000708 中信特钢 — 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: ¥20.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -79.39%）
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 44 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 |
2015-10-22 |
13.617684079999997 |
10.799190000000001 |
¥-20.6万 |
-20.72% |
跌破0.618止损 |
| 2 |
2016-01-06 |
2016-01-12 |
12.646422788999999 |
10.77921 |
¥-11.7万 |
-14.79% |
跌破0.618止损 |
| 3 |
2016-04-06 |
2016-04-13 |
11.074381317999999 |
12.41757 |
¥8.1万 |
+12.10% |
重回前高 |
| 4 |
2016-05-09 |
2016-05-12 |
11.474901438000002 |
10.64934 |
¥-5.4万 |
-7.22% |
跌破0.618止损 |
| 5 |
2016-07-12 |
2016-07-13 |
12.005590597000001 |
12.987 |
¥5.7万 |
+8.14% |
重回前高 |
| 6 |
2016-07-26 |
2016-09-28 |
11.925486572999999 |
11.95803 |
¥1,844 |
+0.24% |
跌破0.618止损 |
| 7 |
2016-12-13 |
2016-12-26 |
13.397398013999998 |
12.717270000000001 |
¥-3.9万 |
-5.11% |
跌破0.618止损 |
| 8 |
2017-01-12 |
2017-01-16 |
13.647723089 |
13.016969999999999 |
¥-3.3万 |
-4.65% |
跌破0.618止损 |
| 9 |
2017-01-25 |
2017-04-18 |
13.387385011 |
12.847139999999998 |
¥-2.8万 |
-4.06% |
跌破0.618止损 |
| 10 |
2017-07-11 |
2017-07-19 |
12.095707624 |
12.1878 |
¥4,820 |
+0.73% |
重回前高 |
| 11 |
2017-08-22 |
2017-09-07 |
13.053915 |
15.084899999999998 |
¥10.3万 |
+15.52% |
重回前高 |
| 12 |
2017-09-18 |
2017-10-18 |
13.497528044 |
13.26672 |
¥-1.3万 |
-1.74% |
跌破0.618止损 |
| 13 |
2018-06-14 |
2018-06-20 |
10.203250057 |
9.290700000000001 |
¥-6.5万 |
-8.97% |
跌破0.618止损 |
| 14 |
2018-08-10 |
2018-08-16 |
9.362157804999999 |
9.11088 |
¥-1.9万 |
-2.71% |
跌破0.618止损 |
| 15 |
2018-08-17 |
2018-10-17 |
9.492326843999999 |
9.16083 |
¥-2.4万 |
-3.52% |
跌破0.618止损 |
| 16 |
2018-11-14 |
2018-11-27 |
9.472300838 |
9.14085 |
¥-2.3万 |
-3.53% |
跌破0.618止损 |
| 17 |
2018-12-04 |
2018-12-07 |
9.382183810999999 |
9.170819999999999 |
¥-1.4万 |
-2.28% |
跌破0.618止损 |
| 18 |
2019-04-26 |
2019-05-23 |
13.537580056 |
12.547439999999998 |
¥-4.5万 |
-7.34% |
跌破0.618止损 |
| 19 |
2019-08-01 |
2019-08-21 |
13.11703393 |
14.16582 |
¥4.5万 |
+7.96% |
重回前高 |
| 20 |
2020-01-23 |
2020-02-03 |
22.886864 |
19.24 |
¥-9.7万 |
-15.96% |
跌破0.618止损 |
| 21 |
2020-02-07 |
2020-05-06 |
21.517943446999993 |
15.85413 |
¥-13.5万 |
-26.34% |
跌破0.618止损 |
| 22 |
2020-08-28 |
2020-09-08 |
17.82314534 |
16.8831 |
¥-2.0万 |
-5.30% |
跌破0.618止损 |
| 23 |
2021-02-26 |
2021-03-25 |
28.446941523 |
24.75522 |
¥-4.5万 |
-13.00% |
跌破0.618止损 |
| 24 |
2021-08-30 |
2021-09-08 |
23.470479032 |
26.783189999999998 |
¥4.4万 |
+14.08% |
重回前高 |
| 25 |
2021-09-22 |
2021-09-27 |
23.70711 |
22.42755 |
¥-1.9万 |
-5.43% |
跌破0.618止损 |
| 26 |
2022-02-25 |
2022-03-08 |
22.659425788999993 |
20.809169999999998 |
¥-2.8万 |
-8.19% |
跌破0.618止损 |
| 27 |
2022-06-02 |
2022-08-19 |
