000157 中联重科 — 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: ¥90.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -9.66%）
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 42 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 |
2015-06-03 |
7.179323150999999 |
10.789200000000001 |
¥50.1万 |
+50.24% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-29 |
9.021715702999998 |
8.24175 |
¥-12.8万 |
-8.67% |
跌破0.618止损 |
| 3 |
2015-11-25 |
2015-11-30 |
5.50715165 |
5.10489 |
¥-10.0万 |
-7.33% |
跌破0.618止损 |
| 4 |
2015-12-09 |
2016-01-05 |
5.366969608 |
4.88511 |
¥-11.5万 |
-9.01% |
跌破0.618止损 |
| 5 |
2016-04-06 |
2016-04-29 |
4.656046395000001 |
4.31568 |
¥-8.4万 |
-7.34% |
跌破0.618止损 |
| 6 |
2016-12-05 |
2016-12-12 |
4.6059813799999985 |
4.6453500000000005 |
¥8,719 |
+0.82% |
跌破0.618止损 |
| 7 |
2017-03-10 |
2017-04-12 |
4.766189427999999 |
5.0149799999999995 |
¥5.6万 |
+5.19% |
重回前高 |
| 8 |
2017-04-17 |
2017-04-20 |
4.80144 |
4.5854099999999995 |
¥-5.1万 |
-4.53% |
跌破0.618止损 |
| 9 |
2017-07-11 |
2017-07-19 |
4.555916364999999 |
4.66533 |
¥2.6万 |
+2.37% |
重回前高 |
| 10 |
2017-08-14 |
2017-09-01 |
4.666059397999999 |
4.57 |
¥-2.3万 |
-2.09% |
跌破0.618止损 |
| 11 |
2018-11-20 |
2019-01-28 |
3.741122 |
3.74625 |
¥1,162 |
+0.11% |
重回前高 |
| 12 |
2019-04-29 |
2019-06-14 |
4.8663194579999995 |
5.63436 |
¥17.1万 |
+15.75% |
重回前高 |
| 13 |
2019-07-08 |
2019-07-25 |
5.667359698000001 |
6.32367 |
¥14.6万 |
+11.55% |
重回前高 |
| 14 |
2019-09-17 |
2019-09-30 |
5.837580749 |
5.66 |
¥-4.3万 |
-3.07% |
跌破0.618止损 |
| 15 |
2019-10-18 |
2019-11-19 |
5.997788796999999 |
6.15384 |
¥3.5万 |
+2.57% |
重回前高 |
| 16 |
2020-02-11 |
2020-03-13 |
6.208061860000001 |
5.52 |
¥-15.5万 |
-11.11% |
跌破0.618止损 |
| 17 |
2020-04-27 |
2020-05-11 |
6.20806186 |
6.923070000000001 |
¥14.3万 |
+11.48% |
重回前高 |
| 18 |
2020-05-28 |
2020-07-03 |
6.438360928999998 |
7.172819999999999 |
¥15.8万 |
+11.37% |
重回前高 |
| 19 |
2020-10-12 |
2020-10-26 |
8.330818496 |
7.962029999999999 |
¥-6.9万 |
-4.46% |
跌破0.618止损 |
| 20 |
2020-12-16 |
2021-01-08 |
9.51235285 |
11.538450000000001 |
¥31.3万 |
+21.26% |
重回前高 |
| 21 |
2021-03-15 |
2021-04-12 |
12.766578824999998 |
12.69729 |
¥-1.0万 |
-0.57% |
跌破0.618止损 |
| 22 |
2021-09-03 |
2021-09-28 |
8.781403630999998 |
8.02197 |
¥-15.2万 |
-8.68% |
跌破0.618止损 |
| 23 |
2021-10-11 |
2021-10-13 |
8.310792489999999 |
7.8921 |
¥-8.2万 |
-5.07% |
跌破0.618止损 |
| 24 |
2022-01-13 |
2022-01-26 |
7.519765252999999 |
7.11 |
¥-8.4万 |
-5.48% |
跌破0.618止损 |
| 25 |
2022-04-11 |
2022-04-14 |
7.10213 |
6.78321 |
¥-6.5万 |
-4.52% |
跌破0.618止损 |
| 26 |
2022-07-05 |
