000657 中钨高新 — 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: ¥1.13M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +13.47%）
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 54 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 |
2015-06-23 |
2015-06-29 |
24.541870352999997 |
22.4775 |
¥-8.3万 |
-8.44% |
跌破0.618止损 |
| 2 |
2016-04-14 |
2016-05-10 |
17.885364 |
14.235750000000001 |
¥-18.7万 |
-20.43% |
跌破0.618止损 |
| 3 |
2016-07-06 |
2016-07-29 |
16.22106486 |
18.82116 |
¥11.5万 |
+15.99% |
重回前高 |
| 4 |
2016-08-25 |
2016-09-13 |
17.192326150999996 |
15.74 |
¥-7.1万 |
-8.47% |
跌破0.618止损 |
| 5 |
2016-09-20 |
2016-09-23 |
16.721715009999997 |
16.6833 |
¥-1,958 |
-0.26% |
跌破0.618止损 |
| 6 |
2016-11-23 |
2016-12-01 |
16.942001076 |
16.183799999999998 |
¥-3.5万 |
-4.50% |
跌破0.618止损 |
| 7 |
2017-03-21 |
2017-04-05 |
15.039530505999998 |
13.906079999999998 |
¥-5.6万 |
-7.56% |
跌破0.618止损 |
| 8 |
2017-07-05 |
2017-07-10 |
12.716513809999999 |
14.085899999999999 |
¥7.2万 |
+10.74% |
重回前高 |
| 9 |
2017-08-15 |
2017-10-17 |
13.918074169999999 |
14.295689999999999 |
¥2.0万 |
+2.68% |
跌破0.618止损 |
| 10 |
2018-01-10 |
2018-01-18 |
12.746552819000001 |
12.04794 |
¥-4.2万 |
-5.51% |
跌破0.618止损 |
| 11 |
2018-01-24 |
2018-02-02 |
12.436149725999998 |
11.74824 |
¥-4.0万 |
-5.56% |
跌破0.618止损 |
| 12 |
2018-03-07 |
2018-03-20 |
11.733519000000001 |
11.20878 |
¥-3.1万 |
-4.50% |
跌破0.618止损 |
| 13 |
2018-04-11 |
2018-05-03 |
11.745252519 |
11.118870000000001 |
¥-3.5万 |
-5.36% |
跌破0.618止损 |
| 14 |
2018-05-09 |
2018-05-31 |
11.424836422999999 |
10.76 |
¥-3.6万 |
-5.85% |
跌破0.618止损 |
| 15 |
2018-11-21 |
2018-11-26 |
6.117944833 |
5.68431 |
¥-4.2万 |
-7.12% |
跌破0.618止损 |
| 16 |
2018-12-05 |
2018-12-19 |
5.777502730999999 |
5.594399999999999 |
¥-1.7万 |
-3.20% |
跌破0.618止损 |
| 17 |
2019-02-21 |
2019-02-26 |
5.847593752 |
6.3936 |
¥4.9万 |
+9.30% |
重回前高 |
| 18 |
2019-04-29 |
2019-05-07 |
6.6085819799999985 |
5.84415 |
¥-6.7万 |
-11.59% |
跌破0.618止损 |
| 19 |
2019-05-22 |
2019-05-27 |
6.628607985999999 |
6.37362 |
¥-1.9万 |
-3.88% |
跌破0.618止损 |
| 20 |
2019-06-25 |
2019-07-05 |
7.459687235 |
6.72327 |
¥-4.9万 |
-9.90% |
跌破0.618止损 |
| 21 |
2019-09-10 |
2019-09-27 |
7.199349156999999 |
6.94305 |
¥-1.6万 |
-3.59% |
跌破0.618止损 |
| 22 |
2019-10-16 |
2019-10-21 |
7.129258135999999 |
6.72327 |
¥-2.4万 |
-5.72% |
跌破0.618止损 |
| 23 |
2019-12-25 |
2020-02-04 |
6.812043 |
5.6 |
¥-7.2万 |
-17.82% |
跌破0.618止损 |
| 24 |
2020-02-18 |
2020-03-16 |
6.408321919999999 |
6.0939 |
¥-1.6万 |
-4.93% |
跌破0.618止损 |
| 25 |
2020-05-25 |
2020-09-25 |
6.238100868999999 |
6.74325 |
¥2.5万 |
+8.07% |
跌破0.618止损 |
| 26 |
2020-11-18 |
2020-11-25 |
