688396 华润微 — 斐波那契回调 回测明细
数据区间: 2020-02-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥62.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -37.66%）
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 34 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 |
2020-06-17 |
2020-08-27 |
39.421192811 |
47.0529 |
¥19.3万 |
+19.32% |
跌破0.618止损 |
| 2 |
2020-09-18 |
2020-10-22 |
53.899995148999984 |
48.81114 |
¥-11.2万 |
-9.47% |
跌破0.618止损 |
| 3 |
2020-11-17 |
2020-11-30 |
53.369305989999994 |
59.710229999999996 |
¥12.8万 |
+11.85% |
重回前高 |
| 4 |
2021-01-04 |
2021-02-02 |
62.18074862999999 |
59.98995 |
¥-4.2万 |
-3.55% |
跌破0.618止损 |
| 5 |
2021-03-04 |
2021-03-09 |
65.98568977000001 |
60.88905 |
¥-8.9万 |
-7.75% |
跌破0.618止损 |
| 6 |
2021-04-06 |
2021-04-13 |
62.961762863999994 |
58.85109 |
¥-7.0万 |
-6.56% |
跌破0.618止损 |
| 7 |
2021-04-27 |
2021-05-11 |
62.38100868999999 |
57.56238 |
¥-7.7万 |
-7.75% |
跌破0.618止损 |
| 8 |
2021-05-18 |
2021-05-24 |
61.78022851 |
56.3 |
¥-8.2万 |
-8.90% |
跌破0.618止损 |
| 9 |
2021-06-04 |
2021-06-18 |
60.07801799999999 |
86.8131 |
¥37.4万 |
+44.46% |
重回前高 |
| 10 |
2021-07-14 |
2021-08-31 |
81.1053243 |
76.58333999999999 |
¥-6.8万 |
-5.60% |
跌破0.618止损 |
| 11 |
2021-12-01 |
2021-12-20 |
71.272555354 |
64.83510000000001 |
¥-10.3万 |
-9.06% |
跌破0.618止损 |
| 12 |
2022-03-21 |
2022-03-29 |
60.478538119999996 |
56.93301 |
¥-6.1万 |
-5.89% |
跌破0.618止损 |
| 13 |
2022-06-01 |
2022-07-28 |
52.778538813 |
51.19 |
¥-3.0万 |
-3.04% |
跌破0.618止损 |
| 14 |
2022-08-09 |
2022-08-25 |
56.563453947 |
53.25669 |
¥-5.6万 |
-5.87% |
跌破0.618止损 |
| 15 |
2022-11-04 |
2022-12-07 |
53.0689159 |
55.30464 |
¥3.8万 |
+4.18% |
重回前高 |
| 16 |
2022-12-26 |
2023-03-01 |
52.55825274699999 |
54.01 |
¥2.6万 |
+2.73% |
跌破0.618止损 |
| 17 |
2023-04-19 |
2023-04-24 |
60.93913625799999 |
57.642300000000006 |
¥-5.2万 |
-5.44% |
跌破0.618止损 |
| 18 |
2023-05-12 |
2023-05-23 |
60.58868115299999 |
57.942 |
¥-4.0万 |
-4.40% |
跌破0.618止损 |
| 19 |
2023-07-31 |
2023-08-14 |
56.64355797099999 |
53.746199999999995 |
¥-4.5万 |
-5.14% |
跌破0.618止损 |
| 20 |
2023-08-25 |
2023-08-30 |
55.071516499999994 |
58.73121 |
¥5.4万 |
+6.61% |
重回前高 |
| 21 |
2023-09-11 |
2023-09-27 |
55.502075629 |
54.72522 |
¥-1.3万 |
-1.43% |
跌破0.618止损 |
| 22 |
2024-03-01 |
2024-04-24 |
43.105977915 |
36.95301 |
¥-12.5万 |
-14.30% |
跌破0.618止损 |
| 23 |
2024-05-10 |
2024-05-16 |
39.100776714999995 |
37.79217 |
¥-2.5万 |
-3.38% |
跌破0.618止损 |
| 24 |
2024-06-13 |
2024-07-05 |
38.63016557399999 |
36.733230000000006 |
¥-3.5万 |
-4.94% |
跌破0.618止损 |
| 25 |
2024-07-10 |
2024-07-26 |
38.209619448 |
37.70226 |
¥-9,232 |
-1.36% |
跌破0.618止损 |
| 26 |
2024-10-14 |
2024-12-26 |
52.187771635999994 |
46.953 |
¥-6.8万 |
-10.06% |
跌破0.618止损 |
| 27 |
2025-03-04 |
2025-03-24 |
48.062414399999994 |
45.674279999999996 |
¥-3.0万 |
-5.00% |
跌破0.618止损 |
| 28 |
2025-04-11 |
2025-07-28 |
44.53783734399999 |
