002202 金风科技 — 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: ¥1.49M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +49.01%）
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 41 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 |
2015-06-19 |
2015-06-25 |
21.708190503999994 |
21.32865 |
¥-1.8万 |
-1.78% |
跌破0.618止损 |
| 2 |
2015-11-10 |
2015-12-02 |
16.521454949999995 |
17.112869999999997 |
¥3.5万 |
+3.55% |
重回前高 |
| 3 |
2016-01-06 |
2016-01-12 |
21.72821651 |
18.611369999999997 |
¥-14.4万 |
-14.37% |
跌破0.618止损 |
| 4 |
2016-04-15 |
2016-04-21 |
16.721715009999997 |
15.67431 |
¥-5.5万 |
-6.29% |
跌破0.618止损 |
| 5 |
2016-07-13 |
2016-07-28 |
15.850583748999997 |
15.32466 |
¥-2.7万 |
-3.35% |
跌破0.618止损 |
| 6 |
2016-08-25 |
2016-09-13 |
16.50495 |
15.69429 |
¥-3.9万 |
-4.94% |
跌破0.618止损 |
| 7 |
2016-11-04 |
2016-11-22 |
16.721715009999997 |
17.64234 |
¥4.1万 |
+5.47% |
重回前高 |
| 8 |
2017-03-07 |
2017-03-27 |
16.731728013 |
17.35263 |
¥2.9万 |
+3.68% |
重回前高 |
| 9 |
2017-06-28 |
2017-07-18 |
15.750453719 |
14.365620000000002 |
¥-7.2万 |
-8.82% |
跌破0.618止损 |
| 10 |
2017-09-22 |
2017-12-14 |
13.567619065 |
18.26172 |
¥25.8万 |
+34.56% |
重回前高 |
| 11 |
2018-03-01 |
2018-04-16 |
17.302469184 |
16.19379 |
¥-6.3万 |
-6.44% |
跌破0.618止损 |
| 12 |
2018-05-03 |
2018-05-23 |
17.572820264999997 |
17.26272 |
¥-1.7万 |
-1.79% |
跌破0.618止损 |
| 13 |
2018-11-13 |
2019-01-04 |
10.91417327 |
9.1908 |
¥-14.7万 |
-15.82% |
跌破0.618止损 |
| 14 |
2019-01-09 |
2019-01-29 |
10.253315072 |
12.717270000000001 |
¥18.7万 |
+23.99% |
重回前高 |
| 15 |
2019-04-12 |
2019-04-24 |
13.026916902999998 |
12.32766 |
¥-5.2万 |
-5.40% |
跌破0.618止损 |
| 16 |
2019-07-04 |
2019-08-28 |
12.356045702 |
12.87 |
¥3.8万 |
+4.13% |
重回前高 |
| 17 |
2019-09-26 |
2019-10-21 |
12.976851887999999 |
12.207780000000001 |
¥-5.6万 |
-5.95% |
跌破0.618止损 |
| 18 |
2019-11-11 |
2019-11-18 |
12.716513809999999 |
12.1878 |
¥-3.7万 |
-4.19% |
跌破0.618止损 |
| 19 |
2020-01-06 |
2020-02-03 |
12.446162729 |
10.59 |
¥-12.7万 |
-14.94% |
跌破0.618止损 |
| 20 |
2020-05-12 |
2020-05-18 |
10.323406092999997 |
9.98001 |
¥-2.5万 |
-3.36% |
跌破0.618止损 |
| 21 |
2020-07-29 |
2020-07-31 |
10.533679155999998 |
12.3 |
¥11.8万 |
+16.73% |
重回前高 |
| 22 |
2020-08-12 |
2020-08-27 |
11.865408554999998 |
11.07891 |
¥-5.4万 |
-6.66% |
跌破0.618止损 |
| 23 |
2020-11-04 |
2020-12-22 |
11.795317533999999 |
13.54644 |
¥11.4万 |
+14.81% |
重回前高 |
| 24 |
2021-02-26 |
2021-03-09 |
14.358646301999999 |
13.146840000000001 |
¥-7.3万 |
-8.47% |
跌破0.618止损 |
| 25 |
2021-07-15 |
2021-07-26 |
