002920 德赛西威 — 斐波那契回调 回测明细
数据区间: 2017-12-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥59.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -40.13%）
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 |
2018-04-16 |
2018-04-23 |
39.0117 |
34.14582 |
¥-12.3万 |
-12.50% |
跌破0.618止损 |
| 2 |
2018-11-19 |
2018-12-20 |
20.376461104999997 |
17.99199 |
¥-10.3万 |
-11.73% |
跌破0.618止损 |
| 3 |
2019-04-25 |
2019-05-06 |
28.286733475 |
23.976 |
¥-11.7万 |
-15.26% |
跌破0.618止损 |
| 4 |
2019-07-18 |
2019-08-12 |
25.643300682999996 |
23.096880000000002 |
¥-6.4万 |
-9.96% |
跌破0.618止损 |
| 5 |
2019-08-15 |
2019-08-26 |
23.730817109999997 |
21.95802 |
¥-4.4万 |
-7.50% |
跌破0.618止损 |
| 6 |
2019-09-26 |
2019-09-27 |
25.222754557000002 |
24.22575 |
¥-2.2万 |
-3.98% |
跌破0.618止损 |
| 7 |
2019-11-01 |
2019-12-11 |
25.032507499999998 |
28.69128 |
¥7.6万 |
+14.58% |
重回前高 |
| 8 |
2020-03-10 |
2020-03-17 |
39.951881969999995 |
36.913050000000005 |
¥-4.6万 |
-7.63% |
跌破0.618止损 |
| 9 |
2020-09-07 |
2020-09-10 |
67.32743217199999 |
60.90903 |
¥-5.3万 |
-9.56% |
跌破0.618止损 |
| 10 |
2020-09-15 |
2020-10-23 |
65.00441547599999 |
66.05388 |
¥7,825 |
+1.58% |
跌破0.618止损 |
| 11 |
2020-11-26 |
2020-12-10 |
74.67697637399999 |
69.93 |
¥-3.1万 |
-6.38% |
跌破0.618止损 |
| 12 |
2020-12-22 |
2020-12-28 |
78.241605442 |
70.63928999999999 |
¥-4.7万 |
-9.74% |
跌破0.618止损 |
| 13 |
2020-12-29 |
2021-01-12 |
74.747067395 |
97.5024 |
¥12.7万 |
+30.40% |
重回前高 |
| 14 |
2021-02-22 |
2021-03-01 |
103.63458105 |
90.43947 |
¥-7.1万 |
-12.76% |
跌破0.618止损 |
| 15 |
2021-04-23 |
2021-05-24 |
101.13133029999999 |
108.61128 |
¥3.5万 |
+7.36% |
重回前高 |
| 16 |
2021-06-17 |
2021-07-08 |
97.78698729799999 |
116.01 |
¥9.6万 |
+18.60% |
重回前高 |
| 17 |
2021-07-15 |
2021-07-19 |
108.070341379 |
100.2 |
¥-4.4万 |
-7.31% |
跌破0.618止损 |
| 18 |
2021-07-20 |
2021-07-28 |
110.58360513199999 |
105.02486999999998 |
¥-2.9万 |
-5.06% |
跌破0.618止损 |
| 19 |
2021-08-04 |
2021-08-09 |
111.58346499999999 |
104.83506 |
¥-3.3万 |
-6.08% |
跌破0.618止损 |
| 20 |
2021-10-22 |
2021-11-22 |
97.00597306399999 |
126.72 |
¥15.7万 |
+30.59% |
重回前高 |
| 21 |
2022-01-05 |
2022-02-09 |
132.75239377399998 |
120.20966999999999 |
¥-6.3万 |
-9.48% |
跌破0.618止损 |
| 22 |
2022-05-06 |
2022-06-06 |
119.23483972399998 |
141.60825 |
¥10.7万 |
+18.73% |
重回前高 |
| 23 |
2022-08-11 |
2022-08-26 |
168.21845039999997 |
157.19265 |
¥-4.7万 |
-6.58% |
跌破0.618止损 |
| 24 |
2023-01-09 |
2023-02-02 |
123.96097713999998 |
133.9 |
¥5.3万 |
+7.99% |
重回前高 |
| 25 |
2023-02-13 |
2023-02-20 |
122.52911771099998 |
115.94394 |
¥-3.8万 |
-5.40% |
跌破0.618止损 |
| 26 |
