000725 京东方A — 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: ¥84.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -15.59%）
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 40 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 |
2015-05-18 |
2015-06-02 |
4.225487265999999 |
5.3846099999999995 |
¥27.1万 |
+27.39% |
重回前高 |
| 2 |
2015-12-07 |
2016-01-04 |
3.023926906 |
2.96703 |
¥-2.4万 |
-1.91% |
跌破0.618止损 |
| 3 |
2016-01-07 |
2016-01-08 |
2.9237968759999995 |
2.8171799999999996 |
¥-4.5万 |
-3.68% |
跌破0.618止损 |
| 4 |
2016-04-06 |
2016-04-22 |
2.5833547739999996 |
2.3975999999999997 |
¥-8.6万 |
-7.22% |
跌破0.618止损 |
| 5 |
2016-12-16 |
2017-01-05 |
2.7836148339999993 |
3.10689 |
¥12.9万 |
+11.58% |
重回前高 |
| 6 |
2017-03-10 |
2017-03-29 |
3.1641089479999995 |
3.48651 |
¥12.6万 |
+10.16% |
重回前高 |
| 7 |
2017-05-09 |
2017-05-17 |
3.6146940829999994 |
4.15584 |
¥19.9万 |
+14.94% |
重回前高 |
| 8 |
2017-07-13 |
2017-08-04 |
3.9451231819999997 |
3.8861099999999995 |
¥-2.4万 |
-1.53% |
跌破0.618止损 |
| 9 |
2017-11-30 |
2018-01-09 |
5.306891589999998 |
5.55 |
¥6.9万 |
+4.55% |
跌破0.618止损 |
| 10 |
2018-01-10 |
2018-02-02 |
5.987775793999999 |
5.64435 |
¥-9.2万 |
-5.76% |
跌破0.618止损 |
| 11 |
2018-03-13 |
2018-03-23 |
6.041812 |
5.37462 |
¥-16.7万 |
-11.07% |
跌破0.618止损 |
| 12 |
2019-03-28 |
2019-05-07 |
3.784915133999999 |
3.3466500000000003 |
¥-15.6万 |
-11.61% |
跌破0.618止损 |
| 13 |
2019-07-03 |
2019-07-09 |
3.7148241129999993 |
3.50649 |
¥-6.7万 |
-5.64% |
跌破0.618止损 |
| 14 |
2019-08-05 |
2019-09-02 |
3.8950581669999997 |
3.64635 |
¥-7.2万 |
-6.41% |
跌破0.618止损 |
| 15 |
2019-09-18 |
2019-09-26 |
3.9150841729999994 |
3.77622 |
¥-3.8万 |
-3.58% |
跌破0.618止损 |
| 16 |
2019-11-27 |
2020-02-25 |
3.8349801489999997 |
5.594399999999999 |
¥46.4万 |
+45.83% |
重回前高 |
| 17 |
2020-03-06 |
2020-03-13 |
5.026527505999998 |
4.2957 |
¥-21.3万 |
-14.57% |
跌破0.618止损 |
| 18 |
2020-07-27 |
2020-09-25 |
4.525877356 |
4.8951 |
¥10.3万 |
+8.13% |
跌破0.618止损 |
| 19 |
2020-10-13 |
2020-10-19 |
5.20676156 |
4.93506 |
¥-7.1万 |
-5.25% |
跌破0.618止损 |
| 20 |
2020-11-26 |
2020-12-14 |
5.3369305989999996 |
5.04495 |
¥-7.1万 |
-5.50% |
跌破0.618止损 |
| 21 |
2020-12-16 |
2021-01-04 |
5.236800569 |
5.94405 |
¥16.5万 |
+13.47% |
重回前高 |
| 22 |
2021-02-03 |
2021-02-08 |
6.261878 |
5.894100000000001 |
¥-8.2万 |
-5.90% |
跌破0.618止损 |
| 23 |
2021-02-22 |
2021-03-12 |
6.268139877999999 |
5.88411 |
¥-8.1万 |
-6.15% |
跌破0.618止损 |
| 24 |
2021-05-11 |
2021-05-14 |
6.588555973999999 |
6.463529999999999 |
¥-2.3万 |