12.566318764999998 |
13.436549999999999 |
¥5.6万 |
+6.89% |
重回前高 |
| 26 |
2021-08-17 |
2021-08-31 |
13.217163959999999 |
14.67531 |
¥9.4万 |
+11.00% |
重回前高 |
| 27 |
2021-10-11 |
2021-11-05 |
16.22106486 |
20.769209999999998 |
¥26.8万 |
+28.00% |
重回前高 |
| 28 |
2021-11-24 |
2021-12-21 |
18.023405399999998 |
16.4835 |
¥-10.4万 |
-8.57% |
跌破0.618止损 |
| 29 |
2022-06-07 |
2022-06-29 |
12.766578824999998 |
14.20578 |
¥12.6万 |
+11.24% |
重回前高 |
| 30 |
2022-08-23 |
2022-08-25 |
14.048243208999999 |
13.246739999999999 |
¥-7.1万 |
-5.73% |
跌破0.618止损 |
| 31 |
2022-12-07 |
2022-12-09 |
11.865408554999998 |
11.398590000000002 |
¥-4.7万 |
-3.96% |
跌破0.618止损 |
| 32 |
2024-03-04 |
2024-06-12 |
7.699999307000001 |
7.53246 |
¥-2.5万 |
-2.21% |
跌破0.618止损 |
| 33 |
2024-08-19 |
2024-08-29 |
7.519765252999997 |
8.40159 |
¥12.9万 |
+11.69% |
重回前高 |
| 34 |
2024-12-27 |
2025-01-02 |
10.413523119999999 |
10.29969 |
¥-1.4万 |
-1.12% |
跌破0.618止损 |
| 35 |
2025-04-29 |
2025-06-26 |
8.91157267 |
10.1 |
¥16.2万 |
+13.30% |
重回前高 |
| 36 |
2025-07-16 |
2025-08-01 |
9.762677924999998 |
9.590399999999999 |
¥-2.5万 |
-1.79% |
跌破0.618止损 |
| 37 |
2025-10-23 |
2025-12-26 |
14.919374470000001 |
19.930049999999998 |
¥45.1万 |
+33.54% |
重回前高 |
| 38 |
2026-01-19 |
2026-04-02 |
24.371649302 |
25.374599999999997 |
¥6.6万 |
+4.08% |
跌破0.618止损 |
| 39 |
2026-05-08 |
2026-05-15 |
28.126525426999997 |
25.8741 |
¥-14.9万 |
-8.04% |
跌破0.618止损 |
| 40 |
2026-08-11 |
2026-08-12 |
20.036019003000003 |
19.87011 |
¥-1.4万 |
-0.86% |
跌破0.618止损 |
| 41 |
2026-08-18 |
2026-08-24 |
21.778281524999997 |
18.8811 |
¥-22.8万 |
-13.33% |
跌破0.618止损 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
21.701679999999996 |
45500.0 |
¥98.8万 |
|
| 2015-06-25 |
跌破0.618止损 |
卖出 |
21.32865 |
45500.0 |
¥97.0万 |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
16.516499999999997 |
59100.0 |
¥97.6万 |
|
| 2015-12-02 |
重回前高 |
卖出 |
17.112869999999997 |
59100.0 |
¥1.01M |
|
| 2016-01-06 |
黄金分割买点 |
买入 |
21.7217 |
46000.0 |
¥99.9万 |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
18.611369999999997 |
46000.0 |
¥85.6万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
16.716699999999996 |
51900.0 |
¥86.8万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
15.67431 |
51900.0 |
¥81.3万 |
止损触发 |
| 2016-07-13 |
黄金分割买点 |
买入 |
15.845829999999998 |
51600.0 |
¥81.8万 |
|
| 2016-07-28 |
跌破0.618止损 |
卖出 |
15.32466 |
51600.0 |
¥79.1万 |
止损触发 |
| 2016-08-25 |
黄金分割买点 |
买入 |
16.5 |
47700.0 |
¥78.7万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
15.69429 |
47700.0 |