2023-06-01 |
2023-06-21 |
112.786465792 |
157.842 |
¥27.0万 |
+39.91% |
重回前高 |
| 27 |
2023-08-15 |
2023-09-07 |
148.943419625 |
138.87098999999998 |
¥-6.5万 |
-6.79% |
跌破0.618止损 |
| 28 |
2023-11-16 |
2023-12-01 |
135.83639869799998 |
129.2706 |
¥-4.3万 |
-4.86% |
跌破0.618止损 |
| 29 |
2024-02-28 |
2024-05-22 |
108.01026336099999 |
102.68721000000001 |
¥-4.2万 |
-4.96% |
跌破0.618止损 |
| 30 |
2024-09-06 |
2024-09-10 |
97.50662321399999 |
89.31 |
¥-6.7万 |
-8.43% |
跌破0.618止损 |
| 31 |
2024-09-25 |
2024-10-08 |
98.1274294 |
131.63823000000002 |
¥25.1万 |
+34.11% |
重回前高 |
| 32 |
2024-10-14 |
2024-12-24 |
115.14953449999999 |
111.3885 |
¥-3.2万 |
-3.30% |
跌破0.618止损 |
| 33 |
2025-02-12 |
2025-03-31 |
126.20388981199999 |
111.86802 |
¥-10.8万 |
-11.39% |
跌破0.618止损 |
| 34 |
2025-06-03 |
2025-06-09 |
109.64238284999998 |
99.64026 |
¥-7.6万 |
-9.15% |
跌破0.618止损 |
| 35 |
2025-07-30 |
2025-08-01 |
106.59196800000001 |
101.53 |
¥-3.7万 |
-4.78% |
跌破0.618止损 |
| 36 |
2025-08-07 |
2025-08-21 |
106.13783179999999 |
119.6802 |
¥9.3万 |
+12.73% |
重回前高 |
| 37 |
2025-09-11 |
2025-10-29 |
118.533929514 |
119.6802 |
¥7,662 |
+0.94% |
跌破0.618止损 |
| 38 |
2026-01-28 |
2026-02-09 |
127.49556719899998 |
119.83004999999999 |
¥-5.0万 |
-6.04% |
跌破0.618止损 |
| 39 |
2026-02-25 |
2026-03-03 |
123.780743086 |
121.16871 |
¥-1.7万 |
-2.14% |
跌破0.618止损 |
| 40 |
2026-05-28 |
2026-06-01 |
110.89400822499998 |
101.65824 |
¥-6.3万 |
-8.36% |
跌破0.618止损 |
| 41 |
2026-08-06 |
2026-08-17 |
96.10480279399998 |
90.54936000000001 |
¥-4.1万 |
-5.81% |
跌破0.618止损 |
| 42 |
2026-08-31 |
2026-09-11 |
88.605063547 |
82.6173 |
¥-4.5万 |
-6.79% |
跌破0.618止损 |
| 43 |
2026-11-12 |
2026-11-13 |
85.37086357799998 |
81.99 |
¥-2.5万 |
-3.99% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-04-16 |
黄金分割买点 |
买入 |
39.0 |
25300.0 |
¥98.7万 |
|
| 2018-04-23 |
跌破0.618止损 |
卖出 |
34.14582 |
25300.0 |
¥86.4万 |
止损触发 |
| 2018-11-19 |
黄金分割买点 |
买入 |
20.37035 |
42900.0 |
¥87.4万 |
|
| 2018-12-20 |
跌破0.618止损 |
卖出 |
17.99199 |
42900.0 |
¥77.2万 |
止损触发 |
| 2019-04-25 |
黄金分割买点 |
买入 |
28.27825 |
27100.0 |
¥76.7万 |
|
| 2019-05-06 |
跌破0.618止损 |
卖出 |
23.976 |
27100.0 |
¥65.0万 |
止损触发 |
| 2019-07-18 |
黄金分割买点 |
买入 |
25.635609999999993 |
25200.0 |
¥64.6万 |
|
| 2019-08-12 |
跌破0.618止损 |
卖出 |
23.096880000000002 |
25200.0 |
¥58.2万 |
止损触发 |
| 2019-08-15 |
黄金分割买点 |
买入 |
23.723699999999997 |
24500.0 |
¥58.1万 |
|
| 2019-08-26 |
跌破0.618止损 |
卖出 |
21.95802 |
24500.0 |
¥53.8万 |
止损触发 |
| 2019-09-26 |
黄金分割买点 |
买入 |
25.21519 |
21700.0 |
¥54.7万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
24.22575 |
21700.0 |
¥52.6万 |
止损触发 |
