002916 深南电路 — 斐波那契回调 回测明细
数据区间: 2017-12-13 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥80.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -19.24%）
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 |
2018-03-22 |
2018-03-26 |
73.385298987 |
65.6343 |
¥-10.6万 |
-10.59% |
跌破0.618止损 |
| 2 |
2018-04-03 |
2018-05-03 |
82.30688465999998 |
69.92000999999999 |
¥-13.2万 |
-15.08% |
跌破0.618止损 |
| 3 |
2018-05-08 |
2018-05-31 |
74.24641724499999 |
71.1288 |
¥-3.2万 |
-4.23% |
跌破0.618止损 |
| 4 |
2018-07-19 |
2018-08-02 |
68.258641451 |
64.81512 |
¥-3.7万 |
-5.07% |
跌破0.618止损 |
| 5 |
2018-08-14 |
2018-10-12 |
68.138485415 |
61.938 |
¥-6.2万 |
-9.13% |
跌破0.618止损 |
| 6 |
2018-10-18 |
2018-11-13 |
68.769304604 |
78.921 |
¥9.1万 |
+14.73% |
重回前高 |
| 7 |
2018-12-07 |
2019-01-21 |
75.157600518 |
90.909 |
¥15.1万 |
+20.92% |
重回前高 |
| 8 |
2019-05-16 |
2019-05-17 |
116.164839 |
91.79811 |
¥-18.1万 |
-21.00% |
跌破0.618止损 |
| 9 |
2019-07-02 |
2019-07-30 |
105.63718164999999 |
117.882 |
¥7.8万 |
+11.56% |
重回前高 |
| 10 |
2019-10-09 |
2019-11-26 |
140.332237045 |
144.4554 |
¥2.2万 |
+2.91% |
跌破0.618止损 |
| 11 |
2019-12-18 |
2019-12-20 |
155.036497 |
148.68117 |
¥-3.3万 |
-4.13% |
跌破0.618止损 |
| 12 |
2020-02-05 |
2020-02-18 |
165.2145495 |
218.91087 |
¥24.1万 |
+32.46% |
重回前高 |
| 13 |
2020-03-23 |
2020-05-14 |
199.25875969999998 |
178.1217 |
¥-10.0万 |
-10.63% |
跌破0.618止损 |
| 14 |
2020-12-15 |
2020-12-23 |
113.156946903 |
106.28361 |
¥-5.5万 |
-6.10% |
跌破0.618止损 |
| 15 |
2021-01-26 |
2021-01-29 |
121.76812948299998 |
112.06782000000001 |
¥-6.7万 |
-7.99% |
跌破0.618止损 |
| 16 |
2021-06-09 |
2021-06-24 |
95.22365852999998 |
100.5 |
¥4.2万 |
+5.51% |
重回前高 |
| 17 |
2021-08-09 |
2021-08-18 |
106.76865098899998 |
95.92398 |
¥-8.3万 |
-10.18% |
跌破0.618止损 |
| 18 |
2021-11-03 |
2022-02-21 |
106.818716004 |
108.64125 |
¥1.2万 |
+1.68% |
跌破0.618止损 |
| 19 |
2022-03-03 |
2022-03-04 |
113.87788311899997 |
108.94095 |
¥-3.3万 |
-4.36% |
跌破0.618止损 |
| 20 |
2022-06-07 |
2022-06-15 |
98.52794951999999 |
92.907 |
¥-4.1万 |
-5.73% |
跌破0.618止损 |
| 21 |
2022-06-20 |
2022-07-06 |
93.61156504699998 |
91.5084 |
¥-1.5万 |
-2.28% |
跌破0.618止损 |
| 22 |
2022-08-08 |
2022-08-25 |
93.1209279 |
88.45146000000001 |
¥-3.3万 |
-5.04% |
跌破0.618止损 |
| 23 |
2023-02-20 |
2023-03-23 |
81.61598745299999 |
