688012 中微公司 — 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: ¥1.07M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +7.38%）
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 31 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 |
2020-03-04 |
2020-03-30 |
161.61988142299998 |
135.0648 |
¥-16.0万 |
-16.46% |
跌破0.618止损 |
| 2 |
2020-05-07 |
2020-07-28 |
191.04809723999998 |
192.9069 |
¥7,744 |
+0.94% |
跌破0.618止损 |
| 3 |
2020-08-04 |
2020-08-07 |
249.0747 |
219.78 |
¥-9.7万 |
-11.79% |
跌破0.618止损 |
| 4 |
2020-12-15 |
2020-12-17 |
166.21584979999997 |
155.05479 |
¥-5.0万 |
-6.74% |
跌破0.618止损 |
| 5 |
2020-12-22 |
2020-12-23 |
165.11441946999997 |
156.52332 |
¥-3.6万 |
-5.23% |
跌破0.618止损 |
| 6 |
2021-01-14 |
2021-01-29 |
168.93938661599998 |
160.4394 |
¥-3.3万 |
-5.06% |
跌破0.618止损 |
| 7 |
2021-05-19 |
2021-07-27 |
122.18867560899997 |
207.792 |
¥43.6万 |
+70.01% |
重回前高 |
| 8 |
2021-08-09 |
2021-08-31 |
178.33158342999997 |
159.44039999999998 |
¥-11.0万 |
-10.62% |
跌破0.618止损 |
| 9 |
2021-11-11 |
2021-12-03 |
166.22586280299998 |
152.3475 |
¥-7.8万 |
-8.38% |
跌破0.618止损 |
| 10 |
2022-05-20 |
2022-05-30 |
111.44472339 |
106.71318 |
¥-3.7万 |
-4.27% |
跌破0.618止损 |
| 11 |
2022-06-01 |
2022-08-08 |
115.44992459 |
146.41344 |
¥22.3万 |
+26.78% |
重回前高 |
| 12 |
2022-08-25 |
2022-09-01 |
131.26045632699999 |
124.17569999999999 |
¥-5.8万 |
-5.43% |
跌破0.618止损 |
| 13 |
2022-11-04 |
2022-11-11 |
115.14953449999999 |
108.80109 |
¥-5.6万 |
-5.54% |
跌破0.618止损 |
| 14 |
2022-12-08 |
2023-01-16 |
105.33679155999998 |
99.25065 |
¥-5.5万 |
-5.81% |
跌破0.618止损 |
| 15 |
2023-01-19 |
2023-03-06 |
106.03770177 |
119.0808 |
¥10.9万 |
+12.27% |
重回前高 |
| 16 |
2023-05-16 |
2023-06-28 |
161.89023250399998 |
152.27 |
¥-6.0万 |
-5.97% |
跌破0.618止损 |
| 17 |
2023-09-01 |
2023-09-19 |
153.39920595999996 |
140.13972 |
¥-8.1万 |
-8.67% |
跌破0.618止损 |
| 18 |
2023-12-11 |
2023-12-26 |
154.2002462 |
150.81903 |
¥-1.9万 |
-2.22% |
跌破0.618止损 |
| 19 |
2023-12-28 |
2024-01-02 |
157.764875268 |
152.72711999999999 |
¥-2.7万 |
-3.22% |
跌破0.618止损 |
| 20 |
2024-02-28 |
2024-05-16 |
137.97918134000003 |
130.869 |
¥-4.1万 |
-5.18% |
跌破0.618止损 |
| 21 |
2024-06-13 |
2024-07-22 |
146.199856803 |
153.39645000000002 |
¥3.8万 |
+4.89% |
重回前高 |
| 22 |
2024-08-19 |
2024-08-23 |
146.640428935 |
135.864 |
¥-5.9万 |
-7.38% |
跌破0.618止损 |
| 23 |
2024-10-14 |
2025-01-02 |
168.31858043 |
188.62119 |
¥8.9万 |
+12.03% |
跌破0.618止损 |
| 24 |
2025-03-03 |
2025-03-24 |
204.93613240099995 |
189.91989 |
¥-6.2万 |
-7.36% |
跌破0.618止损 |
| 25 |
2025-06-26 |