19.915862966999995 |
18.50148 |
¥-2.2万 |
-7.13% |
跌破0.618止损 |
| 28 |
2022-09-01 |
2022-09-05 |
19.675550894999997 |
18.85113 |
¥-1.2万 |
-4.22% |
跌破0.618止损 |
| 29 |
2022-09-09 |
2022-09-16 |
19.795706930999998 |
19.180799999999998 |
¥-8,689 |
-3.14% |
跌破0.618止损 |
| 30 |
2022-11-28 |
2023-02-02 |
18.023405399999998 |
18.87111 |
¥1.3万 |
+4.67% |
重回前高 |
| 31 |
2023-03-14 |
2023-03-23 |
19.12483573 |
18.01197 |
¥-1.6万 |
-5.85% |
跌破0.618止损 |
| 32 |
2023-09-05 |
2023-09-08 |
15.670349694999997 |
14.8851 |
¥-1.3万 |
-5.04% |
跌破0.618止损 |
| 33 |
2024-01-03 |
2024-01-11 |
14.198438253999997 |
13.766219999999999 |
¥-7,767 |
-3.07% |
跌破0.618止损 |
| 34 |
2024-01-29 |
2024-02-20 |
13.857996151999998 |
14.3856 |
¥9,262 |
+3.78% |
重回前高 |
| 35 |
2024-03-22 |
2024-04-18 |
14.628997382999998 |
16.383599999999998 |
¥3.0万 |
+11.96% |
重回前高 |
| 36 |
2024-04-30 |
2024-05-24 |
15.510141646999998 |
14.97 |
¥-9,912 |
-3.51% |
跌破0.618止损 |
| 37 |
2024-10-15 |
2024-10-31 |
12.836669845999996 |
12.11787 |
¥-1.5万 |
-5.63% |
跌破0.618止损 |
| 38 |
2024-11-12 |
2024-11-25 |
12.806630836999998 |
11.72826 |
¥-2.2万 |
-8.45% |
跌破0.618止损 |
| 39 |
2025-02-14 |
2025-04-08 |
11.935499576 |
11.59 |
¥-6,910 |
-2.92% |
跌破0.618止损 |
| 40 |
2025-08-04 |
2025-10-10 |
12.806630836999998 |
13.75623 |
¥1.7万 |
+7.38% |
重回前高 |
| 41 |
2026-03-19 |
2026-03-20 |
16.541480955999997 |
16.07391 |
¥-6,991 |
-2.86% |
跌破0.618止损 |
| 42 |
2026-03-31 |
2026-04-08 |
16.611571976999997 |
16.17381 |
¥-6,374 |
-2.66% |
跌破0.618止损 |
| 43 |
2026-04-09 |
2026-04-24 |
16.621584979999998 |
15.63435 |
¥-1.4万 |
-5.97% |
跌破0.618止损 |
| 44 |
2026-07-24 |
2026-09-08 |
14.358646301999999 |
13.42656 |
¥-1.4万 |
-6.52% |
跌破0.618止损 |
逐笔成交记录（共 88 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 |
13.613599999999998 |
72900.0 |
¥99.3万 |
|
| 2015-10-22 |
跌破0.618止损 |
卖出 |
10.799190000000001 |
72900.0 |
¥78.7万 |
止损触发 |
| 2016-01-06 |
黄金分割买点 |
买入 |
12.642629999999999 |
62500.0 |
¥79.0万 |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
10.77921 |
62500.0 |
¥67.3万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
11.07106 |
60800.0 |
¥67.3万 |
|
| 2016-04-13 |
重回前高 |
卖出 |
12.41757 |
60800.0 |
¥75.5万 |
|
| 2016-05-09 |
黄金分割买点 |
买入 |
11.47146 |
64700.0 |
¥74.2万 |
|
| 2016-05-12 |
跌破0.618止损 |
卖出 |
10.64934 |
64700.0 |
¥68.9万 |
止损触发 |
| 2016-07-12 |
黄金分割买点 |
买入 |
12.001990000000001 |
58400.0 |
¥70.1万 |
|
| 2016-07-13 |
重回前高 |
卖出 |
12.987 |
58400.0 |
¥75.8万 |
|
| 2016-07-26 |
黄金分割买点 |
买入 |
11.921909999999999 |
63700.0 |
¥76.0万 |
|
| 2016-09-28 |
跌破0.618止损 |
卖出 |
11.95803 |
63700.0 |
¥76.1万 |
止损触发 |
| 2016-12-13 |
黄金分割买点 |
买入 |
13.393379999999999 |
56700.0 |
¥76.0万 |
|
| 2016-12-26 |
跌破0.618止损 |
卖出 |
12.717270000000001 |
