002001 新和成 — 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: ¥87.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.13%）
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 |
2015-05-07 |
2015-06-01 |
18.303769484 |
24.52545 |
¥33.7万 |
+33.95% |
重回前高 |
| 2 |
2015-11-11 |
2015-11-26 |
16.181012847999998 |
16.96302 |
¥6.4万 |
+4.80% |
重回前高 |
| 3 |
2016-01-25 |
2016-01-27 |
16.020804799999997 |
14.485500000000002 |
¥-13.3万 |
-9.61% |
跌破0.618止损 |
| 4 |
2016-02-16 |
2016-03-28 |
16.401298913999998 |
21.09888 |
¥36.2万 |
+28.60% |
重回前高 |
| 5 |
2016-05-09 |
2016-05-20 |
18.644211586 |
18.80118 |
¥1.3万 |
+0.81% |
跌破0.618止损 |
| 6 |
2016-05-24 |
2016-06-14 |
19.975940984999998 |
19.00098 |
¥-8.0万 |
-4.91% |
跌破0.618止损 |
| 7 |
2016-07-25 |
2016-08-16 |
21.177501344999996 |
23.86611 |
¥19.8万 |
+12.66% |
重回前高 |
| 8 |
2016-09-06 |
2016-11-01 |
22.178801644999993 |
21.81816 |
¥-2.9万 |
-1.66% |
跌破0.618止损 |
| 9 |
2017-03-01 |
2017-03-27 |
19.895836960999997 |
20.309669999999997 |
¥3.5万 |
+2.05% |
重回前高 |
| 10 |
2017-04-13 |
2017-04-17 |
19.12483573 |
18.87111 |
¥-2.4万 |
-1.36% |
跌破0.618止损 |
| 11 |
2018-02-02 |
2018-02-12 |
37.448631219999996 |
35.68 |
¥-8.2万 |
-4.75% |
跌破0.618止损 |
| 12 |
2018-02-23 |
2018-02-28 |
40.342389087 |
38.08188 |
¥-9.3万 |
-5.63% |
跌破0.618止损 |
| 13 |
2018-03-07 |
2018-03-15 |
40.052012 |
37.562400000000004 |
¥-9.7万 |
-6.24% |
跌破0.618止损 |
| 14 |
2018-05-09 |
2018-05-31 |
36.857864043 |
19.6803 |
¥-68.0万 |
-46.62% |
跌破0.618止损 |
| 15 |
2018-11-13 |
2018-11-27 |
15.299868583999999 |
16.6833 |
¥7.1万 |
+9.01% |
重回前高 |
| 16 |
2018-12-18 |
2018-12-24 |
15.169699544999999 |
14.445540000000001 |
¥-4.1万 |
-4.80% |
跌破0.618止损 |
| 17 |
2019-03-28 |
2019-05-07 |
17.773080325 |
17.54 |
¥-1.1万 |
-1.34% |
跌破0.618止损 |
| 18 |
2019-05-14 |
2019-05-24 |
19.325095789999995 |
18.82116 |
¥-2.1万 |
-2.64% |
跌破0.618止损 |
| 19 |
2019-06-18 |
2019-07-01 |
19.875810955 |
19.560419999999997 |
¥-1.3万 |
-1.62% |
跌破0.618止损 |
| 20 |
2019-07-03 |
2019-08-08 |
20.126036 |
19.66032 |
¥-1.8万 |
-2.34% |
跌破0.618止损 |
| 21 |
2019-08-12 |
2019-08-28 |
20.12613603 |
22.65732 |
¥9.5万 |
+12.54% |
重回前高 |
| 22 |
2019-09-18 |
2019-10-16 |
22.078671614999998 |
21.22875 |
¥-3.3万 |
-3.88% |
跌破0.618止损 |
| 23 |
2019-11-27 |
2020-01-02 |
21.856555 |
23.32665 |
¥5.4万 |
+6.69% |
重回前高 |
| 24 |
2020-02-06 |
2020-02-19 |
22.929776869999998 |
26.1738 |
