688126 沪硅产业 — 斐波那契回调 回测明细
数据区间: 2020-04-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.02M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +1.64%）
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 24 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 |
2020-07-22 |
2020-08-26 |
44.447720317 |
41.938019999999995 |
¥-5.6万 |
-5.67% |
跌破0.618止损 |
| 2 |
2020-12-09 |
2020-12-17 |
36.130835999999995 |
33.07689 |
¥-8.0万 |
-8.48% |
跌破0.618止损 |
| 3 |
2021-01-18 |
2021-01-28 |
34.534847347 |
33.066900000000004 |
¥-3.6万 |
-4.28% |
跌破0.618止损 |
| 4 |
2021-07-05 |
2021-07-27 |
26.614561973999994 |
32.8671 |
¥19.4万 |
+23.46% |
重回前高 |
| 5 |
2021-08-16 |
2021-08-26 |
31.290634374999996 |
31.04892 |
¥-8,184 |
-0.80% |
跌破0.618止损 |
| 6 |
2021-11-12 |
2021-11-17 |
30.239269059999994 |
28.69128 |
¥-5.1万 |
-5.15% |
跌破0.618止损 |
| 7 |
2021-11-26 |
2021-12-07 |
29.828946 |
27.2727 |
¥-8.3万 |
-8.60% |
跌破0.618止损 |
| 8 |
2022-03-11 |
2022-03-25 |
25.152663536 |
24.23574 |
¥-3.2万 |
-3.67% |
跌破0.618止损 |
| 9 |
2022-06-10 |
2022-07-12 |
23.840960142999997 |
21.628349999999998 |
¥-7.7万 |
-9.31% |
跌破0.618止损 |
| 10 |
2022-08-08 |
2022-08-16 |
23.290244978 |
21.89808 |
¥-4.6万 |
-6.01% |
跌破0.618止损 |
| 11 |
2022-10-31 |
2022-12-21 |
20.066058012 |
18.22176 |
¥-6.6万 |
-9.22% |
跌破0.618止损 |
| 12 |
2023-09-04 |
2023-09-26 |
20.526656149999997 |
19.79019 |
¥-2.4万 |
-3.62% |
跌破0.618止损 |
| 13 |
2024-02-28 |
2024-03-25 |
15.490115641000001 |
13.936049999999998 |
¥-6.4万 |
-10.06% |
跌破0.618止损 |
| 14 |
2024-06-07 |
2024-09-03 |
14.118334229999997 |
14.16582 |
¥1,747 |
+0.31% |
跌破0.618止损 |
| 15 |
2024-09-26 |
2024-09-30 |
14.428737322999998 |
16.983 |
¥10.0万 |
+17.67% |
重回前高 |
| 16 |
2024-10-16 |
2024-12-27 |
20.036019003 |
19.37061 |
¥-2.2万 |
-3.35% |
跌破0.618止损 |
| 17 |
2025-02-20 |
2025-03-11 |
20.056045008999998 |
18.86112 |
¥-3.8万 |
-5.99% |
跌破0.618止损 |
| 18 |
2025-05-23 |
2025-05-27 |
18.554094559 |
17.91207 |
¥-2.1万 |
-3.49% |
跌破0.618止损 |
| 19 |
2025-05-30 |
2025-07-22 |
18.62418558 |
19.07091 |
¥1.4万 |
+2.37% |
重回前高 |
| 20 |
2025-08-28 |
2025-11-06 |
20.12613603 |
22.96701 |
¥8.5万 |
+14.08% |
跌破0.618止损 |
| 21 |
2026-01-12 |
2026-02-03 |
23.660726088999997 |
21.52845 |
¥-6.2万 |
-9.04% |
跌破0.618止损 |
| 22 |
2026-04-21 |
2026-05-20 |
20.526656149999997 |
28.971 |
¥25.4万 |
+41.10% |
重回前高 |
| 23 |
2026-06-02 |
2026-06-10 |
25.913651763999994 |
32.21775 |
¥21.3万 |
+24.29% |
重回前高 |
| 24 |
2026-07-16 |
2026-07-20 |
29.83874894 |
27.592380000000002 |
¥-7.9万 |
-7.56% |
跌破0.618止损 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-07-22 |
黄金分割买点 |
买入 |
44.43438999999999 |
22400.0 |
¥99.6万 |
|
| 2020-08-26 |
跌破0.618止损 |
卖出 |
41.938019999999995 |
22400.0 |
¥93.9万 |
止损触发 |
| 2020-12-09 |
黄金分割买点 |
买入 |
36.12 |
26000.0 |
¥93.9万 |
|
| 2020-12-17 |
跌破0.618止损 |
卖出 |
33.07689 |
26000.0 |
¥86.0万 |
止损触发 |
| 2021-01-18 |
黄金分割买点 |
买入 |
34.52449 |
24600.0 |
¥85.0万 |
|
| 2021-01-28 |
跌破0.618止损 |
卖出 |
33.066900000000004 |
24600.0 |
¥81.3万 |
