002475 立讯精密 — 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: ¥49.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -50.13%）
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 56 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 |
2015-06-09 |
2015-06-15 |
48.062414399999994 |
57.0429 |
¥18.6万 |
+18.65% |
重回前高 |
| 2 |
2015-10-19 |
2016-01-08 |
32.80984 |
28.971 |
¥-13.8万 |
-11.73% |
跌破0.618止损 |
| 3 |
2016-03-15 |
2016-04-21 |
30.028995996999996 |
26.603369999999998 |
¥-11.9万 |
-11.43% |
跌破0.618止损 |
| 4 |
2016-06-13 |
2016-06-14 |
19.184913748000003 |
18.581400000000002 |
¥-1.9万 |
-3.17% |
跌破0.618止损 |
| 5 |
2016-09-27 |
2016-11-29 |
19.675550894999997 |
20.279700000000002 |
¥2.8万 |
+3.04% |
跌破0.618止损 |
| 6 |
2017-02-06 |
2017-02-14 |
21.037319302999997 |
21.58839 |
¥2.4万 |
+2.59% |
重回前高 |
| 7 |
2017-11-28 |
2017-12-28 |
24.221454256999998 |
22.33 |
¥-7.5万 |
-7.84% |
跌破0.618止损 |
| 8 |
2018-01-05 |
2018-01-09 |
24.331597289999994 |
23.52645 |
¥-2.9万 |
-3.34% |
跌破0.618止损 |
| 9 |
2018-02-23 |
2018-04-18 |
24.922364466999994 |
22.69728 |
¥-7.7万 |
-8.96% |
跌破0.618止损 |
| 10 |
2018-05-11 |
2018-06-26 |
23.780882124999998 |
21.578400000000002 |
¥-7.2万 |
-9.29% |
跌破0.618止损 |
| 11 |
2018-10-24 |
2018-11-07 |
17.152274139 |
15.37 |
¥-7.4万 |
-10.42% |
跌破0.618止损 |
| 12 |
2019-01-25 |
2019-02-11 |
15.119634529999997 |
16.83315 |
¥7.1万 |
+11.30% |
重回前高 |
| 13 |
2019-05-14 |
2019-05-20 |
22.709490803999998 |
21.3786 |
¥-4.1万 |
-5.89% |
跌破0.618止损 |
| 14 |
2019-06-21 |
2019-07-02 |
23.73081711 |
27.272699999999997 |
¥9.9万 |
+14.89% |
重回前高 |
| 15 |
2019-08-16 |
2019-10-18 |
23.430427019999996 |
29.4705 |
¥19.4万 |
+25.74% |
重回前高 |
| 16 |
2020-03-12 |
2020-03-17 |
42.465145723 |
39.1608 |
¥-7.2万 |
-7.81% |
跌破0.618止损 |
| 17 |
2020-05-25 |
2020-06-08 |
44.44772031699999 |
52.4475 |
¥15.8万 |
+17.96% |
重回前高 |
| 18 |
2020-06-19 |
2020-07-14 |
45.45903361999999 |
58.941 |
¥30.7万 |
+29.62% |
重回前高 |
| 19 |
2020-07-17 |
2020-10-12 |
53.0689159 |
61.52841 |
¥21.4万 |
+15.91% |
重回前高 |
| 20 |
2020-10-22 |
2020-11-02 |
57.074117099999995 |
54.845099999999995 |
¥-6.1万 |
-3.93% |
跌破0.618止损 |
| 21 |
2020-11-04 |
2020-11-17 |
56.623531964999984 |
51.94799999999999 |
¥-12.3万 |
-8.28% |
跌破0.618止损 |
| 22 |
2020-12-28 |
2021-01-05 |
