603986 兆易创新 — 斐波那契回调 回测明细
数据区间: 2016-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.64M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +64.27%）
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 40 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 |
2018-05-02 |
2018-05-22 |
174.42651225999995 |
128.88099 |
¥-26.0万 |
-26.13% |
跌破0.618止损 |
| 2 |
2018-08-14 |
2018-08-17 |
113.47736299899998 |
104.7951 |
¥-5.6万 |
-7.68% |
跌破0.618止损 |
| 3 |
2018-08-27 |
2018-09-10 |
110.14303299999997 |
101.55834 |
¥-5.2万 |
-7.82% |
跌破0.618止损 |
| 4 |
2019-02-11 |
2019-02-25 |
71.132373312 |
86.57334 |
¥13.6万 |
+21.67% |
重回前高 |
| 5 |
2019-04-29 |
2019-05-06 |
96.965921052 |
79.4205 |
¥-13.9万 |
-18.12% |
跌破0.618止损 |
| 6 |
2019-07-12 |
2019-09-03 |
93.838143 |
137.14272 |
¥29.0万 |
+46.10% |
重回前高 |
| 7 |
2019-10-09 |
2019-11-15 |
139.95174293099998 |
180.13968 |
¥26.1万 |
+28.68% |
重回前高 |
| 8 |
2020-03-05 |
2020-03-19 |
324.4212972 |
274.725 |
¥-17.9万 |
-15.34% |
跌破0.618止损 |
| 9 |
2020-11-06 |
2020-12-23 |
208.27046239999999 |
193.3065 |
¥-7.2万 |
-7.21% |
跌破0.618止损 |
| 10 |
2021-01-07 |
2021-01-27 |
202.76331074999996 |
196.803 |
¥-2.7万 |
-2.97% |
跌破0.618止损 |
| 11 |
2021-03-02 |
2021-03-09 |
204.78593735599998 |
178.62120000000002 |
¥-11.5万 |
-12.80% |
跌破0.618止损 |
| 12 |
2021-05-10 |
2021-05-11 |
178.00338499999998 |
169.28054999999998 |
¥-3.9万 |
-4.93% |
跌破0.618止损 |
| 13 |
2021-06-22 |
2021-08-18 |
160.198034997 |
167.29254 |
¥3.2万 |
+4.40% |
跌破0.618止损 |
| 14 |
2021-11-16 |
2021-11-25 |
165.71519965 |
155.85398999999998 |
¥-4.6万 |
-5.98% |
跌破0.618止损 |
| 15 |
2021-12-20 |
2022-01-10 |
166.21584979999994 |
155.42442000000003 |
¥-4.7万 |
-6.52% |
跌破0.618止损 |
| 16 |
2022-03-18 |
2022-03-28 |
162.98164983100003 |
151.49835000000002 |
¥-4.8万 |
-7.07% |
跌破0.618止损 |
| 17 |
2022-05-23 |
2022-06-15 |
144.18724319999998 |
131.11875 |
¥-5.8万 |
-9.09% |
跌破0.618止损 |
| 18 |
2022-06-28 |
2022-07-13 |
132.662276747 |
125.47439999999999 |
¥-3.1万 |
-5.45% |
跌破0.618止损 |
| 19 |
2022-11-17 |
2023-01-17 |
101.51182441399997 |
114.49539 |
¥6.9万 |
+12.76% |
重回前高 |
| 20 |
2023-02-21 |
2023-02-28 |
109.65239585299999 |
104.91498 |
¥-2.7万 |
-4.35% |
跌破0.618止损 |
| 21 |
2023-07-18 |
2023-07-21 |
118.193487412 |
112.00787999999999 |
¥-3.0万 |
-5.26% |
跌破0.618止损 |
| 22 |
2023-07-26 |
2023-08-07 |
112.94667383999999 |
104.895 |
¥-4.0万 |
-7.16% |
跌破0.618止损 |
| 23 |
2023-11-03 |
2023-11-07 |
104.83614140999998 |
108.891 |
¥2.0万 |
