002241 歌尔声学 — 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: ¥4.44M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +344.18%）
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 42 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 |
2015-05-22 |
32.341999689999994 |
39.18078 |
¥21.0万 |
+21.11% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-29 |
38.0494114 |
34.6653 |
¥-10.6万 |
-8.92% |
跌破0.618止损 |
| 3 |
2015-10-21 |
2015-11-04 |
27.435628219999995 |
24.84 |
¥-10.4万 |
-9.49% |
跌破0.618止损 |
| 4 |
2015-11-09 |
2015-11-20 |
27.776070322 |
35.4645 |
¥27.3万 |
+27.64% |
重回前高 |
| 5 |
2016-01-05 |
2016-01-08 |
30.239269059999998 |
30.1698 |
¥-3,172 |
-0.26% |
跌破0.618止损 |
| 6 |
2016-04-15 |
2016-07-19 |
27.525745246999996 |
27.25 |
¥-1.3万 |
-1.03% |
跌破0.618止损 |
| 7 |
2016-09-21 |
2016-10-24 |
29.268007769 |
31.95801 |
¥11.4万 |
+9.16% |
重回前高 |
| 8 |
2017-02-08 |
2017-02-23 |
28.246681462999994 |
30.459509999999998 |
¥10.6万 |
+7.80% |
重回前高 |
| 9 |
2017-07-27 |
2017-08-15 |
18.473990534999995 |
20.699279999999998 |
¥17.6万 |
+12.01% |
重回前高 |
| 10 |
2017-09-20 |
2017-11-14 |
20.12613603 |
22.7772 |
¥21.6万 |
+13.14% |
重回前高 |
| 11 |
2017-11-20 |
2017-11-28 |
21.077371315 |
20.29968 |
¥-6.8万 |
-3.72% |
跌破0.618止损 |
| 12 |
2018-03-13 |
2018-03-22 |
15.970739785 |
14.635349999999999 |
¥-15.0万 |
-8.39% |
跌破0.618止损 |
| 13 |
2019-02-12 |
2019-02-19 |
7.3094921899999985 |
8.34165 |
¥23.2万 |
+14.09% |
重回前高 |
| 14 |
2019-05-07 |
2019-05-10 |
9.502339847 |
8.66133 |
¥-16.5万 |
-8.88% |
跌破0.618止损 |
| 15 |
2019-07-09 |
2019-09-04 |
9.572430868 |
14.99499 |
¥97.0万 |
+56.60% |
重回前高 |
| 16 |
2020-01-08 |
2020-02-25 |
19.825745939999997 |
25.074900000000003 |
¥69.7万 |
+26.44% |
重回前高 |
| 17 |
2020-05-12 |
2020-05-19 |
21.12743633 |
19.5804 |
¥-24.6万 |
-7.35% |
跌破0.618止损 |
| 18 |
2020-11-13 |
2020-11-16 |
43.463035 |
41.49846 |
¥-14.1万 |
-4.55% |
跌破0.618止损 |
| 19 |
2021-01-19 |
2021-01-25 |
43.55656305 |
38.961 |
¥-31.5万 |
-10.58% |
跌破0.618止损 |
| 20 |
2021-07-26 |
2021-08-23 |
39.381140798999986 |
39.10086 |
¥-2.0万 |
-0.74% |
跌破0.618止损 |
| 21 |
2021-08-24 |
2021-08-30 |
41.193494342 |
49.95 |
¥56.4万 |
+21.22% |
重回前高 |
| 22 |
2021-09-16 |
2021-10-13 |
45.67931968599999 |
39.4605 |
¥-43.8万 |
-13.64% |
跌破0.618止损 |
| 23 |
2021-11-02 |
2021-12-09 |
45.829514730999996 |
54.945 |
¥55.0万 |
+19.85% |
重回前高 |
| 24 |
2021-12-21 |
2022-01-26 |
50.565665149999994 |
48.60135 |
¥-13.0万 |
-3.91% |
跌破0.618止损 |
| 25 |
2022-05-24 |
2022-06-07 |
36.957994072999995 |
41.178779999999996 |
¥36.4万 |
+11.39% |