56.623531965 |
53.52642 |
¥-7.6万 |
-5.50% |
跌破0.618止损 |
| 23 |
2021-01-18 |
2021-01-27 |
57.574767249999994 |
52.4475 |
¥-11.6万 |
-8.93% |
跌破0.618止损 |
| 24 |
2021-06-08 |
2021-06-22 |
39.441218817 |
42.13782 |
¥8.1万 |
+6.80% |
重回前高 |
| 25 |
2021-07-14 |
2021-07-28 |
43.166055932999996 |
38.2617 |
¥-14.5万 |
-11.39% |
跌破0.618止损 |
| 26 |
2021-08-05 |
2021-08-16 |
41.654092479999996 |
39.1608 |
¥-6.8万 |
-6.01% |
跌破0.618止损 |
| 27 |
2021-10-25 |
2021-12-09 |
37.84915134 |
44.0559 |
¥17.2万 |
+16.36% |
重回前高 |
| 28 |
2022-01-14 |
2022-02-14 |
44.85825344 |
41.77817999999999 |
¥-8.4万 |
-6.89% |
跌破0.618止损 |
| 29 |
2022-02-16 |
2022-02-22 |
45.65929367999999 |
41.1588 |
¥-11.3万 |
-9.88% |
跌破0.618止损 |
| 30 |
2022-06-10 |
2022-08-12 |
33.543560049999996 |
37.6623 |
¥12.6万 |
+12.25% |
重回前高 |
| 31 |
2022-09-15 |
2022-09-20 |
35.54616065 |
34.165800000000004 |
¥-4.5万 |
-3.91% |
跌破0.618止损 |
| 32 |
2022-11-16 |
2022-11-25 |
34.044210199999995 |
31.638330000000003 |
¥-7.8万 |
-7.09% |
跌破0.618止损 |
| 33 |
2022-12-13 |
2023-01-05 |
32.642389779999995 |
29.030939999999998 |
¥-11.4万 |
-11.09% |
跌破0.618止损 |
| 34 |
2023-01-18 |
2023-02-28 |
31.030296296999992 |
29.950020000000002 |
¥-3.2万 |
-3.51% |
跌破0.618止损 |
| 35 |
2023-03-27 |
2023-03-29 |
31.340699389999997 |
30.12984 |
¥-3.5万 |
-3.89% |
跌破0.618止损 |
| 36 |
2023-04-06 |
2023-04-18 |
30.439529119999996 |
29.2707 |
¥-3.3万 |
-3.87% |
跌破0.618止损 |
| 37 |
2023-06-05 |
2023-06-07 |
28.80864 |
26.35 |
¥-7.0万 |
-8.56% |
跌破0.618止损 |
| 38 |
2023-06-15 |
2023-07-14 |
28.687253594999994 |
34.31565 |
¥14.7万 |
+19.58% |
重回前高 |
| 39 |
2023-07-28 |
2023-09-08 |
31.360725395999996 |
29.4705 |
¥-5.4万 |
-6.06% |
跌破0.618止损 |
| 40 |
2023-10-13 |
2023-10-20 |
32.14173963 |
30.75921 |
¥-3.6万 |
-4.33% |
跌破0.618止损 |
| 41 |
2023-10-30 |
2023-11-23 |
32.0416096 |
30.0699 |
¥-5.0万 |
-6.18% |
跌破0.618止损 |
| 42 |
2023-11-28 |
2023-12-06 |
31.721193503999995 |
30.2697 |
¥-3.5万 |
-4.60% |
跌破0.618止损 |
| 43 |
2023-12-12 |
2024-01-09 |
31.350712393 |
31.51845 |
¥3,625 |
+0.50% |
跌破0.618止损 |
| 44 |
2024-03-26 |
2024-04-03 |
30.039009 |
28.62135 |
¥-3.4万 |
-4.75% |
跌破0.618止损 |
| 45 |
2024-07-26 |
2024-08-06 |
36.91794206099999 |
35.4645 |
¥-2.7万 |
-3.97% |
跌破0.618止损 |
| 46 |
2024-08-22 |
2024-09-09 |