¥74.8万 |
止损触发 |
| 2016-11-04 |
黄金分割买点 |
买入 |
16.716699999999996 |
44600.0 |
¥74.6万 |
|
| 2016-11-22 |
重回前高 |
卖出 |
17.64234 |
44600.0 |
¥78.7万 |
|
| 2017-03-07 |
黄金分割买点 |
买入 |
16.72671 |
47200.0 |
¥79.0万 |
|
| 2017-03-27 |
重回前高 |
卖出 |
17.35263 |
47200.0 |
¥81.9万 |
|
| 2017-06-28 |
黄金分割买点 |
买入 |
15.74573 |
52000.0 |
¥81.9万 |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
14.365620000000002 |
52000.0 |
¥74.7万 |
止损触发 |
| 2017-09-22 |
黄金分割买点 |
买入 |
13.56355 |
55100.0 |
¥74.8万 |
|
| 2017-12-14 |
重回前高 |
卖出 |
18.26172 |
55100.0 |
¥1.01M |
|
| 2018-03-01 |
黄金分割买点 |
买入 |
17.29728 |
56800.0 |
¥98.3万 |
|
| 2018-04-16 |
跌破0.618止损 |
卖出 |
16.19379 |
56800.0 |
¥92.0万 |
止损触发 |
| 2018-05-03 |
黄金分割买点 |
买入 |
17.567549999999997 |
53600.0 |
¥94.2万 |
|
| 2018-05-23 |
跌破0.618止损 |
卖出 |
17.26272 |
53600.0 |
¥92.5万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
10.9109 |
85000.0 |
¥92.8万 |
|
| 2019-01-04 |
跌破0.618止损 |
卖出 |
9.1908 |
85000.0 |
¥78.1万 |
止损触发 |
| 2019-01-09 |
黄金分割买点 |
买入 |
10.25024 |
76000.0 |
¥77.9万 |
|
| 2019-01-29 |
重回前高 |
卖出 |
12.717270000000001 |
76000.0 |
¥96.6万 |
|
| 2019-04-12 |
黄金分割买点 |
买入 |
13.023009999999998 |
74200.0 |
¥96.7万 |
|
| 2019-04-24 |
跌破0.618止损 |
卖出 |
12.32766 |
74200.0 |
¥91.4万 |
止损触发 |
| 2019-07-04 |
黄金分割买点 |
买入 |
12.352339999999998 |
74000.0 |
¥91.4万 |
|
| 2019-08-28 |
重回前高 |
卖出 |
12.87 |
74000.0 |
¥95.2万 |
|
| 2019-09-26 |
黄金分割买点 |
买入 |
12.972959999999999 |
73100.0 |
¥94.9万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
12.207780000000001 |
73100.0 |
¥89.2万 |
止损触发 |
| 2019-11-11 |
黄金分割买点 |
买入 |
12.712699999999998 |
69500.0 |
¥88.4万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
12.1878 |
69500.0 |
¥84.7万 |
止损触发 |
| 2020-01-06 |
黄金分割买点 |
买入 |
12.442429999999998 |
68300.0 |
¥85.0万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
10.59 |
68300.0 |
¥72.3万 |
止损触发 |
| 2020-05-12 |
黄金分割买点 |
买入 |
10.32031 |
71000.0 |
¥73.3万 |
|
| 2020-05-18 |
跌破0.618止损 |
卖出 |
9.98001 |
71000.0 |
¥70.8万 |
止损触发 |
| 2020-07-29 |
黄金分割买点 |
买入 |
10.53052 |
66900.0 |
¥70.5万 |
|
| 2020-07-31 |
重回前高 |
卖出 |
12.3 |
66900.0 |
¥82.3万 |
|
| 2020-08-12 |
黄金分割买点 |
买入 |
11.861849999999999 |
68700.0 |
¥81.5万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
11.07891 |
68700.0 |
¥76.1万 |
止损触发 |
| 2020-11-04 |
黄金分割买点 |
买入 |
11.791779999999997 |
65300.0 |
¥77.0万 |
|
| 2020-12-22 |
重回前高 |
卖出 |
13.54644 |
65300.0 |
¥88.4万 |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
14.354339999999999 |
59900.0 |
¥86.0万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
