001979 招商蛇口 — 斐波那契回调 回测明细
数据区间: 2015-12-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥45.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -54.07%）
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 52 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 |
2016-08-02 |
2016-10-11 |
14.839270445999997 |
15.39459 |
¥3.7万 |
+3.71% |
跌破0.618止损 |
| 2 |
2016-10-17 |
2016-10-24 |
16.411311917 |
17.3826 |
¥6.1万 |
+5.89% |
重回前高 |
| 3 |
2016-11-03 |
2016-12-16 |
16.521454949999995 |
17.012970000000003 |
¥3.2万 |
+2.94% |
跌破0.618止损 |
| 4 |
2017-03-23 |
2017-04-11 |
17.332508192999995 |
19.560419999999997 |
¥14.5万 |
+12.82% |
重回前高 |
| 5 |
2017-04-20 |
2017-05-08 |
19.675550894999997 |
18.10188 |
¥-10.2万 |
-8.03% |
跌破0.618止损 |
| 6 |
2017-05-19 |
2017-06-27 |
19.775680925 |
21.978 |
¥12.8万 |
+11.10% |
重回前高 |
| 7 |
2017-07-07 |
2017-07-27 |
20.396487111 |
19.31067 |
¥-6.9万 |
-5.35% |
跌破0.618止损 |
| 8 |
2017-11-24 |
2017-12-07 |
19.555394859 |
18.721259999999997 |
¥-5.3万 |
-4.29% |
跌破0.618止损 |
| 9 |
2018-02-08 |
2018-02-12 |
22.829646839999995 |
21.12885 |
¥-8.7万 |
-7.48% |
跌破0.618止损 |
| 10 |
2018-02-26 |
2018-03-02 |
23.730817109999997 |
21.49848 |
¥-10.3万 |
-9.43% |
跌破0.618止损 |
| 11 |
2018-03-07 |
2018-03-14 |
22.729516809999996 |
21.91806 |
¥-3.5万 |
-3.60% |
跌破0.618止损 |
| 12 |
2018-05-17 |
2018-05-29 |
22.649412786 |
21.45852 |
¥-5.0万 |
-5.29% |
跌破0.618止损 |
| 13 |
2018-11-06 |
2018-12-21 |
18.353834498999998 |
17.41257 |
¥-4.6万 |
-5.16% |
跌破0.618止损 |
| 14 |
2019-01-21 |
2019-02-14 |
18.373860504999996 |
19.82016 |
¥6.7万 |
+7.84% |
重回前高 |
| 15 |
2019-04-23 |
2019-05-07 |
21.778281524999997 |
20.79918 |
¥-4.2万 |
-4.52% |
跌破0.618止损 |
| 16 |
2019-05-29 |
2019-05-31 |
22.088684617999995 |
21.558419999999998 |
¥-2.1万 |
-2.43% |
跌破0.618止损 |
| 17 |
2019-07-11 |
2019-07-12 |
21.306389999999997 |
20.48949 |
¥-3.2万 |
-3.86% |
跌破0.618止损 |
| 18 |
2020-03-09 |
2020-03-16 |
18.173600444999998 |
17.66232 |
¥-2.3万 |
-2.84% |
跌破0.618止损 |
| 19 |
2021-02-26 |
2021-03-22 |
13.327306992999999 |
12.19 |
¥-6.8万 |
-8.56% |
跌破0.618止损 |
| 20 |
2021-03-24 |
2021-03-31 |
12.666448794999999 |
12.23775 |
¥-2.5万 |
-3.41% |
跌破0.618止损 |
| 21 |
2021-08-25 |
2021-08-30 |
10.423536122999998 |
10.009979999999999 |
¥-2.8万 |
-4.00% |
跌破0.618止损 |
| 22 |
2021-09-02 |
2021-09-23 |
10.383484110999998 |
12.0 |
¥10.6万 |
+15.53% |
重回前高 |
| 23 |
2021-10-25 |
2021-11-01 |
11.254615372 |
10.40958 |
¥-5.7万 |
-7.54% |
跌破0.618止损 |
| 24 |
2021-11-22 |
2022-01-10 |
11.40342 |
