000895 双汇发展 — 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: ¥87.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.81%）
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 43 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 |
2015-05-21 |
36.44733091999999 |
25.60437 |
¥-29.6万 |
-29.77% |
跌破0.618止损 |
| 2 |
2015-10-26 |
2015-11-20 |
19.0247057 |
20.40957 |
¥5.0万 |
+7.25% |
重回前高 |
| 3 |
2015-12-09 |
2015-12-22 |
19.12483573 |
21.6783 |
¥10.0万 |
+13.32% |
重回前高 |
| 4 |
2015-12-29 |
2016-01-05 |
20.32639609 |
18.781200000000002 |
¥-6.5万 |
-7.63% |
跌破0.618止损 |
| 5 |
2016-03-15 |
2016-04-25 |
20.026006 |
21.6783 |
¥6.4万 |
+8.22% |
重回前高 |
| 6 |
2016-05-09 |
2016-06-27 |
20.026005999999995 |
20.7792 |
¥3.1万 |
+3.73% |
跌破0.618止损 |
| 7 |
2016-07-26 |
2016-07-29 |
22.479191734999997 |
24.24 |
¥6.9万 |
+7.80% |
重回前高 |
| 8 |
2016-09-08 |
2016-10-13 |
23.730817109999997 |
23.49648 |
¥-9,655 |
-1.02% |
跌破0.618止损 |
| 9 |
2017-02-21 |
2017-03-22 |
21.958515578999997 |
22.52745 |
¥2.4万 |
+2.56% |
重回前高 |
| 10 |
2017-06-01 |
2017-06-30 |
21.598047470999997 |
23.71626 |
¥9.4万 |
+9.77% |
重回前高 |
| 11 |
2017-07-14 |
2017-07-27 |
22.156645 |
20.859119999999997 |
¥-6.2万 |
-5.88% |
跌破0.618止损 |
| 12 |
2017-08-28 |
2017-09-25 |
22.729516809999996 |
24.06591 |
¥5.8万 |
+5.85% |
重回前高 |
| 13 |
2017-11-29 |
2018-01-11 |
26.063846809 |
28.51146 |
¥9.9万 |
+9.36% |
重回前高 |
| 14 |
2018-01-30 |
2018-02-08 |
27.235368159999993 |
25.8741 |
¥-5.7万 |
-5.03% |
跌破0.618止损 |
| 15 |
2018-02-23 |
2018-03-27 |
27.635888280000003 |
25.29468 |
¥-9.3万 |
-8.50% |
跌破0.618止损 |
| 16 |
2018-05-16 |
2018-06-20 |
26.934978069999996 |
26.13384 |
¥-3.0万 |
-3.00% |
跌破0.618止损 |
| 17 |
2018-06-26 |
2018-06-28 |
26.63458798 |
25.45452 |
¥-4.3万 |
-4.46% |
跌破0.618止损 |
| 18 |
2018-07-18 |
2018-07-24 |
26.664626989 |
26.003970000000002 |
¥-2.3万 |
-2.51% |
跌破0.618止损 |
| 19 |
2018-09-20 |
2018-10-16 |
24.241480263 |
22.977 |
¥-4.7万 |
-5.24% |
跌破0.618止损 |
| 20 |
2018-11-19 |
2018-11-21 |
23.830947139999996 |
22.7772 |
¥-3.8万 |
-4.45% |
跌破0.618止损 |
| 21 |
2018-12-04 |
2018-12-10 |
23.991155188 |
22.4775 |
¥-5.2万 |
-6.34% |
跌破0.618止损 |
| 22 |
2018-12-28 |
2019-01-08 |
23.670739091999998 |
24.8751 |
¥3.8万 |
+5.06% |
重回前高 |
| 23 |
2019-02-25 |
2019-05-06 |
24.031207199999997 |
26.7732 |
¥9.1万 |
+11.38% |
重回前高 |
| 24 |
2019-05-07 |
2019-05-10 |
26.334197889999995 |
25.144830000000002 |
¥-4.1万 |
-4.55% |
跌破0.618止损 |
| 25 |
2019-05-16 |
2019-05-20 |
26.153963836 |
25.074900000000003 |
¥-3.6万 |
-4.15% |
跌破0.618止损 |
| 26 |
2019-07-02 |
2019-07-09 |
