688008 澜起科技 — 斐波那契回调 回测明细
数据区间: 2019-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.68M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +68.11%）
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 35 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 |
2019-11-12 |
2019-11-26 |
66.98699006999999 |
63.84609 |
¥-4.6万 |
-4.72% |
跌破0.618止损 |
| 2 |
2019-12-05 |
2019-12-17 |
67.998303373 |
75.10482 |
¥9.8万 |
+10.42% |
重回前高 |
| 3 |
2019-12-24 |
2020-02-10 |
69.08972069999999 |
115.6842 |
¥70.8万 |
+67.39% |
重回前高 |
| 4 |
2020-02-27 |
2020-03-05 |
98.02729937000001 |
90.18972 |
¥-13.9万 |
-8.02% |
跌破0.618止损 |
| 5 |
2020-05-13 |
2020-06-16 |
102.573202732 |
84.90501 |
¥-27.6万 |
-17.25% |
跌破0.618止损 |
| 6 |
2020-06-23 |
2020-07-23 |
93.52144802 |
92.75715 |
¥-1.1万 |
-0.85% |
跌破0.618止损 |
| 7 |
2020-11-19 |
2020-11-24 |
77.010006073 |
72.927 |
¥-7.1万 |
-5.33% |
跌破0.618止损 |
| 8 |
2020-12-02 |
2020-12-14 |
77.390500187 |
92.78712 |
¥25.1万 |
+19.86% |
重回前高 |
| 9 |
2020-12-28 |
2021-01-14 |
82.1066246 |
94.4055 |
¥22.5万 |
+14.94% |
重回前高 |
| 10 |
2021-01-22 |
2021-02-26 |
87.11312609999999 |
77.2227 |
¥-19.7万 |
-11.38% |
跌破0.618止损 |
| 11 |
2021-07-02 |
2021-07-27 |
60.42847310499999 |
67.24269 |
¥17.2万 |
+11.24% |
重回前高 |
| 12 |
2021-08-05 |
2021-08-16 |
62.631333764999994 |
60.04989 |
¥-7.1万 |
-4.15% |
跌破0.618止损 |
| 13 |
2021-12-14 |
2022-01-26 |
73.31520796599999 |
74.4255 |
¥2.4万 |
+1.48% |
跌破0.618止损 |
| 14 |
2022-02-28 |
2022-03-08 |
77.20025313 |
72.91700999999999 |
¥-9.3万 |
-5.58% |
跌破0.618止损 |
| 15 |
2022-03-14 |
2022-03-16 |
75.79843271 |
75.53439 |
¥-5,820 |
-0.38% |
跌破0.618止损 |
| 16 |
2022-08-10 |
2022-08-15 |
63.829143 |
59.630309999999994 |
¥-10.3万 |
-6.61% |
跌破0.618止损 |
| 17 |
2022-09-08 |
2022-09-16 |
58.47593751999998 |
56.343599999999995 |
¥-5.4万 |
-3.68% |
跌破0.618止损 |
| 18 |
2022-10-28 |
2023-01-31 |
53.09895490899999 |
57.542399999999994 |
¥11.5万 |
+8.34% |
跌破0.618止损 |
| 19 |
2023-03-22 |
2023-03-24 |
61.67008547700001 |
69.4305 |
¥19.0万 |
+12.55% |
重回前高 |
| 20 |
2023-03-29 |
2023-04-28 |
64.59388235300001 |
58.4415 |
¥-16.4万 |
-9.55% |
跌破0.618止损 |
| 21 |
2023-07-31 |
2023-08-03 |
58.65617157399999 |
56.54339999999999 |
¥-5.6万 |
-3.63% |
跌破0.618止损 |
| 22 |
2024-01-04 |
2024-01-18 |
56.57346694999998 |
51.94799999999999 |
¥-12.2万 |
-8.20% |
跌破0.618止损 |
| 23 |
2024-02-28 |
2024-03-20 |
53.50948803199999 |
48.80115 |
¥-12.1万 |
-8.83% |
跌破0.618止损 |
| 24 |
2024-05-17 |
2024-06-20 |
49.063714699999984 |
54.785160000000005 |
¥14.4万 |
+11.63% |
重回前高 |
| 25 |
2024-07-25 |
2024-08-06 |
58.57606755 |
54.3456 |
¥-10.0万 |
-7.25% |
跌破0.618止损 |
| 26 |
2024-10-11 |
2024-10-17 |
68.58907054999997 |
63.5364 |
¥-9.2万 |
-7.39% |
跌破0.618止损 |
| 27 |
2024-10-22 |
2025-01-02 |
70.091021 |
67.76217 |
¥-4.0万 |
-3.35% |
跌破0.618止损 |
| 28 |
2025-02-07 |
2025-04-08 |
71.10233430299999 |
65.934 |
