603993 洛阳钼业 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥15.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -84.85%）
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 50 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 |
2015-05-06 |
2015-06-23 |
14.809231436999998 |
15.07491 |
¥1.8万 |
+1.76% |
跌破0.618止损 |
| 2 |
2015-07-15 |
2015-08-25 |
14.598958373999997 |
10.97901 |
¥-24.6万 |
-24.82% |
跌破0.618止损 |
| 3 |
2015-11-05 |
2015-11-16 |
13.747853119 |
4.57542 |
¥-51.2万 |
-66.73% |
跌破0.618止损 |
| 4 |
2016-04-14 |
2016-04-21 |
3.611083 |
3.35664 |
¥-1.8万 |
-7.07% |
跌破0.618止损 |
| 5 |
2016-06-27 |
2016-08-22 |
4.085305223999999 |
4.08591 |
¥-36 |
-0.02% |
跌破0.618止损 |
| 6 |
2016-11-21 |
2016-12-13 |
4.135370238999999 |
3.87612 |
¥-1.5万 |
-6.30% |
跌破0.618止损 |
| 7 |
2017-02-08 |
2017-02-17 |
4.095318227 |
4.795199999999999 |
¥3.8万 |
+17.05% |
重回前高 |
| 8 |
2017-03-21 |
2017-04-24 |
4.656046395 |
4.47552 |
¥-1.0万 |
-3.91% |
跌破0.618止损 |
| 9 |
2017-08-21 |
2017-09-12 |
6.137970838999999 |
8.4915 |
¥9.7万 |
+38.30% |
重回前高 |
| 10 |
2017-10-11 |
2017-10-18 |
7.469700238 |
7.042949999999999 |
¥-2.0万 |
-5.74% |
跌破0.618止损 |
| 11 |
2017-12-29 |
2018-01-12 |
6.9690500879999995 |
7.6923 |
¥3.4万 |
+10.34% |
重回前高 |
| 12 |
2018-03-26 |
2018-04-27 |
8.11053243 |
7.6423499999999995 |
¥-2.1万 |
-5.80% |
跌破0.618止损 |
| 13 |
2018-05-14 |
2018-05-24 |
8.180623451 |
7.722270000000001 |
¥-1.9万 |
-5.63% |
跌破0.618止损 |
| 14 |
2018-11-08 |
2018-11-26 |
4.30559129 |
3.84615 |
¥-3.5万 |
-10.70% |
跌破0.618止损 |
| 15 |
2018-12-06 |
2018-12-26 |
4.105331229999999 |
3.8461500000000006 |
¥-1.8万 |
-6.34% |
跌破0.618止损 |
| 16 |
2019-03-26 |
2019-04-30 |
4.6260073859999995 |
4.14585 |
¥-2.8万 |
-10.41% |
跌破0.618止损 |
| 17 |
2019-08-12 |
2019-08-22 |
3.7648891279999996 |
3.66633 |
¥-6,318 |
-2.65% |
跌破0.618止损 |
| 18 |
2019-09-17 |
2019-10-09 |
3.8149541429999996 |
3.58641 |
¥-1.4万 |
-6.02% |
跌破0.618止损 |
| 19 |
2020-01-22 |
2020-02-04 |
4.195448257 |
3.56 |
¥-3.4万 |
-15.17% |
跌破0.618止损 |
| 20 |
2020-02-21 |
2020-03-02 |
4.636020389 |
4.11588 |
¥-2.1万 |
-11.25% |
跌破0.618止损 |
| 21 |
2020-06-10 |
2020-07-07 |
3.70481111 |
4.42557 |
¥3.3万 |
+19.42% |
重回前高 |
| 22 |
2020-07-17 |
2020-09-10 |
4.125357235999999 |
4.065930000000001 |
¥-2,947 |
-1.47% |
跌破0.618止损 |
| 23 |
2020-11-11 |
2020-11-23 |
4.225487265999999 |
4.78521 |
¥2.6万 |
+13.21% |
重回前高 |
| 24 |
2021-01-20 |
2021-03-17 |
5.90767177 |
