688047 龙芯中科 — 斐波那契回调 回测明细
数据区间: 2022-06-24 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥73.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -26.62%）
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 |
2022-10-21 |
2023-01-12 |
85.94160474899998 |
83.86605 |
¥-2.4万 |
-2.44% |
跌破0.618止损 |
| 2 |
2023-01-17 |
2023-04-04 |
88.234582436 |
154.82502 |
¥73.2万 |
+75.42% |
重回前高 |
| 3 |
2023-04-28 |
2023-05-11 |
143.08581286999998 |
137.77209 |
¥-6.4万 |
-3.74% |
跌破0.618止损 |
| 4 |
2023-05-22 |
2023-05-24 |
147.22118310899998 |
136.37349 |
¥-12.1万 |
-7.40% |
跌破0.618止损 |
| 5 |
2023-06-05 |
2023-06-13 |
152.51806169599996 |
139.54032 |
¥-12.9万 |
-8.54% |
跌破0.618止损 |
| 6 |
2023-11-14 |
2023-11-28 |
89.225869733 |
100.36953 |
¥17.2万 |
+12.46% |
重回前高 |
| 7 |
2023-12-28 |
2024-01-11 |
108.92144663399999 |
94.29 |
¥-20.8万 |
-13.46% |
跌破0.618止损 |
| 8 |
2024-02-28 |
2024-04-11 |
102.693358768 |
82.10781 |
¥-27.0万 |
-20.07% |
跌破0.618止损 |
| 9 |
2024-05-21 |
2024-06-28 |
96.30506285400001 |
88.06185 |
¥-9.3万 |
-8.59% |
跌破0.618止损 |
| 10 |
2024-07-17 |
2024-08-21 |
94.733021383 |
90.69921000000001 |
¥-4.2万 |
-4.29% |
跌破0.618止损 |
| 11 |
2024-10-11 |
2024-12-31 |
127.1651381 |
139.25061 |
¥8.7万 |
+9.47% |
跌破0.618止损 |
| 12 |
2025-02-27 |
2025-03-03 |
143.436267975 |
133.74612 |
¥-7.0万 |
-6.78% |
跌破0.618止损 |
| 13 |
2025-03-14 |
2025-03-21 |
136.22690581499998 |
127.872 |
¥-6.0万 |
-6.16% |
跌破0.618止损 |
| 14 |
2025-04-24 |
2025-04-30 |
133.31312194199998 |
127.5 |
¥-4.0万 |
-4.39% |
跌破0.618止损 |
| 15 |
2025-05-07 |
2025-05-13 |
133.37319995999997 |
124.3755 |
¥-5.9万 |
-6.77% |
跌破0.618止损 |
| 16 |
2025-06-04 |
2025-06-11 |
131.63093743799996 |
124.88499 |
¥-4.1万 |
-5.15% |
跌破0.618止损 |
| 17 |
2025-07-01 |
2025-08-06 |
133.18295290299997 |
128.871 |
¥-2.5万 |
-3.27% |
跌破0.618止损 |
| 18 |
2025-08-21 |
2025-09-05 |
135.606099629 |
125.58429 |
¥-5.4万 |
-7.42% |
跌破0.618止损 |
| 19 |
2025-10-13 |
2025-10-20 |
140.19205500299998 |
136.91295000000002 |
¥-1.6万 |
-2.37% |
跌破0.618止损 |
| 20 |
2026-01-16 |
2026-01-22 |
148.42274346899998 |
197.802 |
¥21.7万 |
+33.23% |
重回前高 |
| 21 |
2026-01-30 |
2026-02-06 |
167.11702007 |
152.16768 |
¥-7.8万 |
-8.97% |
跌破0.618止损 |
| 22 |
2026-05-15 |
2026-06-01 |
165.23457550599997 |
148.56129 |
¥-8.2万 |
-10.12% |
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 |
|---|
| 2022-10-21 |
黄金分割买点 |
买入 |
85.91582999999999 |
11400.0 |
¥98.0万 |
|
| 2023-01-12 |
跌破0.618止损 |
卖出 |
83.86605 |
11400.0 |
¥95.6万 |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
88.20812 |
11000.0 |
¥97.1万 |
|
| 2023-04-04 |
重回前高 |
卖出 |
154.82502 |
11000.0 |
¥1.70M |
|
| 2023-04-28 |
黄金分割买点 |
买入 |
143.0429 |
11900.0 |
¥1.70M |
|
| 2023-05-11 |
跌破0.618止损 |
卖出 |
137.77209 |
11900.0 |
¥1.64M |
止损触发 |
| 2023-05-22 |
