002028 思源电气 — 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: ¥1.65M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +65.14%）
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 51 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 |
2015-05-06 |
2015-05-26 |
18.554094559 |
21.61836 |
¥16.4万 |
+16.48% |
重回前高 |
| 2 |
2015-06-25 |
2015-06-29 |
22.449152726 |
19.37061 |
¥-16.0万 |
-13.74% |
跌破0.618止损 |
| 3 |
2015-10-16 |
2015-11-20 |
14.769179424999997 |
17.00298 |
¥15.0万 |
+15.09% |
重回前高 |
| 4 |
2015-11-30 |
2016-01-05 |
14.679062398000001 |
13.686300000000001 |
¥-7.8万 |
-6.79% |
跌破0.618止损 |
| 5 |
2016-01-25 |
2016-01-27 |
14.81924444 |
13.09689 |
¥-12.4万 |
-11.65% |
跌破0.618止损 |
| 6 |
2016-04-08 |
2016-04-26 |
13.31729399 |
10.789200000000001 |
¥-17.8万 |
-19.01% |
跌破0.618止损 |
| 7 |
2016-08-02 |
2016-09-09 |
10.874121257999999 |
11.538450000000001 |
¥4.7万 |
+6.08% |
重回前高 |
| 8 |
2017-05-09 |
2017-06-26 |
15.730427713 |
15.944040000000001 |
¥1.1万 |
+1.33% |
跌破0.618止损 |
| 9 |
2017-07-24 |
2017-07-28 |
16.301168884 |
15.584400000000002 |
¥-3.7万 |
-4.43% |
跌破0.618止损 |
| 10 |
2017-08-03 |
2017-08-07 |
16.154844999999998 |
15.1848 |
¥-4.8万 |
-6.03% |
跌破0.618止损 |
| 11 |
2017-11-16 |
2017-11-28 |
16.701689003999995 |
15.53445 |
¥-5.2万 |
-7.02% |
跌破0.618止损 |
| 12 |
2018-02-22 |
2018-02-28 |
16.251103868999998 |
16.63335 |
¥1.6万 |
+2.32% |
重回前高 |
| 13 |
2018-03-16 |
2018-05-02 |
16.22106486 |
17.982 |
¥7.7万 |
+10.82% |
重回前高 |
| 14 |
2018-06-05 |
2018-06-19 |
18.013392396999997 |
16.30368 |
¥-7.5万 |
-9.52% |
跌破0.618止损 |
| 15 |
2018-09-12 |
2018-09-13 |
16.090895821 |
15.45453 |
¥-2.8万 |
-3.98% |
跌破0.618止损 |
| 16 |
2019-01-08 |
2019-01-24 |
10.81404324 |
10.4895 |
¥-2.0万 |
-3.03% |
跌破0.618止损 |
| 17 |
2019-01-25 |
2019-01-29 |
10.784004230999997 |
10.3896 |
¥-2.4万 |
-3.69% |
跌破0.618止损 |
| 18 |
2019-02-15 |
2019-02-26 |
10.984264291 |
11.788200000000002 |
¥4.7万 |
+7.29% |
重回前高 |
| 19 |
2019-03-19 |
2019-05-07 |
12.836669845999996 |
10.90908 |
¥-10.2万 |
-15.04% |
跌破0.618止损 |
| 20 |
2019-08-20 |
2019-09-11 |
10.393497113999999 |
11.278709999999998 |
¥5.0万 |
+8.48% |
重回前高 |
| 21 |
2019-09-27 |
2019-11-04 |
11.124446332999998 |
12.74724 |
¥9.2万 |
+14.55% |
重回前高 |
| 22 |
2020-03-04 |
2020-03-31 |
17.272430174999997 |
17.53245 |
¥1.0万 |
+1.47% |
跌破0.618止损 |
| 23 |
2020-04-02 |
2020-05-25 |
18.22366546 |
18.13185 |
¥-3,890 |
-0.53% |
跌破0.618止损 |
| 24 |
2020-06-03 |
2020-07-03 |
18.944601675999998 |
