002837 英维克 — 斐波那契回调 回测明细
数据区间: 2016-12-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.70M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +69.84%）
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 47 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 |
2017-04-10 |
2017-04-12 |
53.0689159 |
51.69825 |
¥-2.6万 |
-2.61% |
跌破0.618止损 |
| 2 |
2017-05-04 |
2017-05-17 |
55.351880584 |
68.1318 |
¥22.1万 |
+23.05% |
重回前高 |
| 3 |
2017-05-23 |
2017-06-02 |
59.206886739000005 |
21.47 |
¥-74.4万 |
-63.75% |
跌破0.618止损 |
| 4 |
2018-03-13 |
2018-04-23 |
21.738229513 |
18.55143 |
¥-6.5万 |
-14.69% |
跌破0.618止损 |
| 5 |
2018-05-14 |
2018-05-15 |
19.995966990999996 |
19.4805 |
¥-9,696 |
-2.61% |
跌破0.618止损 |
| 6 |
2018-09-10 |
2018-09-17 |
16.621584979999998 |
14.8851 |
¥-3.9万 |
-10.47% |
跌破0.618止损 |
| 7 |
2019-01-04 |
2019-01-09 |
14.628997382999996 |
17.96202 |
¥7.6万 |
+22.75% |
重回前高 |
| 8 |
2019-01-30 |
2019-02-25 |
17.032118103000002 |
21.3786 |
¥10.4万 |
+25.48% |
重回前高 |
| 9 |
2019-04-12 |
2019-05-06 |
19.275030774999998 |
16.49349 |
¥-7.4万 |
-14.46% |
跌破0.618止损 |
| 10 |
2019-08-12 |
2019-08-20 |
16.911962066999997 |
21.10887 |
¥11.0万 |
+24.78% |
重回前高 |
| 11 |
2019-08-22 |
2019-10-25 |
18.223665459999996 |
18.10188 |
¥-3,816 |
-0.70% |
跌破0.618止损 |
| 12 |
2020-01-06 |
2020-01-14 |
17.612872276999997 |
22.80717 |
¥16.0万 |
+29.45% |
重回前高 |
| 13 |
2020-02-04 |
2020-02-20 |
23.680752094999995 |
36.963 |
¥36.0万 |
+56.04% |
重回前高 |
| 14 |
2020-04-08 |
2020-05-19 |
39.281010769 |
39.860099999999996 |
¥1.5万 |
+1.44% |
跌破0.618止损 |
| 15 |
2021-01-06 |
2021-01-08 |
19.925875969999996 |
18.73125 |
¥-6.4万 |
-6.02% |
跌破0.618止损 |
| 16 |
2021-01-14 |
2021-01-28 |
19.925875969999996 |
18.80118 |
¥-5.7万 |
-5.67% |
跌破0.618止损 |
| 17 |
2021-02-22 |
2021-03-09 |
20.076071014999997 |
18.76122 |
¥-6.3万 |
-6.58% |
跌破0.618止损 |
| 18 |
2021-04-28 |
2021-04-30 |
18.955685000000003 |
18.26172 |
¥-3.3万 |
-3.69% |
跌破0.618止损 |
| 19 |
2021-05-18 |
2021-05-24 |
19.0247057 |
18.631349999999998 |
¥-1.7万 |
-2.10% |
跌破0.618止损 |
| 20 |
2021-05-27 |
2021-06-03 |
19.365808 |
18.82116 |
¥-2.4万 |
-2.84% |
跌破0.618止损 |
| 21 |
2021-06-09 |
2021-06-29 |
19.425225819999998 |
18.53145 |
¥-3.8万 |
-4.63% |
跌破0.618止损 |
| 22 |
2021-07-23 |