6.898959066999999 |
7.37262 |
¥2.3万 |
+6.83% |
重回前高 |
| 27 |
2020-12-04 |
2020-12-16 |
6.9590370849999985 |
6.61338 |
¥-1.8万 |
-5.00% |
跌破0.618止损 |
| 28 |
2020-12-18 |
2021-01-15 |
6.939011078999998 |
6.63336 |
¥-1.5万 |
-4.43% |
跌破0.618止损 |
| 29 |
2021-01-22 |
2021-01-25 |
6.90897207 |
6.82 |
¥-4,296 |
-1.32% |
跌破0.618止损 |
| 30 |
2021-01-27 |
2021-01-29 |
7.10923213 |
6.94305 |
¥-7,690 |
-2.37% |
跌破0.618止损 |
| 31 |
2021-02-10 |
2021-03-04 |
7.019115102999999 |
8.131860000000001 |
¥5.0万 |
+15.82% |
重回前高 |
| 32 |
2021-03-22 |
2021-05-25 |
7.960337385 |
8.131860000000001 |
¥7,795 |
+2.12% |
跌破0.618止损 |
| 33 |
2021-09-22 |
2021-09-27 |
12.416123719999998 |
12.07791 |
¥-1.0万 |
-2.75% |
跌破0.618止损 |
| 34 |
2021-10-18 |
2021-11-23 |
13.567619064999999 |
17.16282 |
¥9.7万 |
+26.46% |
重回前高 |
| 35 |
2021-12-10 |
2022-01-05 |
17.082183117999996 |
15.204780000000001 |
¥-5.1万 |
-11.02% |
跌破0.618止损 |
| 36 |
2022-05-19 |
2022-08-24 |
12.015603599999999 |
14.875110000000001 |
¥9.7万 |
+23.76% |
跌破0.618止损 |
| 37 |
2022-11-02 |
2023-02-17 |
14.769179424999999 |
15.574410000000002 |
¥2.7万 |
+5.42% |
跌破0.618止损 |
| 38 |
2023-09-08 |
2023-09-21 |
9.702599906999996 |
9.41058 |
¥-1.6万 |
-3.04% |
跌破0.618止损 |
| 39 |
2023-10-18 |
2023-10-19 |
9.742651919 |
9.290700000000001 |
¥-2.4万 |
-4.67% |
跌破0.618止损 |
| 40 |
2023-11-07 |
2023-11-15 |
9.632889 |
9.38061 |
¥-1.3万 |
-2.65% |
跌破0.618止损 |
| 41 |
2024-01-12 |
2024-01-15 |
9.061767714999998 |
8.74125 |
¥-1.7万 |
-3.57% |
跌破0.618止损 |
| 42 |
2024-01-26 |
2024-01-31 |
8.541091558999998 |
7.9720200000000006 |
¥-3.1万 |
-6.69% |
跌破0.618止损 |
| 43 |
2024-02-27 |
2024-03-18 |
8.290766483999999 |
10.529459999999998 |
¥11.7万 |
+26.96% |
重回前高 |
| 44 |
2024-04-24 |
2024-06-14 |
10.343432098999997 |
10.34964 |
¥164 |
+0.03% |
跌破0.618止损 |
| 45 |
2024-10-11 |
2024-11-14 |
9.422235823 |
11.75823 |
¥13.7万 |
+24.75% |
重回前高 |
| 46 |
2024-11-27 |
2024-12-27 |
9.742651918999998 |
9.80019 |
¥3,838 |
+0.56% |
跌破0.618止损 |
| 47 |
2025-03-24 |
2025-04-08 |
10.153185041999999 |
9.02097 |
¥-7.8万 |
-11.18% |
跌破0.618止损 |
| 48 |
2025-05-28 |
2025-07-22 |
10.513653149999998 |
14.455530000000001 |
¥23.0万 |
+37.45% |
重回前高 |
| 49 |
2025-08-04 |
2025-09-02 |
15.800518733999997 |
22.26771 |
¥34.4万 |
+40.89% |
重回前高 |
| 50 |
2025-09-23 |
2025-10-20 |
18.003379393999996 |
16.46352 |
¥-10.2万 |
-8.58% |
跌破0.618止损 |
| 51 |
2025-11-13 |
2025-12-18 |
22.328996689999997 |
28.09188 |
¥27.4万 |
+25.77% |
重回前高 |
| 52 |
2026-03-23 |
2026-04-29 |
48.56306454999999 |
52.01793 |
¥9.3万 |
+7.08% |
跌破0.618止损 |
| 53 |
2026-05-11 |
2026-05-20 |
60.078018 |
53.95599 |
¥-14.7万 |
-10.22% |
跌破0.618止损 |
| 54 |
