002463 沪电股份 — 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: ¥54.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -45.81%）
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 |
2015-06-23 |
2015-06-30 |
10.393497114 |
7.74225 |
¥-25.5万 |
-25.53% |
跌破0.618止损 |
| 2 |
2015-11-20 |
2015-11-26 |
6.107931829999999 |
7.092899999999999 |
¥12.0万 |
+16.09% |
重回前高 |
| 3 |
2016-04-07 |
2016-05-17 |
4.896358467 |
5.51448 |
¥10.9万 |
+12.59% |
重回前高 |
| 4 |
2016-06-14 |
2016-08-09 |
5.256826574999999 |
5.40459 |
¥2.7万 |
+2.78% |
跌破0.618止损 |
| 5 |
2016-09-08 |
2016-09-13 |
5.4570866350000005 |
5.27472 |
¥-3.3万 |
-3.37% |
跌破0.618止损 |
| 6 |
2017-02-21 |
2017-04-06 |
4.90637147 |
5.1948 |
¥5.6万 |
+5.85% |
重回前高 |
| 7 |
2017-09-26 |
2017-09-28 |
4.6059813799999985 |
4.90509 |
¥6.6万 |
+6.46% |
重回前高 |
| 8 |
2017-11-27 |
2017-12-29 |
5.437060629 |
5.27472 |
¥-3.2万 |
-3.01% |
跌破0.618止损 |
| 9 |
2018-05-09 |
2018-05-25 |
4.525877356 |
4.35564 |
¥-4.0万 |
-3.79% |
跌破0.618止损 |
| 10 |
2018-07-12 |
2018-08-10 |
4.055266214999999 |
4.775219999999999 |
¥17.9万 |
+17.72% |
重回前高 |
| 11 |
2018-11-26 |
2018-12-19 |
7.189336153999999 |
6.6733199999999995 |
¥-8.6万 |
-7.21% |
跌破0.618止损 |
| 12 |
2018-12-25 |
2019-02-11 |
7.089206124 |
8.63136 |
¥23.7万 |
+21.72% |
重回前高 |
| 13 |
2019-06-24 |
2019-07-01 |
11.10333 |
14.47551 |
¥40.6万 |
+30.33% |
重回前高 |
| 14 |
2019-10-30 |
2019-11-12 |
23.540570053 |
21.028950000000002 |
¥-18.3万 |
-10.70% |
跌破0.618止损 |
| 15 |
2020-03-10 |
2020-03-31 |
26.59453596799999 |
24.19578 |
¥-14.0万 |
-9.05% |
跌破0.618止损 |
| 16 |
2020-04-08 |
2020-05-19 |
25.33289759 |
25.10487 |
¥-1.3万 |
-0.93% |
跌破0.618止损 |
| 17 |
2020-07-08 |
2020-07-17 |
26.494405938 |
24.22575 |
¥-12.1万 |
-8.59% |
跌破0.618止损 |
| 18 |
2020-11-10 |
2020-11-12 |
20.886264 |
19.65033 |
¥-7.7万 |
-5.95% |
跌破0.618止损 |
| 19 |
2020-11-26 |
2020-12-14 |
19.745641915999997 |
18.811169999999997 |
¥-5.8万 |
-4.76% |
跌破0.618止损 |
| 20 |
2021-01-07 |
2021-01-21 |
19.32509579 |
18.6813 |
¥-3.9万 |
-3.36% |
跌破0.618止损 |
| 21 |
2021-06-25 |
2021-06-30 |
15.810531736999998 |
15.364619999999999 |
¥-3.2万 |
-2.85% |
跌破0.618止损 |
| 22 |
2021-07-09 |
2021-07-16 |
15.520154649999997 |
13.47651 |
¥-14.3万 |
-13.19% |
跌破0.618止损 |
| 23 |
2021-11-08 |
2021-11-18 |
11.773531 |
13.986000000000002 |
¥17.5万 |
+18.76% |
重回前高 |
| 24 |
2022-02-14 |
2022-03-08 |
15.740440716 |
15.32466 |
¥-2.9万 |
-2.67% |
跌破0.618止损 |
| 25 |
2022-05-17 |
2022-07-06 |
14.528867352999999 |