56700.0 |
¥72.1万 |
止损触发 |
| 2017-01-12 |
黄金分割买点 |
买入 |
13.64363 |
52500.0 |
¥71.7万 |
|
| 2017-01-16 |
跌破0.618止损 |
卖出 |
13.016969999999999 |
52500.0 |
¥68.3万 |
止损触发 |
| 2017-01-25 |
黄金分割买点 |
买入 |
13.383369999999998 |
51400.0 |
¥68.8万 |
|
| 2017-04-18 |
跌破0.618止损 |
卖出 |
12.847139999999998 |
51400.0 |
¥66.0万 |
止损触发 |
| 2017-07-11 |
黄金分割买点 |
买入 |
12.09208 |
54500.0 |
¥65.9万 |
|
| 2017-07-19 |
重回前高 |
卖出 |
12.1878 |
54500.0 |
¥66.4万 |
|
| 2017-08-22 |
黄金分割买点 |
买入 |
13.05 |
51000.0 |
¥66.6万 |
|
| 2017-09-07 |
重回前高 |
卖出 |
15.084899999999998 |
51000.0 |
¥76.9万 |
|
| 2017-09-18 |
黄金分割买点 |
买入 |
13.493479999999998 |
56300.0 |
¥76.0万 |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
13.26672 |
56300.0 |
¥74.7万 |
止损触发 |
| 2018-06-14 |
黄金分割买点 |
买入 |
10.20019 |
71400.0 |
¥72.9万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
9.290700000000001 |
71400.0 |
¥66.3万 |
止损触发 |
| 2018-08-10 |
黄金分割买点 |
买入 |
9.35935 |
73200.0 |
¥68.5万 |
|
| 2018-08-16 |
跌破0.618止损 |
卖出 |
9.11088 |
73200.0 |
¥66.7万 |
止损触发 |
| 2018-08-17 |
黄金分割买点 |
买入 |
9.489479999999999 |
70800.0 |
¥67.2万 |
|
| 2018-10-17 |
跌破0.618止损 |
卖出 |
9.16083 |
70800.0 |
¥64.8万 |
止损触发 |
| 2018-11-14 |
黄金分割买点 |
买入 |
9.46946 |
68500.0 |
¥64.9万 |
|
| 2018-11-27 |
跌破0.618止损 |
卖出 |
9.14085 |
68500.0 |
¥62.6万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
9.379369999999998 |
66500.0 |
¥62.4万 |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
9.170819999999999 |
66500.0 |
¥61.0万 |
止损触发 |
| 2019-04-26 |
黄金分割买点 |
买入 |
13.53352 |
45200.0 |
¥61.2万 |
|
| 2019-05-23 |
跌破0.618止损 |
卖出 |
12.547439999999998 |
45200.0 |
¥56.7万 |
止损触发 |
| 2019-08-01 |
黄金分割买点 |
买入 |
13.113099999999998 |
43400.0 |
¥56.9万 |
|
| 2019-08-21 |
重回前高 |
卖出 |
14.16582 |
43400.0 |
¥61.5万 |
|
| 2020-01-23 |
黄金分割买点 |
买入 |
22.88 |
26600.0 |
¥60.9万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
19.24 |
26600.0 |
¥51.2万 |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
21.511489999999995 |
23900.0 |
¥51.4万 |
|
| 2020-05-06 |
跌破0.618止损 |
卖出 |
15.85413 |
23900.0 |
¥37.9万 |
止损触发 |
| 2020-08-28 |
黄金分割买点 |
买入 |
17.8178 |
21400.0 |
¥38.1万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
16.8831 |
21400.0 |
¥36.1万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
28.438409999999998 |
12300.0 |
¥35.0万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
24.75522 |
12300.0 |
¥30.4万 |
止损触发 |
| 2021-08-30 |
黄金分割买点 |
买入 |
23.46344 |
13400.0 |
¥31.5万 |
|
| 2021-09-08 |
重回前高 |
卖出 |
26.783189999999998 |
13400.0 |
¥35.9万 |
|
| 2021-09-22 |
黄金分割买点 |
买入 |
23.7 |
14900.0 |
¥35.3万 |
|
| 2021-09-27 |
跌破0.618止损 |
卖出 |
22.42755 |
14900.0 |
¥33.4万 |
止损触发 |
| 2022-02-25 |
黄金分割买点 |
买入 |
22.65262999999999 |
15000.0 |
