002230 科大讯飞 — 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: ¥33.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -67.04%）
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 |
2015-04-29 |
2015-05-07 |
49.654481876999995 |
44.355599999999995 |
¥-10.6万 |
-10.70% |
跌破0.618止损 |
| 2 |
2015-05-12 |
2015-06-16 |
51.987511575999996 |
48.951 |
¥-5.2万 |
-5.87% |
跌破0.618止损 |
| 3 |
2015-10-22 |
2016-01-05 |
36.006758788 |
30.02 |
¥-13.9万 |
-16.65% |
跌破0.618止损 |
| 4 |
2016-08-17 |
2016-09-02 |
30.75994521599999 |
29.960009999999993 |
¥-1.8万 |
-2.63% |
跌破0.618止损 |
| 5 |
2016-10-25 |
2016-11-10 |
30.749932212999994 |
29.51 |
¥-2.8万 |
-4.06% |
跌破0.618止损 |
| 6 |
2017-04-27 |
2017-05-05 |
31.641089479999998 |
30.91905 |
¥-1.5万 |
-2.31% |
跌破0.618止损 |
| 7 |
2017-06-16 |
2017-06-27 |
32.111700621 |
36.2637 |
¥8.2万 |
+12.90% |
重回前高 |
| 8 |
2017-09-22 |
2017-10-19 |
53.06891589999999 |
49.53041999999999 |
¥-4.8万 |
-6.70% |
跌破0.618止损 |
| 9 |
2017-11-03 |
2017-11-21 |
56.57346695 |
70.17975 |
¥16.0万 |
+24.01% |
重回前高 |
| 10 |
2017-11-27 |
2018-01-26 |
63.592582052999994 |
59.94998999999999 |
¥-4.8万 |
-5.76% |
跌破0.618止损 |
| 11 |
2018-03-07 |
2018-05-15 |
57.97528736999999 |
38.61135 |
¥-26.2万 |
-33.42% |
跌破0.618止损 |
| 12 |
2018-09-07 |
2018-09-11 |
31.671128488999997 |
29.1708 |
¥-4.2万 |
-7.92% |
跌破0.618止损 |
| 13 |
2018-09-20 |
2018-09-26 |
30.339399089999997 |
29.090880000000002 |
¥-2.0万 |
-4.14% |
跌破0.618止损 |
| 14 |
2019-01-02 |
2019-02-14 |
24.662026388999998 |
30.879089999999998 |
¥11.7万 |
+25.17% |
重回前高 |
| 15 |
2019-04-12 |
2019-05-07 |
35.05552350299999 |
29.15082 |
¥-9.8万 |
-16.87% |
跌破0.618止损 |
| 16 |
2019-06-28 |
2019-08-07 |
33.620083 |
30.559410000000003 |
¥-4.4万 |
-9.13% |
跌破0.618止损 |
| 17 |
2019-08-23 |
2019-09-10 |
32.352012693 |
35.884080000000004 |
¥4.8万 |
+10.88% |
重回前高 |
| 18 |
2019-09-18 |
2019-10-08 |
33.45344302299999 |
30.959009999999996 |
¥-3.6万 |
-7.48% |
跌破0.618止损 |
| 19 |
2019-10-16 |
2019-12-04 |
33.293234975 |
32.547419999999995 |
¥-1.0万 |
-2.27% |
跌破0.618止损 |
| 20 |
2019-12-17 |
2020-02-04 |
33.80389812799999 |
32.51745 |
¥-1.7万 |
-3.83% |
跌破0.618止损 |
| 21 |
2020-03-10 |
2020-03-17 |
39.431205813999995 |
36.54342 |
¥-3.1万 |
-7.35% |
跌破0.618止损 |
| 22 |
2020-06-11 |
2020-07-01 |
35.64629068 |
37.59237 |
¥2.1万 |
+5.43% |
重回前高 |
| 23 |
2020-07-21 |
2020-09-07 |
37.949281369999994 |
36.94302 |
¥-1.1万 |
-2.68% |
跌破0.618止损 |
| 24 |
2020-12-04 |
2020-12-10 |
39.25097176 |
37.43253 |
¥-1.9万 |
-4.66% |
