000776 广发证券 — 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: ¥1.38M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +38.32%）
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 49 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 |
2015-04-21 |
2015-05-19 |
27.635888279999996 |
25.97 |
¥-6.0万 |
-6.06% |
跌破0.618止损 |
| 2 |
2015-05-21 |
2015-06-01 |
27.435628219999998 |
26.2737 |
¥-4.0万 |
-4.26% |
跌破0.618止损 |
| 3 |
2015-06-02 |
2015-06-16 |
27.315472184 |
26.873099999999997 |
¥-1.5万 |
-1.65% |
跌破0.618止损 |
| 4 |
2015-10-28 |
2015-11-09 |
15.850583748999998 |
19.86012 |
¥22.1万 |
+25.26% |
重回前高 |
| 5 |
2015-12-01 |
2015-12-15 |
17.602859273999997 |
20.969009999999997 |
¥21.0万 |
+19.09% |
重回前高 |
| 6 |
2016-01-04 |
2016-01-05 |
19.325095789999995 |
16.85 |
¥-16.7万 |
-12.83% |
跌破0.618止损 |
| 7 |
2016-04-01 |
2016-06-14 |
16.631597982999992 |
15.39459 |
¥-8.5万 |
-7.47% |
跌破0.618止损 |
| 8 |
2016-06-23 |
2016-07-13 |
16.301168884 |
17.40258 |
¥7.1万 |
+6.72% |
重回前高 |
| 9 |
2016-07-28 |
2016-08-29 |
16.391285911 |
16.66332 |
¥1.8万 |
+1.63% |
跌破0.618止损 |
| 10 |
2016-10-25 |
2016-11-28 |
17.552794259 |
20.129849999999998 |
¥16.7万 |
+14.65% |
重回前高 |
| 11 |
2016-12-07 |
2016-12-15 |
18.403899513999995 |
17.06292 |
¥-9.6万 |
-7.31% |
跌破0.618止损 |
| 12 |
2017-08-15 |
2017-09-04 |
17.192326151 |
19.34064 |
¥15.3万 |
+12.46% |
重回前高 |
| 13 |
2017-10-19 |
2017-10-31 |
18.515553 |
17.81217 |
¥-5.2万 |
-3.83% |
跌破0.618止损 |
| 14 |
2018-02-02 |
2018-02-07 |
18.484003538 |
18.22176 |
¥-1.9万 |
-1.45% |
跌破0.618止损 |
| 15 |
2018-10-31 |
2018-11-20 |
12.225876663 |
14.185799999999999 |
¥20.6万 |
+16.00% |
重回前高 |
| 16 |
2018-12-19 |
2019-01-29 |
12.976851887999997 |
12.85713 |
¥-1.4万 |
-0.95% |
跌破0.618止损 |
| 17 |
2019-02-12 |
2019-02-19 |
13.247202969 |
14.5854 |
¥15.0万 |
+10.07% |
重回前高 |
| 18 |
2019-03-27 |
2019-05-07 |
15.660336692 |
14.085899999999999 |
¥-16.5万 |
-10.08% |
跌破0.618止损 |
| 19 |
2019-07-31 |
2019-08-05 |
13.514053 |
12.84714 |
¥-7.3万 |
-4.96% |
跌破0.618止损 |
| 20 |
2019-08-28 |
2019-09-16 |
13.287254980999997 |
14.81517 |
¥16.1万 |
+11.47% |
重回前高 |
| 21 |
2019-09-27 |
2019-11-18 |
13.767879124999997 |
13.16682 |
¥-6.9万 |
-4.39% |
跌破0.618止损 |
| 22 |
2020-02-03 |
2020-02-04 |
13.333998999999999 |
13.0 |
¥-3.4万 |
-2.53% |
跌破0.618止损 |
| 23 |
2020-02-13 |
2020-03-17 |
14.468789334999999 |
14.06592 |
¥-4.1万 |
-2.81% |
跌破0.618止损 |
| 24 |
2020-07-23 |
2020-07-27 |
15.820544739999999 |
15.194790000000003 |
¥-5.6万 |
-3.98% |
跌破0.618止损 |
| 25 |
2020-08-04 |
2020-09-24 |
16.150973838999995 |
15.96402 |
¥-1.6万 |
-1.19% |
跌破0.618止损 |
| 26 |
2020-10-13 |
2020-10-28 |
16.401298913999998 |
15.594389999999999 |
¥-6.6万 |
-4.95% |
跌破0.618止损 |
| 27 |
2020-11-12 |
2020-12-10 |
17.182313147999995 |
16.10388 |
¥-8.1万 |
-6.30% |
跌破0.618止损 |
| 28 |
2021-01-13 |
2021-01-27 |
16.92197507 |
16.50348 |
¥-3.0万 |
-2.50% |
跌破0.618止损 |
| 29 |
2021-02-22 |
2021-02-25 |
16.921975069999995 |
16.31367 |
¥-4.3万 |
-3.62% |
跌破0.618止损 |
| 30 |
2021-07-28 |
2021-08-19 |
15.430037622999999 |
20.81916 |
¥39.5万 |
