002558 巨人网络 — 斐波那契回调 回测明细
数据区间: 2015-11-11 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥33.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -66.13%）
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 48 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 |
2016-02-18 |
2016-03-04 |
147.19114409999997 |
128.3715 |
¥-12.6万 |
-12.81% |
跌破0.618止损 |
| 2 |
2016-06-03 |
2016-06-14 |
124.017194 |
117.882 |
¥-4.3万 |
-4.98% |
跌破0.618止损 |
| 3 |
2016-06-21 |
2016-06-28 |
126.16383779999998 |
147.852 |
¥14.1万 |
+17.16% |
重回前高 |
| 4 |
2017-02-03 |
2017-02-20 |
61.93042355499999 |
70.8 |
¥13.8万 |
+14.29% |
重回前高 |
| 5 |
2017-04-14 |
2017-05-02 |
75.21767853600001 |
71.47845 |
¥-5.5万 |
-5.00% |
跌破0.618止损 |
| 6 |
2017-11-15 |
2017-11-16 |
42.35500268999999 |
40.76 |
¥-4.0万 |
-3.79% |
跌破0.618止损 |
| 7 |
2018-03-12 |
2018-03-16 |
34.83523743699999 |
32.63733 |
¥-6.4万 |
-6.34% |
跌破0.618止损 |
| 8 |
2018-11-20 |
2018-11-21 |
20.676851194999994 |
19.6 |
¥-4.9万 |
-5.24% |
跌破0.618止损 |
| 9 |
2019-01-03 |
2019-01-17 |
19.785693927999997 |
19.330650000000002 |
¥-2.1万 |
-2.33% |
跌破0.618止损 |
| 10 |
2019-01-24 |
2019-03-13 |
19.735628913 |
24.305670000000003 |
¥20.2万 |
+23.12% |
重回前高 |
| 11 |
2019-03-28 |
2019-04-11 |
22.556765000000002 |
20.92905 |
¥-7.8万 |
-7.24% |
跌破0.618止损 |
| 12 |
2020-01-17 |
2020-01-22 |
19.224965759999996 |
18.061919999999997 |
¥-6.1万 |
-6.08% |
跌破0.618止损 |
| 13 |
2020-02-10 |
2020-03-10 |
18.644211586 |
17.682299999999998 |
¥-4.8万 |
-5.19% |
跌破0.618止损 |
| 14 |
2020-07-27 |
2020-09-11 |
20.076071014999997 |
18.71127 |
¥-6.1万 |
-6.83% |
跌破0.618止损 |
| 15 |
2021-01-12 |
2021-01-14 |
18.123535429999997 |
17.03295 |
¥-5.0万 |
-6.05% |
跌破0.618止损 |
| 16 |
2021-01-19 |
2021-01-26 |
17.963327382000003 |
16.94304 |
¥-4.4万 |
-5.71% |
跌破0.618止损 |
| 17 |
2021-02-22 |
2021-02-25 |
17.542781255999994 |
16.91307 |
¥-2.7万 |
-3.62% |
跌破0.618止损 |
| 18 |
2021-06-22 |
2021-06-23 |
14.699088403999998 |
14.415569999999999 |
¥-1.4万 |
-1.96% |
跌破0.618止损 |
| 19 |
2021-06-24 |
2021-06-29 |
14.779192427999998 |
13.526459999999998 |
¥-5.8万 |
-8.50% |
跌破0.618止损 |
| 20 |
2021-11-25 |
2021-11-29 |
10.703900206999997 |
10.0899 |
¥-3.7万 |
-5.76% |
跌破0.618止损 |
| 21 |
2021-12-14 |
2022-01-25 |
10.523666152999999 |
10.91907 |
¥2.2万 |
+3.73% |
跌破0.618止损 |
| 22 |
2022-06-29 |
2022-07-07 |
9.101819726999999 |
8.611379999999999 |
