002602 世纪华通 — 斐波那契回调 回测明细
数据区间: 2015-12-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥87.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.23%）
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 43 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 |
2016-04-21 |
24.341610292999995 |
22.02795 |
¥-9.4万 |
-9.53% |
跌破0.618止损 |
| 2 |
2016-05-06 |
2016-05-10 |
24.321584286999997 |
22.147830000000003 |
¥-8.0万 |
-8.96% |
跌破0.618止损 |
| 3 |
2016-08-09 |
2016-08-19 |
19.244991765999995 |
21.65 |
¥10.2万 |
+12.46% |
重回前高 |
| 4 |
2016-10-17 |
2016-10-25 |
23.320283986999993 |
28.021950000000004 |
¥18.7万 |
+20.13% |
重回前高 |
| 5 |
2017-01-11 |
2017-01-17 |
34.224444254 |
29.7702 |
¥-13.0万 |
-13.04% |
跌破0.618止损 |
| 6 |
2017-04-21 |
2017-04-27 |
34.54486034999999 |
30.4695 |
¥-11.6万 |
-11.82% |
跌破0.618止损 |
| 7 |
2017-06-06 |
2017-08-17 |
33.573599059 |
33.07689 |
¥-1.3万 |
-1.51% |
跌破0.618止损 |
| 8 |
2017-11-07 |
2017-11-14 |
33.74382011 |
36.51345 |
¥6.9万 |
+8.18% |
重回前高 |
| 9 |
2017-11-23 |
2017-11-28 |
33.934067167 |
32.0679 |
¥-5.1万 |
-5.53% |
跌破0.618止损 |
| 10 |
2017-12-25 |
2017-12-29 |
34.354613293 |
33.4665 |
¥-2.3万 |
-2.61% |
跌破0.618止损 |
| 11 |
2018-01-03 |
2018-02-01 |
31.961505576 |
32.947019999999995 |
¥2.4万 |
+3.05% |
跌破0.618止损 |
| 12 |
2018-03-06 |
2018-03-19 |
33.94408016999999 |
33.196769999999994 |
¥-1.9万 |
-2.23% |
跌破0.618止损 |
| 13 |
2018-04-03 |
2018-05-24 |
33.863976146 |
35.4645 |
¥4.0万 |
+4.69% |
重回前高 |
| 14 |
2018-06-05 |
2018-11-07 |
33.41002 |
18.23 |
¥-40.5万 |
-45.45% |
跌破0.618止损 |
| 15 |
2019-02-25 |
2019-02-28 |
21.177501344999996 |
20.43954 |
¥-1.7万 |
-3.51% |
跌破0.618止损 |
| 16 |
2019-10-30 |
2019-11-06 |
9.081793721 |
8.76123 |
¥-1.6万 |
-3.56% |
跌破0.618止损 |
| 17 |
2019-11-22 |
2019-12-09 |
9.312092790000001 |
10.16982 |
¥4.2万 |
+9.18% |
重回前高 |
| 18 |
2020-02-04 |
2020-03-31 |
11.695187503999998 |
12.74724 |
¥4.5万 |
+8.96% |
跌破0.618止损 |
| 19 |
2020-04-16 |
2020-05-28 |
13.81794414 |
12.83715 |
¥-3.8万 |
-7.13% |
跌破0.618止损 |
| 20 |
2020-06-10 |
2020-07-07 |
13.617684079999998 |
16.243740000000003 |
¥9.7万 |
+19.25% |
重回前高 |
| 21 |
2021-03-09 |
2021-05-06 |
7.249414172 |
6.5734200000000005 |
¥-5.6万 |
-9.35% |
跌破0.618止损 |
| 22 |
2021-08-31 |
2021-09-09 |
6.027827805999999 |
6.993 |
¥8.5万 |
+15.98% |
重回前高 |
| 23 |
2021-12-08 |
2021-12-23 |
7.419635222999999 |
8.24175 |
¥6.9万 |
+11.05% |
重回前高 |
| 24 |
2022-01-24 |
2022-01-26 |
7.870220357999999 |
7.402590000000001 |
¥-4.1万 |
-5.97% |
跌破0.618止损 |
| 25 |
2022-07-22 |
2022-07-26 |
4.786215434 |
4.61538 |
¥-2.4万 |
-3.60% |
跌破0.618止损 |
| 26 |