+34.89% |
重回前高 |
| 31 |
2021-10-22 |
2021-11-03 |
20.837059242999995 |
19.02096 |
¥-13.3万 |
-8.74% |
跌破0.618止损 |
| 32 |
2021-11-17 |
2022-01-12 |
21.768268521999996 |
21.848129999999998 |
¥4,640 |
+0.34% |
跌破0.618止损 |
| 33 |
2022-01-21 |
2022-01-26 |
23.006899999999998 |
21.72825 |
¥-7.8万 |
-5.59% |
跌破0.618止损 |
| 34 |
2022-05-24 |
2022-06-13 |
17.052144109 |
18.32166 |
¥9.7万 |
+7.41% |
重回前高 |
| 35 |
2022-06-23 |
2022-07-18 |
18.193626451 |
16.46352 |
¥-13.5万 |
-9.54% |
跌破0.618止损 |
| 36 |
2022-11-17 |
2023-01-20 |
15.630297682999997 |
18.00198 |
¥19.4万 |
+15.14% |
重回前高 |
| 37 |
2023-02-07 |
2023-03-13 |
16.721715009999997 |
15.594389999999999 |
¥-10.0万 |
-6.77% |
跌破0.618止损 |
| 38 |
2023-04-18 |
2023-04-20 |
16.581532967999998 |
15.82416 |
¥-6.2万 |
-4.60% |
跌破0.618止损 |
| 39 |
2023-08-14 |
2023-08-22 |
15.690375700999999 |
15.34464 |
¥-2.8万 |
-2.23% |
跌破0.618止损 |
| 40 |
2024-02-19 |
2024-03-29 |
13.994197000000002 |
13.286700000000002 |
¥-6.5万 |
-5.08% |
跌破0.618止损 |
| 41 |
2024-08-02 |
2024-08-13 |
12.466188734999998 |
11.988 |
¥-4.7万 |
-3.86% |
跌破0.618止损 |
| 42 |
2024-10-14 |
2025-01-02 |
15.910661767 |
16.16382 |
¥1.8万 |
+1.56% |
跌破0.618止损 |
| 43 |
2025-05-26 |
2025-07-21 |
16.301168884 |
17.982 |
¥12.2万 |
+10.28% |
重回前高 |
| 44 |
2025-09-22 |
2025-09-30 |
20.266318071999997 |
22.927049999999998 |
¥17.2万 |
+13.09% |
重回前高 |
| 45 |
2025-10-23 |
2025-11-24 |
22.369048701999997 |
21.1788 |
¥-7.9万 |
-5.35% |
跌破0.618止损 |
| 46 |
2026-01-06 |
2026-02-03 |
22.759555819 |
21.778200000000002 |
¥-6.1万 |
-4.34% |
跌破0.618止损 |
| 47 |
2026-04-23 |
2026-05-25 |
20.336409092999997 |
19.13085 |
¥-8.0万 |
-5.96% |
跌破0.618止损 |
| 48 |
2026-06-15 |
2026-06-23 |
20.12613603 |
23.4765 |
¥21.0万 |
+16.61% |
重回前高 |
| 49 |
2026-07-10 |
2026-08-04 |
22.32899669 |
20.879099999999998 |
¥-9.5万 |
-6.52% |
跌破0.618止损 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
黄金分割买点 |
买入 |
27.627599999999997 |
36100.0 |
¥99.8万 |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
25.97 |
36100.0 |
¥93.7万 |
止损触发 |
| 2015-05-21 |
黄金分割买点 |
买入 |
27.427399999999995 |
34200.0 |
¥93.8万 |
|
| 2015-06-01 |
跌破0.618止损 |
卖出 |
26.2737 |
34200.0 |
¥89.8万 |
止损触发 |
| 2015-06-02 |
黄金分割买点 |
买入 |
27.30728 |
32800.0 |
¥89.6万 |
|
| 2015-06-16 |
跌破0.618止损 |
卖出 |
26.873099999999997 |
32800.0 |
¥88.1万 |
止损触发 |
| 2015-10-28 |
黄金分割买点 |
买入 |
15.845829999999998 |
55100.0 |
¥87.3万 |
|
| 2015-11-09 |
重回前高 |
卖出 |
19.86012 |
55100.0 |
¥1.09M |
|
| 2015-12-01 |
黄金分割买点 |
买入 |
17.597579999999997 |
62500.0 |
¥1.10M |
|
| 2015-12-15 |
重回前高 |
卖出 |
20.969009999999997 |
62500.0 |
¥1.31M |
|
| 2016-01-04 |
黄金分割买点 |
买入 |
19.3193 |
67400.0 |
¥1.30M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
16.85 |
67400.0 |
¥1.14M |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
16.626609999999996 |
68400.0 |
¥1.14M |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
15.39459 |
68400.0 |
¥1.05M |
止损触发 |
| 2016-06-23 |
黄金分割买点 |
买入 |
16.29628 |
65000.0 |
¥1.06M |
|
| 2016-07-13 |
重回前高 |
卖出 |
17.40258 |
65000.0 |
¥1.13M |
|
| 2016-07-28 |
黄金分割买点 |
