000617 中油资本 — 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: ¥52.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -47.54%）
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 42 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 |
2015-05-07 |
2015-05-27 |
14.198438254 |
18.521459999999998 |
¥30.3万 |
+30.41% |
重回前高 |
| 2 |
2015-06-26 |
2015-06-29 |
17.242391165999997 |
16.2837 |
¥-6.9万 |
-5.59% |
跌破0.618止损 |
| 3 |
2015-08-18 |
2015-08-24 |
15.52015465 |
11.188799999999999 |
¥-33.9万 |
-27.93% |
跌破0.618止损 |
| 4 |
2015-09-23 |
2016-01-06 |
12.456175731999997 |
12.87711 |
¥2.9万 |
+3.35% |
跌破0.618止损 |
| 5 |
2017-03-07 |
2017-03-16 |
20.246292066 |
19.26 |
¥-4.5万 |
-4.90% |
跌破0.618止损 |
| 6 |
2017-07-20 |
2017-07-25 |
16.701689004 |
18.19179 |
¥7.8万 |
+8.89% |
重回前高 |
| 7 |
2017-08-14 |
2017-10-19 |
16.531467952999996 |
17.132849999999998 |
¥3.4万 |
+3.61% |
跌破0.618止损 |
| 8 |
2018-01-22 |
2018-02-01 |
15.309881586999998 |
14.32566 |
¥-6.4万 |
-6.46% |
跌破0.618止损 |
| 9 |
2018-03-07 |
2018-03-27 |
14.10423 |
13.53645 |
¥-3.7万 |
-4.05% |
跌破0.618止损 |
| 10 |
2018-04-13 |
2018-04-17 |
14.0182042 |
12.92 |
¥-6.9万 |
-7.86% |
跌破0.618止损 |
| 11 |
2018-09-05 |
2018-09-11 |
11.224576362999999 |
10.72926 |
¥-3.6万 |
-4.44% |
跌破0.618止损 |
| 12 |
2018-10-25 |
2018-12-26 |
10.033029005999998 |
10.11987 |
¥6,302 |
+0.84% |
跌破0.618止损 |
| 13 |
2019-01-02 |
2019-01-03 |
10.703209999999999 |
10.14984 |
¥-4.1万 |
-5.20% |
跌破0.618止损 |
| 14 |
2019-03-29 |
2019-05-07 |
13.307280986999997 |
11.67 |
¥-9.2万 |
-12.33% |
跌破0.618止损 |
| 15 |
2019-08-28 |
2019-11-12 |
12.055655611999999 |
11.79819 |
¥-1.4万 |
-2.17% |
跌破0.618止损 |
| 16 |
2020-01-07 |
2020-01-14 |
12.115733629999998 |
11.668319999999998 |
¥-2.4万 |
-3.72% |
跌破0.618止损 |
| 17 |
2020-02-20 |
2020-03-17 |
10.753965221999998 |
9.920069999999999 |
¥-4.8万 |
-7.78% |
跌破0.618止损 |
| 18 |
2021-02-26 |
2021-03-03 |
6.638620989 |
6.50349 |
¥-1.2万 |
-2.06% |
跌破0.618止损 |
| 19 |
2021-04-02 |
2021-04-06 |
6.949024082 |
6.5934 |
¥-2.7万 |
-5.15% |
跌破0.618止损 |
| 20 |
2021-09-10 |
2021-09-28 |
5.687385703999998 |
5.3946000000000005 |
¥-2.7万 |
-5.18% |
跌破0.618止损 |
| 21 |
2022-03-08 |
2022-03-09 |
5.477112640999999 |
5.25474 |
¥-2.1万 |
-4.09% |
跌破0.618止损 |
| 22 |
2022-06-13 |
2022-07-07 |
4.886345463999999 |
4.54545 |
¥-3.4万 |
-7.00% |
跌破0.618止损 |
| 23 |
2022-08-29 |
2022-09-20 |
4.806241439999999 |
4.75524 |
¥-4,823 |
-1.09% |
跌破0.618止损 |
| 24 |
2022-11-18 |
2022-11-30 |
4.9864754940000005 |
6.23376 |
¥11.1万 |
+24.98% |
重回前高 |
| 25 |
2022-12-14 |
2022-12-21 |
6.528477955999999 |
5.9840100000000005 |
