← 返回 斐波那契回调

002142 宁波银行 — 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: ¥1.42M
策略: 斐波那契回调
+42.35%
总收益率
¥42.4万
盈亏金额
122
总成交笔数
61
交易回合
36%
回合胜率
¥6,936
平均回合盈亏
K线 & 交易信号(策略收益 +42.35%)
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 61 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 2015-06-09 18.373860505 23.7762 ¥29.3万 +29.36% 重回前高
2 2015-06-16 2015-06-23 21.227566359999997 19.23075 ¥-12.0万 -9.43% 跌破0.618止损
3 2015-07-01 2015-07-03 20.72691621 18.97101 ¥-9.7万 -8.50% 跌破0.618止损
4 2015-07-13 2015-07-16 20.616773177 15.76422 ¥-24.7万 -23.56% 跌破0.618止损
5 2015-10-21 2015-11-10 12.81664384 15.40458 ¥16.6万 +20.16% 重回前高
6 2015-12-02 2016-01-08 13.978152188 14.185799999999999 ¥1.4万 +1.46% 跌破0.618止损
7 2016-04-06 2016-05-05 13.577632068 14.53545 ¥7.0万 +7.02% 重回前高
8 2016-08-17 2016-09-19 16.12093483 15.43455 ¥-4.6万 -4.29% 跌破0.618止损
9 2016-10-26 2016-11-28 16.621584979999998 18.37161 ¥10.8万 +10.50% 重回前高
10 2017-01-04 2017-01-16 17.402599214 17.16282 ¥-1.6万 -1.41% 跌破0.618止损
11 2017-03-24 2017-04-14 17.923275369999995 17.46252 ¥-2.9万 -2.60% 跌破0.618止损
12 2017-05-17 2017-05-22 17.565268 17.25273 ¥-2.0万 -1.81% 跌破0.618止损
13 2017-12-04 2018-01-17 17.642911285999997 19.49049 ¥11.2万 +10.44% 重回前高
14 2018-02-08 2018-02-12 20.026005999999995 18.79119 ¥-7.3万 -6.19% 跌破0.618止损
15 2018-02-14 2018-03-27 20.076071015 18.96102 ¥-6.2万 -5.58% 跌破0.618止损
16 2018-08-01 2018-08-06 17.492716240999997 16.66332 ¥-5.0万 -4.77% 跌破0.618止损
17 2018-08-31 2018-09-07 16.591545971 16.183799999999998 ¥-2.5万 -2.49% 跌破0.618止损
18 2018-10-16 2018-11-05 16.641610986 18.0819 ¥8.4万 +8.62% 重回前高
19 2018-11-13 2018-11-30 16.92197507 16.70328 ¥-1.4万 -1.32% 跌破0.618止损
20 2019-01-21 2019-02-12 16.82184504 17.57241 ¥4.6万 +4.43% 重回前高
21 2019-05-09 2019-06-21 21.70651 24.06591 ¥11.8万 +10.84% 重回前高
22 2019-07-09 2019-07-11 23.310270984 22.307669999999998 ¥-5.2万 -4.33% 跌破0.618止损
23 2019-07-22 2019-08-06 23.480492034999994 21.93804 ¥-7.6万 -6.60% 跌破0.618止损
24 2019-12-02 2020-01-03 26.484392935 29.00097 ¥10.2万 +9.47% 重回前高
25 2020-03-09 2020-03-13 26.934978069999996 24.975 ¥-8.4万 -7.30% 跌破0.618止损
26 2020-05-13 2020-07-07 25.53315765 31.968 ¥27.6万 +25.16% 重回前高
27 2020-07-29 2020-08-11 28.977630681999997 33.49647 ¥21.2万 +15.56% 重回前高
