002415 海康威视 — 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: ¥95.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -5.01%）
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 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 |
2015-04-20 |
2015-05-11 |
30.339099 |
34.17579 |
¥12.5万 |
+12.61% |
重回前高 |
| 2 |
2015-06-09 |
2015-06-23 |
45.15864353 |
38.961 |
¥-15.3万 |
-13.75% |
跌破0.618止损 |
| 3 |
2015-06-25 |
2015-07-06 |
44.0572132 |
41.92803 |
¥-4.7万 |
-4.86% |
跌破0.618止损 |
| 4 |
2015-11-17 |
2015-11-30 |
37.398566204999995 |
33.2667 |
¥-10.2万 |
-11.07% |
跌破0.618止损 |
| 5 |
2015-12-07 |
2016-01-04 |
34.41469131099999 |
34.47549 |
¥1,206 |
+0.15% |
跌破0.618止损 |
| 6 |
2016-03-25 |
2016-05-17 |
31.020283293999995 |
32.967 |
¥5.1万 |
+6.24% |
重回前高 |
| 7 |
2016-09-13 |
2016-09-29 |
24.101298221 |
24.00597 |
¥-3,722 |
-0.43% |
跌破0.618止损 |
| 8 |
2017-08-10 |
2017-09-04 |
29.117812723999993 |
32.93703 |
¥11.4万 |
+13.08% |
重回前高 |
| 9 |
2017-09-26 |
2017-10-12 |
31.751232512999998 |
34.565400000000004 |
¥8.6万 |
+8.83% |
重回前高 |
| 10 |
2017-11-24 |
2018-02-06 |
38.249671459999995 |
37.78217999999999 |
¥-1.3万 |
-1.25% |
跌破0.618止损 |
| 11 |
2018-04-03 |
2018-04-18 |
40.813000228 |
38.45151 |
¥-6.1万 |
-5.81% |
跌破0.618止损 |
| 12 |
2018-05-17 |
2018-05-28 |
41.55396244999999 |
36.963 |
¥-11.0万 |
-11.07% |
跌破0.618止损 |
| 13 |
2018-07-16 |
2018-07-27 |
36.837838037 |
35.4645 |
¥-3.3万 |
-3.76% |
跌破0.618止损 |
| 14 |
2018-11-05 |
2018-11-12 |
28.036408399999996 |
26.443529999999996 |
¥-4.9万 |
-5.71% |
跌破0.618止损 |
| 15 |
2018-11-13 |
2018-11-28 |
27.0351081 |
25.824150000000003 |
¥-3.5万 |
-4.51% |
跌破0.618止损 |
| 16 |
2018-12-06 |
2019-02-11 |
27.355524196 |
31.568399999999997 |
¥11.3万 |
+15.37% |
重回前高 |
| 17 |
2019-04-24 |
2019-04-29 |
33.233156957 |
31.7682 |
¥-3.9万 |
-4.44% |
跌破0.618止损 |
| 18 |
2019-07-23 |
2019-09-04 |
28.617162573999995 |
33.176790000000004 |
¥13.4万 |
+15.90% |
重回前高 |
| 19 |
2019-10-11 |
2019-12-02 |
30.549672153 |
31.64832 |
¥3.4万 |
+3.57% |
跌破0.618止损 |
| 20 |
2019-12-18 |
2019-12-24 |
32.642389779999995 |
31.28 |
¥-4.2万 |
-4.20% |
跌破0.618止损 |
| 21 |
2019-12-27 |
2020-01-14 |
32.40207770799999 |
35.53443 |
¥9.3万 |
+9.63% |
重回前高 |
| 22 |
2020-02-05 |
2020-02-18 |
34.34460028999999 |
37.042919999999995 |
¥8.3万 |
+7.82% |
重回前高 |
| 23 |
2020-03-04 |
2020-03-10 |
35.54616064999999 |
33.01 |
¥-8.1万 |
-7.16% |
跌破0.618止损 |
| 24 |
2020-06-19 |
2020-07-03 |
29.928865966999997 |
