002625 光启技术 — 斐波那契回调 回测明细
数据区间: 2015-03-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥32.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -67.75%）
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 44 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 |
2015-06-25 |
2015-07-07 |
74.71702838600001 |
48.09 |
¥-34.4万 |
-35.66% |
跌破0.618止损 |
| 2 |
2015-12-15 |
2016-01-04 |
49.073727702999996 |
48.2517 |
¥-1.0万 |
-1.70% |
跌破0.618止损 |
| 3 |
2016-03-04 |
2016-03-14 |
50.015 |
43.256699999999995 |
¥-8.5万 |
-13.54% |
跌破0.618止损 |
| 4 |
2016-03-15 |
2016-04-18 |
44.187382238999994 |
58.940999999999995 |
¥18.6万 |
+33.35% |
重回前高 |
| 5 |
2016-04-21 |
2016-05-10 |
49.56436484999999 |
43.7562 |
¥-8.7万 |
-11.74% |
跌破0.618止损 |
| 6 |
2016-08-22 |
2016-11-25 |
43.12600392099999 |
44.285669999999996 |
¥1.7万 |
+2.66% |
跌破0.618止损 |
| 7 |
2017-11-28 |
2017-11-29 |
36.026784793999994 |
34.43553 |
¥-2.8万 |
-4.45% |
跌破0.618止损 |
| 8 |
2017-11-30 |
2017-12-01 |
34.715081401000006 |
34.65531 |
¥-1,172 |
-0.20% |
跌破0.618止损 |
| 9 |
2018-03-21 |
2018-03-26 |
26.744731013 |
23.276700000000005 |
¥-8.4万 |
-12.99% |
跌破0.618止损 |
| 10 |
2018-04-09 |
2018-04-27 |
25.93367777 |
23.7762 |
¥-4.6万 |
-8.35% |
跌破0.618止损 |
| 11 |
2018-11-09 |
2019-01-15 |
8.581143571 |
11.25873 |
¥15.3万 |
+31.16% |
重回前高 |
| 12 |
2019-01-30 |
2019-02-01 |
10.083094020999999 |
9.46053 |
¥-4.2万 |
-6.20% |
跌破0.618止损 |
| 13 |
2019-02-14 |
2019-04-30 |
10.30309 |
10.1898 |
¥-7,062 |
-1.13% |
跌破0.618止损 |
| 14 |
2019-08-01 |
2019-08-07 |
9.091806724 |
8.5914 |
¥-3.4万 |
-5.53% |
跌破0.618止损 |
| 15 |
2019-08-29 |
2019-09-27 |
9.201949756999996 |
8.83116 |
¥-2.4万 |
-4.06% |
跌破0.618止损 |
| 16 |
2019-11-11 |
2019-11-25 |
10.51365315 |
9.82017 |
¥-3.7万 |
-6.62% |
跌破0.618止损 |
| 17 |
2019-12-12 |
2019-12-25 |
10.323406093 |
9.65034 |
¥-3.4万 |
-6.55% |
跌破0.618止损 |
| 18 |
2020-02-25 |
2020-03-13 |
8.921585673 |
7.64235 |
¥-6.9万 |
-14.36% |
跌破0.618止损 |
| 19 |
2020-07-08 |
2020-07-13 |
7.860207354999998 |
9.630360000000001 |
¥9.5万 |
+22.48% |
重回前高 |
| 20 |
2020-08-20 |
2020-10-27 |
21.82834654 |
19.8801 |
¥-4.3万 |
-8.95% |
跌破0.618止损 |
| 21 |
2020-11-20 |
2020-11-26 |
21.477891435 |
20.43954 |
¥-2.3万 |
-4.86% |
跌破0.618止损 |
| 22 |
2021-01-21 |
2021-02-02 |
24.742130412999998 |
21.8781 |
¥-5.2万 |
-11.60% |
跌破0.618止损 |
| 23 |
2021-02-23 |
2021-03-01 |
23.53055705 |
21.8781 |
¥-2.8万 |
-7.05% |
跌破0.618止损 |
| 24 |
2021-07-07 |
2021-08-11 |
21.447852426 |
25.974 |
¥7.8万 |
+21.07% |
重回前高 |
| 25 |
2021-08-19 |
2021-09-03 |
23.079971914999998 |
22.11786 |
¥-1.9万 |
-4.20% |
跌破0.618止损 |
| 26 |
2021-09-14 |
2021-09-17 |
23.921064166999997 |
22.61736 |