28 2020-10-13 2020-11-09 33.243169959999996 33.47649 ¥1.1万 +0.67% 跌破0.618止损
29 2020-11-11 2020-11-16 34.624964373999994 33.2667 ¥-6.3万 -3.95% 跌破0.618止损
30 2020-11-18 2020-12-22 34.24447026000001 33.975989999999996 ¥-1.2万 -0.81% 跌破0.618止损
31 2020-12-30 2021-01-13 35.54616065 38.811150000000005 ¥13.9万 +9.15% 重回前高
32 2021-01-26 2021-02-05 37.058124103 41.2587 ¥18.4万 +11.30% 重回前高
33 2021-03-03 2021-03-10 40.142129026999996 37.71225 ¥-11.2万 -6.08% 跌破0.618止损
34 2021-03-15 2021-04-13 39.861764943 38.301660000000005 ¥-6.8万 -3.94% 跌破0.618止损
35 2021-06-09 2021-06-21 41.403767404999996 39.41055 ¥-8.0万 -4.84% 跌破0.618止损
36 2021-09-13 2021-09-16 36.126914823999996 33.866099999999996 ¥-9.9万 -6.29% 跌破0.618止损
37 2021-12-03 2022-01-17 36.607538968 36.3636 ¥-1.0万 -0.70% 跌破0.618止损
38 2022-02-16 2022-02-28 39.230945754 37.6623 ¥-5.9万 -4.03% 跌破0.618止损
39 2022-03-31 2022-04-26 37.01807209099999 35.01495 ¥-7.7万 -5.44% 跌破0.618止损
40 2022-07-01 2022-07-07 35.856563742999995 34.25571 ¥-6.0万 -4.49% 跌破0.618止损
41 2022-09-14 2022-10-20 31.591024464999997 28.281689999999998 ¥-13.2万 -10.50% 跌破0.618止损
42 2022-11-16 2022-11-30 29.087773715 32.557410000000004 ¥13.6万 +11.89% 重回前高
43 2023-02-13 2023-02-14 31.419423 30.55 ¥-3.6万 -2.80% 跌破0.618止损
44 2023-02-21 2023-02-23 31.429426000000003 30.5694 ¥-3.4万 -2.77% 跌破0.618止损
45 2023-07-26 2023-10-13 26.654613985999998 24.78519 ¥-8.5万 -7.04% 跌破0.618止损
46 2024-02-27 2024-03-26 22.32899669 20.55 ¥-8.9万 -7.99% 跌破0.618止损
47 2024-04-02 2024-04-11 21.497917441 20.36961 ¥-5.5万 -5.28% 跌破0.618止损
48 2024-04-16 2024-05-10 21.357735398999996 23.55 ¥10.1万 +10.23% 重回前高
49 2024-06-07 2024-06-14 23.650713085999996 22.257720000000003 ¥-6.4万 -5.92% 跌破0.618止损
50 2024-07-03 2024-07-08 23.079971914999998 21.778200000000002 ¥-5.8万 -5.67% 跌破0.618止损
51 2024-09-26 2024-10-08 21.207540354 28.231740000000002 ¥31.9万 +33.08% 重回前高
52 2024-11-25 2024-12-27 24.021194197 24.19578 ¥8,919 +0.70% 跌破0.618止损
53 2025-01-09 2025-01-14 25.533157649999996 24.61536 ¥-4.7万 -3.62% 跌破0.618止损
54 2025-01-15 2025-02-25 25.413001614 24.385590000000004 ¥-5.0万 -4.07% 跌破0.618止损
55 2025-04-25 2025-04-30 24.942390473 24.305669999999996 ¥-3.1万 -2.58% 跌破0.618止损
56 2025-05-09 2025-05-22 25.092585517999993 27.12285 ¥9.4万 +8.06% 重回前高