13.25 |
¥-9.6万 |
-8.83% |
跌破0.618止损 |
| 26 |
2022-12-20 |
2023-02-02 |
11.845382549 |
14.0859 |
¥18.7万 |
+18.88% |
重回前高 |
| 27 |
2023-05-05 |
2023-05-17 |
20.486604137999997 |
18.46152 |
¥-11.7万 |
-9.91% |
跌破0.618止损 |
| 28 |
2023-06-01 |
2023-06-27 |
20.967228281999997 |
19.67031 |
¥-6.6万 |
-6.21% |
跌破0.618止损 |
| 29 |
2023-07-12 |
2023-08-25 |
21.888424557999997 |
20.679299999999998 |
¥-5.5万 |
-5.55% |
跌破0.618止损 |
| 30 |
2023-09-27 |
2023-10-17 |
22.699477801 |
21.2787 |
¥-5.9万 |
-6.29% |
跌破0.618止损 |
| 31 |
2023-11-08 |
2023-11-27 |
20.837059242999995 |
20.06991 |
¥-3.2万 |
-3.71% |
跌破0.618止损 |
| 32 |
2023-12-18 |
2024-01-09 |
21.427826419999995 |
20.3796 |
¥-4.2万 |
-4.92% |
跌破0.618止损 |
| 33 |
2024-01-10 |
2024-01-15 |
20.776981224999997 |
20.0 |
¥-3.0万 |
-3.77% |
跌破0.618止损 |
| 34 |
2024-01-29 |
2024-01-30 |
21.60648 |
19.51047 |
¥-7.5万 |
-9.73% |
跌破0.618止损 |
| 35 |
2024-05-31 |
2024-07-10 |
30.920153263999996 |
40.31964 |
¥21.2万 |
+30.36% |
重回前高 |
| 36 |
2024-07-18 |
2024-07-26 |
35.476069628999994 |
33.20676 |
¥-5.8万 |
-6.42% |
跌破0.618止损 |
| 37 |
2024-11-04 |
2024-11-26 |
39.46124482299999 |
35.544419999999995 |
¥-8.5万 |
-9.95% |
跌破0.618止损 |
| 38 |
2024-12-06 |
2024-12-26 |
38.44993151999999 |
38.37159 |
¥-1,806 |
-0.23% |
跌破0.618止损 |
| 39 |
2024-12-27 |
2025-01-02 |
41.17346833599999 |
39.09087 |
¥-3.9万 |
-5.09% |
跌破0.618止损 |
| 40 |
2025-01-14 |
2025-01-16 |
40.682831189 |
38.90106 |
¥-3.2万 |
-4.41% |
跌破0.618止损 |
| 41 |
2025-02-05 |
2025-02-06 |
40.802987224999995 |
37.48248 |
¥-5.6万 |
-8.17% |
跌破0.618止损 |
| 42 |
2025-02-19 |
2025-02-26 |
41.714170497999994 |
38.91105 |
¥-4.3万 |
-6.75% |
跌破0.618止损 |
| 43 |
2025-05-30 |
2025-06-18 |
31.040309299999997 |
40.68 |
¥18.5万 |
+31.02% |
重回前高 |
| 44 |
2025-10-16 |
2025-11-17 |
67.88816033999998 |
62.0379 |
¥-6.7万 |
-8.64% |
跌破0.618止损 |
| 45 |
2025-11-27 |
2025-12-16 |
71.452789408 |
67.932 |
¥-3.5万 |
-4.96% |
跌破0.618止损 |
| 46 |
2025-12-25 |
2026-02-05 |
73.235103942 |
65.4345 |
¥-7.3万 |
-10.68% |
跌破0.618止损 |
| 47 |
2026-02-10 |
2026-02-27 |
71.60298445299999 |
85.27464 |
¥11.6万 |
+19.06% |
重回前高 |
| 48 |
2026-03-04 |
2026-04-01 |
75.64823766499998 |
78.4215 |
¥2.6万 |
+3.63% |
跌破0.618止损 |
| 49 |
2026-07-13 |
2026-07-21 |
127.86604831 |
115.15473 |
¥-7.4万 |
-9.97% |
跌破0.618止损 |
| 50 |
2026-09-10 |
2026-10-12 |
126.22391581799998 |
110.78909999999999 |
¥-8.2万 |
-12.25% |
跌破0.618止损 |
| 51 |
2026-10-22 |
2026-10-23 |
114.61884534099998 |
