688082 盛美上海 — 斐波那契回调 回测明细
数据区间: 2021-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.15M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +115.23%）
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 26 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 |
2022-04-28 |
2022-04-29 |
87.19323012399998 |
73.82610000000001 |
¥-14.5万 |
-15.36% |
跌破0.618止损 |
| 2 |
2022-05-16 |
2022-05-30 |
89.11572669999998 |
81.918 |
¥-6.9万 |
-8.10% |
跌破0.618止损 |
| 3 |
2022-06-14 |
2022-07-06 |
87.61377624999999 |
102.7971 |
¥13.3万 |
+17.29% |
重回前高 |
| 4 |
2022-07-13 |
2022-08-08 |
98.45785849899998 |
135.864 |
¥34.0万 |
+37.95% |
重回前高 |
| 5 |
2022-08-24 |
2022-08-29 |
116.644983 |
104.74 |
¥-12.8万 |
-10.23% |
跌破0.618止损 |
| 6 |
2022-09-08 |
2022-09-19 |
113.667610056 |
109.24064999999999 |
¥-4.4万 |
-3.92% |
跌破0.618止损 |
| 7 |
2023-01-05 |
2023-01-13 |
81.70610447999998 |
81.4185 |
¥-4,056 |
-0.38% |
跌破0.618止损 |
| 8 |
2023-01-18 |
2023-04-17 |
86.191929824 |
116.9829 |
¥38.4万 |
+35.68% |
重回前高 |
| 9 |
2023-05-05 |
2023-05-11 |
111.26448933599998 |
100.89899999999999 |
¥-13.6万 |
-9.34% |
跌破0.618止损 |
| 10 |
2023-05-16 |
2023-07-06 |
105.94758474300001 |
108.14175 |
¥2.7万 |
+2.04% |
跌破0.618止损 |
| 11 |
2023-09-01 |
2023-09-21 |
113.41728498099998 |
101.898 |
¥-13.7万 |
-10.18% |
跌破0.618止损 |
| 12 |
2023-11-10 |
2023-12-05 |
114.34849426 |
107.892 |
¥-6.9万 |
-5.67% |
跌破0.618止损 |
| 13 |
2024-02-28 |
2024-04-12 |
91.89934153399999 |
79.92 |
¥-15.0万 |
-13.06% |
跌破0.618止损 |
| 14 |
2024-04-29 |
2024-05-08 |
81.10532429999998 |
78.921 |
¥-2.6万 |
-2.72% |
跌破0.618止损 |
| 15 |
2024-06-14 |
2024-07-10 |
86.762670995 |
89.39052000000001 |
¥2.9万 |
+3.00% |
重回前高 |
| 16 |
2024-07-26 |
2024-09-03 |
86.55239793199999 |
85.96395 |
¥-7,125 |
-0.71% |
跌破0.618止损 |
| 17 |
2024-10-16 |
2024-12-27 |
108.26058843599999 |
104.895 |
¥-3.0万 |
-3.14% |
跌破0.618止损 |
| 18 |
2025-03-03 |
2025-03-24 |
107.50961321099999 |
101.3985 |
¥-5.5万 |
-5.71% |
跌破0.618止损 |
| 19 |
2025-04-15 |
2025-06-19 |
101.98243555499998 |
109.38051 |
¥6.6万 |
+7.22% |
重回前高 |
| 20 |
2025-08-08 |
2025-08-25 |
118.43552 |
150.849 |
¥26.5万 |
+27.33% |
重回前高 |
| 21 |
2025-09-05 |
2025-11-24 |
142.625214732 |
155.72412 |
¥11.4万 |
+9.15% |
跌破0.618止损 |
| 22 |
2026-01-27 |
2026-02-03 |
192.94055480699996 |
179.80002 |
¥-9.2万 |
-6.84% |
跌破0.618止损 |
| 23 |
2026-02-27 |
2026-03-02 |
178.213448 |
165.5 |
¥-8.6万 |
-7.16% |
跌破0.618止损 |
| 24 |
2026-05-12 |
2026-06-18 |
167.21715009999997 |
361.9377 |
¥1.36M |
+116.38% |
重回前高 |
| 25 |
2026-07-22 |
2026-07-31 |
320.4160959999999 |
289.71 |
¥-23.7万 |
-9.61% |
跌破0.618止损 |
| 26 |
2026-08-11 |
2026-08-20 |
321.2071232370001 |
299.7 |
¥-15.3万 |
-6.72% |
跌破0.618止损 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-04-28 |
黄金分割买点 |
买入 |
87.16707999999998 |
10800.0 |
¥94.2万 |
|
| 2022-04-29 |
跌破0.618止损 |
卖出 |
73.82610000000001 |
10800.0 |
¥79.7万 |
止损触发 |
| 2022-05-16 |
黄金分割买点 |
买入 |
89.08899999999998 |
9500.0 |
¥84.7万 |
|
| 2022-05-30 |
跌破0.618止损 |
卖出 |
81.918 |
9500.0 |
¥77.8万 |
止损触发 |
| 2022-06-14 |
黄金分割买点 |
买入 |
87.58749999999999 |
8800.0 |
¥77.1万 |
|
| 2022-07-06 |
重回前高 |
卖出 |
102.7971 |
8800.0 |
¥90.4万 |
|
| 2022-07-13 |
黄金分割买点 |
买入 |