25.893625757999995 |
25.2747 |
¥-2.0万 |
-2.42% |
跌破0.618止损 |
| 27 |
2019-09-19 |
2019-10-23 |
24.451753325999995 |
27.00297 |
¥8.3万 |
+10.40% |
重回前高 |
| 28 |
2019-12-05 |
2020-01-23 |
29.107799720999996 |
30.05991 |
¥2.9万 |
+3.24% |
跌破0.618止损 |
| 29 |
2020-02-07 |
2020-02-18 |
30.53965915 |
33.916050000000006 |
¥10.0万 |
+11.02% |
重回前高 |
| 30 |
2020-05-22 |
2020-06-30 |
40.041998997 |
46.6533 |
¥16.7万 |
+16.48% |
重回前高 |
| 31 |
2020-09-11 |
2020-09-22 |
54.060203197 |
50.949 |
¥-6.8万 |
-5.78% |
跌破0.618止损 |
| 32 |
2021-01-12 |
2021-01-28 |
50.315340074999995 |
47.01294 |
¥-7.3万 |
-6.59% |
跌破0.618止损 |
| 33 |
2021-10-11 |
2021-10-19 |
27.665927289 |
25.99398 |
¥-6.2万 |
-6.07% |
跌破0.618止损 |
| 34 |
2021-11-29 |
2022-01-05 |
28.837448639999998 |
32.28 |
¥11.5万 |
+11.90% |
重回前高 |
| 35 |
2022-01-18 |
2022-01-28 |
30.409490111 |
29.97 |
¥-1.6万 |
-1.47% |
跌破0.618止损 |
| 36 |
2022-02-10 |
2022-02-17 |
31.240569359999995 |
30.05991 |
¥-4.1万 |
-3.81% |
跌破0.618止损 |
| 37 |
2022-03-31 |
2022-06-06 |
28.977630681999994 |
26.783189999999998 |
¥-7.9万 |
-7.60% |
跌破0.618止损 |
| 38 |
2022-06-14 |
2022-07-08 |
28.226655457000003 |
28.5714 |
¥1.1万 |
+1.19% |
跌破0.618止损 |
| 39 |
2022-11-16 |
2023-01-17 |
25.032507499999998 |
26.31366 |
¥4.9万 |
+5.09% |
重回前高 |
| 40 |
2024-10-09 |
2024-10-10 |
26.457935 |
25.01496 |
¥-5.5万 |
-5.48% |
跌破0.618止损 |
| 41 |
2024-12-17 |
2024-12-27 |
26.113911823999995 |
26.123849999999997 |
¥77 |
+0.01% |
跌破0.618止损 |
| 42 |
2026-04-30 |
2026-05-11 |
27.655914285999994 |
26.83314 |
¥-2.9万 |
-3.00% |
跌破0.618止损 |
| 43 |
2026-07-29 |
2026-09-02 |
25.693365698 |
23.92605 |
¥-6.4万 |
-6.91% |
跌破0.618止损 |
逐笔成交记录（共 86 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 |
36.43639999999999 |
27300.0 |
¥99.5万 |
|
| 2015-05-21 |
跌破0.618止损 |
卖出 |
25.60437 |
27300.0 |
¥69.9万 |
止损触发 |
| 2015-10-26 |
黄金分割买点 |
买入 |
19.019 |
36200.0 |
¥68.9万 |
|
| 2015-11-20 |
重回前高 |
卖出 |
20.40957 |
36200.0 |
¥73.9万 |
|
| 2015-12-09 |
黄金分割买点 |
买入 |
19.1191 |
39200.0 |
¥75.0万 |
|
| 2015-12-22 |
重回前高 |
卖出 |
21.6783 |
39200.0 |
¥85.0万 |
|
| 2015-12-29 |
黄金分割买点 |
买入 |
20.3203 |
41800.0 |
¥85.0万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
18.781200000000002 |
41800.0 |
¥78.5万 |
止损触发 |
| 2016-03-15 |
黄金分割买点 |
买入 |
20.019999999999996 |
38700.0 |
¥77.5万 |
|
| 2016-04-25 |
重回前高 |
卖出 |
21.6783 |
38700.0 |
¥83.9万 |
|
| 2016-05-09 |
黄金分割买点 |
买入 |
20.019999999999996 |
41900.0 |
¥83.9万 |
|
| 2016-06-27 |
跌破0.618止损 |
卖出 |
20.7792 |
41900.0 |
¥87.0万 |
止损触发 |
| 2016-07-26 |
黄金分割买点 |
买入 |
22.47245 |
39100.0 |
¥87.9万 |
|
| 2016-07-29 |
