001965 招商公路 — 斐波那契回调 回测明细
数据区间: 2017-12-25 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥63.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -36.83%）
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 36 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 |
2018-07-17 |
2018-10-12 |
8.180623450999999 |
7.702289999999999 |
¥-5.8万 |
-5.88% |
跌破0.618止损 |
| 2 |
2018-11-26 |
2018-12-11 |
8.320805493 |
8.07192 |
¥-2.8万 |
-3.02% |
跌破0.618止损 |
| 3 |
2019-03-14 |
2019-03-26 |
9.191936753999999 |
8.82117 |
¥-3.7万 |
-4.06% |
跌破0.618止损 |
| 4 |
2019-07-04 |
2019-07-12 |
8.601169577 |
8.0 |
¥-6.1万 |
-7.02% |
跌破0.618止损 |
| 5 |
2019-09-17 |
2019-09-25 |
8.240701469 |
7.9720200000000006 |
¥-2.7万 |
-3.29% |
跌破0.618止损 |
| 6 |
2020-07-13 |
2020-07-20 |
7.4596872350000005 |
7.16283 |
¥-3.1万 |
-4.01% |
跌破0.618止损 |
| 7 |
2020-08-19 |
2020-08-25 |
7.389596214 |
7.07292 |
¥-3.3万 |
-4.31% |
跌破0.618止损 |
| 8 |
2020-12-16 |
2020-12-22 |
7.279453180999999 |
6.983010000000001 |
¥-3.0万 |
-4.10% |
跌破0.618止损 |
| 9 |
2021-03-01 |
2021-03-22 |
7.10923213 |
7.53246 |
¥4.1万 |
+5.92% |
重回前高 |
| 10 |
2021-06-01 |
2021-06-21 |
7.730038316 |
7.462530000000001 |
¥-2.5万 |
-3.49% |
跌破0.618止损 |
| 11 |
2021-06-23 |
2021-06-28 |
7.820155342999999 |
7.6023900000000015 |
¥-2.0万 |
-2.81% |
跌破0.618止损 |
| 12 |
2021-08-26 |
2021-10-26 |
7.4296482259999985 |
7.17282 |
¥-2.4万 |
-3.49% |
跌破0.618止损 |
| 13 |
2021-12-01 |
2022-01-10 |
7.369570208 |
7.922069999999999 |
¥5.0万 |
+7.46% |
重回前高 |
| 14 |
2022-02-24 |
2022-03-02 |
8.390896514 |
7.8921 |
¥-4.2万 |
-5.97% |
跌破0.618止损 |
| 15 |
2022-05-31 |
2022-06-13 |
7.750064321999999 |
8.091899999999999 |
¥2.9万 |
+4.38% |
重回前高 |
| 16 |
2022-07-15 |
2022-07-28 |
7.669960298 |
7.4225699999999994 |
¥-2.3万 |
-3.25% |
跌破0.618止损 |
| 17 |
2022-08-29 |
2022-09-26 |
7.519765252999998 |
7.42257 |
¥-8,839 |
-1.32% |
跌破0.618止损 |
| 18 |
2022-10-13 |
2022-12-05 |
7.790116334 |
7.74225 |
¥-4,316 |
-0.64% |
跌破0.618止损 |
| 19 |
2023-03-30 |
2023-04-20 |
8.430948525999998 |
9.02097 |
¥4.6万 |
+6.97% |
重回前高 |
| 20 |
2023-05-10 |
2023-05-22 |
9.121845732999999 |
8.91108 |
¥-1.7万 |
-2.34% |
跌破0.618止损 |
| 21 |
2023-06-01 |
2023-06-05 |
9.392196814 |
