603893 瑞芯微 — 斐波那契回调 回测明细
数据区间: 2020-02-07 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥56.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -44.05%）
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 32 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 |
2020-05-22 |
2020-05-26 |
64.18334922999999 |
62.21772 |
¥-3.1万 |
-3.09% |
跌破0.618止损 |
| 2 |
2020-06-05 |
2020-06-29 |
66.98699007 |
87.912 |
¥29.7万 |
+31.20% |
重回前高 |
| 3 |
2020-07-22 |
2020-08-26 |
90.36735207499999 |
80.39952000000001 |
¥-13.9万 |
-11.06% |
跌破0.618止损 |
| 4 |
2020-11-13 |
2020-12-23 |
80.10402399999998 |
73.72619999999999 |
¥-9.0万 |
-7.99% |
跌破0.618止损 |
| 5 |
2021-08-16 |
2021-09-03 |
144.13717818499998 |
132.4674 |
¥-8.3万 |
-8.12% |
跌破0.618止损 |
| 6 |
2021-11-17 |
2022-01-06 |
136.627425935 |
121.15872 |
¥-10.7万 |
-11.35% |
跌破0.618止损 |
| 7 |
2022-06-27 |
2022-07-07 |
82.23679363899998 |
106.01387999999999 |
¥24.5万 |
+28.87% |
重回前高 |
| 8 |
2022-07-21 |
2022-08-26 |
92.72040777999999 |
87.912 |
¥-5.7万 |
-5.21% |
跌破0.618止损 |
| 9 |
2022-11-22 |
2022-12-23 |
81.255519345 |
68.57136 |
¥-16.1万 |
-15.64% |
跌破0.618止损 |
| 10 |
2023-01-18 |
2023-03-08 |
75.79843271 |
75.66426 |
¥-1,788 |
-0.21% |
跌破0.618止损 |
| 11 |
2023-04-18 |
2023-04-24 |
91.53887342599998 |
81.39852 |
¥-9.6万 |
-11.10% |
跌破0.618止损 |
| 12 |
2023-06-01 |
2023-06-07 |
85.78139670099999 |
81.94797 |
¥-3.4万 |
-4.50% |
跌破0.618止损 |
| 13 |
2023-07-20 |
2023-07-21 |
80.34433607199999 |
75.55436999999999 |
¥-4.4万 |
-5.99% |
跌破0.618止损 |
| 14 |
2023-11-24 |
2023-12-19 |
66.960082 |
63.0 |
¥-4.1万 |
-5.94% |
跌破0.618止损 |
| 15 |
2024-03-05 |
2024-03-28 |
54.57086634999999 |
48.68127 |
¥-7.0万 |
-10.82% |
跌破0.618止损 |
| 16 |
2024-05-17 |
2024-06-18 |
54.000125178999994 |
60.29964 |
¥6.8万 |
+11.63% |
重回前高 |
| 17 |
2024-07-26 |
2024-08-06 |
62.06059259399999 |
58.331610000000005 |
¥-3.9万 |
-6.04% |
跌破0.618止损 |
| 18 |
2025-01-06 |
2025-01-20 |
98.137442403 |
142.39746 |
¥27.0万 |
+45.06% |
重回前高 |
| 19 |
2025-03-14 |
2025-04-09 |
155.35174154499998 |
125.87400000000001 |
¥-16.5万 |
-19.00% |
跌破0.618止损 |
| 20 |
2025-04-18 |
2025-06-13 |
163.48229998099998 |
141.99785999999997 |
¥-9.3万 |
-13.17% |
跌破0.618止损 |
| 21 |
2025-06-26 |
2025-07-09 |
153.50934899299997 |
150.53931 |
¥-1.2万 |
-1.96% |
跌破0.618止损 |
| 22 |
2025-07-23 |
2025-08-21 |
157.90505731 |
192.88692 |
¥13.3万 |
+22.12% |
重回前高 |
| 23 |
2025-09-04 |
2025-10-20 |
206.88866798599997 |
186.17364 |
¥-7.5万 |
-10.04% |
跌破0.618止损 |
| 24 |
2026-01-07 |
2026-02-06 |
188.2444564 |
178.31151 |
¥-3.5万 |
-5.31% |
跌破0.618止损 |
| 25 |
2026-04-23 |
2026-05-20 |
178.241466403 |
190.96883999999997 |
¥4.4万 |
+7.11% |
重回前高 |