5.62437 |
¥-1.1万 |
-4.82% |
跌破0.618止损 |
| 25 |
2021-07-07 |
2021-09-28 |
5.577242671 |
6.28371 |
¥2.6万 |
+12.63% |
跌破0.618止损 |
| 26 |
2022-02-15 |
2022-03-10 |
5.70741171 |
5.34465 |
¥-1.5万 |
-6.38% |
跌破0.618止损 |
| 27 |
2022-03-25 |
2022-04-12 |
5.437060628999999 |
5.12487 |
¥-1.3万 |
-5.77% |
跌破0.618止损 |
| 28 |
2022-04-14 |
2022-04-21 |
5.467099638 |
5.16483 |
¥-1.2万 |
-5.56% |
跌破0.618止损 |
| 29 |
2022-06-08 |
2022-06-20 |
5.056566514999999 |
6.11388 |
¥4.2万 |
+20.87% |
重回前高 |
| 30 |
2022-07-07 |
2022-08-22 |
5.246813572 |
5.264729999999999 |
¥748 |
+0.31% |
跌破0.618止损 |
| 31 |
2022-11-17 |
2023-01-20 |
4.786215433999999 |
5.04495 |
¥1.3万 |
+5.37% |
重回前高 |
| 32 |
2023-03-20 |
2023-04-17 |
5.376982611 |
6.35364 |
¥4.6万 |
+18.13% |
重回前高 |
| 33 |
2023-04-26 |
2023-04-28 |
6.117944832999999 |
5.91408 |
¥-1.0万 |
-3.36% |
跌破0.618止损 |
| 34 |
2023-08-14 |
2023-08-22 |
5.887645763999999 |
5.68431 |
¥-1.0万 |
-3.48% |
跌破0.618止损 |
| 35 |
2023-08-25 |
2023-10-12 |
5.80754174 |
5.87 |
¥2,913 |
+1.05% |
跌破0.618止损 |
| 36 |
2024-01-09 |
2024-02-07 |
5.306891589999998 |
5.594399999999999 |
¥1.5万 |
+5.39% |
重回前高 |
| 37 |
2024-05-23 |
2024-06-14 |
8.010402399999998 |
8.02197 |
¥333 |
+0.11% |
跌破0.618止损 |
| 38 |
2024-07-08 |
2024-07-18 |
8.991676693999999 |
8.46153 |
¥-1.8万 |
-5.92% |
跌破0.618止损 |
| 39 |
2024-10-22 |
2024-11-01 |
8.230688466 |
7.5924 |
¥-2.2万 |
-7.78% |
跌破0.618止损 |
| 40 |
2024-11-07 |
2024-11-15 |
7.960337385 |
7.4325600000000005 |
¥-1.7万 |
-6.66% |
跌破0.618止损 |
| 41 |
2025-02-11 |
2025-02-19 |
7.479713240999999 |
6.93306 |
¥-1.8万 |
-7.34% |
跌破0.618止损 |
| 42 |
2025-04-01 |
2025-04-07 |
7.619895282999999 |
6.51 |
¥-3.3万 |
-14.59% |
跌破0.618止损 |
| 43 |
2025-04-23 |
2025-06-27 |
7.2093621599999995 |
8.08191 |
¥2.3万 |
+12.07% |
重回前高 |
| 44 |
2026-02-06 |
2026-03-10 |
21.0273063 |
21.598380000000002 |
¥5,477 |
+2.69% |
跌破0.618止损 |
| 45 |
2026-05-14 |
2026-05-18 |
20.746942215999997 |
18.13185 |
¥-2.8万 |
-12.63% |
跌破0.618止损 |
| 46 |
2026-06-04 |
2026-06-08 |
19.485844 |
17.082900000000002 |
¥-2.3万 |
-12.36% |
跌破0.618止损 |
| 47 |
2026-06-24 |
2026-06-26 |
18.924575669999996 |
18.33165 |
¥-5,206 |
-3.16% |
跌破0.618止损 |
| 48 |
2026-07-28 |
2026-08-20 |
18.884523658 |
18.46152 |
¥-3,643 |
-2.27% |
跌破0.618止损 |
| 49 |
2026-08-25 |
2026-09-08 |
18.824445639999997 |
18.781200000000002 |
¥-415 |
-0.26% |
跌破0.618止损 |
| 50 |
2026-09-10 |
2026-09-14 |
19.064757711999995 |
