605499 东鹏饮料 — 斐波那契回调 回测明细
数据区间: 2021-05-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥92.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -7.21%）
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 22 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 |
2021-08-24 |
2021-08-30 |
193.25095789999997 |
181.67814 |
¥-5.9万 |
-6.02% |
跌破0.618止损 |
| 2 |
2021-10-15 |
2021-10-19 |
209.47202275999996 |
193.7061 |
¥-7.0万 |
-7.55% |
跌破0.618止损 |
| 3 |
2021-12-10 |
2021-12-17 |
194.21220618799998 |
181.27854000000002 |
¥-5.7万 |
-6.69% |
跌破0.618止损 |
| 4 |
2022-02-17 |
2022-02-18 |
178.692051538 |
168.79104 |
¥-4.5万 |
-5.57% |
跌破0.618止损 |
| 5 |
2022-02-22 |
2022-02-25 |
179.41298775399997 |
169.41042000000002 |
¥-4.2万 |
-5.60% |
跌破0.618止损 |
| 6 |
2022-06-01 |
2022-06-28 |
144.18724319999998 |
159.9399 |
¥7.9万 |
+10.89% |
重回前高 |
| 7 |
2022-08-11 |
2022-08-24 |
154.20024619999998 |
150.14970000000002 |
¥-2.1万 |
-2.66% |
跌破0.618止损 |
| 8 |
2022-10-21 |
2022-11-03 |
148.09231437 |
168.14169 |
¥10.4万 |
+13.50% |
重回前高 |
| 9 |
2023-02-02 |
2023-02-10 |
177.43041315999997 |
195.94385999999997 |
¥9.0万 |
+10.40% |
重回前高 |
| 10 |
2023-03-20 |
2023-04-10 |
190.13691396699997 |
183.63618 |
¥-3.3万 |
-3.45% |
跌破0.618止损 |
| 11 |
2023-06-15 |
2023-08-30 |
177.71077724399996 |
186.18363 |
¥4.5万 |
+4.74% |
重回前高 |
| 12 |
2023-09-08 |
2023-09-22 |
186.552258893 |
180.819 |
¥-3.0万 |
-3.10% |
跌破0.618止损 |
| 13 |
2024-02-08 |
2024-03-19 |
177.220140097 |
186.16365 |
¥4.7万 |
+5.02% |
重回前高 |
| 14 |
2024-07-02 |
2024-07-04 |
214.27826419999997 |
200.94885 |
¥-6.2万 |
-6.25% |
跌破0.618止损 |
| 15 |
2024-09-18 |
2024-09-30 |
225.02221641899996 |
253.10664 |
¥11.8万 |
+12.45% |
重回前高 |
| 16 |
2025-01-15 |
2025-01-17 |
243.3159729 |
234.06570000000002 |
¥-4.0万 |
-3.83% |
跌破0.618止损 |
| 17 |
2025-01-21 |
2025-02-06 |
248.82312454999996 |
231.45 |
¥-7.2万 |
-7.01% |
跌破0.618止损 |
| 18 |
2025-04-01 |
2025-04-30 |
250.315061997 |
284.63508 |
¥13.0万 |
+13.68% |
重回前高 |
| 19 |
2025-07-09 |
2025-07-14 |
304.38527819699993 |
287.3 |
¥-6.0万 |
-5.64% |
跌破0.618止损 |
| 20 |
2025-07-15 |
2025-07-17 |
296.88553894999995 |
292.37733000000003 |
¥-1.5万 |
-1.55% |
跌破0.618止损 |
| 21 |
2025-08-06 |
2025-08-11 |
305.2363834519999 |
297.58212 |
¥-2.5万 |
-2.54% |
跌破0.618止损 |
| 22 |
2025-09-02 |
2025-09-04 |
315.06915239799997 |
297.94176 |
¥-5.3万 |
-5.46% |
跌破0.618止损 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-08-24 |
黄金分割买点 |
买入 |
193.19299999999998 |
5100.0 |
¥98.6万 |
|
| 2021-08-30 |
跌破0.618止损 |
卖出 |
181.67814 |
5100.0 |
¥92.6万 |
止损触发 |
| 2021-10-15 |
黄金分割买点 |
买入 |
209.40919999999997 |
4400.0 |
¥92.2万 |
|
| 2021-10-19 |
跌破0.618止损 |
卖出 |
193.7061 |
4400.0 |
¥85.2万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
194.15395999999998 |
