000425 徐工科技 — 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: ¥17.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -82.57%）
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 50 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 |
2015-04-16 |
2015-06-23 |
14.068269214999999 |
14.83515 |
¥5.3万 |
+5.42% |
跌破0.618止损 |
| 2 |
2015-06-25 |
2015-06-29 |
15.92067477 |
14.105879999999999 |
¥-12.0万 |
-11.43% |
跌破0.618止损 |
| 3 |
2015-09-22 |
2015-09-24 |
14.0182042 |
4.70529 |
¥-60.1万 |
-66.44% |
跌破0.618止损 |
| 4 |
2016-03-22 |
2016-05-13 |
3.641092 |
3.2767199999999996 |
¥-3.3万 |
-10.03% |
跌破0.618止损 |
| 5 |
2017-04-21 |
2017-04-27 |
3.955136185 |
3.67632 |
¥-2.1万 |
-7.08% |
跌破0.618止损 |
| 6 |
2017-07-04 |
2017-07-20 |
3.8049411399999995 |
3.97602 |
¥1.2万 |
+4.46% |
重回前高 |
| 7 |
2017-08-25 |
2017-09-19 |
3.7849151339999993 |
3.8161799999999997 |
¥2,304 |
+0.80% |
跌破0.618止损 |
| 8 |
2018-02-02 |
2018-02-12 |
4.40572132 |
4.0459499999999995 |
¥-2.4万 |
-8.19% |
跌破0.618止损 |
| 9 |
2018-02-27 |
2018-03-15 |
4.325617296 |
4.17 |
¥-9,726 |
-3.63% |
跌破0.618止损 |
| 10 |
2018-05-09 |
2018-05-31 |
4.285565284 |
4.01598 |
¥-1.6万 |
-6.32% |
跌破0.618止损 |
| 11 |
2018-06-05 |
2018-06-11 |
4.215474263 |
4.065930000000001 |
¥-8,684 |
-3.58% |
跌破0.618止损 |
| 12 |
2018-06-19 |
2018-06-20 |
4.185435253999999 |
4.07592 |
¥-6,091 |
-2.65% |
跌破0.618止损 |
| 13 |
2018-07-02 |
2018-07-06 |
4.225487265999999 |
4.095899999999999 |
¥-7,012 |
-3.10% |
跌破0.618止损 |
| 14 |
2018-07-26 |
2018-08-07 |
4.215474263 |
4.03596 |
¥-9,452 |
-4.29% |
跌破0.618止损 |
| 15 |
2018-08-31 |
2018-09-06 |
4.085305223999999 |
3.95604 |
¥-6,718 |
-3.19% |
跌破0.618止损 |
| 16 |
2019-04-29 |
2019-05-24 |
4.535890359000001 |
4.28571 |
¥-1.1万 |
-5.54% |
跌破0.618止损 |
| 17 |
2019-07-16 |
2019-07-29 |
4.736150419 |
5.13486 |
¥1.6万 |
+8.39% |
重回前高 |
| 18 |
2019-09-10 |
2019-09-27 |
4.7214160000000005 |
4.515479999999999 |
¥-9,162 |
-4.39% |
跌破0.618止损 |
| 19 |
2019-10-15 |
2019-11-18 |
4.696098407 |
4.35564 |
¥-1.5万 |
-7.28% |
跌破0.618止损 |
| 20 |
2020-02-03 |
2020-02-04 |
4.6714009999999995 |
4.4 |
¥-9,736 |
-5.84% |
跌破0.618止损 |
| 21 |
2020-02-21 |
2020-03-17 |
5.226787566 |
4.8951 |
¥-1.1万 |
-6.37% |
跌破0.618止损 |
| 22 |
2020-03-26 |
2020-07-14 |
5.156696545000001 |
6.86313 |
¥5.4万 |
+33.05% |
重回前高 |
| 23 |
2020-07-17 |
2020-09-01 |
6.4984389469999995 |
6.16383 |
¥-1.1万 |
-5.18% |
跌破0.618止损 |
| 24 |
2020-12-04 |