17.7822 |
¥-1.1万 |
-6.76% |
跌破0.618止损 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
黄金分割买点 |
买入 |
14.804789999999997 |
67300.0 |
¥99.7万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
15.07491 |
67300.0 |
¥1.01M |
止损触发 |
| 2015-07-15 |
黄金分割买点 |
买入 |
14.594579999999999 |
67800.0 |
¥99.0万 |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
10.97901 |
67800.0 |
¥74.4万 |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
13.74373 |
55800.0 |
¥76.7万 |
|
| 2015-11-16 |
跌破0.618止损 |
卖出 |
4.57542 |
55800.0 |
¥25.5万 |
止损触发 |
| 2016-04-14 |
黄金分割买点 |
买入 |
3.61 |
71900.0 |
¥26.0万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
3.35664 |
71900.0 |
¥24.1万 |
止损触发 |
| 2016-06-27 |
黄金分割买点 |
买入 |
4.084079999999999 |
58100.0 |
¥23.7万 |
|
| 2016-08-22 |
跌破0.618止损 |
卖出 |
4.08591 |
58100.0 |
¥23.7万 |
止损触发 |
| 2016-11-21 |
黄金分割买点 |
买入 |
4.13413 |
57800.0 |
¥23.9万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
3.87612 |
57800.0 |
¥22.4万 |
止损触发 |
| 2017-02-08 |
黄金分割买点 |
买入 |
4.09409 |
55000.0 |
¥22.5万 |
|
| 2017-02-17 |
重回前高 |
卖出 |
4.795199999999999 |
55000.0 |
¥26.4万 |
|
| 2017-03-21 |
黄金分割买点 |
买入 |
4.65465 |
56400.0 |
¥26.3万 |
|
| 2017-04-24 |
跌破0.618止损 |
卖出 |
4.47552 |
56400.0 |
¥25.2万 |
止损触发 |
| 2017-08-21 |
黄金分割买点 |
买入 |
6.13613 |
41400.0 |
¥25.4万 |
|
| 2017-09-12 |
重回前高 |
卖出 |
8.4915 |
41400.0 |
¥35.1万 |
|
| 2017-10-11 |
黄金分割买点 |
买入 |
7.467459999999999 |
46500.0 |
¥34.7万 |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
7.042949999999999 |
46500.0 |
¥32.7万 |
止损触发 |
| 2017-12-29 |
黄金分割买点 |
买入 |
6.966959999999999 |
47200.0 |
¥32.9万 |
|
| 2018-01-12 |
重回前高 |
卖出 |
7.6923 |
47200.0 |
¥36.3万 |
|
| 2018-03-26 |
黄金分割买点 |
买入 |
8.108099999999999 |
43800.0 |
¥35.5万 |
|
| 2018-04-27 |
跌破0.618止损 |
卖出 |
7.6423499999999995 |
43800.0 |
¥33.5万 |
止损触发 |
| 2018-05-14 |
黄金分割买点 |
买入 |
8.17817 |
42200.0 |
¥34.5万 |
|
| 2018-05-24 |
跌破0.618止损 |
卖出 |
7.722270000000001 |
42200.0 |
¥32.6万 |
止损触发 |
| 2018-11-08 |
黄金分割买点 |
买入 |
4.3043 |
75500.0 |
¥32.5万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
3.84615 |
75500.0 |
¥29.0万 |
止损触发 |
| 2018-12-06 |
黄金分割买点 |
买入 |
4.104099999999999 |
70300.0 |
¥28.9万 |
|
| 2018-12-26 |
跌破0.618止损 |
卖出 |
3.8461500000000006 |
70300.0 |
¥27.0万 |
止损触发 |
| 2019-03-26 |
黄金分割买点 |
买入 |
4.624619999999999 |
59000.0 |
¥27.3万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
4.14585 |
59000.0 |
¥24.5万 |
止损触发 |
| 2019-08-12 |
黄金分割买点 |