32.8671 |
¥10.3万 |
+9.78% |
重回前高 |
| 25 |
2020-09-14 |
2020-09-28 |
36.247070859999994 |
35.97399 |
¥-9,112 |
-0.78% |
跌破0.618止损 |
| 26 |
2020-09-30 |
2020-10-27 |
37.34850118999999 |
42.2577 |
¥15.2万 |
+13.11% |
重回前高 |
| 27 |
2021-02-08 |
2021-03-10 |
59.69752388599999 |
54.40554 |
¥-11.6万 |
-8.89% |
跌破0.618止损 |
| 28 |
2021-04-20 |
2021-05-24 |
61.29960436599999 |
64.0359 |
¥5.3万 |
+4.43% |
重回前高 |
| 29 |
2021-06-09 |
2021-07-28 |
59.73757589799999 |
59.94 |
¥3,836 |
+0.31% |
跌破0.618止损 |
| 30 |
2021-12-15 |
2021-12-21 |
53.56956604999999 |
51.308640000000004 |
¥-5.3万 |
-4.25% |
跌破0.618止损 |
| 31 |
2022-01-05 |
2022-01-07 |
52.21566000000001 |
49.93002 |
¥-5.2万 |
-4.41% |
跌破0.618止损 |
| 32 |
2022-10-18 |
2022-10-20 |
31.350712393000002 |
29.97 |
¥-5.1万 |
-4.43% |
跌破0.618止损 |
| 33 |
2022-11-29 |
2022-12-06 |
30.419503113999994 |
33.18678 |
¥9.9万 |
+9.06% |
重回前高 |
| 34 |
2023-04-20 |
2023-04-24 |
43.21612094799999 |
39.98997 |
¥-8.9万 |
-7.49% |
跌破0.618止损 |
| 35 |
2023-07-28 |
2023-08-28 |
34.54486034999999 |
34.99497 |
¥1.4万 |
+1.27% |
跌破0.618止损 |
| 36 |
2023-09-07 |
2023-09-08 |
35.180551 |
34.275690000000004 |
¥-2.9万 |
-2.60% |
跌破0.618止损 |
| 37 |
2023-10-26 |
2023-11-09 |
35.0455105 |
37.12284 |
¥6.4万 |
+5.90% |
重回前高 |
| 38 |
2023-11-28 |
2023-12-06 |
35.225744553999995 |
33.736230000000006 |
¥-4.9万 |
-4.26% |
跌破0.618止损 |
| 39 |
2024-02-20 |
2024-03-04 |
33.47346902899999 |
35.654309999999995 |
¥7.1万 |
+6.48% |
重回前高 |
| 40 |
2024-03-08 |
2024-03-27 |
34.034197197000005 |
32.31765 |
¥-6.0万 |
-5.07% |
跌破0.618止损 |
| 41 |
2024-05-07 |
2024-05-22 |
33.713781100999995 |
32.72 |
¥-3.3万 |
-2.98% |
跌破0.618止损 |
| 42 |
2024-10-11 |
2024-10-17 |
31.219362999999998 |
28.431540000000002 |
¥-9.6万 |
-8.96% |
跌破0.618止损 |
| 43 |
2024-10-22 |
2025-01-03 |
30.739919209999993 |
29.63034 |
¥-3.6万 |
-3.64% |
跌破0.618止损 |
| 44 |
2025-02-07 |
2025-02-24 |
30.409490111 |
32.12784 |
¥5.3万 |
+5.62% |
重回前高 |
| 45 |
2025-03-04 |
2025-03-07 |
30.469568128999995 |
33.03693 |
¥8.4万 |
+8.39% |
重回前高 |
| 46 |
2025-03-24 |
2025-04-07 |
31.380751401999994 |
28.5714 |
¥-9.8万 |
-8.98% |
跌破0.618止损 |
| 47 |
2025-09-11 |
2025-11-18 |
30.219243054 |
30.41955 |
¥6,252 |
+0.63% |
跌破0.618止损 |
| 48 |
2026-05-20 |
2026-05-22 |
32.642389779999995 |
31.7682 |
¥-2.6万 |
-2.71% |
跌破0.618止损 |
| 49 |
2026-06-25 |
2026-09-09 |
33.94408016999999 |
33.59637 |
¥-1.0万 |
-1.05% |
跌破0.618止损 |
| 50 |
2026-11-06 |