-1.93% |
跌破0.618止损 |
| 25 |
2022-06-29 |
2022-07-18 |
3.9751621909999995 |
3.7362599999999997 |
¥-7.3万 |
-6.04% |
跌破0.618止损 |
| 26 |
2022-10-19 |
2022-10-31 |
3.6410920000000004 |
3.41658 |
¥-7.0万 |
-6.19% |
跌破0.618止损 |
| 27 |
2022-11-16 |
2022-12-22 |
3.674772100999999 |
3.4265700000000003 |
¥-7.2万 |
-6.78% |
跌破0.618止损 |
| 28 |
2023-04-20 |
2023-04-24 |
4.275552280999999 |
4.14585 |
¥-3.0万 |
-3.06% |
跌破0.618止损 |
| 29 |
2023-07-04 |
2023-07-17 |
4.1553962449999995 |
4.34565 |
¥4.4万 |
+4.55% |
重回前高 |
| 30 |
2023-07-28 |
2023-08-14 |
4.115344233 |
3.92607 |
¥-4.7万 |
-4.63% |
跌破0.618止损 |
| 31 |
2023-09-06 |
2023-09-08 |
4.065279218 |
3.95604 |
¥-2.6万 |
-2.72% |
跌破0.618止损 |
| 32 |
2024-05-24 |
2024-05-29 |
4.255526275 |
4.095899999999999 |
¥-3.5万 |
-3.78% |
跌破0.618止损 |
| 33 |
2024-10-10 |
2024-10-18 |
4.365669308 |
4.07592 |
¥-6.0万 |
-6.67% |
跌破0.618止损 |
| 34 |
2024-10-23 |
2024-12-30 |
4.285565284 |
4.35564 |
¥1.3万 |
+1.60% |
跌破0.618止损 |
| 35 |
2025-01-08 |
2025-01-10 |
4.3856953139999995 |
4.305689999999999 |
¥-1.6万 |
-1.85% |
跌破0.618止损 |
| 36 |
2025-06-24 |
2025-07-04 |
3.965149188 |
4.01598 |
¥1.0万 |
+1.25% |
重回前高 |
| 37 |
2026-02-02 |
2026-03-17 |
4.325617296 |
4.24575 |
¥-1.6万 |
-1.88% |
跌破0.618止损 |
| 38 |
2026-04-23 |
2026-04-27 |
4.2655392779999985 |
4.14585 |
¥-2.4万 |
-2.84% |
跌破0.618止损 |
| 39 |
2026-06-01 |
2026-06-05 |
5.126657535999999 |
6.103890000000001 |
¥15.4万 |
+19.03% |
重回前高 |
| 40 |
2026-07-15 |
2026-07-17 |
6.972091000000001 |
6.0839099999999995 |
¥-12.2万 |
-12.77% |
跌破0.618止损 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-18 |
黄金分割买点 |
买入 |
4.224219999999999 |
233900.0 |
¥98.8万 |
|
| 2015-06-02 |
重回前高 |
卖出 |
5.3846099999999995 |
233900.0 |
¥1.26M |
|
| 2015-12-07 |
黄金分割买点 |
买入 |
3.02302 |
419300.0 |
¥1.27M |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
2.96703 |
419300.0 |
¥1.24M |
止损触发 |
| 2016-01-07 |
黄金分割买点 |
买入 |
2.9229199999999995 |
421100.0 |
¥1.23M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
2.8171799999999996 |
421100.0 |
¥1.19M |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
2.5825799999999997 |
460500.0 |
¥1.19M |
|
| 2016-04-22 |
跌破0.618止损 |
卖出 |
2.3975999999999997 |
460500.0 |
¥1.10M |
止损触发 |
| 2016-12-16 |
黄金分割买点 |
买入 |
2.7827799999999994 |
399800.0 |
¥1.11M |
|
| 2017-01-05 |
重回前高 |
卖出 |
3.10689 |
399800.0 |
¥1.24M |
|
| 2017-03-10 |
黄金分割买点 |
买入 |
3.16316 |
392400.0 |
¥1.24M |
|
| 2017-03-29 |
重回前高 |
卖出 |
3.48651 |
392400.0 |
¥1.37M |
|
| 2017-05-09 |
黄金分割买点 |
买入 |