2022-07-11 |
6.418334923 |
6.013979999999999 |
¥-8.8万 |
-6.33% |
跌破0.618止损 |
| 27 |
2022-07-22 |
2022-08-04 |
6.178022851 |
5.934060000000001 |
¥-5.2万 |
-3.98% |
跌破0.618止损 |
| 28 |
2022-11-15 |
2022-12-21 |
5.747463722 |
5.564430000000001 |
¥-4.0万 |
-3.21% |
跌破0.618止损 |
| 29 |
2023-03-23 |
2023-04-25 |
6.348243901999999 |
6.07392 |
¥-5.3万 |
-4.35% |
跌破0.618止损 |
| 30 |
2023-05-04 |
2023-05-22 |
6.478412940999999 |
6.25374 |
¥-4.1万 |
-3.50% |
跌破0.618止损 |
| 31 |
2023-08-10 |
2023-08-21 |
6.698699007 |
6.343649999999999 |
¥-6.0万 |
-5.33% |
跌破0.618止损 |
| 32 |
2023-10-11 |
2023-10-20 |
6.728738015999999 |
6.38361 |
¥-5.5万 |
-5.16% |
跌破0.618止损 |
| 33 |
2023-10-30 |
2023-11-01 |
6.638620988999999 |
6.44355 |
¥-3.0万 |
-2.97% |
跌破0.618止损 |
| 34 |
2024-04-30 |
2024-05-23 |
8.531078555999997 |
8.26173 |
¥-3.1万 |
-3.19% |
跌破0.618止损 |
| 35 |
2024-10-11 |
2024-12-27 |
7.132139 |
7.2127799999999995 |
¥1.0万 |
+1.10% |
跌破0.618止损 |
| 36 |
2025-03-26 |
2025-04-08 |
7.8001293369999996 |
6.90309 |
¥-11.0万 |
-11.53% |
跌破0.618止损 |
| 37 |
2025-07-24 |
2025-07-28 |
7.940311378999999 |
7.572420000000001 |
¥-3.9万 |
-4.66% |
跌破0.618止损 |
| 38 |
2025-09-25 |
2025-11-06 |
7.950324381999999 |
8.3916 |
¥4.4万 |
+5.52% |
重回前高 |
| 39 |
2025-11-18 |
2025-12-08 |
8.11053243 |
8.641350000000001 |
¥5.6万 |
+6.51% |
重回前高 |
| 40 |
2026-01-15 |
2026-02-04 |
8.591156573999998 |
9.26 |
¥7.0万 |
+7.75% |
重回前高 |
| 41 |
2026-03-13 |
2026-03-17 |
9.292066783999998 |
8.991 |
¥-3.2万 |
-3.27% |
跌破0.618止损 |
| 42 |
2026-07-31 |
2026-08-05 |
7.692307 |
7.33266 |
¥-4.4万 |
-4.70% |
跌破0.618止损 |
逐笔成交记录（共 84 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 |
7.177169999999999 |
138800.0 |
¥99.6万 |
|
| 2015-06-03 |
重回前高 |
卖出 |
10.789200000000001 |
138800.0 |
¥1.50M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
9.019009999999998 |
163600.0 |
¥1.48M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
8.24175 |
163600.0 |
¥1.35M |
止损触发 |
| 2015-11-25 |
黄金分割买点 |
买入 |
5.5055 |
247800.0 |
¥1.36M |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
5.10489 |
247800.0 |
¥1.26M |
止损触发 |
| 2015-12-09 |
黄金分割买点 |
买入 |
5.36536 |
237000.0 |
¥1.27M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
4.88511 |
237000.0 |
¥1.16M |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
4.65465 |
247100.0 |
¥1.15M |
|
| 2016-04-29 |
跌破0.618止损 |
卖出 |
4.31568 |
247100.0 |
¥1.07M |
止损触发 |
| 2016-12-05 |
黄金分割买点 |
买入 |
4.604599999999999 |
229600.0 |
¥1.06M |
|
| 2016-12-12 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
229600.0 |
¥1.07M |
止损触发 |
| 2017-03-10 |
黄金分割买点 |
买入 |
