000001 深发展A — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥83.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -16.77%）
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 44 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 |
2015-04-14 |
2015-05-07 |
16.50495 |
15.70428 |
¥-4.8万 |
-4.88% |
跌破0.618止损 |
| 2 |
2015-05-26 |
2015-05-29 |
16.651623988999997 |
15.494489999999999 |
¥-6.6万 |
-6.98% |
跌破0.618止损 |
| 3 |
2015-07-13 |
2015-07-15 |
14.418724319999999 |
13.64634 |
¥-4.6万 |
-5.39% |
跌破0.618止损 |
| 4 |
2015-10-27 |
2016-01-05 |
11.514953449999998 |
11.25873 |
¥-1.9万 |
-2.25% |
跌破0.618止损 |
| 5 |
2016-04-06 |
2016-04-18 |
10.693887204 |
10.80918 |
¥8,561 |
+1.05% |
重回前高 |
| 6 |
2016-05-11 |
2016-05-30 |
10.31339309 |
10.23975 |
¥-6,160 |
-0.74% |
跌破0.618止损 |
| 7 |
2016-08-16 |
2016-09-27 |
9.682904 |
9.030959999999999 |
¥-5.5万 |
-6.76% |
跌破0.618止损 |
| 8 |
2017-08-15 |
2017-08-30 |
10.253315072 |
11.66832 |
¥10.6万 |
+13.77% |
重回前高 |
| 9 |
2017-10-24 |
2017-11-21 |
11.214563359999998 |
14.05593 |
¥22.0万 |
+25.30% |
重回前高 |
| 10 |
2017-12-01 |
2018-02-08 |
13.41742402 |
12.81717 |
¥-4.9万 |
-4.50% |
跌破0.618止损 |
| 11 |
2018-10-19 |
2018-11-27 |
9.962937984999998 |
10.339649999999999 |
¥3.9万 |
+3.75% |
跌破0.618止损 |
| 12 |
2018-12-04 |
2018-12-07 |
10.583744171000001 |
10.2897 |
¥-3.0万 |
-2.81% |
跌破0.618止损 |
| 13 |
2019-01-21 |
2019-02-01 |
10.353445102 |
11.188799999999999 |
¥8.4万 |
+8.04% |
重回前高 |
| 14 |
2019-05-08 |
2019-05-10 |
12.736539815999999 |
12.32766 |
¥-3.6万 |
-3.24% |
跌破0.618止损 |
| 15 |
2019-05-16 |
2019-05-20 |
12.946812879 |
12.33765 |
¥-5.2万 |
-4.73% |
跌破0.618止损 |
| 16 |
2019-06-26 |
2019-07-26 |
13.287254980999998 |
14.165819999999998 |
¥6.8万 |
+6.58% |
重回前高 |
| 17 |
2019-08-06 |
2019-08-13 |
13.117033929999996 |
14.985 |
¥15.5万 |
+14.21% |
重回前高 |
| 18 |
2019-09-18 |
2019-09-23 |
14.258516272 |
15.32466 |
¥9.4万 |
+7.44% |
重回前高 |
| 19 |
2019-11-21 |
2019-12-02 |
15.770479725 |
15.33465 |
¥-3.8万 |
-2.79% |
跌破0.618止损 |
| 20 |
2019-12-16 |
2020-01-22 |
16.140960835999998 |
15.90408 |
¥-2.0万 |
-1.50% |
跌破0.618止损 |
| 21 |
2020-04-30 |
2020-05-15 |
14.038230205999998 |
13.376610000000001 |
¥-6.2万 |
-4.74% |
跌破0.618止损 |
| 22 |
2020-06-05 |
2020-06-16 |
13.61768408 |
12.887099999999998 |
¥-6.7万 |
-5.39% |
跌破0.618止损 |
| 23 |
2020-07-13 |
2020-07-24 |
14.719114409999998 |
13.956030000000002 |
¥-6.1万 |
-5.21% |
跌破0.618止损 |
| 24 |
2020-08-26 |
2020-10-14 |
14.614382999999998 |
16.02396 |
¥10.7万 |
+9.61% |
重回前高 |
| 25 |
2020-12-21 |
2021-01-13 |
18.323795489999995 |
20.979 |
¥17.6万 |
+14.46% |
重回前高 |
| 26 |
2021-02-23 |
2021-03-11 |
22.409100713999997 |
20.56 |
¥-11.6万 |
-8.28% |
跌破0.618止损 |
| 27 |
2021-03-16 |
2021-03-22 |
