000768 西飞国际 — 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: ¥27.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -72.19%）
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 |
2015-07-03 |
2015-07-07 |
34.64499038 |
28.02 |
¥-17.2万 |
-19.15% |
跌破0.618止损 |
| 2 |
2015-07-21 |
2015-08-04 |
35.686342692 |
32.21 |
¥-7.8万 |
-9.77% |
跌破0.618止损 |
| 3 |
2015-08-19 |
2015-08-24 |
34.354613293 |
30.35961 |
¥-7.8万 |
-11.66% |
跌破0.618止损 |
| 4 |
2015-11-10 |
2015-12-28 |
28.897526657999997 |
24.15582 |
¥-11.0万 |
-16.43% |
跌破0.618止损 |
| 5 |
2016-04-12 |
2016-05-10 |
19.155745 |
16.983 |
¥-6.4万 |
-11.37% |
跌破0.618止损 |
| 6 |
2016-06-24 |
2016-07-05 |
18.263717471999996 |
23.976 |
¥15.3万 |
+31.24% |
重回前高 |
| 7 |
2016-07-29 |
2016-09-27 |
22.008580594 |
20.55942 |
¥-4.3万 |
-6.61% |
跌破0.618止损 |
| 8 |
2016-10-25 |
2016-10-31 |
22.649412785999996 |
21.978000000000005 |
¥-1.8万 |
-2.99% |
跌破0.618止损 |
| 9 |
2016-11-24 |
2016-12-07 |
22.339009692999994 |
21.2 |
¥-3.0万 |
-5.13% |
跌破0.618止损 |
| 10 |
2017-01-16 |
2017-02-09 |
22.449152725999998 |
23.92605 |
¥3.7万 |
+6.55% |
重回前高 |
| 11 |
2017-05-04 |
2017-05-05 |
24.381662305 |
23.2767 |
¥-2.7万 |
-4.56% |
跌破0.618止损 |
| 12 |
2017-08-25 |
2017-10-31 |
18.844471646 |
18.1818 |
¥-2.0万 |
-3.55% |
跌破0.618止损 |
| 13 |
2018-03-07 |
2018-04-03 |
15.72041471 |
17.89209 |
¥7.6万 |
+13.78% |
重回前高 |
| 14 |
2018-05-21 |
2018-05-29 |
17.282443177999998 |
16.16382 |
¥-4.1万 |
-6.50% |
跌破0.618止损 |
| 15 |
2018-07-27 |
2018-08-03 |
16.791806030999997 |
15.114870000000002 |
¥-5.8万 |
-10.01% |
跌破0.618止损 |
| 16 |
2018-08-29 |
2018-10-10 |
15.460076631999998 |
15.0849 |
¥-1.3万 |
-2.46% |
跌破0.618止损 |
| 17 |
2018-11-05 |
2018-12-10 |
15.399998614 |
14.62536 |
¥-2.6万 |
-5.06% |
跌破0.618止损 |
| 18 |
2019-02-14 |
2019-02-26 |
14.929387472999997 |
16.25373 |
¥4.3万 |
+8.84% |
重回前高 |
| 19 |
2019-03-28 |
2019-05-07 |
16.741741016 |
14.975010000000001 |
¥-5.6万 |
-10.58% |
跌破0.618止损 |
| 20 |
2019-07-05 |
2019-07-09 |
16.271129875 |
15.64434 |
¥-1.8万 |
-3.88% |
跌破0.618止损 |
| 21 |
2019-07-16 |
2019-08-08 |
16.291155880999998 |
15.25473 |
¥-2.9万 |
-6.39% |
跌破0.618止损 |
| 22 |
2019-09-23 |
2019-09-27 |
16.691676001 |
15.70428 |
¥-2.5万 |
-5.94% |
跌破0.618止损 |
| 23 |
2020-03-10 |
2020-03-19 |
17.682963298 |
16.62336 |
¥-2.4万 |
-6.02% |
跌破0.618止损 |
| 24 |
2020-03-26 |
2020-03-31 |
17.405219999999996 |
16.73325 |
¥-1.5万 |
-3.89% |
跌破0.618止损 |
| 25 |
2020-04-21 |
2020-04-28 |
17.422625219999997 |
16.77321 |
¥-1.4万 |
-3.76% |
跌破0.618止损 |
| 26 |
2020-05-07 |
2020-05-25 |
18.003379393999996 |
17.112869999999997 |
¥-1.7万 |
-4.97% |
跌破0.618止损 |
| 27 |
2020-06-03 |
2020-06-16 |
