000002 万科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: ¥1.10M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +9.56%）
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 45 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 |
2015-05-07 |
2015-05-27 |
13.557606061999998 |
15.634349999999998 |
¥15.2万 |
+15.28% |
重回前高 |
| 2 |
2015-07-07 |
2015-07-09 |
14.518854350000002 |
13.246739999999999 |
¥-9.8万 |
-8.79% |
跌破0.618止损 |
| 3 |
2015-07-10 |
2015-07-31 |
14.218464259999998 |
13.93605 |
¥-2.1万 |
-2.02% |
跌破0.618止损 |
| 4 |
2015-08-04 |
2015-08-24 |
14.628997382999998 |
13.63635 |
¥-7.0万 |
-6.81% |
跌破0.618止损 |
| 5 |
2015-11-10 |
2015-12-02 |
14.348633299 |
16.66332 |
¥15.4万 |
+16.10% |
重回前高 |
| 6 |
2016-07-06 |
2016-07-19 |
19.124835729999997 |
17.37261 |
¥-9.9万 |
-9.19% |
跌破0.618止损 |
| 7 |
2016-09-08 |
2016-12-09 |
23.260205969 |
24.58539 |
¥5.7万 |
+5.67% |
跌破0.618止损 |
| 8 |
2017-05-26 |
2017-06-26 |
20.326396089999996 |
24.91506 |
¥23.9万 |
+22.54% |
重回前高 |
| 9 |
2017-07-26 |
2017-09-04 |
23.310270983999995 |
22.8771 |
¥-2.5万 |
-1.89% |
跌破0.618止损 |
| 10 |
2017-09-06 |
2017-11-22 |
23.820934137 |
31.8681 |
¥43.5万 |
+33.74% |
重回前高 |
| 11 |
2017-12-08 |
2017-12-19 |
29.418202813999994 |
28.63134 |
¥-4.6万 |
-2.70% |
跌破0.618止损 |
| 12 |
2017-12-22 |
2018-02-08 |
29.638488879999997 |
32.967 |
¥18.7万 |
+11.20% |
跌破0.618止损 |
| 13 |
2018-10-31 |
2018-11-20 |
23.710791104 |
25.75422 |
¥16.0万 |
+8.59% |
重回前高 |
| 14 |
2018-12-24 |
2019-02-26 |
23.951103175999997 |
28.431540000000002 |
¥37.2万 |
+18.67% |
重回前高 |
| 15 |
2019-03-11 |
2019-04-01 |
27.035108100000002 |
31.0 |
¥34.5万 |
+14.63% |
重回前高 |
| 16 |
2019-04-23 |
2019-05-07 |
29.438228819999992 |
27.43254 |
¥-18.6万 |
-6.84% |
跌破0.618止损 |
| 17 |
2019-07-12 |
2019-07-22 |
29.237968759999998 |
30.679289999999998 |
¥12.5万 |
+4.90% |
重回前高 |
| 18 |
2020-01-20 |
2020-02-04 |
30.519153000000003 |
26.9 |
¥-31.8万 |
-11.89% |
跌破0.618止损 |
| 19 |
2020-02-14 |
2020-02-25 |
30.039009 |
28.8 |
¥-9.8万 |
-4.15% |
跌破0.618止损 |
| 20 |
2020-03-10 |
2020-03-17 |
30.639789179999994 |
28.52145 |
¥-15.7万 |
-6.94% |
跌破0.618止损 |
| 21 |
2020-07-13 |
2020-07-17 |
28.957604676 |
27.232740000000003 |
¥-12.5万 |
-5.98% |
跌破0.618止损 |
| 22 |
2020-08-14 |
2020-08-20 |
27.90837 |
27.322650000000003 |
¥-4.1万 |
-2.13% |
跌破0.618止损 |
| 23 |
2020-09-21 |
2020-09-25 |
29.328085786999992 |
27.981990000000003 |
¥-8.9万 |
-4.62% |
跌破0.618止损 |
| 24 |
2020-12-07 |
2020-12-10 |
30.089074014999994 |
28.78119 |
¥-8.1万 |
-4.38% |
跌破0.618止损 |
| 25 |
2021-01-12 |
2021-01-29 |
29.80894 |
28.52145 |
¥-7.7万 |
-4.35% |
跌破0.618止损 |
| 26 |
2021-02-19 |
2021-02-26 |
29.738618909999996 |
32.53743 |
¥15.7万 |
+9.38% |
重回前高 |
| 27 |
2021-03-12 |
2021-04-02 |
31.14043933 |