| 26 |
2026-06-02 |
2026-06-09 |
180.904925201 |
166.64319000000003 |
¥-5.3万 |
-7.91% |
跌破0.618止损 |
| 27 |
2026-06-22 |
2026-07-31 |
182.2366546 |
187.87194 |
¥1.9万 |
+3.06% |
跌破0.618止损 |
| 28 |
2026-08-06 |
2026-08-20 |
196.2548588 |
184.46535 |
¥-3.8万 |
-6.04% |
跌破0.618止损 |
| 29 |
2026-09-02 |
2026-09-09 |
201.301412312 |
188.811 |
¥-3.6万 |
-6.23% |
跌破0.618止损 |
| 30 |
2026-10-12 |
2026-10-16 |
204.2652612 |
190.809 |
¥-3.8万 |
-6.62% |
跌破0.618止损 |
| 31 |
2026-10-22 |
2026-11-02 |
200.26005999999998 |
179.76006 |
¥-5.3万 |
-10.26% |
跌破0.618止损 |
| 32 |
2026-11-05 |
2026-11-11 |
201.251347297 |
232.95680999999996 |
¥7.6万 |
+15.72% |
重回前高 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-05-22 |
黄金分割买点 |
买入 |
64.16409999999999 |
15400.0 |
¥98.8万 |
|
| 2020-05-26 |
跌破0.618止损 |
卖出 |
62.21772 |
15400.0 |
¥95.8万 |
止损触发 |
| 2020-06-05 |
黄金分割买点 |
买入 |
66.9669 |
14200.0 |
¥95.1万 |
|
| 2020-06-29 |
重回前高 |
卖出 |
87.912 |
14200.0 |
¥1.25M |
|
| 2020-07-22 |
黄金分割买点 |
买入 |
90.34024999999998 |
13900.0 |
¥1.26M |
|
| 2020-08-26 |
跌破0.618止损 |
卖出 |
80.39952000000001 |
13900.0 |
¥1.12M |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
80.07999999999998 |
14000.0 |
¥1.12M |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
73.72619999999999 |
14000.0 |
¥1.03M |
止损触发 |
| 2021-08-16 |
黄金分割买点 |
买入 |
144.09394999999998 |
7100.0 |
¥1.02M |
|
| 2021-09-03 |
跌破0.618止损 |
卖出 |
132.4674 |
7100.0 |
¥94.0万 |
止损触发 |
| 2021-11-17 |
黄金分割买点 |
买入 |
136.58644999999999 |
6900.0 |
¥94.3万 |
|
| 2022-01-06 |
跌破0.618止损 |
卖出 |
121.15872 |
6900.0 |
¥83.6万 |
止损触发 |
| 2022-06-27 |
黄金分割买点 |
买入 |
82.21212999999999 |
10300.0 |
¥84.7万 |
|
| 2022-07-07 |
重回前高 |
卖出 |
106.01387999999999 |
10300.0 |
¥1.09M |
|
| 2022-07-21 |
黄金分割买点 |
买入 |
92.6926 |
11700.0 |
¥1.08M |
|
| 2022-08-26 |
跌破0.618止损 |
卖出 |
87.912 |
11700.0 |
¥1.03M |
止损触发 |
| 2022-11-22 |
黄金分割买点 |
买入 |
81.23115 |
12700.0 |
¥1.03M |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
68.57136 |
12700.0 |
¥87.1万 |
止损触发 |
| 2023-01-18 |
黄金分割买点 |
买入 |
75.7757 |
11400.0 |
¥86.4万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
75.66426 |
11400.0 |
¥86.2万 |
止损触发 |
| 2023-04-18 |
黄金分割买点 |
买入 |
91.51141999999999 |
9400.0 |
¥86.0万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
81.39852 |
9400.0 |
¥76.5万 |
止损触发 |
| 2023-06-01 |
黄金分割买点 |
买入 |
85.75567 |
8800.0 |
¥75.5万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
81.94797 |
8800.0 |
¥72.1万 |
止损触发 |
| 2023-07-20 |
黄金分割买点 |
买入 |
80.32023999999998 |
9100.0 |
¥73.1万 |
|
| 2023-07-21 |
跌破0.618止损 |
卖出 |
75.55436999999999 |
9100.0 |
¥68.7万 |
止损触发 |
| 2023-11-24 |
黄金分割买点 |
买入 |
66.94 |
10400.0 |
¥69.6万 |
|