+3.84% |
重回前高 |
| 24 |
2023-11-21 |
2023-11-23 |
100.23016002999998 |
95.53437 |
¥-2.6万 |
-4.71% |
跌破0.618止损 |
| 25 |
2024-03-14 |
2024-06-12 |
77.65083826499998 |
86.93298 |
¥6.0万 |
+11.92% |
重回前高 |
| 26 |
2024-07-24 |
2024-07-26 |
88.81533660999999 |
84.6153 |
¥-2.7万 |
-4.76% |
跌破0.618止损 |
| 27 |
2024-10-14 |
2024-12-19 |
84.10922519999998 |
106.3935 |
¥14.5万 |
+26.46% |
重回前高 |
| 28 |
2025-01-07 |
2025-01-15 |
100.57060213199999 |
129.66020999999998 |
¥20.0万 |
+28.89% |
重回前高 |
| 29 |
2025-03-24 |
2025-03-27 |
123.970990143 |
116.55 |
¥-5.4万 |
-6.01% |
跌破0.618止损 |
| 30 |
2025-04-30 |
2025-05-28 |
127.04498206399997 |
113.53635 |
¥-8.9万 |
-10.66% |
跌破0.618止损 |
| 31 |
2025-06-06 |
2025-07-15 |
117.812993298 |
116.9829 |
¥-5,451 |
-0.73% |
跌破0.618止损 |
| 32 |
2025-07-31 |
2025-08-04 |
121.15733629999998 |
116.3 |
¥-2.9万 |
-4.04% |
跌破0.618止损 |
| 33 |
2025-08-13 |
2025-08-25 |
120.64667314699999 |
158.841 |
¥22.5万 |
+31.62% |
重回前高 |
| 34 |
2025-09-05 |
2025-10-28 |
150.195045 |
236.26349999999996 |
¥52.5万 |
+57.26% |
重回前高 |
| 35 |
2025-11-19 |
2025-11-25 |
200.51038507499996 |
184.815 |
¥-11.3万 |
-7.86% |
跌破0.618止损 |
| 36 |
2025-11-28 |
2025-12-16 |
199.25875969999998 |
202.797 |
¥2.3万 |
+1.75% |
跌破0.618止损 |
| 37 |
2025-12-23 |
2026-01-19 |
217.272152097 |
280.31940000000003 |
¥39.7万 |
+28.98% |
重回前高 |
| 38 |
2026-03-04 |
2026-03-31 |
273.24483886699994 |
249.6501 |
¥-15.1万 |
-8.66% |
跌破0.618止损 |
| 39 |
2026-04-17 |
2026-05-07 |
284.3692852 |
346.653 |
¥34.8万 |
+21.87% |
重回前高 |
| 40 |
2026-07-13 |
2026-07-20 |
580.7541739999999 |
478.52099999999996 |
¥-32.8万 |
-17.63% |
跌破0.618止损 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-05-02 |
黄金分割买点 |
买入 |
174.37419999999997 |
5700.0 |
¥99.4万 |
|
| 2018-05-22 |
跌破0.618止损 |
卖出 |
128.88099 |
5700.0 |
¥73.4万 |
止损触发 |
| 2018-08-14 |
黄金分割买点 |
买入 |
113.44332999999999 |
6400.0 |
¥72.6万 |
|
| 2018-08-17 |
跌破0.618止损 |
卖出 |
104.7951 |
6400.0 |
¥67.0万 |
止损触发 |
| 2018-08-27 |
黄金分割买点 |
买入 |
110.10999999999999 |
6000.0 |
¥66.1万 |
|
| 2018-09-10 |
跌破0.618止损 |
卖出 |
101.55834 |
6000.0 |
¥60.9万 |
止损触发 |
| 2019-02-11 |
黄金分割买点 |
买入 |
71.11104 |
8800.0 |
¥62.6万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
86.57334 |
8800.0 |
¥76.2万 |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
96.93683999999999 |
7900.0 |
¥76.6万 |
|
| 2019-05-06 |
跌破0.618止损 |
卖出 |
79.4205 |
7900.0 |
¥62.7万 |
止损触发 |
| 2019-07-12 |
黄金分割买点 |
买入 |
93.81 |
6700.0 |
¥62.9万 |
|