¥-3.4万 |
-5.42% |
跌破0.618止损 |
| 23 |
2022-07-21 |
2022-07-28 |
8.601169577 |
8.41158 |
¥-1.3万 |
-2.23% |
跌破0.618止损 |
| 24 |
2022-11-08 |
2022-11-29 |
8.000389397 |
8.0 |
¥-201 |
-0.03% |
跌破0.618止损 |
| 25 |
2022-12-06 |
2022-12-20 |
8.390896514 |
7.94205 |
¥-3.1万 |
-5.38% |
跌破0.618止损 |
| 26 |
2023-01-13 |
2023-02-08 |
8.471000537999998 |
10.5894 |
¥13.7万 |
+24.97% |
重回前高 |
| 27 |
2023-07-03 |
2023-07-04 |
17.885364000000003 |
16.293689999999998 |
¥-6.1万 |
-8.93% |
跌破0.618止损 |
| 28 |
2023-11-07 |
2023-11-28 |
12.996877894 |
12.287700000000001 |
¥-3.4万 |
-5.48% |
跌破0.618止损 |
| 29 |
2023-12-04 |
2023-12-12 |
12.846682849 |
14.985 |
¥9.8万 |
+16.61% |
重回前高 |
| 30 |
2023-12-21 |
2023-12-25 |
13.517554049999998 |
11.37861 |
¥-10.8万 |
-15.85% |
跌破0.618止损 |
| 31 |
2024-03-05 |
2024-04-17 |
11.865408554999998 |
10.439549999999999 |
¥-6.8万 |
-12.04% |
跌破0.618止损 |
| 32 |
2024-04-29 |
2024-05-16 |
11.344732399 |
10.73925 |
¥-2.7万 |
-5.37% |
跌破0.618止损 |
| 33 |
2024-08-16 |
2024-08-21 |
9.602469876999999 |
9.270719999999999 |
¥-1.7万 |
-3.48% |
跌破0.618止损 |
| 34 |
2024-09-02 |
2024-09-03 |
9.51235285 |
9.10089 |
¥-2.0万 |
-4.35% |
跌破0.618止损 |
| 35 |
2024-09-11 |
2024-09-25 |
9.472300838 |
9.710280000000001 |
¥1.1万 |
+2.48% |
重回前高 |
| 36 |
2024-10-14 |
2024-11-08 |
10.944212278999998 |
13.556429999999999 |
¥10.8万 |
+23.83% |
重回前高 |
| 37 |
2025-01-02 |
2025-01-03 |
12.676461798 |
11.988 |
¥-3.1万 |
-5.46% |
跌破0.618止损 |
| 38 |
2025-03-03 |
2025-04-08 |
14.639010385999997 |
12.497489999999999 |
¥-7.8万 |
-14.65% |
跌破0.618止损 |
| 39 |
2025-05-08 |
2025-05-16 |
14.498828344 |
13.616370000000002 |
¥-2.7万 |
-6.11% |
跌破0.618止损 |
| 40 |
2025-05-21 |
2025-06-12 |
14.628997382999996 |
17.282700000000002 |
¥7.7万 |
+18.10% |
重回前高 |
| 41 |
2025-10-28 |
2025-11-21 |
37.759034313 |
35.254709999999996 |
¥-3.3万 |
-6.66% |
跌破0.618止损 |
| 42 |
2025-11-28 |
2026-01-13 |
40.73289620399999 |
49.95 |
¥10.7万 |
+22.59% |
重回前高 |
| 43 |
2026-01-29 |
2026-02-05 |
44.547850347 |
41.10885 |
¥-4.5万 |
-7.75% |
跌破0.618止损 |
| 44 |
2026-07-13 |
2026-07-15 |
29.047721703 |
26.4735 |
¥-4.7万 |
-8.89% |
跌破0.618止损 |
| 45 |
2026-07-20 |
2026-07-24 |
29.348111792999994 |
24.4755 |
¥-8.1万 |
-16.63% |
跌破0.618止损 |
| 46 |
2026-08-03 |
2026-08-20 |
29.017682694 |
26.51346 |
¥-3.5万 |
-8.66% |
跌破0.618止损 |
| 47 |
2026-09-01 |
2026-09-03 |
27.495706237999997 |