17.783093328 |
16.69 |
¥-2.0万 |
-6.17% |
跌破0.618止损 |
| 28 |
2020-06-18 |
2020-07-03 |
16.972040084999993 |
18.53145 |
¥2.8万 |
+9.16% |
重回前高 |
| 29 |
2020-08-13 |
2020-09-29 |
23.410401013999998 |
22.087889999999998 |
¥-1.9万 |
-5.68% |
跌破0.618止损 |
| 30 |
2020-10-13 |
2020-10-22 |
25.402988610999998 |
24.02595 |
¥-1.7万 |
-5.45% |
跌破0.618止损 |
| 31 |
2020-11-04 |
2020-11-20 |
25.713391704 |
28.971 |
¥3.8万 |
+12.64% |
重回前高 |
| 32 |
2021-01-18 |
2021-02-08 |
34.43471731699999 |
30.63933 |
¥-3.8万 |
-11.05% |
跌破0.618止损 |
| 33 |
2021-06-07 |
2021-06-18 |
26.684652994999993 |
24.8751 |
¥-2.1万 |
-6.81% |
跌破0.618止损 |
| 34 |
2021-06-25 |
2021-07-02 |
25.93367777 |
24.845130000000005 |
¥-1.2万 |
-4.23% |
跌破0.618止损 |
| 35 |
2021-09-02 |
2021-10-14 |
29.808709930999992 |
27.98 |
¥-1.7万 |
-6.16% |
跌破0.618止损 |
| 36 |
2021-11-03 |
2022-01-10 |
31.550972453 |
32.50746 |
¥7,479 |
+3.00% |
跌破0.618止损 |
| 37 |
2022-05-23 |
2022-07-21 |
25.232767559999996 |
33.64632 |
¥8.6万 |
+33.30% |
重回前高 |
| 38 |
2022-08-22 |
2022-08-25 |
30.259295065999996 |
28.13184 |
¥-2.4万 |
-7.06% |
跌破0.618止损 |
| 39 |
2022-09-09 |
2022-09-27 |
31.170478339 |
28.28 |
¥-3.0万 |
-9.30% |
跌破0.618止损 |
| 40 |
2022-10-27 |
2022-11-01 |
28.577110561999994 |
27.10287 |
¥-1.5万 |
-5.19% |
跌破0.618止损 |
| 41 |
2023-01-31 |
2023-03-06 |
26.574509961999993 |
28.021950000000004 |
¥1.5万 |
+5.42% |
重回前高 |
| 42 |
2023-03-16 |
2023-03-30 |
26.184002845 |
25.42455 |
¥-8,515 |
-2.93% |
跌破0.618止损 |
| 43 |
2023-04-11 |
2023-04-20 |
26.364236898999998 |
25.7742 |
¥-6,396 |
-2.27% |
跌破0.618止损 |
| 44 |
2023-08-03 |
2023-08-17 |
25.162676538999992 |
24.1758 |
¥-1.1万 |
-3.95% |
跌破0.618止损 |
| 45 |
2023-08-18 |
2023-08-24 |
25.252793565999994 |
24.0759 |
¥-1.2万 |
-4.69% |
跌破0.618止损 |
| 46 |
2024-02-20 |
2024-05-10 |
20.276081 |
24.425549999999994 |
¥5.2万 |
+20.43% |
重回前高 |
| 47 |
2024-06-25 |
2024-07-29 |
23.53055705 |
26.20377 |
¥3.4万 |
+11.33% |
重回前高 |
| 48 |
2024-08-09 |
2024-08-19 |
25.152663536 |
24.03594 |
¥-1.5万 |
-4.47% |
跌破0.618止损 |
| 49 |
2024-11-15 |
2024-12-24 |
28.246681462999998 |
25.694280000000003 |
¥-2.9万 |
-9.06% |
跌破0.618止损 |
| 50 |
2025-05-08 |
2025-06-26 |
24.411701313999995 |
26.283689999999996 |
¥2.3万 |
+7.64% |
重回前高 |
| 51 |
2025-08-15 |
2025-09-04 |
27.705979301 |
25.7742 |
¥-2.2万 |
-7.00% |
跌破0.618止损 |
| 52 |
2026-01-15 |
2026-03-18 |
27.886213355 |
26.523449999999997 |
¥-1.4万 |
-4.92% |
跌破0.618止损 |
| 53 |
2026-08-11 |
2026-08-26 |
21.327696389999996 |
20.329650000000004 |
¥-1.3万 |
-4.71% |
跌破0.618止损 |
| 54 |
2026-09-16 |
2026-11-13 |
22.278931674999995 |
22.93 |
¥7,730 |
+2.89% |
强平 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-03 |