91.34855999999999 |
¥7.5万 |
+11.89% |
重回前高 |
| 24 |
2023-04-14 |
2023-04-27 |
88.77528459799998 |
81.89802 |
¥-5.5万 |
-7.77% |
跌破0.618止损 |
| 25 |
2023-07-26 |
2023-08-02 |
79.59387100000001 |
75.14 |
¥-3.6万 |
-5.62% |
跌破0.618止损 |
| 26 |
2023-08-03 |
2023-08-10 |
77.15018811499998 |
75.88404 |
¥-1.0万 |
-1.67% |
跌破0.618止损 |
| 27 |
2023-10-31 |
2023-11-15 |
70.03094298199998 |
75.8241 |
¥5.0万 |
+8.24% |
重回前高 |
| 28 |
2023-12-06 |
2023-12-25 |
70.49154112 |
67.61232000000001 |
¥-2.7万 |
-4.11% |
跌破0.618止损 |
| 29 |
2023-12-29 |
2024-01-05 |
70.79193120999999 |
67.01292 |
¥-3.3万 |
-5.37% |
跌破0.618止损 |
| 30 |
2024-02-27 |
2024-03-07 |
62.881658839999986 |
79.0 |
¥15.0万 |
+25.60% |
重回前高 |
| 31 |
2024-07-25 |
2024-08-08 |
110.14303299999999 |
100.75914 |
¥-6.2万 |
-8.55% |
跌破0.618止损 |
| 32 |
2024-08-23 |
2024-08-28 |
108.77125158899999 |
105.7941 |
¥-1.9万 |
-2.77% |
跌破0.618止损 |
| 33 |
2024-10-15 |
2024-10-17 |
108.59101753499999 |
102.897 |
¥-3.4万 |
-5.27% |
跌破0.618止损 |
| 34 |
2024-10-24 |
2024-11-04 |
108.1404324 |
101.78811000000002 |
¥-3.6万 |
-5.90% |
跌破0.618止损 |
| 35 |
2024-11-06 |
2024-11-25 |
107.79999029799995 |
98.29161 |
¥-5.2万 |
-8.85% |
跌破0.618止损 |
| 36 |
2024-12-18 |
2025-01-22 |
109.21182372099997 |
133.6662 |
¥11.7万 |
+22.35% |
重回前高 |
| 37 |
2025-02-06 |
2025-02-13 |
122.05850657 |
142.84701 |
¥11.0万 |
+17.00% |
重回前高 |
| 38 |
2025-03-03 |
2025-03-04 |
130.53914999999998 |
119.88 |
¥-6.2万 |
-8.19% |
跌破0.618止损 |
| 39 |
2025-03-07 |
2025-03-25 |
131.17033929999997 |
133.01685 |
¥9,575 |
+1.38% |
跌破0.618止损 |
| 40 |
2025-07-01 |
2025-07-09 |
107.17918411199999 |
117.82205999999998 |
¥7.0万 |
+9.90% |
重回前高 |
| 41 |
2025-10-20 |
2025-12-01 |
199.25875969999998 |
197.1027 |
¥-8,639 |
-1.11% |
跌破0.618止损 |
| 42 |
2025-12-19 |
2026-01-22 |
219.36486972399996 |
252.1 |
¥11.4万 |
+14.89% |
重回前高 |
| 43 |
2026-01-30 |
2026-02-27 |
229.58814578699995 |
283.716 |
¥20.5万 |
+23.54% |
重回前高 |
| 44 |
2026-03-13 |
2026-03-24 |
250.32507499999994 |
236.57319 |
¥-5.9万 |
-5.52% |
跌破0.618止损 |
| 45 |
2026-04-13 |
2026-04-22 |
259.33677769999997 |
296.52317999999997 |
¥14.5万 |
+14.30% |
重回前高 |
| 46 |
2026-07-14 |
2026-07-20 |
400.52012 |
343.67598 |
¥-16.5万 |
-14.22% |
跌破0.618止损 |
| 47 |
2026-08-18 |
2026-08-20 |
393.1179 |
348.71094 |
¥-11.1万 |
