688183 生益电子 — 斐波那契回调 回测明细
数据区间: 2021-02-25 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥84.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -16.04%）
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 28 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 |
2021-06-25 |
2021-06-30 |
15.034509 |
14.31 |
¥-4.8万 |
-4.85% |
跌破0.618止损 |
| 2 |
2021-07-08 |
2021-07-29 |
15.019504499999998 |
13.87611 |
¥-7.2万 |
-7.64% |
跌破0.618止损 |
| 3 |
2021-08-02 |
2021-08-09 |
14.51885435 |
13.92606 |
¥-3.6万 |
-4.11% |
跌破0.618止损 |
| 4 |
2021-11-12 |
2021-12-21 |
13.557606062 |
13.42656 |
¥-8,348 |
-1.00% |
跌破0.618止损 |
| 5 |
2021-12-29 |
2022-01-24 |
13.944182000000001 |
13.286700000000002 |
¥-3.9万 |
-4.74% |
跌破0.618止损 |
| 6 |
2022-08-22 |
2022-08-25 |
11.775291528 |
10.80918 |
¥-6.5万 |
-8.23% |
跌破0.618止损 |
| 7 |
2022-11-17 |
2022-12-23 |
10.633809185999999 |
9.43056 |
¥-8.3万 |
-11.34% |
跌破0.618止损 |
| 8 |
2023-01-13 |
2023-01-31 |
10.193237053999999 |
10.889100000000001 |
¥4.4万 |
+6.79% |
重回前高 |
| 9 |
2023-03-29 |
2023-04-28 |
11.715213509999998 |
12.44754 |
¥4.3万 |
+6.22% |
跌破0.618止损 |
| 10 |
2023-06-19 |
2023-06-27 |
12.826656843 |
11.6883 |
¥-6.5万 |
-8.90% |
跌破0.618止损 |
| 11 |
2023-07-27 |
2023-07-28 |
11.743522 |
11.34864 |
¥-2.3万 |
-3.39% |
跌破0.618止损 |
| 12 |
2023-10-12 |
2023-10-23 |
11.144472339 |
10.49949 |
¥-3.7万 |
-5.82% |
跌破0.618止损 |
| 13 |
2023-10-31 |
2023-11-08 |
10.713913209999996 |
11.56 |
¥4.8万 |
+7.86% |
重回前高 |
| 14 |
2023-12-15 |
2023-12-26 |
11.353404999999999 |
10.83915 |
¥-3.0万 |
-4.56% |
跌破0.618止损 |
| 15 |
2024-01-03 |
2024-01-05 |
11.243372 |
10.64934 |
¥-3.3万 |
-5.31% |
跌破0.618止损 |
| 16 |
2024-03-12 |
2024-05-17 |
9.272781 |
12.36762 |
¥19.4万 |
+33.34% |
重回前高 |
| 17 |
2024-08-07 |
2024-08-20 |
21.017293296999995 |
19.920060000000003 |
¥-4.1万 |
-5.25% |
跌破0.618止损 |
| 18 |
2025-01-15 |
2025-02-06 |
39.03068569399999 |
33.55641000000001 |
¥-10.4万 |
-14.05% |
跌破0.618止损 |
| 19 |
2025-02-11 |
2025-02-25 |
37.94928136999999 |
33.736230000000006 |
¥-7.1万 |
-11.13% |
跌破0.618止损 |
| 20 |
2025-05-09 |
2025-06-06 |
30.699867197999996 |
38.4615 |
¥14.2万 |
+25.24% |
重回前高 |
| 21 |
2025-10-09 |
2025-11-24 |
78.59206054699997 |
82.53738 |
¥3.5万 |
+4.99% |
跌破0.618止损 |
| 22 |
2025-12-02 |
2026-01-20 |
97.26631114199999 |
94.18572 |
¥-2.4万 |
