000338 潍柴动力 — 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: ¥57.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -42.88%）
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 |
2015-05-04 |
2015-06-03 |
31.520933443999994 |
36.39357 |
¥15.4万 |
+15.42% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-23 |
32.84264983999999 |
30.97899 |
¥-6.5万 |
-5.70% |
跌破0.618止损 |
| 3 |
2015-11-23 |
2016-01-05 |
10.483614141 |
8.55 |
¥-20.1万 |
-18.47% |
跌破0.618止损 |
| 4 |
2016-04-06 |
2016-05-10 |
8.240701469 |
7.67232 |
¥-6.1万 |
-6.93% |
跌破0.618止损 |
| 5 |
2016-07-14 |
2016-07-22 |
8.152445 |
8.551440000000001 |
¥4.0万 |
+4.86% |
重回前高 |
| 6 |
2016-09-05 |
2016-10-26 |
8.621195582999999 |
9.7902 |
¥11.7万 |
+13.53% |
重回前高 |
| 7 |
2016-12-15 |
2017-01-03 |
10.21326306 |
9.950040000000001 |
¥-2.6万 |
-2.61% |
跌破0.618止损 |
| 8 |
2017-01-06 |
2017-01-18 |
10.363458104999998 |
10.30968 |
¥-5,255 |
-0.55% |
跌破0.618止损 |
| 9 |
2017-01-20 |
2017-02-08 |
10.733939216 |
11.608379999999999 |
¥7.7万 |
+8.11% |
重回前高 |
| 10 |
2017-11-28 |
2017-12-05 |
8.080493420999998 |
7.74225 |
¥-4.3万 |
-4.21% |
跌破0.618止损 |
| 11 |
2017-12-27 |
2018-01-24 |
8.240701469 |
9.21078 |
¥11.5万 |
+11.74% |
重回前高 |
| 12 |
2018-02-28 |
2018-03-21 |
8.430948526 |
8.23176 |
¥-2.6万 |
-2.39% |
跌破0.618止损 |
| 13 |
2018-04-09 |
2018-04-23 |
8.581143571 |
8.15184 |
¥-5.4万 |
-5.03% |
跌破0.618止损 |
| 14 |
2018-05-09 |
2018-05-29 |
8.300779486999998 |
8.72127 |
¥5.1万 |
+5.03% |
重回前高 |
| 15 |
2018-06-22 |
2018-06-27 |
8.851494652 |
8.6913 |
¥-1.9万 |
-1.84% |
跌破0.618止损 |
| 16 |
2018-09-20 |
2018-10-16 |
8.260727475 |
7.88211 |
¥-4.8万 |
-4.61% |
跌破0.618止损 |
| 17 |
2019-05-08 |
2019-05-21 |
11.605070476999996 |
11.15 |
¥-3.9万 |
-3.95% |
跌破0.618止损 |
| 18 |
2019-05-28 |
2019-06-03 |
11.81534354 |
11.64834 |
¥-1.4万 |
-1.44% |
跌破0.618止损 |
| 19 |
2019-06-12 |
2019-06-17 |
12.376071707999998 |
12.12786 |
¥-1.9万 |
-2.03% |
跌破0.618止损 |
| 20 |
2019-07-02 |
2019-07-09 |
12.843852 |
11.89809 |
¥-6.8万 |
-7.39% |
跌破0.618止损 |
| 21 |
2019-09-17 |
2019-09-27 |
12.093627 |
11.23875 |
¥-6.1万 |
-7.10% |
跌破0.618止损 |
| 22 |
2019-10-23 |
2019-11-04 |
11.825356542999998 |
12.77 |
¥6.4万 |
+7.96% |
重回前高 |
| 23 |
2020-01-15 |
2020-02-04 |
14.548893359 |
12.06 |
¥-14.8万 |
-17.13% |
跌破0.618止损 |
| 24 |
2020-02-14 |
2020-03-16 |
14.41872432 |
13.5864 |
¥-4.1万 |
-5.80% |
跌破0.618止损 |
| 25 |
2020-05-20 |
2020-05-26 |
13.918074169999997 |
13.26672 |
¥-3.2万 |
-4.71% |
跌破0.618止损 |
| 26 |
2020-06-18 |
2020-07-06 |
13.397398014 |
15.31467 |
¥9.2万 |
+14.28% |
重回前高 |
| 27 |
2020-08-14 |
2020-09-08 |
15.670349694999999 |
14.555430000000001 |
¥-5.2万 |
-7.14% |
跌破0.618止损 |
| 28 |
2020-10-13 |
2020-11-02 |
16.0208048 |
15.29 |
¥-3.1万 |
-4.59% |
跌破0.618止损 |
| 29 |
2021-03-05 |
2021-03-25 |
21.077371315 |
18.70128 |
¥-7.1万 |
-11.30% |
跌破0.618止损 |
| 30 |
2021-08-23 |