48.29 |
¥4.7万 |
+8.39% |
重回前高 |
| 29 |
2025-09-04 |
2025-09-05 |
49.67450788299999 |
47.86208999999999 |
¥-2.3万 |
-3.68% |
跌破0.618止损 |
| 30 |
2025-09-12 |
2025-10-20 |
49.86475494 |
52.45749 |
¥3.1万 |
+5.17% |
跌破0.618止损 |
| 31 |
2025-10-22 |
2025-11-03 |
53.219110945 |
50.4495 |
¥-3.3万 |
-5.23% |
跌破0.618止损 |
| 32 |
2025-12-04 |
2026-03-04 |
53.61963106499999 |
51.93800999999999 |
¥-1.9万 |
-3.17% |
跌破0.618止损 |
| 33 |
2026-05-07 |
2026-06-18 |
56.77372701 |
72.927 |
¥16.5万 |
+28.41% |
重回前高 |
| 34 |
2026-07-13 |
2026-07-17 |
78.01130637299998 |
64.82511 |
¥-12.4万 |
-16.93% |
跌破0.618止损 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-06-17 |
黄金分割买点 |
买入 |
39.409369999999996 |
25300.0 |
¥99.7万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
47.0529 |
25300.0 |
¥1.19M |
止损触发 |
| 2020-09-18 |
黄金分割买点 |
买入 |
53.88382999999999 |
22000.0 |
¥1.19M |
|
| 2020-10-22 |
跌破0.618止损 |
卖出 |
48.81114 |
22000.0 |
¥1.07M |
止损触发 |
| 2020-11-17 |
黄金分割买点 |
买入 |
53.3533 |
20200.0 |
¥1.08M |
|
| 2020-11-30 |
重回前高 |
卖出 |
59.710229999999996 |
20200.0 |
¥1.21M |
|
| 2021-01-04 |
黄金分割买点 |
买入 |
62.16209999999999 |
19200.0 |
¥1.19M |
|
| 2021-02-02 |
跌破0.618止损 |
卖出 |
59.98995 |
19200.0 |
¥1.15M |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
65.9659 |
17400.0 |
¥1.15M |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
60.88905 |
17400.0 |
¥1.06M |
止损触发 |
| 2021-04-06 |
黄金分割买点 |
买入 |
62.94288 |
16900.0 |
¥1.06M |
|
| 2021-04-13 |
跌破0.618止损 |
卖出 |
58.85109 |
16900.0 |
¥99.4万 |
止损触发 |
| 2021-04-27 |
黄金分割买点 |
买入 |
62.36229999999999 |
16000.0 |
¥99.8万 |
|
| 2021-05-11 |
跌破0.618止损 |
卖出 |
57.56238 |
16000.0 |
¥92.1万 |
止损触发 |
| 2021-05-18 |
黄金分割买点 |
买入 |
61.7617 |
14900.0 |
¥92.1万 |
|
| 2021-05-24 |
跌破0.618止损 |
卖出 |
56.3 |
14900.0 |
¥83.9万 |
止损触发 |
| 2021-06-04 |
黄金分割买点 |
买入 |
60.059999999999995 |
14000.0 |
¥84.1万 |
|
| 2021-06-18 |
重回前高 |
卖出 |
86.8131 |
14000.0 |
¥1.22M |
|
| 2021-07-14 |
黄金分割买点 |
买入 |
81.08099999999999 |
14900.0 |
¥1.21M |
|
| 2021-08-31 |
跌破0.618止损 |
卖出 |
76.58333999999999 |
14900.0 |
¥1.14M |
止损触发 |
| 2021-12-01 |
黄金分割买点 |
买入 |
71.25118 |
16000.0 |
¥1.14M |
|
| 2021-12-20 |
跌破0.618止损 |
卖出 |
64.83510000000001 |
16000.0 |
¥1.04M |
止损触发 |
| 2022-03-21 |
黄金分割买点 |
买入 |
60.46039999999999 |
17100.0 |
¥1.03M |
|
| 2022-03-29 |
跌破0.618止损 |
卖出 |
56.93301 |
17100.0 |
¥97.3万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
52.76271 |
18600.0 |
¥98.2万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
51.19 |
18600.0 |
¥95.2万 |
止损触发 |
| 2022-08-09 |
黄金分割买点 |
买入 |
56.54649 |
16900.0 |
¥95.6万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
53.25669 |
16900.0 |
¥90.0万 |
止损触发 |
| 2022-11-04 |
黄金分割买点 |
买入 |
53.053 |
16900.0 |
¥89.7万 |
|
| 2022-12-07 |
重回前高 |
卖出 |
55.30464 |
16900.0 |
¥93.4万 |
|
| 2022-12-26 |
黄金分割买点 |
买入 |
52.542489999999994 |
17800.0 |
¥93.6万 |
|
| 2023-03-01 |
跌破0.618止损 |
卖出 |
