002384 东山精密 — 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: ¥92.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -7.85%）
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 50 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 |
2016-04-08 |
2016-05-03 |
19.965927982 |
16.99 |
¥-14.9万 |
-14.93% |
跌破0.618止损 |
| 2 |
2016-05-26 |
2016-08-02 |
17.823145339999996 |
17.27271 |
¥-2.6万 |
-3.12% |
跌破0.618止损 |
| 3 |
2016-09-23 |
2016-09-27 |
19.204939753999998 |
17.96202 |
¥-5.3万 |
-6.50% |
跌破0.618止损 |
| 4 |
2016-10-27 |
2016-11-24 |
20.376461104999997 |
18.96102 |
¥-5.3万 |
-6.97% |
跌破0.618止损 |
| 5 |
2017-02-08 |
2017-03-14 |
18.684263597999998 |
21.12885 |
¥9.3万 |
+13.05% |
重回前高 |
| 6 |
2017-04-25 |
2017-05-16 |
20.566708161999998 |
25.15482 |
¥17.9万 |
+22.27% |
重回前高 |
| 7 |
2017-07-13 |
2017-07-18 |
23.560596058999998 |
21.978 |
¥-6.6万 |
-6.75% |
跌破0.618止损 |
| 8 |
2017-07-20 |
2017-08-16 |
23.140049933 |
26.1738 |
¥11.8万 |
+13.08% |
重回前高 |
| 9 |
2017-09-22 |
2017-10-16 |
26.063846808999998 |
29.58039 |
¥14.0万 |
+13.46% |
重回前高 |
| 10 |
2017-11-23 |
2017-11-28 |
30.769228 |
29.030939999999994 |
¥-6.7万 |
-5.68% |
跌破0.618止损 |
| 11 |
2017-12-11 |
2017-12-15 |
31.370738398999997 |
28.71126 |
¥-9.4万 |
-8.51% |
跌破0.618止损 |
| 12 |
2018-01-05 |
2018-01-16 |
31.090374314999995 |
28.851119999999998 |
¥-7.3万 |
-7.23% |
跌破0.618止损 |
| 13 |
2018-07-31 |
2018-08-16 |
25.443040622999998 |
23.06691 |
¥-8.7万 |
-9.37% |
跌破0.618止损 |
| 14 |
2018-12-05 |
2019-01-04 |
12.666448794999999 |
9.05 |
¥-24.0万 |
-28.57% |
跌破0.618止损 |
| 15 |
2019-05-07 |
2019-05-10 |
15.510141646999998 |
15.09489 |
¥-1.6万 |
-2.71% |
跌破0.618止损 |
| 16 |
2019-07-25 |
2019-09-10 |
15.620284679999997 |
23.306669999999997 |
¥29.3万 |
+49.16% |
重回前高 |
| 17 |
2019-10-08 |
2019-11-13 |
19.785693928 |
19.4805 |
¥-1.4万 |
-1.57% |
跌破0.618止损 |
| 18 |
2019-12-10 |
2020-01-03 |
20.907150264 |
25.48449 |
¥19.1万 |
+21.86% |
重回前高 |
| 19 |
2020-02-04 |
2020-02-25 |
24.93237747 |
33.95601 |
¥37.3万 |
+36.15% |
重回前高 |
| 20 |
2020-03-12 |
2020-03-16 |
28.366837498999995 |
27.12285 |
¥-6.2万 |
-4.41% |
跌破0.618止损 |
| 21 |
2020-07-22 |
2020-07-27 |
28.917552664 |
25.99398 |
¥-14.0万 |
-10.14% |
跌破0.618止损 |
| 22 |
2020-08-06 |
2020-08-12 |
28.707279601 |
26.493479999999998 |
¥-9.5万 |
-7.74% |
跌破0.618止损 |
| 23 |
2020-08-18 |
2020-08-28 |
28.146551432999992 |
27.7722 |
¥-1.6万 |
-1.36% |
跌破0.618止损 |
| 24 |
2020-11-13 |