26.59338 |
¥-1.2万 |
-3.31% |
跌破0.618止损 |
| 48 |
2026-09-07 |
2026-09-10 |
27.715992303999997 |
25.974 |
¥-2.3万 |
-6.31% |
跌破0.618止损 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-02-18 |
黄金分割买点 |
买入 |
147.147 |
6700.0 |
¥98.6万 |
|
| 2016-03-04 |
跌破0.618止损 |
卖出 |
128.3715 |
6700.0 |
¥86.0万 |
止损触发 |
| 2016-06-03 |
黄金分割买点 |
买入 |
123.98 |
7000.0 |
¥86.8万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
117.882 |
7000.0 |
¥82.5万 |
止损触发 |
| 2016-06-21 |
黄金分割买点 |
买入 |
126.12599999999998 |
6500.0 |
¥82.0万 |
|
| 2016-06-28 |
重回前高 |
卖出 |
147.852 |
6500.0 |
¥96.1万 |
|
| 2017-02-03 |
黄金分割买点 |
买入 |
61.911849999999994 |
15600.0 |
¥96.6万 |
|
| 2017-02-20 |
重回前高 |
卖出 |
70.8 |
15600.0 |
¥1.10M |
|
| 2017-04-14 |
黄金分割买点 |
买入 |
75.19512 |
14600.0 |
¥1.10M |
|
| 2017-05-02 |
跌破0.618止损 |
卖出 |
71.47845 |
14600.0 |
¥1.04M |
止损触发 |
| 2017-11-15 |
黄金分割买点 |
买入 |
42.342299999999994 |
24700.0 |
¥1.05M |
|
| 2017-11-16 |
跌破0.618止损 |
卖出 |
40.76 |
24700.0 |
¥1.01M |
止损触发 |
| 2018-03-12 |
黄金分割买点 |
买入 |
34.82478999999999 |
28800.0 |
¥1.00M |
|
| 2018-03-16 |
跌破0.618止损 |
卖出 |
32.63733 |
28800.0 |
¥94.0万 |
止损触发 |
| 2018-11-20 |
黄金分割买点 |
买入 |
20.670649999999995 |
45200.0 |
¥93.5万 |
|
| 2018-11-21 |
跌破0.618止损 |
卖出 |
19.6 |
45200.0 |
¥88.6万 |
止损触发 |
| 2019-01-03 |
黄金分割买点 |
买入 |
19.77976 |
45400.0 |
¥89.8万 |
|
| 2019-01-17 |
跌破0.618止损 |
卖出 |
19.330650000000002 |
45400.0 |
¥87.7万 |
止损触发 |
| 2019-01-24 |
黄金分割买点 |
买入 |
19.729709999999997 |
44200.0 |
¥87.2万 |
|
| 2019-03-13 |
重回前高 |
卖出 |
24.305670000000003 |
44200.0 |
¥1.07M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
22.55 |
47800.0 |
¥1.08M |
|
| 2019-04-11 |
跌破0.618止损 |
卖出 |
20.92905 |
47800.0 |
¥1.00M |
止损触发 |
| 2020-01-17 |
黄金分割买点 |
买入 |
19.219199999999997 |
52100.0 |
¥1.00M |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
18.061919999999997 |
52100.0 |
¥94.1万 |
止损触发 |
| 2020-02-10 |
黄金分割买点 |
买入 |
18.63862 |
50000.0 |
¥93.2万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
17.682299999999998 |
50000.0 |
¥88.4万 |
止损触发 |
| 2020-07-27 |
黄金分割买点 |
买入 |
20.07005 |
44200.0 |
¥88.7万 |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
18.71127 |
44200.0 |
¥82.7万 |
止损触发 |
| 2021-01-12 |
黄金分割买点 |
买入 |
18.1181 |
45700.0 |
¥82.8万 |
|
| 2021-01-14 |
跌破0.618止损 |
卖出 |
17.03295 |
45700.0 |
¥77.8万 |
止损触发 |
| 2021-01-19 |
黄金分割买点 |
买入 |
17.95794 |
43200.0 |
¥77.6万 |