21.62808648 |
20.53 |
¥-6.5万 |
-5.11% |
跌破0.618止损 |
| 28 |
2021-03-23 |
2021-03-25 |
21.598047470999997 |
20.55942 |
¥-5.9万 |
-4.84% |
跌破0.618止损 |
| 29 |
2021-03-31 |
2021-04-12 |
21.798307531 |
21.488490000000002 |
¥-1.7万 |
-1.45% |
跌破0.618止损 |
| 30 |
2021-04-27 |
2021-05-26 |
22.979841884999995 |
24.61536 |
¥8.1万 |
+7.09% |
重回前高 |
| 31 |
2021-06-18 |
2021-07-05 |
23.160075939000002 |
21.66831 |
¥-7.9万 |
-6.47% |
跌破0.618止损 |
| 32 |
2021-07-07 |
2021-07-09 |
22.709490803999998 |
21.2787 |
¥-7.2万 |
-6.33% |
跌破0.618止损 |
| 33 |
2021-09-13 |
2021-09-15 |
20.386474107999994 |
19.290689999999998 |
¥-5.7万 |
-5.40% |
跌破0.618止损 |
| 34 |
2021-10-14 |
2021-11-03 |
19.615472877 |
18.0819 |
¥-8.0万 |
-7.85% |
跌破0.618止损 |
| 35 |
2022-04-06 |
2022-04-26 |
15.660336692 |
14.865120000000001 |
¥-4.7万 |
-5.11% |
跌破0.618止损 |
| 36 |
2022-04-28 |
2022-05-10 |
15.590245671 |
14.4855 |
¥-6.3万 |
-7.11% |
跌破0.618止损 |
| 37 |
2022-11-15 |
2022-11-30 |
11.875421557999998 |
12.8871 |
¥7.0万 |
+8.49% |
重回前高 |
| 38 |
2023-02-14 |
2023-03-08 |
13.868009154999998 |
13.616370000000002 |
¥-1.7万 |
-1.84% |
跌破0.618止损 |
| 39 |
2023-08-07 |
2023-08-15 |
12.225876663 |
11.67831 |
¥-3.9万 |
-4.51% |
跌破0.618止损 |
| 40 |
2024-03-05 |
2024-05-17 |
10.313393089999998 |
11.16882 |
¥6.9万 |
+8.26% |
重回前高 |
| 41 |
2024-06-04 |
2024-06-17 |
10.964238284999999 |
10.11987 |
¥-7.0万 |
-7.73% |
跌破0.618止损 |
| 42 |
2024-10-10 |
2024-12-27 |
11.635109485999998 |
11.85813 |
¥1.6万 |
+1.89% |
跌破0.618止损 |
| 43 |
2025-07-25 |
2025-08-18 |
12.346032698999998 |
12.04794 |
¥-2.1万 |
-2.44% |
跌破0.618止损 |
| 44 |
2026-09-28 |
2026-10-23 |
11.294667383999998 |
11.25873 |
¥-2,894 |
-0.35% |
跌破0.618止损 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-14 |
黄金分割买点 |
买入 |
16.5 |
60200.0 |
¥99.4万 |
|
| 2015-05-07 |
跌破0.618止损 |
卖出 |
15.70428 |
60200.0 |
¥94.5万 |
止损触发 |
| 2015-05-26 |
黄金分割买点 |
买入 |
16.64663 |
57100.0 |
¥95.1万 |
|
| 2015-05-29 |
跌破0.618止损 |
卖出 |
15.494489999999999 |
57100.0 |
¥88.4万 |
止损触发 |
| 2015-07-13 |
黄金分割买点 |
买入 |
14.414399999999999 |
59300.0 |
¥85.5万 |
|
| 2015-07-15 |
跌破0.618止损 |
卖出 |
13.64634 |
59300.0 |
¥80.9万 |
止损触发 |
| 2015-10-27 |
黄金分割买点 |
买入 |
11.511499999999998 |
72600.0 |
¥83.6万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
11.25873 |
72600.0 |
¥81.7万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
10.690679999999999 |
76400.0 |
¥81.7万 |
|
| 2016-04-18 |
重回前高 |
卖出 |
10.80918 |
76400.0 |
¥82.6万 |
|
| 2016-05-11 |
黄金分割买点 |
买入 |
10.3103 |
80300.0 |
¥82.8万 |
|
| 2016-05-30 |
跌破0.618止损 |
卖出 |
10.23975 |
80300.0 |
¥82.2万 |
止损触发 |
| 2016-08-16 |
黄金分割买点 |
买入 |
9.68 |
84700.0 |
¥82.0万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
9.030959999999999 |
84700.0 |
¥76.5万 |