-11.32% |
跌破0.618止损 |
| 48 |
2026-09-11 |
2026-10-12 |
388.915049523 |
344.655 |
¥-9.8万 |
-11.41% |
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 |
|---|
| 2018-03-22 |
黄金分割买点 |
买入 |
73.36328999999999 |
13600.0 |
¥99.8万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
65.6343 |
13600.0 |
¥89.2万 |
止损触发 |
| 2018-04-03 |
黄金分割买点 |
买入 |
82.28219999999999 |
10600.0 |
¥87.2万 |
|
| 2018-05-03 |
跌破0.618止损 |
卖出 |
69.92000999999999 |
10600.0 |
¥74.1万 |
止损触发 |
| 2018-05-08 |
黄金分割买点 |
买入 |
74.22415 |
10200.0 |
¥75.7万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
71.1288 |
10200.0 |
¥72.5万 |
止损触发 |
| 2018-07-19 |
黄金分割买点 |
买入 |
68.23817 |
10700.0 |
¥73.0万 |
|
| 2018-08-02 |
跌破0.618止损 |
卖出 |
64.81512 |
10700.0 |
¥69.3万 |
止损触发 |
| 2018-08-14 |
黄金分割买点 |
买入 |
68.11805 |
10000.0 |
¥68.1万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
61.938 |
10000.0 |
¥61.9万 |
止损触发 |
| 2018-10-18 |
黄金分割买点 |
买入 |
68.74868 |
9000.0 |
¥61.9万 |
|
| 2018-11-13 |
重回前高 |
卖出 |
78.921 |
9000.0 |
¥71.0万 |
|
| 2018-12-07 |
黄金分割买点 |
买入 |
75.13506 |
9600.0 |
¥72.2万 |
|
| 2019-01-21 |
重回前高 |
卖出 |
90.909 |
9600.0 |
¥87.2万 |
|
| 2019-05-16 |
黄金分割买点 |
买入 |
116.13 |
7400.0 |
¥86.0万 |
|
| 2019-05-17 |
跌破0.618止损 |
卖出 |
91.79811 |
7400.0 |
¥67.9万 |
止损触发 |
| 2019-07-02 |
黄金分割买点 |
买入 |
105.60549999999999 |
6400.0 |
¥67.6万 |
|
| 2019-07-30 |
重回前高 |
卖出 |
117.882 |
6400.0 |
¥75.4万 |
|
| 2019-10-09 |
黄金分割买点 |
买入 |
140.29014999999998 |
5400.0 |
¥75.8万 |
|
| 2019-11-26 |
跌破0.618止损 |
卖出 |
144.4554 |
5400.0 |
¥78.0万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
154.99 |
5100.0 |
¥79.1万 |
|
| 2019-12-20 |
跌破0.618止损 |
卖出 |
148.68117 |
5100.0 |
¥75.8万 |
止损触发 |
| 2020-02-05 |
黄金分割买点 |
买入 |
165.165 |
4500.0 |
¥74.3万 |
|
| 2020-02-18 |
重回前高 |
卖出 |
218.91087 |
4500.0 |
¥98.5万 |
|
| 2020-03-23 |
黄金分割买点 |
买入 |
199.19899999999998 |
4700.0 |
¥93.7万 |
|
| 2020-05-14 |
跌破0.618止损 |
卖出 |
178.1217 |
4700.0 |
¥83.7万 |
止损触发 |
| 2020-12-15 |
黄金分割买点 |
买入 |
113.12301 |
7900.0 |
¥89.4万 |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
106.28361 |
7900.0 |
¥83.9万 |
止损触发 |
| 2021-01-26 |
黄金分割买点 |
买入 |
121.73160999999999 |
6900.0 |
¥84.0万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
112.06782000000001 |
6900.0 |
¥77.3万 |
止损触发 |
| 2021-06-09 |
黄金分割买点 |
买入 |
95.19509999999998 |