| 2023-12-19 |
跌破0.618止损 |
卖出 |
63.0 |
10400.0 |
¥65.5万 |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
54.5545 |
11900.0 |
¥64.9万 |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
48.68127 |
11900.0 |
¥57.9万 |
止损触发 |
| 2024-05-17 |
黄金分割买点 |
买入 |
53.983929999999994 |
10800.0 |
¥58.3万 |
|
| 2024-06-18 |
重回前高 |
卖出 |
60.29964 |
10800.0 |
¥65.1万 |
|
| 2024-07-26 |
黄金分割买点 |
买入 |
62.041979999999995 |
10500.0 |
¥65.2万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
58.331610000000005 |
10500.0 |
¥61.2万 |
止损触发 |
| 2025-01-06 |
黄金分割买点 |
买入 |
98.10801 |
6100.0 |
¥59.9万 |
|
| 2025-01-20 |
重回前高 |
卖出 |
142.39746 |
6100.0 |
¥86.8万 |
|
| 2025-03-14 |
黄金分割买点 |
买入 |
155.30515 |
5600.0 |
¥87.0万 |
|
| 2025-04-09 |
跌破0.618止损 |
卖出 |
125.87400000000001 |
5600.0 |
¥70.5万 |
止损触发 |
| 2025-04-18 |
黄金分割买点 |
买入 |
163.43327 |
4300.0 |
¥70.3万 |
|
| 2025-06-13 |
跌破0.618止损 |
卖出 |
141.99785999999997 |
4300.0 |
¥61.0万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
153.46330999999998 |
4000.0 |
¥61.4万 |
|
| 2025-07-09 |
跌破0.618止损 |
卖出 |
150.53931 |
4000.0 |
¥60.2万 |
止损触发 |
| 2025-07-23 |
黄金分割买点 |
买入 |
157.85769999999997 |
3800.0 |
¥60.0万 |
|
| 2025-08-21 |
重回前高 |
卖出 |
192.88692 |
3800.0 |
¥73.3万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
206.82662 |
3600.0 |
¥74.5万 |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
186.17364 |
3600.0 |
¥67.0万 |
止损触发 |
| 2026-01-07 |
黄金分割买点 |
买入 |
188.188 |
3500.0 |
¥65.9万 |
|
| 2026-02-06 |
跌破0.618止损 |
卖出 |
178.31151 |
3500.0 |
¥62.4万 |
止损触发 |
| 2026-04-23 |
黄金分割买点 |
买入 |
178.18800999999996 |
3500.0 |
¥62.4万 |
|
| 2026-05-20 |
重回前高 |
卖出 |
190.96883999999997 |
3500.0 |
¥66.8万 |
|
| 2026-06-02 |
黄金分割买点 |
买入 |
180.85066999999998 |
3700.0 |
¥66.9万 |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
166.64319000000003 |
3700.0 |
¥61.6万 |
止损触发 |
| 2026-06-22 |
黄金分割买点 |
买入 |
182.182 |
3400.0 |
¥62.0万 |
|
| 2026-07-31 |
跌破0.618止损 |
卖出 |
187.87194 |
3400.0 |
¥63.9万 |
止损触发 |
| 2026-08-06 |
黄金分割买点 |
买入 |
196.196 |
3200.0 |
¥62.8万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
184.46535 |
3200.0 |
¥59.0万 |
止损触发 |
| 2026-09-02 |
黄金分割买点 |
买入 |
201.24103999999997 |
2900.0 |
¥58.4万 |
|
| 2026-09-09 |
跌破0.618止损 |
卖出 |
188.811 |
2900.0 |
¥54.7万 |
止损触发 |
| 2026-10-12 |
黄金分割买点 |
买入 |
204.20399999999998 |
2800.0 |
¥57.2万 |
|
| 2026-10-16 |
跌破0.618止损 |
卖出 |
190.809 |
2800.0 |
¥53.4万 |
止损触发 |
| 2026-10-22 |
黄金分割买点 |
买入 |
200.2 |
2600.0 |
¥52.1万 |
|
| 2026-11-02 |
跌破0.618止损 |
卖出 |
179.76006 |
2600.0 |
¥46.7万 |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
201.19099 |
2400.0 |
¥48.3万 |
|
| 2026-11-11 |
重回前高 |
卖出 |
232.95680999999996 |
2400.0 |
¥55.9万 |
|