¥12.2万 |
+14.11% |
重回前高 |
| 25 |
2020-05-12 |
2020-05-15 |
26.708009999999998 |
26.073900000000002 |
¥-2.4万 |
-2.40% |
跌破0.618止损 |
| 26 |
2020-07-29 |
2020-09-23 |
29.127825726999998 |
30.77919 |
¥5.5万 |
+5.64% |
跌破0.618止损 |
| 27 |
2020-11-27 |
2021-01-05 |
31.781271521999994 |
34.265699999999995 |
¥8.0万 |
+7.78% |
重回前高 |
| 28 |
2021-02-01 |
2021-03-02 |
37.20831914799999 |
45.17478 |
¥23.6万 |
+21.37% |
重回前高 |
| 29 |
2021-03-12 |
2021-04-08 |
40.472558125999996 |
37.962 |
¥-8.3万 |
-6.23% |
跌破0.618止损 |
| 30 |
2021-08-26 |
2021-09-28 |
29.538859000000002 |
26.963009999999997 |
¥-11.0万 |
-8.75% |
跌破0.618止损 |
| 31 |
2021-11-09 |
2021-12-20 |
28.837448639999998 |
27.592380000000002 |
¥-5.0万 |
-4.35% |
跌破0.618止损 |
| 32 |
2022-01-14 |
2022-01-18 |
29.157864735999993 |
32.62734 |
¥13.0万 |
+11.87% |
重回前高 |
| 33 |
2022-03-17 |
2022-03-28 |
33.74382011 |
30.978990000000003 |
¥-10.1万 |
-8.22% |
跌破0.618止损 |
| 34 |
2022-04-08 |
2022-04-14 |
33.54356005 |
31.72824 |
¥-6.1万 |
-5.44% |
跌破0.618止损 |
| 35 |
2022-08-18 |
2022-09-20 |
21.82834654 |
21.628349999999998 |
¥-1.0万 |
-0.95% |
跌破0.618止损 |
| 36 |
2022-12-19 |
2022-12-20 |
20.086084017999998 |
18.99099 |
¥-5.8万 |
-5.48% |
跌破0.618止损 |
| 37 |
2023-01-31 |
2023-02-09 |
19.525355849999997 |
19.11 |
¥-2.2万 |
-2.16% |
跌破0.618止损 |
| 38 |
2023-07-21 |
2023-08-24 |
16.211051857 |
15.534450000000001 |
¥-4.1万 |
-4.20% |
跌破0.618止损 |
| 39 |
2024-03-22 |
2024-04-11 |
17.172300144999998 |
16.423560000000002 |
¥-4.1万 |
-4.39% |
跌破0.618止损 |
| 40 |
2024-05-30 |
2024-07-17 |
18.954614678999995 |
20.59938 |
¥7.8万 |
+8.64% |
重回前高 |
| 41 |
2024-08-07 |
2024-08-14 |
20.386474107999998 |
20.20977 |
¥-8,681 |
-0.90% |
跌破0.618止损 |
| 42 |
2024-11-20 |
2024-12-27 |
22.248892665999996 |
21.95 |
¥-1.3万 |
-1.37% |
跌破0.618止损 |
| 43 |
2025-04-18 |
2025-05-15 |
21.537969453000002 |
22.62735 |
¥4.8万 |
+5.03% |
重回前高 |
| 44 |
2025-06-17 |
2025-07-15 |
21.648112486000002 |
21.74823 |
¥4,315 |
+0.43% |
跌破0.618止损 |
| 45 |
2025-09-05 |
2025-09-15 |
23.580622064999996 |
25.344630000000002 |
¥7.5万 |
+7.45% |
重回前高 |
| 46 |
2025-09-23 |
2025-10-22 |
23.620674076999997 |
23.19678 |
¥-2.0万 |
-1.82% |
跌破0.618止损 |
| 47 |
2026-03-27 |
2026-05-18 |
33.73380710699999 |
32.667300000000004 |
¥-3.3万 |
-3.19% |
跌破0.618止损 |
| 48 |
2026-07-24 |
2026-07-27 |
31.611050471 |
29.38059 |
¥-7.2万 |
-7.08% |
跌破0.618止损 |
| 49 |
2026-08-10 |