57 2025-07-17 2025-07-28 26.814822034 28.801170000000003 ¥9.3万 +7.38% 重回前高
58 2025-11-28 2026-01-12 28.607149570999997 28.09188 ¥-2.5万 -1.83% 跌破0.618止损
59 2026-03-19 2026-03-24 30.319373083999995 29.650319999999997 ¥-2.9万 -2.24% 跌破0.618止损
60 2026-03-26 2026-04-30 30.379451101999994 33.3666 ¥12.7万 +9.80% 重回前高
61 2026-10-23 2026-11-13 34.14434022999999 34.15 ¥-191 -0.01% 强平
逐笔成交记录(共 122 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 18.36835 54300.0 ¥99.8万
2015-06-09 重回前高 卖出 23.7762 54300.0 ¥1.29M
2015-06-16 黄金分割买点 买入 21.2212 60100.0 ¥1.28M
2015-06-23 跌破0.618止损 卖出 19.23075 60100.0 ¥1.16M 止损触发
2015-07-01 黄金分割买点 买入 20.720699999999997 55200.0 ¥1.14M
2015-07-03 跌破0.618止损 卖出 18.97101 55200.0 ¥1.05M 止损触发
2015-07-13 黄金分割买点 买入 20.61059 50900.0 ¥1.05M
2015-07-16 跌破0.618止损 卖出 15.76422 50900.0 ¥80.2万 止损触发
2015-10-21 黄金分割买点 买入 12.8128 64400.0 ¥82.5万
2015-11-10 重回前高 卖出 15.40458 64400.0 ¥99.2万
2015-12-02 黄金分割买点 买入 13.97396 70900.0 ¥99.1万
2016-01-08 跌破0.618止损 卖出 14.185799999999999 70900.0 ¥1.01M 止损触发
2016-04-06 黄金分割买点 买入 13.573559999999999 73900.0 ¥1.00M
2016-05-05 重回前高 卖出 14.53545 73900.0 ¥1.07M
2016-08-17 黄金分割买点 买入 16.1161 66300.0 ¥1.07M
2016-09-19 跌破0.618止损 卖出 15.43455 66300.0 ¥1.02M 止损触发
2016-10-26 黄金分割买点 买入 16.6166 61900.0 ¥1.03M
2016-11-28 重回前高 卖出 18.37161 61900.0 ¥1.14M
2017-01-04 黄金分割买点 买入 17.39738 65300.0 ¥1.14M
2017-01-16 跌破0.618止损 卖出 17.16282 65300.0 ¥1.12M 止损触发
2017-03-24 黄金分割买点 买入 17.917899999999996 62700.0 ¥1.12M
2017-04-14 跌破0.618止损 卖出 17.46252 62700.0 ¥1.09M 止损触发
2017-05-17 黄金分割买点 买入 17.56 61900.0 ¥1.09M
2017-05-22 跌破0.618止损 卖出 17.25273 61900.0 ¥1.07M 止损触发
2017-12-04 黄金分割买点 买入 17.63762 60900.0 ¥1.07M
2018-01-17 重回前高 卖出 19.49049 60900.0 ¥1.19M
2018-02-08 黄金分割买点 买入 20.019999999999996 58700.0 ¥1.18M
2018-02-12 跌破0.618止损 卖出 18.79119 58700.0 ¥1.10M 止损触发
2018-02-14 黄金分割买点 买入 20.070050000000002 55400.0 ¥1.11M
2018-03-27 跌破0.618止损 卖出 18.96102 55400.0 ¥1.05M 止损触发
2018-08-01 黄金分割买点 买入 17.48747 60200.0 ¥1.05M
2018-08-06 跌破0.618止损 卖出 16.66332 60200.0 ¥1.00M 止损触发
2018-08-31 黄金分割买点 买入 16.58657 60400.0 ¥1.00M
2018-09-07 跌破0.618止损 卖出 16.183799999999998 60400.0 ¥97.7万 止损触发
2018-10-16 黄金分割买点 买入 16.63662 58400.0 ¥97.2万
2018-11-05 重回前高 卖出 18.0819 58400.0 ¥1.06M