37.64889128 |
35.764199999999995 |
¥-3.4万 |
-5.03% |
跌破0.618止损 |
| 47 |
2024-10-10 |
2024-11-18 |
42.15474263 |
39.2607 |
¥-4.3万 |
-6.89% |
跌破0.618止损 |
| 48 |
2024-12-13 |
2024-12-17 |
41.0533123 |
39.74022000000001 |
¥-1.9万 |
-3.23% |
跌破0.618止损 |
| 49 |
2024-12-27 |
2025-01-03 |
42.302687000000006 |
39.170790000000004 |
¥-4.2万 |
-7.43% |
跌破0.618止损 |
| 50 |
2025-01-21 |
2025-02-13 |
40.973208275999994 |
44.31564 |
¥4.3万 |
+8.13% |
重回前高 |
| 51 |
2025-03-04 |
2025-03-12 |
41.984521578999995 |
40.189769999999996 |
¥-2.4万 |
-4.30% |
跌破0.618止损 |
| 52 |
2025-07-01 |
2025-07-16 |
34.83523743699999 |
36.57339 |
¥2.7万 |
+4.96% |
重回前高 |
| 53 |
2025-10-15 |
2025-11-24 |
55.111568511999984 |
53.136810000000004 |
¥-2.1万 |
-3.61% |
跌破0.618止损 |
| 54 |
2025-11-27 |
2025-12-16 |
57.77502731 |
56.643299999999996 |
¥-1.1万 |
-1.99% |
跌破0.618止损 |
| 55 |
2026-06-09 |
2026-07-03 |
66.26605385399999 |
62.427510000000005 |
¥-3.1万 |
-5.82% |
跌破0.618止损 |
| 56 |
2026-11-11 |
2026-11-13 |
51.376718393 |
50.02 |
¥-1.3万 |
-2.67% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-09 |
黄金分割买点 |
买入 |
48.047999999999995 |
20800.0 |
¥100.0万 |
|
| 2015-06-15 |
重回前高 |
卖出 |
57.0429 |
20800.0 |
¥1.19M |
|
| 2015-10-19 |
黄金分割买点 |
买入 |
32.8 |
35900.0 |
¥1.18M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
28.971 |
35900.0 |
¥1.04M |
止损触发 |
| 2016-03-15 |
黄金分割买点 |
买入 |
30.019989999999996 |
34600.0 |
¥1.04M |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
26.603369999999998 |
34600.0 |
¥92.0万 |
止损触发 |
| 2016-06-13 |
黄金分割买点 |
买入 |
19.17916 |
31500.0 |
¥60.4万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
18.581400000000002 |
31500.0 |
¥58.5万 |
止损触发 |
| 2016-09-27 |
黄金分割买点 |
买入 |
19.669649999999997 |
46100.0 |
¥90.7万 |
|
| 2016-11-29 |
跌破0.618止损 |
卖出 |
20.279700000000002 |
46100.0 |
¥93.5万 |
止损触发 |
| 2017-02-06 |
黄金分割买点 |
买入 |
21.03101 |
44400.0 |
¥93.4万 |
|
| 2017-02-14 |
重回前高 |
卖出 |
21.58839 |
44400.0 |
¥95.8万 |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
24.21419 |
39700.0 |
¥96.2万 |
|
| 2017-12-28 |
跌破0.618止损 |
卖出 |
22.33 |
39700.0 |
¥88.6万 |
止损触发 |
| 2018-01-05 |
黄金分割买点 |
买入 |
24.324299999999997 |
36300.0 |
¥88.3万 |
|
| 2018-01-09 |
跌破0.618止损 |
卖出 |
23.52645 |
36300.0 |
¥85.4万 |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