21.578400000000002 |
¥10.1万 |
+13.87% |
重回前高 |
| 25 |
2020-08-26 |
2020-09-25 |
25.803508730999997 |
23.7762 |
¥-6.6万 |
-7.88% |
跌破0.618止损 |
| 26 |
2020-11-27 |
2020-12-10 |
23.397017 |
21.76821 |
¥-5.4万 |
-6.99% |
跌破0.618止损 |
| 27 |
2021-01-15 |
2021-01-19 |
21.437839423 |
19.930049999999998 |
¥-5.0万 |
-7.06% |
跌破0.618止损 |
| 28 |
2021-02-08 |
2021-02-25 |
21.187514347999997 |
25.49448 |
¥13.4万 |
+20.29% |
重回前高 |
| 29 |
2021-05-19 |
2021-06-03 |
28.63718858 |
27.22275 |
¥-4.0万 |
-4.97% |
跌破0.618止损 |
| 30 |
2021-07-02 |
2021-07-12 |
29.548371853 |
28.58139 |
¥-2.4万 |
-3.30% |
跌破0.618止损 |
| 31 |
2021-08-03 |
2021-08-11 |
28.356824495999998 |
33.4665 |
¥13.2万 |
+17.98% |
重回前高 |
| 32 |
2021-08-26 |
2022-01-11 |
31.470868428999996 |
44.77518 |
¥36.4万 |
+42.23% |
跌破0.618止损 |
| 33 |
2022-06-30 |
2022-07-19 |
34.044210199999995 |
46.63332 |
¥45.4万 |
+36.94% |
重回前高 |
| 34 |
2022-08-29 |
2022-09-22 |
41.28361136899999 |
38.471489999999996 |
¥-11.3万 |
-6.84% |
跌破0.618止损 |
| 35 |
2022-11-24 |
2023-02-15 |
39.88179094899999 |
45.70425 |
¥22.8万 |
+14.56% |
重回前高 |
| 36 |
2023-04-07 |
2023-04-11 |
43.20610794499999 |
42.49746 |
¥-3.0万 |
-1.67% |
跌破0.618止损 |
| 37 |
2023-06-29 |
2023-07-12 |
44.96839647299999 |
50.998949999999994 |
¥23.4万 |
+13.38% |
重回前高 |
| 38 |
2023-07-31 |
2023-09-26 |
49.514299834999996 |
48.76119 |
¥-3.1万 |
-1.55% |
跌破0.618止损 |
| 39 |
2024-02-06 |
2024-02-07 |
52.08764160599999 |
56.653290000000005 |
¥17.0万 |
+8.73% |
重回前高 |
| 40 |
2024-02-21 |
2024-03-06 |
55.97268676999999 |
60.739200000000004 |
¥18.1万 |
+8.48% |
重回前高 |
| 41 |
2024-06-26 |
2024-07-02 |
69.019629679 |
63.75617999999999 |
¥-17.7万 |
-7.65% |
跌破0.618止损 |
| 42 |
2024-08-14 |
2024-08-21 |
68.40883649599998 |
64.1358 |
¥-13.4万 |
-6.27% |
跌破0.618止损 |
| 43 |
2024-09-04 |
2024-09-30 |
67.65786127099999 |
69.05088 |
¥4.0万 |
+2.03% |
重回前高 |
| 44 |
2024-10-14 |
2024-12-18 |
70.99219126999999 |
70.82910000000001 |
¥-5,254 |
-0.26% |
跌破0.618止损 |
| 45 |
2024-12-25 |
2024-12-30 |
74.10623520299998 |
72.927 |
¥-3.3万 |
-1.62% |
跌破0.618止损 |
| 46 |
2025-02-06 |
2025-02-21 |
76.279056854 |
72.06 |
¥-11.2万 |
-5.56% |
跌破0.618止损 |
| 47 |
2025-03-26 |
2025-04-08 |
76.55942093799999 |
71.68824000000001 |
¥-12.1万 |
-6.39% |
跌破0.618止损 |
| 48 |
2025-08-01 |
2025-08-13 |
78.331722469 |
84.915 |
¥14.9万 |
+8.37% |
重回前高 |
| 49 |
2026-04-10 |
2026-04-29 |
205.26656149999997 |
194.805 |
¥-9.9万 |
-5.13% |
跌破0.618止损 |
| 50 |
2026-06-02 |
2026-06-03 |
214.46851125699996 |