重回前高 |
| 26 |
2022-08-18 |
2022-08-25 |
37.008059087999996 |
34.65531 |
¥-22.7万 |
-6.39% |
跌破0.618止损 |
| 27 |
2023-03-08 |
2023-04-19 |
20.226266059999997 |
19.83015 |
¥-6.6万 |
-1.99% |
跌破0.618止损 |
| 28 |
2023-10-20 |
2024-01-02 |
16.962027082 |
21.12885 |
¥79.6万 |
+24.53% |
重回前高 |
| 29 |
2024-01-09 |
2024-01-18 |
19.325095789999995 |
17.63235 |
¥-35.6万 |
-8.79% |
跌破0.618止损 |
| 30 |
2024-03-07 |
2024-03-28 |
17.923275369999995 |
15.83415 |
¥-42.8万 |
-11.68% |
跌破0.618止损 |
| 31 |
2024-05-17 |
2024-05-29 |
17.032118103000002 |
16.23375 |
¥-15.4万 |
-4.72% |
跌破0.618止损 |
| 32 |
2024-05-31 |
2024-07-10 |
17.112222127 |
20.65932 |
¥64.2万 |
+20.69% |
重回前高 |
| 33 |
2024-08-07 |
2024-08-28 |
20.015992996999994 |
19.31067 |
¥-13.4万 |
-3.55% |
跌破0.618止损 |
| 34 |
2024-10-10 |
2025-01-14 |
22.208840654 |
24.00597 |
¥29.3万 |
+8.06% |
跌破0.618止损 |
| 35 |
2025-01-24 |
2025-04-01 |
26.514431943999995 |
26.26371 |
¥-3.8万 |
-0.98% |
跌破0.618止损 |
| 36 |
2025-06-18 |
2025-08-15 |
22.879711855 |
25.384589999999996 |
¥42.3万 |
+10.91% |
重回前高 |
| 37 |
2025-09-10 |
2025-10-09 |
31.220543353999997 |
37.452510000000004 |
¥85.9万 |
+19.93% |
重回前高 |
| 38 |
2025-10-16 |
2025-11-12 |
33.052922902999995 |
29.32065 |
¥-57.8万 |
-11.32% |
跌破0.618止损 |
| 39 |
2026-05-22 |
2026-05-27 |
25.022494496999997 |
27.252719999999997 |
¥40.9万 |
+8.88% |
重回前高 |
| 40 |
2026-08-28 |
2026-09-16 |
23.860986148999995 |
21.34863 |
¥-52.6万 |
-10.56% |
跌破0.618止损 |
| 41 |
2026-09-29 |
2026-10-09 |
23.029906899999993 |
21.688290000000002 |
¥-26.0万 |
-5.85% |
跌破0.618止损 |
| 42 |
2026-10-26 |
2026-11-13 |
23.009880893999995 |
24.2 |
¥21.6万 |
+5.14% |
强平 |
逐笔成交记录（共 84 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 |
32.3323 |
30800.0 |
¥99.6万 |
|
| 2015-05-22 |
重回前高 |
卖出 |
39.18078 |
30800.0 |
¥1.21M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
38.038 |
31300.0 |
¥1.19M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
34.6653 |
31300.0 |
¥1.08M |
止损触发 |
| 2015-10-21 |
黄金分割买点 |
买入 |
27.427399999999995 |
40100.0 |
¥1.10M |
|
| 2015-11-04 |
跌破0.618止损 |
卖出 |
24.84 |
40100.0 |
¥99.6万 |
止损触发 |
| 2015-11-09 |
黄金分割买点 |
买入 |
27.767739999999996 |
35500.0 |
¥98.6万 |
|
| 2015-11-20 |
重回前高 |
卖出 |
35.4645 |
35500.0 |
¥1.26M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
30.230199999999996 |
40400.0 |
¥1.22M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
30.1698 |
40400.0 |
¥1.22M |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
27.51749 |
46100.0 |
¥1.27M |
|
| 2016-07-19 |
跌破0.618止损 |
卖出 |
27.25 |
46100.0 |
