002027 分众传媒 — 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: ¥43.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -56.60%）
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 44 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 |
2015-12-14 |
2016-01-06 |
43.556563049999994 |
35.764199999999995 |
¥-17.6万 |
-17.91% |
跌破0.618止损 |
| 2 |
2016-04-25 |
2016-05-10 |
30.259295065999993 |
28.37 |
¥-5.0万 |
-6.27% |
跌破0.618止损 |
| 3 |
2016-10-13 |
2016-10-24 |
15.770479725000001 |
15.1848 |
¥-2.9万 |
-3.74% |
跌破0.618止损 |
| 4 |
2016-11-01 |
2016-11-02 |
15.620284679999996 |
16.39 |
¥3.6万 |
+4.90% |
重回前高 |
| 5 |
2016-11-28 |
2016-12-06 |
17.532768253 |
16.0839 |
¥-6.5万 |
-8.29% |
跌破0.618止损 |
| 6 |
2017-04-21 |
2017-05-18 |
12.41612372 |
13.046940000000001 |
¥3.6万 |
+5.05% |
重回前高 |
| 7 |
2017-06-21 |
2017-07-07 |
13.297267983999998 |
9.270719999999999 |
¥-22.8万 |
-30.30% |
跌破0.618止损 |
| 8 |
2018-02-08 |
2018-02-12 |
13.477502037999999 |
13.0869 |
¥-1.5万 |
-2.93% |
跌破0.618止损 |
| 9 |
2018-03-19 |
2018-03-29 |
14.268529274999999 |
13.40658 |
¥-3.1万 |
-6.07% |
跌破0.618止损 |
| 10 |
2018-06-13 |
2018-06-28 |
12.696487803999997 |
11.10888 |
¥-6.0万 |
-12.53% |
跌破0.618止损 |
| 11 |
2018-07-23 |
2018-08-03 |
10.984264290999999 |
10.47951 |
¥-1.9万 |
-4.62% |
跌破0.618止损 |
| 12 |
2019-03-28 |
2019-04-29 |
6.358256904999998 |
6.18381 |
¥-1.1万 |
-2.77% |
跌破0.618止损 |
| 13 |
2019-08-29 |
2019-10-10 |
5.276852580999999 |
5.12487 |
¥-1.1万 |
-2.91% |
跌破0.618止损 |
| 14 |
2019-11-25 |
2019-12-13 |
5.837580749 |
5.594399999999999 |
¥-1.6万 |
-4.19% |
跌破0.618止损 |
| 15 |
2019-12-16 |
2020-01-13 |
5.7975287369999995 |
6.8931000000000004 |
¥6.8万 |
+18.86% |
重回前高 |
| 16 |
2020-01-22 |
2020-02-03 |
6.248113872 |
5.29 |
¥-6.5万 |
-15.36% |
跌破0.618止损 |
| 17 |
2020-05-07 |
2020-06-24 |
5.156696545 |
5.594399999999999 |
¥3.1万 |
+8.46% |
重回前高 |
| 18 |
2020-09-11 |
2020-10-13 |
6.90897207 |
8.38161 |
¥8.4万 |
+21.28% |
重回前高 |
| 19 |
2021-02-23 |
2021-03-05 |
11.534979455999999 |
10.27 |
¥-5.2万 |
-10.99% |
跌破0.618止损 |
| 20 |
2021-05-25 |
2021-06-10 |
10.31339309 |
9.76023 |
¥-2.3万 |
-5.39% |
跌破0.618止损 |
| 21 |
2021-10-14 |
2021-10-21 |
7.810142339999999 |
7.512479999999999 |
¥-1.5万 |
-3.84% |
跌破0.618止损 |
| 22 |
2021-11-09 |
2021-11-15 |
7.609882279999999 |
7.2 |
¥-2.1万 |
-5.41% |
跌破0.618止损 |
| 23 |
2021-11-16 |
2021-11-19 |
7.569830267999999 |
7.172820000000001 |
¥-1.9万 |
-5.27% |
跌破0.618止损 |
| 24 |
2021-12-21 |
2021-12-29 |
7.619895282999999 |
8.191799999999999 |
¥2.6万 |
+7.47% |
重回前高 |
| 25 |
2022-01-18 |
2022-03-03 |
7.8902463639999985 |
7.2927 |
¥-2.8万 |
-7.60% |
跌破0.618止损 |
| 26 |
2022-06-01 |
2022-08-01 |
6.40832192 |