13.986 |
¥16.3万 |
+22.61% |
重回前高 |
| 25 |
2022-01-17 |
2022-03-16 |
12.866708854999999 |
12.4875 |
¥-2.7万 |
-2.98% |
跌破0.618止损 |
| 26 |
2022-04-21 |
2022-05-09 |
15.249803569000001 |
13.666319999999999 |
¥-9.0万 |
-10.41% |
跌破0.618止损 |
| 27 |
2022-08-04 |
2022-09-13 |
12.856695852 |
15.43455 |
¥15.6万 |
+20.01% |
重回前高 |
| 28 |
2022-10-19 |
2022-10-27 |
15.199738554 |
13.9 |
¥-8.0万 |
-8.58% |
跌破0.618止损 |
| 29 |
2022-11-28 |
2022-12-20 |
14.839270445999999 |
13.776209999999999 |
¥-6.0万 |
-7.19% |
跌破0.618止损 |
| 30 |
2023-01-31 |
2023-02-07 |
14.348633299 |
13.69 |
¥-3.7万 |
-4.62% |
跌破0.618止损 |
| 31 |
2023-02-10 |
2023-03-15 |
14.719114409999996 |
13.92606 |
¥-4.1万 |
-5.42% |
跌破0.618止损 |
| 32 |
2023-03-23 |
2023-03-27 |
13.868009155 |
13.436549999999999 |
¥-2.2万 |
-3.14% |
跌破0.618止损 |
| 33 |
2023-04-04 |
2023-04-26 |
14.068269215 |
13.59639 |
¥-2.4万 |
-3.38% |
跌破0.618止损 |
| 34 |
2023-05-10 |
2023-05-12 |
14.408711317 |
13.54644 |
¥-4.0万 |
-6.01% |
跌破0.618止损 |
| 35 |
2023-07-26 |
2023-09-13 |
13.307280986999997 |
12.8871 |
¥-2.0万 |
-3.19% |
跌破0.618止损 |
| 36 |
2024-03-04 |
2024-03-05 |
9.211962759999997 |
8.82117 |
¥-2.6万 |
-4.27% |
跌破0.618止损 |
| 37 |
2024-03-14 |
2024-03-27 |
9.141871738999999 |
9.90009 |
¥4.8万 |
+8.26% |
重回前高 |
| 38 |
2024-04-03 |
2024-04-11 |
8.991676694 |
8.281709999999999 |
¥-5.0万 |
-7.92% |
跌破0.618止损 |
| 39 |
2024-04-30 |
2024-05-20 |
8.80264 |
10.96902 |
¥14.3万 |
+24.57% |
重回前高 |
| 40 |
2024-05-31 |
2024-06-25 |
9.662547895 |
8.86113 |
¥-6.0万 |
-8.32% |
跌破0.618止损 |
| 41 |
2024-07-18 |
2024-07-24 |
9.602469877 |
8.881110000000001 |
¥-5.0万 |
-7.54% |
跌破0.618止损 |
| 42 |
2024-08-26 |
2024-08-29 |
9.262027775 |
8.74125 |
¥-3.5万 |
-5.65% |
跌破0.618止损 |
| 43 |
2024-09-02 |
2024-09-03 |
9.121845732999999 |
8.75124 |
¥-2.3万 |
-4.09% |
跌破0.618止损 |
| 44 |
2024-10-15 |
2024-12-19 |
11.014303299999998 |
10.49 |
¥-2.6万 |
-4.79% |
跌破0.618止损 |
| 45 |
2025-04-10 |
2025-04-29 |
9.732638915999999 |
9.0909 |
¥-3.5万 |
-6.62% |
跌破0.618止损 |
| 46 |
2025-10-24 |
2025-10-31 |
9.752664922 |
9.360629999999999 |
¥-2.0万 |
-4.05% |
跌破0.618止损 |
| 47 |
2025-11-12 |
2025-11-20 |
9.732638916 |
9.38061 |
¥-1.7万 |
-3.65% |
跌破0.618止损 |
| 48 |
2026-01-20 |
2026-01-30 |
9.272040778 |
10.789200000000001 |
¥7.5万 |
+16.33% |
重回前高 |
| 49 |
2026-02-27 |
2026-03-10 |
10.043042008999997 |
9.46053 |
¥-3.1万 |
-5.83% |
跌破0.618止损 |
| 50 |
2026-05-12 |
2026-05-19 |
9.732638916 |
8.71128 |
¥-5.3万 |
-10.52% |
跌破0.618止损 |
| 51 |
2026-06-02 |
2026-06-05 |
9.101819726999999 |