¥-8.4万 |
-7.30% |
跌破0.618止损 |
| 29 |
2025-04-14 |
2025-06-06 |
75.157600518 |
83.02689 |
¥11.2万 |
+10.44% |
重回前高 |
| 30 |
2025-08-04 |
2025-08-07 |
82.10662459999999 |
91.4 |
¥13.3万 |
+11.29% |
重回前高 |
| 31 |
2025-10-21 |
2025-11-20 |
136.47723089 |
122.23764 |
¥-13.8万 |
-10.46% |
跌破0.618止损 |
| 32 |
2026-01-08 |
2026-01-14 |
134.67489034999997 |
131.85801 |
¥-2.5万 |
-2.12% |
跌破0.618止损 |
| 33 |
2026-01-20 |
2026-03-24 |
138.12937638499997 |
139.86 |
¥1.4万 |
+1.22% |
跌破0.618止损 |
| 34 |
2026-04-22 |
2026-05-14 |
158.61598052299996 |
279.72 |
¥89.6万 |
+76.30% |
重回前高 |
| 35 |
2026-07-14 |
2026-07-17 |
253.11870283699997 |
204.80499 |
¥-39.2万 |
-19.11% |
跌破0.618止损 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-11-12 |
黄金分割买点 |
买入 |
66.9669 |
14700.0 |
¥98.5万 |
|
| 2019-11-26 |
跌破0.618止损 |
卖出 |
63.84609 |
14700.0 |
¥93.8万 |
止损触发 |
| 2019-12-05 |
黄金分割买点 |
买入 |
67.97791 |
13900.0 |
¥94.5万 |
|
| 2019-12-17 |
重回前高 |
卖出 |
75.10482 |
13900.0 |
¥1.04M |
|
| 2019-12-24 |
黄金分割买点 |
买入 |
69.06899999999999 |
15200.0 |
¥1.05M |
|
| 2020-02-10 |
重回前高 |
卖出 |
115.6842 |
15200.0 |
¥1.76M |
|
| 2020-02-27 |
黄金分割买点 |
买入 |
97.9979 |
17700.0 |
¥1.74M |
|
| 2020-03-05 |
跌破0.618止损 |
卖出 |
90.18972 |
17700.0 |
¥1.60M |
止损触发 |
| 2020-05-13 |
黄金分割买点 |
买入 |
102.54243999999998 |
15600.0 |
¥1.60M |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
84.90501 |
15600.0 |
¥1.32M |
止损触发 |
| 2020-06-23 |
黄金分割买点 |
买入 |
93.49340000000001 |
14200.0 |
¥1.33M |
|
| 2020-07-23 |
跌破0.618止损 |
卖出 |
92.75715 |
14200.0 |
¥1.32M |
止损触发 |
| 2020-11-19 |
黄金分割买点 |
买入 |
76.98691 |
17200.0 |
¥1.32M |
|
| 2020-11-24 |
跌破0.618止损 |
卖出 |
72.927 |
17200.0 |
¥1.25M |
止损触发 |
| 2020-12-02 |
黄金分割买点 |
买入 |
77.36729 |
16300.0 |
¥1.26M |
|
| 2020-12-14 |
重回前高 |
卖出 |
92.78712 |
16300.0 |
¥1.51M |
|
| 2020-12-28 |
黄金分割买点 |
买入 |
82.082 |
18300.0 |
¥1.50M |
|
| 2021-01-14 |
重回前高 |
卖出 |
94.4055 |
18300.0 |
¥1.73M |
|
| 2021-01-22 |
黄金分割买点 |
买入 |
87.08699999999999 |
19900.0 |
¥1.73M |
|
| 2021-02-26 |
跌破0.618止损 |
卖出 |
77.2227 |
19900.0 |
¥1.54M |
止损触发 |
| 2021-07-02 |
黄金分割买点 |
买入 |
60.41034999999999 |
25300.0 |
¥1.53M |
|
| 2021-07-27 |
重回前高 |
卖出 |
67.24269 |
25300.0 |
¥1.70M |
|
| 2021-08-05 |
黄金分割买点 |
买入 |
62.61254999999999 |
27200.0 |
¥1.70M |
|
| 2021-08-16 |
跌破0.618止损 |
卖出 |
60.04989 |
27200.0 |
¥1.63M |
止损触发 |
| 2021-12-14 |
黄金分割买点 |
买入 |
73.29321999999999 |
22300.0 |
¥1.63M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
74.4255 |
22300.0 |
¥1.66M |
止损触发 |
| 2022-02-28 |
黄金分割买点 |
买入 |
77.17709999999998 |
21500.0 |
¥1.66M |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
72.91700999999999 |
21500.0 |
¥1.57M |
止损触发 |
| 2022-03-14 |
黄金分割买点 |
买入 |
75.7757 |
20300.0 |
¥1.54M |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
75.53439 |
20300.0 |
¥1.53M |
止损触发 |
| 2022-08-10 |
黄金分割买点 |
买入 |
63.81 |
24400.0 |
¥1.56M |
|
| 2022-08-15 |