跌破0.618止损 |
| 25 |
2020-12-22 |
2020-12-29 |
40.021972991 |
36.972989999999996 |
¥-2.9万 |
-7.65% |
跌破0.618止损 |
| 26 |
2021-02-01 |
2021-02-24 |
46.910919054999994 |
57.43251 |
¥7.9万 |
+22.39% |
重回前高 |
| 27 |
2021-02-26 |
2021-03-22 |
47.94225836399999 |
44.825129999999994 |
¥-2.8万 |
-6.53% |
跌破0.618止损 |
| 28 |
2021-03-30 |
2021-04-09 |
47.561764249999996 |
46.93302 |
¥-5,464 |
-1.35% |
跌破0.618止损 |
| 29 |
2021-04-28 |
2021-05-10 |
51.166445329999995 |
48.53142 |
¥-2.1万 |
-5.18% |
跌破0.618止损 |
| 30 |
2021-07-21 |
2021-08-06 |
60.07801799999999 |
57.39255 |
¥-1.7万 |
-4.50% |
跌破0.618止损 |
| 31 |
2021-11-01 |
2021-11-10 |
56.71701 |
58.82112 |
¥1.3万 |
+3.68% |
重回前高 |
| 32 |
2021-11-25 |
2021-12-03 |
55.07151649999999 |
53.0469 |
¥-1.4万 |
-3.71% |
跌破0.618止损 |
| 33 |
2022-02-21 |
2022-03-08 |
51.166445329999995 |
46.803149999999995 |
¥-3.1万 |
-8.56% |
跌破0.618止损 |
| 34 |
2022-06-22 |
2022-08-25 |
42.55526275 |
37.6623 |
¥-3.8万 |
-11.52% |
跌破0.618止损 |
| 35 |
2022-11-18 |
2022-11-23 |
35.796485725 |
33.09687 |
¥-2.2万 |
-7.57% |
跌破0.618止损 |
| 36 |
2022-12-08 |
2022-12-21 |
33.894015155 |
32.1678 |
¥-1.4万 |
-5.12% |
跌破0.618止损 |
| 37 |
2022-12-26 |
2023-01-20 |
33.47346902899999 |
38.571389999999994 |
¥3.9万 |
+15.20% |
重回前高 |
| 38 |
2023-04-27 |
2023-05-26 |
56.022751785 |
55.66428 |
¥-1,951 |
-0.67% |
跌破0.618止损 |
| 39 |
2023-05-31 |
2023-06-14 |
59.967874967 |
73.926 |
¥6.8万 |
+23.24% |
重回前高 |
| 40 |
2023-06-30 |
2023-07-21 |
68.09843340299999 |
63.706230000000005 |
¥-2.3万 |
-6.48% |
跌破0.618止损 |
| 41 |
2024-04-08 |
2024-04-24 |
47.731985301 |
41.958 |
¥-4.1万 |
-12.12% |
跌破0.618止损 |
| 42 |
2024-10-14 |
2024-11-12 |
42.96579587299998 |
50.949 |
¥5.5万 |
+18.54% |
重回前高 |
| 43 |
2024-11-27 |
2025-01-03 |
46.981010076 |
46.41354 |
¥-4,360 |
-1.24% |
跌破0.618止损 |
| 44 |
2025-03-03 |
2025-03-21 |
52.16774563 |
49.52043 |
¥-1.8万 |
-5.10% |
跌破0.618止损 |
| 45 |
2025-06-04 |
2025-07-28 |
47.872167342999994 |
50.12982 |
¥1.5万 |
+4.68% |
重回前高 |
| 46 |
2025-09-04 |
2025-09-05 |
51.18647133599999 |
49.140809999999995 |
¥-1.4万 |
-4.03% |
跌破0.618止损 |
| 47 |
2025-09-12 |
2025-09-26 |
51.607017461999995 |
55.7442 |
¥2.6万 |
+7.98% |
重回前高 |
| 48 |
2025-10-16 |
2025-10-20 |
54.04017719099999 |
52.117830000000005 |
¥-1.3万 |
-3.59% |
跌破0.618止损 |
| 49 |
2025-11-04 |
2025-11-06 |
54.91647 |
52.72722 |
¥-1.4万 |
-4.02% |
跌破0.618止损 |
| 50 |
2026-01-06 |
2026-02-09 |
54.14030722099999 |
55.69425 |
¥9,377 |
+2.84% |
跌破0.618止损 |
| 51 |
2026-02-13 |
2026-03-03 |