24.914889999999996 |
34300.0 |
¥85.5万 |
|
| 2018-04-18 |
跌破0.618止损 |
卖出 |
22.69728 |
34300.0 |
¥77.8万 |
止损触发 |
| 2018-05-11 |
黄金分割买点 |
买入 |
23.773749999999996 |
32800.0 |
¥78.0万 |
|
| 2018-06-26 |
跌破0.618止损 |
卖出 |
21.578400000000002 |
32800.0 |
¥70.8万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
17.147129999999997 |
41200.0 |
¥70.7万 |
|
| 2018-11-07 |
跌破0.618止损 |
卖出 |
15.37 |
41200.0 |
¥63.3万 |
止损触发 |
| 2019-01-25 |
黄金分割买点 |
买入 |
15.115099999999998 |
41800.0 |
¥63.2万 |
|
| 2019-02-11 |
重回前高 |
卖出 |
16.83315 |
41800.0 |
¥70.3万 |
|
| 2019-05-14 |
黄金分割买点 |
买入 |
22.702679999999997 |
30300.0 |
¥68.8万 |
|
| 2019-05-20 |
跌破0.618止损 |
卖出 |
21.3786 |
30300.0 |
¥64.8万 |
止损触发 |
| 2019-06-21 |
黄金分割买点 |
买入 |
23.7237 |
27900.0 |
¥66.2万 |
|
| 2019-07-02 |
重回前高 |
卖出 |
27.272699999999997 |
27900.0 |
¥76.1万 |
|
| 2019-08-16 |
黄金分割买点 |
买入 |
23.423399999999997 |
32200.0 |
¥75.4万 |
|
| 2019-10-18 |
重回前高 |
卖出 |
29.4705 |
32200.0 |
¥94.9万 |
|
| 2020-03-12 |
黄金分割买点 |
买入 |
42.45240999999999 |
21700.0 |
¥92.1万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
39.1608 |
21700.0 |
¥85.0万 |
止损触发 |
| 2020-05-25 |
黄金分割买点 |
买入 |
44.43438999999999 |
19800.0 |
¥88.0万 |
|
| 2020-06-08 |
重回前高 |
卖出 |
52.4475 |
19800.0 |
¥1.04M |
|
| 2020-06-19 |
黄金分割买点 |
买入 |
45.44539999999999 |
22800.0 |
¥1.04M |
|
| 2020-07-14 |
重回前高 |
卖出 |
58.941 |
22800.0 |
¥1.34M |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
53.053 |
25400.0 |
¥1.35M |
|
| 2020-10-12 |
重回前高 |
卖出 |
61.52841 |
25400.0 |
¥1.56M |
|
| 2020-10-22 |
黄金分割买点 |
买入 |
57.05699999999999 |
27000.0 |
¥1.54M |
|
| 2020-11-02 |
跌破0.618止损 |
卖出 |
54.845099999999995 |
27000.0 |
¥1.48M |
止损触发 |
| 2020-11-04 |
黄金分割买点 |
买入 |
56.606549999999984 |
26300.0 |
¥1.49M |
|
| 2020-11-17 |
跌破0.618止损 |
卖出 |
51.94799999999999 |
26300.0 |
¥1.37M |
止损触发 |
| 2020-12-28 |
黄金分割买点 |
买入 |
56.60654999999999 |
24300.0 |
¥1.38M |
|
| 2021-01-05 |
跌破0.618止损 |
卖出 |
53.52642 |
24300.0 |
¥1.30M |
止损触发 |
| 2021-01-18 |
黄金分割买点 |
买入 |
57.55749999999999 |
22600.0 |
¥1.30M |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
52.4475 |
22600.0 |
¥1.18M |
止损触发 |
| 2021-06-08 |
黄金分割买点 |
买入 |
39.42939 |
30000.0 |
¥1.18M |
|
| 2021-06-22 |
重回前高 |
卖出 |
42.13782 |
30000.0 |
¥1.26M |
|
| 2021-07-14 |
黄金分割买点 |