|
| 2021-01-26 |
跌破0.618止损 |
卖出 |
16.94304 |
43200.0 |
¥73.2万 |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
17.537519999999997 |
42100.0 |
¥73.9万 |
|
| 2021-02-25 |
跌破0.618止损 |
卖出 |
16.91307 |
42100.0 |
¥71.2万 |
止损触发 |
| 2021-06-22 |
黄金分割买点 |
买入 |
14.694679999999998 |
48300.0 |
¥71.0万 |
|
| 2021-06-23 |
跌破0.618止损 |
卖出 |
14.415569999999999 |
48300.0 |
¥69.6万 |
止损触发 |
| 2021-06-24 |
黄金分割买点 |
买入 |
14.774759999999999 |
46500.0 |
¥68.7万 |
|
| 2021-06-29 |
跌破0.618止损 |
卖出 |
13.526459999999998 |
46500.0 |
¥62.9万 |
止损触发 |
| 2021-11-25 |
黄金分割买点 |
买入 |
10.700689999999998 |
59800.0 |
¥64.0万 |
|
| 2021-11-29 |
跌破0.618止损 |
卖出 |
10.0899 |
59800.0 |
¥60.3万 |
止损触发 |
| 2021-12-14 |
黄金分割买点 |
买入 |
10.520509999999998 |
56600.0 |
¥59.6万 |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
10.91907 |
56600.0 |
¥61.8万 |
止损触发 |
| 2022-06-29 |
黄金分割买点 |
买入 |
9.099089999999999 |
68700.0 |
¥62.5万 |
|
| 2022-07-07 |
跌破0.618止损 |
卖出 |
8.611379999999999 |
68700.0 |
¥59.1万 |
止损触发 |
| 2022-07-21 |
黄金分割买点 |
买入 |
8.59859 |
68700.0 |
¥59.1万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
8.41158 |
68700.0 |
¥57.8万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
7.997990000000001 |
72000.0 |
¥57.6万 |
|
| 2022-11-29 |
跌破0.618止损 |
卖出 |
8.0 |
72000.0 |
¥57.6万 |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
8.38838 |
68900.0 |
¥57.8万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
7.94205 |
68900.0 |
¥54.7万 |
止损触发 |
| 2023-01-13 |
黄金分割买点 |
买入 |
8.46846 |
64700.0 |
¥54.8万 |
|
| 2023-02-08 |
重回前高 |
卖出 |
10.5894 |
64700.0 |
¥68.5万 |
|
| 2023-07-03 |
黄金分割买点 |
买入 |
17.88 |
38000.0 |
¥68.0万 |
|
| 2023-07-04 |
跌破0.618止损 |
卖出 |
16.293689999999998 |
38000.0 |
¥61.9万 |
止损触发 |
| 2023-11-07 |
黄金分割买点 |
买入 |
12.99298 |
47900.0 |
¥62.3万 |
|
| 2023-11-28 |
跌破0.618止损 |
卖出 |
12.287700000000001 |
47900.0 |
¥58.8万 |
止损触发 |
| 2023-12-04 |
黄金分割买点 |
买入 |
12.84283 |
45900.0 |
¥59.0万 |
|
| 2023-12-12 |
重回前高 |
卖出 |
14.985 |
45900.0 |
¥68.8万 |
|
| 2023-12-21 |
黄金分割买点 |
买入 |
13.513499999999999 |
50400.0 |
¥68.1万 |
|
| 2023-12-25 |
跌破0.618止损 |
卖出 |
11.37861 |
50400.0 |
¥57.3万 |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
11.861849999999999 |
47800.0 |
¥56.7万 |
|
| 2024-04-17 |
跌破0.618止损 |
卖出 |
10.439549999999999 |
47800.0 |
¥49.9万 |
止损触发 |
| 2024-04-29 |
黄金分割买点 |
买入 |
11.34133 |
45100.0 |
¥51.2万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