2021-08-02 |
19.425225819999994 |
25.31 |
¥23.6万 |
+30.26% |
重回前高 |
| 23 |
2021-08-30 |
2021-10-26 |
28.707279600999996 |
42.7572 |
¥48.6万 |
+48.90% |
重回前高 |
| 24 |
2021-11-08 |
2022-01-10 |
41.043299297 |
36.84312 |
¥-15.3万 |
-10.26% |
跌破0.618止损 |
| 25 |
2022-02-23 |
2022-02-25 |
39.150841729999996 |
37.10286 |
¥-6.8万 |
-5.26% |
跌破0.618止损 |
| 26 |
2022-03-23 |
2022-03-28 |
37.73900830699999 |
34.375589999999995 |
¥-11.2万 |
-8.94% |
跌破0.618止损 |
| 27 |
2022-03-31 |
2022-04-07 |
36.547460949999994 |
33.60636 |
¥-9.4万 |
-8.07% |
跌破0.618止损 |
| 28 |
2022-07-14 |
2022-08-19 |
25.372949602 |
35.1648 |
¥41.6万 |
+38.55% |
重回前高 |
| 29 |
2022-09-06 |
2022-09-16 |
31.54095945 |
26.98299 |
¥-21.6万 |
-14.48% |
跌破0.618止损 |
| 30 |
2022-09-28 |
2022-12-14 |
31.240569359999995 |
30.6693 |
¥-2.4万 |
-1.86% |
跌破0.618止损 |
| 31 |
2023-01-04 |
2023-02-20 |
34.825224434 |
31.728240000000003 |
¥-11.1万 |
-8.92% |
跌破0.618止损 |
| 32 |
2023-02-21 |
2023-03-06 |
33.890164000000006 |
31.89807 |
¥-6.7万 |
-5.91% |
跌破0.618止损 |
| 33 |
2023-05-05 |
2023-05-15 |
37.09817611499999 |
33.55 |
¥-10.0万 |
-9.59% |
跌破0.618止损 |
| 34 |
2023-11-09 |
2023-12-06 |
27.255394165999995 |
25.60437 |
¥-5.9万 |
-6.09% |
跌破0.618止损 |
| 35 |
2023-12-28 |
2024-01-09 |
26.504418940999997 |
25.16 |
¥-4.7万 |
-5.10% |
跌破0.618止损 |
| 36 |
2024-02-21 |
2024-03-05 |
22.679451794999995 |
29.2707 |
¥24.7万 |
+29.02% |
重回前高 |
| 37 |
2025-02-10 |
2025-02-24 |
40.903117255000005 |
48.44151 |
¥20.5万 |
+18.39% |
重回前高 |
| 38 |
2025-03-04 |
2025-03-26 |
42.87567884599999 |
40.54941 |
¥-7.1万 |
-5.45% |
跌破0.618止损 |
| 39 |
2025-07-09 |
2025-07-31 |
30.910140261 |
40.11 |
¥37.2万 |
+29.72% |
重回前高 |
| 40 |
2025-11-03 |
2025-11-13 |
70.17112502399999 |
66.933 |
¥-7.5万 |
-4.64% |
跌破0.618止损 |
| 41 |
2025-11-14 |
2025-11-20 |
72.964752861 |
75.00492 |
¥4.2万 |
+2.77% |
跌破0.618止损 |
| 42 |
2025-12-10 |
2025-12-18 |
77.350448175 |
94.91499 |
¥35.2万 |
+22.67% |
重回前高 |
| 43 |
2026-01-21 |
2026-03-24 |
96.12482879999999 |
98.901 |
¥5.5万 |
+2.86% |
跌破0.618止损 |
| 44 |
2026-04-14 |
2026-04-21 |
103.29413894799998 |
108.97 |
¥10.9万 |
+5.46% |
重回前高 |
| 45 |
2026-04-23 |
2026-04-27 |
100.13002999999999 |
94.16 |
¥-12.1万 |
-5.99% |
跌破0.618止损 |
| 46 |
2026-05-08 |
2026-05-28 |