203.89589999999998 |
¥-8.9万 |
-4.96% |
跌破0.618止损 |
| 51 |
2026-06-23 |
2026-06-24 |
201.60180240199998 |
190.94886 |
¥-9.2万 |
-5.31% |
跌破0.618止损 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
黄金分割买点 |
买入 |
18.54853 |
53700.0 |
¥99.6万 |
|
| 2015-05-26 |
重回前高 |
卖出 |
21.61836 |
53700.0 |
¥1.16M |
|
| 2015-06-25 |
黄金分割买点 |
买入 |
22.44242 |
51800.0 |
¥1.16M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
19.37061 |
51800.0 |
¥1.00M |
止损触发 |
| 2015-10-16 |
黄金分割买点 |
买入 |
14.764749999999998 |
67500.0 |
¥99.7万 |
|
| 2015-11-20 |
重回前高 |
卖出 |
17.00298 |
67500.0 |
¥1.15M |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
14.674660000000001 |
78500.0 |
¥1.15M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
13.686300000000001 |
78500.0 |
¥1.07M |
止损触发 |
| 2016-01-25 |
黄金分割买点 |
买入 |
14.8148 |
71600.0 |
¥1.06M |
|
| 2016-01-27 |
跌破0.618止损 |
卖出 |
13.09689 |
71600.0 |
¥93.7万 |
止损触发 |
| 2016-04-08 |
黄金分割买点 |
买入 |
13.3133 |
70400.0 |
¥93.8万 |
|
| 2016-04-26 |
跌破0.618止损 |
卖出 |
10.789200000000001 |
70400.0 |
¥75.9万 |
止损触发 |
| 2016-08-02 |
黄金分割买点 |
买入 |
10.870859999999999 |
71100.0 |
¥77.3万 |
|
| 2016-09-09 |
重回前高 |
卖出 |
11.538450000000001 |
71100.0 |
¥82.0万 |
|
| 2017-05-09 |
黄金分割买点 |
买入 |
15.72571 |
51100.0 |
¥80.4万 |
|
| 2017-06-26 |
跌破0.618止损 |
卖出 |
15.944040000000001 |
51100.0 |
¥81.4万 |
止损触发 |
| 2017-07-24 |
黄金分割买点 |
买入 |
16.29628 |
50900.0 |
¥83.0万 |
|
| 2017-07-28 |
跌破0.618止损 |
卖出 |
15.584400000000002 |
50900.0 |
¥79.3万 |
止损触发 |
| 2017-08-03 |
黄金分割买点 |
买入 |
16.15 |
48900.0 |
¥79.0万 |
|
| 2017-08-07 |
跌破0.618止损 |
卖出 |
15.1848 |
48900.0 |
¥74.2万 |
止损触发 |
| 2017-11-16 |
黄金分割买点 |
买入 |
16.696679999999997 |
44300.0 |
¥74.0万 |
|
| 2017-11-28 |
跌破0.618止损 |
卖出 |
15.53445 |
44300.0 |
¥68.8万 |
止损触发 |
| 2018-02-22 |
黄金分割买点 |
买入 |
16.246229999999997 |
42800.0 |
¥69.6万 |
|
| 2018-02-28 |
重回前高 |
卖出 |
16.63335 |
42800.0 |
¥71.2万 |
|
| 2018-03-16 |
黄金分割买点 |
买入 |
16.216199999999997 |
43800.0 |
¥71.0万 |
|
| 2018-05-02 |
重回前高 |
卖出 |
17.982 |
43800.0 |
¥78.7万 |
|
| 2018-06-05 |
黄金分割买点 |
买入 |
18.007989999999996 |
43800.0 |
¥78.9万 |
|
| 2018-06-19 |
跌破0.618止损 |
卖出 |
16.30368 |
43800.0 |
¥71.4万 |
止损触发 |
| 2018-09-12 |
黄金分割买点 |
买入 |
16.08607 |
44200.0 |
¥71.1万 |
|
| 2018-09-13 |
跌破0.618止损 |
卖出 |
15.45453 |
44200.0 |
¥68.3万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
10.8108 |
62500.0 |
¥67.6万 |
|
| 2019-01-24 |
跌破0.618止损 |
卖出 |
10.4895 |
62500.0 |
¥65.5万 |
止损触发 |
| 2019-01-25 |
黄金分割买点 |
买入 |