买入 |
43.15311 |
29400.0 |
¥1.27M |
|
| 2021-07-28 |
跌破0.618止损 |
卖出 |
38.2617 |
29400.0 |
¥1.12M |
止损触发 |
| 2021-08-05 |
黄金分割买点 |
买入 |
41.6416 |
27000.0 |
¥1.12M |
|
| 2021-08-16 |
跌破0.618止损 |
卖出 |
39.1608 |
27000.0 |
¥1.06M |
止损触发 |
| 2021-10-25 |
黄金分割买点 |
买入 |
37.837799999999994 |
27800.0 |
¥1.05M |
|
| 2021-12-09 |
重回前高 |
卖出 |
44.0559 |
27800.0 |
¥1.22M |
|
| 2022-01-14 |
黄金分割买点 |
买入 |
44.84479999999999 |
27000.0 |
¥1.21M |
|
| 2022-02-14 |
跌破0.618止损 |
卖出 |
41.77817999999999 |
27000.0 |
¥1.13M |
止损触发 |
| 2022-02-16 |
黄金分割买点 |
买入 |
45.645599999999995 |
25100.0 |
¥1.15M |
|
| 2022-02-22 |
跌破0.618止损 |
卖出 |
41.1588 |
25100.0 |
¥1.03M |
止损触发 |
| 2022-06-10 |
黄金分割买点 |
买入 |
33.5335 |
30600.0 |
¥1.03M |
|
| 2022-08-12 |
重回前高 |
卖出 |
37.6623 |
30600.0 |
¥1.15M |
|
| 2022-09-15 |
黄金分割买点 |
买入 |
35.5355 |
32500.0 |
¥1.16M |
|
| 2022-09-20 |
跌破0.618止损 |
卖出 |
34.165800000000004 |
32500.0 |
¥1.11M |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
34.034 |
32400.0 |
¥1.10M |
|
| 2022-11-25 |
跌破0.618止损 |
卖出 |
31.638330000000003 |
32400.0 |
¥1.02M |
止损触发 |
| 2022-12-13 |
黄金分割买点 |
买入 |
32.6326 |
31400.0 |
¥1.02M |
|
| 2023-01-05 |
跌破0.618止损 |
卖出 |
29.030939999999998 |
31400.0 |
¥91.1万 |
止损触发 |
| 2023-01-18 |
黄金分割买点 |
买入 |
31.02098999999999 |
29600.0 |
¥91.8万 |
|
| 2023-02-28 |
跌破0.618止损 |
卖出 |
29.950020000000002 |
29600.0 |
¥88.6万 |
止损触发 |
| 2023-03-27 |
黄金分割买点 |
买入 |
31.3313 |
28300.0 |
¥88.7万 |
|
| 2023-03-29 |
跌破0.618止损 |
卖出 |
30.12984 |
28300.0 |
¥85.2万 |
止损触发 |
| 2023-04-06 |
黄金分割买点 |
买入 |
30.430399999999995 |
27700.0 |
¥84.3万 |
|
| 2023-04-18 |
跌破0.618止损 |
卖出 |
29.2707 |
27700.0 |
¥81.1万 |
止损触发 |
| 2023-06-05 |
黄金分割买点 |
买入 |
28.8 |
28400.0 |
¥81.8万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
26.35 |
28400.0 |
¥74.8万 |
止损触发 |
| 2023-06-15 |
黄金分割买点 |
买入 |
28.678649999999998 |
26100.0 |
¥74.9万 |
|
| 2023-07-14 |
重回前高 |
卖出 |
34.31565 |
26100.0 |
¥89.5万 |
|
| 2023-07-28 |
黄金分割买点 |
买入 |
31.351319999999994 |
28500.0 |
¥89.4万 |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
29.4705 |
28500.0 |
¥84.0万 |
止损触发 |
| 2023-10-13 |
黄金分割买点 |
买入 |
32.1321 |
26200.0 |
¥84.2万 |
|
| 2023-10-20 |
跌破0.618止损 |
卖出 |
30.75921 |
26200.0 |
¥80.6万 |
止损触发 |
| 2023-10-30 |
黄金分割买点 |
买入 |
32.032 |
25100.0 |
¥80.4万 |
|
