000063 中兴通讯 — 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: ¥2.37M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +136.58%）
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 47 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 |
2015-06-17 |
2015-06-23 |
29.127825726999998 |
26.35362 |
¥-9.5万 |
-9.55% |
跌破0.618止损 |
| 2 |
2015-11-05 |
2016-01-05 |
18.223665459999996 |
16.51 |
¥-8.5万 |
-9.43% |
跌破0.618止损 |
| 3 |
2016-08-02 |
2016-08-16 |
14.198438253999997 |
15.14484 |
¥5.4万 |
+6.63% |
重回前高 |
| 4 |
2016-12-06 |
2016-12-13 |
16.311181887 |
15.43455 |
¥-4.7万 |
-5.40% |
跌破0.618止损 |
| 5 |
2017-01-04 |
2017-01-09 |
16.221064859999995 |
15.534450000000003 |
¥-3.5万 |
-4.26% |
跌破0.618止损 |
| 6 |
2017-04-17 |
2017-05-17 |
16.811832036999995 |
18.87111 |
¥9.7万 |
+12.22% |
重回前高 |
| 7 |
2017-08-14 |
2017-09-05 |
21.798307530999995 |
24.26571 |
¥9.9万 |
+11.29% |
重回前高 |
| 8 |
2017-11-28 |
2018-01-29 |
34.0442102 |
34.7652 |
¥2.0万 |
+2.09% |
跌破0.618止损 |
| 9 |
2018-03-13 |
2018-03-19 |
34.0102 |
31.848119999999998 |
¥-6.4万 |
-6.39% |
跌破0.618止损 |
| 10 |
2018-09-10 |
2018-10-12 |
18.023405399999998 |
14.985 |
¥-15.8万 |
-16.88% |
跌破0.618止损 |
| 11 |
2018-10-31 |
2018-11-19 |
16.82184504 |
21.488490000000002 |
¥21.6万 |
+27.70% |
重回前高 |
| 12 |
2018-12-20 |
2019-02-14 |
19.014692696999997 |
22.6773 |
¥19.2万 |
+19.23% |
重回前高 |
| 13 |
2019-05-13 |
2019-05-20 |
30.059035005999995 |
28.431540000000002 |
¥-6.3万 |
-5.44% |
跌破0.618止损 |
| 14 |
2019-06-28 |
2019-08-12 |
32.769828000000004 |
27.84213 |
¥-16.9万 |
-15.06% |
跌破0.618止损 |
| 15 |
2019-09-27 |
2019-11-18 |
32.552272753 |
31.21875 |
¥-3.9万 |
-4.13% |
跌破0.618止损 |
| 16 |
2019-12-24 |
2020-01-21 |
32.452142722999994 |
39.4605 |
¥19.9万 |
+21.56% |
重回前高 |
| 17 |
2020-03-17 |
2020-03-18 |
45.62368299999999 |
41.8581 |
¥-9.2万 |
-8.28% |
跌破0.618止损 |
| 18 |
2020-03-26 |
2020-04-02 |
44.067226203 |
41.468489999999996 |
¥-6.0万 |
-5.93% |
跌破0.618止损 |
| 19 |
2020-07-01 |
2020-07-17 |
40.162155033 |
40.039919999999995 |
¥-3,222 |
-0.33% |
跌破0.618止损 |
| 20 |
2020-11-13 |
2020-12-10 |
35.52613464399999 |
32.71725 |
¥-7.5万 |
-7.93% |
跌破0.618止损 |
| 21 |
2021-01-22 |
2021-01-29 |
35.41062 |
32.767199999999995 |
¥-6.7万 |
-7.49% |
跌破0.618止损 |
| 22 |
2021-05-28 |
2021-07-13 |
30.439529119999996 |
35.724239999999995 |
¥14.1万 |
+17.33% |
重回前高 |
| 23 |
2021-08-13 |
2021-08-26 |
36.41092 |
34.095870000000005 |
¥-6.1万 |
-6.39% |
跌破0.618止损 |
| 24 |
2021-12-16 |
2021-12-21 |
33.09297491499999 |
32.05791000000001 |
¥-2.8万 |
-3.16% |
跌破0.618止损 |
| 25 |
2021-12-29 |
2022-01-11 |
33.032896897 |
34.41555 |
¥3.6万 |
+4.15% |
重回前高 |
| 26 |
2022-06-16 |
2022-08-03 |
25.623274676999998 |
23.1 |
¥-9.0万 |
-9.87% |
跌破0.618止损 |
| 27 |
2022-08-16 |
2022-08-25 |
24.717412999999997 |
24.0759 |
¥-2.1万 |
-2.62% |
跌破0.618止损 |
| 28 |
2022-11-07 |
2022-12-06 |
23.029906899999997 |
26.973 |
¥13.5万 |