2020-11-23 |
27.125225126999997 |
25.974000000000004 |
¥-4.8万 |
-4.27% |
跌破0.618止损 |
| 25 |
2021-06-09 |
2021-06-24 |
19.034718703 |
20.20977 |
¥6.7万 |
+6.14% |
重回前高 |
| 26 |
2021-07-05 |
2021-08-19 |
19.975940984999994 |
19.32066 |
¥-3.8万 |
-3.31% |
跌破0.618止损 |
| 27 |
2021-09-09 |
2021-09-24 |
20.32639609 |
21.73824 |
¥7.7万 |
+6.91% |
重回前高 |
| 28 |
2021-10-14 |
2021-10-19 |
20.596177 |
19.290689999999998 |
¥-7.5万 |
-6.37% |
跌破0.618止损 |
| 29 |
2021-12-03 |
2022-01-26 |
23.490505037999995 |
23.976 |
¥2.3万 |
+2.04% |
跌破0.618止损 |
| 30 |
2022-06-01 |
2022-06-17 |
18.784393627999997 |
19.80018 |
¥6.1万 |
+5.38% |
重回前高 |
| 31 |
2022-07-14 |
2022-07-21 |
20.546682156 |
24.21576 |
¥21.3万 |
+17.82% |
重回前高 |
| 32 |
2022-09-01 |
2022-09-29 |
25.833547739999993 |
24.18579 |
¥-9.0万 |
-6.41% |
跌破0.618止损 |
| 33 |
2022-11-07 |
2022-12-06 |
27.155264136 |
24.3756 |
¥-13.5万 |
-10.26% |
跌破0.618止损 |
| 34 |
2023-01-18 |
2023-01-31 |
25.973729782000003 |
28.48149 |
¥11.4万 |
+9.62% |
重回前高 |
| 35 |
2023-03-03 |
2023-04-14 |
28.507019540999995 |
26.933040000000002 |
¥-7.2万 |
-5.55% |
跌破0.618止损 |
| 36 |
2023-06-21 |
2023-06-27 |
28.116512423999993 |
25.65432 |
¥-10.7万 |
-8.78% |
跌破0.618止损 |
| 37 |
2023-07-05 |
2023-07-10 |
26.63458798 |
25.71426 |
¥-3.9万 |
-3.48% |
跌破0.618止损 |
| 38 |
2023-11-07 |
2023-12-19 |
19.765667921999995 |
17.32266 |
¥-13.3万 |
-12.39% |
跌破0.618止损 |
| 39 |
2024-03-04 |
2024-04-17 |
15.239790565999998 |
13.396589999999998 |
¥-11.5万 |
-12.12% |
跌破0.618止损 |
| 40 |
2024-04-19 |
2024-06-18 |
14.21846426 |
18.59139 |
¥25.5万 |
+30.72% |
重回前高 |
| 41 |
2024-07-26 |
2024-09-09 |
23.380362005 |
20.92905 |
¥-11.5万 |
-10.51% |
跌破0.618止损 |
| 42 |
2024-11-13 |
2024-11-25 |
29.227955756999997 |
25.344630000000002 |
¥-12.7万 |
-13.31% |
跌破0.618止损 |
| 43 |
2024-12-11 |
2025-04-07 |
28.186603444999992 |
26.69 |
¥-4.5万 |
-5.34% |
跌破0.618止损 |
| 44 |
2025-06-06 |
2025-07-02 |
30.990244285 |
40.20975 |
¥23.7万 |
+29.71% |
重回前高 |
| 45 |
2025-09-29 |
2025-10-15 |
68.679187577 |
60.948989999999995 |
¥-11.7万 |
-11.28% |
跌破0.618止损 |
| 46 |
2025-10-22 |
2025-11-25 |
66.746677998 |
65.01 |
¥-2.4万 |
-2.63% |
跌破0.618止损 |
| 47 |
2025-11-28 |
2026-02-09 |
74.106235203 |
74.63529 |
¥6,131 |
+0.68% |
跌破0.618止损 |
| 48 |
2026-02-11 |
2026-02-12 |
76.59947294999999 |
72.4275 |
¥-4.9万 |
-5.47% |
跌破0.618止损 |
| 49 |
2026-02-13 |
2026-03-03 |
76.17892682399999 |
95.47443 |
¥21.2万 |
+25.29% |
重回前高 |