8100.0 |
¥77.1万 |
|
| 2021-06-24 |
重回前高 |
卖出 |
100.5 |
8100.0 |
¥81.4万 |
|
| 2021-08-09 |
黄金分割买点 |
买入 |
106.73662999999998 |
7600.0 |
¥81.1万 |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
95.92398 |
7600.0 |
¥72.9万 |
止损触发 |
| 2021-11-03 |
黄金分割买点 |
买入 |
106.78667999999999 |
6800.0 |
¥72.6万 |
|
| 2022-02-21 |
跌破0.618止损 |
卖出 |
108.64125 |
6800.0 |
¥73.9万 |
止损触发 |
| 2022-03-03 |
黄金分割买点 |
买入 |
113.84372999999998 |
6600.0 |
¥75.2万 |
|
| 2022-03-04 |
跌破0.618止损 |
卖出 |
108.94095 |
6600.0 |
¥71.9万 |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
98.4984 |
7200.0 |
¥70.9万 |
|
| 2022-06-15 |
跌破0.618止损 |
卖出 |
92.907 |
7200.0 |
¥66.9万 |
止损触发 |
| 2022-06-20 |
黄金分割买点 |
买入 |
93.58348999999998 |
7200.0 |
¥67.4万 |
|
| 2022-07-06 |
跌破0.618止损 |
卖出 |
91.5084 |
7200.0 |
¥65.9万 |
止损触发 |
| 2022-08-08 |
黄金分割买点 |
买入 |
93.09299999999999 |
7100.0 |
¥66.1万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
88.45146000000001 |
7100.0 |
¥62.8万 |
止损触发 |
| 2023-02-20 |
黄金分割买点 |
买入 |
81.59151 |
7700.0 |
¥62.8万 |
|
| 2023-03-23 |
重回前高 |
卖出 |
91.34855999999999 |
7700.0 |
¥70.3万 |
|
| 2023-04-14 |
黄金分割买点 |
买入 |
88.74865999999999 |
7900.0 |
¥70.1万 |
|
| 2023-04-27 |
跌破0.618止损 |
卖出 |
81.89802 |
7900.0 |
¥64.7万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
79.57 |
8100.0 |
¥64.5万 |
|
| 2023-08-02 |
跌破0.618止损 |
卖出 |
75.14 |
8100.0 |
¥60.8万 |
止损触发 |
| 2023-08-03 |
黄金分割买点 |
买入 |
77.12704999999998 |
7800.0 |
¥60.2万 |
|
| 2023-08-10 |
跌破0.618止损 |
卖出 |
75.88404 |
7800.0 |
¥59.2万 |
止损触发 |
| 2023-10-31 |
黄金分割买点 |
买入 |
70.00993999999999 |
8600.0 |
¥60.2万 |
|
| 2023-11-15 |
重回前高 |
卖出 |
75.8241 |
8600.0 |
¥65.2万 |
|
| 2023-12-06 |
黄金分割买点 |
买入 |
70.4704 |
9200.0 |
¥64.9万 |
|
| 2023-12-25 |
跌破0.618止损 |
卖出 |
67.61232000000001 |
9200.0 |
¥62.2万 |
止损触发 |
| 2023-12-29 |
黄金分割买点 |
买入 |
70.77069999999999 |
8800.0 |
¥62.3万 |
|
| 2024-01-05 |
跌破0.618止损 |
卖出 |
67.01292 |
8800.0 |
¥59.0万 |
止损触发 |
| 2024-02-27 |
黄金分割买点 |
买入 |
62.86279999999999 |
9300.0 |
¥58.5万 |
|
| 2024-03-07 |
重回前高 |
卖出 |
79.0 |
9300.0 |
¥73.4万 |
|
| 2024-07-25 |
黄金分割买点 |
买入 |
110.10999999999999 |
6600.0 |
¥72.7万 |
|
| 2024-08-08 |
跌破0.618止损 |
卖出 |
100.75914 |
6600.0 |
¥66.5万 |
止损触发 |
| 2024-08-23 |
黄金分割买点 |
买入 |
108.73862999999999 |
6200.0 |
¥67.4万 |
|
| 2024-08-28 |
跌破0.618止损 |
卖出 |
105.7941 |