止损触发 |
| 2017-08-15 |
黄金分割买点 |
买入 |
10.25024 |
74800.0 |
¥76.7万 |
|
| 2017-08-30 |
重回前高 |
卖出 |
11.66832 |
74800.0 |
¥87.3万 |
|
| 2017-10-24 |
黄金分割买点 |
买入 |
11.211199999999998 |
77700.0 |
¥87.1万 |
|
| 2017-11-21 |
重回前高 |
卖出 |
14.05593 |
77700.0 |
¥1.09M |
|
| 2017-12-01 |
黄金分割买点 |
买入 |
13.4134 |
81400.0 |
¥1.09M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
12.81717 |
81400.0 |
¥1.04M |
止损触发 |
| 2018-10-19 |
黄金分割买点 |
买入 |
9.959949999999997 |
103100.0 |
¥1.03M |
|
| 2018-11-27 |
跌破0.618止损 |
卖出 |
10.339649999999999 |
103100.0 |
¥1.07M |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
10.58057 |
101800.0 |
¥1.08M |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
10.2897 |
101800.0 |
¥1.05M |
止损触发 |
| 2019-01-21 |
黄金分割买点 |
买入 |
10.35034 |
100500.0 |
¥1.04M |
|
| 2019-02-01 |
重回前高 |
卖出 |
11.188799999999999 |
100500.0 |
¥1.12M |
|
| 2019-05-08 |
黄金分割买点 |
买入 |
12.732719999999999 |
87400.0 |
¥1.11M |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
12.32766 |
87400.0 |
¥1.08M |
止损触发 |
| 2019-05-16 |
黄金分割买点 |
买入 |
12.942929999999999 |
84800.0 |
¥1.10M |
|
| 2019-05-20 |
跌破0.618止损 |
卖出 |
12.33765 |
84800.0 |
¥1.05M |
止损触发 |
| 2019-06-26 |
黄金分割买点 |
买入 |
13.283269999999998 |
77700.0 |
¥1.03M |
|
| 2019-07-26 |
重回前高 |
卖出 |
14.165819999999998 |
77700.0 |
¥1.10M |
|
| 2019-08-06 |
黄金分割买点 |
买入 |
13.113099999999998 |
83300.0 |
¥1.09M |
|
| 2019-08-13 |
重回前高 |
卖出 |
14.985 |
83300.0 |
¥1.25M |
|
| 2019-09-18 |
黄金分割买点 |
买入 |
14.25424 |
88900.0 |
¥1.27M |
|
| 2019-09-23 |
重回前高 |
卖出 |
15.32466 |
88900.0 |
¥1.36M |
|
| 2019-11-21 |
黄金分割买点 |
买入 |
15.765749999999999 |
85800.0 |
¥1.35M |
|
| 2019-12-02 |
跌破0.618止损 |
卖出 |
15.33465 |
85800.0 |
¥1.32M |
止损触发 |
| 2019-12-16 |
黄金分割买点 |
买入 |
16.13612 |
82000.0 |
¥1.32M |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
15.90408 |
82000.0 |
¥1.30M |
止损触发 |
| 2020-04-30 |
黄金分割买点 |
买入 |
14.034019999999998 |
92900.0 |
¥1.30M |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
13.376610000000001 |
92900.0 |
¥1.24M |
止损触发 |
| 2020-06-05 |
黄金分割买点 |
买入 |
13.613599999999998 |
91500.0 |
¥1.25M |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
12.887099999999998 |
91500.0 |
¥1.18M |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
14.714699999999997 |
79000.0 |
¥1.16M |
|
| 2020-07-24 |
跌破0.618止损 |
卖出 |
13.956030000000002 |
79000.0 |
¥1.10M |
止损触发 |
| 2020-08-26 |
黄金分割买点 |
买入 |
14.61 |
76300.0 |
¥1.12M |
|
| 2020-10-14 |
重回前高 |
卖出 |
16.02396 |
76300.0 |
¥1.22M |
|
| 2020-12-21 |
黄金分割买点 |
买入 |
18.318299999999997 |
66500.0 |
¥1.22M |
|
| 2021-01-13 |
重回前高 |
卖出 |
20.979 |
66500.0 |
¥1.39M |
|
| 2021-02-23 |
黄金分割买点 |
买入 |
22.402379999999997 |
62400.0 |
¥1.40M |
|
| 2021-03-11 |
跌破0.618止损 |
卖出 |