2020-12-16 |
5.737450719 |
5.30469 |
¥-1.6万 |
-7.57% |
跌破0.618止损 |
| 25 |
2020-12-18 |
2020-12-29 |
5.637320688999999 |
5.22477 |
¥-1.4万 |
-7.35% |
跌破0.618止损 |
| 26 |
2021-01-05 |
2021-01-29 |
5.527177655999999 |
5.40459 |
¥-3,962 |
-2.25% |
跌破0.618止损 |
| 27 |
2021-03-09 |
2021-03-23 |
6.568529967999999 |
7.75224 |
¥3.1万 |
+17.99% |
重回前高 |
| 28 |
2021-04-28 |
2021-05-24 |
7.009102099999999 |
6.80319 |
¥-6,010 |
-2.97% |
跌破0.618止损 |
| 29 |
2021-08-06 |
2021-09-02 |
6.468399937999999 |
7.2627299999999995 |
¥2.4万 |
+12.25% |
重回前高 |
| 30 |
2021-09-23 |
2021-10-18 |
6.788816034 |
6.18381 |
¥-2.0万 |
-8.94% |
跌破0.618止损 |
| 31 |
2022-06-09 |
2022-08-24 |
5.286865584 |
5.25474 |
¥-1,294 |
-0.64% |
跌破0.618止损 |
| 32 |
2022-11-17 |
2022-12-01 |
4.966449487999999 |
5.27472 |
¥1.2万 |
+6.18% |
重回前高 |
| 33 |
2023-03-28 |
2023-05-05 |
6.558516964999999 |
6.33366 |
¥-7,415 |
-3.46% |
跌破0.618止损 |
| 34 |
2023-06-21 |
2023-07-24 |
6.558516964999999 |
7.17282 |
¥1.9万 |
+9.33% |
重回前高 |
| 35 |
2023-08-10 |
2023-08-16 |
6.688686003999999 |
6.343649999999999 |
¥-1.2万 |
-5.19% |
跌破0.618止损 |
| 36 |
2023-09-06 |
2023-09-18 |
6.7387510189999995 |
6.4635299999999996 |
¥-8,786 |
-4.11% |
跌破0.618止损 |
| 37 |
2023-09-20 |
2023-09-28 |
6.658646995000001 |
6.38361 |
¥-8,530 |
-4.16% |
跌破0.618止损 |
| 38 |
2024-01-04 |
2024-01-23 |
5.627307685999999 |
5.30469 |
¥-1.1万 |
-5.76% |
跌破0.618止损 |
| 39 |
2024-01-25 |
2024-02-07 |
5.427047625999999 |
6.00399 |
¥2.0万 |
+10.60% |
重回前高 |
| 40 |
2024-06-03 |
2024-07-03 |
7.179323151 |
6.613380000000001 |
¥-1.6万 |
-7.91% |
跌破0.618止损 |
| 41 |
2024-10-14 |
2024-12-27 |
7.479713240999998 |
7.68231 |
¥5,067 |
+2.68% |
跌破0.618止损 |
| 42 |
2025-02-11 |
2025-02-20 |
7.860207354999999 |
8.4915 |
¥1.6万 |
+8.00% |
重回前高 |
| 43 |
2025-03-27 |
2025-04-08 |
8.651234592 |
7.81 |
¥-2.0万 |
-9.75% |
跌破0.618止损 |
| 44 |
2025-04-11 |
2025-05-16 |
8.51105255 |
8.40159 |
¥-2,464 |
-1.32% |
跌破0.618止损 |
| 45 |
2025-07-09 |
2025-07-16 |
8.310792489999999 |
8.131860000000001 |
¥-4,008 |
-2.18% |
跌破0.618止损 |
| 46 |
2025-07-24 |
2025-08-04 |
8.721325613000001 |
8.27172 |
¥-9,494 |
-5.18% |
跌破0.618止损 |
| 47 |
2025-08-13 |
2025-08-29 |
8.81144264 |
9.590399999999999 |
¥1.5万 |
+8.81% |
重回前高 |
| 48 |
2025-10-29 |
2025-11-28 |
10.243302068999997 |
10.25973 |
¥246 |
+0.13% |
跌破0.618止损 |
| 49 |
2025-12-08 |
2025-12-26 |
11.094407323999999 |
10.7 |
¥-6,759 |
-3.58% |