101.13133029999999 |
94.92497999999999 |
¥-12.0万 |
-6.17% |
跌破0.618止损 |
| 47 |
2026-09-01 |
2026-09-10 |
67.69791328299999 |
61.45848 |
¥-17.1万 |
-9.24% |
跌破0.618止损 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-04-10 |
黄金分割买点 |
买入 |
53.053 |
18500.0 |
¥98.2万 |
|
| 2017-04-12 |
跌破0.618止损 |
卖出 |
51.69825 |
18500.0 |
¥95.6万 |
止损触发 |
| 2017-05-04 |
黄金分割买点 |
买入 |
55.33528 |
17300.0 |
¥95.8万 |
|
| 2017-05-17 |
重回前高 |
卖出 |
68.1318 |
17300.0 |
¥1.18M |
|
| 2017-05-23 |
黄金分割买点 |
买入 |
59.18913 |
19700.0 |
¥1.17M |
|
| 2017-06-02 |
跌破0.618止损 |
卖出 |
21.47 |
19700.0 |
¥42.3万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
21.73171 |
20400.0 |
¥44.3万 |
|
| 2018-04-23 |
跌破0.618止损 |
卖出 |
18.55143 |
20400.0 |
¥37.8万 |
止损触发 |
| 2018-05-14 |
黄金分割买点 |
买入 |
19.989969999999996 |
18600.0 |
¥37.2万 |
|
| 2018-05-15 |
跌破0.618止损 |
卖出 |
19.4805 |
18600.0 |
¥36.2万 |
止损触发 |
| 2018-09-10 |
黄金分割买点 |
买入 |
16.6166 |
22300.0 |
¥37.1万 |
|
| 2018-09-17 |
跌破0.618止损 |
卖出 |
14.8851 |
22300.0 |
¥33.2万 |
止损触发 |
| 2019-01-04 |
黄金分割买点 |
买入 |
14.624609999999997 |
22700.0 |
¥33.2万 |
|
| 2019-01-09 |
重回前高 |
卖出 |
17.96202 |
22700.0 |
¥40.8万 |
|
| 2019-01-30 |
黄金分割买点 |
买入 |
17.02701 |
24000.0 |
¥40.9万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
21.3786 |
24000.0 |
¥51.3万 |
|
| 2019-04-12 |
黄金分割买点 |
买入 |
19.26925 |
26700.0 |
¥51.5万 |
|
| 2019-05-06 |
跌破0.618止损 |
卖出 |
16.49349 |
26700.0 |
¥44.0万 |
止损触发 |
| 2019-08-12 |
黄金分割买点 |
买入 |
16.906889999999997 |
26200.0 |
¥44.3万 |
|
| 2019-08-20 |
重回前高 |
卖出 |
21.10887 |
26200.0 |
¥55.3万 |
|
| 2019-08-22 |
黄金分割买点 |
买入 |
18.218199999999996 |
30000.0 |
¥54.7万 |
|
| 2019-10-25 |
跌破0.618止损 |
卖出 |
18.10188 |
30000.0 |
¥54.3万 |
止损触发 |
| 2020-01-06 |
黄金分割买点 |
买入 |
17.60759 |
30800.0 |
¥54.2万 |
|
| 2020-01-14 |
重回前高 |
卖出 |
22.80717 |
30800.0 |
¥70.2万 |
|
| 2020-02-04 |
黄金分割买点 |
买入 |
23.67365 |
27100.0 |
¥64.2万 |
|
| 2020-02-20 |
重回前高 |
卖出 |
36.963 |
27100.0 |
¥1.00M |
|
| 2020-04-08 |
黄金分割买点 |
买入 |
39.26922999999999 |
26700.0 |
¥1.05M |
|
| 2020-05-19 |
跌破0.618止损 |
卖出 |
39.860099999999996 |
26700.0 |
¥1.06M |
止损触发 |
| 2021-01-06 |
黄金分割买点 |
买入 |
19.919899999999995 |
53600.0 |
¥1.07M |
|
| 2021-01-08 |
跌破0.618止损 |
卖出 |
18.73125 |
53600.0 |
¥1.00M |
止损触发 |
| 2021-01-14 |