重回前高 |
卖出 |
24.24 |
39100.0 |
¥94.7万 |
|
| 2016-09-08 |
黄金分割买点 |
买入 |
23.723699999999997 |
40000.0 |
¥94.9万 |
|
| 2016-10-13 |
跌破0.618止损 |
卖出 |
23.49648 |
40000.0 |
¥94.0万 |
止损触发 |
| 2017-02-21 |
黄金分割买点 |
买入 |
21.951929999999997 |
42700.0 |
¥93.8万 |
|
| 2017-03-22 |
重回前高 |
卖出 |
22.52745 |
42700.0 |
¥96.2万 |
|
| 2017-06-01 |
黄金分割买点 |
买入 |
21.591569999999997 |
44300.0 |
¥95.7万 |
|
| 2017-06-30 |
重回前高 |
卖出 |
23.71626 |
44300.0 |
¥1.05M |
|
| 2017-07-14 |
黄金分割买点 |
买入 |
22.15 |
47400.0 |
¥1.05M |
|
| 2017-07-27 |
跌破0.618止损 |
卖出 |
20.859119999999997 |
47400.0 |
¥98.8万 |
止损触发 |
| 2017-08-28 |
黄金分割买点 |
买入 |
22.722699999999996 |
43800.0 |
¥99.6万 |
|
| 2017-09-25 |
重回前高 |
卖出 |
24.06591 |
43800.0 |
¥1.05M |
|
| 2017-11-29 |
黄金分割买点 |
买入 |
26.05603 |
40400.0 |
¥1.05M |
|
| 2018-01-11 |
重回前高 |
卖出 |
28.51146 |
40400.0 |
¥1.15M |
|
| 2018-01-30 |
黄金分割买点 |
买入 |
27.227199999999993 |
41800.0 |
¥1.14M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
25.8741 |
41800.0 |
¥1.08M |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
27.6276 |
39700.0 |
¥1.10M |
|
| 2018-03-27 |
跌破0.618止损 |
卖出 |
25.29468 |
39700.0 |
¥1.00M |
止损触发 |
| 2018-05-16 |
黄金分割买点 |
买入 |
26.926899999999996 |
37100.0 |
¥99.9万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
26.13384 |
37100.0 |
¥96.9万 |
止损触发 |
| 2018-06-26 |
黄金分割买点 |
买入 |
26.6266 |
36000.0 |
¥95.9万 |
|
| 2018-06-28 |
跌破0.618止损 |
卖出 |
25.45452 |
36000.0 |
¥91.6万 |
止损触发 |
| 2018-07-18 |
黄金分割买点 |
买入 |
26.656629999999996 |
34500.0 |
¥92.0万 |
|
| 2018-07-24 |
跌破0.618止损 |
卖出 |
26.003970000000002 |
34500.0 |
¥89.7万 |
止损触发 |
| 2018-09-20 |
黄金分割买点 |
买入 |
24.234209999999997 |
37300.0 |
¥90.4万 |
|
| 2018-10-16 |
跌破0.618止损 |
卖出 |
22.977 |
37300.0 |
¥85.7万 |
止损触发 |
| 2018-11-19 |
黄金分割买点 |
买入 |
23.8238 |
35900.0 |
¥85.6万 |
|
| 2018-11-21 |
跌破0.618止损 |
卖出 |
22.7772 |
35900.0 |
¥81.7万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
23.98396 |
34100.0 |
¥81.8万 |
|
| 2018-12-10 |
跌破0.618止损 |
卖出 |
22.4775 |
34100.0 |
¥76.6万 |
止损触发 |
| 2018-12-28 |
黄金分割买点 |
买入 |
23.663639999999997 |
32100.0 |
¥76.0万 |
|
| 2019-01-08 |
重回前高 |
卖出 |
24.8751 |
32100.0 |
¥79.8万 |
|
| 2019-02-25 |
黄金分割买点 |
买入 |
24.023999999999997 |
33400.0 |
¥80.3万 |
|
| 2019-05-06 |
重回前高 |
卖出 |
26.7732 |
33400.0 |
¥89.4万 |
|
| 2019-05-07 |
黄金分割买点 |
买入 |
26.326299999999996 |
34100.0 |
¥89.8万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
25.144830000000002 |
34100.0 |
¥85.7万 |
止损触发 |
| 2019-05-16 |
黄金分割买点 |
买入 |
26.14612 |
32800.0 |
¥85.8万 |
|
| 2019-05-20 |
跌破0.618止损 |
卖出 |
25.074900000000003 |
32800.0 |