2026-08-14 |
30.639789179999998 |
28.171799999999994 |
¥-7.7万 |
-8.08% |
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 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
18.29828 |
54300.0 |
¥99.4万 |
|
| 2015-06-01 |
重回前高 |
卖出 |
24.52545 |
54300.0 |
¥1.33M |
|
| 2015-11-11 |
黄金分割买点 |
买入 |
16.17616 |
82500.0 |
¥1.33M |
|
| 2015-11-26 |
重回前高 |
卖出 |
16.96302 |
82500.0 |
¥1.40M |
|
| 2016-01-25 |
黄金分割买点 |
买入 |
16.016 |
86200.0 |
¥1.38M |
|
| 2016-01-27 |
跌破0.618止损 |
卖出 |
14.485500000000002 |
86200.0 |
¥1.25M |
止损触发 |
| 2016-02-16 |
黄金分割买点 |
买入 |
16.396379999999997 |
77100.0 |
¥1.26M |
|
| 2016-03-28 |
重回前高 |
卖出 |
21.09888 |
77100.0 |
¥1.63M |
|
| 2016-05-09 |
黄金分割买点 |
买入 |
18.63862 |
86900.0 |
¥1.62M |
|
| 2016-05-20 |
跌破0.618止损 |
卖出 |
18.80118 |
86900.0 |
¥1.63M |
止损触发 |
| 2016-05-24 |
黄金分割买点 |
买入 |
19.969949999999997 |
81300.0 |
¥1.62M |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
19.00098 |
81300.0 |
¥1.54M |
止损触发 |
| 2016-07-25 |
黄金分割买点 |
买入 |
21.171149999999997 |
73800.0 |
¥1.56M |
|
| 2016-08-16 |
重回前高 |
卖出 |
23.86611 |
73800.0 |
¥1.76M |
|
| 2016-09-06 |
黄金分割买点 |
买入 |
22.172149999999995 |
79300.0 |
¥1.76M |
|
| 2016-11-01 |
跌破0.618止损 |
卖出 |
21.81816 |
79300.0 |
¥1.73M |
止损触发 |
| 2017-03-01 |
黄金分割买点 |
买入 |
19.88987 |
86900.0 |
¥1.73M |
|
| 2017-03-27 |
重回前高 |
卖出 |
20.309669999999997 |
86900.0 |
¥1.76M |
|
| 2017-04-13 |
黄金分割买点 |
买入 |
19.1191 |
92000.0 |
¥1.76M |
|
| 2017-04-17 |
跌破0.618止损 |
卖出 |
18.87111 |
92000.0 |
¥1.74M |
止损触发 |
| 2018-02-02 |
黄金分割买点 |
买入 |
37.4374 |
46200.0 |
¥1.73M |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
35.68 |
46200.0 |
¥1.65M |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
40.33029 |
40900.0 |
¥1.65M |
|
| 2018-02-28 |
跌破0.618止损 |
卖出 |
38.08188 |
40900.0 |
¥1.56M |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
40.03999999999999 |
38600.0 |
¥1.55M |
|
| 2018-03-15 |
跌破0.618止损 |
卖出 |
37.562400000000004 |
38600.0 |
¥1.45M |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
36.84681 |
39600.0 |
¥1.46M |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
19.6803 |
39600.0 |
¥77.9万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
15.295279999999998 |
51200.0 |
¥78.3万 |
|
| 2018-11-27 |
重回前高 |
卖出 |
16.6833 |
51200.0 |
¥85.4万 |
|
| 2018-12-18 |
黄金分割买点 |
买入 |
15.165149999999999 |
56200.0 |
¥85.3万 |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