4.764759999999999 |
226600.0 |
¥1.08M |
|
| 2017-04-12 |
重回前高 |
卖出 |
5.0149799999999995 |
226600.0 |
¥1.14M |
|
| 2017-04-17 |
黄金分割买点 |
买入 |
4.8 |
236800.0 |
¥1.14M |
|
| 2017-04-20 |
跌破0.618止损 |
卖出 |
4.5854099999999995 |
236800.0 |
¥1.09M |
止损触发 |
| 2017-07-11 |
黄金分割买点 |
买入 |
4.554549999999999 |
237500.0 |
¥1.08M |
|
| 2017-07-19 |
重回前高 |
卖出 |
4.66533 |
237500.0 |
¥1.11M |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
4.66466 |
237900.0 |
¥1.11M |
|
| 2017-09-01 |
跌破0.618止损 |
卖出 |
4.57 |
237900.0 |
¥1.09M |
止损触发 |
| 2018-11-20 |
黄金分割买点 |
买入 |
3.74 |
290300.0 |
¥1.09M |
|
| 2019-01-28 |
重回前高 |
卖出 |
3.74625 |
290300.0 |
¥1.09M |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
4.86486 |
223600.0 |
¥1.09M |
|
| 2019-06-14 |
重回前高 |
卖出 |
5.63436 |
223600.0 |
¥1.26M |
|
| 2019-07-08 |
黄金分割买点 |
买入 |
5.665660000000001 |
222500.0 |
¥1.26M |
|
| 2019-07-25 |
重回前高 |
卖出 |
6.32367 |
222500.0 |
¥1.41M |
|
| 2019-09-17 |
黄金分割买点 |
买入 |
5.83583 |
239300.0 |
¥1.40M |
|
| 2019-09-30 |
跌破0.618止损 |
卖出 |
5.66 |
239300.0 |
¥1.35M |
止损触发 |
| 2019-10-18 |
黄金分割买点 |
买入 |
5.99599 |
227400.0 |
¥1.36M |
|
| 2019-11-19 |
重回前高 |
卖出 |
6.15384 |
227400.0 |
¥1.40M |
|
| 2020-02-11 |
黄金分割买点 |
买入 |
6.2062 |
224200.0 |
¥1.39M |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
5.52 |
224200.0 |
¥1.24M |
止损触发 |
| 2020-04-27 |
黄金分割买点 |
买入 |
6.2062 |
200400.0 |
¥1.24M |
|
| 2020-05-11 |
重回前高 |
卖出 |
6.923070000000001 |
200400.0 |
¥1.39M |
|
| 2020-05-28 |
黄金分割买点 |
买入 |
6.436429999999999 |
215400.0 |
¥1.39M |
|
| 2020-07-03 |
重回前高 |
卖出 |
7.172819999999999 |
215400.0 |
¥1.54M |
|
| 2020-10-12 |
黄金分割买点 |
买入 |
8.32832 |
185100.0 |
¥1.54M |
|
| 2020-10-26 |
跌破0.618止损 |
卖出 |
7.962029999999999 |
185100.0 |
¥1.47M |
止损触发 |
| 2020-12-16 |
黄金分割买点 |
买入 |
9.5095 |
154900.0 |
¥1.47M |
|
| 2021-01-08 |
重回前高 |
卖出 |
11.538450000000001 |
154900.0 |
¥1.79M |
|
| 2021-03-15 |
黄金分割买点 |
买入 |
12.762749999999999 |
138200.0 |
¥1.76M |
|
| 2021-04-12 |
跌破0.618止损 |
卖出 |
12.69729 |
138200.0 |
¥1.75M |
止损触发 |
| 2021-09-03 |
黄金分割买点 |
买入 |
8.778769999999998 |
199500.0 |
¥1.75M |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
8.02197 |
199500.0 |
¥1.60M |
止损触发 |
| 2021-10-11 |
黄金分割买点 |
买入 |
8.3083 |
194800.0 |
¥1.62M |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
7.8921 |
194800.0 |
¥1.54M |
止损触发 |
| 2022-01-13 |
黄金分割买点 |
买入 |
7.517509999999999 |
204300.0 |
¥1.54M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
7.11 |
204300.0 |
¥1.45M |
止损触发 |
| 2022-04-11 |
黄金分割买点 |
买入 |
7.1 |
204000.0 |
¥1.45M |
|
| 2022-04-14 |
跌破0.618止损 |
卖出 |
6.78321 |