止损触发 |
| 2021-07-05 |
黄金分割买点 |
买入 |
26.606579999999994 |
31000.0 |
¥82.5万 |
|
| 2021-07-27 |
重回前高 |
卖出 |
32.8671 |
31000.0 |
¥1.02M |
|
| 2021-08-16 |
黄金分割买点 |
买入 |
31.281249999999996 |
32600.0 |
¥1.02M |
|
| 2021-08-26 |
跌破0.618止损 |
卖出 |
31.04892 |
32600.0 |
¥1.01M |
止损触发 |
| 2021-11-12 |
黄金分割买点 |
买入 |
30.230199999999996 |
32900.0 |
¥99.5万 |
|
| 2021-11-17 |
跌破0.618止损 |
卖出 |
28.69128 |
32900.0 |
¥94.4万 |
止损触发 |
| 2021-11-26 |
黄金分割买点 |
买入 |
29.82 |
32200.0 |
¥96.0万 |
|
| 2021-12-07 |
跌破0.618止损 |
卖出 |
27.2727 |
32200.0 |
¥87.8万 |
止损触发 |
| 2022-03-11 |
黄金分割买点 |
买入 |
25.14512 |
34300.0 |
¥86.3万 |
|
| 2022-03-25 |
跌破0.618止损 |
卖出 |
24.23574 |
34300.0 |
¥83.1万 |
止损触发 |
| 2022-06-10 |
黄金分割买点 |
买入 |
23.833809999999996 |
34800.0 |
¥83.0万 |
|
| 2022-07-12 |
跌破0.618止损 |
卖出 |
21.628349999999998 |
34800.0 |
¥75.2万 |
止损触发 |
| 2022-08-08 |
黄金分割买点 |
买入 |
23.28326 |
32900.0 |
¥76.6万 |
|
| 2022-08-16 |
跌破0.618止损 |
卖出 |
21.89808 |
32900.0 |
¥72.0万 |
止损触发 |
| 2022-10-31 |
黄金分割买点 |
买入 |
20.060039999999997 |
35700.0 |
¥71.6万 |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
18.22176 |
35700.0 |
¥65.0万 |
止损触发 |
| 2023-09-04 |
黄金分割买点 |
买入 |
20.5205 |
31800.0 |
¥65.3万 |
|
| 2023-09-26 |
跌破0.618止损 |
卖出 |
19.79019 |
31800.0 |
¥62.9万 |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
15.48547 |
40900.0 |
¥63.4万 |
|
| 2024-03-25 |
跌破0.618止损 |
卖出 |
13.936049999999998 |
40900.0 |
¥57.0万 |
止损触发 |
| 2024-06-07 |
黄金分割买点 |
买入 |
14.114099999999997 |
40400.0 |
¥57.0万 |
|
| 2024-09-03 |
跌破0.618止损 |
卖出 |
14.16582 |
40400.0 |
¥57.2万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
14.424409999999998 |
39400.0 |
¥56.8万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
16.983 |
39400.0 |
¥66.9万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
20.03001 |
32300.0 |
¥64.7万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
19.37061 |
32300.0 |
¥62.5万 |
止损触发 |
| 2025-02-20 |
黄金分割买点 |
买入 |
20.05003 |
31800.0 |
¥63.8万 |
|
| 2025-03-11 |
跌破0.618止损 |
卖出 |
18.86112 |
31800.0 |
¥60.0万 |
止损触发 |
| 2025-05-23 |
黄金分割买点 |
买入 |
18.54853 |
32800.0 |
¥60.9万 |
|
| 2025-05-27 |
跌破0.618止损 |
卖出 |
17.91207 |
32800.0 |
¥58.7万 |
止损触发 |
| 2025-05-30 |
黄金分割买点 |
买入 |
18.6186 |
31600.0 |
¥58.9万 |
|
| 2025-07-22 |
重回前高 |
卖出 |
19.07091 |
31600.0 |
¥60.2万 |
|
| 2025-08-28 |
黄金分割买点 |
买入 |
20.1201 |
29900.0 |
¥60.2万 |
|
| 2025-11-06 |
跌破0.618止损 |
卖出 |
22.96701 |
29900.0 |
¥68.7万 |
止损触发 |
| 2026-01-12 |
黄金分割买点 |
买入 |
23.653629999999996 |
29100.0 |
¥68.9万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
21.52845 |
29100.0 |
¥62.6万 |
止损触发 |
| 2026-04-21 |
黄金分割买点 |
买入 |
20.5205 |
30100.0 |
¥61.8万 |
|
| 2026-05-20 |
重回前高 |
卖出 |
28.971 |
30100.0 |
¥87.2万 |
|
| 2026-06-02 |
黄金分割买点 |
买入 |
25.905879999999996 |
33900.0 |
¥87.8万 |
|
| 2026-06-10 |
重回前高 |
卖出 |
32.21775 |
33900.0 |
¥1.09M |
|
| 2026-07-16 |
黄金分割买点 |
买入 |
29.8298 |
35100.0 |
¥1.05M |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
27.592380000000002 |
35100.0 |
¥96.8万 |
止损触发 |