688111 金山办公 — 斐波那契回调 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.24M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +124.30%）
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 29 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 |
2020-03-10 |
2020-07-01 |
222.228588582 |
342.657 |
¥51.7万 |
+54.14% |
重回前高 |
| 2 |
2020-07-21 |
2020-08-31 |
354.46030620000005 |
322.677 |
¥-13.4万 |
-8.99% |
跌破0.618止损 |
| 3 |
2020-09-03 |
2020-09-07 |
350.115003 |
309.69 |
¥-15.8万 |
-11.57% |
跌破0.618止损 |
| 4 |
2020-11-20 |
2020-11-23 |
330.429099 |
314.2154699999999 |
¥-6.0万 |
-4.94% |
跌破0.618止损 |
| 5 |
2020-12-01 |
2020-12-16 |
323.11960680999994 |
358.641 |
¥12.7万 |
+10.96% |
重回前高 |
| 6 |
2021-02-01 |
2021-02-23 |
416.54092479999997 |
368.6 |
¥-14.9万 |
-11.54% |
跌破0.618止损 |
| 7 |
2021-05-06 |
2021-05-11 |
375.4876124999999 |
342.1575 |
¥-9.7万 |
-8.90% |
跌破0.618止损 |
| 8 |
2021-05-18 |
2021-05-26 |
373.942149 |
396.59301000000005 |
¥6.1万 |
+6.03% |
重回前高 |
| 9 |
2021-06-24 |
2021-07-27 |
385.16017339800004 |
333.67599 |
¥-14.4万 |
-13.39% |
跌破0.618止损 |
| 10 |
2021-11-29 |
2021-12-03 |
267.99802529499993 |
259.34040000000005 |
¥-3.1万 |
-3.26% |
跌破0.618止损 |
| 11 |
2022-01-19 |
2022-01-26 |
275.3575825 |
261.55818 |
¥-4.6万 |
-5.04% |
跌破0.618止损 |
| 12 |
2022-05-17 |
2022-07-06 |
196.585287899 |
182.34747 |
¥-6.3万 |
-7.27% |
跌破0.618止损 |
| 13 |
2022-09-06 |
2022-10-24 |
188.514807481 |
276.723 |
¥37.9万 |
+46.75% |
重回前高 |
| 14 |
2022-12-01 |
2023-07-12 |
253.3289759 |
429.67989 |
¥81.1万 |
+69.56% |
跌破0.618止损 |
| 15 |
2023-12-12 |
2023-12-21 |
338.409462391 |
313.87581 |
¥-14.3万 |
-7.28% |
跌破0.618止损 |
| 16 |
2024-03-05 |
2024-03-21 |
291.3783873 |
345.654 |
¥34.7万 |
+18.59% |
重回前高 |
| 17 |
2024-03-28 |
2024-05-17 |
293.09061081299996 |
276.723 |
¥-12.3万 |
-5.61% |
跌破0.618止损 |
| 18 |
2024-09-26 |
2024-10-08 |
193.25095789999997 |
319.36032 |
¥1.36M |
+65.21% |
重回前高 |
| 19 |
2024-10-14 |
2025-01-03 |
246.57019887499996 |
266.39334 |
¥27.4万 |
+8.01% |
跌破0.618止损 |
| 20 |
2025-03-19 |
2025-03-24 |
344.94795335 |
308.691 |
¥-38.9万 |
-10.54% |
跌破0.618止损 |
| 21 |
2025-07-21 |
2025-08-25 |
290.95784117399995 |
333.42624 |
¥47.9万 |
+14.56% |
重回前高 |
| 22 |
2025-09-12 |
2025-10-20 |
309.4017927 |
299.7 |
¥-12.0万 |
-3.16% |
跌破0.618止损 |
| 23 |
2025-11-10 |
2025-11-13 |
332.782154705 |
317.82 |
¥-16.7万 |
-4.52% |