买入 |
3.7637599999999996 |
63400.0 |
¥23.9万 |
|
| 2019-08-22 |
跌破0.618止损 |
卖出 |
3.66633 |
63400.0 |
¥23.2万 |
止损触发 |
| 2019-09-17 |
黄金分割买点 |
买入 |
3.8138099999999997 |
62000.0 |
¥23.7万 |
|
| 2019-10-09 |
跌破0.618止损 |
卖出 |
3.58641 |
62000.0 |
¥22.2万 |
止损触发 |
| 2020-01-22 |
黄金分割买点 |
买入 |
4.19419 |
53100.0 |
¥22.3万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
3.56 |
53100.0 |
¥18.9万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
4.63463 |
40500.0 |
¥18.8万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
4.11588 |
40500.0 |
¥16.7万 |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
3.7036999999999995 |
45300.0 |
¥16.8万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
4.42557 |
45300.0 |
¥20.0万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
4.12412 |
48600.0 |
¥20.0万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
4.065930000000001 |
48600.0 |
¥19.8万 |
止损触发 |
| 2020-11-11 |
黄金分割买点 |
买入 |
4.224219999999999 |
46900.0 |
¥19.8万 |
|
| 2020-11-23 |
重回前高 |
卖出 |
4.78521 |
46900.0 |
¥22.4万 |
|
| 2021-01-20 |
黄金分割买点 |
买入 |
5.9059 |
38000.0 |
¥22.4万 |
|
| 2021-03-17 |
跌破0.618止损 |
卖出 |
5.62437 |
38000.0 |
¥21.4万 |
止损触发 |
| 2021-07-07 |
黄金分割买点 |
买入 |
5.57557 |
37300.0 |
¥20.8万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
6.28371 |
37300.0 |
¥23.4万 |
止损触发 |
| 2022-02-15 |
黄金分割买点 |
买入 |
5.705699999999999 |
42100.0 |
¥24.0万 |
|
| 2022-03-10 |
跌破0.618止损 |
卖出 |
5.34465 |
42100.0 |
¥22.5万 |
止损触发 |
| 2022-03-25 |
黄金分割买点 |
买入 |
5.435429999999999 |
41200.0 |
¥22.4万 |
|
| 2022-04-12 |
跌破0.618止损 |
卖出 |
5.12487 |
41200.0 |
¥21.1万 |
止损触发 |
| 2022-04-14 |
黄金分割买点 |
买入 |
5.465459999999999 |
38700.0 |
¥21.2万 |
|
| 2022-04-21 |
跌破0.618止损 |
卖出 |
5.16483 |
38700.0 |
¥20.0万 |
止损触发 |
| 2022-06-08 |
黄金分割买点 |
买入 |
5.05505 |
39600.0 |
¥20.0万 |
|
| 2022-06-20 |
重回前高 |
卖出 |
6.11388 |
39600.0 |
¥24.2万 |
|
| 2022-07-07 |
黄金分割买点 |
买入 |
5.24524 |
45800.0 |
¥24.0万 |
|
| 2022-08-22 |
跌破0.618止损 |
卖出 |
5.264729999999999 |
45800.0 |
¥24.1万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
4.78478 |
50200.0 |
¥24.0万 |
|
| 2023-01-20 |
重回前高 |
卖出 |
5.04495 |
50200.0 |
¥25.3万 |
|
| 2023-03-20 |
黄金分割买点 |
买入 |
5.375369999999999 |
47400.0 |
¥25.5万 |
|
| 2023-04-17 |
重回前高 |
卖出 |
6.35364 |
47400.0 |
¥30.1万 |
|
| 2023-04-26 |
黄金分割买点 |
买入 |
6.116109999999999 |
48700.0 |
¥29.8万 |
|
| 2023-04-28 |
跌破0.618止损 |
卖出 |
5.91408 |
48700.0 |
¥28.8万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