2022-08-15 |
2022-09-02 |
4.666059398 |
4.45 |
¥-2.9万 |
-4.66% |
跌破0.618止损 |
| 27 |
2022-12-06 |
2022-12-20 |
4.105331229999999 |
3.8761200000000002 |
¥-3.4万 |
-5.61% |
跌破0.618止损 |
| 28 |
2023-03-01 |
2023-03-24 |
4.40572132 |
5.094900000000001 |
¥8.9万 |
+15.61% |
重回前高 |
| 29 |
2023-05-08 |
2023-05-17 |
5.967749788 |
5.20479 |
¥-8.4万 |
-12.81% |
跌破0.618止损 |
| 30 |
2023-05-22 |
2023-06-12 |
5.567229667999998 |
7.562430000000001 |
¥20.3万 |
+35.80% |
重回前高 |
| 31 |
2023-07-04 |
2023-07-19 |
6.698699006999999 |
6.25374 |
¥-5.1万 |
-6.67% |
跌破0.618止损 |
| 32 |
2023-11-27 |
2023-12-25 |
5.637320688999999 |
4.94505 |
¥-8.9万 |
-12.31% |
跌破0.618止损 |
| 33 |
2024-03-01 |
2024-04-17 |
4.90637147 |
4.23576 |
¥-8.7万 |
-13.69% |
跌破0.618止损 |
| 34 |
2024-05-07 |
2024-05-14 |
4.656046395000001 |
4.26573 |
¥-4.6万 |
-8.41% |
跌破0.618止损 |
| 35 |
2024-09-06 |
2024-09-19 |
3.374382011 |
3.1468499999999997 |
¥-3.4万 |
-6.77% |
跌破0.618止损 |
| 36 |
2024-09-20 |
2024-09-27 |
3.2742519809999995 |
3.64635 |
¥5.3万 |
+11.33% |
重回前高 |
| 37 |
2024-10-14 |
2024-10-30 |
3.8550061549999994 |
4.67532 |
¥11.1万 |
+21.24% |
重回前高 |
| 38 |
2024-11-13 |
2025-02-10 |
4.181254 |
5.34465 |
¥16.7万 |
+27.79% |
重回前高 |
| 39 |
2025-04-09 |
2025-05-07 |
5.857606754999999 |
7.77222 |
¥25.0万 |
+32.65% |
重回前高 |
| 40 |
2025-10-29 |
2025-11-18 |
16.982053087999997 |
16.30368 |
¥-4.0万 |
-4.02% |
跌破0.618止损 |
| 41 |
2025-11-26 |
2025-12-04 |
18.073470415 |
17.32266 |
¥-4.2万 |
-4.18% |
跌破0.618止损 |
| 42 |
2026-01-08 |
2026-03-03 |
18.343821496 |
17.5824 |
¥-4.0万 |
-4.18% |
跌破0.618止损 |
| 43 |
2026-08-05 |
2026-10-09 |
14.028217202999997 |
13.23675 |
¥-5.2万 |
-5.67% |
跌破0.618止损 |
逐笔成交记录（共 86 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 |
24.334309999999995 |
40300.0 |
¥98.1万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
22.02795 |
40300.0 |
¥88.7万 |
止损触发 |
| 2016-05-06 |
黄金分割买点 |
买入 |
24.314289999999996 |
36700.0 |
¥89.3万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
22.147830000000003 |
36700.0 |
¥81.3万 |
止损触发 |
| 2016-08-09 |
黄金分割买点 |
买入 |
19.239219999999996 |
42400.0 |
¥81.6万 |
|
| 2016-08-19 |
重回前高 |
卖出 |
21.65 |
42400.0 |
¥91.8万 |
|
| 2016-10-17 |
黄金分割买点 |
买入 |
23.313289999999995 |
39800.0 |
¥92.8万 |
|
| 2016-10-25 |
重回前高 |
卖出 |
28.021950000000004 |
39800.0 |
¥1.11M |
|
| 2017-01-11 |
黄金分割买点 |
买入 |
34.21418 |
29200.0 |
¥99.9万 |
|
| 2017-01-17 |
跌破0.618止损 |
卖出 |
29.7702 |
29200.0 |
¥86.9万 |
止损触发 |
| 2017-04-21 |
黄金分割买点 |
买入 |
34.534499999999994 |
28400.0 |
¥98.1万 |
|
| 2017-04-27 |
跌破0.618止损 |
卖出 |
30.4695 |
28400.0 |
¥86.5万 |
止损触发 |
| 2017-06-06 |
黄金分割买点 |