103.3965 |
¥-5.7万 |
-9.82% |
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 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
10.39038 |
96000.0 |
¥99.8万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
7.74225 |
96000.0 |
¥74.3万 |
止损触发 |
| 2015-11-20 |
黄金分割买点 |
买入 |
6.106099999999999 |
121900.0 |
¥74.5万 |
|
| 2015-11-26 |
重回前高 |
卖出 |
7.092899999999999 |
121900.0 |
¥86.4万 |
|
| 2016-04-07 |
黄金分割买点 |
买入 |
4.894889999999999 |
176600.0 |
¥86.5万 |
|
| 2016-05-17 |
重回前高 |
卖出 |
5.51448 |
176600.0 |
¥97.4万 |
|
| 2016-06-14 |
黄金分割买点 |
买入 |
5.255249999999999 |
184100.0 |
¥96.8万 |
|
| 2016-08-09 |
跌破0.618止损 |
卖出 |
5.40459 |
184100.0 |
¥99.5万 |
止损触发 |
| 2016-09-08 |
黄金分割买点 |
买入 |
5.45545 |
182000.0 |
¥99.3万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
5.27472 |
182000.0 |
¥96.0万 |
止损触发 |
| 2017-02-21 |
黄金分割买点 |
买入 |
4.9049 |
196700.0 |
¥96.5万 |
|
| 2017-04-06 |
重回前高 |
卖出 |
5.1948 |
196700.0 |
¥1.02M |
|
| 2017-09-26 |
黄金分割买点 |
买入 |
4.604599999999999 |
220300.0 |
¥1.01M |
|
| 2017-09-28 |
重回前高 |
卖出 |
4.90509 |
220300.0 |
¥1.08M |
|
| 2017-11-27 |
黄金分割买点 |
买入 |
5.43543 |
198100.0 |
¥1.08M |
|
| 2017-12-29 |
跌破0.618止损 |
卖出 |
5.27472 |
198100.0 |
¥1.04M |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
4.524519999999999 |
231500.0 |
¥1.05M |
|
| 2018-05-25 |
跌破0.618止损 |
卖出 |
4.35564 |
231500.0 |
¥1.01M |
止损触发 |
| 2018-07-12 |
黄金分割买点 |
买入 |
4.054049999999999 |
249700.0 |
¥1.01M |
|
| 2018-08-10 |
重回前高 |
卖出 |
4.775219999999999 |
249700.0 |
¥1.19M |
|
| 2018-11-26 |
黄金分割买点 |
买入 |
7.18718 |
165600.0 |
¥1.19M |
|
| 2018-12-19 |
跌破0.618止损 |
卖出 |
6.6733199999999995 |
165600.0 |
¥1.10M |
止损触发 |
| 2018-12-25 |
黄金分割买点 |
买入 |
7.08708 |
153700.0 |
¥1.09M |
|
| 2019-02-11 |
重回前高 |
卖出 |
8.63136 |
153700.0 |
¥1.33M |
|
| 2019-06-24 |
黄金分割买点 |
买入 |
11.1 |
120500.0 |
¥1.34M |
|
| 2019-07-01 |
重回前高 |
卖出 |
14.47551 |
120500.0 |
¥1.74M |
|
| 2019-10-30 |
黄金分割买点 |
买入 |
23.53351 |
72700.0 |
¥1.71M |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
21.028950000000002 |
72700.0 |
¥1.53M |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
26.586559999999995 |
58200.0 |
¥1.55M |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
24.19578 |
58200.0 |
¥1.41M |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
25.3253 |
55800.0 |
¥1.41M |
|
| 2020-05-19 |
跌破0.618止损 |
卖出 |
25.10487 |
55800.0 |
¥1.40M |
止损触发 |
| 2020-07-08 |
黄金分割买点 |
买入 |
26.48646 |
53300.0 |