204000.0 |
¥1.38M |
止损触发 |
| 2022-07-05 |
黄金分割买点 |
买入 |
6.416409999999999 |
215700.0 |
¥1.38M |
|
| 2022-07-11 |
跌破0.618止损 |
卖出 |
6.013979999999999 |
215700.0 |
¥1.30M |
止损触发 |
| 2022-07-22 |
黄金分割买点 |
买入 |
6.176169999999999 |
211000.0 |
¥1.30M |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
5.934060000000001 |
211000.0 |
¥1.25M |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
5.74574 |
217500.0 |
¥1.25M |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
5.564430000000001 |
217500.0 |
¥1.21M |
止损触发 |
| 2023-03-23 |
黄金分割买点 |
买入 |
6.34634 |
190900.0 |
¥1.21M |
|
| 2023-04-25 |
跌破0.618止损 |
卖出 |
6.07392 |
190900.0 |
¥1.16M |
止损触发 |
| 2023-05-04 |
黄金分割买点 |
买入 |
6.476469999999999 |
179000.0 |
¥1.16M |
|
| 2023-05-22 |
跌破0.618止损 |
卖出 |
6.25374 |
179000.0 |
¥1.12M |
止损触发 |
| 2023-08-10 |
黄金分割买点 |
买入 |
6.69669 |
166800.0 |
¥1.12M |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
6.343649999999999 |
166800.0 |
¥1.06M |
止损触发 |
| 2023-10-11 |
黄金分割买点 |
买入 |
6.72672 |
158000.0 |
¥1.06M |
|
| 2023-10-20 |
跌破0.618止损 |
卖出 |
6.38361 |
158000.0 |
¥1.01M |
止损触发 |
| 2023-10-30 |
黄金分割买点 |
买入 |
6.636629999999999 |
151000.0 |
¥1.00M |
|
| 2023-11-01 |
跌破0.618止损 |
卖出 |
6.44355 |
151000.0 |
¥97.3万 |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
8.528519999999999 |
114800.0 |
¥97.9万 |
|
| 2024-05-23 |
跌破0.618止损 |
卖出 |
8.26173 |
114800.0 |
¥94.8万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
7.13 |
132500.0 |
¥94.5万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
7.2127799999999995 |
132500.0 |
¥95.5万 |
止损触发 |
| 2025-03-26 |
黄金分割买点 |
买入 |
7.797789999999999 |
122100.0 |
¥95.2万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
6.90309 |
122100.0 |
¥84.3万 |
止损触发 |
| 2025-07-24 |
黄金分割买点 |
买入 |
7.937929999999999 |
106600.0 |
¥84.6万 |
|
| 2025-07-28 |
跌破0.618止损 |
卖出 |
7.572420000000001 |
106600.0 |
¥80.7万 |
止损触发 |
| 2025-09-25 |
黄金分割买点 |
买入 |
7.947939999999999 |
101300.0 |
¥80.5万 |
|
| 2025-11-06 |
重回前高 |
卖出 |
8.3916 |
101300.0 |
¥85.0万 |
|
| 2025-11-18 |
黄金分割买点 |
买入 |
8.108099999999999 |
105100.0 |
¥85.2万 |
|
| 2025-12-08 |
重回前高 |
卖出 |
8.641350000000001 |
105100.0 |
¥90.8万 |
|
| 2026-01-15 |
黄金分割买点 |
买入 |
8.588579999999999 |
105200.0 |
¥90.4万 |
|
| 2026-02-04 |
重回前高 |
卖出 |
9.26 |
105200.0 |
¥97.4万 |
|
| 2026-03-13 |
黄金分割买点 |
买入 |
9.289279999999998 |
104700.0 |
¥97.3万 |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
8.991 |
104700.0 |
¥94.1万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
7.69 |
122100.0 |
¥93.9万 |
|
| 2026-08-05 |
跌破0.618止损 |
卖出 |
7.33266 |
122100.0 |
¥89.5万 |
止损触发 |