5.894100000000002 |
¥-2.8万 |
-8.05% |
跌破0.618止损 |
| 27 |
2022-11-07 |
2022-12-09 |
5.20676156 |
6.5934 |
¥8.3万 |
+26.59% |
重回前高 |
| 28 |
2023-02-23 |
2023-03-07 |
6.518464952999999 |
6.48351 |
¥-2,255 |
-0.57% |
跌破0.618止损 |
| 29 |
2023-04-03 |
2023-04-04 |
6.842052 |
6.72327 |
¥-6,994 |
-1.77% |
跌破0.618止损 |
| 30 |
2023-05-22 |
2023-05-30 |
6.678673000999999 |
6.41358 |
¥-1.6万 |
-4.00% |
跌破0.618止损 |
| 31 |
2023-06-09 |
2023-07-04 |
6.688686003999999 |
6.50349 |
¥-1.1万 |
-2.80% |
跌破0.618止损 |
| 32 |
2023-09-18 |
2023-10-12 |
7.249414171999999 |
7.3226700000000005 |
¥3,567 |
+0.98% |
跌破0.618止损 |
| 33 |
2024-02-20 |
2024-03-19 |
6.208061859999999 |
6.5934 |
¥2.3万 |
+6.18% |
重回前高 |
| 34 |
2024-05-09 |
2024-05-29 |
6.498438947 |
6.44355 |
¥-3,415 |
-0.87% |
跌破0.618止损 |
| 35 |
2024-09-26 |
2024-10-08 |
5.807541739999999 |
7.77222 |
¥13.0万 |
+33.79% |
重回前高 |
| 36 |
2024-12-24 |
2024-12-30 |
6.868920058 |
6.87312 |
¥161 |
+0.03% |
跌破0.618止损 |
| 37 |
2025-03-13 |
2025-04-08 |
6.8388810489999985 |
6.5134799999999995 |
¥-2.5万 |
-4.79% |
跌破0.618止损 |
| 38 |
2025-06-16 |
2025-07-09 |
7.112133 |
7.6923 |
¥4.0万 |
+8.12% |
重回前高 |
| 39 |
2025-09-24 |
2025-10-13 |
8.030428405999999 |
7.64235 |
¥-2.6万 |
-4.86% |
跌破0.618止损 |
| 40 |
2026-01-15 |
2026-01-19 |
7.740051319 |
7.392600000000001 |
¥-2.3万 |
-4.52% |
跌破0.618止损 |
| 41 |
2026-07-31 |
2026-08-07 |
5.407021620000001 |
5.0949 |
¥-2.7万 |
-5.80% |
跌破0.618止损 |
| 42 |
2026-08-11 |
2026-08-18 |
5.296878586999999 |
4.94505 |
¥-3.0万 |
-6.67% |
跌破0.618止损 |
| 43 |
2026-10-15 |
2026-10-23 |
5.176722550999999 |
4.9 |
¥-2.3万 |
-5.37% |
跌破0.618止损 |
| 44 |
2026-10-26 |
2026-11-04 |
5.136670539 |
5.50449 |
¥2.9万 |
+7.13% |
重回前高 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-12-14 |
黄金分割买点 |
买入 |
43.543499999999995 |
22600.0 |
¥98.4万 |
|
| 2016-01-06 |
跌破0.618止损 |
卖出 |
35.764199999999995 |
22600.0 |
¥80.8万 |
止损触发 |
| 2016-04-25 |
黄金分割买点 |
买入 |
30.250219999999995 |
26400.0 |
¥79.9万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
28.37 |
26400.0 |
¥74.9万 |
止损触发 |
| 2016-10-13 |
黄金分割买点 |
买入 |
15.765749999999999 |
48300.0 |
¥76.2万 |
|
| 2016-10-24 |
跌破0.618止损 |
卖出 |
15.1848 |
48300.0 |
¥73.3万 |
止损触发 |
| 2016-11-01 |
黄金分割买点 |
买入 |
15.615599999999997 |
47500.0 |
¥74.2万 |
|
| 2016-11-02 |
重回前高 |
卖出 |
16.39 |
47500.0 |
¥77.8万 |
|
| 2016-11-28 |
黄金分割买点 |
买入 |
17.52751 |
44400.0 |
¥77.8万 |
|
| 2016-12-06 |
跌破0.618止损 |
卖出 |
16.0839 |
44400.0 |
¥71.4万 |
止损触发 |
| 2017-04-21 |
黄金分割买点 |
买入 |
12.4124 |
57200.0 |
¥71.0万 |
|
| 2017-05-18 |
重回前高 |
卖出 |
13.046940000000001 |
57200.0 |
¥74.6万 |
|
| 2017-06-21 |
黄金分割买点 |
买入 |
13.293279999999998 |
56500.0 |
¥75.1万 |
|
| 2017-07-07 |
