002736 国信证券 — 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: ¥73.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -26.14%）
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 32 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 |
2015-06-19 |
2015-06-29 |
28.356824495999998 |
25.72425 |
¥-9.2万 |
-9.31% |
跌破0.618止损 |
| 2 |
2015-11-06 |
2016-01-05 |
18.994666691 |
17.06292 |
¥-9.1万 |
-10.20% |
跌破0.618止损 |
| 3 |
2016-04-21 |
2016-05-10 |
15.470089634999999 |
14.40558 |
¥-5.6万 |
-6.91% |
跌破0.618止损 |
| 4 |
2016-06-01 |
2016-06-21 |
15.640310685999998 |
17.01 |
¥6.6万 |
+8.72% |
重回前高 |
| 5 |
2016-07-19 |
2016-09-13 |
16.421324919999996 |
16.69329 |
¥1.3万 |
+1.63% |
跌破0.618止损 |
| 6 |
2016-11-21 |
2016-12-09 |
17.642911286 |
16.75323 |
¥-4.2万 |
-5.07% |
跌破0.618止损 |
| 7 |
2017-07-11 |
2017-07-20 |
13.868009154999998 |
14.50548 |
¥3.6万 |
+4.57% |
重回前高 |
| 8 |
2017-08-15 |
2017-09-26 |
13.727827112999998 |
13.59639 |
¥-8,212 |
-0.99% |
跌破0.618止损 |
| 9 |
2018-01-18 |
2018-02-01 |
12.155785642 |
11.72826 |
¥-2.9万 |
-3.55% |
跌破0.618止损 |
| 10 |
2018-05-11 |
2018-05-28 |
10.864108254999998 |
10.41957 |
¥-3.3万 |
-4.12% |
跌破0.618止损 |
| 11 |
2018-10-25 |
2019-01-22 |
7.71001231 |
8.62137 |
¥8.7万 |
+11.79% |
跌破0.618止损 |
| 12 |
2019-02-14 |
2019-02-25 |
9.021715702999998 |
11.198790000000002 |
¥20.5万 |
+24.09% |
重回前高 |
| 13 |
2019-04-30 |
2019-05-24 |
12.205850656999997 |
11.82816 |
¥-3.3万 |
-3.12% |
跌破0.618止损 |
| 14 |
2019-08-05 |
2019-08-08 |
12.636409785999998 |
12.3876 |
¥-2.0万 |
-2.00% |
跌破0.618止损 |
| 15 |
2019-09-03 |
2019-09-19 |
13.066968915 |
12.687299999999999 |
¥-2.9万 |
-2.93% |
跌破0.618止损 |
| 16 |
2020-02-03 |
2020-02-04 |
11.073321 |
10.38 |
¥-5.5万 |
-6.29% |
跌破0.618止损 |
| 17 |
2020-02-18 |
2020-03-17 |
12.095707624 |
11.2887 |
¥-6.1万 |
-6.70% |
跌破0.618止损 |
| 18 |
2020-07-31 |
2020-09-25 |
13.117033929999998 |
13.31667 |
¥1.3万 |
+1.49% |
跌破0.618止损 |
| 19 |
2020-10-13 |
2020-10-22 |
14.368659304999998 |
13.896090000000001 |
¥-2.8万 |
-3.32% |
跌破0.618止损 |
| 20 |
2021-05-31 |
2021-06-02 |
11.243372 |
11.03895 |
¥-1.5万 |
-1.85% |
跌破0.618止损 |
| 21 |
2021-09-15 |
2021-10-28 |
12.035629605999997 |
11.22876 |
¥-5.6万 |
-6.73% |
跌破0.618止损 |
| 22 |
2022-06-29 |
2022-07-04 |
9.692586903999999 |
9.44055 |
¥-2.0万 |
-2.63% |
跌破0.618止损 |
| 23 |
2023-08-14 |
2023-08-24 |
9.652534892 |
9.51048 |
¥-1.1万 |
-1.50% |
跌破0.618止损 |
| 24 |
2023-08-29 |
2023-08-31 |
9.732638915999999 |
9.48051 |
¥-1.9万 |
-2.62% |
跌破0.618止损 |
| 25 |
2024-02-29 |
2024-05-27 |
8.460987535 |
8.68131 |
¥1.8万 |
+2.57% |
跌破0.618止损 |
| 26 |
2024-08-02 |
2024-09-06 |
8.901559666999999 |
8.7912 |
¥-9,322 |
-1.27% |
跌破0.618止损 |
| 27 |