黄金分割买点 |
买入 |
147.17702999999997 |
11100.0 |
¥1.63M |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
136.37349 |
11100.0 |
¥1.51M |
止损触发 |
| 2023-06-05 |
黄金分割买点 |
买入 |
152.47231999999997 |
9900.0 |
¥1.51M |
|
| 2023-06-13 |
跌破0.618止损 |
卖出 |
139.54032 |
9900.0 |
¥1.38M |
止损触发 |
| 2023-11-14 |
黄金分割买点 |
买入 |
89.19910999999999 |
15500.0 |
¥1.38M |
|
| 2023-11-28 |
重回前高 |
卖出 |
100.36953 |
15500.0 |
¥1.56M |
|
| 2023-12-28 |
黄金分割买点 |
买入 |
108.88877999999998 |
14200.0 |
¥1.55M |
|
| 2024-01-11 |
跌破0.618止损 |
卖出 |
94.29 |
14200.0 |
¥1.34M |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
102.66255999999998 |
13100.0 |
¥1.35M |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
82.10781 |
13100.0 |
¥1.08M |
止损触发 |
| 2024-05-21 |
黄金分割买点 |
买入 |
96.27618 |
11200.0 |
¥1.08M |
|
| 2024-06-28 |
跌破0.618止损 |
卖出 |
88.06185 |
11200.0 |
¥98.6万 |
止损触发 |
| 2024-07-17 |
黄金分割买点 |
买入 |
94.70460999999999 |
10300.0 |
¥97.6万 |
|
| 2024-08-21 |
跌破0.618止损 |
卖出 |
90.69921000000001 |
10300.0 |
¥93.4万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
127.12699999999998 |
7200.0 |
¥91.6万 |
|
| 2024-12-31 |
跌破0.618止损 |
卖出 |
139.25061 |
7200.0 |
¥1.00M |
止损触发 |
| 2025-02-27 |
黄金分割买点 |
买入 |
143.39325 |
7200.0 |
¥1.03M |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
133.74612 |
7200.0 |
¥96.3万 |
止损触发 |
| 2025-03-14 |
黄金分割买点 |
买入 |
136.18605 |
7100.0 |
¥96.7万 |
|
| 2025-03-21 |
跌破0.618止损 |
卖出 |
127.872 |
7100.0 |
¥90.8万 |
止损触发 |
| 2025-04-24 |
黄金分割买点 |
买入 |
133.27313999999998 |
6800.0 |
¥90.7万 |
|
| 2025-04-30 |
跌破0.618止损 |
卖出 |
127.5 |
6800.0 |
¥86.7万 |
止损触发 |
| 2025-05-07 |
黄金分割买点 |
买入 |
133.33319999999998 |
6500.0 |
¥86.7万 |
|
| 2025-05-13 |
跌破0.618止损 |
卖出 |
124.3755 |
6500.0 |
¥80.8万 |
止损触发 |
| 2025-06-04 |
黄金分割买点 |
买入 |
131.59145999999998 |
6100.0 |
¥80.3万 |
|
| 2025-06-11 |
跌破0.618止损 |
卖出 |
124.88499 |
6100.0 |
¥76.2万 |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
133.14300999999998 |
5700.0 |
¥75.9万 |
|
| 2025-08-06 |
跌破0.618止损 |
卖出 |
128.871 |
5700.0 |
¥73.4万 |
止损触发 |
| 2025-08-21 |
黄金分割买点 |
买入 |
135.56543 |
5400.0 |
¥73.2万 |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
125.58429 |
5400.0 |
¥67.8万 |
止损触发 |
| 2025-10-13 |
黄金分割买点 |
买入 |
140.15000999999998 |
4700.0 |
¥65.9万 |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
136.91295000000002 |
4700.0 |
¥64.3万 |
止损触发 |
| 2026-01-16 |
黄金分割买点 |
买入 |
148.37822999999997 |
4400.0 |
¥65.3万 |
|
| 2026-01-22 |
重回前高 |
卖出 |
197.802 |
4400.0 |
¥87.0万 |
|
| 2026-01-30 |
黄金分割买点 |
买入 |
167.06689999999998 |
5200.0 |
¥86.9万 |
|
| 2026-02-06 |
跌破0.618止损 |
卖出 |
152.16768 |
5200.0 |
¥79.1万 |
止损触发 |
| 2026-05-15 |
黄金分割买点 |
买入 |
165.18501999999998 |
4900.0 |
¥81.0万 |
|
| 2026-06-01 |
跌破0.618止损 |
卖出 |
148.56129 |
4900.0 |
¥72.8万 |
止损触发 |