2026-07-07 |
2026-07-14 |
80.23419303899999 |
69.4305 |
¥-17.5万 |
-13.49% |
跌破0.618止损 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
24.534509999999997 |
39900.0 |
¥97.9万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
22.4775 |
39900.0 |
¥89.7万 |
止损触发 |
| 2016-04-14 |
黄金分割买点 |
买入 |
17.88 |
51200.0 |
¥91.6万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
14.235750000000001 |
51200.0 |
¥72.9万 |
止损触发 |
| 2016-07-06 |
黄金分割买点 |
买入 |
16.216199999999997 |
44300.0 |
¥71.9万 |
|
| 2016-07-29 |
重回前高 |
卖出 |
18.82116 |
44300.0 |
¥83.4万 |
|
| 2016-08-25 |
黄金分割买点 |
买入 |
17.18717 |
48400.0 |
¥83.2万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
15.74 |
48400.0 |
¥76.2万 |
止损触发 |
| 2016-09-20 |
黄金分割买点 |
买入 |
16.716699999999996 |
45100.0 |
¥75.4万 |
|
| 2016-09-23 |
跌破0.618止损 |
卖出 |
16.6833 |
45100.0 |
¥75.2万 |
止损触发 |
| 2016-11-23 |
黄金分割买点 |
买入 |
16.93692 |
45300.0 |
¥76.7万 |
|
| 2016-12-01 |
跌破0.618止损 |
卖出 |
16.183799999999998 |
45300.0 |
¥73.3万 |
止损触发 |
| 2017-03-21 |
黄金分割买点 |
买入 |
15.035019999999998 |
48800.0 |
¥73.4万 |
|
| 2017-04-05 |
跌破0.618止损 |
卖出 |
13.906079999999998 |
48800.0 |
¥67.8万 |
止损触发 |
| 2017-07-05 |
黄金分割买点 |
买入 |
12.712699999999998 |
52600.0 |
¥66.9万 |
|
| 2017-07-10 |
重回前高 |
卖出 |
14.085899999999999 |
52600.0 |
¥74.1万 |
|
| 2017-08-15 |
黄金分割买点 |
买入 |
13.9139 |
53800.0 |
¥74.9万 |
|
| 2017-10-17 |
跌破0.618止损 |
卖出 |
14.295689999999999 |
53800.0 |
¥76.9万 |
止损触发 |
| 2018-01-10 |
黄金分割买点 |
买入 |
12.74273 |
60200.0 |
¥76.7万 |
|
| 2018-01-18 |
跌破0.618止损 |
卖出 |
12.04794 |
60200.0 |
¥72.5万 |
止损触发 |
| 2018-01-24 |
黄金分割买点 |
买入 |
12.432419999999999 |
58300.0 |
¥72.5万 |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
11.74824 |
58300.0 |
¥68.5万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
11.73 |
58700.0 |
¥68.9万 |
|
| 2018-03-20 |
跌破0.618止损 |
卖出 |
11.20878 |
58700.0 |
¥65.8万 |
止损触发 |
| 2018-04-11 |
黄金分割买点 |
买入 |
11.741729999999999 |
55600.0 |
¥65.3万 |
|
| 2018-05-03 |
跌破0.618止损 |
卖出 |
11.118870000000001 |
55600.0 |
¥61.8万 |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
11.421409999999998 |
54600.0 |
¥62.4万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
10.76 |
54600.0 |
¥58.7万 |
止损触发 |
| 2018-11-21 |
黄金分割买点 |
买入 |
6.11611 |
95500.0 |
¥58.4万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
5.68431 |
95500.0 |
¥54.3万 |
止损触发 |
| 2018-12-05 |
黄金分割买点 |
买入 |
5.775769999999999 |
93100.0 |
¥53.8万 |
|
| 2018-12-19 |
跌破0.618止损 |
卖出 |
5.594399999999999 |
93100.0 |
¥52.1万 |
止损触发 |
| 2019-02-21 |
黄金分割买点 |
买入 |
5.845839999999999 |
89900.0 |
¥52.6万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
6.3936 |
89900.0 |