5.885879999999999 |
48900.0 |
¥28.8万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
5.68431 |
48900.0 |
¥27.8万 |
止损触发 |
| 2023-08-25 |
黄金分割买点 |
买入 |
5.8058 |
48000.0 |
¥27.9万 |
|
| 2023-10-12 |
跌破0.618止损 |
卖出 |
5.87 |
48000.0 |
¥28.2万 |
止损触发 |
| 2024-01-09 |
黄金分割买点 |
买入 |
5.305299999999999 |
53300.0 |
¥28.3万 |
|
| 2024-02-07 |
重回前高 |
卖出 |
5.594399999999999 |
53300.0 |
¥29.8万 |
|
| 2024-05-23 |
黄金分割买点 |
买入 |
8.008 |
36400.0 |
¥29.2万 |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
8.02197 |
36400.0 |
¥29.2万 |
止损触发 |
| 2024-07-08 |
黄金分割买点 |
买入 |
8.98898 |
32900.0 |
¥29.6万 |
|
| 2024-07-18 |
跌破0.618止损 |
卖出 |
8.46153 |
32900.0 |
¥27.8万 |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
8.22822 |
33800.0 |
¥27.8万 |
|
| 2024-11-01 |
跌破0.618止损 |
卖出 |
7.5924 |
33800.0 |
¥25.7万 |
止损触发 |
| 2024-11-07 |
黄金分割买点 |
买入 |
7.957949999999999 |
31700.0 |
¥25.2万 |
|
| 2024-11-15 |
跌破0.618止损 |
卖出 |
7.4325600000000005 |
31700.0 |
¥23.6万 |
止损触发 |
| 2025-02-11 |
黄金分割买点 |
买入 |
7.4774699999999985 |
32500.0 |
¥24.3万 |
|
| 2025-02-19 |
跌破0.618止损 |
卖出 |
6.93306 |
32500.0 |
¥22.5万 |
止损触发 |
| 2025-04-01 |
黄金分割买点 |
买入 |
7.617609999999999 |
29700.0 |
¥22.6万 |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
6.51 |
29700.0 |
¥19.3万 |
止损触发 |
| 2025-04-23 |
黄金分割买点 |
买入 |
7.207199999999999 |
26800.0 |
¥19.3万 |
|
| 2025-06-27 |
重回前高 |
卖出 |
8.08191 |
26800.0 |
¥21.7万 |
|
| 2026-02-06 |
黄金分割买点 |
买入 |
21.020999999999997 |
9700.0 |
¥20.4万 |
|
| 2026-03-10 |
跌破0.618止损 |
卖出 |
21.598380000000002 |
9700.0 |
¥20.9万 |
止损触发 |
| 2026-05-14 |
黄金分割买点 |
买入 |
20.740719999999996 |
10500.0 |
¥21.8万 |
|
| 2026-05-18 |
跌破0.618止损 |
卖出 |
18.13185 |
10500.0 |
¥19.0万 |
止损触发 |
| 2026-06-04 |
黄金分割买点 |
买入 |
19.48 |
9700.0 |
¥18.9万 |
|
| 2026-06-08 |
跌破0.618止损 |
卖出 |
17.082900000000002 |
9700.0 |
¥16.6万 |
止损触发 |
| 2026-06-24 |
黄金分割买点 |
买入 |
18.918899999999997 |
8700.0 |
¥16.5万 |
|
| 2026-06-26 |
跌破0.618止损 |
卖出 |
18.33165 |
8700.0 |
¥15.9万 |
止损触发 |
| 2026-07-28 |
黄金分割买点 |
买入 |
18.878859999999996 |
8500.0 |
¥16.1万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
18.46152 |
8500.0 |
¥15.7万 |
止损触发 |
| 2026-08-25 |
黄金分割买点 |
买入 |
18.8188 |
8500.0 |
¥16.0万 |
|
| 2026-09-08 |
跌破0.618止损 |
卖出 |
18.781200000000002 |
8500.0 |
¥16.0万 |
止损触发 |
| 2026-09-10 |
黄金分割买点 |
买入 |
19.059039999999996 |
8400.0 |
¥16.0万 |
|
| 2026-09-14 |
跌破0.618止损 |
卖出 |
17.7822 |
8400.0 |
¥14.9万 |
止损触发 |