98.42832999999999 |
9100.0 |
¥89.6万 |
|
| 2022-08-08 |
重回前高 |
卖出 |
135.864 |
9100.0 |
¥1.24M |
|
| 2022-08-24 |
黄金分割买点 |
买入 |
116.61 |
10700.0 |
¥1.25M |
|
| 2022-08-29 |
跌破0.618止损 |
卖出 |
104.74 |
10700.0 |
¥1.12M |
止损触发 |
| 2022-09-08 |
黄金分割买点 |
买入 |
113.63352 |
9900.0 |
¥1.13M |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
109.24064999999999 |
9900.0 |
¥1.08M |
止损触发 |
| 2023-01-05 |
黄金分割买点 |
买入 |
81.68159999999999 |
13000.0 |
¥1.06M |
|
| 2023-01-13 |
跌破0.618止损 |
卖出 |
81.4185 |
13000.0 |
¥1.06M |
止损触发 |
| 2023-01-18 |
黄金分割买点 |
买入 |
86.16608 |
12500.0 |
¥1.08M |
|
| 2023-04-17 |
重回前高 |
卖出 |
116.9829 |
12500.0 |
¥1.46M |
|
| 2023-05-05 |
黄金分割买点 |
买入 |
111.23111999999999 |
13100.0 |
¥1.46M |
|
| 2023-05-11 |
跌破0.618止损 |
卖出 |
100.89899999999999 |
13100.0 |
¥1.32M |
止损触发 |
| 2023-05-16 |
黄金分割买点 |
买入 |
105.91581 |
12500.0 |
¥1.32M |
|
| 2023-07-06 |
跌破0.618止损 |
卖出 |
108.14175 |
12500.0 |
¥1.35M |
止损触发 |
| 2023-09-01 |
黄金分割买点 |
买入 |
113.38326999999998 |
11900.0 |
¥1.35M |
|
| 2023-09-21 |
跌破0.618止损 |
卖出 |
101.898 |
11900.0 |
¥1.21M |
止损触发 |
| 2023-11-10 |
黄金分割买点 |
买入 |
114.31419999999999 |
10600.0 |
¥1.21M |
|
| 2023-12-05 |
跌破0.618止损 |
卖出 |
107.892 |
10600.0 |
¥1.14M |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
91.87177999999999 |
12500.0 |
¥1.15M |
|
| 2024-04-12 |
跌破0.618止损 |
卖出 |
79.92 |
12500.0 |
¥99.9万 |
止损触发 |
| 2024-04-29 |
黄金分割买点 |
买入 |
81.08099999999999 |
11800.0 |
¥95.7万 |
|
| 2024-05-08 |
跌破0.618止损 |
卖出 |
78.921 |
11800.0 |
¥93.1万 |
止损触发 |
| 2024-06-14 |
黄金分割买点 |
买入 |
86.73665 |
11100.0 |
¥96.3万 |
|
| 2024-07-10 |
重回前高 |
卖出 |
89.39052000000001 |
11100.0 |
¥99.2万 |
|
| 2024-07-26 |
黄金分割买点 |
买入 |
86.52644 |
11600.0 |
¥1.00M |
|
| 2024-09-03 |
跌破0.618止损 |
卖出 |
85.96395 |
11600.0 |
¥99.7万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
108.22811999999999 |
8800.0 |
¥95.3万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
104.895 |
8800.0 |
¥92.3万 |
止损触发 |
| 2025-03-03 |
黄金分割买点 |
买入 |
107.47737 |
9000.0 |
¥96.8万 |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
101.3985 |
9000.0 |
¥91.2万 |
止损触发 |
| 2025-04-15 |
黄金分割买点 |
买入 |
101.95184999999998 |
8900.0 |
¥90.8万 |
|
| 2025-06-19 |
重回前高 |
卖出 |
109.38051 |
8900.0 |
¥97.3万 |
|
| 2025-08-08 |
黄金分割买点 |
买入 |
118.4 |
8200.0 |
¥97.1万 |
|
| 2025-08-25 |
重回前高 |
卖出 |
150.849 |
8200.0 |
¥1.24M |
|
| 2025-09-05 |
黄金分割买点 |
买入 |
142.58244 |
8700.0 |
¥1.24M |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
155.72412 |
8700.0 |
¥1.35M |
止损触发 |
| 2026-01-27 |
黄金分割买点 |
买入 |
192.88268999999997 |
7000.0 |
¥1.35M |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
179.80002 |
7000.0 |
¥1.26M |
止损触发 |
| 2026-02-27 |
黄金分割买点 |
买入 |
178.16 |
6700.0 |
¥1.19M |
|
| 2026-03-02 |
跌破0.618止损 |
卖出 |
165.5 |
6700.0 |
¥1.11M |
止损触发 |
| 2026-05-12 |
黄金分割买点 |
买入 |
167.16699999999997 |
7000.0 |
¥1.17M |
|
| 2026-06-18 |
重回前高 |
卖出 |
361.9377 |
7000.0 |
¥2.53M |
|
| 2026-07-22 |
黄金分割买点 |
买入 |
320.31999999999994 |
7700.0 |
¥2.47M |
|
| 2026-07-31 |
跌破0.618止损 |
卖出 |
289.71 |
7700.0 |
¥2.23M |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
321.11079 |
7100.0 |
¥2.28M |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
299.7 |
7100.0 |
¥2.13M |
止损触发 |