-3.20% |
跌破0.618止损 |
| 23 |
2026-04-09 |
2026-04-22 |
89.11572669999998 |
112.887 |
¥18.8万 |
+26.64% |
重回前高 |
| 24 |
2026-05-13 |
2026-05-27 |
101.23146032999999 |
131.6682 |
¥26.7万 |
+30.03% |
重回前高 |
| 25 |
2026-06-08 |
2026-07-14 |
110.14303299999997 |
113.886 |
¥3.7万 |
+3.37% |
跌破0.618止损 |
| 26 |
2026-07-15 |
2026-07-20 |
126.16383780000001 |
116.3835 |
¥-9.3万 |
-7.78% |
跌破0.618止损 |
| 27 |
2026-08-18 |
2026-08-20 |
118.43379948399998 |
105.88400999999999 |
¥-11.8万 |
-10.62% |
跌破0.618止损 |
| 28 |
2026-09-02 |
2026-10-12 |
120.15603599999999 |
99.7002 |
¥-16.6万 |
-17.05% |
跌破0.618止损 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-06-25 |
黄金分割买点 |
买入 |
15.03 |
66300.0 |
¥99.7万 |
|
| 2021-06-30 |
跌破0.618止损 |
卖出 |
14.31 |
66300.0 |
¥94.8万 |
止损触发 |
| 2021-07-08 |
黄金分割买点 |
买入 |
15.014999999999999 |
62600.0 |
¥94.0万 |
|
| 2021-07-29 |
跌破0.618止损 |
卖出 |
13.87611 |
62600.0 |
¥86.8万 |
止损触发 |
| 2021-08-02 |
黄金分割买点 |
买入 |
14.514499999999998 |
60400.0 |
¥87.7万 |
|
| 2021-08-09 |
跌破0.618止损 |
卖出 |
13.92606 |
60400.0 |
¥84.1万 |
止损触发 |
| 2021-11-12 |
黄金分割买点 |
买入 |
13.553539999999998 |
61800.0 |
¥83.8万 |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
13.42656 |
61800.0 |
¥83.0万 |
止损触发 |
| 2021-12-29 |
黄金分割买点 |
买入 |
13.94 |
59700.0 |
¥83.2万 |
|
| 2022-01-24 |
跌破0.618止损 |
卖出 |
13.286700000000002 |
59700.0 |
¥79.3万 |
止损触发 |
| 2022-08-22 |
黄金分割买点 |
买入 |
11.771759999999999 |
67400.0 |
¥79.4万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
10.80918 |
67400.0 |
¥72.8万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
10.630619999999999 |
68500.0 |
¥72.8万 |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
9.43056 |
68500.0 |
¥64.6万 |
止损触发 |
| 2023-01-13 |
黄金分割买点 |
买入 |
10.190179999999998 |
63100.0 |
¥64.3万 |
|
| 2023-01-31 |
重回前高 |
卖出 |
10.889100000000001 |
63100.0 |
¥68.7万 |
|
| 2023-03-29 |
黄金分割买点 |
买入 |
11.711699999999999 |
59000.0 |
¥69.1万 |
|
| 2023-04-28 |
跌破0.618止损 |
卖出 |
12.44754 |
59000.0 |
¥73.4万 |
止损触发 |
| 2023-06-19 |
黄金分割买点 |
买入 |
12.822809999999999 |
57000.0 |
¥73.1万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
11.6883 |
57000.0 |
¥66.6万 |
止损触发 |
| 2023-07-27 |
黄金分割买点 |
买入 |
11.74 |
56800.0 |
¥66.7万 |
|
| 2023-07-28 |
跌破0.618止损 |
卖出 |
11.34864 |
56800.0 |
¥64.4万 |
止损触发 |
| 2023-10-12 |
黄金分割买点 |
买入 |
11.14113 |
57700.0 |