2025-07-24 |
181.355510336 |
198.06174 |
¥7.2万 |
+9.18% |
重回前高 |
| 26 |
2025-09-05 |
2025-09-24 |
196.24484579699995 |
271.85787 |
¥32.5万 |
+38.49% |
重回前高 |
| 27 |
2025-10-15 |
2026-01-16 |
273.765515023 |
376.623 |
¥43.2万 |
+37.53% |
重回前高 |
| 28 |
2026-03-04 |
2026-03-23 |
329.4277986999999 |
302.697 |
¥-12.9万 |
-8.14% |
跌破0.618止损 |
| 29 |
2026-06-26 |
2026-07-17 |
397.51621909999994 |
364.25538 |
¥-12.3万 |
-8.39% |
跌破0.618止损 |
| 30 |
2026-07-22 |
2026-07-30 |
395.85406060199995 |
349.65999 |
¥-15.3万 |
-11.70% |
跌破0.618止损 |
| 31 |
2026-08-18 |
2026-09-02 |
388.32428234599996 |
345.654 |
¥-13.3万 |
-11.02% |
跌破0.618止损 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-03-04 |
黄金分割买点 |
买入 |
161.57141 |
6000.0 |
¥97.0万 |
|
| 2020-03-30 |
跌破0.618止损 |
卖出 |
135.0648 |
6000.0 |
¥81.0万 |
止损触发 |
| 2020-05-07 |
黄金分割买点 |
买入 |
190.99079999999998 |
4300.0 |
¥82.2万 |
|
| 2020-07-28 |
跌破0.618止损 |
卖出 |
192.9069 |
4300.0 |
¥82.9万 |
止损触发 |
| 2020-08-04 |
黄金分割买点 |
买入 |
249.0 |
3300.0 |
¥82.2万 |
|
| 2020-08-07 |
跌破0.618止损 |
卖出 |
219.78 |
3300.0 |
¥72.5万 |
止损触发 |
| 2020-12-15 |
黄金分割买点 |
买入 |
166.16599999999997 |
4500.0 |
¥74.8万 |
|
| 2020-12-17 |
跌破0.618止损 |
卖出 |
155.05479 |
4500.0 |
¥69.8万 |
止损触发 |
| 2020-12-22 |
黄金分割买点 |
买入 |
165.0649 |
4200.0 |
¥69.3万 |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
156.52332 |
4200.0 |
¥65.7万 |
止损触发 |
| 2021-01-14 |
黄金分割买点 |
买入 |
168.88871999999998 |
3900.0 |
¥65.9万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
160.4394 |
3900.0 |
¥62.6万 |
止损触发 |
| 2021-05-19 |
黄金分割买点 |
买入 |
122.15202999999998 |
5100.0 |
¥62.3万 |
|
| 2021-07-27 |
重回前高 |
卖出 |
207.792 |
5100.0 |
¥1.06M |
|
| 2021-08-09 |
黄金分割买点 |
买入 |
178.27809999999997 |
5800.0 |
¥1.03M |
|
| 2021-08-31 |
跌破0.618止损 |
卖出 |
159.44039999999998 |
5800.0 |
¥92.4万 |
止损触发 |
| 2021-11-11 |
黄金分割买点 |
买入 |
166.17600999999996 |
5600.0 |
¥93.1万 |
|
| 2021-12-03 |
跌破0.618止损 |
卖出 |
152.3475 |
5600.0 |
¥85.3万 |
止损触发 |
| 2022-05-20 |
黄金分割买点 |
买入 |
111.41129999999998 |
7800.0 |
¥86.9万 |
|
| 2022-05-30 |
跌破0.618止损 |
卖出 |
106.71318 |
7800.0 |
¥83.2万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
115.41529999999999 |
7200.0 |
¥83.1万 |
|
| 2022-08-08 |
重回前高 |
卖出 |
146.41344 |
7200.0 |
¥1.05M |
|
| 2022-08-25 |
黄金分割买点 |
买入 |
131.22108999999998 |
8100.0 |
¥1.06M |
|
| 2022-09-01 |
跌破0.618止损 |
卖出 |
124.17569999999999 |
8100.0 |
¥1.01M |
止损触发 |
| 2022-11-04 |
黄金分割买点 |
买入 |
115.11499999999998 |
8700.0 |
¥1.00M |
|
| 2022-11-11 |
跌破0.618止损 |
卖出 |
108.80109 |
8700.0 |
¥94.6万 |
止损触发 |
| 2022-12-08 |
黄金分割买点 |
买入 |
