |
14100.0 |
¥1.56M |
止损触发 |
| 2021-11-26 |
黄金分割买点 |
买入 |
125.21508999999999 |
12600.0 |
¥1.58M |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
110.95893 |
12600.0 |
¥1.40M |
止损触发 |
| 2022-02-28 |
黄金分割买点 |
买入 |
120.92079999999999 |
11600.0 |
¥1.40M |
|
| 2022-03-07 |
跌破0.618止损 |
卖出 |
111.888 |
11600.0 |
¥1.30M |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
93.44334999999998 |
13700.0 |
¥1.28M |
|
| 2022-06-09 |
跌破0.618止损 |
卖出 |
81.38853 |
13700.0 |
¥1.11M |
止损触发 |
| 2022-06-21 |
黄金分割买点 |
买入 |
90.8 |
12400.0 |
¥1.13M |
|
| 2022-07-27 |
跌破0.618止损 |
卖出 |
86.98293 |
12400.0 |
¥1.08M |
止损触发 |
| 2022-08-02 |
黄金分割买点 |
买入 |
91.34 |
11700.0 |
¥1.07M |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
84.66525 |
11700.0 |
¥99.0万 |
止损触发 |
| 2023-01-13 |
黄金分割买点 |
买入 |
63.56349999999999 |
15800.0 |
¥1.00M |
|
| 2023-02-23 |
跌破0.618止损 |
卖出 |
59.04 |
15800.0 |
¥93.3万 |
止损触发 |
| 2023-07-21 |
黄金分割买点 |
买入 |
49.7497 |
18600.0 |
¥92.6万 |
|
| 2023-08-23 |
跌破0.618止损 |
卖出 |
47.10285 |
18600.0 |
¥87.6万 |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
27.767739999999996 |
31900.0 |
¥88.6万 |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
28.6 |
31900.0 |
¥91.2万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
28.088059999999995 |
32400.0 |
¥91.0万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
29.870099999999997 |
32400.0 |
¥96.8万 |
止损触发 |
| 2025-03-28 |
黄金分割买点 |
买入 |
35.2352 |
27500.0 |
¥96.9万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
29.33064 |
27500.0 |
¥80.6万 |
止损触发 |
| 2025-04-22 |
黄金分割买点 |
买入 |
33.68364999999999 |
23800.0 |
¥80.2万 |
|
| 2025-07-02 |
重回前高 |
卖出 |
37.77219 |
23800.0 |
¥89.9万 |
|
| 2025-10-29 |
黄金分割买点 |
买入 |
60.28021999999999 |
14800.0 |
¥89.2万 |
|
| 2025-12-17 |
跌破0.618止损 |
卖出 |
57.85209 |
14800.0 |
¥85.6万 |
止损触发 |
| 2025-12-30 |
黄金分割买点 |
买入 |
63.94387999999999 |
13200.0 |
¥84.4万 |
|
| 2026-01-07 |
重回前高 |
卖出 |
76.1 |
13200.0 |
¥1.00M |
|
| 2026-02-02 |
黄金分割买点 |
买入 |
68.90884 |
14200.0 |
¥97.9万 |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
63.70623 |
14200.0 |
¥90.4万 |
止损触发 |
| 2026-05-08 |
黄金分割买点 |
买入 |
67.50743999999999 |
13900.0 |
¥93.9万 |
|
| 2026-05-13 |
跌破0.618止损 |
卖出 |
62.807129999999994 |
13900.0 |
¥87.3万 |
止损触发 |