2026-11-13 |
34.85526344299999 |
34.45 |
¥-1.1万 |
-1.19% |
强平 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-20 |
黄金分割买点 |
买入 |
30.33 |
32600.0 |
¥98.9万 |
|
| 2015-05-11 |
重回前高 |
卖出 |
34.17579 |
32600.0 |
¥1.11M |
|
| 2015-06-09 |
黄金分割买点 |
买入 |
45.1451 |
24600.0 |
¥1.11M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
38.961 |
24600.0 |
¥95.8万 |
止损触发 |
| 2015-06-25 |
黄金分割买点 |
买入 |
44.044 |
21800.0 |
¥96.0万 |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
41.92803 |
21800.0 |
¥91.4万 |
止损触发 |
| 2015-11-17 |
黄金分割买点 |
买入 |
37.38735 |
24700.0 |
¥92.4万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
33.2667 |
24700.0 |
¥82.1万 |
止损触发 |
| 2015-12-07 |
黄金分割买点 |
买入 |
34.40436999999999 |
23900.0 |
¥82.3万 |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
34.47549 |
23900.0 |
¥82.4万 |
止损触发 |
| 2016-03-25 |
黄金分割买点 |
买入 |
31.010979999999993 |
26400.0 |
¥81.9万 |
|
| 2016-05-17 |
重回前高 |
卖出 |
32.967 |
26400.0 |
¥87.0万 |
|
| 2016-09-13 |
黄金分割买点 |
买入 |
24.09407 |
36300.0 |
¥87.5万 |
|
| 2016-09-29 |
跌破0.618止损 |
卖出 |
24.00597 |
36300.0 |
¥87.1万 |
止损触发 |
| 2017-08-10 |
黄金分割买点 |
买入 |
29.10907999999999 |
29800.0 |
¥86.8万 |
|
| 2017-09-04 |
重回前高 |
卖出 |
32.93703 |
29800.0 |
¥98.1万 |
|
| 2017-09-26 |
黄金分割买点 |
买入 |
31.741709999999998 |
30700.0 |
¥97.5万 |
|
| 2017-10-12 |
重回前高 |
卖出 |
34.565400000000004 |
30700.0 |
¥1.06M |
|
| 2017-11-24 |
黄金分割买点 |
买入 |
38.23819999999999 |
28000.0 |
¥1.07M |
|
| 2018-02-06 |
跌破0.618止损 |
卖出 |
37.78217999999999 |
28000.0 |
¥1.06M |
止损触发 |
| 2018-04-03 |
黄金分割买点 |
买入 |
40.80076 |
25800.0 |
¥1.05M |
|
| 2018-04-18 |
跌破0.618止损 |
卖出 |
38.45151 |
25800.0 |
¥99.2万 |
止损触发 |
| 2018-05-17 |
黄金分割买点 |
买入 |
41.54149999999999 |
23900.0 |
¥99.3万 |
|
| 2018-05-28 |
跌破0.618止损 |
卖出 |
36.963 |
23900.0 |
¥88.3万 |
止损触发 |
| 2018-07-16 |
黄金分割买点 |
买入 |
36.826789999999995 |
24000.0 |
¥88.4万 |
|
| 2018-07-27 |
跌破0.618止损 |
卖出 |
35.4645 |
24000.0 |
¥85.1万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
28.028 |
30300.0 |
¥85.0万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
26.443529999999996 |
30300.0 |
¥80.1万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
27.026999999999997 |
28800.0 |
¥77.9万 |
|
| 2018-11-28 |
跌破0.618止损 |
卖出 |
25.824150000000003 |
28800.0 |
¥74.4万 |
止损触发 |
| 2018-12-06 |
黄金分割买点 |
买入 |
27.347319999999996 |
26900.0 |
¥73.6万 |
|
| 2019-02-11 |
重回前高 |
卖出 |
31.568399999999997 |
26900.0 |
¥84.9万 |
|
| 2019-04-24 |
黄金分割买点 |
买入 |