跌破0.618止损 |
卖出 |
59.630309999999994 |
24400.0 |
¥1.45M |
止损触发 |
| 2022-09-08 |
黄金分割买点 |
买入 |
58.45839999999999 |
24900.0 |
¥1.46M |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
56.343599999999995 |
24900.0 |
¥1.40M |
止损触发 |
| 2022-10-28 |
黄金分割买点 |
买入 |
53.083029999999994 |
26000.0 |
¥1.38M |
|
| 2023-01-31 |
跌破0.618止损 |
卖出 |
57.542399999999994 |
26000.0 |
¥1.50M |
止损触发 |
| 2023-03-22 |
黄金分割买点 |
买入 |
61.651590000000006 |
24500.0 |
¥1.51M |
|
| 2023-03-24 |
重回前高 |
卖出 |
69.4305 |
24500.0 |
¥1.70M |
|
| 2023-03-29 |
黄金分割买点 |
买入 |
64.57451 |
26500.0 |
¥1.71M |
|
| 2023-04-28 |
跌破0.618止损 |
卖出 |
58.4415 |
26500.0 |
¥1.55M |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
58.63858 |
26200.0 |
¥1.54M |
|
| 2023-08-03 |
跌破0.618止损 |
卖出 |
56.54339999999999 |
26200.0 |
¥1.48M |
止损触发 |
| 2024-01-04 |
黄金分割买点 |
买入 |
56.55649999999999 |
26300.0 |
¥1.49M |
|
| 2024-01-18 |
跌破0.618止损 |
卖出 |
51.94799999999999 |
26300.0 |
¥1.37M |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
53.49343999999999 |
25600.0 |
¥1.37M |
|
| 2024-03-20 |
跌破0.618止损 |
卖出 |
48.80115 |
25600.0 |
¥1.25M |
止损触发 |
| 2024-05-17 |
黄金分割买点 |
买入 |
49.04899999999999 |
25300.0 |
¥1.24M |
|
| 2024-06-20 |
重回前高 |
卖出 |
54.785160000000005 |
25300.0 |
¥1.39M |
|
| 2024-07-25 |
黄金分割买点 |
买入 |
58.558499999999995 |
23600.0 |
¥1.38M |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
54.3456 |
23600.0 |
¥1.28M |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
68.56849999999999 |
18200.0 |
¥1.25M |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
63.5364 |
18200.0 |
¥1.16M |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
70.07 |
17100.0 |
¥1.20M |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
67.76217 |
17100.0 |
¥1.16M |
止损触发 |
| 2025-02-07 |
黄金分割买点 |
买入 |
71.08100999999999 |
16200.0 |
¥1.15M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
65.934 |
16200.0 |
¥1.07M |
止损触发 |
| 2025-04-14 |
黄金分割买点 |
买入 |
75.13506 |
14300.0 |
¥1.07M |
|
| 2025-06-06 |
重回前高 |
卖出 |
83.02689 |
14300.0 |
¥1.19M |
|
| 2025-08-04 |
黄金分割买点 |
买入 |
82.082 |
14400.0 |
¥1.18M |
|
| 2025-08-07 |
重回前高 |
卖出 |
91.4 |
14400.0 |
¥1.32M |
|
| 2025-10-21 |
黄金分割买点 |
买入 |
136.4363 |
9700.0 |
¥1.32M |
|
| 2025-11-20 |
跌破0.618止损 |
卖出 |
122.23764 |
9700.0 |
¥1.19M |
止损触发 |
| 2026-01-08 |
黄金分割买点 |
买入 |
134.63449999999997 |
8700.0 |
¥1.17M |
|
| 2026-01-14 |
跌破0.618止损 |
卖出 |
131.85801 |
8700.0 |
¥1.15M |
止损触发 |
| 2026-01-20 |
黄金分割买点 |
买入 |
138.08794999999998 |
8300.0 |
¥1.15M |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
139.86 |
8300.0 |
¥1.16M |
止损触发 |
| 2026-04-22 |
黄金分割买点 |
买入 |
158.56840999999997 |
7400.0 |
¥1.17M |
|
| 2026-05-14 |
重回前高 |
卖出 |
279.72 |
7400.0 |
¥2.07M |
|
| 2026-07-14 |
黄金分割买点 |
买入 |
253.04278999999997 |
8100.0 |
¥2.05M |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
204.80499 |
8100.0 |
¥1.66M |
止损触发 |