买入 |
33.56353 |
25800.0 |
¥86.6万 |
|
| 2017-08-17 |
跌破0.618止损 |
卖出 |
33.07689 |
25800.0 |
¥85.3万 |
止损触发 |
| 2017-11-07 |
黄金分割买点 |
买入 |
33.7337 |
25000.0 |
¥84.4万 |
|
| 2017-11-14 |
重回前高 |
卖出 |
36.51345 |
25000.0 |
¥91.3万 |
|
| 2017-11-23 |
黄金分割买点 |
买入 |
33.92389 |
27000.0 |
¥91.6万 |
|
| 2017-11-28 |
跌破0.618止损 |
卖出 |
32.0679 |
27000.0 |
¥86.6万 |
止损触发 |
| 2017-12-25 |
黄金分割买点 |
买入 |
34.34431 |
25400.0 |
¥87.3万 |
|
| 2017-12-29 |
跌破0.618止损 |
卖出 |
33.4665 |
25400.0 |
¥85.0万 |
止损触发 |
| 2018-01-03 |
黄金分割买点 |
买入 |
31.95192 |
24700.0 |
¥78.9万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
32.947019999999995 |
24700.0 |
¥81.4万 |
止损触发 |
| 2018-03-06 |
黄金分割买点 |
买入 |
33.933899999999994 |
25600.0 |
¥86.9万 |
|
| 2018-03-19 |
跌破0.618止损 |
卖出 |
33.196769999999994 |
25600.0 |
¥85.0万 |
止损触发 |
| 2018-04-03 |
黄金分割买点 |
买入 |
33.85382 |
24900.0 |
¥84.3万 |
|
| 2018-05-24 |
重回前高 |
卖出 |
35.4645 |
24900.0 |
¥88.3万 |
|
| 2018-06-05 |
黄金分割买点 |
买入 |
33.4 |
26700.0 |
¥89.2万 |
|
| 2018-11-07 |
跌破0.618止损 |
卖出 |
18.23 |
26700.0 |
¥48.7万 |
止损触发 |
| 2019-02-25 |
黄金分割买点 |
买入 |
21.171149999999997 |
22800.0 |
¥48.3万 |
|
| 2019-02-28 |
跌破0.618止损 |
卖出 |
20.43954 |
22800.0 |
¥46.6万 |
止损触发 |
| 2019-10-30 |
黄金分割买点 |
买入 |
9.07907 |
51000.0 |
¥46.3万 |
|
| 2019-11-06 |
跌破0.618止损 |
卖出 |
8.76123 |
51000.0 |
¥44.7万 |
止损触发 |
| 2019-11-22 |
黄金分割买点 |
买入 |
9.3093 |
49000.0 |
¥45.6万 |
|
| 2019-12-09 |
重回前高 |
卖出 |
10.16982 |
49000.0 |
¥49.8万 |
|
| 2020-02-04 |
黄金分割买点 |
买入 |
11.691679999999998 |
42500.0 |
¥49.7万 |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
12.74724 |
42500.0 |
¥54.2万 |
止损触发 |
| 2020-04-16 |
黄金分割买点 |
买入 |
13.813799999999999 |
38900.0 |
¥53.8万 |
|
| 2020-05-28 |
跌破0.618止损 |
卖出 |
12.83715 |
38900.0 |
¥49.9万 |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
13.613599999999998 |
36900.0 |
¥50.2万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
16.243740000000003 |
36900.0 |
¥59.9万 |
|
| 2021-03-09 |
黄金分割买点 |
买入 |
7.247240000000001 |
82700.0 |
¥60.0万 |
|
| 2021-05-06 |
跌破0.618止损 |
卖出 |
6.5734200000000005 |
82700.0 |
¥54.3万 |
止损触发 |
| 2021-08-31 |
黄金分割买点 |
买入 |
6.026019999999998 |
88300.0 |
¥53.2万 |
|
| 2021-09-09 |
重回前高 |
卖出 |
6.993 |
88300.0 |
¥61.7万 |
|
| 2021-12-08 |
黄金分割买点 |
买入 |
7.417409999999999 |
84600.0 |
¥62.8万 |
|
| 2021-12-23 |
重回前高 |
卖出 |
8.24175 |
84600.0 |
¥69.7万 |
|
| 2022-01-24 |
黄金分割买点 |
买入 |
7.867859999999999 |
88300.0 |
¥69.5万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
7.402590000000001 |
88300.0 |
¥65.3万 |
止损触发 |
| 2022-07-22 |
黄金分割买点 |
买入 |
4.78478 |
137500.0 |
¥65.8万 |
|
| 2022-07-26 |
跌破0.618止损 |