9.16083 |
¥-1.7万 |
-2.49% |
跌破0.618止损 |
| 22 |
2023-06-08 |
2023-06-20 |
9.41222282 |
9.02097 |
¥-2.8万 |
-4.19% |
跌破0.618止损 |
| 23 |
2023-06-29 |
2023-07-19 |
9.492326843999999 |
9.1908 |
¥-2.1万 |
-3.21% |
跌破0.618止损 |
| 24 |
2024-02-27 |
2024-03-27 |
10.293367083999998 |
11.278709999999998 |
¥6.0万 |
+9.54% |
重回前高 |
| 25 |
2024-05-06 |
2024-07-19 |
11.11443333 |
12.287700000000001 |
¥7.3万 |
+10.52% |
重回前高 |
| 26 |
2024-08-09 |
2024-08-20 |
12.215863659999998 |
12.87711 |
¥4.1万 |
+5.38% |
重回前高 |
| 27 |
2024-08-30 |
2024-09-12 |
12.165798644999999 |
11.4885 |
¥-4.5万 |
-5.60% |
跌破0.618止损 |
| 28 |
2024-10-24 |
2024-10-28 |
12.683803999999999 |
12.04794 |
¥-3.8万 |
-5.04% |
跌破0.618止损 |
| 29 |
2025-01-21 |
2025-02-06 |
13.113933 |
12.387600000000003 |
¥-4.0万 |
-5.57% |
跌破0.618止损 |
| 30 |
2025-02-18 |
2025-03-18 |
12.876721858 |
12.687299999999997 |
¥-1.0万 |
-1.50% |
跌破0.618止损 |
| 31 |
2025-03-31 |
2025-05-19 |
13.197137953999999 |
12.76722 |
¥-2.2万 |
-3.29% |
跌破0.618止损 |
| 32 |
2026-05-12 |
2026-07-01 |
9.612482879999998 |
9.170819999999999 |
¥-3.0万 |
-4.62% |
跌破0.618止损 |
| 33 |
2026-07-07 |
2026-07-22 |
9.492326843999999 |
10.19979 |
¥4.6万 |
+7.42% |
重回前高 |
| 34 |
2026-08-04 |
2026-08-06 |
10.063068015 |
9.56043 |
¥-3.3万 |
-5.02% |
跌破0.618止损 |
| 35 |
2026-09-02 |
2026-09-09 |
9.842781948999999 |
9.590399999999999 |
¥-1.6万 |
-2.59% |
跌破0.618止损 |
| 36 |
2026-09-16 |
2026-11-13 |
9.992976994 |
10.26 |
¥1.6万 |
+2.64% |
强平 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-07-17 |
黄金分割买点 |
买入 |
8.17817 |
121100.0 |
¥99.1万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
7.702289999999999 |
121100.0 |
¥93.2万 |
止损触发 |
| 2018-11-26 |
黄金分割买点 |
买入 |
8.31831 |
112900.0 |
¥93.9万 |
|
| 2018-12-11 |
跌破0.618止损 |
卖出 |
8.07192 |
112900.0 |
¥91.1万 |
止损触发 |
| 2019-03-14 |
黄金分割买点 |
买入 |
9.189179999999999 |
98200.0 |
¥90.3万 |
|
| 2019-03-26 |
跌破0.618止损 |
卖出 |
8.82117 |
98200.0 |
¥86.6万 |
止损触发 |
| 2019-07-04 |
黄金分割买点 |
买入 |
8.59859 |
101700.0 |
¥87.5万 |
|
| 2019-07-12 |
跌破0.618止损 |
卖出 |
8.0 |
101700.0 |
¥81.3万 |
止损触发 |
| 2019-09-17 |
黄金分割买点 |
买入 |
8.23823 |
98600.0 |
¥81.3万 |
|
| 2019-09-25 |
跌破0.618止损 |
卖出 |
7.9720200000000006 |
98600.0 |