¥57.5万 |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
6.6065999999999985 |
87500.0 |
¥57.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
5.84415 |
87500.0 |
¥51.1万 |
止损触发 |
| 2019-05-22 |
黄金分割买点 |
买入 |
6.626619999999999 |
75700.0 |
¥50.2万 |
|
| 2019-05-27 |
跌破0.618止损 |
卖出 |
6.37362 |
75700.0 |
¥48.2万 |
止损触发 |
| 2019-06-25 |
黄金分割买点 |
买入 |
7.45745 |
65700.0 |
¥49.0万 |
|
| 2019-07-05 |
跌破0.618止损 |
卖出 |
6.72327 |
65700.0 |
¥44.2万 |
止损触发 |
| 2019-09-10 |
黄金分割买点 |
买入 |
7.19719 |
61600.0 |
¥44.3万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
6.94305 |
61600.0 |
¥42.8万 |
止损触发 |
| 2019-10-16 |
黄金分割买点 |
买入 |
7.12712 |
59500.0 |
¥42.4万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
6.72327 |
59500.0 |
¥40.0万 |
止损触发 |
| 2019-12-25 |
黄金分割买点 |
买入 |
6.81 |
59100.0 |
¥40.3万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
5.6 |
59100.0 |
¥33.1万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
6.4064 |
51800.0 |
¥33.2万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
6.0939 |
51800.0 |
¥31.6万 |
止损触发 |
| 2020-05-25 |
黄金分割买点 |
买入 |
6.23623 |
50500.0 |
¥31.5万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
6.74325 |
50500.0 |
¥34.0万 |
止损触发 |
| 2020-11-18 |
黄金分割买点 |
买入 |
6.896889999999999 |
49500.0 |
¥34.1万 |
|
| 2020-11-25 |
重回前高 |
卖出 |
7.37262 |
49500.0 |
¥36.5万 |
|
| 2020-12-04 |
黄金分割买点 |
买入 |
6.956949999999998 |
52300.0 |
¥36.4万 |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
6.61338 |
52300.0 |
¥34.6万 |
止损触发 |
| 2020-12-18 |
黄金分割买点 |
买入 |
6.9369299999999985 |
49800.0 |
¥34.6万 |
|
| 2021-01-15 |
跌破0.618止损 |
卖出 |
6.63336 |
49800.0 |
¥33.0万 |
止损触发 |
| 2021-01-22 |
黄金分割买点 |
买入 |
6.9069 |
47200.0 |
¥32.6万 |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
6.82 |
47200.0 |
¥32.2万 |
止损触发 |
| 2021-01-27 |
黄金分割买点 |
买入 |
7.107099999999999 |
45700.0 |
¥32.5万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
6.94305 |
45700.0 |
¥31.7万 |
止损触发 |
| 2021-02-10 |
黄金分割买点 |
买入 |
7.017009999999999 |
45300.0 |
¥31.8万 |
|
| 2021-03-04 |
重回前高 |
卖出 |
8.131860000000001 |
45300.0 |
¥36.8万 |
|
| 2021-03-22 |
黄金分割买点 |
买入 |
7.95795 |
46100.0 |
¥36.7万 |
|
| 2021-05-25 |
跌破0.618止损 |
卖出 |
8.131860000000001 |
46100.0 |
¥37.5万 |
止损触发 |
| 2021-09-22 |
黄金分割买点 |
买入 |
12.4124 |
29600.0 |
¥36.8万 |
|
| 2021-09-27 |
跌破0.618止损 |
卖出 |
12.07791 |
29600.0 |
¥35.7万 |
止损触发 |
| 2021-10-18 |
黄金分割买点 |
买入 |
13.56355 |
27000.0 |
¥36.6万 |
|
| 2021-11-23 |
重回前高 |
卖出 |
17.16282 |
27000.0 |
¥46.3万 |
|
| 2021-12-10 |
黄金分割买点 |
买入 |
17.077059999999996 |
27000.0 |
¥46.1万 |
|
| 2022-01-05 |
跌破0.618止损 |
卖出 |
15.204780000000001 |
27000.0 |
¥41.0万 |
止损触发 |
| 2022-05-19 |
黄金分割买点 |
买入 |
12.011999999999999 |