+17.09% |
重回前高 |
| 29 |
2023-02-20 |
2023-03-14 |
27.84616134299999 |
33.65631 |
¥19.3万 |
+20.83% |
重回前高 |
| 30 |
2023-04-04 |
2023-04-10 |
31.570998458999995 |
36.963 |
¥18.7万 |
+17.04% |
重回前高 |
| 31 |
2023-05-05 |
2023-05-12 |
33.683742091999996 |
31.4685 |
¥-8.7万 |
-6.60% |
跌破0.618止损 |
| 32 |
2023-05-30 |
2023-06-19 |
34.24447026 |
38.961 |
¥16.7万 |
+13.74% |
重回前高 |
| 33 |
2023-07-24 |
2023-08-11 |
40.24225905699999 |
36.64332 |
¥-12.5万 |
-8.97% |
跌破0.618止损 |
| 34 |
2024-02-20 |
2024-02-28 |
24.521844347 |
28.85112 |
¥22.2万 |
+17.62% |
重回前高 |
| 35 |
2024-03-28 |
2024-05-24 |
26.194015848 |
26.88309 |
¥3.9万 |
+2.60% |
跌破0.618止损 |
| 36 |
2024-10-16 |
2024-11-12 |
29.478280832 |
36.02394 |
¥33.3万 |
+22.17% |
重回前高 |
| 37 |
2024-11-25 |
2024-12-20 |
30.850062242999996 |
36.7632 |
¥35.4万 |
+19.13% |
重回前高 |
| 38 |
2025-03-03 |
2025-03-20 |
37.40857920799999 |
36.733230000000006 |
¥-3.9万 |
-1.83% |
跌破0.618止损 |
| 39 |
2025-06-26 |
2025-07-14 |
32.27190866899999 |
33.41655 |
¥7.6万 |
+3.52% |
重回前高 |
| 40 |
2025-08-11 |
2025-08-14 |
33.833937137 |
35.38458 |
¥10.2万 |
+4.55% |
重回前高 |
| 41 |
2025-09-08 |
2025-10-10 |
41.904417554999995 |
50.95899 |
¥50.8万 |
+21.57% |
重回前高 |
| 42 |
2025-10-30 |
2025-11-05 |
45.669306682999995 |
40.88907 |
¥-29.6万 |
-10.49% |
跌破0.618止损 |
| 43 |
2026-04-24 |
2026-05-08 |
36.617551971 |
38.481480000000005 |
¥12.9万 |
+5.06% |
重回前高 |
| 44 |
2026-05-18 |
2026-05-22 |
36.44733091999999 |
35.074889999999996 |
¥-10.1万 |
-3.79% |
跌破0.618止损 |
| 45 |
2026-05-26 |
2026-05-28 |
36.0108 |
35.19477 |
¥-5.9万 |
-2.30% |
跌破0.618止损 |
| 46 |
2026-06-01 |
2026-06-30 |
36.69765599499999 |
35.15481 |
¥-10.7万 |
-4.23% |
跌破0.618止损 |
| 47 |
2026-07-02 |
2026-07-03 |
36.31089 |
35.3 |
¥-6.7万 |
-2.81% |
跌破0.618止损 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-17 |
黄金分割买点 |
买入 |
29.119089999999996 |
34200.0 |
¥99.6万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
26.35362 |
34200.0 |
¥90.1万 |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
18.218199999999996 |
49300.0 |
¥89.8万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
16.51 |
49300.0 |
¥81.4万 |
止损触发 |
| 2016-08-02 |
黄金分割买点 |
买入 |
14.194179999999998 |
57500.0 |
¥81.6万 |
|
| 2016-08-16 |
重回前高 |
卖出 |
15.14484 |
57500.0 |
¥87.1万 |
|
| 2016-12-06 |
黄金分割买点 |
买入 |
16.306289999999997 |
53300.0 |
¥86.9万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
15.43455 |
53300.0 |
¥82.2万 |
止损触发 |
| 2017-01-04 |
黄金分割买点 |
买入 |
16.216199999999997 |
50900.0 |
¥82.6万 |
|
| 2017-01-09 |
跌破0.618止损 |
卖出 |
15.534450000000003 |
50900.0 |
¥79.0万 |
止损触发 |
| 2017-04-17 |
黄金分割买点 |
买入 |
16.806789999999996 |
47000.0 |
¥79.0万 |
|
| 2017-05-17 |
重回前高 |
卖出 |
18.87111 |
47000.0 |
¥88.7万 |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
21.791769999999996 |
40400.0 |
¥88.1万 |
|
| 2017-09-05 |
重回前高 |
卖出 |
24.26571 |
40400.0 |