跌破0.618止损 |
| 50 |
2025-12-29 |
2026-01-29 |
11.244602369 |
10.71927 |
¥-8,562 |
-4.70% |
跌破0.618止损 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
14.06405 |
69600.0 |
¥97.9万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
14.83515 |
69600.0 |
¥1.03M |
止损触发 |
| 2015-06-25 |
黄金分割买点 |
买入 |
15.915899999999999 |
66000.0 |
¥1.05M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
14.105879999999999 |
66000.0 |
¥93.1万 |
止损触发 |
| 2015-09-22 |
黄金分割买点 |
买入 |
14.014 |
64500.0 |
¥90.4万 |
|
| 2015-09-24 |
跌破0.618止损 |
卖出 |
4.70529 |
64500.0 |
¥30.3万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
3.64 |
90700.0 |
¥33.0万 |
|
| 2016-05-13 |
跌破0.618止损 |
卖出 |
3.2767199999999996 |
90700.0 |
¥29.7万 |
止损触发 |
| 2017-04-21 |
黄金分割买点 |
买入 |
3.95395 |
75600.0 |
¥29.9万 |
|
| 2017-04-27 |
跌破0.618止损 |
卖出 |
3.67632 |
75600.0 |
¥27.8万 |
止损触发 |
| 2017-07-04 |
黄金分割买点 |
买入 |
3.8037999999999994 |
72900.0 |
¥27.7万 |
|
| 2017-07-20 |
重回前高 |
卖出 |
3.97602 |
72900.0 |
¥29.0万 |
|
| 2017-08-25 |
黄金分割买点 |
买入 |
3.783779999999999 |
76500.0 |
¥29.0万 |
|
| 2017-09-19 |
跌破0.618止损 |
卖出 |
3.8161799999999997 |
76500.0 |
¥29.2万 |
止损触发 |
| 2018-02-02 |
黄金分割买点 |
买入 |
4.4044 |
65800.0 |
¥29.0万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
4.0459499999999995 |
65800.0 |
¥26.6万 |
止损触发 |
| 2018-02-27 |
黄金分割买点 |
买入 |
4.32432 |
62000.0 |
¥26.8万 |
|
| 2018-03-15 |
跌破0.618止损 |
卖出 |
4.17 |
62000.0 |
¥25.8万 |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
4.28428 |
60300.0 |
¥25.8万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
4.01598 |
60300.0 |
¥24.2万 |
止损触发 |
| 2018-06-05 |
黄金分割买点 |
买入 |
4.21421 |
57600.0 |
¥24.3万 |
|
| 2018-06-11 |
跌破0.618止损 |
卖出 |
4.065930000000001 |
57600.0 |
¥23.4万 |
止损触发 |
| 2018-06-19 |
黄金分割买点 |
买入 |
4.18418 |
55000.0 |
¥23.0万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
4.07592 |
55000.0 |
¥22.4万 |
止损触发 |
| 2018-07-02 |
黄金分割买点 |
买入 |
4.224219999999999 |
53600.0 |
¥22.6万 |
|
| 2018-07-06 |
跌破0.618止损 |
卖出 |
4.095899999999999 |
53600.0 |
¥21.9万 |
止损触发 |
| 2018-07-26 |
黄金分割买点 |
买入 |
4.21421 |
52300.0 |
¥22.0万 |
|
| 2018-08-07 |
跌破0.618止损 |
卖出 |
4.03596 |
52300.0 |
¥21.1万 |
止损触发 |
| 2018-08-31 |
黄金分割买点 |
买入 |
4.084079999999999 |
51500.0 |
¥21.0万 |
|
| 2018-09-06 |
跌破0.618止损 |
卖出 |
3.95604 |
51500.0 |
¥20.4万 |
止损触发 |
| 2019-04-29 |
黄金分割买点 |
买入 |
4.53453 |
45100.0 |
¥20.5万 |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