14.445540000000001 |
56200.0 |
¥81.2万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
17.76775 |
45700.0 |
¥81.2万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
17.54 |
45700.0 |
¥80.1万 |
止损触发 |
| 2019-05-14 |
黄金分割买点 |
买入 |
19.3193 |
41200.0 |
¥79.6万 |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
18.82116 |
41200.0 |
¥77.5万 |
止损触发 |
| 2019-06-18 |
黄金分割买点 |
买入 |
19.86985 |
39400.0 |
¥78.3万 |
|
| 2019-07-01 |
跌破0.618止损 |
卖出 |
19.560419999999997 |
39400.0 |
¥77.0万 |
止损触发 |
| 2019-07-03 |
黄金分割买点 |
买入 |
20.12 |
38400.0 |
¥77.3万 |
|
| 2019-08-08 |
跌破0.618止损 |
卖出 |
19.66032 |
38400.0 |
¥75.5万 |
止损触发 |
| 2019-08-12 |
黄金分割买点 |
买入 |
20.1201 |
37500.0 |
¥75.5万 |
|
| 2019-08-28 |
重回前高 |
卖出 |
22.65732 |
37500.0 |
¥84.9万 |
|
| 2019-09-18 |
黄金分割买点 |
买入 |
22.072049999999997 |
38500.0 |
¥85.0万 |
|
| 2019-10-16 |
跌破0.618止损 |
卖出 |
21.22875 |
38500.0 |
¥81.7万 |
止损触发 |
| 2019-11-27 |
黄金分割买点 |
买入 |
21.85 |
37100.0 |
¥81.1万 |
|
| 2020-01-02 |
重回前高 |
卖出 |
23.32665 |
37100.0 |
¥86.5万 |
|
| 2020-02-06 |
黄金分割买点 |
买入 |
22.922899999999995 |
37700.0 |
¥86.4万 |
|
| 2020-02-19 |
重回前高 |
卖出 |
26.1738 |
37700.0 |
¥98.6万 |
|
| 2020-05-12 |
黄金分割买点 |
买入 |
26.7 |
37200.0 |
¥99.4万 |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
26.073900000000002 |
37200.0 |
¥97.0万 |
止损触发 |
| 2020-07-29 |
黄金分割买点 |
买入 |
29.119089999999996 |
33300.0 |
¥97.0万 |
|
| 2020-09-23 |
跌破0.618止损 |
卖出 |
30.77919 |
33300.0 |
¥1.02M |
止损触发 |
| 2020-11-27 |
黄金分割买点 |
买入 |
31.771739999999994 |
32300.0 |
¥1.03M |
|
| 2021-01-05 |
重回前高 |
卖出 |
34.265699999999995 |
32300.0 |
¥1.11M |
|
| 2021-02-01 |
黄金分割买点 |
买入 |
37.19715999999999 |
29700.0 |
¥1.11M |
|
| 2021-03-02 |
重回前高 |
卖出 |
45.17478 |
29700.0 |
¥1.34M |
|
| 2021-03-12 |
黄金分割买点 |
买入 |
40.46042 |
33100.0 |
¥1.34M |
|
| 2021-04-08 |
跌破0.618止损 |
卖出 |
37.962 |
33100.0 |
¥1.26M |
止损触发 |
| 2021-08-26 |
黄金分割买点 |
买入 |
29.53 |
42500.0 |
¥1.26M |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
26.963009999999997 |
42500.0 |
¥1.15M |
止损触发 |
| 2021-11-09 |
黄金分割买点 |
买入 |
28.8288 |
39600.0 |
¥1.14M |
|
| 2021-12-20 |
跌破0.618止损 |
卖出 |
27.592380000000002 |
39600.0 |
¥1.09M |
止损触发 |
| 2022-01-14 |
黄金分割买点 |
买入 |
29.149119999999993 |
37700.0 |
¥1.10M |
|
| 2022-01-18 |
重回前高 |
卖出 |
32.62734 |
37700.0 |
¥1.23M |
|
| 2022-03-17 |
黄金分割买点 |
买入 |
33.7337 |
36300.0 |
¥1.22M |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
