000166 申万宏源 — 斐波那契回调 回测明细
数据区间: 2015-01-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥41.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -58.79%）
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 21 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 |
2015-05-04 |
2015-06-19 |
18.193626451 |
17.47251 |
¥-4.0万 |
-3.99% |
跌破0.618止损 |
| 2 |
2015-11-10 |
2016-01-05 |
11.494927444 |
9.360629999999999 |
¥-17.6万 |
-18.59% |
跌破0.618止损 |
| 3 |
2016-04-21 |
2016-05-10 |
8.320805493 |
7.982009999999999 |
¥-3.2万 |
-4.10% |
跌破0.618止损 |
| 4 |
2016-06-01 |
2016-06-14 |
8.521065553 |
7.98201 |
¥-4.8万 |
-6.35% |
跌破0.618止损 |
| 5 |
2016-12-08 |
2016-12-13 |
6.668659997999999 |
6.323669999999999 |
¥-3.7万 |
-5.20% |
跌破0.618止损 |
| 6 |
2018-11-26 |
2018-12-19 |
4.445773332 |
4.1958 |
¥-3.8万 |
-5.65% |
跌破0.618止损 |
| 7 |
2019-01-07 |
2019-02-19 |
4.40572132 |
4.86513 |
¥6.5万 |
+10.39% |
重回前高 |
| 8 |
2019-03-28 |
2019-04-30 |
5.306891589999999 |
5.1 |
¥-2.7万 |
-3.93% |
跌破0.618止损 |
| 9 |
2019-08-21 |
2019-11-18 |
4.876332461 |
4.6953000000000005 |
¥-2.5万 |
-3.74% |
跌破0.618止损 |
| 10 |
2020-03-10 |
2020-03-17 |
4.766189427999999 |
4.4955 |
¥-3.6万 |
-5.71% |
跌破0.618止损 |
| 11 |
2020-07-23 |
2020-09-11 |
5.757476724999999 |
5.24475 |
¥-5.4万 |
-8.93% |
跌破0.618止损 |
| 12 |
2021-09-27 |
2021-10-29 |
5.747463721999999 |
5.15484 |
¥-5.7万 |
-10.34% |
跌破0.618止损 |
| 13 |
2021-11-10 |
2021-11-17 |
5.567229667999999 |
5.14485 |
¥-3.7万 |
-7.61% |
跌破0.618止损 |
| 14 |
2022-06-17 |
2022-07-07 |
4.295578286999999 |
4.16583 |
¥-1.4万 |
-3.05% |
跌破0.618止损 |
| 15 |
2023-05-17 |
2023-06-13 |
4.736150419 |
4.4855100000000006 |
¥-2.4万 |
-5.32% |
跌破0.618止损 |
| 16 |
2023-07-11 |
2023-08-22 |
4.686085403999999 |
4.67532 |
¥-1,091 |
-0.26% |
跌破0.618止损 |
| 17 |
2024-10-11 |
2024-12-27 |
5.417034623 |
5.43456 |
¥1,213 |
+0.29% |
跌破0.618止损 |
| 18 |
2025-02-28 |
2025-03-03 |
5.236800569 |
5.0949 |
¥-1.1万 |
-2.74% |
跌破0.618止损 |
| 19 |
2025-05-15 |
2025-05-19 |
4.896358466999999 |
4.74 |
¥-1.3万 |
-3.22% |
跌破0.618止损 |
| 20 |
2025-06-06 |
2025-06-26 |
4.866319458 |
5.11488 |
¥2.0万 |
+5.08% |
重回前高 |
| 21 |
2025-09-08 |
2025-09-19 |
5.266839578 |
5.1948 |
¥-5,800 |
-1.40% |
跌破0.618止损 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-04 |
黄金分割买点 |
买入 |
18.18817 |
54800.0 |
¥99.7万 |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
17.47251 |
54800.0 |
¥95.7万 |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
11.49148 |
82200.0 |
¥94.5万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
9.360629999999999 |
82200.0 |
¥76.9万 |
止损触发 |
| 2016-04-21 |
黄金分割买点 |
买入 |
8.31831 |
93300.0 |
¥77.6万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
7.982009999999999 |
93300.0 |
¥74.4万 |