8.65134 |
¥-2.2万 |
-4.98% |
跌破0.618止损 |
| 52 |
2026-09-21 |
2026-11-13 |
6.9790630909999996 |
7.48 |
¥3.0万 |
+7.15% |
强平 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-02 |
黄金分割买点 |
买入 |
14.834819999999999 |
67200.0 |
¥99.7万 |
|
| 2016-10-11 |
跌破0.618止损 |
卖出 |
15.39459 |
67200.0 |
¥1.03M |
止损触发 |
| 2016-10-17 |
黄金分割买点 |
买入 |
16.40639 |
63000.0 |
¥1.03M |
|
| 2016-10-24 |
重回前高 |
卖出 |
17.3826 |
63000.0 |
¥1.09M |
|
| 2016-11-03 |
黄金分割买点 |
买入 |
16.516499999999997 |
66300.0 |
¥1.10M |
|
| 2016-12-16 |
跌破0.618止损 |
卖出 |
17.012970000000003 |
66300.0 |
¥1.13M |
止损触发 |
| 2017-03-23 |
黄金分割买点 |
买入 |
17.327309999999997 |
65200.0 |
¥1.13M |
|
| 2017-04-11 |
重回前高 |
卖出 |
19.560419999999997 |
65200.0 |
¥1.27M |
|
| 2017-04-20 |
黄金分割买点 |
买入 |
19.669649999999997 |
64800.0 |
¥1.27M |
|
| 2017-05-08 |
跌破0.618止损 |
卖出 |
18.10188 |
64800.0 |
¥1.17M |
止损触发 |
| 2017-05-19 |
黄金分割买点 |
买入 |
19.76975 |
58100.0 |
¥1.15M |
|
| 2017-06-27 |
重回前高 |
卖出 |
21.978 |
58100.0 |
¥1.28M |
|
| 2017-07-07 |
黄金分割买点 |
买入 |
20.390369999999997 |
63600.0 |
¥1.30M |
|
| 2017-07-27 |
跌破0.618止损 |
卖出 |
19.31067 |
63600.0 |
¥1.23M |
止损触发 |
| 2017-11-24 |
黄金分割买点 |
买入 |
19.54953 |
62800.0 |
¥1.23M |
|
| 2017-12-07 |
跌破0.618止损 |
卖出 |
18.721259999999997 |
62800.0 |
¥1.18M |
止损触发 |
| 2018-02-08 |
黄金分割买点 |
买入 |
22.822799999999997 |
50900.0 |
¥1.16M |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
21.12885 |
50900.0 |
¥1.08M |
止损触发 |
| 2018-02-26 |
黄金分割买点 |
买入 |
23.7237 |
45800.0 |
¥1.09M |
|
| 2018-03-02 |
跌破0.618止损 |
卖出 |
21.49848 |
45800.0 |
¥98.4万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
22.722699999999996 |
42800.0 |
¥97.3万 |
|
| 2018-03-14 |
跌破0.618止损 |
卖出 |
21.91806 |
42800.0 |
¥93.8万 |
止损触发 |
| 2018-05-17 |
黄金分割买点 |
买入 |
22.642619999999997 |
42000.0 |
¥95.1万 |
|
| 2018-05-29 |
跌破0.618止损 |
卖出 |
21.45852 |
42000.0 |
¥90.1万 |
止损触发 |
| 2018-11-06 |
黄金分割买点 |
买入 |
18.348329999999997 |
49100.0 |
¥90.1万 |
|
| 2018-12-21 |
跌破0.618止损 |
卖出 |
17.41257 |
49100.0 |
¥85.5万 |
止损触发 |
| 2019-01-21 |
黄金分割买点 |
买入 |
18.36835 |
46400.0 |
¥85.3万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
19.82016 |
46400.0 |
¥91.9万 |
|
| 2019-04-23 |
黄金分割买点 |
买入 |
21.771749999999997 |
42300.0 |
¥92.1万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
20.79918 |
42300.0 |
¥88.0万 |
止损触发 |
| 2019-05-29 |
黄金分割买点 |
买入 |
22.082059999999995 |
39300.0 |
¥86.8万 |
|
| 2019-05-31 |
跌破0.618止损 |
卖出 |
21.558419999999998 |
39300.0 |
¥84.7万 |
止损触发 |
| 2019-07-11 |
黄金分割买点 |
买入 |
21.3 |
39400.0 |
