688256 寒武纪 — 斐波那契回调 回测明细
数据区间: 2020-07-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥70.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -29.49%）
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 |
2020-11-10 |
2020-11-12 |
193.277966 |
180.819 |
¥-6.3万 |
-6.47% |
跌破0.618止损 |
| 2 |
2021-01-22 |
2021-02-01 |
166.31597982999995 |
150.3495 |
¥-8.6万 |
-9.63% |
跌破0.618止损 |
| 3 |
2021-03-12 |
2021-03-15 |
161.70999845 |
150.12972 |
¥-6.0万 |
-7.19% |
跌破0.618止损 |
| 4 |
2021-06-24 |
2021-07-20 |
129.52820680800002 |
111.888 |
¥-10.6万 |
-13.64% |
跌破0.618止损 |
| 5 |
2021-12-03 |
2021-12-14 |
91.08828829099998 |
105.76413000000001 |
¥10.8万 |
+16.08% |
重回前高 |
| 6 |
2021-12-20 |
2022-01-25 |
93.1209279 |
83.79612 |
¥-7.9万 |
-10.04% |
跌破0.618止损 |
| 7 |
2022-06-07 |
2022-08-03 |
68.38881049 |
59.800140000000006 |
¥-8.9万 |
-12.58% |
跌破0.618止损 |
| 8 |
2022-08-05 |
2022-08-24 |
63.32223097199999 |
60.6393 |
¥-2.6万 |
-4.27% |
跌破0.618止损 |
| 9 |
2022-09-13 |
2022-09-22 |
69.380097787 |
65.51 |
¥-3.2万 |
-5.61% |
跌破0.618止损 |
| 10 |
2022-12-19 |
2022-12-20 |
63.141996918 |
60.28965 |
¥-2.5万 |
-4.55% |
跌破0.618止损 |
| 11 |
2023-05-12 |
2023-06-27 |
196.224819791 |
197.80200000000002 |
¥4,098 |
+0.77% |
跌破0.618止损 |
| 12 |
2023-11-13 |
2024-01-04 |
139.19075470299998 |
127.33254 |
¥-4.6万 |
-8.55% |
跌破0.618止损 |
| 13 |
2024-02-26 |
2024-07-17 |
139.58126182 |
247.752 |
¥37.8万 |
+77.44% |
重回前高 |
| 14 |
2024-08-07 |
2024-09-06 |
233.28294389399997 |
210.789 |
¥-8.3万 |
-9.67% |
跌破0.618止损 |
| 15 |
2025-01-17 |
2025-03-26 |
577.7502730999998 |
641.7076500000001 |
¥8.3万 |
+11.04% |
跌破0.618止损 |
| 16 |
2025-04-18 |
2025-05-28 |
670.871201 |
615.9834000000001 |
¥-6.6万 |
-8.21% |
跌破0.618止损 |
| 17 |
2025-11-17 |
2025-11-24 |
1318.6624300849999 |
1251.62712 |
¥-4.0万 |
-5.11% |
跌破0.618止损 |
| 18 |
2025-12-05 |
2025-12-17 |
1341.2417518499997 |
1268.83989 |
¥-3.6万 |
-5.43% |
跌破0.618止损 |
| 19 |
2025-12-31 |
2026-01-21 |
1427.8542278 |
1334.92 |
¥-4.7万 |
-6.54% |
跌破0.618止损 |
| 20 |
2026-04-16 |
2026-04-30 |
1281.664384 |
1475.0 |
¥9.6万 |
+15.05% |
重回前高 |
| 21 |
2026-06-22 |
2026-07-06 |
1481.9244439999998 |
1381.617 |
¥-5.0万 |
-6.80% |
跌破0.618止损 |
| 22 |
2026-11-13 |
2026-11-13 |
1020.194836661 |
978.88 |
¥-2.9万 |
-4.08% |
强平 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-11-10 |
黄金分割买点 |
买入 |
193.22 |
5000.0 |
¥96.6万 |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
180.819 |
5000.0 |
¥90.4万 |
止损触发 |
| 2021-01-22 |
黄金分割买点 |
买入 |
166.26609999999997 |
5400.0 |
¥89.8万 |
|
| 2021-02-01 |
跌破0.618止损 |
卖出 |
150.3495 |
5400.0 |
¥81.2万 |
止损触发 |
| 2021-03-12 |
黄金分割买点 |
买入 |
161.6615 |
5200.0 |
¥84.1万 |
|
| 2021-03-15 |
跌破0.618止损 |
卖出 |
150.12972 |
5200.0 |
¥78.0万 |
止损触发 |