¥64.3万 |
|
| 2023-10-23 |
跌破0.618止损 |
卖出 |
10.49949 |
57700.0 |
¥60.6万 |
止损触发 |
| 2023-10-31 |
黄金分割买点 |
买入 |
10.710699999999997 |
56500.0 |
¥60.5万 |
|
| 2023-11-08 |
重回前高 |
卖出 |
11.56 |
56500.0 |
¥65.3万 |
|
| 2023-12-15 |
黄金分割买点 |
买入 |
11.35 |
57700.0 |
¥65.5万 |
|
| 2023-12-26 |
跌破0.618止损 |
卖出 |
10.83915 |
57700.0 |
¥62.5万 |
止损触发 |
| 2024-01-03 |
黄金分割买点 |
买入 |
11.24 |
55600.0 |
¥62.5万 |
|
| 2024-01-05 |
跌破0.618止损 |
卖出 |
10.64934 |
55600.0 |
¥59.2万 |
止损触发 |
| 2024-03-12 |
黄金分割买点 |
买入 |
9.27 |
62700.0 |
¥58.1万 |
|
| 2024-05-17 |
重回前高 |
卖出 |
12.36762 |
62700.0 |
¥77.5万 |
|
| 2024-08-07 |
黄金分割买点 |
买入 |
21.010989999999996 |
37100.0 |
¥78.0万 |
|
| 2024-08-20 |
跌破0.618止损 |
卖出 |
19.920060000000003 |
37100.0 |
¥73.9万 |
止损触发 |
| 2025-01-15 |
黄金分割买点 |
买入 |
39.01897999999999 |
19000.0 |
¥74.2万 |
|
| 2025-02-06 |
跌破0.618止损 |
卖出 |
33.55641000000001 |
19000.0 |
¥63.7万 |
止损触发 |
| 2025-02-11 |
黄金分割买点 |
买入 |
37.93789999999999 |
16800.0 |
¥63.8万 |
|
| 2025-02-25 |
跌破0.618止损 |
卖出 |
33.736230000000006 |
16800.0 |
¥56.7万 |
止损触发 |
| 2025-05-09 |
黄金分割买点 |
买入 |
30.690659999999998 |
18300.0 |
¥56.2万 |
|
| 2025-06-06 |
重回前高 |
卖出 |
38.4615 |
18300.0 |
¥70.4万 |
|
| 2025-10-09 |
黄金分割买点 |
买入 |
78.56848999999998 |
9000.0 |
¥70.7万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
82.53738 |
9000.0 |
¥74.3万 |
止损触发 |
| 2025-12-02 |
黄金分割买点 |
买入 |
97.23714 |
7600.0 |
¥73.9万 |
|
| 2026-01-20 |
跌破0.618止损 |
卖出 |
94.18572 |
7600.0 |
¥71.6万 |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
89.08899999999998 |
7900.0 |
¥70.4万 |
|
| 2026-04-22 |
重回前高 |
卖出 |
112.887 |
7900.0 |
¥89.2万 |
|
| 2026-05-13 |
黄金分割买点 |
买入 |
101.20109999999998 |
8800.0 |
¥89.1万 |
|
| 2026-05-27 |
重回前高 |
卖出 |
131.6682 |
8800.0 |
¥1.16M |
|
| 2026-06-08 |
黄金分割买点 |
买入 |
110.10999999999997 |
9900.0 |
¥1.09M |
|
| 2026-07-14 |
跌破0.618止损 |
卖出 |
113.886 |
9900.0 |
¥1.13M |
止损触发 |
| 2026-07-15 |
黄金分割买点 |
买入 |
126.126 |
9500.0 |
¥1.20M |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
116.3835 |
9500.0 |
¥1.11M |
止损触发 |
| 2026-08-18 |
黄金分割买点 |
买入 |
118.39828 |
9400.0 |
¥1.11M |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
105.88400999999999 |
9400.0 |
¥99.5万 |
止损触发 |
| 2026-09-02 |
黄金分割买点 |
买入 |
120.11999999999999 |
8100.0 |
¥97.3万 |
|
| 2026-10-12 |
跌破0.618止损 |
卖出 |
99.7002 |
8100.0 |
¥80.7万 |
止损触发 |