2021-09-15 |
19.224965759999996 |
18.19179 |
¥-3.1万 |
-5.40% |
跌破0.618止损 |
| 31 |
2021-12-03 |
2021-12-17 |
17.665298 |
18.4815 |
¥2.5万 |
+4.59% |
重回前高 |
| 32 |
2022-01-14 |
2022-01-26 |
16.841871045999998 |
15.834149999999998 |
¥-3.4万 |
-6.01% |
跌破0.618止损 |
| 33 |
2022-06-14 |
2022-08-04 |
12.546292758999996 |
11.59839 |
¥-4.1万 |
-7.58% |
跌破0.618止损 |
| 34 |
2022-11-23 |
2023-01-20 |
10.413523119999999 |
11.058930000000002 |
¥3.1万 |
+6.17% |
重回前高 |
| 35 |
2023-03-10 |
2023-04-20 |
11.833549000000001 |
11.72826 |
¥-4,853 |
-0.92% |
跌破0.618止损 |
| 36 |
2023-05-17 |
2023-05-25 |
12.41612372 |
11.69829 |
¥-3.1万 |
-5.81% |
跌破0.618止损 |
| 37 |
2023-06-16 |
2023-08-01 |
12.255915671999999 |
13.116870000000002 |
¥3.5万 |
+6.99% |
重回前高 |
| 38 |
2023-08-14 |
2023-08-22 |
12.185824651 |
11.968020000000001 |
¥-9,542 |
-1.82% |
跌破0.618止损 |
| 39 |
2023-12-04 |
2023-12-29 |
13.918074169999997 |
13.50648 |
¥-1.6万 |
-2.99% |
跌破0.618止损 |
| 40 |
2024-01-04 |
2024-01-29 |
14.028217202999997 |
15.14484 |
¥4.0万 |
+7.93% |
重回前高 |
| 41 |
2024-05-07 |
2024-05-21 |
17.272430175 |
16.4835 |
¥-2.5万 |
-4.60% |
跌破0.618止损 |
| 42 |
2024-10-11 |
2024-10-16 |
14.869309454999998 |
13.72626 |
¥-4.0万 |
-7.72% |
跌破0.618止损 |
| 43 |
2025-03-26 |
2025-04-08 |
15.950713778999999 |
14.3856 |
¥-4.7万 |
-9.84% |
跌破0.618止损 |
| 44 |
2025-06-19 |
2025-07-22 |
15.470089634999997 |
15.864120000000002 |
¥1.1万 |
+2.52% |
重回前高 |
| 45 |
2026-03-16 |
2026-05-07 |
24.837448999999996 |
35.67429 |
¥19.3万 |
+43.59% |
重回前高 |
| 46 |
2026-06-10 |
2026-06-29 |
29.468267828999995 |
27.572400000000002 |
¥-4.0万 |
-6.46% |
跌破0.618止损 |
| 47 |
2026-08-06 |
2026-08-20 |
29.838748939999995 |
28.471499999999995 |
¥-2.7万 |
-4.61% |
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 |
|---|
| 2015-05-04 |
黄金分割买点 |
买入 |
31.511479999999995 |
31600.0 |
¥99.6万 |
|
| 2015-06-03 |
重回前高 |
卖出 |
36.39357 |
31600.0 |
¥1.15M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
32.83279999999999 |
34600.0 |
¥1.14M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
30.97899 |
34600.0 |
¥1.07M |
止损触发 |
| 2015-11-23 |
黄金分割买点 |
买入 |
10.480469999999999 |
103800.0 |
¥1.09M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
8.55 |
103800.0 |
¥88.7万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
8.23823 |
106700.0 |
¥87.9万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
7.67232 |
106700.0 |
¥81.8万 |
止损触发 |
| 2016-07-14 |
黄金分割买点 |
买入 |
8.15 |
100800.0 |
¥82.2万 |
|
| 2016-07-22 |
重回前高 |
卖出 |
8.551440000000001 |
100800.0 |
¥86.2万 |
|
| 2016-09-05 |
黄金分割买点 |
买入 |
8.618609999999999 |
100400.0 |
¥86.6万 |
|
| 2016-10-26 |
重回前高 |
卖出 |
9.7902 |
100400.0 |
¥98.3万 |
|
| 2016-12-15 |
黄金分割买点 |
买入 |
10.210199999999999 |
96000.0 |
¥98.0万 |
|
| 2017-01-03 |
跌破0.618止损 |
卖出 |
9.950040000000001 |
96000.0 |
¥95.5万 |
止损触发 |
| 2017-01-06 |
黄金分割买点 |