¥83.9万 |
|
| 2019-07-12 |
跌破0.618止损 |
卖出 |
20.48949 |
39400.0 |
¥80.7万 |
止损触发 |
| 2020-03-09 |
黄金分割买点 |
买入 |
18.168149999999997 |
44100.0 |
¥80.1万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
17.66232 |
44100.0 |
¥77.9万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
13.32331 |
59400.0 |
¥79.2万 |
|
| 2021-03-22 |
跌破0.618止损 |
卖出 |
12.19 |
59400.0 |
¥72.4万 |
止损触发 |
| 2021-03-24 |
黄金分割买点 |
买入 |
12.66265 |
57900.0 |
¥73.3万 |
|
| 2021-03-31 |
跌破0.618止损 |
卖出 |
12.23775 |
57900.0 |
¥70.8万 |
止损触发 |
| 2021-08-25 |
黄金分割买点 |
买入 |
10.420409999999999 |
68300.0 |
¥71.2万 |
|
| 2021-08-30 |
跌破0.618止损 |
卖出 |
10.009979999999999 |
68300.0 |
¥68.3万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
10.380369999999997 |
65500.0 |
¥68.0万 |
|
| 2021-09-23 |
重回前高 |
卖出 |
12.0 |
65500.0 |
¥78.6万 |
|
| 2021-10-25 |
黄金分割买点 |
买入 |
11.25124 |
67000.0 |
¥75.4万 |
|
| 2021-11-01 |
跌破0.618止损 |
卖出 |
10.40958 |
67000.0 |
¥69.7万 |
止损触发 |
| 2021-11-22 |
黄金分割买点 |
买入 |
11.4 |
63400.0 |
¥72.3万 |
|
| 2022-01-10 |
重回前高 |
卖出 |
13.986 |
63400.0 |
¥88.6万 |
|
| 2022-01-17 |
黄金分割买点 |
买入 |
12.862849999999998 |
69600.0 |
¥89.6万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
12.4875 |
69600.0 |
¥86.9万 |
止损触发 |
| 2022-04-21 |
黄金分割买点 |
买入 |
15.24523 |
56500.0 |
¥86.2万 |
|
| 2022-05-09 |
跌破0.618止损 |
卖出 |
13.666319999999999 |
56500.0 |
¥77.2万 |
止损触发 |
| 2022-08-04 |
黄金分割买点 |
买入 |
12.852839999999999 |
60500.0 |
¥77.8万 |
|
| 2022-09-13 |
重回前高 |
卖出 |
15.43455 |
60500.0 |
¥93.4万 |
|
| 2022-10-19 |
黄金分割买点 |
买入 |
15.195179999999999 |
61200.0 |
¥93.0万 |
|
| 2022-10-27 |
跌破0.618止损 |
卖出 |
13.9 |
61200.0 |
¥85.0万 |
止损触发 |
| 2022-11-28 |
黄金分割买点 |
买入 |
14.834819999999999 |
56300.0 |
¥83.5万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
13.776209999999999 |
56300.0 |
¥77.5万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
14.34433 |
55100.0 |
¥79.1万 |
|
| 2023-02-07 |
跌破0.618止损 |
卖出 |
13.69 |
55100.0 |
¥75.4万 |
止损触发 |
| 2023-02-10 |
黄金分割买点 |
买入 |
14.714699999999997 |
51300.0 |
¥75.5万 |
|
| 2023-03-15 |
跌破0.618止损 |
卖出 |
13.92606 |
51300.0 |
¥71.4万 |
止损触发 |
| 2023-03-23 |
黄金分割买点 |
买入 |
13.863849999999998 |
51400.0 |
¥71.3万 |
|
| 2023-03-27 |
跌破0.618止损 |
卖出 |
13.436549999999999 |
51400.0 |
¥69.0万 |
止损触发 |
| 2023-04-04 |
黄金分割买点 |
买入 |
14.064049999999998 |
49400.0 |
¥69.5万 |
|
| 2023-04-26 |
跌破0.618止损 |
卖出 |
13.59639 |
49400.0 |
¥67.1万 |
止损触发 |
| 2023-05-10 |
黄金分割买点 |
买入 |
14.404390000000001 |
46600.0 |
¥67.1万 |
|
| 2023-05-12 |
跌破0.618止损 |
卖出 |
13.54644 |
46600.0 |