黄金分割买点 |
买入 |
34.6346 |
25900.0 |
¥89.7万 |
|
| 2015-07-07 |
跌破0.618止损 |
卖出 |
28.02 |
25900.0 |
¥72.6万 |
止损触发 |
| 2015-07-21 |
黄金分割买点 |
买入 |
35.675639999999994 |
22300.0 |
¥79.6万 |
|
| 2015-08-04 |
跌破0.618止损 |
卖出 |
32.21 |
22300.0 |
¥71.8万 |
止损触发 |
| 2015-08-19 |
黄金分割买点 |
买入 |
34.34431 |
19600.0 |
¥67.3万 |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
30.35961 |
19600.0 |
¥59.5万 |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
28.888859999999998 |
23200.0 |
¥67.0万 |
|
| 2015-12-28 |
跌破0.618止损 |
卖出 |
24.15582 |
23200.0 |
¥56.0万 |
止损触发 |
| 2016-04-12 |
黄金分割买点 |
买入 |
19.15 |
29200.0 |
¥55.9万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
16.983 |
29200.0 |
¥49.6万 |
止损触发 |
| 2016-06-24 |
黄金分割买点 |
买入 |
18.258239999999997 |
26900.0 |
¥49.1万 |
|
| 2016-07-05 |
重回前高 |
卖出 |
23.976 |
26900.0 |
¥64.5万 |
|
| 2016-07-29 |
黄金分割买点 |
买入 |
22.00198 |
29600.0 |
¥65.1万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
20.55942 |
29600.0 |
¥60.8万 |
止损触发 |
| 2016-10-25 |
黄金分割买点 |
买入 |
22.642619999999997 |
26700.0 |
¥60.5万 |
|
| 2016-10-31 |
跌破0.618止损 |
卖出 |
21.978000000000005 |
26700.0 |
¥58.7万 |
止损触发 |
| 2016-11-24 |
黄金分割买点 |
买入 |
22.332309999999993 |
26100.0 |
¥58.3万 |
|
| 2016-12-07 |
跌破0.618止损 |
卖出 |
21.2 |
26100.0 |
¥55.3万 |
止损触发 |
| 2017-01-16 |
黄金分割买点 |
买入 |
22.442419999999995 |
24900.0 |
¥55.9万 |
|
| 2017-02-09 |
重回前高 |
卖出 |
23.92605 |
24900.0 |
¥59.6万 |
|
| 2017-05-04 |
黄金分割买点 |
买入 |
24.37435 |
24300.0 |
¥59.2万 |
|
| 2017-05-05 |
跌破0.618止损 |
卖出 |
23.2767 |
24300.0 |
¥56.5万 |
止损触发 |
| 2017-08-25 |
黄金分割买点 |
买入 |
18.83882 |
30100.0 |
¥56.7万 |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
18.1818 |
30100.0 |
¥54.7万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
15.715699999999998 |
34900.0 |
¥54.9万 |
|
| 2018-04-03 |
重回前高 |
卖出 |
17.89209 |
34900.0 |
¥62.4万 |
|
| 2018-05-21 |
黄金分割买点 |
买入 |
17.27726 |
36200.0 |
¥62.6万 |
|
| 2018-05-29 |
跌破0.618止损 |
卖出 |
16.16382 |
36200.0 |
¥58.5万 |
止损触发 |
| 2018-07-27 |
黄金分割买点 |
买入 |
16.786769999999997 |
34700.0 |
¥58.3万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
15.114870000000002 |
34700.0 |
¥52.4万 |
止损触发 |
| 2018-08-29 |
黄金分割买点 |
买入 |
15.455439999999998 |
33800.0 |
¥52.3万 |
|
| 2018-10-10 |
跌破0.618止损 |
卖出 |
15.0849 |
33800.0 |
¥51.0万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
15.39538 |
33200.0 |
¥51.1万 |
|
| 2018-12-10 |
跌破0.618止损 |
卖出 |
14.62536 |
33200.0 |
¥48.5万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
14.924909999999999 |
32600.0 |
¥48.7万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
16.25373 |
32600.0 |