¥82.2万 |
止损触发 |
| 2019-07-02 |
黄金分割买点 |
买入 |
25.885859999999994 |
31600.0 |
¥81.8万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
25.2747 |
31600.0 |
¥79.8万 |
止损触发 |
| 2019-09-19 |
黄金分割买点 |
买入 |
24.444419999999997 |
32800.0 |
¥80.2万 |
|
| 2019-10-23 |
重回前高 |
卖出 |
27.00297 |
32800.0 |
¥88.5万 |
|
| 2019-12-05 |
黄金分割买点 |
买入 |
29.099069999999998 |
30500.0 |
¥88.8万 |
|
| 2020-01-23 |
跌破0.618止损 |
卖出 |
30.05991 |
30500.0 |
¥91.7万 |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
30.530499999999996 |
29600.0 |
¥90.4万 |
|
| 2020-02-18 |
重回前高 |
卖出 |
33.916050000000006 |
29600.0 |
¥1.00M |
|
| 2020-05-22 |
黄金分割买点 |
买入 |
40.02999 |
25300.0 |
¥1.01M |
|
| 2020-06-30 |
重回前高 |
卖出 |
46.6533 |
25300.0 |
¥1.18M |
|
| 2020-09-11 |
黄金分割买点 |
买入 |
54.043989999999994 |
21800.0 |
¥1.18M |
|
| 2020-09-22 |
跌破0.618止损 |
卖出 |
50.949 |
21800.0 |
¥1.11M |
止损触发 |
| 2021-01-12 |
黄金分割买点 |
买入 |
50.30025 |
22100.0 |
¥1.11M |
|
| 2021-01-28 |
跌破0.618止损 |
卖出 |
47.01294 |
22100.0 |
¥1.04M |
止损触发 |
| 2021-10-11 |
黄金分割买点 |
买入 |
27.657629999999997 |
37000.0 |
¥1.02M |
|
| 2021-10-19 |
跌破0.618止损 |
卖出 |
25.99398 |
37000.0 |
¥96.1万 |
止损触发 |
| 2021-11-29 |
黄金分割买点 |
买入 |
28.828799999999998 |
33600.0 |
¥96.9万 |
|
| 2022-01-05 |
重回前高 |
卖出 |
32.28 |
33600.0 |
¥1.08M |
|
| 2022-01-18 |
黄金分割买点 |
买入 |
30.400370000000002 |
35900.0 |
¥1.09M |
|
| 2022-01-28 |
跌破0.618止损 |
卖出 |
29.97 |
35900.0 |
¥1.08M |
止损触发 |
| 2022-02-10 |
黄金分割买点 |
买入 |
31.231199999999994 |
34400.0 |
¥1.07M |
|
| 2022-02-17 |
跌破0.618止损 |
卖出 |
30.05991 |
34400.0 |
¥1.03M |
止损触发 |
| 2022-03-31 |
黄金分割买点 |
买入 |
28.968939999999996 |
35700.0 |
¥1.03M |
|
| 2022-06-06 |
跌破0.618止损 |
卖出 |
26.783189999999998 |
35700.0 |
¥95.6万 |
止损触发 |
| 2022-06-14 |
黄金分割买点 |
买入 |
28.21819 |
33700.0 |
¥95.1万 |
|
| 2022-07-08 |
跌破0.618止损 |
卖出 |
28.5714 |
33700.0 |
¥96.3万 |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
25.025 |
38500.0 |
¥96.4万 |
|
| 2023-01-17 |
重回前高 |
卖出 |
26.31366 |
38500.0 |
¥1.01M |
|
| 2024-10-09 |
黄金分割买点 |
买入 |
26.45 |
37900.0 |
¥1.00M |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
25.01496 |
37900.0 |
¥94.8万 |
止损触发 |
| 2024-12-17 |
黄金分割买点 |
买入 |
26.106079999999995 |
36800.0 |
¥96.1万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
26.123849999999997 |
36800.0 |
¥96.1万 |
止损触发 |
| 2026-04-30 |
黄金分割买点 |
买入 |
27.647619999999996 |
34800.0 |
¥96.2万 |
|
| 2026-05-11 |
跌破0.618止损 |
卖出 |
26.83314 |
34800.0 |
¥93.4万 |
止损触发 |
| 2026-07-29 |
黄金分割买点 |
买入 |
25.68566 |
36300.0 |
¥93.3万 |
|
| 2026-09-02 |
跌破0.618止损 |
卖出 |
23.92605 |
36300.0 |
¥86.8万 |
止损触发 |