10.780769999999999 |
61300.0 |
¥66.1万 |
|
| 2019-01-29 |
跌破0.618止损 |
卖出 |
10.3896 |
61300.0 |
¥63.7万 |
止损触发 |
| 2019-02-15 |
黄金分割买点 |
买入 |
10.98097 |
58300.0 |
¥64.0万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
11.788200000000002 |
58300.0 |
¥68.7万 |
|
| 2019-03-19 |
黄金分割买点 |
买入 |
12.832819999999996 |
53000.0 |
¥68.0万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
10.90908 |
53000.0 |
¥57.8万 |
止损触发 |
| 2019-08-20 |
黄金分割买点 |
买入 |
10.390379999999999 |
56300.0 |
¥58.5万 |
|
| 2019-09-11 |
重回前高 |
卖出 |
11.278709999999998 |
56300.0 |
¥63.5万 |
|
| 2019-09-27 |
黄金分割买点 |
买入 |
11.121109999999998 |
56900.0 |
¥63.3万 |
|
| 2019-11-04 |
重回前高 |
卖出 |
12.74724 |
56900.0 |
¥72.5万 |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
17.267249999999997 |
41000.0 |
¥70.8万 |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
17.53245 |
41000.0 |
¥71.9万 |
止损触发 |
| 2020-04-02 |
黄金分割买点 |
买入 |
18.218199999999996 |
40000.0 |
¥72.9万 |
|
| 2020-05-25 |
跌破0.618止损 |
卖出 |
18.13185 |
40000.0 |
¥72.5万 |
止损触发 |
| 2020-06-03 |
黄金分割买点 |
买入 |
18.93892 |
38500.0 |
¥72.9万 |
|
| 2020-07-03 |
重回前高 |
卖出 |
21.578400000000002 |
38500.0 |
¥83.1万 |
|
| 2020-08-26 |
黄金分割买点 |
买入 |
25.795769999999997 |
32300.0 |
¥83.3万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
23.7762 |
32300.0 |
¥76.8万 |
止损触发 |
| 2020-11-27 |
黄金分割买点 |
买入 |
23.39 |
32800.0 |
¥76.7万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
21.76821 |
32800.0 |
¥71.4万 |
止损触发 |
| 2021-01-15 |
黄金分割买点 |
买入 |
21.431409999999996 |
33200.0 |
¥71.2万 |
|
| 2021-01-19 |
跌破0.618止损 |
卖出 |
19.930049999999998 |
33200.0 |
¥66.1万 |
止损触发 |
| 2021-02-08 |
黄金分割买点 |
买入 |
21.18116 |
31200.0 |
¥66.1万 |
|
| 2021-02-25 |
重回前高 |
卖出 |
25.49448 |
31200.0 |
¥79.5万 |
|
| 2021-05-19 |
黄金分割买点 |
买入 |
28.6286 |
27800.0 |
¥79.6万 |
|
| 2021-06-03 |
跌破0.618止损 |
卖出 |
27.22275 |
27800.0 |
¥75.7万 |
止损触发 |
| 2021-07-02 |
黄金分割买点 |
买入 |
29.53951 |
25100.0 |
¥74.2万 |
|
| 2021-07-12 |
跌破0.618止损 |
卖出 |
28.58139 |
25100.0 |
¥71.7万 |
止损触发 |
| 2021-08-03 |
黄金分割买点 |
买入 |
28.348319999999998 |
25800.0 |
¥73.2万 |
|
| 2021-08-11 |
重回前高 |
卖出 |
33.4665 |
25800.0 |
¥86.3万 |
|
| 2021-08-26 |
黄金分割买点 |
买入 |
31.461429999999996 |
27400.0 |
¥86.2万 |
|
| 2022-01-11 |
跌破0.618止损 |
卖出 |
44.77518 |
27400.0 |
¥1.23M |
止损触发 |
| 2022-06-30 |
黄金分割买点 |
买入 |
34.034 |
36100.0 |
¥1.23M |
|
| 2022-07-19 |
重回前高 |
卖出 |
46.63332 |
36100.0 |
¥1.68M |
|
| 2022-08-29 |
黄金分割买点 |
买入 |
41.271229999999996 |
40000.0 |
¥1.65M |
|
| 2022-09-22 |