跌破0.618止损 |
卖出 |
9.270719999999999 |
56500.0 |
¥52.4万 |
止损触发 |
| 2018-02-08 |
黄金分割买点 |
买入 |
13.47346 |
38500.0 |
¥51.9万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
13.0869 |
38500.0 |
¥50.4万 |
止损触发 |
| 2018-03-19 |
黄金分割买点 |
买入 |
14.264249999999999 |
35700.0 |
¥50.9万 |
|
| 2018-03-29 |
跌破0.618止损 |
卖出 |
13.40658 |
35700.0 |
¥47.8万 |
止损触发 |
| 2018-06-13 |
黄金分割买点 |
买入 |
12.692679999999998 |
37700.0 |
¥47.9万 |
|
| 2018-06-28 |
跌破0.618止损 |
卖出 |
11.10888 |
37700.0 |
¥41.9万 |
止损触发 |
| 2018-07-23 |
黄金分割买点 |
买入 |
10.98097 |
38000.0 |
¥41.7万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
10.47951 |
38000.0 |
¥39.8万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
6.356349999999999 |
62400.0 |
¥39.7万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
6.18381 |
62400.0 |
¥38.6万 |
止损触发 |
| 2019-08-29 |
黄金分割买点 |
买入 |
5.275269999999999 |
73500.0 |
¥38.8万 |
|
| 2019-10-10 |
跌破0.618止损 |
卖出 |
5.12487 |
73500.0 |
¥37.7万 |
止损触发 |
| 2019-11-25 |
黄金分割买点 |
买入 |
5.83583 |
64400.0 |
¥37.6万 |
|
| 2019-12-13 |
跌破0.618止损 |
卖出 |
5.594399999999999 |
64400.0 |
¥36.0万 |
止损触发 |
| 2019-12-16 |
黄金分割买点 |
买入 |
5.795789999999999 |
62100.0 |
¥36.0万 |
|
| 2020-01-13 |
重回前高 |
卖出 |
6.8931000000000004 |
62100.0 |
¥42.8万 |
|
| 2020-01-22 |
黄金分割买点 |
买入 |
6.246239999999999 |
68200.0 |
¥42.6万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
5.29 |
68200.0 |
¥36.1万 |
止损触发 |
| 2020-05-07 |
黄金分割买点 |
买入 |
5.15515 |
70500.0 |
¥36.4万 |
|
| 2020-06-24 |
重回前高 |
卖出 |
5.594399999999999 |
70500.0 |
¥39.4万 |
|
| 2020-09-11 |
黄金分割买点 |
买入 |
6.906899999999999 |
57000.0 |
¥39.4万 |
|
| 2020-10-13 |
重回前高 |
卖出 |
8.38161 |
57000.0 |
¥47.8万 |
|
| 2021-02-23 |
黄金分割买点 |
买入 |
11.531519999999999 |
41000.0 |
¥47.3万 |
|
| 2021-03-05 |
跌破0.618止损 |
卖出 |
10.27 |
41000.0 |
¥42.1万 |
止损触发 |
| 2021-05-25 |
黄金分割买点 |
买入 |
10.3103 |
41200.0 |
¥42.5万 |
|
| 2021-06-10 |
跌破0.618止损 |
卖出 |
9.76023 |
41200.0 |
¥40.2万 |
止损触发 |
| 2021-10-14 |
黄金分割买点 |
买入 |
7.8077999999999985 |
50900.0 |
¥39.8万 |
|
| 2021-10-21 |
跌破0.618止损 |
卖出 |
7.512479999999999 |
50900.0 |
¥38.2万 |
止损触发 |
| 2021-11-09 |
黄金分割买点 |
买入 |
7.607599999999999 |
50700.0 |
¥38.6万 |
|
| 2021-11-15 |
跌破0.618止损 |
卖出 |
7.2 |
50700.0 |
¥36.5万 |
止损触发 |
| 2021-11-16 |
黄金分割买点 |
买入 |
7.5675599999999985 |
48400.0 |
¥36.6万 |
|
| 2021-11-19 |
跌破0.618止损 |
卖出 |
7.172820000000001 |
48400.0 |
¥34.7万 |
止损触发 |
| 2021-12-21 |
黄金分割买点 |
买入 |
7.617609999999999 |
45500.0 |
¥34.7万 |
|
| 2021-12-29 |
重回前高 |
卖出 |
8.191799999999999 |
45500.0 |
¥37.3万 |
|
| 2022-01-18 |
黄金分割买点 |
买入 |
7.887879999999998 |
47400.0 |
¥37.4万 |
|
| 2022-03-03 |
跌破0.618止损 |
卖出 |
7.2927 |
47400.0 |
¥34.6万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