13.146840000000001 |
59900.0 |
¥78.7万 |
止损触发 |
| 2021-07-15 |
黄金分割买点 |
买入 |
12.56255 |
64200.0 |
¥80.7万 |
|
| 2021-07-26 |
重回前高 |
卖出 |
13.436549999999999 |
64200.0 |
¥86.2万 |
|
| 2021-08-17 |
黄金分割买点 |
买入 |
13.213199999999997 |
64400.0 |
¥85.1万 |
|
| 2021-08-31 |
重回前高 |
卖出 |
14.67531 |
64400.0 |
¥94.5万 |
|
| 2021-10-11 |
黄金分割买点 |
买入 |
16.216199999999997 |
59100.0 |
¥95.9万 |
|
| 2021-11-05 |
重回前高 |
卖出 |
20.769209999999998 |
59100.0 |
¥1.23M |
|
| 2021-11-24 |
黄金分割买点 |
买入 |
18.017999999999997 |
67600.0 |
¥1.22M |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
16.4835 |
67600.0 |
¥1.11M |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
12.762749999999999 |
88100.0 |
¥1.12M |
|
| 2022-06-29 |
重回前高 |
卖出 |
14.20578 |
88100.0 |
¥1.25M |
|
| 2022-08-23 |
黄金分割买点 |
买入 |
14.04403 |
88000.0 |
¥1.24M |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
13.246739999999999 |
88000.0 |
¥1.17M |
止损触发 |
| 2022-12-07 |
黄金分割买点 |
买入 |
11.861849999999999 |
99400.0 |
¥1.18M |
|
| 2022-12-09 |
跌破0.618止损 |
卖出 |
11.398590000000002 |
99400.0 |
¥1.13M |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
7.697690000000001 |
147400.0 |
¥1.13M |
|
| 2024-06-12 |
跌破0.618止损 |
卖出 |
7.53246 |
147400.0 |
¥1.11M |
止损触发 |
| 2024-08-19 |
黄金分割买点 |
买入 |
7.517509999999998 |
147000.0 |
¥1.11M |
|
| 2024-08-29 |
重回前高 |
卖出 |
8.40159 |
147000.0 |
¥1.23M |
|
| 2024-12-27 |
黄金分割买点 |
买入 |
10.4104 |
116700.0 |
¥1.22M |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
10.29969 |
116700.0 |
¥1.20M |
止损触发 |
| 2025-04-29 |
黄金分割买点 |
买入 |
8.9089 |
136400.0 |
¥1.22M |
|
| 2025-06-26 |
重回前高 |
卖出 |
10.1 |
136400.0 |
¥1.38M |
|
| 2025-07-16 |
黄金分割买点 |
买入 |
9.759749999999999 |
142000.0 |
¥1.39M |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
9.590399999999999 |
142000.0 |
¥1.36M |
止损触发 |
| 2025-10-23 |
黄金分割买点 |
买入 |
14.9149 |
90100.0 |
¥1.34M |
|
| 2025-12-26 |
重回前高 |
卖出 |
19.930049999999998 |
90100.0 |
¥1.80M |
|
| 2026-01-19 |
黄金分割买点 |
买入 |
24.36434 |
66800.0 |
¥1.63M |
|
| 2026-04-02 |
跌破0.618止损 |
卖出 |
25.374599999999997 |
66800.0 |
¥1.69M |
止损触发 |
| 2026-05-08 |
黄金分割买点 |
买入 |
28.118089999999995 |
65800.0 |
¥1.85M |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
25.8741 |
65800.0 |
¥1.70M |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
20.03001 |
79600.0 |
¥1.59M |
|
| 2026-08-12 |
跌破0.618止损 |
卖出 |
19.87011 |
79600.0 |
¥1.58M |
止损触发 |
| 2026-08-18 |
黄金分割买点 |
买入 |
21.771749999999997 |
78700.0 |
¥1.71M |
|
| 2026-08-24 |
跌破0.618止损 |
卖出 |
18.8811 |
78700.0 |
¥1.49M |
止损触发 |