¥-4.6万 |
-8.37% |
跌破0.618止损 |
| 26 |
2023-03-22 |
2023-03-27 |
6.708712009999999 |
6.33366 |
¥-2.8万 |
-5.62% |
跌破0.618止损 |
| 27 |
2023-04-25 |
2023-05-08 |
7.059167114999999 |
8.58141 |
¥10.4万 |
+21.53% |
重回前高 |
| 28 |
2023-05-17 |
2023-06-09 |
8.120545432999998 |
7.46253 |
¥-4.7万 |
-8.13% |
跌破0.618止损 |
| 29 |
2024-02-02 |
2024-02-06 |
5.737450719 |
5.14485 |
¥-5.5万 |
-10.36% |
跌破0.618止损 |
| 30 |
2024-02-07 |
2024-04-11 |
5.697398707 |
5.4445500000000004 |
¥-2.2万 |
-4.47% |
跌破0.618止损 |
| 31 |
2024-04-18 |
2024-05-27 |
5.737450719000001 |
5.7642299999999995 |
¥2,004 |
+0.44% |
跌破0.618止损 |
| 32 |
2024-06-17 |
2024-06-20 |
5.757476724999999 |
5.65434 |
¥-8,282 |
-1.82% |
跌破0.618止损 |
| 33 |
2024-10-17 |
2024-12-25 |
7.7801033309999985 |
7.17282 |
¥-3.6万 |
-7.83% |
跌破0.618止损 |
| 34 |
2025-04-28 |
2025-05-26 |
7.239401169 |
6.71328 |
¥-3.1万 |
-7.30% |
跌破0.618止损 |
| 35 |
2025-06-17 |
2025-07-09 |
7.149284141999998 |
8.641350000000001 |
¥8.1万 |
+20.83% |
重回前高 |
| 36 |
2025-08-01 |
2025-08-22 |
8.621195582999999 |
10.73925 |
¥11.5万 |
+24.53% |
重回前高 |
| 37 |
2025-09-04 |
2025-10-24 |
10.894147263999999 |
10.3 |
¥-3.2万 |
-5.48% |
跌破0.618止损 |
| 38 |
2026-01-15 |
2026-01-16 |
9.862807954999997 |
9.70029 |
¥-9,115 |
-1.68% |
跌破0.618止损 |
| 39 |
2026-03-03 |
2026-03-05 |
9.542391858999999 |
8.941049999999999 |
¥-3.4万 |
-6.33% |
跌破0.618止损 |
| 40 |
2026-03-17 |
2026-03-20 |
9.612482879999998 |
10.4895 |
¥4.6万 |
+9.09% |
重回前高 |
| 41 |
2026-03-23 |
2026-04-15 |
9.712612909999997 |
9.67032 |
¥-2,526 |
-0.47% |
跌破0.618止损 |
| 42 |
2026-09-04 |
2026-09-14 |
7.209362159999999 |
6.82317 |
¥-3.0万 |
-5.39% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
14.194179999999998 |
70200.0 |
¥99.7万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
18.521459999999998 |
70200.0 |
¥1.30M |
|
| 2015-06-26 |
黄金分割买点 |
买入 |
17.237219999999997 |
72100.0 |
¥1.24M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
16.2837 |
72100.0 |
¥1.17M |
止损触发 |
| 2015-08-18 |
黄金分割买点 |
买入 |
15.5155 |
78300.0 |
¥1.22M |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
11.188799999999999 |
78300.0 |
¥87.6万 |
止损触发 |
| 2015-09-23 |
黄金分割买点 |
买入 |
12.452439999999998 |
69100.0 |
¥86.1万 |
|
| 2016-01-06 |
跌破0.618止损 |
卖出 |
12.87711 |
69100.0 |
¥89.0万 |
止损触发 |
| 2017-03-07 |
黄金分割买点 |
买入 |
20.240219999999997 |
44900.0 |
¥90.9万 |
|
| 2017-03-16 |
跌破0.618止损 |
卖出 |
19.26 |
44900.0 |
¥86.5万 |
止损触发 |
| 2017-07-20 |
黄金分割买点 |
买入 |
16.696679999999997 |
52400.0 |
¥87.5万 |
|
| 2017-07-25 |
重回前高 |
卖出 |
18.19179 |
52400.0 |
¥95.3万 |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