黄金分割买点 |
买入 |
19.919899999999995 |
50100.0 |
¥99.8万 |
|
| 2021-01-28 |
跌破0.618止损 |
卖出 |
18.80118 |
50100.0 |
¥94.2万 |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
20.07005 |
47800.0 |
¥96.0万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
18.76122 |
47800.0 |
¥89.7万 |
止损触发 |
| 2021-04-28 |
黄金分割买点 |
买入 |
18.95 |
47200.0 |
¥89.5万 |
|
| 2021-04-30 |
跌破0.618止损 |
卖出 |
18.26172 |
47200.0 |
¥86.2万 |
止损触发 |
| 2021-05-18 |
黄金分割买点 |
买入 |
19.019 |
43600.0 |
¥82.9万 |
|
| 2021-05-24 |
跌破0.618止损 |
卖出 |
18.631349999999998 |
43600.0 |
¥81.2万 |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
19.36 |
43600.0 |
¥84.4万 |
|
| 2021-06-03 |
跌破0.618止损 |
卖出 |
18.82116 |
43600.0 |
¥82.0万 |
止损触发 |
| 2021-06-09 |
黄金分割买点 |
买入 |
19.419399999999996 |
42300.0 |
¥82.2万 |
|
| 2021-06-29 |
跌破0.618止损 |
卖出 |
18.53145 |
42300.0 |
¥78.4万 |
止损触发 |
| 2021-07-23 |
黄金分割买点 |
买入 |
19.419399999999996 |
40100.0 |
¥77.9万 |
|
| 2021-08-02 |
重回前高 |
卖出 |
25.31 |
40100.0 |
¥1.01M |
|
| 2021-08-30 |
黄金分割买点 |
买入 |
28.69867 |
34600.0 |
¥99.3万 |
|
| 2021-10-26 |
重回前高 |
卖出 |
42.7572 |
34600.0 |
¥1.48M |
|
| 2021-11-08 |
黄金分割买点 |
买入 |
41.030989999999996 |
36400.0 |
¥1.49M |
|
| 2022-01-10 |
跌破0.618止损 |
卖出 |
36.84312 |
36400.0 |
¥1.34M |
止损触发 |
| 2022-02-23 |
黄金分割买点 |
买入 |
39.1391 |
33000.0 |
¥1.29M |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
37.10286 |
33000.0 |
¥1.22M |
止损触发 |
| 2022-03-23 |
黄金分割买点 |
买入 |
37.727689999999996 |
33300.0 |
¥1.26M |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
34.375589999999995 |
33300.0 |
¥1.14M |
止损触发 |
| 2022-03-31 |
黄金分割买点 |
买入 |
36.5365 |
31800.0 |
¥1.16M |
|
| 2022-04-07 |
跌破0.618止损 |
卖出 |
33.60636 |
31800.0 |
¥1.07M |
止损触发 |
| 2022-07-14 |
黄金分割买点 |
买入 |
25.36534 |
42500.0 |
¥1.08M |
|
| 2022-08-19 |
重回前高 |
卖出 |
35.1648 |
42500.0 |
¥1.49M |
|
| 2022-09-06 |
黄金分割买点 |
买入 |
31.531499999999998 |
47200.0 |
¥1.49M |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
26.98299 |
47200.0 |
¥1.27M |
止损触发 |
| 2022-09-28 |
黄金分割买点 |
买入 |
31.231199999999994 |
40800.0 |
¥1.27M |
|
| 2022-12-14 |
跌破0.618止损 |
卖出 |
30.6693 |
40800.0 |
¥1.25M |
止损触发 |
| 2023-01-04 |
黄金分割买点 |
买入 |
34.81478 |
35800.0 |
¥1.25M |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
31.728240000000003 |