20.56 |
62400.0 |
¥1.28M |
止损触发 |
| 2021-03-16 |
黄金分割买点 |
买入 |
21.6216 |
59300.0 |
¥1.28M |
|
| 2021-03-22 |
跌破0.618止损 |
卖出 |
20.53 |
59300.0 |
¥1.22M |
止损触发 |
| 2021-03-23 |
黄金分割买点 |
买入 |
21.59157 |
56400.0 |
¥1.22M |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
20.55942 |
56400.0 |
¥1.16M |
止损触发 |
| 2021-03-31 |
黄金分割买点 |
买入 |
21.791769999999996 |
52700.0 |
¥1.15M |
|
| 2021-04-12 |
跌破0.618止损 |
卖出 |
21.488490000000002 |
52700.0 |
¥1.13M |
止损触发 |
| 2021-04-27 |
黄金分割买点 |
买入 |
22.972949999999994 |
49700.0 |
¥1.14M |
|
| 2021-05-26 |
重回前高 |
卖出 |
24.61536 |
49700.0 |
¥1.22M |
|
| 2021-06-18 |
黄金分割买点 |
买入 |
23.15313 |
52800.0 |
¥1.22M |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
21.66831 |
52800.0 |
¥1.14M |
止损触发 |
| 2021-07-07 |
黄金分割买点 |
买入 |
22.702679999999997 |
50100.0 |
¥1.14M |
|
| 2021-07-09 |
跌破0.618止损 |
卖出 |
21.2787 |
50100.0 |
¥1.07M |
止损触发 |
| 2021-09-13 |
黄金分割买点 |
买入 |
20.380359999999996 |
52000.0 |
¥1.06M |
|
| 2021-09-15 |
跌破0.618止损 |
卖出 |
19.290689999999998 |
52000.0 |
¥1.00M |
止损触发 |
| 2021-10-14 |
黄金分割买点 |
买入 |
19.609589999999997 |
51700.0 |
¥1.01M |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
18.0819 |
51700.0 |
¥93.5万 |
止损触发 |
| 2022-04-06 |
黄金分割买点 |
买入 |
15.655639999999998 |
59300.0 |
¥92.9万 |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
14.865120000000001 |
59300.0 |
¥88.1万 |
止损触发 |
| 2022-04-28 |
黄金分割买点 |
买入 |
15.58557 |
56600.0 |
¥88.2万 |
|
| 2022-05-10 |
跌破0.618止损 |
卖出 |
14.4855 |
56600.0 |
¥82.0万 |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
11.871859999999998 |
69000.0 |
¥81.9万 |
|
| 2022-11-30 |
重回前高 |
卖出 |
12.8871 |
69000.0 |
¥88.9万 |
|
| 2023-02-14 |
黄金分割买点 |
买入 |
13.863849999999998 |
64600.0 |
¥89.6万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
13.616370000000002 |
64600.0 |
¥87.9万 |
止损触发 |
| 2023-08-07 |
黄金分割买点 |
买入 |
12.222209999999999 |
71300.0 |
¥87.2万 |
|
| 2023-08-15 |
跌破0.618止损 |
卖出 |
11.67831 |
71300.0 |
¥83.2万 |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
10.3103 |
81100.0 |
¥83.6万 |
|
| 2024-05-17 |
重回前高 |
卖出 |
11.16882 |
81100.0 |
¥90.6万 |
|
| 2024-06-04 |
黄金分割买点 |
买入 |
10.960949999999999 |
82600.0 |
¥90.6万 |
|
| 2024-06-17 |
跌破0.618止损 |
卖出 |
10.11987 |
82600.0 |
¥83.6万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
11.631619999999998 |
71700.0 |
¥83.4万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
11.85813 |
71700.0 |
¥85.0万 |
止损触发 |
| 2025-07-25 |
黄金分割买点 |
买入 |
12.342329999999999 |
69000.0 |
¥85.2万 |
|
| 2025-08-18 |
跌破0.618止损 |
卖出 |
12.04794 |
69000.0 |
¥83.1万 |
止损触发 |
| 2026-09-28 |
黄金分割买点 |
买入 |
11.291279999999999 |
73600.0 |
¥83.1万 |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
11.25873 |
73600.0 |
¥82.8万 |
止损触发 |