¥78.6万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
7.45745 |
104800.0 |
¥78.2万 |
|
| 2020-07-20 |
跌破0.618止损 |
卖出 |
7.16283 |
104800.0 |
¥75.0万 |
止损触发 |
| 2020-08-19 |
黄金分割买点 |
买入 |
7.387379999999999 |
102200.0 |
¥75.5万 |
|
| 2020-08-25 |
跌破0.618止损 |
卖出 |
7.07292 |
102200.0 |
¥72.3万 |
止损触发 |
| 2020-12-16 |
黄金分割买点 |
买入 |
7.277269999999999 |
99200.0 |
¥72.2万 |
|
| 2020-12-22 |
跌破0.618止损 |
卖出 |
6.983010000000001 |
99200.0 |
¥69.3万 |
止损触发 |
| 2021-03-01 |
黄金分割买点 |
买入 |
7.107099999999999 |
97000.0 |
¥69.0万 |
|
| 2021-03-22 |
重回前高 |
卖出 |
7.53246 |
97000.0 |
¥73.0万 |
|
| 2021-06-01 |
黄金分割买点 |
买入 |
7.727719999999999 |
94400.0 |
¥73.0万 |
|
| 2021-06-21 |
跌破0.618止损 |
卖出 |
7.462530000000001 |
94400.0 |
¥70.4万 |
止损触发 |
| 2021-06-23 |
黄金分割买点 |
买入 |
7.817809999999999 |
90400.0 |
¥70.7万 |
|
| 2021-06-28 |
跌破0.618止损 |
卖出 |
7.6023900000000015 |
90400.0 |
¥68.7万 |
止损触发 |
| 2021-08-26 |
黄金分割买点 |
买入 |
7.427419999999999 |
92700.0 |
¥68.9万 |
|
| 2021-10-26 |
跌破0.618止损 |
卖出 |
7.17282 |
92700.0 |
¥66.5万 |
止损触发 |
| 2021-12-01 |
黄金分割买点 |
买入 |
7.367360000000001 |
90000.0 |
¥66.3万 |
|
| 2022-01-10 |
重回前高 |
卖出 |
7.922069999999999 |
90000.0 |
¥71.3万 |
|
| 2022-02-24 |
黄金分割买点 |
买入 |
8.38838 |
84700.0 |
¥71.1万 |
|
| 2022-03-02 |
跌破0.618止损 |
卖出 |
7.8921 |
84700.0 |
¥66.8万 |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
7.747739999999999 |
86800.0 |
¥67.3万 |
|
| 2022-06-13 |
重回前高 |
卖出 |
8.091899999999999 |
86800.0 |
¥70.2万 |
|
| 2022-07-15 |
黄金分割买点 |
买入 |
7.66766 |
91100.0 |
¥69.9万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
7.4225699999999994 |
91100.0 |
¥67.6万 |
止损触发 |
| 2022-08-29 |
黄金分割买点 |
买入 |
7.517509999999998 |
88900.0 |
¥66.9万 |
|
| 2022-09-26 |
跌破0.618止损 |
卖出 |
7.42257 |
88900.0 |
¥66.0万 |
止损触发 |
| 2022-10-13 |
黄金分割买点 |
买入 |
7.78778 |
86000.0 |
¥67.0万 |
|
| 2022-12-05 |
跌破0.618止损 |
卖出 |
7.74225 |
86000.0 |
¥66.6万 |
止损触发 |
| 2023-03-30 |
黄金分割买点 |
买入 |
8.42842 |
79100.0 |
¥66.7万 |
|
| 2023-04-20 |
重回前高 |
卖出 |
9.02097 |
79100.0 |
¥71.3万 |
|
| 2023-05-10 |
黄金分割买点 |
买入 |
9.11911 |
77500.0 |
¥70.7万 |
|
| 2023-05-22 |
跌破0.618止损 |
卖出 |
8.91108 |
77500.0 |
¥69.0万 |
止损触发 |
| 2023-06-01 |
黄金分割买点 |
买入 |
9.38938 |
73700.0 |
¥69.2万 |