买入 |
16.38637 |
68900.0 |
¥1.13M |
|
| 2016-08-29 |
跌破0.618止损 |
卖出 |
16.66332 |
68900.0 |
¥1.15M |
止损触发 |
| 2016-10-25 |
黄金分割买点 |
买入 |
17.54753 |
65100.0 |
¥1.14M |
|
| 2016-11-28 |
重回前高 |
卖出 |
20.129849999999998 |
65100.0 |
¥1.31M |
|
| 2016-12-07 |
黄金分割买点 |
买入 |
18.398379999999996 |
71400.0 |
¥1.31M |
|
| 2016-12-15 |
跌破0.618止损 |
卖出 |
17.06292 |
71400.0 |
¥1.22M |
止损触发 |
| 2017-08-15 |
黄金分割买点 |
买入 |
17.18717 |
71200.0 |
¥1.22M |
|
| 2017-09-04 |
重回前高 |
卖出 |
19.34064 |
71200.0 |
¥1.38M |
|
| 2017-10-19 |
黄金分割买点 |
买入 |
18.51 |
74000.0 |
¥1.37M |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
17.81217 |
74000.0 |
¥1.32M |
止损触发 |
| 2018-02-02 |
黄金分割买点 |
买入 |
18.47846 |
70800.0 |
¥1.31M |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
18.22176 |
70800.0 |
¥1.29M |
止损触发 |
| 2018-10-31 |
黄金分割买点 |
买入 |
12.222209999999999 |
105500.0 |
¥1.29M |
|
| 2018-11-20 |
重回前高 |
卖出 |
14.185799999999999 |
105500.0 |
¥1.50M |
|
| 2018-12-19 |
黄金分割买点 |
买入 |
12.972959999999999 |
116400.0 |
¥1.51M |
|
| 2019-01-29 |
跌破0.618止损 |
卖出 |
12.85713 |
116400.0 |
¥1.50M |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
13.243229999999999 |
112400.0 |
¥1.49M |
|
| 2019-02-19 |
重回前高 |
卖出 |
14.5854 |
112400.0 |
¥1.64M |
|
| 2019-03-27 |
黄金分割买点 |
买入 |
15.65564 |
104800.0 |
¥1.64M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
14.085899999999999 |
104800.0 |
¥1.48M |
止损触发 |
| 2019-07-31 |
黄金分割买点 |
买入 |
13.51 |
109100.0 |
¥1.47M |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
12.84714 |
109100.0 |
¥1.40M |
止损触发 |
| 2019-08-28 |
黄金分割买点 |
买入 |
13.283269999999998 |
105700.0 |
¥1.40M |
|
| 2019-09-16 |
重回前高 |
卖出 |
14.81517 |
105700.0 |
¥1.57M |
|
| 2019-09-27 |
黄金分割买点 |
买入 |
13.763749999999998 |
113900.0 |
¥1.57M |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
13.16682 |
113900.0 |
¥1.50M |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
13.33 |
100900.0 |
¥1.35M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
13.0 |
100900.0 |
¥1.31M |
止损触发 |
| 2020-02-13 |
黄金分割买点 |
买入 |
14.464449999999998 |
100800.0 |
¥1.46M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
14.06592 |
100800.0 |
¥1.42M |
止损触发 |
| 2020-07-23 |
黄金分割买点 |
买入 |
15.815800000000001 |
88800.0 |
¥1.40M |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
15.194790000000003 |
88800.0 |
¥1.35M |
止损触发 |
| 2020-08-04 |
黄金分割买点 |
买入 |
16.146129999999996 |
84800.0 |
¥1.37M |
|
| 2020-09-24 |
跌破0.618止损 |
卖出 |
15.96402 |
84800.0 |
¥1.35M |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
16.396379999999997 |
81700.0 |
¥1.34M |
|
| 2020-10-28 |
跌破0.618止损 |
卖出 |
15.594389999999999 |
81700.0 |
¥1.27M |
止损触发 |
| 2020-11-12 |
黄金分割买点 |
买入 |
17.177159999999997 |
74700.0 |
¥1.28M |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
16.10388 |
74700.0 |
¥1.20M |
止损触发 |
| 2021-01-13 |
黄金分割买点 |
买入 |
16.9169 |
70300.0 |
¥1.19M |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
16.50348 |
70300.0 |
¥1.16M |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
16.9169 |
69500.0 |
¥1.18M |
|
| 2021-02-25 |