| 50 |
2026-07-22 |
2026-07-24 |
230.949914195 |
198.91089000000002 |
¥-14.8万 |
-13.90% |
跌破0.618止损 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-04-08 |
黄金分割买点 |
买入 |
19.95994 |
49900.0 |
¥99.6万 |
|
| 2016-05-03 |
跌破0.618止损 |
卖出 |
16.99 |
49900.0 |
¥84.8万 |
止损触发 |
| 2016-05-26 |
黄金分割买点 |
买入 |
17.8178 |
47600.0 |
¥84.8万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
17.27271 |
47600.0 |
¥82.2万 |
止损触发 |
| 2016-09-23 |
黄金分割买点 |
买入 |
19.19918 |
42700.0 |
¥82.0万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
17.96202 |
42700.0 |
¥76.7万 |
止损触发 |
| 2016-10-27 |
黄金分割买点 |
买入 |
20.37035 |
37600.0 |
¥76.6万 |
|
| 2016-11-24 |
跌破0.618止损 |
卖出 |
18.96102 |
37600.0 |
¥71.3万 |
止损触发 |
| 2017-02-08 |
黄金分割买点 |
买入 |
18.678659999999997 |
38300.0 |
¥71.6万 |
|
| 2017-03-14 |
重回前高 |
卖出 |
21.12885 |
38300.0 |
¥80.9万 |
|
| 2017-04-25 |
黄金分割买点 |
买入 |
20.560539999999996 |
39000.0 |
¥80.2万 |
|
| 2017-05-16 |
重回前高 |
卖出 |
25.15482 |
39000.0 |
¥98.1万 |
|
| 2017-07-13 |
黄金分割买点 |
买入 |
23.55353 |
41700.0 |
¥98.2万 |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
21.978 |
41700.0 |
¥91.6万 |
止损触发 |
| 2017-07-20 |
黄金分割买点 |
买入 |
23.13311 |
39000.0 |
¥90.2万 |
|
| 2017-08-16 |
重回前高 |
卖出 |
26.1738 |
39000.0 |
¥1.02M |
|
| 2017-09-22 |
黄金分割买点 |
买入 |
26.05603 |
39900.0 |
¥1.04M |
|
| 2017-10-16 |
重回前高 |
卖出 |
29.58039 |
39900.0 |
¥1.18M |
|
| 2017-11-23 |
黄金分割买点 |
买入 |
30.76 |
38200.0 |
¥1.18M |
|
| 2017-11-28 |
跌破0.618止损 |
卖出 |
29.030939999999994 |
38200.0 |
¥1.11M |
止损触发 |
| 2017-12-11 |
黄金分割买点 |
买入 |
31.36133 |
35400.0 |
¥1.11M |
|
| 2017-12-15 |
跌破0.618止损 |
卖出 |
28.71126 |
35400.0 |
¥1.02M |
止损触发 |
| 2018-01-05 |
黄金分割买点 |
买入 |
31.081049999999998 |
32500.0 |
¥1.01M |
|
| 2018-01-16 |
跌破0.618止损 |
卖出 |
28.851119999999998 |
32500.0 |
¥93.7万 |
止损触发 |
| 2018-07-31 |
黄金分割买点 |
买入 |
25.435409999999997 |
36500.0 |
¥92.9万 |
|
| 2018-08-16 |
跌破0.618止损 |
卖出 |
23.06691 |
36500.0 |
¥84.2万 |
止损触发 |
| 2018-12-05 |
黄金分割买点 |
买入 |
12.66265 |
66400.0 |
¥84.1万 |
|
| 2019-01-04 |
跌破0.618止损 |
卖出 |
9.05 |
66400.0 |
¥60.1万 |
止损触发 |
| 2019-05-07 |
黄金分割买点 |
买入 |
15.505489999999996 |
38400.0 |
¥59.6万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
15.09489 |
38400.0 |
¥57.9万 |
止损触发 |
| 2019-07-25 |
黄金分割买点 |
买入 |
15.615599999999997 |
38100.0 |
¥59.5万 |
|
| 2019-09-10 |
重回前高 |
卖出 |
23.306669999999997 |
38100.0 |
¥88.8万 |
|
| 2019-10-08 |
黄金分割买点 |
买入 |
19.77976 |
45300.0 |
¥89.6万 |
|
| 2019-11-13 |