买入 |
10.360349999999999 |
92400.0 |
¥95.8万 |
|
| 2017-01-18 |
跌破0.618止损 |
卖出 |
10.30968 |
92400.0 |
¥95.2万 |
止损触发 |
| 2017-01-20 |
黄金分割买点 |
买入 |
10.73072 |
88300.0 |
¥94.8万 |
|
| 2017-02-08 |
重回前高 |
卖出 |
11.608379999999999 |
88300.0 |
¥1.02M |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
8.078069999999999 |
126400.0 |
¥1.02M |
|
| 2017-12-05 |
跌破0.618止损 |
卖出 |
7.74225 |
126400.0 |
¥97.8万 |
止损触发 |
| 2017-12-27 |
黄金分割买点 |
买入 |
8.23823 |
118500.0 |
¥97.7万 |
|
| 2018-01-24 |
重回前高 |
卖出 |
9.21078 |
118500.0 |
¥1.09M |
|
| 2018-02-28 |
黄金分割买点 |
买入 |
8.42842 |
130400.0 |
¥1.10M |
|
| 2018-03-21 |
跌破0.618止损 |
卖出 |
8.23176 |
130400.0 |
¥1.07M |
止损触发 |
| 2018-04-09 |
黄金分割买点 |
买入 |
8.57857 |
125000.0 |
¥1.07M |
|
| 2018-04-23 |
跌破0.618止损 |
卖出 |
8.15184 |
125000.0 |
¥1.02M |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
8.298289999999998 |
122600.0 |
¥1.02M |
|
| 2018-05-29 |
重回前高 |
卖出 |
8.72127 |
122600.0 |
¥1.07M |
|
| 2018-06-22 |
黄金分割买点 |
买入 |
8.84884 |
119500.0 |
¥1.06M |
|
| 2018-06-27 |
跌破0.618止损 |
卖出 |
8.6913 |
119500.0 |
¥1.04M |
止损触发 |
| 2018-09-20 |
黄金分割买点 |
买入 |
8.258249999999999 |
127200.0 |
¥1.05M |
|
| 2018-10-16 |
跌破0.618止损 |
卖出 |
7.88211 |
127200.0 |
¥1.00M |
止损触发 |
| 2019-05-08 |
黄金分割买点 |
买入 |
11.601589999999998 |
84200.0 |
¥97.7万 |
|
| 2019-05-21 |
跌破0.618止损 |
卖出 |
11.15 |
84200.0 |
¥93.9万 |
止损触发 |
| 2019-05-28 |
黄金分割买点 |
买入 |
11.8118 |
80300.0 |
¥94.9万 |
|
| 2019-06-03 |
跌破0.618止损 |
卖出 |
11.64834 |
80300.0 |
¥93.5万 |
止损触发 |
| 2019-06-12 |
黄金分割买点 |
买入 |
12.372359999999999 |
76100.0 |
¥94.2万 |
|
| 2019-06-17 |
跌破0.618止损 |
卖出 |
12.12786 |
76100.0 |
¥92.3万 |
止损触发 |
| 2019-07-02 |
黄金分割买点 |
买入 |
12.84 |
72100.0 |
¥92.6万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
11.89809 |
72100.0 |
¥85.8万 |
止损触发 |
| 2019-09-17 |
黄金分割买点 |
买入 |
12.09 |
71400.0 |
¥86.3万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
11.23875 |
71400.0 |
¥80.2万 |
止损触发 |
| 2019-10-23 |
黄金分割买点 |
买入 |
11.82181 |
67700.0 |
¥80.1万 |
|
| 2019-11-04 |
重回前高 |
卖出 |
12.77 |
67700.0 |
¥86.4万 |
|
| 2020-01-15 |
黄金分割买点 |
买入 |
14.544529999999998 |
59400.0 |
¥86.4万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
12.06 |
59400.0 |
¥71.6万 |
止损触发 |
| 2020-02-14 |
黄金分割买点 |
买入 |
14.4144 |
49600.0 |
¥71.5万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
13.5864 |
49600.0 |
¥67.4万 |
止损触发 |
| 2020-05-20 |
黄金分割买点 |
买入 |
13.913899999999998 |
48300.0 |
¥67.2万 |
|
| 2020-05-26 |
跌破0.618止损 |
卖出 |
13.26672 |
48300.0 |
¥64.1万 |
止损触发 |
| 2020-06-18 |
黄金分割买点 |
买入 |
13.393379999999999 |
48100.0 |
¥64.4万 |
|
| 2020-07-06 |
重回前高 |
卖出 |
15.31467 |
48100.0 |
¥73.6万 |
|
| 2020-08-14 |
黄金分割买点 |
买入 |
15.66565 |
46900.0 |
¥73.5万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
14.555430000000001 |
46900.0 |
¥68.2万 |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
16.016 |
42600.0 |