跌破0.618止损 |
| 24 |
2026-01-16 |
2026-01-21 |
357.4642071 |
333.666 |
¥-23.2万 |
-6.69% |
跌破0.618止损 |
| 25 |
2026-06-03 |
2026-06-05 |
256.156824 |
237.49227 |
¥-23.4万 |
-7.31% |
跌破0.618止损 |
| 26 |
2026-07-21 |
2026-07-27 |
241.29334629399997 |
228.44133 |
¥-16.2万 |
-5.35% |
跌破0.618止损 |
| 27 |
2026-07-30 |
2026-08-25 |
244.86798836499997 |
231.0 |
¥-16.3万 |
-5.69% |
跌破0.618止损 |
| 28 |
2026-09-01 |
2026-09-10 |
249.30374869399995 |
229.98978 |
¥-21.1万 |
-7.77% |
跌破0.618止损 |
| 29 |
2026-10-27 |
2026-10-29 |
251.3263753 |
222.43734000000003 |
¥-28.7万 |
-11.52% |
跌破0.618止损 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-03-10 |
黄金分割买点 |
买入 |
222.16194 |
4300.0 |
¥95.6万 |
|
| 2020-07-01 |
重回前高 |
卖出 |
342.657 |
4300.0 |
¥1.47M |
|
| 2020-07-21 |
黄金分割买点 |
买入 |
354.354 |
4200.0 |
¥1.49M |
|
| 2020-08-31 |
跌破0.618止损 |
卖出 |
322.677 |
4200.0 |
¥1.35M |
止损触发 |
| 2020-09-03 |
黄金分割买点 |
买入 |
350.01 |
3900.0 |
¥1.37M |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
309.69 |
3900.0 |
¥1.21M |
止损触发 |
| 2020-11-20 |
黄金分割买点 |
买入 |
330.33 |
3700.0 |
¥1.22M |
|
| 2020-11-23 |
跌破0.618止损 |
卖出 |
314.2154699999999 |
3700.0 |
¥1.16M |
止损触发 |
| 2020-12-01 |
黄金分割买点 |
买入 |
323.02269999999993 |
3600.0 |
¥1.16M |
|
| 2020-12-16 |
重回前高 |
卖出 |
358.641 |
3600.0 |
¥1.29M |
|
| 2021-02-01 |
黄金分割买点 |
买入 |
416.41599999999994 |
3100.0 |
¥1.29M |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
368.6 |
3100.0 |
¥1.14M |
止损触发 |
| 2021-05-06 |
黄金分割买点 |
买入 |
375.37499999999994 |
2900.0 |
¥1.09M |
|
| 2021-05-11 |
跌破0.618止损 |
卖出 |
342.1575 |
2900.0 |
¥99.2万 |
止损触发 |
| 2021-05-18 |
黄金分割买点 |
买入 |
373.83 |
2700.0 |
¥1.01M |
|
| 2021-05-26 |
重回前高 |
卖出 |
396.59301000000005 |
2700.0 |
¥1.07M |
|
| 2021-06-24 |
黄金分割买点 |
买入 |
385.04465999999996 |
2800.0 |
¥1.08M |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
333.67599 |
2800.0 |
¥93.4万 |
止损触发 |
| 2021-11-29 |
黄金分割买点 |
买入 |
267.9176499999999 |
3500.0 |
¥93.8万 |
|
| 2021-12-03 |
跌破0.618止损 |
卖出 |
259.34040000000005 |
3500.0 |
¥90.7万 |
止损触发 |
| 2022-01-19 |
黄金分割买点 |
买入 |
275.275 |
3300.0 |
¥90.9万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
261.55818 |
3300.0 |
¥86.3万 |
止损触发 |
| 2022-05-17 |
黄金分割买点 |
买入 |
196.52633 |
4400.0 |
¥86.5万 |
|
| 2022-07-06 |
跌破0.618止损 |
卖出 |
182.34747 |
4400.0 |
¥80.2万 |
止损触发 |
| 2022-09-06 |
黄金分割买点 |
买入 |
188.45827 |
4300.0 |
¥81.1万 |
|
| 2022-10-24 |