¥-2.4万 |
-5.48% |
跌破0.618止损 |
| 27 |
2021-11-24 |
2021-12-21 |
22.52925675 |
21.3786 |
¥-2.1万 |
-5.14% |
跌破0.618止损 |
| 28 |
2022-06-06 |
2022-07-21 |
15.770479724999998 |
18.2817 |
¥6.0万 |
+15.89% |
重回前高 |
| 29 |
2022-08-22 |
2022-09-19 |
17.152274139 |
17.14284 |
¥-380 |
-0.08% |
跌破0.618止损 |
| 30 |
2022-10-31 |
2023-01-11 |
16.962027082 |
17.36262 |
¥1.0万 |
+2.33% |
跌破0.618止损 |
| 31 |
2023-01-19 |
2023-03-03 |
17.753054318999997 |
17.27271 |
¥-1.2万 |
-2.73% |
跌破0.618止损 |
| 32 |
2023-04-28 |
2023-05-10 |
17.702989304 |
16.533450000000002 |
¥-2.9万 |
-6.63% |
跌破0.618止损 |
| 33 |
2023-11-07 |
2023-12-04 |
14.418724319999999 |
13.856129999999999 |
¥-1.6万 |
-3.93% |
跌破0.618止损 |
| 34 |
2024-04-10 |
2024-05-31 |
18.52405555 |
17.98 |
¥-1.2万 |
-2.97% |
跌破0.618止损 |
| 35 |
2024-09-02 |
2024-09-12 |
17.392586211 |
19.21077 |
¥4.0万 |
+10.42% |
重回前高 |
| 36 |
2025-01-06 |
2025-01-14 |
40.452532119999994 |
40.94901 |
¥5,084 |
+1.20% |
跌破0.618止损 |
| 37 |
2025-01-21 |
2025-01-24 |
44.607928364999985 |
40.39956 |
¥-4.1万 |
-9.46% |
跌破0.618止损 |
| 38 |
2025-02-25 |
2025-03-03 |
43.17606893599999 |
40.90905 |
¥-2.0万 |
-5.28% |
跌破0.618止损 |
| 39 |
2025-04-16 |
2025-06-23 |
40.202207044999994 |
37.25271 |
¥-2.7万 |
-7.36% |
跌破0.618止损 |
| 40 |
2025-07-01 |
2025-07-10 |
40.052012 |
39.2607 |
¥-6,907 |
-2.01% |
跌破0.618止损 |
| 41 |
2025-07-29 |
2025-08-04 |
41.483871429 |
40.20975 |
¥-1.0万 |
-3.10% |
跌破0.618止损 |
| 42 |
2025-08-05 |
2025-08-19 |
41.624053470999996 |
46.64331 |
¥3.9万 |
+12.02% |
重回前高 |
| 43 |
2025-09-04 |
2025-10-24 |
48.743298603999996 |
45.11 |
¥-2.7万 |
-7.48% |
跌破0.618止损 |
| 44 |
2026-01-21 |
2026-01-30 |
49.344078784 |
46.85309999999999 |
¥-1.7万 |
-5.08% |
跌破0.618止损 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-25 |
黄金分割买点 |
买入 |
74.69462 |
12900.0 |
¥96.4万 |
|
| 2015-07-07 |
跌破0.618止损 |
卖出 |
48.09 |
12900.0 |
¥62.0万 |
止损触发 |
| 2015-12-15 |
黄金分割买点 |
买入 |
49.059009999999994 |
12200.0 |
¥59.9万 |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
48.2517 |
12200.0 |
¥58.8万 |
止损触发 |
| 2016-03-04 |
黄金分割买点 |
买入 |
50.0 |
12600.0 |
¥63.0万 |
|
| 2016-03-14 |
跌破0.618止损 |
卖出 |
43.256699999999995 |
12600.0 |
¥54.5万 |
止损触发 |
| 2016-03-15 |
黄金分割买点 |
买入 |
44.17413 |
12600.0 |
¥55.7万 |
|
| 2016-04-18 |
重回前高 |
卖出 |
58.940999999999995 |
12600.0 |
¥74.2万 |
|
| 2016-04-21 |
黄金分割买点 |
买入 |
49.549499999999995 |
14900.0 |
¥73.9万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
43.7562 |
14900.0 |
¥65.2万 |
止损触发 |
| 2016-08-22 |
黄金分割买点 |
买入 |
43.11306999999999 |
15000.0 |
¥64.7万 |
|
| 2016-11-25 |
跌破0.618止损 |
卖出 |
44.285669999999996 |
15000.0 |
¥66.4万 |
止损触发 |
| 2017-11-28 |
黄金分割买点 |
买入 |