跌破0.618止损 |
卖出 |
19.4805 |
45300.0 |
¥88.2万 |
止损触发 |
| 2019-12-10 |
黄金分割买点 |
买入 |
20.900879999999997 |
41900.0 |
¥87.6万 |
|
| 2020-01-03 |
重回前高 |
卖出 |
25.48449 |
41900.0 |
¥1.07M |
|
| 2020-02-04 |
黄金分割买点 |
买入 |
24.924899999999997 |
41400.0 |
¥1.03M |
|
| 2020-02-25 |
重回前高 |
卖出 |
33.95601 |
41400.0 |
¥1.41M |
|
| 2020-03-12 |
黄金分割买点 |
买入 |
28.358329999999995 |
49700.0 |
¥1.41M |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
27.12285 |
49700.0 |
¥1.35M |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
28.90888 |
47800.0 |
¥1.38M |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
25.99398 |
47800.0 |
¥1.24M |
止损触发 |
| 2020-08-06 |
黄金分割买点 |
买入 |
28.698669999999996 |
42800.0 |
¥1.23M |
|
| 2020-08-12 |
跌破0.618止损 |
卖出 |
26.493479999999998 |
42800.0 |
¥1.13M |
止损触发 |
| 2020-08-18 |
黄金分割买点 |
买入 |
28.138109999999994 |
40700.0 |
¥1.15M |
|
| 2020-08-28 |
跌破0.618止损 |
卖出 |
27.7722 |
40700.0 |
¥1.13M |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
27.117089999999997 |
41400.0 |
¥1.12M |
|
| 2020-11-23 |
跌破0.618止损 |
卖出 |
25.974000000000004 |
41400.0 |
¥1.08M |
止损触发 |
| 2021-06-09 |
黄金分割买点 |
买入 |
19.02901 |
56900.0 |
¥1.08M |
|
| 2021-06-24 |
重回前高 |
卖出 |
20.20977 |
56900.0 |
¥1.15M |
|
| 2021-07-05 |
黄金分割买点 |
买入 |
19.969949999999997 |
57700.0 |
¥1.15M |
|
| 2021-08-19 |
跌破0.618止损 |
卖出 |
19.32066 |
57700.0 |
¥1.11M |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
20.3203 |
54800.0 |
¥1.11M |
|
| 2021-09-24 |
重回前高 |
卖出 |
21.73824 |
54800.0 |
¥1.19M |
|
| 2021-10-14 |
黄金分割买点 |
买入 |
20.59 |
57300.0 |
¥1.18M |
|
| 2021-10-19 |
跌破0.618止损 |
卖出 |
19.290689999999998 |
57300.0 |
¥1.11M |
止损触发 |
| 2021-12-03 |
黄金分割买点 |
买入 |
23.483459999999997 |
47500.0 |
¥1.12M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
23.976 |
47500.0 |
¥1.14M |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
18.77876 |
60300.0 |
¥1.13M |
|
| 2022-06-17 |
重回前高 |
卖出 |
19.80018 |
60300.0 |
¥1.19M |
|
| 2022-07-14 |
黄金分割买点 |
买入 |
20.540519999999997 |
58100.0 |
¥1.19M |
|
| 2022-07-21 |
重回前高 |
卖出 |
24.21576 |
58100.0 |
¥1.41M |
|
| 2022-09-01 |
黄金分割买点 |
买入 |
25.825799999999997 |
54400.0 |
¥1.41M |
|
| 2022-09-29 |
跌破0.618止损 |
卖出 |
24.18579 |
54400.0 |
¥1.32M |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
27.147119999999997 |
48600.0 |
¥1.32M |
|
| 2022-12-06 |
跌破0.618止损 |
卖出 |
24.3756 |
48600.0 |
¥1.18M |
止损触发 |
| 2023-01-18 |
黄金分割买点 |
买入 |
25.965940000000003 |