止损触发 |
| 2016-06-01 |
黄金分割买点 |
买入 |
8.51851 |
87800.0 |
¥74.8万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
7.98201 |
87800.0 |
¥70.1万 |
止损触发 |
| 2016-12-08 |
黄金分割买点 |
买入 |
6.666659999999999 |
105500.0 |
¥70.4万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
6.323669999999999 |
105500.0 |
¥66.7万 |
止损触发 |
| 2018-11-26 |
黄金分割买点 |
买入 |
4.44444 |
149700.0 |
¥66.6万 |
|
| 2018-12-19 |
跌破0.618止损 |
卖出 |
4.1958 |
149700.0 |
¥62.8万 |
止损触发 |
| 2019-01-07 |
黄金分割买点 |
买入 |
4.4044 |
142200.0 |
¥62.6万 |
|
| 2019-02-19 |
重回前高 |
卖出 |
4.86513 |
142200.0 |
¥69.2万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
5.305299999999999 |
130900.0 |
¥69.5万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
5.1 |
130900.0 |
¥66.7万 |
止损触发 |
| 2019-08-21 |
黄金分割买点 |
买入 |
4.87487 |
136300.0 |
¥66.5万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
4.6953000000000005 |
136300.0 |
¥64.0万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
4.764759999999999 |
133900.0 |
¥63.8万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
4.4955 |
133900.0 |
¥60.2万 |
止损触发 |
| 2020-07-23 |
黄金分割买点 |
买入 |
5.755749999999999 |
104200.0 |
¥60.0万 |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
5.24475 |
104200.0 |
¥54.6万 |
止损触发 |
| 2021-09-27 |
黄金分割买点 |
买入 |
5.74574 |
95600.0 |
¥54.9万 |
|
| 2021-10-29 |
跌破0.618止损 |
卖出 |
5.15484 |
95600.0 |
¥49.3万 |
止损触发 |
| 2021-11-10 |
黄金分割买点 |
买入 |
5.565559999999999 |
88100.0 |
¥49.0万 |
|
| 2021-11-17 |
跌破0.618止损 |
卖出 |
5.14485 |
88100.0 |
¥45.3万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
4.294289999999999 |
106000.0 |
¥45.5万 |
|
| 2022-07-07 |
跌破0.618止损 |
卖出 |
4.16583 |
106000.0 |
¥44.1万 |
止损触发 |
| 2023-05-17 |
黄金分割买点 |
买入 |
4.73473 |
93700.0 |
¥44.4万 |
|
| 2023-06-13 |
跌破0.618止损 |
卖出 |
4.4855100000000006 |
93700.0 |
¥42.0万 |
止损触发 |
| 2023-07-11 |
黄金分割买点 |
买入 |
4.684679999999999 |
89700.0 |
¥42.0万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
4.67532 |
89700.0 |
¥41.9万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
5.41541 |
76300.0 |
¥41.3万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
5.43456 |
76300.0 |
¥41.5万 |
止损触发 |
| 2025-02-28 |
黄金分割买点 |
买入 |
5.23523 |
79800.0 |
¥41.8万 |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
5.0949 |
79800.0 |
¥40.6万 |
止损触发 |
| 2025-05-15 |
黄金分割买点 |
买入 |
4.894889999999999 |
83200.0 |
¥40.7万 |
|
| 2025-05-19 |
跌破0.618止损 |
卖出 |
4.74 |
83200.0 |
¥39.4万 |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
4.86486 |
81500.0 |
¥39.7万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
5.11488 |
81500.0 |
¥41.7万 |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
5.26526 |
78800.0 |
¥41.5万 |
|
| 2025-09-19 |
跌破0.618止损 |
卖出 |
5.1948 |
78800.0 |
¥40.9万 |
止损触发 |