688981 中芯国际 — 斐波那契回调 回测明细
数据区间: 2020-07-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.58M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +58.39%）
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 27 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 |
2020-12-17 |
66.866834034 |
54.15579000000001 |
¥-18.6万 |
-19.03% |
跌破0.618止损 |
| 2 |
2021-01-18 |
2021-01-25 |
60.92912325499999 |
56.58336 |
¥-5.7万 |
-7.16% |
跌破0.618止损 |
| 3 |
2021-03-05 |
2021-03-09 |
58.075417399999985 |
56.44349999999999 |
¥-2.1万 |
-2.84% |
跌破0.618止损 |
| 4 |
2021-07-05 |
2021-07-13 |
57.584780253 |
56.55339 |
¥-1.3万 |
-1.82% |
跌破0.618止损 |
| 5 |
2021-07-27 |
2021-08-16 |
57.47463721999999 |
58.33161 |
¥1.0万 |
+1.46% |
跌破0.618止损 |
| 6 |
2021-11-11 |
2021-11-15 |
59.17684773 |
56.10384 |
¥-3.8万 |
-5.22% |
跌破0.618止损 |
| 7 |
2022-06-06 |
2022-07-28 |
44.80818842499999 |
41.14881 |
¥-5.7万 |
-8.19% |
跌破0.618止损 |
| 8 |
2022-08-05 |
2022-08-22 |
42.60532776499999 |
40.939020000000006 |
¥-2.5万 |
-3.94% |
跌破0.618止损 |
| 9 |
2022-11-25 |
2023-02-10 |
40.85305223999999 |
43.046910000000004 |
¥3.3万 |
+5.34% |
重回前高 |
| 10 |
2023-05-16 |
2023-05-25 |
54.881269443 |
50.23971000000001 |
¥-5.4万 |
-8.48% |
跌破0.618止损 |
| 11 |
2023-06-06 |
2023-06-13 |
55.111568511999984 |
53.036910000000006 |
¥-2.2万 |
-3.79% |
跌破0.618止损 |
| 12 |
2023-09-11 |
2023-09-14 |
52.648369774 |
50.65928999999999 |
¥-2.2万 |
-3.81% |
跌破0.618止损 |
| 13 |
2023-10-13 |
2023-12-06 |
53.239136951 |
52.10784 |
¥-1.2万 |
-2.15% |
跌破0.618止损 |
| 14 |
2023-12-13 |
2023-12-26 |
54.0702162 |
52.95699 |
¥-1.1万 |
-2.09% |
跌破0.618止损 |
| 15 |
2024-03-01 |
2024-03-25 |
48.112479414999996 |
45.544410000000006 |
¥-2.8万 |
-5.37% |
跌破0.618止损 |
| 16 |
2024-05-31 |
2024-06-12 |
45.15864352999999 |
48.651300000000006 |
¥3.8万 |
+7.70% |
重回前高 |
| 17 |
2024-06-28 |
2024-07-22 |
45.579189656000004 |
50.84910000000001 |
¥6.1万 |
+11.53% |
重回前高 |
| 18 |
2024-07-30 |
2024-08-26 |
46.740698003999995 |
47.07288 |
¥4,039 |
+0.68% |
跌破0.618止损 |
| 19 |
2024-10-14 |
2024-10-21 |
69.570344844 |
93.906 |
¥20.9万 |
+34.94% |
重回前高 |
| 20 |
2024-12-16 |
2025-03-24 |
82.40701468999998 |
91.4085 |
¥8.7万 |
+10.89% |
跌破0.618止损 |
| 21 |
2025-06-26 |
2025-07-07 |
88.504933517 |
85.60431 |
¥-3.0万 |
-3.31% |
跌破0.618止损 |
| 22 |
2025-08-20 |
2025-08-25 |
89.51624681999999 |
105.894 |
¥15.7万 |
+18.26% |
重回前高 |
| 23 |
2025-09-10 |
2025-09-23 |
103.1339309 |
127.51236 |
¥24.1万 |
+23.60% |
重回前高 |
| 24 |
2025-10-21 |
2025-11-25 |
123.96097713999998 |
112.3875 |
¥-11.8万 |
-9.36% |
跌破0.618止损 |
| 25 |
2026-01-14 |
2026-02-03 |
123.670600053 |
118.57131 |
¥-4.7万 |
-4.15% |
跌破0.618止损 |
| 26 |
2026-04-29 |
2026-07-10 |
113.49738900499996 |
172.827 |
¥56.9万 |
+52.23% |
重回前高 |
| 27 |
2026-07-24 |
2026-07-29 |
145.498946593 |
138.17169 |
¥-8.4万 |
-5.06% |
跌破0.618止损 |
逐笔成交记录（共 54 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 |
66.84678 |
14600.0 |
¥97.6万 |
|
| 2020-12-17 |
跌破0.618止损 |
卖出 |
54.15579000000001 |
14600.0 |
¥79.0万 |
止损触发 |
| 2021-01-18 |
黄金分割买点 |
买入 |
60.91085 |
13100.0 |
¥79.8万 |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
56.58336 |
13100.0 |
¥74.1万 |
止损触发 |
| 2021-03-05 |
黄金分割买点 |
买入 |
58.057999999999986 |
12700.0 |
¥73.8万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
56.44349999999999 |
12700.0 |
¥71.7万 |
止损触发 |
| 2021-07-05 |
黄金分割买点 |
买入 |
57.56750999999999 |
12600.0 |
¥72.6万 |
|