6.4064 |
53600.0 |
¥34.3万 |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
5.894100000000002 |
53600.0 |
¥31.6万 |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
5.2052 |
60200.0 |
¥31.3万 |
|
| 2022-12-09 |
重回前高 |
卖出 |
6.5934 |
60200.0 |
¥39.7万 |
|
| 2023-02-23 |
黄金分割买点 |
买入 |
6.516509999999999 |
61100.0 |
¥39.8万 |
|
| 2023-03-07 |
跌破0.618止损 |
卖出 |
6.48351 |
61100.0 |
¥39.6万 |
止损触发 |
| 2023-04-03 |
黄金分割买点 |
买入 |
6.84 |
57900.0 |
¥39.6万 |
|
| 2023-04-04 |
跌破0.618止损 |
卖出 |
6.72327 |
57900.0 |
¥38.9万 |
止损触发 |
| 2023-05-22 |
黄金分割买点 |
买入 |
6.676669999999999 |
58500.0 |
¥39.1万 |
|
| 2023-05-30 |
跌破0.618止损 |
卖出 |
6.41358 |
58500.0 |
¥37.5万 |
止损触发 |
| 2023-06-09 |
黄金分割买点 |
买入 |
6.686679999999999 |
56200.0 |
¥37.6万 |
|
| 2023-07-04 |
跌破0.618止损 |
卖出 |
6.50349 |
56200.0 |
¥36.5万 |
止损触发 |
| 2023-09-18 |
黄金分割买点 |
买入 |
7.24724 |
50200.0 |
¥36.4万 |
|
| 2023-10-12 |
跌破0.618止损 |
卖出 |
7.3226700000000005 |
50200.0 |
¥36.7万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
6.2062 |
59100.0 |
¥36.7万 |
|
| 2024-03-19 |
重回前高 |
卖出 |
6.5934 |
59100.0 |
¥39.0万 |
|
| 2024-05-09 |
黄金分割买点 |
买入 |
6.49649 |
60100.0 |
¥39.1万 |
|
| 2024-05-29 |
跌破0.618止损 |
卖出 |
6.44355 |
60100.0 |
¥38.7万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
5.805799999999999 |
66100.0 |
¥38.4万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
7.77222 |
66100.0 |
¥51.4万 |
|
| 2024-12-24 |
黄金分割买点 |
买入 |
6.86686 |
75100.0 |
¥51.6万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
6.87312 |
75100.0 |
¥51.6万 |
止损触发 |
| 2025-03-13 |
黄金分割买点 |
买入 |
6.836829999999999 |
75800.0 |
¥51.8万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
6.5134799999999995 |
75800.0 |
¥49.4万 |
止损触发 |
| 2025-06-16 |
黄金分割买点 |
买入 |
7.11 |
69100.0 |
¥49.1万 |
|
| 2025-07-09 |
重回前高 |
卖出 |
7.6923 |
69100.0 |
¥53.1万 |
|
| 2025-09-24 |
黄金分割买点 |
买入 |
8.028019999999998 |
65900.0 |
¥52.9万 |
|
| 2025-10-13 |
跌破0.618止损 |
卖出 |
7.64235 |
65900.0 |
¥50.3万 |
止损触发 |
| 2026-01-15 |
黄金分割买点 |
买入 |
7.73773 |
64900.0 |
¥50.2万 |
|
| 2026-01-19 |
跌破0.618止损 |
卖出 |
7.392600000000001 |
64900.0 |
¥48.0万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
5.4054 |
86000.0 |
¥46.5万 |
|
| 2026-08-07 |
跌破0.618止损 |
卖出 |
5.0949 |
86000.0 |
¥43.8万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
5.29529 |
86300.0 |
¥45.7万 |
|
| 2026-08-18 |
跌破0.618止损 |
卖出 |
4.94505 |
86300.0 |
¥42.7万 |
止损触发 |
| 2026-10-15 |
黄金分割买点 |
买入 |
5.17517 |
81200.0 |
¥42.0万 |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
4.9 |
81200.0 |
¥39.8万 |
止损触发 |
| 2026-10-26 |
黄金分割买点 |
买入 |
5.135129999999999 |
78200.0 |
¥40.2万 |
|
| 2026-11-04 |
重回前高 |
卖出 |
5.50449 |
78200.0 |
¥43.0万 |
|