56.95396106399999 |
54.535410000000006 |
¥-1.4万 |
-4.28% |
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 |
|---|
| 2015-04-29 |
黄金分割买点 |
买入 |
49.63959 |
20000.0 |
¥99.3万 |
|
| 2015-05-07 |
跌破0.618止损 |
卖出 |
44.355599999999995 |
20000.0 |
¥88.7万 |
止损触发 |
| 2015-05-12 |
黄金分割买点 |
买入 |
51.97192 |
17100.0 |
¥88.9万 |
|
| 2015-06-16 |
跌破0.618止损 |
卖出 |
48.951 |
17100.0 |
¥83.7万 |
止损触发 |
| 2015-10-22 |
黄金分割买点 |
买入 |
35.99596 |
23100.0 |
¥83.2万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
30.02 |
23100.0 |
¥69.3万 |
止损触发 |
| 2016-08-17 |
黄金分割买点 |
买入 |
30.750719999999994 |
22800.0 |
¥70.1万 |
|
| 2016-09-02 |
跌破0.618止损 |
卖出 |
29.960009999999993 |
22800.0 |
¥68.3万 |
止损触发 |
| 2016-10-25 |
黄金分割买点 |
买入 |
30.740709999999993 |
22100.0 |
¥68.0万 |
|
| 2016-11-10 |
跌破0.618止损 |
卖出 |
29.51 |
22100.0 |
¥65.2万 |
止损触发 |
| 2017-04-27 |
黄金分割买点 |
买入 |
31.6316 |
20600.0 |
¥65.2万 |
|
| 2017-05-05 |
跌破0.618止损 |
卖出 |
30.91905 |
20600.0 |
¥63.7万 |
止损触发 |
| 2017-06-16 |
黄金分割买点 |
买入 |
32.10207 |
19900.0 |
¥63.9万 |
|
| 2017-06-27 |
重回前高 |
卖出 |
36.2637 |
19900.0 |
¥72.1万 |
|
| 2017-09-22 |
黄金分割买点 |
买入 |
53.053 |
13600.0 |
¥72.2万 |
|
| 2017-10-19 |
跌破0.618止损 |
卖出 |
49.53041999999999 |
13600.0 |
¥67.3万 |
止损触发 |
| 2017-11-03 |
黄金分割买点 |
买入 |
56.55649999999999 |
11800.0 |
¥66.8万 |
|
| 2017-11-21 |
重回前高 |
卖出 |
70.17975 |
11800.0 |
¥82.8万 |
|
| 2017-11-27 |
黄金分割买点 |
买入 |
63.57350999999999 |
13100.0 |
¥83.3万 |
|
| 2018-01-26 |
跌破0.618止损 |
卖出 |
59.94998999999999 |
13100.0 |
¥78.5万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
57.957899999999995 |
13500.0 |
¥78.3万 |
|
| 2018-05-15 |
跌破0.618止损 |
卖出 |
38.61135 |
13500.0 |
¥52.1万 |
止损触发 |
| 2018-09-07 |
黄金分割买点 |
买入 |
31.66163 |
16600.0 |
¥52.6万 |
|
| 2018-09-11 |
跌破0.618止损 |
卖出 |
29.1708 |
16600.0 |
¥48.4万 |
止损触发 |
| 2018-09-20 |
黄金分割买点 |
买入 |
30.330299999999998 |
15900.0 |
¥48.2万 |
|
| 2018-09-26 |
跌破0.618止损 |
卖出 |
29.090880000000002 |
15900.0 |
¥46.2万 |
止损触发 |
| 2019-01-02 |
黄金分割买点 |
买入 |
24.654629999999997 |
18800.0 |
¥46.4万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
30.879089999999998 |
18800.0 |
¥58.0万 |
|
| 2019-04-12 |
黄金分割买点 |
买入 |
35.04500999999999 |
16500.0 |
¥57.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
29.15082 |
16500.0 |
¥48.1万 |
止损触发 |
| 2019-06-28 |
黄金分割买点 |
买入 |
33.61 |
14300.0 |
¥48.1万 |
|
| 2019-08-07 |
跌破0.618止损 |
卖出 |
30.559410000000003 |
14300.0 |
¥43.7万 |
止损触发 |
| 2019-08-23 |
黄金分割买点 |
买入 |
32.34231 |
13500.0 |
¥43.7万 |
|
| 2019-09-10 |
重回前高 |
卖出 |
