688521 芯原股份 — 斐波那契回调 回测明细
数据区间: 2020-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥2.65M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +164.69%）
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 |
2021-01-26 |
2021-02-01 |
89.29678100000001 |
82.6173 |
¥-7.4万 |
-7.51% |
跌破0.618止损 |
| 2 |
2021-06-01 |
2021-07-20 |
64.58386935 |
62.137800000000006 |
¥-3.5万 |
-3.82% |
跌破0.618止损 |
| 3 |
2021-08-16 |
2021-08-27 |
82.45707970499998 |
75.99392999999999 |
¥-6.9万 |
-7.87% |
跌破0.618止损 |
| 4 |
2021-11-18 |
2021-12-14 |
75.0975225 |
86.37353999999999 |
¥12.3万 |
+14.98% |
重回前高 |
| 5 |
2021-12-21 |
2022-01-13 |
74.37658628399998 |
71.11881 |
¥-4.1万 |
-4.41% |
跌破0.618止损 |
| 6 |
2022-06-09 |
2022-08-08 |
48.863454639999986 |
69.93 |
¥38.5万 |
+43.07% |
重回前高 |
| 7 |
2022-08-18 |
2022-08-25 |
59.07671769999998 |
53.146800000000006 |
¥-12.7万 |
-10.06% |
跌破0.618止损 |
| 8 |
2022-11-16 |
2022-12-29 |
52.738486800999986 |
44.41554 |
¥-18.3万 |
-15.81% |
跌破0.618止损 |
| 9 |
2023-04-24 |
2023-05-10 |
89.44615579899998 |
79.41050999999999 |
¥-10.8万 |
-11.25% |
跌破0.618止损 |
| 10 |
2023-06-01 |
2023-06-07 |
92.987888 |
84.915 |
¥-7.5万 |
-8.71% |
跌破0.618止损 |
| 11 |
2024-03-19 |
2024-03-27 |
42.455132719999995 |
36.20376 |
¥-11.6万 |
-14.75% |
跌破0.618止损 |
| 12 |
2024-07-04 |
2024-07-17 |
30.639789179999994 |
36.94302 |
¥13.5万 |
+20.54% |
重回前高 |
| 13 |
2024-07-25 |
2024-08-12 |
32.341999689999994 |
29.15082 |
¥-7.9万 |
-9.89% |
跌破0.618止损 |
| 14 |
2024-10-15 |
2024-11-12 |
41.023273290999995 |
55.4445 |
¥25.8万 |
+35.11% |
重回前高 |
| 15 |
2025-01-02 |
2025-01-07 |
52.498174729 |
44.95 |
¥-14.3万 |
-14.40% |
跌破0.618止损 |
| 16 |
2025-01-15 |
2025-03-05 |
51.246549353999995 |
96.903 |
¥75.3万 |
+89.04% |
重回前高 |
| 17 |
2025-05-08 |
2025-05-27 |
88.71520657999997 |
84.29562 |
¥-8.0万 |
-5.01% |
跌破0.618止损 |
| 18 |
2025-07-01 |
2025-07-07 |
96.635491953 |
91.4085 |
¥-8.2万 |
-5.44% |
跌破0.618止损 |
| 19 |
2025-10-21 |
2025-11-25 |
161.20934829999996 |
145.62423 |
¥-13.9万 |
-9.69% |
跌破0.618止损 |
| 20 |
2026-01-09 |
2026-01-23 |
158.2054474 |
200.57922 |
¥34.7万 |
+26.75% |
重回前高 |
| 21 |
2026-03-12 |
2026-05-20 |
220.44627404799996 |
294.705 |
¥54.9万 |
+33.65% |
重回前高 |
| 22 |
2026-05-28 |
2026-06-02 |
250.32507499999994 |
230.69907 |
¥-16.9万 |
-7.87% |
跌破0.618止损 |
| 23 |
2026-06-17 |
2026-06-30 |
245.81922364999997 |
359.64 |
¥92.1万 |
+46.26% |
重回前高 |
| 24 |
2026-07-03 |
2026-07-14 |
304.3952912 |
272.54717999999997 |
¥-30.3万 |
-10.49% |
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 |
|---|
| 2021-01-26 |
黄金分割买点 |
买入 |
89.27 |
11100.0 |
¥99.1万 |
|
| 2021-02-01 |
跌破0.618止损 |
卖出 |
82.6173 |
11100.0 |
¥91.7万 |
止损触发 |
| 2021-06-01 |
黄金分割买点 |
买入 |
64.5645 |
14200.0 |
¥91.7万 |
|
| 2021-07-20 |
跌破0.618止损 |
卖出 |
62.137800000000006 |
14200.0 |
¥88.2万 |
止损触发 |
| 2021-08-16 |
黄金分割买点 |
买入 |
82.43234999999999 |
10600.0 |
¥87.4万 |
|
| 2021-08-27 |
跌破0.618止损 |
卖出 |
75.99392999999999 |
10600.0 |
¥80.5万 |
止损触发 |