2024-09-20 |
2024-09-25 |
8.91157267 |
9.4905 |
¥4.7万 |
+6.46% |
重回前高 |
| 28 |
2024-10-16 |
2024-12-27 |
11.324706393 |
11.34864 |
¥1,390 |
+0.18% |
跌破0.618止损 |
| 29 |
2025-04-21 |
2025-05-06 |
10.103120027 |
10.859129999999999 |
¥5.8万 |
+7.45% |
重回前高 |
| 30 |
2025-09-08 |
2025-09-22 |
13.948113178999996 |
13.22676 |
¥-4.3万 |
-5.20% |
跌破0.618止损 |
| 31 |
2025-10-13 |
2025-10-21 |
14.018204199999998 |
13.74624 |
¥-1.5万 |
-1.97% |
跌破0.618止损 |
| 32 |
2026-01-07 |
2026-01-15 |
13.938100175999999 |
13.246739999999999 |
¥-3.9万 |
-4.99% |
跌破0.618止损 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
28.348319999999998 |
34700.0 |
¥98.4万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
25.72425 |
34700.0 |
¥89.2万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
18.98897 |
47200.0 |
¥89.7万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
17.06292 |
47200.0 |
¥80.5万 |
止损触发 |
| 2016-04-21 |
黄金分割买点 |
买入 |
15.465449999999997 |
52500.0 |
¥81.2万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
14.40558 |
52500.0 |
¥75.6万 |
止损触发 |
| 2016-06-01 |
黄金分割买点 |
买入 |
15.635619999999998 |
48400.0 |
¥75.7万 |
|
| 2016-06-21 |
重回前高 |
卖出 |
17.01 |
48400.0 |
¥82.3万 |
|
| 2016-07-19 |
黄金分割买点 |
买入 |
16.416399999999996 |
50300.0 |
¥82.6万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
16.69329 |
50300.0 |
¥83.9万 |
止损触发 |
| 2016-11-21 |
黄金分割买点 |
买入 |
17.63762 |
47400.0 |
¥83.6万 |
|
| 2016-12-09 |
跌破0.618止损 |
卖出 |
16.75323 |
47400.0 |
¥79.4万 |
止损触发 |
| 2017-07-11 |
黄金分割买点 |
买入 |
13.863849999999998 |
57500.0 |
¥79.7万 |
|
| 2017-07-20 |
重回前高 |
卖出 |
14.50548 |
57500.0 |
¥83.4万 |
|
| 2017-08-15 |
黄金分割买点 |
买入 |
13.723709999999999 |
60600.0 |
¥83.2万 |
|
| 2017-09-26 |
跌破0.618止损 |
卖出 |
13.59639 |
60600.0 |
¥82.4万 |
止损触发 |
| 2018-01-18 |
黄金分割买点 |
买入 |
12.15214 |
67000.0 |
¥81.4万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
11.72826 |
67000.0 |
¥78.6万 |
止损触发 |
| 2018-05-11 |
黄金分割买点 |
买入 |
10.86085 |
72800.0 |
¥79.1万 |
|
| 2018-05-28 |
跌破0.618止损 |
卖出 |
10.41957 |
72800.0 |
¥75.8万 |
止损触发 |
| 2018-10-25 |
黄金分割买点 |
买入 |
7.707699999999999 |
95300.0 |
¥73.5万 |
|
| 2019-01-22 |
跌破0.618止损 |
卖出 |
8.62137 |
95300.0 |
¥82.1万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
9.019009999999998 |
94200.0 |
¥85.0万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
11.198790000000002 |
94200.0 |
¥1.05M |
|
| 2019-04-30 |
黄金分割买点 |
买入 |
12.202189999999998 |
86400.0 |
¥1.05M |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
11.82816 |
86400.0 |
¥1.02M |
止损触发 |
| 2019-08-05 |
黄金分割买点 |
买入 |
12.632619999999998 |
80600.0 |
¥1.02M |
|
| 2019-08-08 |
跌破0.618止损 |
卖出 |
12.3876 |
80600.0 |
¥99.8万 |
止损触发 |
| 2019-09-03 |
黄金分割买点 |