¥1.26M |
止损触发 |
| 2016-09-21 |
黄金分割买点 |
买入 |
29.259230000000002 |
42700.0 |
¥1.25M |
|
| 2016-10-24 |
重回前高 |
卖出 |
31.95801 |
42700.0 |
¥1.36M |
|
| 2017-02-08 |
黄金分割买点 |
买入 |
28.238209999999995 |
48000.0 |
¥1.36M |
|
| 2017-02-23 |
重回前高 |
卖出 |
30.459509999999998 |
48000.0 |
¥1.46M |
|
| 2017-07-27 |
黄金分割买点 |
买入 |
18.468449999999997 |
79500.0 |
¥1.47M |
|
| 2017-08-15 |
重回前高 |
卖出 |
20.699279999999998 |
79500.0 |
¥1.65M |
|
| 2017-09-20 |
黄金分割买点 |
买入 |
20.1201 |
81600.0 |
¥1.64M |
|
| 2017-11-14 |
重回前高 |
卖出 |
22.7772 |
81600.0 |
¥1.86M |
|
| 2017-11-20 |
黄金分割买点 |
买入 |
21.07105 |
87100.0 |
¥1.84M |
|
| 2017-11-28 |
跌破0.618止损 |
卖出 |
20.29968 |
87100.0 |
¥1.77M |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
15.965949999999998 |
111700.0 |
¥1.78M |
|
| 2018-03-22 |
跌破0.618止损 |
卖出 |
14.635349999999999 |
111700.0 |
¥1.63M |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
7.307299999999999 |
225000.0 |
¥1.64M |
|
| 2019-02-19 |
重回前高 |
卖出 |
8.34165 |
225000.0 |
¥1.88M |
|
| 2019-05-07 |
黄金分割买点 |
买入 |
9.49949 |
195600.0 |
¥1.86M |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
8.66133 |
195600.0 |
¥1.69M |
止损触发 |
| 2019-07-09 |
黄金分割买点 |
买入 |
9.56956 |
179000.0 |
¥1.71M |
|
| 2019-09-04 |
重回前高 |
卖出 |
14.99499 |
179000.0 |
¥2.68M |
|
| 2020-01-08 |
黄金分割买点 |
买入 |
19.819799999999997 |
133000.0 |
¥2.64M |
|
| 2020-02-25 |
重回前高 |
卖出 |
25.074900000000003 |
133000.0 |
¥3.33M |
|
| 2020-05-12 |
黄金分割买点 |
买入 |
21.1211 |
158600.0 |
¥3.35M |
|
| 2020-05-19 |
跌破0.618止损 |
卖出 |
19.5804 |
158600.0 |
¥3.10M |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
43.45 |
71500.0 |
¥3.11M |
|
| 2020-11-16 |
跌破0.618止损 |
卖出 |
41.49846 |
71500.0 |
¥2.97M |
止损触发 |
| 2021-01-19 |
黄金分割买点 |
买入 |
43.543499999999995 |
68300.0 |
¥2.97M |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
38.961 |
68300.0 |
¥2.66M |
止损触发 |
| 2021-07-26 |
黄金分割买点 |
买入 |
39.36932999999999 |
68000.0 |
¥2.68M |
|
| 2021-08-23 |
跌破0.618止损 |
卖出 |
39.10086 |
68000.0 |
¥2.66M |
止损触发 |
| 2021-08-24 |
黄金分割买点 |
买入 |
41.18114 |
64500.0 |
¥2.66M |
|
| 2021-08-30 |
重回前高 |
卖出 |
49.95 |
64500.0 |
¥3.22M |
|
| 2021-09-16 |
黄金分割买点 |
买入 |
45.66561999999999 |
70300.0 |
¥3.21M |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
39.4605 |
70300.0 |
¥2.77M |
止损触发 |
| 2021-11-02 |
黄金分割买点 |
买入 |
45.81577 |
60400.0 |
¥2.77M |
|
| 2021-12-09 |
重回前高 |
卖出 |
54.945 |
60400.0 |
¥3.32M |
|
| 2021-12-21 |
黄金分割买点 |
买入 |
50.55049999999999 |
65900.0 |
¥3.33M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
48.60135 |
65900.0 |
¥3.20M |
