688041 海光信息 — 斐波那契回调 回测明细
数据区间: 2022-08-12 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.61M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +161.43%）
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 |
2023-01-20 |
2023-02-01 |
44.698045392 |
43.06689 |
¥-3.6万 |
-3.68% |
跌破0.618止损 |
| 2 |
2023-02-03 |
2023-06-26 |
45.52912464099999 |
73.926 |
¥59.3万 |
+62.32% |
跌破0.618止损 |
| 3 |
2023-10-23 |
2023-11-29 |
58.69622358599999 |
70.06 |
¥29.7万 |
+19.32% |
重回前高 |
| 4 |
2023-12-28 |
2024-01-15 |
70.141086015 |
64.73519999999999 |
¥-14.2万 |
-7.73% |
跌破0.618止损 |
| 5 |
2024-01-24 |
2024-01-29 |
72.203764633 |
72.07785000000001 |
¥-3,438 |
-0.20% |
跌破0.618止损 |
| 6 |
2024-03-14 |
2024-04-09 |
78.80233361 |
74.18574000000001 |
¥-9.9万 |
-5.89% |
跌破0.618止损 |
| 7 |
2024-04-15 |
2024-04-23 |
77.70090327999998 |
73.94597999999999 |
¥-7.7万 |
-4.86% |
跌破0.618止损 |
| 8 |
2024-04-30 |
2024-05-13 |
80.19414102699999 |
71.4285 |
¥-16.8万 |
-10.96% |
跌破0.618止损 |
| 9 |
2024-06-20 |
2024-06-26 |
75.41793859599998 |
71.08883999999999 |
¥-7.8万 |
-5.77% |
跌破0.618止损 |
| 10 |
2024-07-19 |
2024-08-01 |
75.107535503 |
80.92899 |
¥9.9万 |
+7.72% |
重回前高 |
| 11 |
2024-08-07 |
2024-08-08 |
74.902464 |
70.6293 |
¥-7.9万 |
-5.73% |
跌破0.618止损 |
| 12 |
2024-08-21 |
2024-09-27 |
75.19765252999998 |
81.918 |
¥11.4万 |
+8.90% |
重回前高 |
| 13 |
2024-10-16 |
2025-01-17 |
115.14953449999999 |
129.87 |
¥17.6万 |
+12.75% |
跌破0.618止损 |
| 14 |
2025-02-06 |
2025-03-26 |
139.1807417 |
142.1577 |
¥3.3万 |
+2.11% |
跌破0.618止损 |
| 15 |
2025-04-15 |
2025-05-12 |
149.874628904 |
143.4564 |
¥-7.0万 |
-4.31% |
跌破0.618止损 |
| 16 |
2025-08-20 |
2025-08-25 |
149.073588664 |
195.804 |
¥48.5万 |
+31.31% |
重回前高 |
| 17 |
2025-09-08 |
2025-09-12 |
180.22404099699997 |
215.78399999999996 |
¥40.1万 |
+19.70% |
重回前高 |
| 18 |
2025-11-12 |
2025-11-25 |
221.28736629999997 |
209.79 |
¥-12.7万 |
-5.22% |
跌破0.618止损 |
| 19 |
2026-01-07 |
2026-02-06 |
226.12364674900002 |
235.5642 |
¥9.6万 |
+4.14% |
跌破0.618止损 |
| 20 |
2026-02-11 |
2026-03-05 |
255.33157649999995 |
245.71404 |
¥-8.9万 |
-3.80% |
跌破0.618止损 |
| 21 |
2026-04-21 |
2026-06-09 |
260.1080089999999 |
266.733 |
¥5.8万 |
+2.52% |
跌破0.618止损 |
| 22 |
2026-06-11 |
2026-07-20 |
282.747178714 |
310.689 |
¥23.1万 |
+9.85% |
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 |
|---|
| 2023-01-20 |
黄金分割买点 |
买入 |
44.684639999999995 |
22100.0 |
¥98.8万 |
|
| 2023-02-01 |
跌破0.618止损 |
卖出 |
43.06689 |
22100.0 |
¥95.1万 |
止损触发 |
| 2023-02-03 |
黄金分割买点 |
买入 |
45.51546999999999 |
20900.0 |
¥95.2万 |
|
| 2023-06-26 |
跌破0.618止损 |
卖出 |
73.926 |
20900.0 |
¥1.54M |
止损触发 |
| 2023-10-23 |
黄金分割买点 |
买入 |
58.67861999999998 |
26200.0 |
¥1.54M |
|
| 2023-11-29 |
重回前高 |
卖出 |
70.06 |
26200.0 |
¥1.84M |