| 2021-07-13 |
跌破0.618止损 |
卖出 |
56.55339 |
12600.0 |
¥71.2万 |
止损触发 |
| 2021-07-27 |
黄金分割买点 |
买入 |
57.45739999999999 |
12500.0 |
¥71.8万 |
|
| 2021-08-16 |
跌破0.618止损 |
卖出 |
58.33161 |
12500.0 |
¥72.9万 |
止损触发 |
| 2021-11-11 |
黄金分割买点 |
买入 |
59.159099999999995 |
12300.0 |
¥72.8万 |
|
| 2021-11-15 |
跌破0.618止损 |
卖出 |
56.10384 |
12300.0 |
¥69.0万 |
止损触发 |
| 2022-06-06 |
黄金分割买点 |
买入 |
44.79474999999999 |
15500.0 |
¥69.5万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
41.14881 |
15500.0 |
¥63.8万 |
止损触发 |
| 2022-08-05 |
黄金分割买点 |
买入 |
42.59254999999999 |
14900.0 |
¥63.5万 |
|
| 2022-08-22 |
跌破0.618止损 |
卖出 |
40.939020000000006 |
14900.0 |
¥61.0万 |
止损触发 |
| 2022-11-25 |
黄金分割买点 |
买入 |
40.840799999999994 |
15000.0 |
¥61.3万 |
|
| 2023-02-10 |
重回前高 |
卖出 |
43.046910000000004 |
15000.0 |
¥64.6万 |
|
| 2023-05-16 |
黄金分割买点 |
买入 |
54.86481 |
11700.0 |
¥64.2万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
50.23971000000001 |
11700.0 |
¥58.8万 |
止损触发 |
| 2023-06-06 |
黄金分割买点 |
买入 |
55.09503999999998 |
10700.0 |
¥59.0万 |
|
| 2023-06-13 |
跌破0.618止损 |
卖出 |
53.036910000000006 |
10700.0 |
¥56.7万 |
止损触发 |
| 2023-09-11 |
黄金分割买点 |
买入 |
52.63258 |
10800.0 |
¥56.9万 |
|
| 2023-09-14 |
跌破0.618止损 |
卖出 |
50.65928999999999 |
10800.0 |
¥54.7万 |
止损触发 |
| 2023-10-13 |
黄金分割买点 |
买入 |
53.223169999999996 |
10100.0 |
¥53.8万 |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
52.10784 |
10100.0 |
¥52.6万 |
止损触发 |
| 2023-12-13 |
黄金分割买点 |
买入 |
54.053999999999995 |
9800.0 |
¥53.0万 |
|
| 2023-12-26 |
跌破0.618止损 |
卖出 |
52.95699 |
9800.0 |
¥51.9万 |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
48.09804999999999 |
10800.0 |
¥52.0万 |
|
| 2024-03-25 |
跌破0.618止损 |
卖出 |
45.544410000000006 |
10800.0 |
¥49.2万 |
止损触发 |
| 2024-05-31 |
黄金分割买点 |
买入 |
45.1451 |
10900.0 |
¥49.2万 |
|
| 2024-06-12 |
重回前高 |
卖出 |
48.651300000000006 |
10900.0 |
¥53.0万 |
|
| 2024-06-28 |
黄金分割买点 |
买入 |
45.56552 |
11600.0 |
¥52.9万 |
|
| 2024-07-22 |
重回前高 |
卖出 |
50.84910000000001 |
11600.0 |
¥59.0万 |
|
| 2024-07-30 |
黄金分割买点 |
买入 |
46.726679999999995 |
12700.0 |
¥59.4万 |
|
| 2024-08-26 |
跌破0.618止损 |
卖出 |
47.07288 |
12700.0 |
¥59.8万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
69.54948 |
8600.0 |
¥59.8万 |
|
| 2024-10-21 |
重回前高 |
卖出 |
93.906 |
8600.0 |
¥80.7万 |
|
| 2024-12-16 |
黄金分割买点 |
买入 |
82.38229999999999 |
9700.0 |
¥79.9万 |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
91.4085 |
9700.0 |
¥88.6万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
88.47838999999999 |
10100.0 |
¥89.4万 |
|
| 2025-07-07 |
跌破0.618止损 |
卖出 |
85.60431 |
10100.0 |
¥86.4万 |
止损触发 |
| 2025-08-20 |
黄金分割买点 |
买入 |
89.48939999999999 |
9600.0 |
¥85.9万 |
|
| 2025-08-25 |
重回前高 |
卖出 |
105.894 |
9600.0 |
¥1.02M |
|
| 2025-09-10 |
黄金分割买点 |
买入 |
103.103 |
9900.0 |
¥1.02M |
|
| 2025-09-23 |
重回前高 |
卖出 |
127.51236 |
9900.0 |
¥1.26M |
|
| 2025-10-21 |
黄金分割买点 |
买入 |
123.92379999999997 |
10200.0 |
¥1.26M |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
112.3875 |
10200.0 |
¥1.15M |
止损触发 |
| 2026-01-14 |
黄金分割买点 |
买入 |
123.63350999999999 |
9200.0 |
¥1.14M |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
118.57131 |
9200.0 |
¥1.09M |
止损触发 |
| 2026-04-29 |
黄金分割买点 |
买入 |
113.46334999999996 |
9600.0 |
¥1.09M |
|
| 2026-07-10 |
重回前高 |
卖出 |
172.827 |
9600.0 |
¥1.66M |
|
| 2026-07-24 |
黄金分割买点 |
买入 |
145.45531 |
11400.0 |
¥1.66M |
|
| 2026-07-29 |
跌破0.618止损 |
卖出 |
138.17169 |
11400.0 |
¥1.57M |
止损触发 |