3.6136099999999995 |
368100.0 |
¥1.33M |
|
| 2017-05-17 |
重回前高 |
卖出 |
4.15584 |
368100.0 |
¥1.53M |
|
| 2017-07-13 |
黄金分割买点 |
买入 |
3.9439399999999996 |
396900.0 |
¥1.57M |
|
| 2017-08-04 |
跌破0.618止损 |
卖出 |
3.8861099999999995 |
396900.0 |
¥1.54M |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
5.305299999999999 |
284600.0 |
¥1.51M |
|
| 2018-01-09 |
跌破0.618止损 |
卖出 |
5.55 |
284600.0 |
¥1.58M |
止损触发 |
| 2018-01-10 |
黄金分割买点 |
买入 |
5.98598 |
267600.0 |
¥1.60M |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
5.64435 |
267600.0 |
¥1.51M |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
6.04 |
250200.0 |
¥1.51M |
|
| 2018-03-23 |
跌破0.618止损 |
卖出 |
5.37462 |
250200.0 |
¥1.34M |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
3.7837799999999993 |
355200.0 |
¥1.34M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
3.3466500000000003 |
355200.0 |
¥1.19M |
止损触发 |
| 2019-07-03 |
黄金分割买点 |
买入 |
3.713709999999999 |
318400.0 |
¥1.18M |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
3.50649 |
318400.0 |
¥1.12M |
止损触发 |
| 2019-08-05 |
黄金分割买点 |
买入 |
3.89389 |
286900.0 |
¥1.12M |
|
| 2019-09-02 |
跌破0.618止损 |
卖出 |
3.64635 |
286900.0 |
¥1.05M |
止损触发 |
| 2019-09-18 |
黄金分割买点 |
买入 |
3.913909999999999 |
270100.0 |
¥1.06M |
|
| 2019-09-26 |
跌破0.618止损 |
卖出 |
3.77622 |
270100.0 |
¥1.02M |
止损触发 |
| 2019-11-27 |
黄金分割买点 |
买入 |
3.83383 |
263900.0 |
¥1.01M |
|
| 2020-02-25 |
重回前高 |
卖出 |
5.594399999999999 |
263900.0 |
¥1.48M |
|
| 2020-03-06 |
黄金分割买点 |
买入 |
5.025019999999999 |
290300.0 |
¥1.46M |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
4.2957 |
290300.0 |
¥1.25M |
止损触发 |
| 2020-07-27 |
黄金分割买点 |
买入 |
4.524519999999999 |
280700.0 |
¥1.27M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
4.8951 |
280700.0 |
¥1.37M |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
5.2052 |
261300.0 |
¥1.36M |
|
| 2020-10-19 |
跌破0.618止损 |
卖出 |
4.93506 |
261300.0 |
¥1.29M |
止损触发 |
| 2020-11-26 |
黄金分割买点 |
买入 |
5.33533 |
243100.0 |
¥1.30M |
|
| 2020-12-14 |
跌破0.618止损 |
卖出 |
5.04495 |
243100.0 |
¥1.23M |
止损触发 |
| 2020-12-16 |
黄金分割买点 |
买入 |
5.23523 |
233300.0 |
¥1.22M |
|
| 2021-01-04 |
重回前高 |
卖出 |
5.94405 |
233300.0 |
¥1.39M |
|
| 2021-02-03 |
黄金分割买点 |
买入 |
6.26 |
221200.0 |
¥1.39M |
|
| 2021-02-08 |
跌破0.618止损 |
卖出 |
5.894100000000001 |
221200.0 |
¥1.30M |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
6.266259999999999 |
209300.0 |
¥1.31M |
|
| 2021-03-12 |
跌破0.618止损 |
卖出 |
5.88411 |
209300.0 |
¥1.23M |
止损触发 |
| 2021-05-11 |
黄金分割买点 |