|
| 2023-06-05 |
跌破0.618止损 |
卖出 |
9.16083 |
73700.0 |
¥67.5万 |
止损触发 |
| 2023-06-08 |
黄金分割买点 |
买入 |
9.4094 |
71400.0 |
¥67.2万 |
|
| 2023-06-20 |
跌破0.618止损 |
卖出 |
9.02097 |
71400.0 |
¥64.4万 |
止损触发 |
| 2023-06-29 |
黄金分割买点 |
买入 |
9.489479999999999 |
68400.0 |
¥64.9万 |
|
| 2023-07-19 |
跌破0.618止损 |
卖出 |
9.1908 |
68400.0 |
¥62.8万 |
止损触发 |
| 2024-02-27 |
黄金分割买点 |
买入 |
10.290279999999997 |
60600.0 |
¥62.4万 |
|
| 2024-03-27 |
重回前高 |
卖出 |
11.278709999999998 |
60600.0 |
¥68.3万 |
|
| 2024-05-06 |
黄金分割买点 |
买入 |
11.111099999999999 |
62100.0 |
¥69.0万 |
|
| 2024-07-19 |
重回前高 |
卖出 |
12.287700000000001 |
62100.0 |
¥76.3万 |
|
| 2024-08-09 |
黄金分割买点 |
买入 |
12.212199999999998 |
62100.0 |
¥75.9万 |
|
| 2024-08-20 |
重回前高 |
卖出 |
12.87711 |
62100.0 |
¥79.9万 |
|
| 2024-08-30 |
黄金分割买点 |
买入 |
12.162149999999999 |
65400.0 |
¥79.6万 |
|
| 2024-09-12 |
跌破0.618止损 |
卖出 |
11.4885 |
65400.0 |
¥75.1万 |
止损触发 |
| 2024-10-24 |
黄金分割买点 |
买入 |
12.68 |
59800.0 |
¥75.8万 |
|
| 2024-10-28 |
跌破0.618止损 |
卖出 |
12.04794 |
59800.0 |
¥72.0万 |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
13.11 |
54800.0 |
¥71.9万 |
|
| 2025-02-06 |
跌破0.618止损 |
卖出 |
12.387600000000003 |
54800.0 |
¥67.9万 |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
12.872859999999998 |
52500.0 |
¥67.6万 |
|
| 2025-03-18 |
跌破0.618止损 |
卖出 |
12.687299999999997 |
52500.0 |
¥66.6万 |
止损触发 |
| 2025-03-31 |
黄金分割买点 |
买入 |
13.193179999999998 |
50700.0 |
¥66.9万 |
|
| 2025-05-19 |
跌破0.618止损 |
卖出 |
12.76722 |
50700.0 |
¥64.7万 |
止损触发 |
| 2026-05-12 |
黄金分割买点 |
买入 |
9.609599999999999 |
67200.0 |
¥64.6万 |
|
| 2026-07-01 |
跌破0.618止损 |
卖出 |
9.170819999999999 |
67200.0 |
¥61.6万 |
止损触发 |
| 2026-07-07 |
黄金分割买点 |
买入 |
9.489479999999999 |
65000.0 |
¥61.7万 |
|
| 2026-07-22 |
重回前高 |
卖出 |
10.19979 |
65000.0 |
¥66.3万 |
|
| 2026-08-04 |
黄金分割买点 |
买入 |
10.06005 |
66000.0 |
¥66.4万 |
|
| 2026-08-06 |
跌破0.618止损 |
卖出 |
9.56043 |
66000.0 |
¥63.1万 |
止损触发 |
| 2026-09-02 |
黄金分割买点 |
买入 |
9.83983 |
63600.0 |
¥62.6万 |
|
| 2026-09-09 |
跌破0.618止损 |
卖出 |
9.590399999999999 |
63600.0 |
¥61.0万 |
止损触发 |
| 2026-09-16 |
黄金分割买点 |
买入 |
9.98998 |
61300.0 |
¥61.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
10.26 |
61300 |
¥62.9万 |
回测结束强平 |