4.28571 |
45100.0 |
¥19.3万 |
止损触发 |
| 2019-07-16 |
黄金分割买点 |
买入 |
4.73473 |
40800.0 |
¥19.3万 |
|
| 2019-07-29 |
重回前高 |
卖出 |
5.13486 |
40800.0 |
¥20.9万 |
|
| 2019-09-10 |
黄金分割买点 |
买入 |
4.72 |
44200.0 |
¥20.9万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
4.515479999999999 |
44200.0 |
¥20.0万 |
止损触发 |
| 2019-10-15 |
黄金分割买点 |
买入 |
4.69469 |
42600.0 |
¥20.0万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
4.35564 |
42600.0 |
¥18.5万 |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
4.67 |
35700.0 |
¥16.7万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
4.4 |
35700.0 |
¥15.7万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
5.225219999999999 |
33600.0 |
¥17.6万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
4.8951 |
33600.0 |
¥16.4万 |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
5.15515 |
31700.0 |
¥16.3万 |
|
| 2020-07-14 |
重回前高 |
卖出 |
6.86313 |
31700.0 |
¥21.7万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
6.49649 |
33700.0 |
¥21.9万 |
|
| 2020-09-01 |
跌破0.618止损 |
卖出 |
6.16383 |
33700.0 |
¥20.8万 |
止损触发 |
| 2020-12-04 |
黄金分割买点 |
买入 |
5.73573 |
36100.0 |
¥20.7万 |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
5.30469 |
36100.0 |
¥19.1万 |
止损触发 |
| 2020-12-18 |
黄金分割买点 |
买入 |
5.635629999999999 |
33700.0 |
¥19.0万 |
|
| 2020-12-29 |
跌破0.618止损 |
卖出 |
5.22477 |
33700.0 |
¥17.6万 |
止损触发 |
| 2021-01-05 |
黄金分割买点 |
买入 |
5.525519999999999 |
31900.0 |
¥17.6万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
5.40459 |
31900.0 |
¥17.2万 |
止损触发 |
| 2021-03-09 |
黄金分割买点 |
买入 |
6.566559999999999 |
26400.0 |
¥17.3万 |
|
| 2021-03-23 |
重回前高 |
卖出 |
7.75224 |
26400.0 |
¥20.5万 |
|
| 2021-04-28 |
黄金分割买点 |
买入 |
7.007 |
28900.0 |
¥20.3万 |
|
| 2021-05-24 |
跌破0.618止损 |
卖出 |
6.80319 |
28900.0 |
¥19.7万 |
止损触发 |
| 2021-08-06 |
黄金分割买点 |
买入 |
6.46646 |
30500.0 |
¥19.7万 |
|
| 2021-09-02 |
重回前高 |
卖出 |
7.2627299999999995 |
30500.0 |
¥22.1万 |
|
| 2021-09-23 |
黄金分割买点 |
买入 |
6.786779999999999 |
32900.0 |
¥22.3万 |
|
| 2021-10-18 |
跌破0.618止损 |
卖出 |
6.18381 |
32900.0 |
¥20.3万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
5.285279999999999 |
38400.0 |
¥20.3万 |
|
| 2022-08-24 |
跌破0.618止损 |
卖出 |
5.25474 |
38400.0 |
¥20.2万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
4.96496 |
40300.0 |
¥20.0万 |
|
| 2022-12-01 |
重回前高 |
卖出 |
5.27472 |
40300.0 |
¥21.3万 |
|
| 2023-03-28 |
黄金分割买点 |
买入 |
6.556549999999999 |
32700.0 |
¥21.4万 |
|
