605117 德业股份 — 斐波那契回调 回测明细
数据区间: 2021-04-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥55.6万
策略: 斐波那契回调
K线 & 交易信号(策略收益 -44.37%)
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 23 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 |
2021-09-09 |
2021-10-14 |
175.22755249999997 |
243.756 |
¥37.7万 |
+39.07% |
重回前高 |
| 2 |
2021-11-19 |
2021-12-23 |
271.85303144999995 |
245.85389999999998 |
¥-12.8万 |
-9.59% |
跌破0.618止损 |
| 3 |
2022-01-04 |
2022-01-05 |
271.10205622499996 |
240.759 |
¥-13.7万 |
-11.22% |
跌破0.618止损 |
| 4 |
2022-02-23 |
2022-03-28 |
265.3445795 |
224.50527 |
¥-16.8万 |
-15.42% |
跌破0.618止损 |
| 5 |
2022-05-13 |
2022-05-27 |
243.42611593299998 |
193.72608 |
¥-18.9万 |
-20.44% |
跌破0.618止损 |
| 6 |
2022-10-20 |
2022-10-28 |
388.126403 |
355.61403 |
¥-6.2万 |
-8.40% |
跌破0.618止损 |
| 7 |
2022-11-08 |
2022-11-11 |
394.41218817 |
378.50112 |
¥-2.7万 |
-4.06% |
跌破0.618止损 |
| 8 |
2023-02-01 |
2023-02-02 |
348.612712448 |
332.667 |
¥-3.0万 |
-4.60% |
跌破0.618止损 |
| 9 |
2023-03-08 |
2023-03-15 |
333.43299989999997 |
310.689 |
¥-4.1万 |
-6.85% |
跌破0.618止损 |
| 10 |
2024-01-26 |
2024-01-30 |
77.1001231 |
66.0 |
¥-8.3万 |
-14.42% |
跌破0.618止损 |
| 11 |
2024-02-20 |
2024-03-11 |
74.272275 |
97.89200999999998 |
¥15.8万 |
+31.76% |
重回前高 |
| 12 |
2024-04-01 |
2024-05-30 |
90.13705300599999 |
69.48044999999999 |
¥-15.3万 |
-22.94% |
跌破0.618止损 |
| 13 |
2024-07-15 |
2024-10-17 |
83.15798991499997 |
85.96395 |
¥1.7万 |
+3.34% |
跌破0.618止损 |
| 14 |
2024-11-20 |
2024-11-22 |
95.26371054199998 |
90.909 |
¥-2.4万 |
-4.60% |
跌破0.618止损 |
| 15 |
2025-01-07 |
2025-01-13 |
88.91546663999998 |
84.915 |
¥-2.3万 |
-4.53% |
跌破0.618止损 |
| 16 |
2025-01-21 |
2025-01-23 |
89.626389853 |
86.42349 |
¥-1.7万 |
-3.60% |
跌破0.618止损 |
| 17 |
2025-02-07 |
2025-03-27 |
89.47619480799997 |
98.87103 |
¥4.9万 |
+10.47% |
重回前高 |
| 18 |
2025-04-01 |
2025-04-08 |
91.28854835099999 |
83.916 |
¥-4.1万 |
-8.10% |
跌破0.618止损 |
| 19 |
2025-05-15 |
2025-05-27 |
91.67749500000001 |
86.29361999999999 |
¥-2.8万 |
-5.90% |
跌破0.618止损 |
| 20 |
2025-11-28 |
2025-12-11 |
77.11013610299999 |
87.97 |
¥6.2万 |
+14.05% |
重回前高 |
| 21 |
2026-01-14 |
2026-02-03 |
84.58984934399999 |
83.51639999999999 |
¥-6,481 |
-1.30% |
跌破0.618止损 |
| 22 |
2026-02-06 |
2026-03-02 |
85.921578743 |
102.68 |
¥9.7万 |
+19.47% |
重回前高 |
| 23 |
2026-08-28 |
2026-09-01 |
95.12352849999998 |
87.83208000000002 |
¥-4.5万 |
-7.69% |
跌破0.618止损 |
逐笔成交记录(共 46 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2021-09-09 |
黄金分割买点 |
买入 |
175.17499999999998 |
5500.0 |
¥96.4万 |
|
| 2021-10-14 |
重回前高 |
卖出 |
243.756 |
5500.0 |
¥1.34M |
|
| 2021-11-19 |
黄金分割买点 |
买入 |
271.77149999999995 |
4900.0 |
¥1.33M |
|
| 2021-12-23 |
跌破0.618止损 |
卖出 |
245.85389999999998 |
4900.0 |
¥1.20M |
止损触发 |
| 2022-01-04 |
黄金分割买点 |
买入 |
271.02074999999996 |
4500.0 |
¥1.22M |
|
| 2022-01-05 |
跌破0.618止损 |
卖出 |
240.759 |