29.97 |
¥-7.0万 |
-3.79% |
跌破0.618止损 |
| 28 |
2021-10-12 |
2021-10-19 |
22.0286066 |
20.49948 |
¥-12.3万 |
-6.97% |
跌破0.618止损 |
| 29 |
2021-11-12 |
2021-11-15 |
20.50615 |
19.54044 |
¥-7.7万 |
-4.74% |
跌破0.618止损 |
| 30 |
2021-12-10 |
2021-12-15 |
20.226266059999997 |
19.4 |
¥-6.4万 |
-4.11% |
跌破0.618止损 |
| 31 |
2021-12-22 |
2021-12-30 |
20.316383087 |
19.330650000000002 |
¥-7.4万 |
-4.88% |
跌破0.618止损 |
| 32 |
2022-01-05 |
2022-02-16 |
20.456565128999994 |
19.85013 |
¥-4.3万 |
-2.99% |
跌破0.618止损 |
| 33 |
2022-02-22 |
2022-02-25 |
20.536669153 |
19.930049999999998 |
¥-4.1万 |
-2.98% |
跌破0.618止损 |
| 34 |
2022-03-31 |
2022-06-17 |
18.32379549 |
18.04 |
¥-2.1万 |
-1.58% |
跌破0.618止损 |
| 35 |
2022-06-30 |
2022-07-15 |
19.425225819999998 |
18.31167 |
¥-7.6万 |
-5.76% |
跌破0.618止损 |
| 36 |
2022-09-13 |
2022-10-12 |
18.133548432999998 |
16.96302 |
¥-8.1万 |
-6.48% |
跌破0.618止损 |
| 37 |
2022-11-15 |
2022-11-30 |
16.321194889999997 |
18.981 |
¥19.1万 |
+16.26% |
重回前高 |
| 38 |
2023-02-07 |
2023-02-20 |
17.302469184 |
17.08 |
¥-1.8万 |
-1.32% |
跌破0.618止损 |
| 39 |
2023-07-26 |
2023-08-15 |
14.81924444 |
14.515469999999999 |
¥-2.8万 |
-2.08% |
跌破0.618止损 |
| 40 |
2024-05-29 |
2024-06-14 |
8.541091558999998 |
7.662329999999999 |
¥-13.7万 |
-10.32% |
跌破0.618止损 |
| 41 |
2024-09-23 |
2024-09-27 |
6.788816034 |
8.511479999999999 |
¥29.6万 |
+25.34% |
重回前高 |
| 42 |
2024-11-15 |
2024-12-20 |
8.91157267 |
7.87212 |
¥-17.2万 |
-11.69% |
跌破0.618止损 |
| 43 |
2025-02-13 |
2025-03-31 |
7.8001293369999996 |
7.10289 |
¥-11.5万 |
-8.97% |
跌破0.618止损 |
| 44 |
2026-08-13 |
2026-08-17 |
3.3343299989999995 |
3.10689 |
¥-8.2万 |
-6.85% |
跌破0.618止损 |
| 45 |
2026-09-01 |
2026-09-14 |
3.10403093 |
3.04695 |
¥-2.1万 |
-1.87% |
跌破0.618止损 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
13.553539999999998 |
73500.0 |
¥99.6万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
15.634349999999998 |
73500.0 |
¥1.15M |
|
| 2015-07-07 |
黄金分割买点 |
买入 |
14.5145 |
77100.0 |
¥1.12M |
|
| 2015-07-09 |
跌破0.618止损 |
卖出 |
13.246739999999999 |
77100.0 |
¥1.02M |
止损触发 |
| 2015-07-10 |
黄金分割买点 |
买入 |
14.214199999999998 |
72100.0 |
¥1.03M |
|
| 2015-07-31 |
跌破0.618止损 |
卖出 |
13.93605 |
72100.0 |
¥1.00M |
止损触发 |
| 2015-08-04 |
黄金分割买点 |
买入 |
14.624609999999997 |
70400.0 |
¥1.03M |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
13.63635 |
70400.0 |
¥96.0万 |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
14.34433 |
66600.0 |
¥95.6万 |
|
| 2015-12-02 |
重回前高 |
卖出 |
16.66332 |
66600.0 |
¥1.11M |
|
| 2016-07-06 |
黄金分割买点 |
买入 |
19.1191 |
56200.0 |
¥1.07M |
|
| 2016-07-19 |
跌破0.618止损 |
卖出 |
17.37261 |
56200.0 |
¥97.6万 |
止损触发 |
| 2016-09-08 |
黄金分割买点 |
买入 |
23.25323 |
43600.0 |
¥1.01M |
|
| 2016-12-09 |
跌破0.618止损 |
卖出 |
24.58539 |
43600.0 |