36.01597999999999 |
17600.0 |
¥63.4万 |
|
| 2017-11-29 |
跌破0.618止损 |
卖出 |
34.43553 |
17600.0 |
¥60.6万 |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
34.70467 |
16700.0 |
¥58.0万 |
|
| 2017-12-01 |
跌破0.618止损 |
卖出 |
34.65531 |
16700.0 |
¥57.9万 |
止损触发 |
| 2018-03-21 |
黄金分割买点 |
买入 |
26.736710000000002 |
24100.0 |
¥64.5万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
23.276700000000005 |
24100.0 |
¥56.1万 |
止损触发 |
| 2018-04-09 |
黄金分割买点 |
买入 |
25.925899999999995 |
21300.0 |
¥55.2万 |
|
| 2018-04-27 |
跌破0.618止损 |
卖出 |
23.7762 |
21300.0 |
¥50.6万 |
止损触发 |
| 2018-11-09 |
黄金分割买点 |
买入 |
8.57857 |
57200.0 |
¥49.1万 |
|
| 2019-01-15 |
重回前高 |
卖出 |
11.25873 |
57200.0 |
¥64.4万 |
|
| 2019-01-30 |
黄金分割买点 |
买入 |
10.08007 |
66400.0 |
¥67.0万 |
|
| 2019-02-01 |
跌破0.618止损 |
卖出 |
9.46053 |
66400.0 |
¥62.8万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
10.3 |
60700.0 |
¥62.5万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
10.1898 |
60700.0 |
¥61.8万 |
止损触发 |
| 2019-08-01 |
黄金分割买点 |
买入 |
9.08908 |
68000.0 |
¥61.8万 |
|
| 2019-08-07 |
跌破0.618止损 |
卖出 |
8.5914 |
68000.0 |
¥58.4万 |
止损触发 |
| 2019-08-29 |
黄金分割买点 |
买入 |
9.199189999999998 |
63700.0 |
¥58.6万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
8.83116 |
63700.0 |
¥56.2万 |
止损触发 |
| 2019-11-11 |
黄金分割买点 |
买入 |
10.510499999999999 |
53000.0 |
¥55.7万 |
|
| 2019-11-25 |
跌破0.618止损 |
卖出 |
9.82017 |
53000.0 |
¥52.0万 |
止损触发 |
| 2019-12-12 |
黄金分割买点 |
买入 |
10.32031 |
49900.0 |
¥51.5万 |
|
| 2019-12-25 |
跌破0.618止损 |
卖出 |
9.65034 |
49900.0 |
¥48.1万 |
止损触发 |
| 2020-02-25 |
黄金分割买点 |
买入 |
8.918909999999999 |
53700.0 |
¥47.9万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
7.64235 |
53700.0 |
¥41.0万 |
止损触发 |
| 2020-07-08 |
黄金分割买点 |
买入 |
7.857849999999998 |
53700.0 |
¥42.2万 |
|
| 2020-07-13 |
重回前高 |
卖出 |
9.630360000000001 |
53700.0 |
¥51.7万 |
|
| 2020-08-20 |
黄金分割买点 |
买入 |
21.8218 |
22100.0 |
¥48.2万 |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
19.8801 |
22100.0 |
¥43.9万 |
止损触发 |
| 2020-11-20 |
黄金分割买点 |
买入 |
21.471449999999997 |
21900.0 |
¥47.0万 |
|
| 2020-11-26 |
跌破0.618止损 |
卖出 |
20.43954 |
21900.0 |
¥44.7万 |
止损触发 |
| 2021-01-21 |
黄金分割买点 |
买入 |
24.73471 |
18000.0 |
¥44.5万 |
|
| 2021-02-02 |
跌破0.618止损 |
卖出 |
21.8781 |
18000.0 |
¥39.4万 |
止损触发 |
| 2021-02-23 |
黄金分割买点 |
买入 |
23.5235 |
16700.0 |
¥39.3万 |
|
| 2021-03-01 |
跌破0.618止损 |
卖出 |
21.8781 |
16700.0 |
¥36.5万 |
止损触发 |
| 2021-07-07 |
黄金分割买点 |
买入 |
21.44142 |
17200.0 |
¥36.9万 |
|
| 2021-08-11 |
重回前高 |
卖出 |
25.974 |
17200.0 |
¥44.7万 |
|
| 2021-08-19 |
黄金分割买点 |
买入 |
23.07305 |
19300.0 |
¥44.5万 |
|
| 2021-09-03 |
跌破0.618止损 |
卖出 |
22.11786 |
19300.0 |
¥42.7万 |
止损触发 |
| 2021-09-14 |