¥98.0万 |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
34.034 |
28600.0 |
¥97.4万 |
|
| 2018-01-29 |
跌破0.618止损 |
卖出 |
34.7652 |
28600.0 |
¥99.4万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
34.0 |
29500.0 |
¥1.00M |
|
| 2018-03-19 |
跌破0.618止损 |
卖出 |
31.848119999999998 |
29500.0 |
¥93.9万 |
止损触发 |
| 2018-09-10 |
黄金分割买点 |
买入 |
18.017999999999997 |
52000.0 |
¥93.7万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
14.985 |
52000.0 |
¥77.9万 |
止损触发 |
| 2018-10-31 |
黄金分割买点 |
买入 |
16.8168 |
46300.0 |
¥77.9万 |
|
| 2018-11-19 |
重回前高 |
卖出 |
21.488490000000002 |
46300.0 |
¥99.5万 |
|
| 2018-12-20 |
黄金分割买点 |
买入 |
19.008989999999997 |
52400.0 |
¥99.6万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
22.6773 |
52400.0 |
¥1.19M |
|
| 2019-05-13 |
黄金分割买点 |
买入 |
30.050019999999993 |
38500.0 |
¥1.16M |
|
| 2019-05-20 |
跌破0.618止损 |
卖出 |
28.431540000000002 |
38500.0 |
¥1.09M |
止损触发 |
| 2019-06-28 |
黄金分割买点 |
买入 |
32.76 |
34300.0 |
¥1.12M |
|
| 2019-08-12 |
跌破0.618止损 |
卖出 |
27.84213 |
34300.0 |
¥95.5万 |
止损触发 |
| 2019-09-27 |
黄金分割买点 |
买入 |
32.54250999999999 |
29300.0 |
¥95.4万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
31.21875 |
29300.0 |
¥91.4万 |
止损触发 |
| 2019-12-24 |
黄金分割买点 |
买入 |
32.442409999999995 |
28400.0 |
¥92.2万 |
|
| 2020-01-21 |
重回前高 |
卖出 |
39.4605 |
28400.0 |
¥1.12M |
|
| 2020-03-17 |
黄金分割买点 |
买入 |
45.61 |
24400.0 |
¥1.11M |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
41.8581 |
24400.0 |
¥1.02M |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
44.05400999999999 |
22800.0 |
¥1.00M |
|
| 2020-04-02 |
跌破0.618止损 |
卖出 |
41.468489999999996 |
22800.0 |
¥94.5万 |
止损触发 |
| 2020-07-01 |
黄金分割买点 |
买入 |
40.15011 |
24000.0 |
¥96.4万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
40.039919999999995 |
24000.0 |
¥96.1万 |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
35.51547999999999 |
26600.0 |
¥94.5万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
32.71725 |
26600.0 |
¥87.0万 |
止损触发 |
| 2021-01-22 |
黄金分割买点 |
买入 |
35.4 |
25100.0 |
¥88.9万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
32.767199999999995 |
25100.0 |
¥82.2万 |
止损触发 |
| 2021-05-28 |
黄金分割买点 |
买入 |
30.430399999999995 |
26800.0 |
¥81.6万 |
|
| 2021-07-13 |
重回前高 |
卖出 |
35.724239999999995 |
26800.0 |
¥95.7万 |
|
| 2021-08-13 |
黄金分割买点 |
买入 |
36.4 |
26300.0 |
¥95.8万 |
|
| 2021-08-26 |
跌破0.618止损 |
卖出 |
34.095870000000005 |
26300.0 |
¥89.6万 |
止损触发 |
| 2021-12-16 |
黄金分割买点 |
买入 |
33.08304999999999 |
27100.0 |
¥89.7万 |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
32.05791000000001 |
27100.0 |
¥86.9万 |
止损触发 |
| 2021-12-29 |
黄金分割买点 |
买入 |
33.02299 |
26400.0 |
¥87.2万 |
|
| 2022-01-11 |
重回前高 |
卖出 |
34.41555 |
26400.0 |
¥90.8万 |
|
| 2022-06-16 |
黄金分割买点 |
买入 |
25.615589999999997 |
35500.0 |
¥91.0万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
23.1 |
35500.0 |
¥82.0万 |
止损触发 |
| 2022-08-16 |
黄金分割买点 |
买入 |
24.71 |
33100.0 |