16.52651 |
57700.0 |
¥95.4万 |
|
| 2017-10-19 |
跌破0.618止损 |
卖出 |
17.132849999999998 |
57700.0 |
¥98.8万 |
止损触发 |
| 2018-01-22 |
黄金分割买点 |
买入 |
15.305289999999998 |
64500.0 |
¥98.7万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
14.32566 |
64500.0 |
¥92.4万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
14.1 |
65500.0 |
¥92.4万 |
|
| 2018-03-27 |
跌破0.618止损 |
卖出 |
13.53645 |
65500.0 |
¥88.6万 |
止损触发 |
| 2018-04-13 |
黄金分割买点 |
买入 |
14.014 |
62900.0 |
¥88.2万 |
|
| 2018-04-17 |
跌破0.618止损 |
卖出 |
12.92 |
62900.0 |
¥81.2万 |
止损触发 |
| 2018-09-05 |
黄金分割买点 |
买入 |
11.22121 |
72300.0 |
¥81.2万 |
|
| 2018-09-11 |
跌破0.618止损 |
卖出 |
10.72926 |
72300.0 |
¥77.5万 |
止损触发 |
| 2018-10-25 |
黄金分割买点 |
买入 |
10.030019999999999 |
75200.0 |
¥75.4万 |
|
| 2018-12-26 |
跌破0.618止损 |
卖出 |
10.11987 |
75200.0 |
¥76.1万 |
止损触发 |
| 2019-01-02 |
黄金分割买点 |
买入 |
10.7 |
73200.0 |
¥78.3万 |
|
| 2019-01-03 |
跌破0.618止损 |
卖出 |
10.14984 |
73200.0 |
¥74.3万 |
止损触发 |
| 2019-03-29 |
黄金分割买点 |
买入 |
13.303289999999997 |
56200.0 |
¥74.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
11.67 |
56200.0 |
¥65.6万 |
止损触发 |
| 2019-08-28 |
黄金分割买点 |
买入 |
12.052039999999998 |
54400.0 |
¥65.6万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
11.79819 |
54400.0 |
¥64.2万 |
止损触发 |
| 2020-01-07 |
黄金分割买点 |
买入 |
12.112099999999998 |
52500.0 |
¥63.6万 |
|
| 2020-01-14 |
跌破0.618止损 |
卖出 |
11.668319999999998 |
52500.0 |
¥61.2万 |
止损触发 |
| 2020-02-20 |
黄金分割买点 |
买入 |
10.750739999999999 |
57500.0 |
¥61.8万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
9.920069999999999 |
57500.0 |
¥57.0万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
6.636629999999999 |
84800.0 |
¥56.3万 |
|
| 2021-03-03 |
跌破0.618止损 |
卖出 |
6.50349 |
84800.0 |
¥55.1万 |
止损触发 |
| 2021-04-02 |
黄金分割买点 |
买入 |
6.94694 |
76900.0 |
¥53.4万 |
|
| 2021-04-06 |
跌破0.618止损 |
卖出 |
6.5934 |
76900.0 |
¥50.7万 |
止损触发 |
| 2021-09-10 |
黄金分割买点 |
买入 |
5.685679999999999 |
93400.0 |
¥53.1万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
5.3946000000000005 |
93400.0 |
¥50.4万 |
止损触发 |
| 2022-03-08 |
黄金分割买点 |
买入 |
5.475469999999999 |
91900.0 |
¥50.3万 |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
5.25474 |
91900.0 |
¥48.3万 |
止损触发 |
| 2022-06-13 |
黄金分割买点 |
买入 |
4.884879999999999 |
98500.0 |
¥48.1万 |
|
| 2022-07-07 |
跌破0.618止损 |
卖出 |
4.54545 |
98500.0 |
¥44.8万 |
止损触发 |
| 2022-08-29 |
黄金分割买点 |
买入 |
4.804799999999999 |
92000.0 |
¥44.2万 |
|
| 2022-09-20 |
跌破0.618止损 |
卖出 |
4.75524 |
92000.0 |
¥43.7万 |
止损触发 |
| 2022-11-18 |
黄金分割买点 |
买入 |
4.98498 |
89200.0 |
¥44.5万 |
|
| 2022-11-30 |
重回前高 |
卖出 |
6.23376 |
89200.0 |