45700.0 |
¥1.19M |
|
| 2023-01-31 |
重回前高 |
卖出 |
28.48149 |
45700.0 |
¥1.30M |
|
| 2023-03-03 |
黄金分割买点 |
买入 |
28.498469999999994 |
45500.0 |
¥1.30M |
|
| 2023-04-14 |
跌破0.618止损 |
卖出 |
26.933040000000002 |
45500.0 |
¥1.23M |
止损触发 |
| 2023-06-21 |
黄金分割买点 |
买入 |
28.108079999999994 |
43500.0 |
¥1.22M |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
25.65432 |
43500.0 |
¥1.12M |
止损触发 |
| 2023-07-05 |
黄金分割买点 |
买入 |
26.6266 |
41900.0 |
¥1.12M |
|
| 2023-07-10 |
跌破0.618止损 |
卖出 |
25.71426 |
41900.0 |
¥1.08M |
止损触发 |
| 2023-11-07 |
黄金分割买点 |
买入 |
19.759739999999994 |
54300.0 |
¥1.07M |
|
| 2023-12-19 |
跌破0.618止损 |
卖出 |
17.32266 |
54300.0 |
¥94.0万 |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
15.235219999999998 |
62200.0 |
¥94.8万 |
|
| 2024-04-17 |
跌破0.618止损 |
卖出 |
13.396589999999998 |
62200.0 |
¥83.3万 |
止损触发 |
| 2024-04-19 |
黄金分割买点 |
买入 |
14.214199999999998 |
58400.0 |
¥83.0万 |
|
| 2024-06-18 |
重回前高 |
卖出 |
18.59139 |
58400.0 |
¥1.09M |
|
| 2024-07-26 |
黄金分割买点 |
买入 |
23.37335 |
46600.0 |
¥1.09M |
|
| 2024-09-09 |
跌破0.618止损 |
卖出 |
20.92905 |
46600.0 |
¥97.5万 |
止损触发 |
| 2024-11-13 |
黄金分割买点 |
买入 |
29.219189999999998 |
32700.0 |
¥95.6万 |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
25.344630000000002 |
32700.0 |
¥82.9万 |
止损触发 |
| 2024-12-11 |
黄金分割买点 |
买入 |
28.178149999999995 |
29700.0 |
¥83.7万 |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
26.69 |
29700.0 |
¥79.2万 |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
30.980949999999996 |
25700.0 |
¥79.6万 |
|
| 2025-07-02 |
重回前高 |
卖出 |
40.20975 |
25700.0 |
¥1.03M |
|
| 2025-09-29 |
黄金分割买点 |
买入 |
68.65858999999999 |
15100.0 |
¥1.04M |
|
| 2025-10-15 |
跌破0.618止损 |
卖出 |
60.948989999999995 |
15100.0 |
¥92.0万 |
止损触发 |
| 2025-10-22 |
黄金分割买点 |
买入 |
66.72666 |
13400.0 |
¥89.4万 |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
65.01 |
13400.0 |
¥87.1万 |
止损触发 |
| 2025-11-28 |
黄金分割买点 |
买入 |
74.08400999999999 |
12100.0 |
¥89.7万 |
|
| 2026-02-09 |
跌破0.618止损 |
卖出 |
74.63529 |
12100.0 |
¥90.3万 |
止损触发 |
| 2026-02-11 |
黄金分割买点 |
买入 |
76.5765 |
11700.0 |
¥89.6万 |
|
| 2026-02-12 |
跌破0.618止损 |
卖出 |
72.4275 |
11700.0 |
¥84.7万 |
止损触发 |
| 2026-02-13 |
黄金分割买点 |
买入 |
76.15607999999999 |
11000.0 |
¥83.8万 |
|
| 2026-03-03 |
重回前高 |
卖出 |
95.47443 |
11000.0 |
¥1.05M |
|
| 2026-07-22 |
黄金分割买点 |
买入 |
230.88065 |
4600.0 |
¥1.06M |
|
| 2026-07-24 |
跌破0.618止损 |
卖出 |
198.91089000000002 |
4600.0 |
¥91.5万 |
止损触发 |