| 2019-11-01 |
黄金分割买点 |
买入 |
25.025 |
20900.0 |
¥52.3万 |
|
| 2019-12-11 |
重回前高 |
卖出 |
28.69128 |
20900.0 |
¥59.9万 |
|
| 2020-03-10 |
黄金分割买点 |
买入 |
39.939899999999994 |
15000.0 |
¥59.9万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
36.913050000000005 |
15000.0 |
¥55.4万 |
止损触发 |
| 2020-09-07 |
黄金分割买点 |
买入 |
67.30724 |
8200.0 |
¥55.2万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
60.90903 |
8200.0 |
¥49.9万 |
止损触发 |
| 2020-09-15 |
黄金分割买点 |
买入 |
64.98491999999999 |
7600.0 |
¥49.4万 |
|
| 2020-10-23 |
跌破0.618止损 |
卖出 |
66.05388 |
7600.0 |
¥50.2万 |
止损触发 |
| 2020-11-26 |
黄金分割买点 |
买入 |
74.65458 |
6600.0 |
¥49.3万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
69.93 |
6600.0 |
¥46.1万 |
止损触发 |
| 2020-12-22 |
黄金分割买点 |
买入 |
78.21813999999999 |
6100.0 |
¥47.7万 |
|
| 2020-12-28 |
跌破0.618止损 |
卖出 |
70.63928999999999 |
6100.0 |
¥43.1万 |
止损触发 |
| 2020-12-29 |
黄金分割买点 |
买入 |
74.72465 |
5600.0 |
¥41.9万 |
|
| 2021-01-12 |
重回前高 |
卖出 |
97.5024 |
5600.0 |
¥54.6万 |
|
| 2021-02-22 |
黄金分割买点 |
买入 |
103.60349999999998 |
5400.0 |
¥56.0万 |
|
| 2021-03-01 |
跌破0.618止损 |
卖出 |
90.43947 |
5400.0 |
¥48.8万 |
止损触发 |
| 2021-04-23 |
黄金分割买点 |
买入 |
101.10099999999998 |
4700.0 |
¥47.5万 |
|
| 2021-05-24 |
重回前高 |
卖出 |
108.61128 |
4700.0 |
¥51.0万 |
|
| 2021-06-17 |
黄金分割买点 |
买入 |
97.75765999999999 |
5300.0 |
¥51.8万 |
|
| 2021-07-08 |
重回前高 |
卖出 |
116.01 |
5300.0 |
¥61.5万 |
|
| 2021-07-15 |
黄金分割买点 |
买入 |
108.03792999999999 |
5600.0 |
¥60.5万 |
|
| 2021-07-19 |
跌破0.618止损 |
卖出 |
100.2 |
5600.0 |
¥56.1万 |
止损触发 |
| 2021-07-20 |
黄金分割买点 |
买入 |
110.55044 |
5200.0 |
¥57.5万 |
|
| 2021-07-28 |
跌破0.618止损 |
卖出 |
105.02486999999998 |
5200.0 |
¥54.6万 |
止损触发 |
| 2021-08-04 |
黄金分割买点 |
买入 |
111.55 |
4800.0 |
¥53.6万 |
|
| 2021-08-09 |
跌破0.618止损 |
卖出 |
104.83506 |
4800.0 |
¥50.3万 |
止损触发 |
| 2021-10-22 |
黄金分割买点 |
买入 |
96.97687999999998 |
5300.0 |
¥51.4万 |
|
| 2021-11-22 |
重回前高 |
卖出 |
126.72 |
5300.0 |
¥67.1万 |
|
| 2022-01-05 |
黄金分割买点 |
买入 |
132.71258 |
5000.0 |
¥66.4万 |
|
| 2022-02-09 |
跌破0.618止损 |
卖出 |
120.20966999999999 |
5000.0 |
¥60.1万 |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
119.19907999999998 |
4800.0 |
¥57.2万 |
|
| 2022-06-06 |
重回前高 |
卖出 |
141.60825 |
4800.0 |
¥68.0万 |
|
| 2022-08-11 |
黄金分割买点 |
买入 |
168.16799999999998 |
4200.0 |
¥70.7万 |
|
| 2022-08-26 |
跌破0.618止损 |
卖出 |
157.19265 |
4200.0 |
¥66.0万 |
止损触发 |
| 2023-01-09 |
黄金分割买点 |
买入 |
123.92379999999999 |
5400.0 |
¥66.9万 |
|
| 2023-02-02 |
重回前高 |
卖出 |
133.9 |
5400.0 |
¥72.3万 |
|
| 2023-02-13 |
黄金分割买点 |
买入 |
122.49237 |
5800.0 |
¥71.1万 |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