买入 |
13.063049999999999 |
76200.0 |
¥99.6万 |
|
| 2019-09-19 |
跌破0.618止损 |
卖出 |
12.687299999999999 |
76200.0 |
¥96.6万 |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
11.07 |
78800.0 |
¥87.3万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
10.38 |
78800.0 |
¥81.8万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
12.09208 |
75700.0 |
¥91.6万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
11.2887 |
75700.0 |
¥85.4万 |
止损触发 |
| 2020-07-31 |
黄金分割买点 |
买入 |
13.113099999999998 |
64900.0 |
¥85.1万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
13.31667 |
64900.0 |
¥86.4万 |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
14.364349999999998 |
58700.0 |
¥84.3万 |
|
| 2020-10-22 |
跌破0.618止损 |
卖出 |
13.896090000000001 |
58700.0 |
¥81.5万 |
止损触发 |
| 2021-05-31 |
黄金分割买点 |
买入 |
11.24 |
73600.0 |
¥82.8万 |
|
| 2021-06-02 |
跌破0.618止损 |
卖出 |
11.03895 |
73600.0 |
¥81.2万 |
止损触发 |
| 2021-09-15 |
黄金分割买点 |
买入 |
12.032019999999997 |
68600.0 |
¥82.6万 |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
11.22876 |
68600.0 |
¥77.0万 |
止损触发 |
| 2022-06-29 |
黄金分割买点 |
买入 |
9.68968 |
78500.0 |
¥76.1万 |
|
| 2022-07-04 |
跌破0.618止损 |
卖出 |
9.44055 |
78500.0 |
¥74.1万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
9.64964 |
76200.0 |
¥73.6万 |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
9.51048 |
76200.0 |
¥72.4万 |
止损触发 |
| 2023-08-29 |
黄金分割买点 |
买入 |
9.72972 |
75500.0 |
¥73.5万 |
|
| 2023-08-31 |
跌破0.618止损 |
卖出 |
9.48051 |
75500.0 |
¥71.6万 |
止损触发 |
| 2024-02-29 |
黄金分割买点 |
买入 |
8.45845 |
84500.0 |
¥71.5万 |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
8.68131 |
84500.0 |
¥73.3万 |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
8.89889 |
82500.0 |
¥73.4万 |
|
| 2024-09-06 |
跌破0.618止损 |
卖出 |
8.7912 |
82500.0 |
¥72.5万 |
止损触发 |
| 2024-09-20 |
黄金分割买点 |
买入 |
8.9089 |
81100.0 |
¥72.3万 |
|
| 2024-09-25 |
重回前高 |
卖出 |
9.4905 |
81100.0 |
¥76.9万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
11.321309999999999 |
67700.0 |
¥76.7万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
11.34864 |
67700.0 |
¥76.8万 |
止损触发 |
| 2025-04-21 |
黄金分割买点 |
买入 |
10.100089999999998 |
76800.0 |
¥77.6万 |
|
| 2025-05-06 |
重回前高 |
卖出 |
10.859129999999999 |
76800.0 |
¥83.4万 |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
13.943929999999998 |
59800.0 |
¥83.4万 |
|
| 2025-09-22 |
跌破0.618止损 |
卖出 |
13.22676 |
59800.0 |
¥79.1万 |
止损触发 |
| 2025-10-13 |
黄金分割买点 |
买入 |
14.014 |
55300.0 |
¥77.5万 |
|
| 2025-10-21 |
跌破0.618止损 |
卖出 |
13.74624 |
55300.0 |
¥76.0万 |
止损触发 |
| 2026-01-07 |
黄金分割买点 |
买入 |
13.933919999999999 |
55500.0 |
¥77.4万 |
|
| 2026-01-15 |
跌破0.618止损 |
卖出 |
13.246739999999999 |
55500.0 |
¥73.5万 |
止损触发 |