重回前高 |
卖出 |
276.723 |
4300.0 |
¥1.19M |
|
| 2022-12-01 |
黄金分割买点 |
买入 |
253.25300000000001 |
4600.0 |
¥1.17M |
|
| 2023-07-12 |
跌破0.618止损 |
卖出 |
429.67989 |
4600.0 |
¥1.98M |
止损触发 |
| 2023-12-12 |
黄金分割买点 |
买入 |
338.30797 |
5800.0 |
¥1.96M |
|
| 2023-12-21 |
跌破0.618止损 |
卖出 |
313.87581 |
5800.0 |
¥1.82M |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
291.29099999999994 |
6400.0 |
¥1.86M |
|
| 2024-03-21 |
重回前高 |
卖出 |
345.654 |
6400.0 |
¥2.21M |
|
| 2024-03-28 |
黄金分割买点 |
买入 |
293.0027099999999 |
7500.0 |
¥2.20M |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
276.723 |
7500.0 |
¥2.07M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
193.19299999999998 |
10800.0 |
¥2.09M |
|
| 2024-10-08 |
重回前高 |
卖出 |
319.36032 |
10800.0 |
¥3.45M |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
246.49624999999997 |
13900.0 |
¥3.43M |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
266.39334 |
13900.0 |
¥3.70M |
止损触发 |
| 2025-03-19 |
黄金分割买点 |
买入 |
344.8445 |
10700.0 |
¥3.69M |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
308.691 |
10700.0 |
¥3.30M |
止损触发 |
| 2025-07-21 |
黄金分割买点 |
买入 |
290.87057999999996 |
11300.0 |
¥3.29M |
|
| 2025-08-25 |
重回前高 |
卖出 |
333.42624 |
11300.0 |
¥3.77M |
|
| 2025-09-12 |
黄金分割买点 |
买入 |
309.30899999999997 |
12300.0 |
¥3.81M |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
299.7 |
12300.0 |
¥3.69M |
止损触发 |
| 2025-11-10 |
黄金分割买点 |
买入 |
332.68235 |
11100.0 |
¥3.69M |
|
| 2025-11-13 |
跌破0.618止损 |
卖出 |
317.82 |
11100.0 |
¥3.53M |
止损触发 |
| 2026-01-16 |
黄金分割买点 |
买入 |
357.35699999999997 |
9700.0 |
¥3.47M |
|
| 2026-01-21 |
跌破0.618止损 |
卖出 |
333.666 |
9700.0 |
¥3.24M |
止损触发 |
| 2026-06-03 |
黄金分割买点 |
买入 |
256.08 |
12500.0 |
¥3.20M |
|
| 2026-06-05 |
跌破0.618止损 |
卖出 |
237.49227 |
12500.0 |
¥2.97M |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
241.22097999999997 |
12500.0 |
¥3.02M |
|
| 2026-07-27 |
跌破0.618止损 |
卖出 |
228.44133 |
12500.0 |
¥2.85M |
止损触发 |
| 2026-07-30 |
黄金分割买点 |
买入 |
244.79455 |
11700.0 |
¥2.86M |
|
| 2026-08-25 |
跌破0.618止损 |
卖出 |
231.0 |
11700.0 |
¥2.70M |
止损触发 |
| 2026-09-01 |
黄金分割买点 |
买入 |
249.22897999999992 |
10900.0 |
¥2.72M |
|
| 2026-09-10 |
跌破0.618止损 |
卖出 |
229.98978 |
10900.0 |
¥2.51M |
止损触发 |
| 2026-10-27 |
黄金分割买点 |
买入 |
251.251 |
9900.0 |
¥2.49M |
|
| 2026-10-29 |
跌破0.618止损 |
卖出 |
222.43734000000003 |
9900.0 |
¥2.20M |
止损触发 |