¥1.41M |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
24.22575 |
53300.0 |
¥1.29M |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
20.88 |
62000.0 |
¥1.29M |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
19.65033 |
62000.0 |
¥1.22M |
止损触发 |
| 2020-11-26 |
黄金分割买点 |
买入 |
19.73972 |
61600.0 |
¥1.22M |
|
| 2020-12-14 |
跌破0.618止损 |
卖出 |
18.811169999999997 |
61600.0 |
¥1.16M |
止损触发 |
| 2021-01-07 |
黄金分割买点 |
买入 |
19.3193 |
59700.0 |
¥1.15M |
|
| 2021-01-21 |
跌破0.618止损 |
卖出 |
18.6813 |
59700.0 |
¥1.11M |
止损触发 |
| 2021-06-25 |
黄金分割买点 |
买入 |
15.805789999999998 |
70500.0 |
¥1.11M |
|
| 2021-06-30 |
跌破0.618止损 |
卖出 |
15.364619999999999 |
70500.0 |
¥1.08M |
止损触发 |
| 2021-07-09 |
黄金分割买点 |
买入 |
15.515499999999996 |
70000.0 |
¥1.09M |
|
| 2021-07-16 |
跌破0.618止损 |
卖出 |
13.47651 |
70000.0 |
¥94.3万 |
止损触发 |
| 2021-11-08 |
黄金分割买点 |
买入 |
11.77 |
79400.0 |
¥93.5万 |
|
| 2021-11-18 |
重回前高 |
卖出 |
13.986000000000002 |
79400.0 |
¥1.11M |
|
| 2022-02-14 |
黄金分割买点 |
买入 |
15.735719999999999 |
69900.0 |
¥1.10M |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
15.32466 |
69900.0 |
¥1.07M |
止损触发 |
| 2022-05-17 |
黄金分割买点 |
买入 |
14.524509999999998 |
75000.0 |
¥1.09M |
|
| 2022-07-06 |
跌破0.618止损 |
卖出 |
13.25 |
75000.0 |
¥99.3万 |
止损触发 |
| 2022-12-20 |
黄金分割买点 |
买入 |
11.841829999999998 |
83600.0 |
¥99.0万 |
|
| 2023-02-02 |
重回前高 |
卖出 |
14.0859 |
83600.0 |
¥1.18M |
|
| 2023-05-05 |
黄金分割买点 |
买入 |
20.480459999999997 |
57600.0 |
¥1.18M |
|
| 2023-05-17 |
跌破0.618止损 |
卖出 |
18.46152 |
57600.0 |
¥1.06M |
止损触发 |
| 2023-06-01 |
黄金分割买点 |
买入 |
20.960939999999997 |
50800.0 |
¥1.07M |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
19.67031 |
50800.0 |
¥99.9万 |
止损触发 |
| 2023-07-12 |
黄金分割买点 |
买入 |
21.881859999999996 |
45000.0 |
¥98.5万 |
|
| 2023-08-25 |
跌破0.618止损 |
卖出 |
20.679299999999998 |
45000.0 |
¥93.0万 |
止损触发 |
| 2023-09-27 |
黄金分割买点 |
买入 |
22.69267 |
41600.0 |
¥94.4万 |
|
| 2023-10-17 |
跌破0.618止损 |
卖出 |
21.2787 |
41600.0 |
¥88.5万 |
止损触发 |
| 2023-11-08 |
黄金分割买点 |
买入 |
20.830809999999996 |
41900.0 |
¥87.3万 |
|
| 2023-11-27 |
跌破0.618止损 |
卖出 |
20.06991 |
41900.0 |
¥84.1万 |
止损触发 |
| 2023-12-18 |
黄金分割买点 |
买入 |
21.421399999999995 |
39500.0 |
¥84.6万 |
|
| 2024-01-09 |
跌破0.618止损 |
卖出 |
20.3796 |
39500.0 |
¥80.5万 |
止损触发 |
| 2024-01-10 |
黄金分割买点 |
买入 |
20.770749999999996 |
38600.0 |
¥80.2万 |
|
| 2024-01-15 |
跌破0.618止损 |
卖出 |
20.0 |
38600.0 |
¥77.2万 |
止损触发 |
| 2024-01-29 |
黄金分割买点 |
买入 |
21.6 |
35900.0 |
¥77.6万 |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