10.73925 |
45100.0 |
¥48.4万 |
止损触发 |
| 2024-08-16 |
黄金分割买点 |
买入 |
9.59959 |
50200.0 |
¥48.2万 |
|
| 2024-08-21 |
跌破0.618止损 |
卖出 |
9.270719999999999 |
50200.0 |
¥46.5万 |
止损触发 |
| 2024-09-02 |
黄金分割买点 |
买入 |
9.5095 |
48800.0 |
¥46.4万 |
|
| 2024-09-03 |
跌破0.618止损 |
卖出 |
9.10089 |
48800.0 |
¥44.4万 |
止损触发 |
| 2024-09-11 |
黄金分割买点 |
买入 |
9.46946 |
46900.0 |
¥44.4万 |
|
| 2024-09-25 |
重回前高 |
卖出 |
9.710280000000001 |
46900.0 |
¥45.5万 |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
10.940929999999998 |
41500.0 |
¥45.4万 |
|
| 2024-11-08 |
重回前高 |
卖出 |
13.556429999999999 |
41500.0 |
¥56.2万 |
|
| 2025-01-02 |
黄金分割买点 |
买入 |
12.67266 |
44500.0 |
¥56.4万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
11.988 |
44500.0 |
¥53.3万 |
止损触发 |
| 2025-03-03 |
黄金分割买点 |
买入 |
14.634619999999998 |
36400.0 |
¥53.3万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
12.497489999999999 |
36400.0 |
¥45.5万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
14.49448 |
31000.0 |
¥44.9万 |
|
| 2025-05-16 |
跌破0.618止损 |
卖出 |
13.616370000000002 |
31000.0 |
¥42.2万 |
止损触发 |
| 2025-05-21 |
黄金分割买点 |
买入 |
14.624609999999997 |
29200.0 |
¥42.7万 |
|
| 2025-06-12 |
重回前高 |
卖出 |
17.282700000000002 |
29200.0 |
¥50.5万 |
|
| 2025-10-28 |
黄金分割买点 |
买入 |
37.74771 |
13200.0 |
¥49.8万 |
|
| 2025-11-21 |
跌破0.618止损 |
卖出 |
35.254709999999996 |
13200.0 |
¥46.5万 |
止损触发 |
| 2025-11-28 |
黄金分割买点 |
买入 |
40.720679999999994 |
11600.0 |
¥47.3万 |
|
| 2026-01-13 |
重回前高 |
卖出 |
49.95 |
11600.0 |
¥57.9万 |
|
| 2026-01-29 |
黄金分割买点 |
买入 |
44.53449 |
12900.0 |
¥57.5万 |
|
| 2026-02-05 |
跌破0.618止损 |
卖出 |
41.10885 |
12900.0 |
¥53.0万 |
止损触发 |
| 2026-07-13 |
黄金分割买点 |
买入 |
29.03901 |
18100.0 |
¥52.6万 |
|
| 2026-07-15 |
跌破0.618止损 |
卖出 |
26.4735 |
18100.0 |
¥47.9万 |
止损触发 |
| 2026-07-20 |
黄金分割买点 |
买入 |
29.339309999999994 |
16700.0 |
¥49.0万 |
|
| 2026-07-24 |
跌破0.618止损 |
卖出 |
24.4755 |
16700.0 |
¥40.9万 |
止损触发 |
| 2026-08-03 |
黄金分割买点 |
买入 |
29.008979999999998 |
13900.0 |
¥40.3万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
26.51346 |
13900.0 |
¥36.8万 |
止损触发 |
| 2026-09-01 |
黄金分割买点 |
买入 |
27.48746 |
13500.0 |
¥37.1万 |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
26.59338 |
13500.0 |
¥35.9万 |
止损触发 |
| 2026-09-07 |
黄金分割买点 |
买入 |
27.707679999999996 |
13000.0 |
¥36.0万 |
|
| 2026-09-10 |
跌破0.618止损 |
卖出 |
25.974 |
13000.0 |
¥33.8万 |
止损触发 |