¥68.2万 |
|
| 2020-11-02 |
跌破0.618止损 |
卖出 |
15.29 |
42600.0 |
¥65.1万 |
止损触发 |
| 2021-03-05 |
黄金分割买点 |
买入 |
21.07105 |
30000.0 |
¥63.2万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
18.70128 |
30000.0 |
¥56.1万 |
止损触发 |
| 2021-08-23 |
黄金分割买点 |
买入 |
19.219199999999997 |
30000.0 |
¥57.7万 |
|
| 2021-09-15 |
跌破0.618止损 |
卖出 |
18.19179 |
30000.0 |
¥54.6万 |
止损触发 |
| 2021-12-03 |
黄金分割买点 |
买入 |
17.66 |
31100.0 |
¥54.9万 |
|
| 2021-12-17 |
重回前高 |
卖出 |
18.4815 |
31100.0 |
¥57.5万 |
|
| 2022-01-14 |
黄金分割买点 |
买入 |
16.83682 |
33900.0 |
¥57.1万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
15.834149999999998 |
33900.0 |
¥53.7万 |
止损触发 |
| 2022-06-14 |
黄金分割买点 |
买入 |
12.542529999999996 |
42700.0 |
¥53.6万 |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
11.59839 |
42700.0 |
¥49.5万 |
止损触发 |
| 2022-11-23 |
黄金分割买点 |
买入 |
10.4104 |
48100.0 |
¥50.1万 |
|
| 2023-01-20 |
重回前高 |
卖出 |
11.058930000000002 |
48100.0 |
¥53.2万 |
|
| 2023-03-10 |
黄金分割买点 |
买入 |
11.83 |
44600.0 |
¥52.8万 |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
11.72826 |
44600.0 |
¥52.3万 |
止损触发 |
| 2023-05-17 |
黄金分割买点 |
买入 |
12.4124 |
42400.0 |
¥52.6万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
11.69829 |
42400.0 |
¥49.6万 |
止损触发 |
| 2023-06-16 |
黄金分割买点 |
买入 |
12.252239999999999 |
40400.0 |
¥49.5万 |
|
| 2023-08-01 |
重回前高 |
卖出 |
13.116870000000002 |
40400.0 |
¥53.0万 |
|
| 2023-08-14 |
黄金分割买点 |
买入 |
12.18217 |
43100.0 |
¥52.5万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
11.968020000000001 |
43100.0 |
¥51.6万 |
止损触发 |
| 2023-12-04 |
黄金分割买点 |
买入 |
13.913899999999998 |
37400.0 |
¥52.1万 |
|
| 2023-12-29 |
跌破0.618止损 |
卖出 |
13.50648 |
37400.0 |
¥50.5万 |
止损触发 |
| 2024-01-04 |
黄金分割买点 |
买入 |
14.024009999999999 |
36000.0 |
¥50.5万 |
|
| 2024-01-29 |
重回前高 |
卖出 |
15.14484 |
36000.0 |
¥54.5万 |
|
| 2024-05-07 |
黄金分割买点 |
买入 |
17.267249999999997 |
31400.0 |
¥54.2万 |
|
| 2024-05-21 |
跌破0.618止损 |
卖出 |
16.4835 |
31400.0 |
¥51.7万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
14.864849999999999 |
35000.0 |
¥52.0万 |
|
| 2024-10-16 |
跌破0.618止损 |
卖出 |
13.72626 |
35000.0 |
¥48.0万 |
止损触发 |
| 2025-03-26 |
黄金分割买点 |
买入 |
15.945929999999999 |
30100.0 |
¥48.0万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
14.3856 |
30100.0 |
¥43.3万 |
止损触发 |
| 2025-06-19 |
黄金分割买点 |
买入 |
15.465449999999997 |
27900.0 |
¥43.2万 |
|
| 2025-07-22 |
重回前高 |
卖出 |
15.864120000000002 |
27900.0 |
¥44.2万 |
|
| 2026-03-16 |
黄金分割买点 |
买入 |
24.83 |
17800.0 |
¥44.2万 |
|
| 2026-05-07 |
重回前高 |
卖出 |
35.67429 |
17800.0 |
¥63.5万 |
|
| 2026-06-10 |
黄金分割买点 |
买入 |
29.459429999999998 |
20900.0 |
¥61.6万 |
|
| 2026-06-29 |
跌破0.618止损 |
卖出 |
27.572400000000002 |
20900.0 |
¥57.6万 |
止损触发 |
| 2026-08-06 |
黄金分割买点 |
买入 |
29.829799999999995 |
19700.0 |
¥58.8万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
28.471499999999995 |
19700.0 |
¥56.1万 |
止损触发 |