33800.0 |
¥40.6万 |
|
| 2022-08-24 |
跌破0.618止损 |
卖出 |
14.875110000000001 |
33800.0 |
¥50.3万 |
止损触发 |
| 2022-11-02 |
黄金分割买点 |
买入 |
14.764749999999998 |
34100.0 |
¥50.4万 |
|
| 2023-02-17 |
跌破0.618止损 |
卖出 |
15.574410000000002 |
34100.0 |
¥53.1万 |
止损触发 |
| 2023-09-08 |
黄金分割买点 |
买入 |
9.699689999999997 |
54800.0 |
¥53.2万 |
|
| 2023-09-21 |
跌破0.618止损 |
卖出 |
9.41058 |
54800.0 |
¥51.6万 |
止损触发 |
| 2023-10-18 |
黄金分割买点 |
买入 |
9.73973 |
53100.0 |
¥51.7万 |
|
| 2023-10-19 |
跌破0.618止损 |
卖出 |
9.290700000000001 |
53100.0 |
¥49.3万 |
止损触发 |
| 2023-11-07 |
黄金分割买点 |
买入 |
9.63 |
51200.0 |
¥49.3万 |
|
| 2023-11-15 |
跌破0.618止损 |
卖出 |
9.38061 |
51200.0 |
¥48.0万 |
止损触发 |
| 2024-01-12 |
黄金分割买点 |
买入 |
9.05905 |
52300.0 |
¥47.4万 |
|
| 2024-01-15 |
跌破0.618止损 |
卖出 |
8.74125 |
52300.0 |
¥45.7万 |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
8.538529999999998 |
53900.0 |
¥46.0万 |
|
| 2024-01-31 |
跌破0.618止损 |
卖出 |
7.9720200000000006 |
53900.0 |
¥43.0万 |
止损触发 |
| 2024-02-27 |
黄金分割买点 |
买入 |
8.288279999999999 |
52500.0 |
¥43.5万 |
|
| 2024-03-18 |
重回前高 |
卖出 |
10.529459999999998 |
52500.0 |
¥55.3万 |
|
| 2024-04-24 |
黄金分割买点 |
买入 |
10.340329999999998 |
52900.0 |
¥54.7万 |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
10.34964 |
52900.0 |
¥54.7万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
9.41941 |
58600.0 |
¥55.2万 |
|
| 2024-11-14 |
重回前高 |
卖出 |
11.75823 |
58600.0 |
¥68.9万 |
|
| 2024-11-27 |
黄金分割买点 |
买入 |
9.73973 |
70300.0 |
¥68.5万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
9.80019 |
70300.0 |
¥68.9万 |
止损触发 |
| 2025-03-24 |
黄金分割买点 |
买入 |
10.150139999999999 |
68300.0 |
¥69.3万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
9.02097 |
68300.0 |
¥61.6万 |
止损触发 |
| 2025-05-28 |
黄金分割买点 |
买入 |
10.510499999999999 |
58500.0 |
¥61.5万 |
|
| 2025-07-22 |
重回前高 |
卖出 |
14.455530000000001 |
58500.0 |
¥84.5万 |
|
| 2025-08-04 |
黄金分割买点 |
买入 |
15.795779999999995 |
53300.0 |
¥84.2万 |
|
| 2025-09-02 |
重回前高 |
卖出 |
22.26771 |
53300.0 |
¥1.19M |
|
| 2025-09-23 |
黄金分割买点 |
买入 |
17.99798 |
66000.0 |
¥1.19M |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
16.46352 |
66000.0 |
¥1.09M |
止损触发 |
| 2025-11-13 |
黄金分割买点 |
买入 |
22.3223 |
47700.0 |
¥1.07M |
|
| 2025-12-18 |
重回前高 |
卖出 |
28.09188 |
47700.0 |
¥1.34M |
|
| 2026-03-23 |
黄金分割买点 |
买入 |
48.5485 |
27100.0 |
¥1.32M |
|
| 2026-04-29 |
跌破0.618止损 |
卖出 |
52.01793 |
27100.0 |
¥1.41M |
止损触发 |
| 2026-05-11 |
黄金分割买点 |
买入 |
60.06 |
24000.0 |
¥1.44M |
|
| 2026-05-20 |
跌破0.618止损 |
卖出 |
53.95599 |
24000.0 |
¥1.29M |
止损触发 |
| 2026-07-07 |
黄金分割买点 |
买入 |
80.21012999999999 |
16200.0 |
¥1.30M |
|
| 2026-07-14 |
跌破0.618止损 |
卖出 |
69.4305 |
16200.0 |
¥1.12M |
止损触发 |