| 2021-06-24 |
黄金分割买点 |
买入 |
129.48936 |
6000.0 |
¥77.7万 |
|
| 2021-07-20 |
跌破0.618止损 |
卖出 |
111.888 |
6000.0 |
¥67.1万 |
止损触发 |
| 2021-12-03 |
黄金分割买点 |
买入 |
91.06096999999998 |
7400.0 |
¥67.4万 |
|
| 2021-12-14 |
重回前高 |
卖出 |
105.76413000000001 |
7400.0 |
¥78.2万 |
|
| 2021-12-20 |
黄金分割买点 |
买入 |
93.09299999999999 |
8400.0 |
¥78.2万 |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
83.79612 |
8400.0 |
¥70.4万 |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
68.36829999999999 |
10300.0 |
¥70.4万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
59.800140000000006 |
10300.0 |
¥61.6万 |
止损触发 |
| 2022-08-05 |
黄金分割买点 |
买入 |
63.303239999999995 |
9800.0 |
¥62.1万 |
|
| 2022-08-24 |
跌破0.618止损 |
卖出 |
60.6393 |
9800.0 |
¥59.4万 |
止损触发 |
| 2022-09-13 |
黄金分割买点 |
买入 |
69.35929 |
8200.0 |
¥56.9万 |
|
| 2022-09-22 |
跌破0.618止损 |
卖出 |
65.51 |
8200.0 |
¥53.7万 |
止损触发 |
| 2022-12-19 |
黄金分割买点 |
买入 |
63.123059999999995 |
8800.0 |
¥55.6万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
60.28965 |
8800.0 |
¥53.0万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
196.16597 |
2700.0 |
¥53.0万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
197.80200000000002 |
2700.0 |
¥53.4万 |
止损触发 |
| 2023-11-13 |
黄金分割买点 |
买入 |
139.14900999999998 |
3900.0 |
¥54.3万 |
|
| 2024-01-04 |
跌破0.618止损 |
卖出 |
127.33254 |
3900.0 |
¥49.6万 |
止损触发 |
| 2024-02-26 |
黄金分割买点 |
买入 |
139.5394 |
3500.0 |
¥48.9万 |
|
| 2024-07-17 |
重回前高 |
卖出 |
247.752 |
3500.0 |
¥86.7万 |
|
| 2024-08-07 |
黄金分割买点 |
买入 |
233.21297999999996 |
3700.0 |
¥86.3万 |
|
| 2024-09-06 |
跌破0.618止损 |
卖出 |
210.789 |
3700.0 |
¥78.0万 |
止损触发 |
| 2025-01-17 |
黄金分割买点 |
买入 |
577.5769999999999 |
1300.0 |
¥75.1万 |
|
| 2025-03-26 |
跌破0.618止损 |
卖出 |
641.7076500000001 |
1300.0 |
¥83.4万 |
止损触发 |
| 2025-04-18 |
黄金分割买点 |
买入 |
670.67 |
1200.0 |
¥80.5万 |
|
| 2025-05-28 |
跌破0.618止损 |
卖出 |
615.9834000000001 |
1200.0 |
¥73.9万 |
止损触发 |
| 2025-11-17 |
黄金分割买点 |
买入 |
1318.26695 |
600.0 |
¥79.1万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
1251.62712 |
600.0 |
¥75.1万 |
止损触发 |
| 2025-12-05 |
黄金分割买点 |
买入 |
1340.8394999999998 |
500.0 |
¥67.1万 |
|
| 2025-12-17 |
跌破0.618止损 |
卖出 |
1268.83989 |
500.0 |
¥63.4万 |
止损触发 |
| 2025-12-31 |
黄金分割买点 |
买入 |
1427.426 |
500.0 |
¥71.4万 |
|
| 2026-01-21 |
跌破0.618止损 |
卖出 |
1334.92 |
500.0 |
¥66.7万 |
止损触发 |
| 2026-04-16 |
黄金分割买点 |
买入 |
1281.2799999999997 |
500.0 |
¥64.1万 |
|
| 2026-04-30 |
重回前高 |
卖出 |
1475.0 |
500.0 |
¥73.7万 |
|
| 2026-06-22 |
黄金分割买点 |
买入 |
1481.4799999999998 |
500.0 |
¥74.1万 |
|
| 2026-07-06 |
跌破0.618止损 |
卖出 |
1381.617 |
500.0 |
¥69.1万 |
止损触发 |
| 2026-11-13 |
黄金分割买点 |
买入 |
1019.8888699999999 |
700.0 |
¥71.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
978.88 |
700 |
¥68.5万 |
回测结束强平 |