| 2021-11-18 |
黄金分割买点 |
买入 |
75.07499999999999 |
10900.0 |
¥81.9万 |
|
| 2021-12-14 |
重回前高 |
卖出 |
86.37353999999999 |
10900.0 |
¥94.1万 |
|
| 2021-12-21 |
黄金分割买点 |
买入 |
74.35427999999999 |
12500.0 |
¥93.0万 |
|
| 2022-01-13 |
跌破0.618止损 |
卖出 |
71.11881 |
12500.0 |
¥88.9万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
48.84879999999999 |
18300.0 |
¥89.4万 |
|
| 2022-08-08 |
重回前高 |
卖出 |
69.93 |
18300.0 |
¥1.28M |
|
| 2022-08-18 |
黄金分割买点 |
买入 |
59.05899999999999 |
21300.0 |
¥1.26M |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
53.146800000000006 |
21300.0 |
¥1.13M |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
52.72266999999999 |
21900.0 |
¥1.15M |
|
| 2022-12-29 |
跌破0.618止损 |
卖出 |
44.41554 |
21900.0 |
¥97.2万 |
止损触发 |
| 2023-04-24 |
黄金分割买点 |
买入 |
89.41932999999999 |
10700.0 |
¥95.7万 |
|
| 2023-05-10 |
跌破0.618止损 |
卖出 |
79.41050999999999 |
10700.0 |
¥84.9万 |
止损触发 |
| 2023-06-01 |
黄金分割买点 |
买入 |
92.96 |
9300.0 |
¥86.5万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
84.915 |
9300.0 |
¥78.9万 |
止损触发 |
| 2024-03-19 |
黄金分割买点 |
买入 |
42.44239999999999 |
18500.0 |
¥78.5万 |
|
| 2024-03-27 |
跌破0.618止损 |
卖出 |
36.20376 |
18500.0 |
¥67.0万 |
止损触发 |
| 2024-07-04 |
黄金分割买点 |
买入 |
30.630599999999994 |
21500.0 |
¥65.9万 |
|
| 2024-07-17 |
重回前高 |
卖出 |
36.94302 |
21500.0 |
¥79.4万 |
|
| 2024-07-25 |
黄金分割买点 |
买入 |
32.3323 |
24800.0 |
¥80.2万 |
|
| 2024-08-12 |
跌破0.618止损 |
卖出 |
29.15082 |
24800.0 |
¥72.3万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
41.01096999999999 |
17900.0 |
¥73.4万 |
|
| 2024-11-12 |
重回前高 |
卖出 |
55.4445 |
17900.0 |
¥99.2万 |
|
| 2025-01-02 |
黄金分割买点 |
买入 |
52.482429999999994 |
18900.0 |
¥99.2万 |
|
| 2025-01-07 |
跌破0.618止损 |
卖出 |
44.95 |
18900.0 |
¥84.9万 |
止损触发 |
| 2025-01-15 |
黄金分割买点 |
买入 |
51.231179999999995 |
16500.0 |
¥84.6万 |
|
| 2025-03-05 |
重回前高 |
卖出 |
96.903 |
16500.0 |
¥1.60M |
|
| 2025-05-08 |
黄金分割买点 |
买入 |
88.68859999999998 |
18000.0 |
¥1.60M |
|
| 2025-05-27 |
跌破0.618止损 |
卖出 |
84.29562 |
18000.0 |
¥1.52M |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
96.60651 |
15700.0 |
¥1.52M |
|
| 2025-07-07 |
跌破0.618止损 |
卖出 |
91.4085 |
15700.0 |
¥1.43M |
止损触发 |
| 2025-10-21 |
黄金分割买点 |
买入 |
161.16099999999997 |
8900.0 |
¥1.43M |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
145.62423 |
8900.0 |
¥1.30M |
止损触发 |
| 2026-01-09 |
黄金分割买点 |
买入 |
158.158 |
8200.0 |
¥1.30M |
|
| 2026-01-23 |
重回前高 |
卖出 |
200.57922 |
8200.0 |
¥1.64M |
|
| 2026-03-12 |
黄金分割买点 |
买入 |
220.38015999999996 |
7400.0 |
¥1.63M |
|
| 2026-05-20 |
重回前高 |
卖出 |
294.705 |
7400.0 |
¥2.18M |
|
| 2026-05-28 |
黄金分割买点 |
买入 |
250.24999999999994 |
8600.0 |
¥2.15M |
|
| 2026-06-02 |
跌破0.618止损 |
卖出 |
230.69907 |
8600.0 |
¥1.98M |
止损触发 |
| 2026-06-17 |
黄金分割买点 |
买入 |
245.74549999999996 |
8100.0 |
¥1.99M |
|
| 2026-06-30 |
重回前高 |
卖出 |
359.64 |
8100.0 |
¥2.91M |
|
| 2026-07-03 |
黄金分割买点 |
买入 |
304.304 |
9500.0 |
¥2.89M |
|
| 2026-07-14 |
跌破0.618止损 |
卖出 |
272.54717999999997 |
9500.0 |
¥2.59M |
止损触发 |