¥1.07M |
止损触发 |
| 2017-05-26 |
黄金分割买点 |
买入 |
20.3203 |
52200.0 |
¥1.06M |
|
| 2017-06-26 |
重回前高 |
卖出 |
24.91506 |
52200.0 |
¥1.30M |
|
| 2017-07-26 |
黄金分割买点 |
买入 |
23.303279999999997 |
56300.0 |
¥1.31M |
|
| 2017-09-04 |
跌破0.618止损 |
卖出 |
22.8771 |
56300.0 |
¥1.29M |
止损触发 |
| 2017-09-06 |
黄金分割买点 |
买入 |
23.813789999999997 |
54100.0 |
¥1.29M |
|
| 2017-11-22 |
重回前高 |
卖出 |
31.8681 |
54100.0 |
¥1.72M |
|
| 2017-12-08 |
黄金分割买点 |
买入 |
29.409379999999995 |
57300.0 |
¥1.69M |
|
| 2017-12-19 |
跌破0.618止损 |
卖出 |
28.63134 |
57300.0 |
¥1.64M |
止损触发 |
| 2017-12-22 |
黄金分割买点 |
买入 |
29.6296 |
56300.0 |
¥1.67M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
32.967 |
56300.0 |
¥1.86M |
止损触发 |
| 2018-10-31 |
黄金分割买点 |
买入 |
23.70368 |
78500.0 |
¥1.86M |
|
| 2018-11-20 |
重回前高 |
卖出 |
25.75422 |
78500.0 |
¥2.02M |
|
| 2018-12-24 |
黄金分割买点 |
买入 |
23.94392 |
83200.0 |
¥1.99M |
|
| 2019-02-26 |
重回前高 |
卖出 |
28.431540000000002 |
83200.0 |
¥2.36M |
|
| 2019-03-11 |
黄金分割买点 |
买入 |
27.026999999999997 |
87200.0 |
¥2.36M |
|
| 2019-04-01 |
重回前高 |
卖出 |
31.0 |
87200.0 |
¥2.70M |
|
| 2019-04-23 |
黄金分割买点 |
买入 |
29.429399999999994 |
92600.0 |
¥2.73M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
27.43254 |
92600.0 |
¥2.54M |
止损触发 |
| 2019-07-12 |
黄金分割买点 |
买入 |
29.2292 |
87200.0 |
¥2.55M |
|
| 2019-07-22 |
重回前高 |
卖出 |
30.679289999999998 |
87200.0 |
¥2.67M |
|
| 2020-01-20 |
黄金分割买点 |
买入 |
30.51 |
87700.0 |
¥2.68M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
26.9 |
87700.0 |
¥2.36M |
止损触发 |
| 2020-02-14 |
黄金分割买点 |
买入 |
30.03 |
78600.0 |
¥2.36M |
|
| 2020-02-25 |
跌破0.618止损 |
卖出 |
28.8 |
78600.0 |
¥2.26M |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
30.630599999999998 |
73800.0 |
¥2.26M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
28.52145 |
73800.0 |
¥2.10M |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
28.948919999999998 |
72000.0 |
¥2.08M |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
27.232740000000003 |
72000.0 |
¥1.96M |
止损触发 |
| 2020-08-14 |
黄金分割买点 |
买入 |
27.9 |
69100.0 |
¥1.93M |
|
| 2020-08-20 |
跌破0.618止损 |
卖出 |
27.322650000000003 |
69100.0 |
¥1.89M |
止损触发 |
| 2020-09-21 |
黄金分割买点 |
买入 |
29.319289999999995 |
66000.0 |
¥1.94M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
27.981990000000003 |
66000.0 |
¥1.85M |
止损触发 |
| 2020-12-07 |
黄金分割买点 |
买入 |
30.080049999999996 |
61500.0 |
¥1.85M |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
28.78119 |
61500.0 |
¥1.77M |
止损触发 |
| 2021-01-12 |
黄金分割买点 |
买入 |
29.8 |
59300.0 |
¥1.77M |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
28.52145 |
59300.0 |
¥1.69M |
止损触发 |
| 2021-02-19 |
黄金分割买点 |
买入 |
29.729699999999998 |
56200.0 |
¥1.67M |
|
| 2021-02-26 |
重回前高 |
卖出 |
32.53743 |
56200.0 |
¥1.83M |
|