19.51047 |
35900.0 |
¥70.0万 |
止损触发 |
| 2024-05-31 |
黄金分割买点 |
买入 |
30.910879999999995 |
22600.0 |
¥69.9万 |
|
| 2024-07-10 |
重回前高 |
卖出 |
40.31964 |
22600.0 |
¥91.1万 |
|
| 2024-07-18 |
黄金分割买点 |
买入 |
35.46543 |
25400.0 |
¥90.1万 |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
33.20676 |
25400.0 |
¥84.3万 |
止损触发 |
| 2024-11-04 |
黄金分割买点 |
买入 |
39.44940999999999 |
21700.0 |
¥85.6万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
35.544419999999995 |
21700.0 |
¥77.1万 |
止损触发 |
| 2024-12-06 |
黄金分割买点 |
买入 |
38.438399999999994 |
20100.0 |
¥77.3万 |
|
| 2024-12-26 |
跌破0.618止损 |
卖出 |
38.37159 |
20100.0 |
¥77.1万 |
止损触发 |
| 2024-12-27 |
黄金分割买点 |
买入 |
41.16111999999999 |
18700.0 |
¥77.0万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
39.09087 |
18700.0 |
¥73.1万 |
止损触发 |
| 2025-01-14 |
黄金分割买点 |
买入 |
40.670629999999996 |
18000.0 |
¥73.2万 |
|
| 2025-01-16 |
跌破0.618止损 |
卖出 |
38.90106 |
18000.0 |
¥70.0万 |
止损触发 |
| 2025-02-05 |
黄金分割买点 |
买入 |
40.790749999999996 |
16800.0 |
¥68.5万 |
|
| 2025-02-06 |
跌破0.618止损 |
卖出 |
37.48248 |
16800.0 |
¥63.0万 |
止损触发 |
| 2025-02-19 |
黄金分割买点 |
买入 |
41.70165999999999 |
15400.0 |
¥64.2万 |
|
| 2025-02-26 |
跌破0.618止损 |
卖出 |
38.91105 |
15400.0 |
¥59.9万 |
止损触发 |
| 2025-05-30 |
黄金分割买点 |
买入 |
31.031 |
19200.0 |
¥59.6万 |
|
| 2025-06-18 |
重回前高 |
卖出 |
40.68 |
19200.0 |
¥78.1万 |
|
| 2025-10-16 |
黄金分割买点 |
买入 |
67.86779999999999 |
11500.0 |
¥78.1万 |
|
| 2025-11-17 |
跌破0.618止损 |
卖出 |
62.0379 |
11500.0 |
¥71.3万 |
止损触发 |
| 2025-11-27 |
黄金分割买点 |
买入 |
71.43136 |
9800.0 |
¥70.0万 |
|
| 2025-12-16 |
跌破0.618止损 |
卖出 |
67.932 |
9800.0 |
¥66.6万 |
止损触发 |
| 2025-12-25 |
黄金分割买点 |
买入 |
73.21314 |
9300.0 |
¥68.1万 |
|
| 2026-02-05 |
跌破0.618止损 |
卖出 |
65.4345 |
9300.0 |
¥60.8万 |
止损触发 |
| 2026-02-10 |
黄金分割买点 |
买入 |
71.58151 |
8500.0 |
¥60.9万 |
|
| 2026-02-27 |
重回前高 |
卖出 |
85.27464 |
8500.0 |
¥72.5万 |
|
| 2026-03-04 |
黄金分割买点 |
买入 |
75.62554999999999 |
9500.0 |
¥71.9万 |
|
| 2026-04-01 |
跌破0.618止损 |
卖出 |
78.4215 |
9500.0 |
¥74.5万 |
止损触发 |
| 2026-07-13 |
黄金分割买点 |
买入 |
127.82769999999998 |
5800.0 |
¥74.2万 |
|
| 2026-07-21 |
跌破0.618止损 |
卖出 |
115.15473 |
5800.0 |
¥66.8万 |
止损触发 |
| 2026-09-10 |
黄金分割买点 |
买入 |
126.18605999999998 |
5300.0 |
¥66.9万 |
|
| 2026-10-12 |
跌破0.618止损 |
卖出 |
110.78909999999999 |
5300.0 |
¥58.7万 |
止损触发 |
| 2026-10-22 |
黄金分割买点 |
买入 |
114.58446999999998 |
5100.0 |
¥58.5万 |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
103.3965 |
5100.0 |
¥52.7万 |
止损触发 |