¥34.0万 |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
20.809169999999998 |
15000.0 |
¥31.2万 |
止损触发 |
| 2022-06-02 |
黄金分割买点 |
买入 |
19.909889999999997 |
15700.0 |
¥31.3万 |
|
| 2022-08-19 |
跌破0.618止损 |
卖出 |
18.50148 |
15700.0 |
¥29.0万 |
止损触发 |
| 2022-09-01 |
黄金分割买点 |
买入 |
19.669649999999997 |
14600.0 |
¥28.7万 |
|
| 2022-09-05 |
跌破0.618止损 |
卖出 |
18.85113 |
14600.0 |
¥27.5万 |
止损触发 |
| 2022-09-09 |
黄金分割买点 |
买入 |
19.789769999999997 |
14000.0 |
¥27.7万 |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
19.180799999999998 |
14000.0 |
¥26.8万 |
止损触发 |
| 2022-11-28 |
黄金分割买点 |
买入 |
18.017999999999997 |
14900.0 |
¥26.9万 |
|
| 2023-02-02 |
重回前高 |
卖出 |
18.87111 |
14900.0 |
¥28.1万 |
|
| 2023-03-14 |
黄金分割买点 |
买入 |
19.1191 |
14700.0 |
¥28.1万 |
|
| 2023-03-23 |
跌破0.618止损 |
卖出 |
18.01197 |
14700.0 |
¥26.5万 |
止损触发 |
| 2023-09-05 |
黄金分割买点 |
买入 |
15.66565 |
16900.0 |
¥26.5万 |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
14.8851 |
16900.0 |
¥25.1万 |
止损触发 |
| 2024-01-03 |
黄金分割买点 |
买入 |
14.194179999999998 |
17800.0 |
¥25.3万 |
|
| 2024-01-11 |
跌破0.618止损 |
卖出 |
13.766219999999999 |
17800.0 |
¥24.5万 |
止损触发 |
| 2024-01-29 |
黄金分割买点 |
买入 |
13.853839999999998 |
17700.0 |
¥24.5万 |
|
| 2024-02-20 |
重回前高 |
卖出 |
14.3856 |
17700.0 |
¥25.5万 |
|
| 2024-03-22 |
黄金分割买点 |
买入 |
14.624609999999997 |
17200.0 |
¥25.2万 |
|
| 2024-04-18 |
重回前高 |
卖出 |
16.383599999999998 |
17200.0 |
¥28.2万 |
|
| 2024-04-30 |
黄金分割买点 |
买入 |
15.505489999999996 |
18200.0 |
¥28.2万 |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
14.97 |
18200.0 |
¥27.2万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
12.832819999999996 |
21300.0 |
¥27.3万 |
|
| 2024-10-31 |
跌破0.618止损 |
卖出 |
12.11787 |
21300.0 |
¥25.8万 |
止损触发 |
| 2024-11-12 |
黄金分割买点 |
买入 |
12.802789999999998 |
20200.0 |
¥25.9万 |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
11.72826 |
20200.0 |
¥23.7万 |
止损触发 |
| 2025-02-14 |
黄金分割买点 |
买入 |
11.931919999999998 |
19800.0 |
¥23.6万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
11.59 |
19800.0 |
¥22.9万 |
止损触发 |
| 2025-08-04 |
黄金分割买点 |
买入 |
12.802789999999998 |
17900.0 |
¥22.9万 |
|
| 2025-10-10 |
重回前高 |
卖出 |
13.75623 |
17900.0 |
¥24.6万 |
|
| 2026-03-19 |
黄金分割买点 |
买入 |
16.53652 |
14800.0 |
¥24.5万 |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
16.07391 |
14800.0 |
¥23.8万 |
止损触发 |
| 2026-03-31 |
黄金分割买点 |
买入 |
16.606589999999997 |
14400.0 |
¥23.9万 |
|
| 2026-04-08 |
跌破0.618止损 |
卖出 |
16.17381 |
14400.0 |
¥23.3万 |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
16.6166 |
14000.0 |
¥23.3万 |
|
| 2026-04-24 |
跌破0.618止损 |
卖出 |
15.63435 |
14000.0 |
¥21.9万 |
止损触发 |
| 2026-07-24 |
黄金分割买点 |
买入 |
14.354339999999999 |
15300.0 |
¥22.0万 |
|
| 2026-09-08 |
跌破0.618止损 |
卖出 |
13.42656 |
15300.0 |
¥20.5万 |
止损触发 |