跌破0.618止损 |
卖出 |
16.31367 |
69500.0 |
¥1.13M |
止损触发 |
| 2021-07-28 |
黄金分割买点 |
买入 |
15.425409999999998 |
73300.0 |
¥1.13M |
|
| 2021-08-19 |
重回前高 |
卖出 |
20.81916 |
73300.0 |
¥1.53M |
|
| 2021-10-22 |
黄金分割买点 |
买入 |
20.830809999999996 |
73200.0 |
¥1.53M |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
19.02096 |
73200.0 |
¥1.39M |
止损触发 |
| 2021-11-17 |
黄金分割买点 |
买入 |
21.761739999999996 |
63300.0 |
¥1.38M |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
21.848129999999998 |
63300.0 |
¥1.38M |
止损触发 |
| 2022-01-21 |
黄金分割买点 |
买入 |
23.0 |
60500.0 |
¥1.39M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
21.72825 |
60500.0 |
¥1.31M |
止损触发 |
| 2022-05-24 |
黄金分割买点 |
买入 |
17.04703 |
77100.0 |
¥1.31M |
|
| 2022-06-13 |
重回前高 |
卖出 |
18.32166 |
77100.0 |
¥1.41M |
|
| 2022-06-23 |
黄金分割买点 |
买入 |
18.18817 |
77800.0 |
¥1.42M |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
16.46352 |
77800.0 |
¥1.28M |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
15.625609999999998 |
81800.0 |
¥1.28M |
|
| 2023-01-20 |
重回前高 |
卖出 |
18.00198 |
81800.0 |
¥1.47M |
|
| 2023-02-07 |
黄金分割买点 |
买入 |
16.716699999999996 |
88300.0 |
¥1.48M |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
15.594389999999999 |
88300.0 |
¥1.38M |
止损触发 |
| 2023-04-18 |
黄金分割买点 |
买入 |
16.576559999999997 |
80900.0 |
¥1.34M |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
15.82416 |
80900.0 |
¥1.28M |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
15.685669999999998 |
81300.0 |
¥1.28M |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
15.34464 |
81300.0 |
¥1.25M |
止损触发 |
| 2024-02-19 |
黄金分割买点 |
买入 |
13.99 |
91900.0 |
¥1.29M |
|
| 2024-03-29 |
跌破0.618止损 |
卖出 |
13.286700000000002 |
91900.0 |
¥1.22M |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
12.462449999999997 |
97300.0 |
¥1.21M |
|
| 2024-08-13 |
跌破0.618止损 |
卖出 |
11.988 |
97300.0 |
¥1.17M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
15.905890000000001 |
73800.0 |
¥1.17M |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
16.16382 |
73800.0 |
¥1.19M |
止损触发 |
| 2025-05-26 |
黄金分割买点 |
买入 |
16.29628 |
73000.0 |
¥1.19M |
|
| 2025-07-21 |
重回前高 |
卖出 |
17.982 |
73000.0 |
¥1.31M |
|
| 2025-09-22 |
黄金分割买点 |
买入 |
20.260239999999996 |
64700.0 |
¥1.31M |
|
| 2025-09-30 |
重回前高 |
卖出 |
22.927049999999998 |
64700.0 |
¥1.48M |
|
| 2025-10-23 |
黄金分割买点 |
买入 |
22.362339999999996 |
66400.0 |
¥1.49M |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
21.1788 |
66400.0 |
¥1.41M |
止损触发 |
| 2026-01-06 |
黄金分割买点 |
买入 |
22.75273 |
61300.0 |
¥1.40M |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
21.778200000000002 |
61300.0 |
¥1.33M |
止损触发 |
| 2026-04-23 |
黄金分割买点 |
买入 |
20.330309999999997 |
65800.0 |
¥1.34M |
|
| 2026-05-25 |
跌破0.618止损 |
卖出 |
19.13085 |
65800.0 |
¥1.26M |
止损触发 |
| 2026-06-15 |
黄金分割买点 |
买入 |
20.1201 |
62900.0 |
¥1.27M |
|
| 2026-06-23 |
重回前高 |
卖出 |
23.4765 |
62900.0 |
¥1.48M |
|
| 2026-07-10 |
黄金分割买点 |
买入 |
22.3223 |
65400.0 |
¥1.46M |
|
| 2026-08-04 |
跌破0.618止损 |
卖出 |
20.879099999999998 |
65400.0 |
¥1.37M |
止损触发 |