35.884080000000004 |
13500.0 |
¥48.4万 |
|
| 2019-09-18 |
黄金分割买点 |
买入 |
33.44340999999999 |
14500.0 |
¥48.5万 |
|
| 2019-10-08 |
跌破0.618止损 |
卖出 |
30.959009999999996 |
14500.0 |
¥44.9万 |
止损触发 |
| 2019-10-16 |
黄金分割买点 |
买入 |
33.283249999999995 |
13500.0 |
¥44.9万 |
|
| 2019-12-04 |
跌破0.618止损 |
卖出 |
32.547419999999995 |
13500.0 |
¥43.9万 |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
33.79375999999999 |
13000.0 |
¥43.9万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
32.51745 |
13000.0 |
¥42.3万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
39.41938 |
10600.0 |
¥41.8万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
36.54342 |
10600.0 |
¥38.7万 |
止损触发 |
| 2020-06-11 |
黄金分割买点 |
买入 |
35.6356 |
11000.0 |
¥39.2万 |
|
| 2020-07-01 |
重回前高 |
卖出 |
37.59237 |
11000.0 |
¥41.3万 |
|
| 2020-07-21 |
黄金分割买点 |
买入 |
37.93789999999999 |
10900.0 |
¥41.4万 |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
36.94302 |
10900.0 |
¥40.3万 |
止损触发 |
| 2020-12-04 |
黄金分割买点 |
买入 |
39.2392 |
10200.0 |
¥40.0万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
37.43253 |
10200.0 |
¥38.2万 |
止损触发 |
| 2020-12-22 |
黄金分割买点 |
买入 |
40.009969999999996 |
9500.0 |
¥38.0万 |
|
| 2020-12-29 |
跌破0.618止损 |
卖出 |
36.972989999999996 |
9500.0 |
¥35.1万 |
止损触发 |
| 2021-02-01 |
黄金分割买点 |
买入 |
46.89684999999999 |
7500.0 |
¥35.2万 |
|
| 2021-02-24 |
重回前高 |
卖出 |
57.43251 |
7500.0 |
¥43.1万 |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
47.927879999999995 |
8800.0 |
¥42.2万 |
|
| 2021-03-22 |
跌破0.618止损 |
卖出 |
44.825129999999994 |
8800.0 |
¥39.4万 |
止损触发 |
| 2021-03-30 |
黄金分割买点 |
买入 |
47.54749999999999 |
8500.0 |
¥40.4万 |
|
| 2021-04-09 |
跌破0.618止损 |
卖出 |
46.93302 |
8500.0 |
¥39.9万 |
止损触发 |
| 2021-04-28 |
黄金分割买点 |
买入 |
51.15109999999999 |
7800.0 |
¥39.9万 |
|
| 2021-05-10 |
跌破0.618止损 |
卖出 |
48.53142 |
7800.0 |
¥37.8万 |
止损触发 |
| 2021-07-21 |
黄金分割买点 |
买入 |
60.05999999999999 |
6300.0 |
¥37.8万 |
|
| 2021-08-06 |
跌破0.618止损 |
卖出 |
57.39255 |
6300.0 |
¥36.1万 |
止损触发 |
| 2021-11-01 |
黄金分割买点 |
买入 |
56.7 |
6400.0 |
¥36.3万 |
|
| 2021-11-10 |
重回前高 |
卖出 |
58.82112 |
6400.0 |
¥37.6万 |
|
| 2021-11-25 |
黄金分割买点 |
买入 |
55.05499999999999 |
6800.0 |
¥37.4万 |
|
| 2021-12-03 |
跌破0.618止损 |
卖出 |
53.0469 |
6800.0 |
¥36.1万 |
止损触发 |
| 2022-02-21 |
黄金分割买点 |
买入 |
51.15109999999999 |
7100.0 |
¥36.3万 |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
46.803149999999995 |
7100.0 |
¥33.2万 |
止损触发 |
| 2022-06-22 |
黄金分割买点 |
买入 |
42.5425 |
7700.0 |
¥32.8万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