| 2021-03-12 |
黄金分割买点 |
买入 |
31.131099999999996 |
59200.0 |
¥1.84M |
|
| 2021-04-02 |
跌破0.618止损 |
卖出 |
29.97 |
59200.0 |
¥1.77M |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
22.022 |
80300.0 |
¥1.77M |
|
| 2021-10-19 |
跌破0.618止损 |
卖出 |
20.49948 |
80300.0 |
¥1.65M |
止损触发 |
| 2021-11-12 |
黄金分割买点 |
买入 |
20.5 |
79500.0 |
¥1.63M |
|
| 2021-11-15 |
跌破0.618止损 |
卖出 |
19.54044 |
79500.0 |
¥1.55M |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
20.2202 |
77200.0 |
¥1.56M |
|
| 2021-12-15 |
跌破0.618止损 |
卖出 |
19.4 |
77200.0 |
¥1.50M |
止损触发 |
| 2021-12-22 |
黄金分割买点 |
买入 |
20.31029 |
74400.0 |
¥1.51M |
|
| 2021-12-30 |
跌破0.618止损 |
卖出 |
19.330650000000002 |
74400.0 |
¥1.44M |
止损触发 |
| 2022-01-05 |
黄金分割买点 |
买入 |
20.450429999999997 |
70200.0 |
¥1.44M |
|
| 2022-02-16 |
跌破0.618止损 |
卖出 |
19.85013 |
70200.0 |
¥1.39M |
止损触发 |
| 2022-02-22 |
黄金分割买点 |
买入 |
20.53051 |
67400.0 |
¥1.38M |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
19.930049999999998 |
67400.0 |
¥1.34M |
止损触发 |
| 2022-03-31 |
黄金分割买点 |
买入 |
18.318299999999997 |
71300.0 |
¥1.31M |
|
| 2022-06-17 |
跌破0.618止损 |
卖出 |
18.04 |
71300.0 |
¥1.29M |
止损触发 |
| 2022-06-30 |
黄金分割买点 |
买入 |
19.419399999999996 |
67900.0 |
¥1.32M |
|
| 2022-07-15 |
跌破0.618止损 |
卖出 |
18.31167 |
67900.0 |
¥1.24M |
止损触发 |
| 2022-09-13 |
黄金分割买点 |
买入 |
18.128109999999996 |
69300.0 |
¥1.26M |
|
| 2022-10-12 |
跌破0.618止损 |
卖出 |
16.96302 |
69300.0 |
¥1.18M |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
16.3163 |
71800.0 |
¥1.17M |
|
| 2022-11-30 |
重回前高 |
卖出 |
18.981 |
71800.0 |
¥1.36M |
|
| 2023-02-07 |
黄金分割买点 |
买入 |
17.29728 |
79100.0 |
¥1.37M |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
17.08 |
79100.0 |
¥1.35M |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
14.8148 |
90400.0 |
¥1.34M |
|
| 2023-08-15 |
跌破0.618止损 |
卖出 |
14.515469999999999 |
90400.0 |
¥1.31M |
止损触发 |
| 2024-05-29 |
黄金分割买点 |
买入 |
8.538529999999998 |
155000.0 |
¥1.32M |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
7.662329999999999 |
155000.0 |
¥1.19M |
止损触发 |
| 2024-09-23 |
黄金分割买点 |
买入 |
6.786779999999999 |
172000.0 |
¥1.17M |
|
| 2024-09-27 |
重回前高 |
卖出 |
8.511479999999999 |
172000.0 |
¥1.46M |
|
| 2024-11-15 |
黄金分割买点 |
买入 |
8.9089 |
165300.0 |
¥1.47M |
|
| 2024-12-20 |
跌破0.618止损 |
卖出 |
7.87212 |
165300.0 |
¥1.30M |
止损触发 |
| 2025-02-13 |
黄金分割买点 |
买入 |
7.797789999999999 |
164300.0 |
¥1.28M |
|
| 2025-03-31 |
跌破0.618止损 |
卖出 |
7.10289 |
164300.0 |
¥1.17M |
止损触发 |
| 2026-08-13 |
黄金分割买点 |
买入 |
3.3333299999999997 |
358500.0 |
¥1.20M |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
3.10689 |
358500.0 |
¥1.11M |
止损触发 |
| 2026-09-01 |
黄金分割买点 |
买入 |
3.1031 |
354200.0 |
¥1.10M |
|
| 2026-09-14 |
跌破0.618止损 |
卖出 |
3.04695 |
354200.0 |
¥1.08M |
止损触发 |