¥53.0万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
16.73672 |
31700.0 |
¥53.1万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
14.975010000000001 |
31700.0 |
¥47.5万 |
止损触发 |
| 2019-07-05 |
黄金分割买点 |
买入 |
16.26625 |
28900.0 |
¥47.0万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
15.64434 |
28900.0 |
¥45.2万 |
止损触发 |
| 2019-07-16 |
黄金分割买点 |
买入 |
16.28627 |
27900.0 |
¥45.5万 |
|
| 2019-08-08 |
跌破0.618止损 |
卖出 |
15.25473 |
27900.0 |
¥42.5万 |
止损触发 |
| 2019-09-23 |
黄金分割买点 |
买入 |
16.68667 |
25400.0 |
¥42.4万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
15.70428 |
25400.0 |
¥39.9万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
17.67766 |
22700.0 |
¥40.1万 |
|
| 2020-03-19 |
跌破0.618止损 |
卖出 |
16.62336 |
22700.0 |
¥37.7万 |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
17.4 |
21500.0 |
¥37.4万 |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
16.73325 |
21500.0 |
¥36.0万 |
止损触发 |
| 2020-04-21 |
黄金分割买点 |
买入 |
17.417399999999997 |
20700.0 |
¥36.1万 |
|
| 2020-04-28 |
跌破0.618止损 |
卖出 |
16.77321 |
20700.0 |
¥34.7万 |
止损触发 |
| 2020-05-07 |
黄金分割买点 |
买入 |
17.99798 |
19300.0 |
¥34.7万 |
|
| 2020-05-25 |
跌破0.618止损 |
卖出 |
17.112869999999997 |
19300.0 |
¥33.0万 |
止损触发 |
| 2020-06-03 |
黄金分割买点 |
买入 |
17.77776 |
18600.0 |
¥33.1万 |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
16.69 |
18600.0 |
¥31.0万 |
止损触发 |
| 2020-06-18 |
黄金分割买点 |
买入 |
16.966949999999997 |
18100.0 |
¥30.7万 |
|
| 2020-07-03 |
重回前高 |
卖出 |
18.53145 |
18100.0 |
¥33.5万 |
|
| 2020-08-13 |
黄金分割买点 |
买入 |
23.403379999999995 |
14500.0 |
¥33.9万 |
|
| 2020-09-29 |
跌破0.618止损 |
卖出 |
22.087889999999998 |
14500.0 |
¥32.0万 |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
25.39537 |
12500.0 |
¥31.8万 |
|
| 2020-10-22 |
跌破0.618止损 |
卖出 |
24.02595 |
12500.0 |
¥30.0万 |
止损触发 |
| 2020-11-04 |
黄金分割买点 |
买入 |
25.705679999999997 |
11800.0 |
¥30.3万 |
|
| 2020-11-20 |
重回前高 |
卖出 |
28.971 |
11800.0 |
¥34.2万 |
|
| 2021-01-18 |
黄金分割买点 |
买入 |
34.424389999999995 |
9900.0 |
¥34.1万 |
|
| 2021-02-08 |
跌破0.618止损 |
卖出 |
30.63933 |
9900.0 |
¥30.3万 |
止损触发 |
| 2021-06-07 |
黄金分割买点 |
买入 |
26.676649999999995 |
11300.0 |
¥30.2万 |
|
| 2021-06-18 |
跌破0.618止损 |
卖出 |
24.8751 |
11300.0 |
¥28.1万 |
止损触发 |
| 2021-06-25 |
黄金分割买点 |
买入 |
25.9259 |
10800.0 |
¥28.0万 |
|
| 2021-07-02 |
跌破0.618止损 |
卖出 |
24.845130000000005 |
10800.0 |
¥26.8万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
29.79976999999999 |
9000.0 |
¥26.8万 |
|
| 2021-10-14 |
跌破0.618止损 |
卖出 |
27.98 |
9000.0 |
¥25.2万 |
止损触发 |
| 2021-11-03 |
黄金分割买点 |
买入 |
31.54151 |
7900.0 |
¥24.9万 |
|
| 2022-01-10 |
跌破0.618止损 |
卖出 |
32.50746 |
7900.0 |
¥25.7万 |
止损触发 |
| 2022-05-23 |
黄金分割买点 |
买入 |