33.223189999999995 |
26500.0 |
¥88.1万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
31.7682 |
26500.0 |
¥84.2万 |
止损触发 |
| 2019-07-23 |
黄金分割买点 |
买入 |
28.608579999999996 |
29400.0 |
¥84.1万 |
|
| 2019-09-04 |
重回前高 |
卖出 |
33.176790000000004 |
29400.0 |
¥97.5万 |
|
| 2019-10-11 |
黄金分割买点 |
买入 |
30.540509999999998 |
31500.0 |
¥96.2万 |
|
| 2019-12-02 |
跌破0.618止损 |
卖出 |
31.64832 |
31500.0 |
¥99.7万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
32.6326 |
30700.0 |
¥1.00M |
|
| 2019-12-24 |
跌破0.618止损 |
卖出 |
31.28 |
30700.0 |
¥96.0万 |
止损触发 |
| 2019-12-27 |
黄金分割买点 |
买入 |
32.39236 |
29800.0 |
¥96.6万 |
|
| 2020-01-14 |
重回前高 |
卖出 |
35.53443 |
29800.0 |
¥1.06M |
|
| 2020-02-05 |
黄金分割买点 |
买入 |
34.33429999999999 |
30900.0 |
¥1.06M |
|
| 2020-02-18 |
重回前高 |
卖出 |
37.042919999999995 |
30900.0 |
¥1.14M |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
35.5355 |
31800.0 |
¥1.13M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
33.01 |
31800.0 |
¥1.05M |
止损触发 |
| 2020-06-19 |
黄金分割买点 |
买入 |
29.919889999999995 |
35300.0 |
¥1.06M |
|
| 2020-07-03 |
重回前高 |
卖出 |
32.8671 |
35300.0 |
¥1.16M |
|
| 2020-09-14 |
黄金分割买点 |
买入 |
36.2362 |
32100.0 |
¥1.16M |
|
| 2020-09-28 |
跌破0.618止损 |
卖出 |
35.97399 |
32100.0 |
¥1.15M |
止损触发 |
| 2020-09-30 |
黄金分割买点 |
买入 |
37.33729999999999 |
31000.0 |
¥1.16M |
|
| 2020-10-27 |
重回前高 |
卖出 |
42.2577 |
31000.0 |
¥1.31M |
|
| 2021-02-08 |
黄金分割买点 |
买入 |
59.67961999999999 |
21900.0 |
¥1.31M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
54.40554 |
21900.0 |
¥1.19M |
止损触发 |
| 2021-04-20 |
黄金分割买点 |
买入 |
61.28121999999999 |
19400.0 |
¥1.19M |
|
| 2021-05-24 |
重回前高 |
卖出 |
64.0359 |
19400.0 |
¥1.24M |
|
| 2021-06-09 |
黄金分割买点 |
买入 |
59.71965999999999 |
20800.0 |
¥1.24M |
|
| 2021-07-28 |
跌破0.618止损 |
卖出 |
59.94 |
20800.0 |
¥1.25M |
止损触发 |
| 2021-12-15 |
黄金分割买点 |
买入 |
53.55349999999999 |
23100.0 |
¥1.24M |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
51.308640000000004 |
23100.0 |
¥1.18M |
止损触发 |
| 2022-01-05 |
黄金分割买点 |
买入 |
52.2 |
22700.0 |
¥1.19M |
|
| 2022-01-07 |
跌破0.618止损 |
卖出 |
49.93002 |
22700.0 |
¥1.13M |
止损触发 |
| 2022-10-18 |
黄金分割买点 |
买入 |
31.34131 |
36500.0 |
¥1.14M |
|
| 2022-10-20 |
跌破0.618止损 |
卖出 |
29.97 |
36500.0 |
¥1.09M |
止损触发 |
| 2022-11-29 |
黄金分割买点 |
买入 |
30.410379999999993 |
35900.0 |
¥1.09M |
|
| 2022-12-06 |
重回前高 |
卖出 |
33.18678 |
35900.0 |
¥1.19M |
|
| 2023-04-20 |
黄金分割买点 |
买入 |
43.20315999999999 |
27500.0 |