2018-11-13 黄金分割买点 买入 16.9169 61900.0 ¥1.05M
2018-11-30 跌破0.618止损 卖出 16.70328 61900.0 ¥1.03M 止损触发
2019-01-21 黄金分割买点 买入 16.8168 62000.0 ¥1.04M
2019-02-12 重回前高 卖出 17.57241 62000.0 ¥1.09M
2019-05-09 黄金分割买点 买入 21.7 50000.0 ¥1.09M
2019-06-21 重回前高 卖出 24.06591 50000.0 ¥1.20M
2019-07-09 黄金分割买点 买入 23.303279999999997 52000.0 ¥1.21M
2019-07-11 跌破0.618止损 卖出 22.307669999999998 52000.0 ¥1.16M 止损触发
2019-07-22 黄金分割买点 买入 23.473449999999996 49300.0 ¥1.16M
2019-08-06 跌破0.618止损 卖出 21.93804 49300.0 ¥1.08M 止损触发
2019-12-02 黄金分割买点 买入 26.476449999999996 40600.0 ¥1.08M
2020-01-03 重回前高 卖出 29.00097 40600.0 ¥1.18M
2020-03-09 黄金分割买点 买入 26.926899999999996 42900.0 ¥1.16M
2020-03-13 跌破0.618止损 卖出 24.975 42900.0 ¥1.07M 止损触发
2020-05-13 黄金分割买点 买入 25.525499999999997 42900.0 ¥1.10M
2020-07-07 重回前高 卖出 31.968 42900.0 ¥1.37M
2020-07-29 黄金分割买点 买入 28.968939999999996 47100.0 ¥1.36M
2020-08-11 重回前高 卖出 33.49647 47100.0 ¥1.58M
2020-10-13 黄金分割买点 买入 33.2332 47500.0 ¥1.58M
2020-11-09 跌破0.618止损 卖出 33.47649 47500.0 ¥1.59M 止损触发
2020-11-11 黄金分割买点 买入 34.61458 46100.0 ¥1.60M
2020-11-16 跌破0.618止损 卖出 33.2667 46100.0 ¥1.53M 止损触发
2020-11-18 黄金分割买点 买入 34.2342 44200.0 ¥1.51M
2020-12-22 跌破0.618止损 卖出 33.975989999999996 44200.0 ¥1.50M 止损触发
2020-12-30 黄金分割买点 买入 35.5355 42700.0 ¥1.52M
2021-01-13 重回前高 卖出 38.811150000000005 42700.0 ¥1.66M
2021-01-26 黄金分割买点 买入 37.04700999999999 44000.0 ¥1.63M
2021-02-05 重回前高 卖出 41.2587 44000.0 ¥1.81M
2021-03-03 黄金分割买点 买入 40.130089999999996 45900.0 ¥1.84M
2021-03-10 跌破0.618止损 卖出 37.71225 45900.0 ¥1.73M 止损触发
2021-03-15 黄金分割买点 买入 39.84981 43200.0 ¥1.72M
2021-04-13 跌破0.618止损 卖出 38.301660000000005 43200.0 ¥1.65M 止损触发
2021-06-09 黄金分割买点 买入 41.391349999999996 39900.0 ¥1.65M
2021-06-21 跌破0.618止损 卖出 39.41055 39900.0 ¥1.57M 止损触发
2021-09-13 黄金分割买点 买入 36.11608 43600.0 ¥1.58M
2021-09-16 跌破0.618止损 卖出 33.866099999999996 43600.0 ¥1.48M 止损触发
2021-12-03 黄金分割买点 买入 36.59656 40500.0 ¥1.48M
2022-01-17 跌破0.618止损 卖出 36.3636 40500.0 ¥1.47M 止损触发
2022-02-16 黄金分割买点 买入 39.219179999999994 37600.0 ¥1.48M
2022-02-28 跌破0.618止损 卖出 37.6623 37600.0 ¥1.42M 止损触发
2022-03-31 黄金分割买点 买入 37.006969999999995 38100.0 ¥1.41M
2022-04-26 跌破0.618止损 卖出 35.01495 38100.0 ¥1.33M 止损触发
2022-07-01 黄金分割买点 买入 35.84581 37300.0 ¥1.34M
2022-07-07 跌破0.618止损 卖出 34.25571 37300.0 ¥1.28M 止损触发