25.225199999999997 |
10200.0 |
¥25.7万 |
|
| 2022-07-21 |
重回前高 |
卖出 |
33.64632 |
10200.0 |
¥34.3万 |
|
| 2022-08-22 |
黄金分割买点 |
买入 |
30.25022 |
11400.0 |
¥34.5万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
28.13184 |
11400.0 |
¥32.1万 |
止损触发 |
| 2022-09-09 |
黄金分割买点 |
买入 |
31.161129999999996 |
10400.0 |
¥32.4万 |
|
| 2022-09-27 |
跌破0.618止损 |
卖出 |
28.28 |
10400.0 |
¥29.4万 |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
28.568539999999995 |
10200.0 |
¥29.1万 |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
27.10287 |
10200.0 |
¥27.6万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
26.566539999999996 |
10400.0 |
¥27.6万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
28.021950000000004 |
10400.0 |
¥29.1万 |
|
| 2023-03-16 |
黄金分割买点 |
买入 |
26.176149999999996 |
11100.0 |
¥29.1万 |
|
| 2023-03-30 |
跌破0.618止损 |
卖出 |
25.42455 |
11100.0 |
¥28.2万 |
止损触发 |
| 2023-04-11 |
黄金分割买点 |
买入 |
26.356329999999996 |
10700.0 |
¥28.2万 |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
25.7742 |
10700.0 |
¥27.6万 |
止损触发 |
| 2023-08-03 |
黄金分割买点 |
买入 |
25.155129999999993 |
11000.0 |
¥27.7万 |
|
| 2023-08-17 |
跌破0.618止损 |
卖出 |
24.1758 |
11000.0 |
¥26.6万 |
止损触发 |
| 2023-08-18 |
黄金分割买点 |
买入 |
25.245219999999993 |
10500.0 |
¥26.5万 |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
24.0759 |
10500.0 |
¥25.3万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
20.27 |
12500.0 |
¥25.3万 |
|
| 2024-05-10 |
重回前高 |
卖出 |
24.425549999999994 |
12500.0 |
¥30.5万 |
|
| 2024-06-25 |
黄金分割买点 |
买入 |
23.5235 |
12900.0 |
¥30.4万 |
|
| 2024-07-29 |
重回前高 |
卖出 |
26.20377 |
12900.0 |
¥33.8万 |
|
| 2024-08-09 |
黄金分割买点 |
买入 |
25.14512 |
13600.0 |
¥34.2万 |
|
| 2024-08-19 |
跌破0.618止损 |
卖出 |
24.03594 |
13600.0 |
¥32.7万 |
止损触发 |
| 2024-11-15 |
黄金分割买点 |
买入 |
28.23821 |
11400.0 |
¥32.2万 |
|
| 2024-12-24 |
跌破0.618止损 |
卖出 |
25.694280000000003 |
11400.0 |
¥29.3万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
24.404379999999996 |
12100.0 |
¥29.5万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
26.283689999999996 |
12100.0 |
¥31.8万 |
|
| 2025-08-15 |
黄金分割买点 |
买入 |
27.697669999999995 |
11500.0 |
¥31.9万 |
|
| 2025-09-04 |
跌破0.618止损 |
卖出 |
25.7742 |
11500.0 |
¥29.6万 |
止损触发 |
| 2026-01-15 |
黄金分割买点 |
买入 |
27.87785 |
10500.0 |
¥29.3万 |
|
| 2026-03-18 |
跌破0.618止损 |
卖出 |
26.523449999999997 |
10500.0 |
¥27.8万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
21.321299999999997 |
13100.0 |
¥27.9万 |
|
| 2026-08-26 |
跌破0.618止损 |
卖出 |
20.329650000000004 |
13100.0 |
¥26.6万 |
止损触发 |
| 2026-09-16 |
黄金分割买点 |
买入 |
22.272249999999996 |
12000.0 |
¥26.7万 |
|
| 2026-11-13 |
强平 |
卖出 |
22.93 |
12000 |
¥27.5万 |
回测结束强平 |