54.01 |
17800.0 |
¥96.1万 |
止损触发 |
| 2023-04-19 |
黄金分割买点 |
买入 |
60.92085999999999 |
15800.0 |
¥96.3万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
57.642300000000006 |
15800.0 |
¥91.0万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
60.57050999999999 |
15000.0 |
¥90.9万 |
|
| 2023-05-23 |
跌破0.618止损 |
卖出 |
57.942 |
15000.0 |
¥86.9万 |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
56.626569999999994 |
15400.0 |
¥87.2万 |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
53.746199999999995 |
15400.0 |
¥82.7万 |
止损触发 |
| 2023-08-25 |
黄金分割买点 |
买入 |
55.05499999999999 |
14900.0 |
¥82.1万 |
|
| 2023-08-30 |
重回前高 |
卖出 |
58.73121 |
14900.0 |
¥87.5万 |
|
| 2023-09-11 |
黄金分割买点 |
买入 |
55.485429999999994 |
15800.0 |
¥87.7万 |
|
| 2023-09-27 |
跌破0.618止损 |
卖出 |
54.72522 |
15800.0 |
¥86.4万 |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
43.09304999999999 |
20200.0 |
¥87.1万 |
|
| 2024-04-24 |
跌破0.618止损 |
卖出 |
36.95301 |
20200.0 |
¥74.6万 |
止损触发 |
| 2024-05-10 |
黄金分割买点 |
买入 |
39.08904999999999 |
18800.0 |
¥73.5万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
37.79217 |
18800.0 |
¥71.0万 |
止损触发 |
| 2024-06-13 |
黄金分割买点 |
买入 |
38.618579999999994 |
18600.0 |
¥71.9万 |
|
| 2024-07-05 |
跌破0.618止损 |
卖出 |
36.733230000000006 |
18600.0 |
¥68.3万 |
止损触发 |
| 2024-07-10 |
黄金分割买点 |
买入 |
38.198159999999994 |
17800.0 |
¥68.0万 |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
37.70226 |
17800.0 |
¥67.1万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
52.17211999999999 |
12900.0 |
¥67.3万 |
|
| 2024-12-26 |
跌破0.618止损 |
卖出 |
46.953 |
12900.0 |
¥60.6万 |
止损触发 |
| 2025-03-04 |
黄金分割买点 |
买入 |
48.047999999999995 |
12600.0 |
¥60.6万 |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
45.674279999999996 |
12600.0 |
¥57.5万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
44.52447999999999 |
12700.0 |
¥56.6万 |
|
| 2025-07-28 |
重回前高 |
卖出 |
48.29 |
12700.0 |
¥61.3万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
49.659609999999994 |
12500.0 |
¥62.1万 |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
47.86208999999999 |
12500.0 |
¥59.8万 |
止损触发 |
| 2025-09-12 |
黄金分割买点 |
买入 |
49.849799999999995 |
12000.0 |
¥59.8万 |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
52.45749 |
12000.0 |
¥62.9万 |
止损触发 |
| 2025-10-22 |
黄金分割买点 |
买入 |
53.203149999999994 |
11800.0 |
¥62.8万 |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
50.4495 |
11800.0 |
¥59.5万 |
止损触发 |
| 2025-12-04 |
黄金分割买点 |
买入 |
53.60354999999999 |
11200.0 |
¥60.1万 |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
51.93800999999999 |
11200.0 |
¥58.2万 |
止损触发 |
| 2026-05-07 |
黄金分割买点 |
买入 |
56.756699999999995 |
10200.0 |
¥57.9万 |
|
| 2026-06-18 |
重回前高 |
卖出 |
72.927 |
10200.0 |
¥74.4万 |
|
| 2026-07-13 |
黄金分割买点 |
买入 |
77.98790999999999 |
9400.0 |
¥73.3万 |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
64.82511 |
9400.0 |
¥60.9万 |
止损触发 |