2022-09-14 黄金分割买点 买入 31.58155 39800.0 ¥1.26M
2022-10-20 跌破0.618止损 卖出 28.281689999999998 39800.0 ¥1.13M 止损触发
2022-11-16 黄金分割买点 买入 29.079050000000002 39300.0 ¥1.14M
2022-11-30 重回前高 卖出 32.557410000000004 39300.0 ¥1.28M
2023-02-13 黄金分割买点 买入 31.41 40800.0 ¥1.28M
2023-02-14 跌破0.618止损 卖出 30.55 40800.0 ¥1.25M 止损触发
2023-02-21 黄金分割买点 买入 31.42 39500.0 ¥1.24M
2023-02-23 跌破0.618止损 卖出 30.5694 39500.0 ¥1.21M 止损触发
2023-07-26 黄金分割买点 买入 26.64662 45500.0 ¥1.21M
2023-10-13 跌破0.618止损 卖出 24.78519 45500.0 ¥1.13M 止损触发
2024-02-27 黄金分割买点 买入 22.3223 50100.0 ¥1.12M
2024-03-26 跌破0.618止损 卖出 20.55 50100.0 ¥1.03M 止损触发
2024-04-02 黄金分割买点 买入 21.491469999999996 48200.0 ¥1.04M
2024-04-11 跌破0.618止损 卖出 20.36961 48200.0 ¥98.2万 止损触发
2024-04-16 黄金分割买点 买入 21.351329999999997 46100.0 ¥98.5万
2024-05-10 重回前高 卖出 23.55 46100.0 ¥1.09M
2024-06-07 黄金分割买点 买入 23.64362 45800.0 ¥1.08M
2024-06-14 跌破0.618止损 卖出 22.257720000000003 45800.0 ¥1.02M 止损触发
2024-07-03 黄金分割买点 买入 23.07305 44100.0 ¥1.02M
2024-07-08 跌破0.618止损 卖出 21.778200000000002 44100.0 ¥96.0万 止损触发
2024-09-26 黄金分割买点 买入 21.201179999999997 45400.0 ¥96.3万
2024-10-08 重回前高 卖出 28.231740000000002 45400.0 ¥1.28M
2024-11-25 黄金分割买点 买入 24.01399 53300.0 ¥1.28M
2024-12-27 跌破0.618止损 卖出 24.19578 53300.0 ¥1.29M 止损触发
2025-01-09 黄金分割买点 买入 25.525499999999994 50500.0 ¥1.29M
2025-01-14 跌破0.618止损 卖出 24.61536 50500.0 ¥1.24M 止损触发
2025-01-15 黄金分割买点 买入 25.405379999999994 48800.0 ¥1.24M
2025-02-25 跌破0.618止损 卖出 24.385590000000004 48800.0 ¥1.19M 止损触发
2025-04-25 黄金分割买点 买入 24.93491 47900.0 ¥1.19M
2025-04-30 跌破0.618止损 卖出 24.305669999999996 47900.0 ¥1.16M 止损触发
2025-05-09 黄金分割买点 买入 25.085059999999995 46400.0 ¥1.16M
2025-05-22 重回前高 卖出 27.12285 46400.0 ¥1.26M
2025-07-17 黄金分割买点 买入 26.80678 46800.0 ¥1.25M
2025-07-28 重回前高 卖出 28.801170000000003 46800.0 ¥1.35M
2025-11-28 黄金分割买点 买入 28.59857 47100.0 ¥1.35M
2026-01-12 跌破0.618止损 卖出 28.09188 47100.0 ¥1.32M 止损触发
2026-03-19 黄金分割买点 买入 30.31028 43500.0 ¥1.32M
2026-03-24 跌破0.618止损 卖出 29.650319999999997 43500.0 ¥1.29M 止损触发
2026-03-26 黄金分割买点 买入 30.37033999999999 42500.0 ¥1.29M
2026-04-30 重回前高 卖出 33.3666 42500.0 ¥1.42M
2026-10-23 黄金分割买点 买入 34.1341 41600.0 ¥1.42M
2026-11-13 强平 卖出 34.15 41600 ¥1.42M 回测结束强平
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