买入 |
6.586579999999999 |
184600.0 |
¥1.22M |
|
| 2021-05-14 |
跌破0.618止损 |
卖出 |
6.463529999999999 |
184600.0 |
¥1.19M |
止损触发 |
| 2022-06-29 |
黄金分割买点 |
买入 |
3.9739699999999996 |
302800.0 |
¥1.20M |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
3.7362599999999997 |
302800.0 |
¥1.13M |
止损触发 |
| 2022-10-19 |
黄金分割买点 |
买入 |
3.64 |
311200.0 |
¥1.13M |
|
| 2022-10-31 |
跌破0.618止损 |
卖出 |
3.41658 |
311200.0 |
¥1.06M |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
3.673669999999999 |
289700.0 |
¥1.06M |
|
| 2022-12-22 |
跌破0.618止损 |
卖出 |
3.4265700000000003 |
289700.0 |
¥99.2万 |
止损触发 |
| 2023-04-20 |
黄金分割买点 |
买入 |
4.274269999999999 |
232800.0 |
¥99.5万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
4.14585 |
232800.0 |
¥96.5万 |
止损触发 |
| 2023-07-04 |
黄金分割买点 |
买入 |
4.15415 |
231600.0 |
¥96.2万 |
|
| 2023-07-17 |
重回前高 |
卖出 |
4.34565 |
231600.0 |
¥1.01M |
|
| 2023-07-28 |
黄金分割买点 |
买入 |
4.11411 |
244500.0 |
¥1.01M |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
3.92607 |
244500.0 |
¥96.0万 |
止损触发 |
| 2023-09-06 |
黄金分割买点 |
买入 |
4.06406 |
235500.0 |
¥95.7万 |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
3.95604 |
235500.0 |
¥93.1万 |
止损触发 |
| 2024-05-24 |
黄金分割买点 |
买入 |
4.25425 |
219500.0 |
¥93.4万 |
|
| 2024-05-29 |
跌破0.618止损 |
卖出 |
4.095899999999999 |
219500.0 |
¥89.9万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
4.36436 |
206800.0 |
¥90.3万 |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
4.07592 |
206800.0 |
¥84.3万 |
止损触发 |
| 2024-10-23 |
黄金分割买点 |
买入 |
4.28428 |
196200.0 |
¥84.1万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
4.35564 |
196200.0 |
¥85.4万 |
止损触发 |
| 2025-01-08 |
黄金分割买点 |
买入 |
4.384379999999999 |
192600.0 |
¥84.5万 |
|
| 2025-01-10 |
跌破0.618止损 |
卖出 |
4.305689999999999 |
192600.0 |
¥82.9万 |
止损触发 |
| 2025-06-24 |
黄金分割买点 |
买入 |
3.9639599999999997 |
211500.0 |
¥83.9万 |
|
| 2025-07-04 |
重回前高 |
卖出 |
4.01598 |
211500.0 |
¥84.9万 |
|
| 2026-02-02 |
黄金分割买点 |
买入 |
4.32432 |
194100.0 |
¥84.0万 |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
4.24575 |
194100.0 |
¥82.4万 |
止损触发 |
| 2026-04-23 |
黄金分割买点 |
买入 |
4.264259999999999 |
194900.0 |
¥83.1万 |
|
| 2026-04-27 |
跌破0.618止损 |
卖出 |
4.14585 |
194900.0 |
¥80.8万 |
止损触发 |
| 2026-06-01 |
黄金分割买点 |
买入 |
5.12512 |
158300.0 |
¥81.2万 |
|
| 2026-06-05 |
重回前高 |
卖出 |
6.103890000000001 |
158300.0 |
¥96.6万 |
|
| 2026-07-15 |
黄金分割买点 |
买入 |
6.97 |
137100.0 |
¥95.6万 |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
6.0839099999999995 |
137100.0 |
¥83.4万 |
止损触发 |