| 2023-11-23 |
跌破0.618止损 |
卖出 |
30.0699 |
25100.0 |
¥75.5万 |
止损触发 |
| 2023-11-28 |
黄金分割买点 |
买入 |
31.711679999999998 |
23800.0 |
¥75.5万 |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
30.2697 |
23800.0 |
¥72.0万 |
止损触发 |
| 2023-12-12 |
黄金分割买点 |
买入 |
31.341309999999996 |
22900.0 |
¥71.8万 |
|
| 2024-01-09 |
跌破0.618止损 |
卖出 |
31.51845 |
22900.0 |
¥72.2万 |
止损触发 |
| 2024-03-26 |
黄金分割买点 |
买入 |
30.03 |
23800.0 |
¥71.5万 |
|
| 2024-04-03 |
跌破0.618止损 |
卖出 |
28.62135 |
23800.0 |
¥68.1万 |
止损触发 |
| 2024-07-26 |
黄金分割买点 |
买入 |
36.90686999999999 |
18600.0 |
¥68.7万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
35.4645 |
18600.0 |
¥65.9万 |
止损触发 |
| 2024-08-22 |
黄金分割买点 |
买入 |
37.6376 |
17700.0 |
¥66.6万 |
|
| 2024-09-09 |
跌破0.618止损 |
卖出 |
35.764199999999995 |
17700.0 |
¥63.3万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
42.1421 |
14900.0 |
¥62.8万 |
|
| 2024-11-18 |
跌破0.618止损 |
卖出 |
39.2607 |
14900.0 |
¥58.5万 |
止损触发 |
| 2024-12-13 |
黄金分割买点 |
买入 |
41.041 |
14200.0 |
¥58.3万 |
|
| 2024-12-17 |
跌破0.618止损 |
卖出 |
39.74022000000001 |
14200.0 |
¥56.4万 |
止损触发 |
| 2024-12-27 |
黄金分割买点 |
买入 |
42.29 |
13400.0 |
¥56.7万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
39.170790000000004 |
13400.0 |
¥52.5万 |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
40.960919999999994 |
12900.0 |
¥52.9万 |
|
| 2025-02-13 |
重回前高 |
卖出 |
44.31564 |
12900.0 |
¥57.2万 |
|
| 2025-03-04 |
黄金分割买点 |
买入 |
41.97193 |
13400.0 |
¥56.3万 |
|
| 2025-03-12 |
跌破0.618止损 |
卖出 |
40.189769999999996 |
13400.0 |
¥53.8万 |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
34.82478999999999 |
15700.0 |
¥54.7万 |
|
| 2025-07-16 |
重回前高 |
卖出 |
36.57339 |
15700.0 |
¥57.4万 |
|
| 2025-10-15 |
黄金分割买点 |
买入 |
55.09503999999998 |
10400.0 |
¥57.3万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
53.136810000000004 |
10400.0 |
¥55.2万 |
止损触发 |
| 2025-11-27 |
黄金分割买点 |
买入 |
57.7577 |
9500.0 |
¥54.9万 |
|
| 2025-12-16 |
跌破0.618止损 |
卖出 |
56.643299999999996 |
9500.0 |
¥53.8万 |
止损触发 |
| 2026-06-09 |
黄金分割买点 |
买入 |
66.24618 |
8100.0 |
¥53.7万 |
|
| 2026-07-03 |
跌破0.618止损 |
卖出 |
62.427510000000005 |
8100.0 |
¥50.6万 |
止损触发 |
| 2026-11-11 |
黄金分割买点 |
买入 |
51.361309999999996 |
9800.0 |
¥50.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
50.02 |
9800 |
¥49.0万 |
回测结束强平 |