¥55.6万 |
|
| 2022-12-14 |
黄金分割买点 |
买入 |
6.526519999999999 |
83300.0 |
¥54.4万 |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
5.9840100000000005 |
83300.0 |
¥49.8万 |
止损触发 |
| 2023-03-22 |
黄金分割买点 |
买入 |
6.7067 |
74100.0 |
¥49.7万 |
|
| 2023-03-27 |
跌破0.618止损 |
卖出 |
6.33366 |
74100.0 |
¥46.9万 |
止损触发 |
| 2023-04-25 |
黄金分割买点 |
买入 |
7.057049999999999 |
68400.0 |
¥48.3万 |
|
| 2023-05-08 |
重回前高 |
卖出 |
8.58141 |
68400.0 |
¥58.7万 |
|
| 2023-05-17 |
黄金分割买点 |
买入 |
8.118109999999998 |
71400.0 |
¥58.0万 |
|
| 2023-06-09 |
跌破0.618止损 |
卖出 |
7.46253 |
71400.0 |
¥53.3万 |
止损触发 |
| 2024-02-02 |
黄金分割买点 |
买入 |
5.735730000000001 |
92800.0 |
¥53.2万 |
|
| 2024-02-06 |
跌破0.618止损 |
卖出 |
5.14485 |
92800.0 |
¥47.7万 |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
5.69569 |
84500.0 |
¥48.1万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
5.4445500000000004 |
84500.0 |
¥46.0万 |
止损触发 |
| 2024-04-18 |
黄金分割买点 |
买入 |
5.73573 |
80000.0 |
¥45.9万 |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
5.7642299999999995 |
80000.0 |
¥46.1万 |
止损触发 |
| 2024-06-17 |
黄金分割买点 |
买入 |
5.755749999999999 |
79000.0 |
¥45.5万 |
|
| 2024-06-20 |
跌破0.618止损 |
卖出 |
5.65434 |
79000.0 |
¥44.7万 |
止损触发 |
| 2024-10-17 |
黄金分割买点 |
买入 |
7.7777699999999985 |
58600.0 |
¥45.6万 |
|
| 2024-12-25 |
跌破0.618止损 |
卖出 |
7.17282 |
58600.0 |
¥42.0万 |
止损触发 |
| 2025-04-28 |
黄金分割买点 |
买入 |
7.237229999999999 |
58000.0 |
¥42.0万 |
|
| 2025-05-26 |
跌破0.618止损 |
卖出 |
6.71328 |
58000.0 |
¥38.9万 |
止损触发 |
| 2025-06-17 |
黄金分割买点 |
买入 |
7.1471399999999985 |
54300.0 |
¥38.8万 |
|
| 2025-07-09 |
重回前高 |
卖出 |
8.641350000000001 |
54300.0 |
¥46.9万 |
|
| 2025-08-01 |
黄金分割买点 |
买入 |
8.618609999999999 |
54300.0 |
¥46.8万 |
|
| 2025-08-22 |
重回前高 |
卖出 |
10.73925 |
54300.0 |
¥58.3万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
10.89088 |
53600.0 |
¥58.4万 |
|
| 2025-10-24 |
跌破0.618止损 |
卖出 |
10.3 |
53600.0 |
¥55.2万 |
止损触发 |
| 2026-01-15 |
黄金分割买点 |
买入 |
9.859849999999998 |
55100.0 |
¥54.3万 |
|
| 2026-01-16 |
跌破0.618止损 |
卖出 |
9.70029 |
55100.0 |
¥53.4万 |
止损触发 |
| 2026-03-03 |
黄金分割买点 |
买入 |
9.53953 |
56500.0 |
¥53.9万 |
|
| 2026-03-05 |
跌破0.618止损 |
卖出 |
8.941049999999999 |
56500.0 |
¥50.5万 |
止损触发 |
| 2026-03-17 |
黄金分割买点 |
买入 |
9.609599999999999 |
52100.0 |
¥50.1万 |
|
| 2026-03-20 |
重回前高 |
卖出 |
10.4895 |
52100.0 |
¥54.6万 |
|
| 2026-03-23 |
黄金分割买点 |
买入 |
9.709699999999998 |
55900.0 |
¥54.3万 |
|
| 2026-04-15 |
跌破0.618止损 |
卖出 |
9.67032 |
55900.0 |
¥54.0万 |
止损触发 |
| 2026-09-04 |
黄金分割买点 |
买入 |
7.207199999999999 |
76800.0 |
¥55.4万 |
|
| 2026-09-14 |
跌破0.618止损 |
卖出 |
6.82317 |
76800.0 |
¥52.4万 |
止损触发 |