¥1.19M |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
39.98997 |
27500.0 |
¥1.10M |
止损触发 |
| 2023-07-28 |
黄金分割买点 |
买入 |
34.534499999999994 |
31700.0 |
¥1.10M |
|
| 2023-08-28 |
跌破0.618止损 |
卖出 |
34.99497 |
31700.0 |
¥1.11M |
止损触发 |
| 2023-09-07 |
黄金分割买点 |
买入 |
35.17 |
31700.0 |
¥1.12M |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
34.275690000000004 |
31700.0 |
¥1.09M |
止损触发 |
| 2023-10-26 |
黄金分割买点 |
买入 |
35.035 |
30800.0 |
¥1.08M |
|
| 2023-11-09 |
重回前高 |
卖出 |
37.12284 |
30800.0 |
¥1.14M |
|
| 2023-11-28 |
黄金分割买点 |
买入 |
35.21518 |
32600.0 |
¥1.15M |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
33.736230000000006 |
32600.0 |
¥1.10M |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
33.463429999999995 |
32500.0 |
¥1.09M |
|
| 2024-03-04 |
重回前高 |
卖出 |
35.654309999999995 |
32500.0 |
¥1.16M |
|
| 2024-03-08 |
黄金分割买点 |
买入 |
34.02399 |
34500.0 |
¥1.17M |
|
| 2024-03-27 |
跌破0.618止损 |
卖出 |
32.31765 |
34500.0 |
¥1.11M |
止损触发 |
| 2024-05-07 |
黄金分割买点 |
买入 |
33.703669999999995 |
32900.0 |
¥1.11M |
|
| 2024-05-22 |
跌破0.618止损 |
卖出 |
32.72 |
32900.0 |
¥1.08M |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
31.21 |
34400.0 |
¥1.07M |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
28.431540000000002 |
34400.0 |
¥97.8万 |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
30.73069999999999 |
32000.0 |
¥98.4万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
29.63034 |
32000.0 |
¥94.8万 |
止损触发 |
| 2025-02-07 |
黄金分割买点 |
买入 |
30.40037 |
31200.0 |
¥94.9万 |
|
| 2025-02-24 |
重回前高 |
卖出 |
32.12784 |
31200.0 |
¥1.00M |
|
| 2025-03-04 |
黄金分割买点 |
买入 |
30.460429999999995 |
32800.0 |
¥99.9万 |
|
| 2025-03-07 |
重回前高 |
卖出 |
33.03693 |
32800.0 |
¥1.08M |
|
| 2025-03-24 |
黄金分割买点 |
买入 |
31.371339999999996 |
34600.0 |
¥1.09M |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
28.5714 |
34600.0 |
¥98.8万 |
止损触发 |
| 2025-09-11 |
黄金分割买点 |
买入 |
30.210179999999998 |
32700.0 |
¥98.8万 |
|
| 2025-11-18 |
跌破0.618止损 |
卖出 |
30.41955 |
32700.0 |
¥99.4万 |
止损触发 |
| 2026-05-20 |
黄金分割买点 |
买入 |
32.6326 |
29700.0 |
¥96.9万 |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
31.7682 |
29700.0 |
¥94.3万 |
止损触发 |
| 2026-06-25 |
黄金分割买点 |
买入 |
33.933899999999994 |
28400.0 |
¥96.4万 |
|
| 2026-09-09 |
跌破0.618止损 |
卖出 |
33.59637 |
28400.0 |
¥95.4万 |
止损触发 |
| 2026-11-06 |
黄金分割买点 |
买入 |
34.844809999999995 |
26800.0 |
¥93.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
34.45 |
26800 |
¥92.3万 |
回测结束强平 |