¥81.8万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
24.0759 |
33100.0 |
¥79.7万 |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
23.022999999999996 |
34400.0 |
¥79.2万 |
|
| 2022-12-06 |
重回前高 |
卖出 |
26.973 |
34400.0 |
¥92.8万 |
|
| 2023-02-20 |
黄金分割买点 |
买入 |
27.837809999999994 |
33300.0 |
¥92.7万 |
|
| 2023-03-14 |
重回前高 |
卖出 |
33.65631 |
33300.0 |
¥1.12M |
|
| 2023-04-04 |
黄金分割买点 |
买入 |
31.561529999999998 |
34800.0 |
¥1.10M |
|
| 2023-04-10 |
重回前高 |
卖出 |
36.963 |
34800.0 |
¥1.29M |
|
| 2023-05-05 |
黄金分割买点 |
买入 |
33.67364 |
39000.0 |
¥1.31M |
|
| 2023-05-12 |
跌破0.618止损 |
卖出 |
31.4685 |
39000.0 |
¥1.23M |
止损触发 |
| 2023-05-30 |
黄金分割买点 |
买入 |
34.2342 |
35600.0 |
¥1.22M |
|
| 2023-06-19 |
重回前高 |
卖出 |
38.961 |
35600.0 |
¥1.39M |
|
| 2023-07-24 |
黄金分割买点 |
买入 |
40.23018999999999 |
34600.0 |
¥1.39M |
|
| 2023-08-11 |
跌破0.618止损 |
卖出 |
36.64332 |
34600.0 |
¥1.27M |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
24.514489999999995 |
51300.0 |
¥1.26M |
|
| 2024-02-28 |
重回前高 |
卖出 |
28.85112 |
51300.0 |
¥1.48M |
|
| 2024-03-28 |
黄金分割买点 |
买入 |
26.18616 |
56900.0 |
¥1.49M |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
26.88309 |
56900.0 |
¥1.53M |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
29.469440000000002 |
50900.0 |
¥1.50M |
|
| 2024-11-12 |
重回前高 |
卖出 |
36.02394 |
50900.0 |
¥1.83M |
|
| 2024-11-25 |
黄金分割买点 |
买入 |
30.840809999999994 |
60000.0 |
¥1.85M |
|
| 2024-12-20 |
重回前高 |
卖出 |
36.7632 |
60000.0 |
¥2.21M |
|
| 2025-03-03 |
黄金分割买点 |
买入 |
37.39735999999999 |
57200.0 |
¥2.14M |
|
| 2025-03-20 |
跌破0.618止损 |
卖出 |
36.733230000000006 |
57200.0 |
¥2.10M |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
32.262229999999995 |
67400.0 |
¥2.18M |
|
| 2025-07-14 |
重回前高 |
卖出 |
33.41655 |
67400.0 |
¥2.25M |
|
| 2025-08-11 |
黄金分割买点 |
买入 |
33.823789999999995 |
66500.0 |
¥2.25M |
|
| 2025-08-14 |
重回前高 |
卖出 |
35.38458 |
66500.0 |
¥2.35M |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
41.89185 |
56200.0 |
¥2.36M |
|
| 2025-10-10 |
重回前高 |
卖出 |
50.95899 |
56200.0 |
¥2.86M |
|
| 2025-10-30 |
黄金分割买点 |
买入 |
45.655609999999996 |
61800.0 |
¥2.82M |
|
| 2025-11-05 |
跌破0.618止损 |
卖出 |
40.88907 |
61800.0 |
¥2.53M |
止损触发 |
| 2026-04-24 |
黄金分割买点 |
买入 |
36.60657 |
69500.0 |
¥2.54M |
|
| 2026-05-08 |
重回前高 |
卖出 |
38.481480000000005 |
69500.0 |
¥2.67M |
|
| 2026-05-18 |
黄金分割买点 |
买入 |
36.43639999999999 |
73200.0 |
¥2.67M |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
35.074889999999996 |
73200.0 |
¥2.57M |
止损触发 |
| 2026-05-26 |
黄金分割买点 |
买入 |
36.0 |
71400.0 |
¥2.57M |
|
| 2026-05-28 |
跌破0.618止损 |
卖出 |
35.19477 |
71400.0 |
¥2.51M |
止损触发 |
| 2026-06-01 |
黄金分割买点 |
买入 |
36.68664999999999 |
68900.0 |
¥2.53M |
|
| 2026-06-30 |
跌破0.618止损 |
卖出 |
35.15481 |
68900.0 |
¥2.42M |
止损触发 |
| 2026-07-02 |
黄金分割买点 |
买入 |
36.3 |
65200.0 |
¥2.37M |
|
| 2026-07-03 |
跌破0.618止损 |
卖出 |
35.3 |
65200.0 |
¥2.30M |
止损触发 |