| 2019-09-03 |
重回前高 |
卖出 |
137.14272 |
6700.0 |
¥91.9万 |
|
| 2019-10-09 |
黄金分割买点 |
买入 |
139.90977 |
6500.0 |
¥91.0万 |
|
| 2019-11-15 |
重回前高 |
卖出 |
180.13968 |
6500.0 |
¥1.17M |
|
| 2020-03-05 |
黄金分割买点 |
买入 |
324.32399999999996 |
3600.0 |
¥1.17M |
|
| 2020-03-19 |
跌破0.618止损 |
卖出 |
274.725 |
3600.0 |
¥98.9万 |
止损触发 |
| 2020-11-06 |
黄金分割买点 |
买入 |
208.20799999999997 |
4800.0 |
¥100.0万 |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
193.3065 |
4800.0 |
¥92.8万 |
止损触发 |
| 2021-01-07 |
黄金分割买点 |
买入 |
202.7025 |
4500.0 |
¥91.2万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
196.803 |
4500.0 |
¥88.5万 |
止损触发 |
| 2021-03-02 |
黄金分割买点 |
买入 |
204.72451999999998 |
4400.0 |
¥90.1万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
178.62120000000002 |
4400.0 |
¥78.6万 |
止损触发 |
| 2021-05-10 |
黄金分割买点 |
买入 |
177.95 |
4400.0 |
¥78.3万 |
|
| 2021-05-11 |
跌破0.618止损 |
卖出 |
169.28054999999998 |
4400.0 |
¥74.5万 |
止损触发 |
| 2021-06-22 |
黄金分割买点 |
买入 |
160.14999 |
4600.0 |
¥73.7万 |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
167.29254 |
4600.0 |
¥76.9万 |
止损触发 |
| 2021-11-16 |
黄金分割买点 |
买入 |
165.66549999999998 |
4600.0 |
¥76.2万 |
|
| 2021-11-25 |
跌破0.618止损 |
卖出 |
155.85398999999998 |
4600.0 |
¥71.7万 |
止损触发 |
| 2021-12-20 |
黄金分割买点 |
买入 |
166.16599999999997 |
4300.0 |
¥71.5万 |
|
| 2022-01-10 |
跌破0.618止损 |
卖出 |
155.42442000000003 |
4300.0 |
¥66.8万 |
止损触发 |
| 2022-03-18 |
黄金分割买点 |
买入 |
162.93277 |
4200.0 |
¥68.5万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
151.49835000000002 |
4200.0 |
¥63.6万 |
止损触发 |
| 2022-05-23 |
黄金分割买点 |
买入 |
144.14399999999998 |
4400.0 |
¥63.4万 |
|
| 2022-06-15 |
跌破0.618止损 |
卖出 |
131.11875 |
4400.0 |
¥57.7万 |
止损触发 |
| 2022-06-28 |
黄金分割买点 |
买入 |
132.62249 |
4300.0 |
¥57.0万 |
|
| 2022-07-13 |
跌破0.618止损 |
卖出 |
125.47439999999999 |
4300.0 |
¥53.9万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
101.48137999999999 |
5300.0 |
¥53.8万 |
|
| 2023-01-17 |
重回前高 |
卖出 |
114.49539 |
5300.0 |
¥60.7万 |
|
| 2023-02-21 |
黄金分割买点 |
买入 |
109.61950999999999 |
5600.0 |
¥61.4万 |
|
| 2023-02-28 |
跌破0.618止损 |
卖出 |
104.91498 |
5600.0 |
¥58.7万 |
止损触发 |
| 2023-07-18 |
黄金分割买点 |
买入 |
118.15803999999999 |
4900.0 |
¥57.9万 |
|
| 2023-07-21 |
跌破0.618止损 |
卖出 |
112.00787999999999 |
4900.0 |
¥54.9万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
112.91279999999999 |
4900.0 |
¥55.3万 |
|
| 2023-08-07 |
跌破0.618止损 |
卖出 |
104.895 |
4900.0 |
¥51.4万 |
止损触发 |
| 2023-11-03 |
黄金分割买点 |
买入 |
104.8047 |
4900.0 |