6200.0 |
¥65.6万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
108.55845 |
6000.0 |
¥65.2万 |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
102.897 |
6000.0 |
¥61.7万 |
止损触发 |
| 2024-10-24 |
黄金分割买点 |
买入 |
108.10799999999999 |
5700.0 |
¥61.6万 |
|
| 2024-11-04 |
跌破0.618止损 |
卖出 |
101.78811000000002 |
5700.0 |
¥58.0万 |
止损触发 |
| 2024-11-06 |
黄金分割买点 |
买入 |
107.76765999999996 |
5400.0 |
¥58.2万 |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
98.29161 |
5400.0 |
¥53.1万 |
止损触发 |
| 2024-12-18 |
黄金分割买点 |
买入 |
109.17906999999998 |
4800.0 |
¥52.4万 |
|
| 2025-01-22 |
重回前高 |
卖出 |
133.6662 |
4800.0 |
¥64.1万 |
|
| 2025-02-06 |
黄金分割买点 |
买入 |
122.02189999999999 |
5300.0 |
¥64.7万 |
|
| 2025-02-13 |
重回前高 |
卖出 |
142.84701 |
5300.0 |
¥75.7万 |
|
| 2025-03-03 |
黄金分割买点 |
买入 |
130.5 |
5800.0 |
¥75.7万 |
|
| 2025-03-04 |
跌破0.618止损 |
卖出 |
119.88 |
5800.0 |
¥69.5万 |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
131.13099999999997 |
5300.0 |
¥69.5万 |
|
| 2025-03-25 |
跌破0.618止损 |
卖出 |
133.01685 |
5300.0 |
¥70.5万 |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
107.14703999999999 |
6600.0 |
¥70.7万 |
|
| 2025-07-09 |
重回前高 |
卖出 |
117.82205999999998 |
6600.0 |
¥77.7万 |
|
| 2025-10-20 |
黄金分割买点 |
买入 |
199.19899999999998 |
3900.0 |
¥77.7万 |
|
| 2025-12-01 |
跌破0.618止损 |
卖出 |
197.1027 |
3900.0 |
¥76.8万 |
止损触发 |
| 2025-12-19 |
黄金分割买点 |
买入 |
219.29907999999998 |
3500.0 |
¥76.8万 |
|
| 2026-01-22 |
重回前高 |
卖出 |
252.1 |
3500.0 |
¥88.2万 |
|
| 2026-01-30 |
黄金分割买点 |
买入 |
229.51928999999996 |
3800.0 |
¥87.2万 |
|
| 2026-02-27 |
重回前高 |
卖出 |
283.716 |
3800.0 |
¥1.08M |
|
| 2026-03-13 |
黄金分割买点 |
买入 |
250.24999999999994 |
4300.0 |
¥1.08M |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
236.57319 |
4300.0 |
¥1.02M |
止损触发 |
| 2026-04-13 |
黄金分割买点 |
买入 |
259.25899999999996 |
3900.0 |
¥1.01M |
|
| 2026-04-22 |
重回前高 |
卖出 |
296.52317999999997 |
3900.0 |
¥1.16M |
|
| 2026-07-14 |
黄金分割买点 |
买入 |
400.4 |
2900.0 |
¥1.16M |
|
| 2026-07-20 |
跌破0.618止损 |
卖出 |
343.67598 |
2900.0 |
¥99.6万 |
止损触发 |
| 2026-08-18 |
黄金分割买点 |
买入 |
393.0 |
2500.0 |
¥98.3万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
348.71094 |
2500.0 |
¥87.2万 |
止损触发 |
| 2026-09-11 |
黄金分割买点 |
买入 |
388.79841 |
2200.0 |
¥85.6万 |
|
| 2026-10-12 |
跌破0.618止损 |
卖出 |
344.655 |
2200.0 |
¥75.8万 |
止损触发 |