止损触发 |
| 2022-05-24 |
黄金分割买点 |
买入 |
36.946909999999995 |
86500.0 |
¥3.20M |
|
| 2022-06-07 |
重回前高 |
卖出 |
41.178779999999996 |
86500.0 |
¥3.56M |
|
| 2022-08-18 |
黄金分割买点 |
买入 |
36.996959999999994 |
96200.0 |
¥3.56M |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
34.65531 |
96200.0 |
¥3.33M |
止损触发 |
| 2023-03-08 |
黄金分割买点 |
买入 |
20.2202 |
163900.0 |
¥3.32M |
|
| 2023-04-19 |
跌破0.618止损 |
卖出 |
19.83015 |
163900.0 |
¥3.25M |
止损触发 |
| 2023-10-20 |
黄金分割买点 |
买入 |
16.95694 |
191400.0 |
¥3.25M |
|
| 2024-01-02 |
重回前高 |
卖出 |
21.12885 |
191400.0 |
¥4.04M |
|
| 2024-01-09 |
黄金分割买点 |
买入 |
19.3193 |
209400.0 |
¥4.05M |
|
| 2024-01-18 |
跌破0.618止损 |
卖出 |
17.63235 |
209400.0 |
¥3.69M |
止损触发 |
| 2024-03-07 |
黄金分割买点 |
买入 |
17.917899999999996 |
204500.0 |
¥3.67M |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
15.83415 |
204500.0 |
¥3.24M |
止损触发 |
| 2024-05-17 |
黄金分割买点 |
买入 |
17.02701 |
192100.0 |
¥3.27M |
|
| 2024-05-29 |
跌破0.618止损 |
卖出 |
16.23375 |
192100.0 |
¥3.12M |
止损触发 |
| 2024-05-31 |
黄金分割买点 |
买入 |
17.10709 |
181400.0 |
¥3.10M |
|
| 2024-07-10 |
重回前高 |
卖出 |
20.65932 |
181400.0 |
¥3.75M |
|
| 2024-08-07 |
黄金分割买点 |
买入 |
20.009989999999995 |
188100.0 |
¥3.77M |
|
| 2024-08-28 |
跌破0.618止损 |
卖出 |
19.31067 |
188100.0 |
¥3.63M |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
22.20218 |
163900.0 |
¥3.64M |
|
| 2025-01-14 |
跌破0.618止损 |
卖出 |
24.00597 |
163900.0 |
¥3.93M |
止损触发 |
| 2025-01-24 |
黄金分割买点 |
买入 |
26.506479999999996 |
148400.0 |
¥3.93M |
|
| 2025-04-01 |
跌破0.618止损 |
卖出 |
26.26371 |
148400.0 |
¥3.90M |
止损触发 |
| 2025-06-18 |
黄金分割买点 |
买入 |
22.87285 |
169200.0 |
¥3.87M |
|
| 2025-08-15 |
重回前高 |
卖出 |
25.384589999999996 |
169200.0 |
¥4.29M |
|
| 2025-09-10 |
黄金分割买点 |
买入 |
31.21118 |
138100.0 |
¥4.31M |
|
| 2025-10-09 |
重回前高 |
卖出 |
37.452510000000004 |
138100.0 |
¥5.17M |
|
| 2025-10-16 |
黄金分割买点 |
买入 |
33.043009999999995 |
154500.0 |
¥5.11M |
|
| 2025-11-12 |
跌破0.618止损 |
卖出 |
29.32065 |
154500.0 |
¥4.53M |
止损触发 |
| 2026-05-22 |
黄金分割买点 |
买入 |
25.014989999999997 |
183900.0 |
¥4.60M |
|
| 2026-05-27 |
重回前高 |
卖出 |
27.252719999999997 |
183900.0 |
¥5.01M |
|
| 2026-08-28 |
黄金分割买点 |
买入 |
23.853829999999995 |
209000.0 |
¥4.99M |
|
| 2026-09-16 |
跌破0.618止损 |
卖出 |
21.34863 |
209000.0 |
¥4.46M |
止损触发 |
| 2026-09-29 |
黄金分割买点 |
买入 |
23.022999999999993 |
193100.0 |
¥4.45M |
|
| 2026-10-09 |
跌破0.618止损 |
卖出 |
21.688290000000002 |
193100.0 |
¥4.19M |
止损触发 |
| 2026-10-26 |
黄金分割买点 |
买入 |
23.002979999999997 |
182200.0 |
¥4.19M |
|
| 2026-11-13 |
强平 |
卖出 |
24.2 |
182200 |
¥4.41M |
回测结束强平 |