¥51.4万 |
|
| 2023-11-07 |
重回前高 |
卖出 |
108.891 |
4900.0 |
¥53.3万 |
|
| 2023-11-21 |
黄金分割买点 |
买入 |
100.20009999999999 |
5400.0 |
¥54.1万 |
|
| 2023-11-23 |
跌破0.618止损 |
卖出 |
95.53437 |
5400.0 |
¥51.6万 |
止损触发 |
| 2024-03-14 |
黄金分割买点 |
买入 |
77.62754999999999 |
6500.0 |
¥50.5万 |
|
| 2024-06-12 |
重回前高 |
卖出 |
86.93298 |
6500.0 |
¥56.5万 |
|
| 2024-07-24 |
黄金分割买点 |
买入 |
88.78869999999999 |
6400.0 |
¥56.8万 |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
84.6153 |
6400.0 |
¥54.1万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
84.08399999999999 |
6500.0 |
¥54.7万 |
|
| 2024-12-19 |
重回前高 |
卖出 |
106.3935 |
6500.0 |
¥69.1万 |
|
| 2025-01-07 |
黄金分割买点 |
买入 |
100.54043999999999 |
6900.0 |
¥69.4万 |
|
| 2025-01-15 |
重回前高 |
卖出 |
129.66020999999998 |
6900.0 |
¥89.4万 |
|
| 2025-03-24 |
黄金分割买点 |
买入 |
123.93381 |
7200.0 |
¥89.3万 |
|
| 2025-03-27 |
跌破0.618止损 |
卖出 |
116.55 |
7200.0 |
¥83.9万 |
止损触发 |
| 2025-04-30 |
黄金分割买点 |
买入 |
127.00687999999997 |
6600.0 |
¥83.8万 |
|
| 2025-05-28 |
跌破0.618止损 |
卖出 |
113.53635 |
6600.0 |
¥74.9万 |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
117.77765999999998 |
6300.0 |
¥74.2万 |
|
| 2025-07-15 |
跌破0.618止损 |
卖出 |
116.9829 |
6300.0 |
¥73.7万 |
止损触发 |
| 2025-07-31 |
黄金分割买点 |
买入 |
121.12099999999998 |
6000.0 |
¥72.7万 |
|
| 2025-08-04 |
跌破0.618止损 |
卖出 |
116.3 |
6000.0 |
¥69.8万 |
止损触发 |
| 2025-08-13 |
黄金分割买点 |
买入 |
120.61048999999998 |
5900.0 |
¥71.2万 |
|
| 2025-08-25 |
重回前高 |
卖出 |
158.841 |
5900.0 |
¥93.7万 |
|
| 2025-09-05 |
黄金分割买点 |
买入 |
150.14999999999998 |
6100.0 |
¥91.6万 |
|
| 2025-10-28 |
重回前高 |
卖出 |
236.26349999999996 |
6100.0 |
¥1.44M |
|
| 2025-11-19 |
黄金分割买点 |
买入 |
200.45024999999998 |
7200.0 |
¥1.44M |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
184.815 |
7200.0 |
¥1.33M |
止损触发 |
| 2025-11-28 |
黄金分割买点 |
买入 |
199.19899999999998 |
6700.0 |
¥1.34M |
|
| 2025-12-16 |
跌破0.618止损 |
卖出 |
202.797 |
6700.0 |
¥1.36M |
止损触发 |
| 2025-12-23 |
黄金分割买点 |
买入 |
217.20699 |
6300.0 |
¥1.37M |
|
| 2026-01-19 |
重回前高 |
卖出 |
280.31940000000003 |
6300.0 |
¥1.77M |
|
| 2026-03-04 |
黄金分割买点 |
买入 |
273.16288999999995 |
6400.0 |
¥1.75M |
|
| 2026-03-31 |
跌破0.618止损 |
卖出 |
249.6501 |
6400.0 |
¥1.60M |
止损触发 |
| 2026-04-17 |
黄金分割买点 |
买入 |
284.284 |
5600.0 |
¥1.59M |
|
| 2026-05-07 |
重回前高 |
卖出 |
346.653 |
5600.0 |
¥1.94M |
|
| 2026-07-13 |
黄金分割买点 |
买入 |
580.5799999999999 |
3200.0 |
¥1.86M |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
478.52099999999996 |
3200.0 |
¥1.53M |
止损触发 |