卖出 |
4.61538 |
137500.0 |
¥63.4万 |
止损触发 |
| 2022-08-15 |
黄金分割买点 |
买入 |
4.66466 |
134800.0 |
¥62.9万 |
|
| 2022-09-02 |
跌破0.618止损 |
卖出 |
4.45 |
134800.0 |
¥60.0万 |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
4.104099999999999 |
146700.0 |
¥60.2万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
3.8761200000000002 |
146700.0 |
¥56.8万 |
止损触发 |
| 2023-03-01 |
黄金分割买点 |
买入 |
4.4044 |
129400.0 |
¥57.0万 |
|
| 2023-03-24 |
重回前高 |
卖出 |
5.094900000000001 |
129400.0 |
¥65.9万 |
|
| 2023-05-08 |
黄金分割买点 |
买入 |
5.965959999999999 |
110400.0 |
¥65.9万 |
|
| 2023-05-17 |
跌破0.618止损 |
卖出 |
5.20479 |
110400.0 |
¥57.4万 |
止损触发 |
| 2023-05-22 |
黄金分割买点 |
买入 |
5.565559999999998 |
101700.0 |
¥56.6万 |
|
| 2023-06-12 |
重回前高 |
卖出 |
7.562430000000001 |
101700.0 |
¥76.9万 |
|
| 2023-07-04 |
黄金分割买点 |
买入 |
6.696689999999999 |
113600.0 |
¥76.1万 |
|
| 2023-07-19 |
跌破0.618止损 |
卖出 |
6.25374 |
113600.0 |
¥71.0万 |
止损触发 |
| 2023-11-27 |
黄金分割买点 |
买入 |
5.635629999999999 |
128600.0 |
¥72.5万 |
|
| 2023-12-25 |
跌破0.618止损 |
卖出 |
4.94505 |
128600.0 |
¥63.6万 |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
4.9049 |
130100.0 |
¥63.8万 |
|
| 2024-04-17 |
跌破0.618止损 |
卖出 |
4.23576 |
130100.0 |
¥55.1万 |
止损触发 |
| 2024-05-07 |
黄金分割买点 |
买入 |
4.65465 |
117300.0 |
¥54.6万 |
|
| 2024-05-14 |
跌破0.618止损 |
卖出 |
4.26573 |
117300.0 |
¥50.0万 |
止损触发 |
| 2024-09-06 |
黄金分割买点 |
买入 |
3.3733699999999995 |
149000.0 |
¥50.3万 |
|
| 2024-09-19 |
跌破0.618止损 |
卖出 |
3.1468499999999997 |
149000.0 |
¥46.9万 |
止损触发 |
| 2024-09-20 |
黄金分割买点 |
买入 |
3.2732699999999997 |
143600.0 |
¥47.0万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
3.64635 |
143600.0 |
¥52.3万 |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
3.8538499999999996 |
135700.0 |
¥52.3万 |
|
| 2024-10-30 |
重回前高 |
卖出 |
4.67532 |
135700.0 |
¥63.4万 |
|
| 2024-11-13 |
黄金分割买点 |
买入 |
4.18 |
143900.0 |
¥60.2万 |
|
| 2025-02-10 |
重回前高 |
卖出 |
5.34465 |
143900.0 |
¥76.9万 |
|
| 2025-04-09 |
黄金分割买点 |
买入 |
5.855849999999999 |
130700.0 |
¥76.6万 |
|
| 2025-05-07 |
重回前高 |
卖出 |
7.77222 |
130700.0 |
¥1.02M |
|
| 2025-10-29 |
黄金分割买点 |
买入 |
16.97696 |
58800.0 |
¥99.9万 |
|
| 2025-11-18 |
跌破0.618止损 |
卖出 |
16.30368 |
58800.0 |
¥95.8万 |
止损触发 |
| 2025-11-26 |
黄金分割买点 |
买入 |
18.06805 |
55900.0 |
¥1.01M |
|
| 2025-12-04 |
跌破0.618止损 |
卖出 |
17.32266 |
55900.0 |
¥96.8万 |
止损触发 |
| 2026-01-08 |
黄金分割买点 |
买入 |
18.33832 |
52800.0 |
¥96.9万 |
|
| 2026-03-03 |
跌破0.618止损 |
卖出 |
17.5824 |
52800.0 |
¥92.8万 |
止损触发 |
| 2026-08-05 |
黄金分割买点 |
买入 |
14.024009999999999 |
65600.0 |
¥92.0万 |
|
| 2026-10-09 |
跌破0.618止损 |
卖出 |
13.23675 |
65600.0 |
¥86.8万 |
止损触发 |