688506 百利天恒 — 斐波那契回调 回测明细
数据区间: 2023-01-06 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.66M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +66.14%）
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 17 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 |
2023-05-09 |
2023-06-07 |
87.11312609999999 |
76.15377000000001 |
¥-12.4万 |
-12.61% |
跌破0.618止损 |
| 2 |
2023-07-14 |
2023-07-24 |
88.61507655 |
81.84 |
¥-6.5万 |
-7.67% |
跌破0.618止损 |
| 3 |
2023-07-26 |
2023-08-08 |
89.82694 |
78.90102 |
¥-9.9万 |
-12.19% |
跌破0.618止损 |
| 4 |
2023-08-15 |
2023-10-24 |
84.499732317 |
84.47544 |
¥-417 |
-0.06% |
跌破0.618止损 |
| 5 |
2023-11-14 |
2023-11-24 |
92.049536579 |
111.888 |
¥15.2万 |
+21.52% |
重回前高 |
| 6 |
2023-12-11 |
2023-12-13 |
106.12781879699999 |
157.17267 |
¥40.8万 |
+48.05% |
重回前高 |
| 7 |
2023-12-21 |
2024-01-30 |
125.16253749999997 |
117.9819 |
¥-7.3万 |
-5.77% |
跌破0.618止损 |
| 8 |
2024-03-15 |
2024-04-29 |
129.428076778 |
171.70812 |
¥37.6万 |
+32.63% |
重回前高 |
| 9 |
2024-07-04 |
2024-07-24 |
175.23756550299996 |
159.85998 |
¥-13.7万 |
-8.80% |
跌破0.618止损 |
| 10 |
2024-08-19 |
2024-08-21 |
186.01155673099998 |
174.02 |
¥-9.3万 |
-6.47% |
跌破0.618止损 |
| 11 |
2024-10-14 |
2024-12-27 |
191.128201264 |
184.25556 |
¥-4.8万 |
-3.62% |
跌破0.618止损 |
| 12 |
2025-03-05 |
2025-04-16 |
214.358368224 |
263.736 |
¥29.1万 |
+23.00% |
重回前高 |
| 13 |
2025-07-09 |
2025-09-04 |
292.3796876 |
397.602 |
¥56.8万 |
+35.95% |
重回前高 |
| 14 |
2025-09-10 |
2025-10-31 |
356.5430108239999 |
336.65301 |
¥-11.8万 |
-5.61% |
跌破0.618止损 |
| 15 |
2025-11-05 |
2025-12-15 |
360.56823803000003 |
359.18046000000004 |
¥-8,375 |
-0.41% |
跌破0.618止损 |
| 16 |
2026-04-10 |
2026-04-29 |
311.9150564529999 |
273.9258 |
¥-24.7万 |
-12.21% |
跌破0.618止损 |
| 17 |
2026-06-26 |
2026-09-03 |
271.3523813 |
252.99 |
¥-12.0万 |
-6.79% |
跌破0.618止损 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-05-09 |
黄金分割买点 |
买入 |
87.08699999999999 |
11300.0 |
¥98.4万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
76.15377000000001 |
11300.0 |
¥86.0万 |
止损触发 |
| 2023-07-14 |
黄金分割买点 |
买入 |
88.5885 |
9600.0 |
¥85.1万 |
|
| 2023-07-24 |
跌破0.618止损 |
卖出 |
81.84 |
9600.0 |
¥78.5万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
89.8 |
9000.0 |
¥80.8万 |
|
| 2023-08-08 |
跌破0.618止损 |
卖出 |
78.90102 |
9000.0 |
¥71.0万 |
止损触发 |
| 2023-08-15 |
黄金分割买点 |
买入 |
84.47438999999999 |
8400.0 |
¥71.0万 |
|
| 2023-10-24 |
跌破0.618止损 |
卖出 |
84.47544 |
8400.0 |
¥70.9万 |
止损触发 |
| 2023-11-14 |
黄金分割买点 |
买入 |
92.02193 |
7700.0 |
¥70.9万 |
|
| 2023-11-24 |
重回前高 |
卖出 |
111.888 |
7700.0 |
¥86.1万 |
|
| 2023-12-11 |
黄金分割买点 |
买入 |
106.09598999999999 |
8000.0 |
¥84.9万 |
|
| 2023-12-13 |
重回前高 |
卖出 |
157.17267 |
8000.0 |
¥1.26M |
|
| 2023-12-21 |
黄金分割买点 |
买入 |
125.12499999999997 |
10100.0 |
¥1.26M |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
117.9819 |
10100.0 |
¥1.19M |
止损触发 |
| 2024-03-15 |
黄金分割买点 |
买入 |
129.38925999999998 |
8900.0 |
¥1.15M |
|
| 2024-04-29 |
重回前高 |
卖出 |
171.70812 |
8900.0 |
¥1.53M |
|
| 2024-07-04 |
黄金分割买点 |
买入 |
175.18500999999998 |
8900.0 |
¥1.56M |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
159.85998 |
8900.0 |
¥1.42M |
止损触发 |
| 2024-08-19 |
黄金分割买点 |
买入 |
185.95577 |
7700.0 |
¥1.43M |
|
| 2024-08-21 |
跌破0.618止损 |
卖出 |
174.02 |
7700.0 |
¥1.34M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
191.07088 |
7000.0 |
¥1.34M |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
184.25556 |
7000.0 |
¥1.29M |
止损触发 |
| 2025-03-05 |
黄金分割买点 |
买入 |
214.29407999999998 |
5900.0 |
¥1.26M |
|
| 2025-04-16 |
重回前高 |
卖出 |
263.736 |
5900.0 |
¥1.56M |
|
| 2025-07-09 |
黄金分割买点 |
买入 |
292.292 |
5400.0 |
¥1.58M |
|
| 2025-09-04 |
重回前高 |
卖出 |
397.602 |
5400.0 |
¥2.15M |
|
| 2025-09-10 |
黄金分割买点 |
买入 |
356.4360799999999 |
5900.0 |
¥2.10M |
|
| 2025-10-31 |
跌破0.618止损 |
卖出 |
336.65301 |
5900.0 |
¥1.99M |
止损触发 |
| 2025-11-05 |
黄金分割买点 |
买入 |
360.4601 |
5600.0 |
¥2.02M |
|
| 2025-12-15 |
跌破0.618止损 |
卖出 |
359.18046000000004 |
5600.0 |
¥2.01M |
止损触发 |
| 2026-04-10 |
黄金分割买点 |
买入 |
311.82150999999993 |
6500.0 |
¥2.03M |
|
| 2026-04-29 |
跌破0.618止损 |
卖出 |
273.9258 |
6500.0 |
¥1.78M |
止损触发 |
| 2026-06-26 |
黄金分割买点 |
买入 |
271.27099999999996 |
6500.0 |
¥1.76M |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
252.99 |
6500.0 |
¥1.64M |
止损触发 |