115.94394 |
5800.0 |
¥67.2万 |
止损触发 |
| 2023-06-01 |
黄金分割买点 |
买入 |
112.75264 |
6000.0 |
¥67.7万 |
|
| 2023-06-21 |
重回前高 |
卖出 |
157.842 |
6000.0 |
¥94.7万 |
|
| 2023-08-15 |
黄金分割买点 |
买入 |
148.89874999999998 |
6400.0 |
¥95.3万 |
|
| 2023-09-07 |
跌破0.618止损 |
卖出 |
138.87098999999998 |
6400.0 |
¥88.9万 |
止损触发 |
| 2023-11-16 |
黄金分割买点 |
买入 |
135.79565999999997 |
6500.0 |
¥88.3万 |
|
| 2023-12-01 |
跌破0.618止损 |
卖出 |
129.2706 |
6500.0 |
¥84.0万 |
止损触发 |
| 2024-02-28 |
黄金分割买点 |
买入 |
107.97787 |
7800.0 |
¥84.2万 |
|
| 2024-05-22 |
跌破0.618止损 |
卖出 |
102.68721000000001 |
7800.0 |
¥80.1万 |
止损触发 |
| 2024-09-06 |
黄金分割买点 |
买入 |
97.47737999999998 |
8200.0 |
¥80.0万 |
|
| 2024-09-10 |
跌破0.618止损 |
卖出 |
89.31 |
8200.0 |
¥73.2万 |
止损触发 |
| 2024-09-25 |
黄金分割买点 |
买入 |
98.09799999999998 |
7500.0 |
¥73.6万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
131.63823000000002 |
7500.0 |
¥98.7万 |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
115.11499999999998 |
8500.0 |
¥97.9万 |
|
| 2024-12-24 |
跌破0.618止损 |
卖出 |
111.3885 |
8500.0 |
¥94.7万 |
止损触发 |
| 2025-02-12 |
黄金分割买点 |
买入 |
126.16604 |
7500.0 |
¥94.7万 |
|
| 2025-03-31 |
跌破0.618止损 |
卖出 |
111.86802 |
7500.0 |
¥83.9万 |
止损触发 |
| 2025-06-03 |
黄金分割买点 |
买入 |
109.60949999999998 |
7600.0 |
¥83.3万 |
|
| 2025-06-09 |
跌破0.618止损 |
卖出 |
99.64026 |
7600.0 |
¥75.7万 |
止损触发 |
| 2025-07-30 |
黄金分割买点 |
买入 |
106.56 |
7200.0 |
¥76.7万 |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
101.53 |
7200.0 |
¥73.1万 |
止损触发 |
| 2025-08-07 |
黄金分割买点 |
买入 |
106.10599999999998 |
6900.0 |
¥73.2万 |
|
| 2025-08-21 |
重回前高 |
卖出 |
119.6802 |
6900.0 |
¥82.6万 |
|
| 2025-09-11 |
黄金分割买点 |
买入 |
118.49837999999998 |
6900.0 |
¥81.8万 |
|
| 2025-10-29 |
跌破0.618止损 |
卖出 |
119.6802 |
6900.0 |
¥82.6万 |
止损触发 |
| 2026-01-28 |
黄金分割买点 |
买入 |
127.45732999999998 |
6500.0 |
¥82.9万 |
|
| 2026-02-09 |
跌破0.618止损 |
卖出 |
119.83004999999999 |
6500.0 |
¥77.9万 |
止损触发 |
| 2026-02-25 |
黄金分割买点 |
买入 |
123.74361999999999 |
6300.0 |
¥78.0万 |
|
| 2026-03-03 |
跌破0.618止损 |
卖出 |
121.16871 |
6300.0 |
¥76.3万 |
止损触发 |
| 2026-05-28 |
黄金分割买点 |
买入 |
110.86074999999998 |
6800.0 |
¥75.4万 |
|
| 2026-06-01 |
跌破0.618止损 |
卖出 |
101.65824 |
6800.0 |
¥69.1万 |
止损触发 |
| 2026-08-06 |
黄金分割买点 |
买入 |
96.07597999999999 |
7300.0 |
¥70.2万 |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
90.54936000000001 |
7300.0 |
¥66.1万 |
止损触发 |
| 2026-08-31 |
黄金分割买点 |
买入 |
88.57848999999999 |
7500.0 |
¥66.5万 |
|
| 2026-09-11 |
跌破0.618止损 |
卖出 |
82.6173 |
7500.0 |
¥61.9万 |
止损触发 |
| 2026-11-12 |
黄金分割买点 |
买入 |
85.34526 |
7200.0 |
¥61.5万 |
|
| 2026-11-13 |
强平 |
卖出 |
81.99 |
7200 |
¥59.0万 |
回测结束强平 |