跌破0.618止损 |
卖出 |
38.471489999999996 |
40000.0 |
¥1.54M |
止损触发 |
| 2022-11-24 |
黄金分割买点 |
买入 |
39.86982999999999 |
39300.0 |
¥1.57M |
|
| 2023-02-15 |
重回前高 |
卖出 |
45.70425 |
39300.0 |
¥1.80M |
|
| 2023-04-07 |
黄金分割买点 |
买入 |
43.193149999999996 |
41400.0 |
¥1.79M |
|
| 2023-04-11 |
跌破0.618止损 |
卖出 |
42.49746 |
41400.0 |
¥1.76M |
止损触发 |
| 2023-06-29 |
黄金分割买点 |
买入 |
44.95490999999999 |
38900.0 |
¥1.75M |
|
| 2023-07-12 |
重回前高 |
卖出 |
50.998949999999994 |
38900.0 |
¥1.98M |
|
| 2023-07-31 |
黄金分割买点 |
买入 |
49.499449999999996 |
40400.0 |
¥2.00M |
|
| 2023-09-26 |
跌破0.618止损 |
卖出 |
48.76119 |
40400.0 |
¥1.97M |
止损触发 |
| 2024-02-06 |
黄金分割买点 |
买入 |
52.072019999999995 |
37400.0 |
¥1.95M |
|
| 2024-02-07 |
重回前高 |
卖出 |
56.653290000000005 |
37400.0 |
¥2.12M |
|
| 2024-02-21 |
黄金分割买点 |
买入 |
55.955899999999986 |
38100.0 |
¥2.13M |
|
| 2024-03-06 |
重回前高 |
卖出 |
60.739200000000004 |
38100.0 |
¥2.31M |
|
| 2024-06-26 |
黄金分割买点 |
买入 |
68.99893 |
33500.0 |
¥2.31M |
|
| 2024-07-02 |
跌破0.618止损 |
卖出 |
63.75617999999999 |
33500.0 |
¥2.14M |
止损触发 |
| 2024-08-14 |
黄金分割买点 |
买入 |
68.38831999999998 |
31200.0 |
¥2.13M |
|
| 2024-08-21 |
跌破0.618止损 |
卖出 |
64.1358 |
31200.0 |
¥2.00M |
止损触发 |
| 2024-09-04 |
黄金分割买点 |
买入 |
67.63756999999998 |
29500.0 |
¥2.00M |
|
| 2024-09-30 |
重回前高 |
卖出 |
69.05088 |
29500.0 |
¥2.04M |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
70.9709 |
28500.0 |
¥2.02M |
|
| 2024-12-18 |
跌破0.618止损 |
卖出 |
70.82910000000001 |
28500.0 |
¥2.02M |
止损触发 |
| 2024-12-25 |
黄金分割买点 |
买入 |
74.08400999999999 |
27500.0 |
¥2.04M |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
72.927 |
27500.0 |
¥2.00M |
止损触发 |
| 2025-02-06 |
黄金分割买点 |
买入 |
76.25618 |
26300.0 |
¥2.01M |
|
| 2025-02-21 |
跌破0.618止损 |
卖出 |
72.06 |
26300.0 |
¥1.89M |
止损触发 |
| 2025-03-26 |
黄金分割买点 |
买入 |
76.53645999999999 |
24800.0 |
¥1.90M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
71.68824000000001 |
24800.0 |
¥1.78M |
止损触发 |
| 2025-08-01 |
黄金分割买点 |
买入 |
78.30823 |
22700.0 |
¥1.78M |
|
| 2025-08-13 |
重回前高 |
卖出 |
84.915 |
22700.0 |
¥1.93M |
|
| 2026-04-10 |
黄金分割买点 |
买入 |
205.20499999999998 |
9400.0 |
¥1.93M |
|
| 2026-04-29 |
跌破0.618止损 |
卖出 |
194.805 |
9400.0 |
¥1.83M |
止损触发 |
| 2026-06-02 |
黄金分割买点 |
买入 |
214.40418999999997 |
8400.0 |
¥1.80M |
|
| 2026-06-03 |
跌破0.618止损 |
卖出 |
203.89589999999998 |
8400.0 |
¥1.71M |
止损触发 |
| 2026-06-23 |
黄金分割买点 |
买入 |
201.54134 |
8600.0 |
¥1.73M |
|
| 2026-06-24 |
跌破0.618止损 |
卖出 |
190.94886 |
8600.0 |
¥1.64M |
止损触发 |