¥63.1万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
13.303289999999997 |
47200.0 |
¥62.8万 |
|
| 2023-09-13 |
跌破0.618止损 |
卖出 |
12.8871 |
47200.0 |
¥60.8万 |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
9.209199999999997 |
65700.0 |
¥60.5万 |
|
| 2024-03-05 |
跌破0.618止损 |
卖出 |
8.82117 |
65700.0 |
¥57.9万 |
止损触发 |
| 2024-03-14 |
黄金分割买点 |
买入 |
9.13913 |
64100.0 |
¥58.6万 |
|
| 2024-03-27 |
重回前高 |
卖出 |
9.90009 |
64100.0 |
¥63.4万 |
|
| 2024-04-03 |
黄金分割买点 |
买入 |
8.98898 |
70000.0 |
¥62.9万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
8.281709999999999 |
70000.0 |
¥58.0万 |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
8.8 |
66000.0 |
¥58.1万 |
|
| 2024-05-20 |
重回前高 |
卖出 |
10.96902 |
66000.0 |
¥72.4万 |
|
| 2024-05-31 |
黄金分割买点 |
买入 |
9.65965 |
75100.0 |
¥72.6万 |
|
| 2024-06-25 |
跌破0.618止损 |
卖出 |
8.86113 |
75100.0 |
¥66.5万 |
止损触发 |
| 2024-07-18 |
黄金分割买点 |
买入 |
9.59959 |
69400.0 |
¥66.6万 |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
8.881110000000001 |
69400.0 |
¥61.6万 |
止损触发 |
| 2024-08-26 |
黄金分割买点 |
买入 |
9.25925 |
66500.0 |
¥61.6万 |
|
| 2024-08-29 |
跌破0.618止损 |
卖出 |
8.74125 |
66500.0 |
¥58.1万 |
止损触发 |
| 2024-09-02 |
黄金分割买点 |
买入 |
9.11911 |
62900.0 |
¥57.4万 |
|
| 2024-09-03 |
跌破0.618止损 |
卖出 |
8.75124 |
62900.0 |
¥55.0万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
11.010999999999997 |
49900.0 |
¥55.0万 |
|
| 2024-12-19 |
跌破0.618止损 |
卖出 |
10.49 |
49900.0 |
¥52.3万 |
止损触发 |
| 2025-04-10 |
黄金分割买点 |
买入 |
9.72972 |
54000.0 |
¥52.6万 |
|
| 2025-04-29 |
跌破0.618止损 |
卖出 |
9.0909 |
54000.0 |
¥49.1万 |
止损触发 |
| 2025-10-24 |
黄金分割买点 |
买入 |
9.74974 |
50900.0 |
¥49.6万 |
|
| 2025-10-31 |
跌破0.618止损 |
卖出 |
9.360629999999999 |
50900.0 |
¥47.6万 |
止损触发 |
| 2025-11-12 |
黄金分割买点 |
买入 |
9.72972 |
49000.0 |
¥47.7万 |
|
| 2025-11-20 |
跌破0.618止损 |
卖出 |
9.38061 |
49000.0 |
¥46.0万 |
止损触发 |
| 2026-01-20 |
黄金分割买点 |
买入 |
9.26926 |
49600.0 |
¥46.0万 |
|
| 2026-01-30 |
重回前高 |
卖出 |
10.789200000000001 |
49600.0 |
¥53.5万 |
|
| 2026-02-27 |
黄金分割买点 |
买入 |
10.040029999999998 |
53300.0 |
¥53.5万 |
|
| 2026-03-10 |
跌破0.618止损 |
卖出 |
9.46053 |
53300.0 |
¥50.4万 |
止损触发 |
| 2026-05-12 |
黄金分割买点 |
买入 |
9.72972 |
51700.0 |
¥50.3万 |
|
| 2026-05-19 |
跌破0.618止损 |
卖出 |
8.71128 |
51700.0 |
¥45.0万 |
止损触发 |
| 2026-06-02 |
黄金分割买点 |
买入 |
9.099089999999999 |
49400.0 |
¥45.0万 |
|
| 2026-06-05 |
跌破0.618止损 |
卖出 |
8.65134 |
49400.0 |
¥42.7万 |
止损触发 |
| 2026-09-21 |
黄金分割买点 |
买入 |
6.97697 |
60400.0 |
¥42.2万 |
|
| 2026-11-13 |
强平 |
卖出 |
7.48 |
60400 |
¥45.2万 |
回测结束强平 |