黄金分割买点 |
买入 |
23.91389 |
18000.0 |
¥43.1万 |
|
| 2021-09-17 |
跌破0.618止损 |
卖出 |
22.61736 |
18000.0 |
¥40.7万 |
止损触发 |
| 2021-11-24 |
黄金分割买点 |
买入 |
22.522499999999997 |
18100.0 |
¥40.8万 |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
21.3786 |
18100.0 |
¥38.7万 |
止损触发 |
| 2022-06-06 |
黄金分割买点 |
买入 |
15.765749999999999 |
23900.0 |
¥37.7万 |
|
| 2022-07-21 |
重回前高 |
卖出 |
18.2817 |
23900.0 |
¥43.7万 |
|
| 2022-08-22 |
黄金分割买点 |
买入 |
17.147129999999997 |
26100.0 |
¥44.8万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
17.14284 |
26100.0 |
¥44.7万 |
止损触发 |
| 2022-10-31 |
黄金分割买点 |
买入 |
16.95694 |
26300.0 |
¥44.6万 |
|
| 2023-01-11 |
跌破0.618止损 |
卖出 |
17.36262 |
26300.0 |
¥45.6万 |
止损触发 |
| 2023-01-19 |
黄金分割买点 |
买入 |
17.747729999999997 |
25700.0 |
¥45.6万 |
|
| 2023-03-03 |
跌破0.618止损 |
卖出 |
17.27271 |
25700.0 |
¥44.4万 |
止损触发 |
| 2023-04-28 |
黄金分割买点 |
买入 |
17.69768 |
25100.0 |
¥44.4万 |
|
| 2023-05-10 |
跌破0.618止损 |
卖出 |
16.533450000000002 |
25100.0 |
¥41.5万 |
止损触发 |
| 2023-11-07 |
黄金分割买点 |
买入 |
14.414399999999999 |
28800.0 |
¥41.5万 |
|
| 2023-12-04 |
跌破0.618止损 |
卖出 |
13.856129999999999 |
28800.0 |
¥39.9万 |
止损触发 |
| 2024-04-10 |
黄金分割买点 |
买入 |
18.5185 |
21300.0 |
¥39.5万 |
|
| 2024-05-31 |
跌破0.618止损 |
卖出 |
17.98 |
21300.0 |
¥38.3万 |
止损触发 |
| 2024-09-02 |
黄金分割买点 |
买入 |
17.38737 |
22100.0 |
¥38.4万 |
|
| 2024-09-12 |
重回前高 |
卖出 |
19.21077 |
22100.0 |
¥42.4万 |
|
| 2025-01-06 |
黄金分割买点 |
买入 |
40.4404 |
10500.0 |
¥42.5万 |
|
| 2025-01-14 |
跌破0.618止损 |
卖出 |
40.94901 |
10500.0 |
¥43.0万 |
止损触发 |
| 2025-01-21 |
黄金分割买点 |
买入 |
44.59454999999999 |
9700.0 |
¥43.3万 |
|
| 2025-01-24 |
跌破0.618止损 |
卖出 |
40.39956 |
9700.0 |
¥39.2万 |
止损触发 |
| 2025-02-25 |
黄金分割买点 |
买入 |
43.16311999999999 |
8900.0 |
¥38.4万 |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
40.90905 |
8900.0 |
¥36.4万 |
止损触发 |
| 2025-04-16 |
黄金分割买点 |
买入 |
40.190149999999996 |
9200.0 |
¥37.0万 |
|
| 2025-06-23 |
跌破0.618止损 |
卖出 |
37.25271 |
9200.0 |
¥34.3万 |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
40.03999999999999 |
8600.0 |
¥34.4万 |
|
| 2025-07-10 |
跌破0.618止损 |
卖出 |
39.2607 |
8600.0 |
¥33.8万 |
止损触发 |
| 2025-07-29 |
黄金分割买点 |
买入 |
41.47143 |
8100.0 |
¥33.6万 |
|
| 2025-08-04 |
跌破0.618止损 |
卖出 |
40.20975 |
8100.0 |
¥32.6万 |
止损触发 |
| 2025-08-05 |
黄金分割买点 |
买入 |
41.61156999999999 |
7800.0 |
¥32.5万 |
|
| 2025-08-19 |
重回前高 |
卖出 |
46.64331 |
7800.0 |
¥36.4万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
48.72868 |
7500.0 |
¥36.6万 |
|
| 2025-10-24 |
跌破0.618止损 |
卖出 |
45.11 |
7500.0 |
¥33.8万 |
止损触发 |
| 2026-01-21 |
黄金分割买点 |
买入 |
49.32928 |
6800.0 |
¥33.6万 |
|
| 2026-01-30 |
跌破0.618止损 |
卖出 |
46.85309999999999 |
6800.0 |
¥31.9万 |
止损触发 |