4500.0 |
¥1.08M |
止损触发 |
| 2022-02-23 |
黄金分割买点 |
买入 |
265.265 |
4100.0 |
¥1.09M |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
224.50527 |
4100.0 |
¥92.0万 |
止损触发 |
| 2022-05-13 |
黄金分割买点 |
买入 |
243.35311 |
3800.0 |
¥92.5万 |
|
| 2022-05-27 |
跌破0.618止损 |
卖出 |
193.72608 |
3800.0 |
¥73.6万 |
止损触发 |
| 2022-10-20 |
黄金分割买点 |
买入 |
388.01 |
1900.0 |
¥73.7万 |
|
| 2022-10-28 |
跌破0.618止损 |
卖出 |
355.61403 |
1900.0 |
¥67.5万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
394.29389999999995 |
1700.0 |
¥67.1万 |
|
| 2022-11-11 |
跌破0.618止损 |
卖出 |
378.50112 |
1700.0 |
¥64.3万 |
止损触发 |
| 2023-02-01 |
黄金分割买点 |
买入 |
348.50816 |
1900.0 |
¥66.2万 |
|
| 2023-02-02 |
跌破0.618止损 |
卖出 |
332.667 |
1900.0 |
¥63.2万 |
止损触发 |
| 2023-03-08 |
黄金分割买点 |
买入 |
333.33299999999997 |
1800.0 |
¥60.0万 |
|
| 2023-03-15 |
跌破0.618止损 |
卖出 |
310.689 |
1800.0 |
¥55.9万 |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
77.077 |
7500.0 |
¥57.8万 |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
66.0 |
7500.0 |
¥49.5万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
74.25 |
6700.0 |
¥49.8万 |
|
| 2024-03-11 |
重回前高 |
卖出 |
97.89200999999998 |
6700.0 |
¥65.6万 |
|
| 2024-04-01 |
黄金分割买点 |
买入 |
90.11001999999999 |
7400.0 |
¥66.7万 |
|
| 2024-05-30 |
跌破0.618止损 |
卖出 |
69.48044999999999 |
7400.0 |
¥51.4万 |
止损触发 |
| 2024-07-15 |
黄金分割买点 |
买入 |
83.13304999999998 |
6000.0 |
¥49.9万 |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
85.96395 |
6000.0 |
¥51.6万 |
止损触发 |
| 2024-11-20 |
黄金分割买点 |
买入 |
95.23513999999999 |
5400.0 |
¥51.4万 |
|
| 2024-11-22 |
跌破0.618止损 |
卖出 |
90.909 |
5400.0 |
¥49.1万 |
止损触发 |
| 2025-01-07 |
黄金分割买点 |
买入 |
88.88879999999999 |
5600.0 |
¥49.8万 |
|
| 2025-01-13 |
跌破0.618止损 |
卖出 |
84.915 |
5600.0 |
¥47.5万 |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
89.59951 |
5400.0 |
¥48.4万 |
|
| 2025-01-23 |
跌破0.618止损 |
卖出 |
86.42349 |
5400.0 |
¥46.7万 |
止损触发 |
| 2025-02-07 |
黄金分割买点 |
买入 |
89.44935999999998 |
5200.0 |
¥46.5万 |
|
| 2025-03-27 |
重回前高 |
卖出 |
98.87103 |
5200.0 |
¥51.4万 |
|
| 2025-04-01 |
黄金分割买点 |
买入 |
91.26116999999999 |
5600.0 |
¥51.1万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
83.916 |
5600.0 |
¥47.0万 |
止损触发 |
| 2025-05-15 |
黄金分割买点 |
买入 |
91.65 |
5100.0 |
¥46.8万 |
|
| 2025-05-27 |
跌破0.618止损 |
卖出 |
86.29361999999999 |
5100.0 |
¥44.0万 |
止损触发 |
| 2025-11-28 |
黄金分割买点 |
买入 |
77.08700999999999 |
5700.0 |
¥44.0万 |
|
| 2025-12-11 |
重回前高 |
卖出 |
87.97 |
5700.0 |
¥50.1万 |
|
| 2026-01-14 |
黄金分割买点 |
买入 |
84.56447999999999 |
5900.0 |
¥49.9万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
83.51639999999999 |
5900.0 |
¥49.3万 |
止损触发 |
| 2026-02-06 |
黄金分割买点 |
买入 |
85.89581 |
5800.0 |
¥49.8万 |
|
| 2026-03-02 |
重回前高 |
卖出 |
102.68 |
5800.0 |
¥59.5万 |
|
| 2026-08-28 |
黄金分割买点 |
买入 |
95.09499999999998 |
6100.0 |
¥58.0万 |
|
| 2026-09-01 |
跌破0.618止损 |
卖出 |
87.83208000000002 |
6100.0 |
¥53.6万 |
止损触发 |