| 2023-05-05 |
跌破0.618止损 |
卖出 |
6.33366 |
32700.0 |
¥20.7万 |
止损触发 |
| 2023-06-21 |
黄金分割买点 |
买入 |
6.556549999999999 |
31500.0 |
¥20.7万 |
|
| 2023-07-24 |
重回前高 |
卖出 |
7.17282 |
31500.0 |
¥22.6万 |
|
| 2023-08-10 |
黄金分割买点 |
买入 |
6.686679999999999 |
33500.0 |
¥22.4万 |
|
| 2023-08-16 |
跌破0.618止损 |
卖出 |
6.343649999999999 |
33500.0 |
¥21.2万 |
止损触发 |
| 2023-09-06 |
黄金分割买点 |
买入 |
6.73673 |
31700.0 |
¥21.4万 |
|
| 2023-09-18 |
跌破0.618止损 |
卖出 |
6.4635299999999996 |
31700.0 |
¥20.5万 |
止损触发 |
| 2023-09-20 |
黄金分割买点 |
买入 |
6.65665 |
30800.0 |
¥20.5万 |
|
| 2023-09-28 |
跌破0.618止损 |
卖出 |
6.38361 |
30800.0 |
¥19.7万 |
止损触发 |
| 2024-01-04 |
黄金分割买点 |
买入 |
5.62562 |
34900.0 |
¥19.6万 |
|
| 2024-01-23 |
跌破0.618止损 |
卖出 |
5.30469 |
34900.0 |
¥18.5万 |
止损触发 |
| 2024-01-25 |
黄金分割买点 |
买入 |
5.425419999999999 |
34100.0 |
¥18.5万 |
|
| 2024-02-07 |
重回前高 |
卖出 |
6.00399 |
34100.0 |
¥20.5万 |
|
| 2024-06-03 |
黄金分割买点 |
买入 |
7.177169999999999 |
28200.0 |
¥20.2万 |
|
| 2024-07-03 |
跌破0.618止损 |
卖出 |
6.613380000000001 |
28200.0 |
¥18.6万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
7.477469999999998 |
25300.0 |
¥18.9万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
7.68231 |
25300.0 |
¥19.4万 |
止损触发 |
| 2025-02-11 |
黄金分割买点 |
买入 |
7.85785 |
24700.0 |
¥19.4万 |
|
| 2025-02-20 |
重回前高 |
卖出 |
8.4915 |
24700.0 |
¥21.0万 |
|
| 2025-03-27 |
黄金分割买点 |
买入 |
8.64864 |
24100.0 |
¥20.8万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
7.81 |
24100.0 |
¥18.8万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
8.5085 |
22000.0 |
¥18.7万 |
|
| 2025-05-16 |
跌破0.618止损 |
卖出 |
8.40159 |
22000.0 |
¥18.5万 |
止损触发 |
| 2025-07-09 |
黄金分割买点 |
买入 |
8.3083 |
22100.0 |
¥18.4万 |
|
| 2025-07-16 |
跌破0.618止损 |
卖出 |
8.131860000000001 |
22100.0 |
¥18.0万 |
止损触发 |
| 2025-07-24 |
黄金分割买点 |
买入 |
8.71871 |
21000.0 |
¥18.3万 |
|
| 2025-08-04 |
跌破0.618止损 |
卖出 |
8.27172 |
21000.0 |
¥17.4万 |
止损触发 |
| 2025-08-13 |
黄金分割买点 |
买入 |
8.8088 |
19700.0 |
¥17.4万 |
|
| 2025-08-29 |
重回前高 |
卖出 |
9.590399999999999 |
19700.0 |
¥18.9万 |
|
| 2025-10-29 |
黄金分割买点 |
买入 |
10.240229999999999 |
18400.0 |
¥18.8万 |
|
| 2025-11-28 |
跌破0.618止损 |
卖出 |
10.25973 |
18400.0 |
¥18.9万 |
止损触发 |
| 2025-12-08 |
黄金分割买点 |
买入 |
11.091079999999998 |
17000.0 |
¥18.9万 |
|
| 2025-12-26 |
跌破0.618止损 |
卖出 |
10.7 |
17000.0 |
¥18.2万 |
止损触发 |
| 2025-12-29 |
黄金分割买点 |
买入 |
11.24123 |
16200.0 |
¥18.2万 |
|
| 2026-01-29 |
跌破0.618止损 |
卖出 |
10.71927 |
16200.0 |
¥17.4万 |
止损触发 |