37.6623 |
7700.0 |
¥29.0万 |
止损触发 |
| 2022-11-18 |
黄金分割买点 |
买入 |
35.78574999999999 |
8200.0 |
¥29.4万 |
|
| 2022-11-23 |
跌破0.618止损 |
卖出 |
33.09687 |
8200.0 |
¥27.1万 |
止损触发 |
| 2022-12-08 |
黄金分割买点 |
买入 |
33.883849999999995 |
8000.0 |
¥27.1万 |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
32.1678 |
8000.0 |
¥25.7万 |
止损触发 |
| 2022-12-26 |
黄金分割买点 |
买入 |
33.463429999999995 |
7700.0 |
¥25.8万 |
|
| 2023-01-20 |
重回前高 |
卖出 |
38.571389999999994 |
7700.0 |
¥29.7万 |
|
| 2023-04-27 |
黄金分割买点 |
买入 |
56.00595 |
5200.0 |
¥29.1万 |
|
| 2023-05-26 |
跌破0.618止损 |
卖出 |
55.66428 |
5200.0 |
¥28.9万 |
止损触发 |
| 2023-05-31 |
黄金分割买点 |
买入 |
59.94989 |
4900.0 |
¥29.4万 |
|
| 2023-06-14 |
重回前高 |
卖出 |
73.926 |
4900.0 |
¥36.2万 |
|
| 2023-06-30 |
黄金分割买点 |
买入 |
68.07800999999999 |
5200.0 |
¥35.4万 |
|
| 2023-07-21 |
跌破0.618止损 |
卖出 |
63.706230000000005 |
5200.0 |
¥33.1万 |
止损触发 |
| 2024-04-08 |
黄金分割买点 |
买入 |
47.71767 |
7100.0 |
¥33.9万 |
|
| 2024-04-24 |
跌破0.618止损 |
卖出 |
41.958 |
7100.0 |
¥29.8万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
42.95290999999999 |
6900.0 |
¥29.6万 |
|
| 2024-11-12 |
重回前高 |
卖出 |
50.949 |
6900.0 |
¥35.1万 |
|
| 2024-11-27 |
黄金分割买点 |
买入 |
46.966919999999995 |
7500.0 |
¥35.2万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
46.41354 |
7500.0 |
¥34.8万 |
止损触发 |
| 2025-03-03 |
黄金分割买点 |
买入 |
52.152100000000004 |
6700.0 |
¥35.0万 |
|
| 2025-03-21 |
跌破0.618止损 |
卖出 |
49.52043 |
6700.0 |
¥33.2万 |
止损触发 |
| 2025-06-04 |
黄金分割买点 |
买入 |
47.85780999999999 |
6900.0 |
¥33.0万 |
|
| 2025-07-28 |
重回前高 |
卖出 |
50.12982 |
6900.0 |
¥34.6万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
51.171119999999995 |
6800.0 |
¥34.8万 |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
49.140809999999995 |
6800.0 |
¥33.4万 |
止损触发 |
| 2025-09-12 |
黄金分割买点 |
买入 |
51.591539999999995 |
6400.0 |
¥33.0万 |
|
| 2025-09-26 |
重回前高 |
卖出 |
55.7442 |
6400.0 |
¥35.7万 |
|
| 2025-10-16 |
黄金分割买点 |
买入 |
54.02396999999999 |
6600.0 |
¥35.7万 |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
52.117830000000005 |
6600.0 |
¥34.4万 |
止损触发 |
| 2025-11-04 |
黄金分割买点 |
买入 |
54.9 |
6200.0 |
¥34.0万 |
|
| 2025-11-06 |
跌破0.618止损 |
卖出 |
52.72722 |
6200.0 |
¥32.7万 |
止损触发 |
| 2026-01-06 |
黄金分割买点 |
买入 |
54.124069999999996 |
6100.0 |
¥33.0万 |
|
| 2026-02-09 |
跌破0.618止损 |
卖出 |
55.69425 |
6100.0 |
¥34.0万 |
止损触发 |
| 2026-02-13 |
黄金分割买点 |
买入 |
56.93687999999999 |
5900.0 |
¥33.6万 |
|
| 2026-03-03 |
跌破0.618止损 |
卖出 |
54.535410000000006 |
5900.0 |
¥32.2万 |
止损触发 |