105.30519999999999 |
9000.0 |
¥94.8万 |
|
| 2023-01-16 |
跌破0.618止损 |
卖出 |
99.25065 |
9000.0 |
¥89.3万 |
止损触发 |
| 2023-01-19 |
黄金分割买点 |
买入 |
106.0059 |
8400.0 |
¥89.1万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
119.0808 |
8400.0 |
¥100.0万 |
|
| 2023-05-16 |
黄金分割买点 |
买入 |
161.84168 |
6200.0 |
¥1.00M |
|
| 2023-06-28 |
跌破0.618止损 |
卖出 |
152.27 |
6200.0 |
¥94.4万 |
止损触发 |
| 2023-09-01 |
黄金分割买点 |
买入 |
153.35319999999996 |
6100.0 |
¥93.6万 |
|
| 2023-09-19 |
跌破0.618止损 |
卖出 |
140.13972 |
6100.0 |
¥85.5万 |
止损触发 |
| 2023-12-11 |
黄金分割买点 |
买入 |
154.154 |
5500.0 |
¥84.8万 |
|
| 2023-12-26 |
跌破0.618止损 |
卖出 |
150.81903 |
5500.0 |
¥82.9万 |
止损触发 |
| 2023-12-28 |
黄金分割买点 |
买入 |
157.71756 |
5300.0 |
¥83.6万 |
|
| 2024-01-02 |
跌破0.618止损 |
卖出 |
152.72711999999999 |
5300.0 |
¥80.9万 |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
137.9378 |
5800.0 |
¥80.0万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
130.869 |
5800.0 |
¥75.9万 |
止损触发 |
| 2024-06-13 |
黄金分割买点 |
买入 |
146.15600999999998 |
5300.0 |
¥77.5万 |
|
| 2024-07-22 |
重回前高 |
卖出 |
153.39645000000002 |
5300.0 |
¥81.3万 |
|
| 2024-08-19 |
黄金分割买点 |
买入 |
146.59644999999998 |
5500.0 |
¥80.7万 |
|
| 2024-08-23 |
跌破0.618止损 |
卖出 |
135.864 |
5500.0 |
¥74.7万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
168.26809999999998 |
4400.0 |
¥74.1万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
188.62119 |
4400.0 |
¥83.0万 |
止损触发 |
| 2025-03-03 |
黄金分割买点 |
买入 |
204.87466999999995 |
4100.0 |
¥84.0万 |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
189.91989 |
4100.0 |
¥77.8万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
181.30112 |
4300.0 |
¥78.0万 |
|
| 2025-07-24 |
重回前高 |
卖出 |
198.06174 |
4300.0 |
¥85.1万 |
|
| 2025-09-05 |
黄金分割买点 |
买入 |
196.18598999999998 |
4300.0 |
¥84.4万 |
|
| 2025-09-24 |
重回前高 |
卖出 |
271.85787 |
4300.0 |
¥1.17M |
|
| 2025-10-15 |
黄金分割买点 |
买入 |
273.68341 |
4200.0 |
¥1.15M |
|
| 2026-01-16 |
重回前高 |
卖出 |
376.623 |
4200.0 |
¥1.58M |
|
| 2026-03-04 |
黄金分割买点 |
买入 |
329.32899999999995 |
4800.0 |
¥1.58M |
|
| 2026-03-23 |
跌破0.618止损 |
卖出 |
302.697 |
4800.0 |
¥1.45M |
止损触发 |
| 2026-06-26 |
黄金分割买点 |
买入 |
397.39699999999993 |
3700.0 |
¥1.47M |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
364.25538 |
3700.0 |
¥1.35M |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
395.7353399999999 |
3300.0 |
¥1.31M |
|
| 2026-07-30 |
跌破0.618止损 |
卖出 |
349.65999 |
3300.0 |
¥1.15M |
止损触发 |
| 2026-08-18 |
黄金分割买点 |
买入 |
388.20781999999997 |
3100.0 |
¥1.20M |
|
| 2026-09-02 |
跌破0.618止损 |
卖出 |
345.654 |
3100.0 |
¥1.07M |
止损触发 |