|
| 2023-12-28 |
黄金分割买点 |
买入 |
70.12004999999999 |
26200.0 |
¥1.84M |
|
| 2024-01-15 |
跌破0.618止损 |
卖出 |
64.73519999999999 |
26200.0 |
¥1.70M |
止损触发 |
| 2024-01-24 |
黄金分割买点 |
买入 |
72.18211 |
23300.0 |
¥1.68M |
|
| 2024-01-29 |
跌破0.618止损 |
卖出 |
72.07785000000001 |
23300.0 |
¥1.68M |
止损触发 |
| 2024-03-14 |
黄金分割买点 |
买入 |
78.7787 |
21300.0 |
¥1.68M |
|
| 2024-04-09 |
跌破0.618止损 |
卖出 |
74.18574000000001 |
21300.0 |
¥1.58M |
止损触发 |
| 2024-04-15 |
黄金分割买点 |
买入 |
77.67759999999998 |
20500.0 |
¥1.59M |
|
| 2024-04-23 |
跌破0.618止损 |
卖出 |
73.94597999999999 |
20500.0 |
¥1.52M |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
80.17008999999999 |
19100.0 |
¥1.53M |
|
| 2024-05-13 |
跌破0.618止损 |
卖出 |
71.4285 |
19100.0 |
¥1.36M |
止损触发 |
| 2024-06-20 |
黄金分割买点 |
买入 |
75.39531999999998 |
18000.0 |
¥1.36M |
|
| 2024-06-26 |
跌破0.618止损 |
卖出 |
71.08883999999999 |
18000.0 |
¥1.28M |
止损触发 |
| 2024-07-19 |
黄金分割买点 |
买入 |
75.08501 |
17000.0 |
¥1.28M |
|
| 2024-08-01 |
重回前高 |
卖出 |
80.92899 |
17000.0 |
¥1.38M |
|
| 2024-08-07 |
黄金分割买点 |
买入 |
74.88 |
18400.0 |
¥1.38M |
|
| 2024-08-08 |
跌破0.618止损 |
卖出 |
70.6293 |
18400.0 |
¥1.30M |
止损触发 |
| 2024-08-21 |
黄金分割买点 |
买入 |
75.17509999999999 |
17100.0 |
¥1.29M |
|
| 2024-09-27 |
重回前高 |
卖出 |
81.918 |
17100.0 |
¥1.40M |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
115.11499999999998 |
12000.0 |
¥1.38M |
|
| 2025-01-17 |
跌破0.618止损 |
卖出 |
129.87 |
12000.0 |
¥1.56M |
止损触发 |
| 2025-02-06 |
黄金分割买点 |
买入 |
139.13899999999998 |
11400.0 |
¥1.59M |
|
| 2025-03-26 |
跌破0.618止损 |
卖出 |
142.1577 |
11400.0 |
¥1.62M |
止损触发 |
| 2025-04-15 |
黄金分割买点 |
买入 |
149.82968 |
10800.0 |
¥1.62M |
|
| 2025-05-12 |
跌破0.618止损 |
卖出 |
143.4564 |
10800.0 |
¥1.55M |
止损触发 |
| 2025-08-20 |
黄金分割买点 |
买入 |
149.02888 |
10400.0 |
¥1.55M |
|
| 2025-08-25 |
重回前高 |
卖出 |
195.804 |
10400.0 |
¥2.04M |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
180.16998999999998 |
11300.0 |
¥2.04M |
|
| 2025-09-12 |
重回前高 |
卖出 |
215.78399999999996 |
11300.0 |
¥2.44M |
|
| 2025-11-12 |
黄金分割买点 |
买入 |
221.22099999999995 |
11000.0 |
¥2.43M |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
209.79 |
11000.0 |
¥2.31M |
止损触发 |
| 2026-01-07 |
黄金分割买点 |
买入 |
226.05583000000001 |
10200.0 |
¥2.31M |
|
| 2026-02-06 |
跌破0.618止损 |
卖出 |
235.5642 |
10200.0 |
¥2.40M |
止损触发 |
| 2026-02-11 |
黄金分割买点 |
买入 |
255.25499999999994 |
9200.0 |
¥2.35M |
|
| 2026-03-05 |
跌破0.618止损 |
卖出 |
245.71404 |
9200.0 |
¥2.26M |
止损触发 |
| 2026-04-21 |
黄金分割买点 |
买入 |
260.03 |
8800.0 |
¥2.29M |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
266.733 |
8800.0 |
¥2.35M |
止损触发 |
| 2026-06-11 |
黄金分割买点 |
买入 |
282.66238 |
8300.0 |
¥2.35M |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
310.689 |
8300.0 |
¥2.58M |
止损触发 |