30.978990000000003 |
36300.0 |
¥1.12M |
止损触发 |
| 2022-04-08 |
黄金分割买点 |
买入 |
33.5335 |
33400.0 |
¥1.12M |
|
| 2022-04-14 |
跌破0.618止损 |
卖出 |
31.72824 |
33400.0 |
¥1.06M |
止损触发 |
| 2022-08-18 |
黄金分割买点 |
买入 |
21.8218 |
48600.0 |
¥1.06M |
|
| 2022-09-20 |
跌破0.618止损 |
卖出 |
21.628349999999998 |
48600.0 |
¥1.05M |
止损触发 |
| 2022-12-19 |
黄金分割买点 |
买入 |
20.08006 |
52500.0 |
¥1.05M |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
18.99099 |
52500.0 |
¥99.7万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
19.519499999999997 |
51100.0 |
¥99.8万 |
|
| 2023-02-09 |
跌破0.618止损 |
卖出 |
19.11 |
51100.0 |
¥97.6万 |
止损触发 |
| 2023-07-21 |
黄金分割买点 |
买入 |
16.20619 |
60300.0 |
¥97.8万 |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
15.534450000000001 |
60300.0 |
¥93.6万 |
止损触发 |
| 2024-03-22 |
黄金分割买点 |
买入 |
17.167149999999996 |
54500.0 |
¥93.6万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
16.423560000000002 |
54500.0 |
¥89.5万 |
止损触发 |
| 2024-05-30 |
黄金分割买点 |
买入 |
18.948929999999997 |
47300.0 |
¥89.7万 |
|
| 2024-07-17 |
重回前高 |
卖出 |
20.59938 |
47300.0 |
¥97.4万 |
|
| 2024-08-07 |
黄金分割买点 |
买入 |
20.380359999999996 |
47500.0 |
¥96.8万 |
|
| 2024-08-14 |
跌破0.618止损 |
卖出 |
20.20977 |
47500.0 |
¥96.0万 |
止损触发 |
| 2024-11-20 |
黄金分割买点 |
买入 |
22.242219999999996 |
43200.0 |
¥96.1万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
21.95 |
43200.0 |
¥94.8万 |
止损触发 |
| 2025-04-18 |
黄金分割买点 |
买入 |
21.53151 |
44200.0 |
¥95.2万 |
|
| 2025-05-15 |
重回前高 |
卖出 |
22.62735 |
44200.0 |
¥100.0万 |
|
| 2025-06-17 |
黄金分割买点 |
买入 |
21.64162 |
46100.0 |
¥99.8万 |
|
| 2025-07-15 |
跌破0.618止损 |
卖出 |
21.74823 |
46100.0 |
¥1.00M |
止损触发 |
| 2025-09-05 |
黄金分割买点 |
买入 |
23.573549999999997 |
42500.0 |
¥1.00M |
|
| 2025-09-15 |
重回前高 |
卖出 |
25.344630000000002 |
42500.0 |
¥1.08M |
|
| 2025-09-23 |
黄金分割买点 |
买入 |
23.61359 |
45300.0 |
¥1.07M |
|
| 2025-10-22 |
跌破0.618止损 |
卖出 |
23.19678 |
45300.0 |
¥1.05M |
止损触发 |
| 2026-03-27 |
黄金分割买点 |
买入 |
33.72368999999999 |
31100.0 |
¥1.05M |
|
| 2026-05-18 |
跌破0.618止损 |
卖出 |
32.667300000000004 |
31100.0 |
¥1.02M |
止损触发 |
| 2026-07-24 |
黄金分割买点 |
买入 |
31.601569999999995 |
32200.0 |
¥1.02M |
|
| 2026-07-27 |
跌破0.618止损 |
卖出 |
29.38059 |
32200.0 |
¥94.6万 |
止损触发 |
| 2026-08-10 |
黄金分割买点 |
买入 |
30.630599999999998 |
31100.0 |
¥95.3万 |
|
| 2026-08-14 |
跌破0.618止损 |
卖出 |
28.171799999999994 |
31100.0 |
¥87.6万 |
止损触发 |