4400.0 |
¥85.5万 |
|
| 2021-12-17 |
跌破0.618止损 |
卖出 |
181.27854000000002 |
4400.0 |
¥79.7万 |
止损触发 |
| 2022-02-17 |
黄金分割买点 |
买入 |
178.63845999999998 |
4500.0 |
¥80.4万 |
|
| 2022-02-18 |
跌破0.618止损 |
卖出 |
168.79104 |
4500.0 |
¥75.9万 |
止损触发 |
| 2022-02-22 |
黄金分割买点 |
买入 |
179.35917999999998 |
4200.0 |
¥75.4万 |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
169.41042000000002 |
4200.0 |
¥71.1万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
144.14399999999998 |
5000.0 |
¥72.1万 |
|
| 2022-06-28 |
重回前高 |
卖出 |
159.9399 |
5000.0 |
¥79.9万 |
|
| 2022-08-11 |
黄金分割买点 |
买入 |
154.154 |
5200.0 |
¥80.2万 |
|
| 2022-08-24 |
跌破0.618止损 |
卖出 |
150.14970000000002 |
5200.0 |
¥78.1万 |
止损触发 |
| 2022-10-21 |
黄金分割买点 |
买入 |
148.0479 |
5200.0 |
¥77.0万 |
|
| 2022-11-03 |
重回前高 |
卖出 |
168.14169 |
5200.0 |
¥87.4万 |
|
| 2023-02-02 |
黄金分割买点 |
买入 |
177.37719999999996 |
4900.0 |
¥86.9万 |
|
| 2023-02-10 |
重回前高 |
卖出 |
195.94385999999997 |
4900.0 |
¥96.0万 |
|
| 2023-03-20 |
黄金分割买点 |
买入 |
190.07988999999998 |
5100.0 |
¥97.0万 |
|
| 2023-04-10 |
跌破0.618止损 |
卖出 |
183.63618 |
5100.0 |
¥93.6万 |
止损触发 |
| 2023-06-15 |
黄金分割买点 |
买入 |
177.65747999999996 |
5300.0 |
¥94.2万 |
|
| 2023-08-30 |
重回前高 |
卖出 |
186.18363 |
5300.0 |
¥98.6万 |
|
| 2023-09-08 |
黄金分割买点 |
买入 |
186.49631 |
5200.0 |
¥97.0万 |
|
| 2023-09-22 |
跌破0.618止损 |
卖出 |
180.819 |
5200.0 |
¥94.0万 |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
177.16699 |
5300.0 |
¥93.9万 |
|
| 2024-03-19 |
重回前高 |
卖出 |
186.16365 |
5300.0 |
¥98.6万 |
|
| 2024-07-02 |
黄金分割买点 |
买入 |
214.21399999999997 |
4600.0 |
¥98.6万 |
|
| 2024-07-04 |
跌破0.618止损 |
卖出 |
200.94885 |
4600.0 |
¥92.4万 |
止损触发 |
| 2024-09-18 |
黄金分割买点 |
买入 |
224.95472999999996 |
4200.0 |
¥94.5万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
253.10664 |
4200.0 |
¥1.06M |
|
| 2025-01-15 |
黄金分割买点 |
买入 |
243.24299999999997 |
4300.0 |
¥1.05M |
|
| 2025-01-17 |
跌破0.618止损 |
卖出 |
234.06570000000002 |
4300.0 |
¥1.01M |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
248.74849999999998 |
4100.0 |
¥1.02M |
|
| 2025-02-06 |
跌破0.618止损 |
卖出 |
231.45 |
4100.0 |
¥94.9万 |
止损触发 |
| 2025-04-01 |
黄金分割买点 |
买入 |
250.23998999999998 |
3800.0 |
¥95.1万 |
|
| 2025-04-30 |
重回前高 |
卖出 |
284.63508 |
3800.0 |
¥1.08M |
|
| 2025-07-09 |
黄金分割买点 |
买入 |
304.29398999999995 |
3500.0 |
¥1.07M |
|
| 2025-07-14 |
跌破0.618止损 |
卖出 |
287.3 |
3500.0 |
¥1.01M |
止损触发 |
| 2025-07-15 |
黄金分割买点 |
买入 |
296.7965 |
3300.0 |
¥98.0万 |
|
| 2025-07-17 |
跌破0.618止损 |
卖出 |
292.37733000000003 |
3300.0 |
¥96.5万 |
止损触发 |
| 2025-08-06 |
黄金分割买点 |
买入 |
305.14483999999993 |
3200.0 |
¥97.7万 |
|
| 2025-08-11 |
跌破0.618止损 |
卖出 |
297.58212 |
3200.0 |
¥95.2万 |
止损触发 |
| 2025-09-02 |
黄金分割买点 |
买入 |
314.97466 |
3100.0 |
¥97.7万 |
|
| 2025-09-04 |
跌破0.618止损 |
卖出 |
297.94176 |
3100.0 |
¥92.3万 |
止损触发 |