35800.0 |
¥1.14M |
止损触发 |
| 2023-02-21 |
黄金分割买点 |
买入 |
33.88 |
33700.0 |
¥1.14M |
|
| 2023-03-06 |
跌破0.618止损 |
卖出 |
31.89807 |
33700.0 |
¥1.07M |
止损触发 |
| 2023-05-05 |
黄金分割买点 |
买入 |
37.08704999999999 |
28100.0 |
¥1.04M |
|
| 2023-05-15 |
跌破0.618止损 |
卖出 |
33.55 |
28100.0 |
¥94.2万 |
止损触发 |
| 2023-11-09 |
黄金分割买点 |
买入 |
27.247219999999995 |
35800.0 |
¥97.6万 |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
25.60437 |
35800.0 |
¥91.6万 |
止损触发 |
| 2023-12-28 |
黄金分割买点 |
买入 |
26.496469999999995 |
34400.0 |
¥91.2万 |
|
| 2024-01-09 |
跌破0.618止损 |
卖出 |
25.16 |
34400.0 |
¥86.5万 |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
22.672649999999997 |
37500.0 |
¥85.0万 |
|
| 2024-03-05 |
重回前高 |
卖出 |
29.2707 |
37500.0 |
¥1.10M |
|
| 2025-02-10 |
黄金分割买点 |
买入 |
40.89085 |
27300.0 |
¥1.12M |
|
| 2025-02-24 |
重回前高 |
卖出 |
48.44151 |
27300.0 |
¥1.32M |
|
| 2025-03-04 |
黄金分割买点 |
买入 |
42.86281999999999 |
30300.0 |
¥1.30M |
|
| 2025-03-26 |
跌破0.618止损 |
卖出 |
40.54941 |
30300.0 |
¥1.23M |
止损触发 |
| 2025-07-09 |
黄金分割买点 |
买入 |
30.900869999999998 |
40500.0 |
¥1.25M |
|
| 2025-07-31 |
重回前高 |
卖出 |
40.11 |
40500.0 |
¥1.62M |
|
| 2025-11-03 |
黄金分割买点 |
买入 |
70.15007999999999 |
23100.0 |
¥1.62M |
|
| 2025-11-13 |
跌破0.618止损 |
卖出 |
66.933 |
23100.0 |
¥1.55M |
止损触发 |
| 2025-11-14 |
黄金分割买点 |
买入 |
72.94287 |
20900.0 |
¥1.52M |
|
| 2025-11-20 |
跌破0.618止损 |
卖出 |
75.00492 |
20900.0 |
¥1.57M |
止损触发 |
| 2025-12-10 |
黄金分割买点 |
买入 |
77.32724999999999 |
20100.0 |
¥1.55M |
|
| 2025-12-18 |
重回前高 |
卖出 |
94.91499 |
20100.0 |
¥1.91M |
|
| 2026-01-21 |
黄金分割买点 |
买入 |
96.09599999999999 |
20100.0 |
¥1.93M |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
98.901 |
20100.0 |
¥1.99M |
止损触发 |
| 2026-04-14 |
黄金分割买点 |
买入 |
103.26315999999998 |
19300.0 |
¥1.99M |
|
| 2026-04-21 |
重回前高 |
卖出 |
108.97 |
19300.0 |
¥2.10M |
|
| 2026-04-23 |
黄金分割买点 |
买入 |
100.1 |
20100.0 |
¥2.01M |
|
| 2026-04-27 |
跌破0.618止损 |
卖出 |
94.16 |
20100.0 |
¥1.89M |
止损触发 |
| 2026-05-08 |
黄金分割买点 |
买入 |
101.10099999999998 |
19300.0 |
¥1.95M |
|
| 2026-05-28 |
跌破0.618止损 |
卖出 |
94.92497999999999 |
19300.0 |
¥1.83M |
止损触发 |
| 2026-09-01 |
黄金分割买点 |
买入 |
67.67760999999999 |
27300.0 |
¥1.85M |
|
| 2026-09-10 |
跌破0.618止损 |
卖出 |
61.45848 |
27300.0 |
¥1.68M |
止损触发 |