600010 包钢股份 — 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: ¥76.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -23.52%）
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 34 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 |
2015-05-12 |
2015-06-23 |
6.137970839 |
6.00399 |
¥-2.2万 |
-2.21% |
跌破0.618止损 |
| 2 |
2015-11-09 |
2015-12-01 |
4.145383241999999 |
3.78621 |
¥-8.4万 |
-8.69% |
跌破0.618止损 |
| 3 |
2016-04-12 |
2016-05-10 |
3.0639789179999997 |
2.81718 |
¥-7.2万 |
-8.08% |
跌破0.618止损 |
| 4 |
2017-03-20 |
2017-04-25 |
3.0739919209999997 |
3.0069899999999996 |
¥-1.8万 |
-2.21% |
跌破0.618止损 |
| 5 |
2017-08-14 |
2017-10-18 |
2.6634587979999997 |
2.63736 |
¥-8,067 |
-1.01% |
跌破0.618止损 |
| 6 |
2018-10-11 |
2018-10-12 |
1.572041471 |
1.51848 |
¥-2.6万 |
-3.44% |
跌破0.618止损 |
| 7 |
2018-10-31 |
2018-12-03 |
1.582054474 |
1.54845 |
¥-1.7万 |
-2.15% |
跌破0.618止损 |
| 8 |
2019-03-28 |
2019-04-30 |
1.7823145340000002 |
1.67 |
¥-4.7万 |
-6.33% |
跌破0.618止损 |
| 9 |
2019-06-12 |
2019-06-19 |
1.7622885279999996 |
1.71828 |
¥-1.8万 |
-2.53% |
跌破0.618止损 |
| 10 |
2019-06-25 |
2019-06-27 |
1.7422625219999999 |
1.6982999999999997 |
¥-1.7万 |
-2.55% |
跌破0.618止损 |
| 11 |
2020-01-08 |
2020-01-20 |
1.3617684079999999 |
1.2987 |
¥-3.1万 |
-4.66% |
跌破0.618止损 |
| 12 |
2020-07-29 |
2020-09-10 |
1.1715213509999998 |
1.26873 |
¥5.3万 |
+8.27% |
重回前高 |
| 13 |
2020-09-11 |
2020-09-24 |
1.1815343539999998 |
1.1588399999999999 |
¥-1.3万 |
-1.95% |
跌破0.618止损 |
| 14 |
2021-03-11 |
2021-03-25 |
1.7723015309999997 |
1.53846 |
¥-8.9万 |
-13.22% |
跌破0.618止损 |
| 15 |
2021-05-12 |
2021-05-21 |
1.772301531 |
1.55844 |
¥-7.0万 |
-12.09% |
跌破0.618止损 |
| 16 |
2021-07-08 |
2021-07-14 |
1.6821845039999999 |
2.23776 |
¥16.9万 |
+32.99% |
重回前高 |
| 17 |
2021-10-11 |
2021-10-25 |
3.0439529119999995 |
2.8371600000000003 |
¥-4.6万 |
-6.82% |
跌破0.618止损 |
| 18 |
2022-01-12 |
2022-01-14 |
2.733549819 |
2.6573399999999996 |
¥-1.7万 |
-2.82% |
跌破0.618止损 |
| 19 |
2022-06-09 |
2022-06-23 |
2.1327696389999997 |
2.46753 |
¥9.7万 |
+15.66% |
重回前高 |
| 20 |
2022-07-12 |
2022-08-03 |
2.2729516809999994 |
2.08791 |
¥-5.9万 |
-8.17% |
跌破0.618止损 |
| 21 |
2022-12-02 |
2022-12-22 |
1.982574594 |
1.92807 |
¥-1.8万 |
-2.78% |
跌破0.618止损 |
| 22 |
2023-02-10 |
2023-03-13 |
2.0626786179999996 |
1.9680299999999997 |
¥-3.0万 |
-4.62% |
跌破0.618止损 |
| 23 |
2024-02-19 |
2024-05-24 |
1.5219764559999998 |
1.56843 |
¥1.9万 |
+3.02% |
跌破0.618止损 |
| 24 |
2024-10-10 |
2024-11-06 |
1.6621584979999997 |
1.998 |
¥12.8万 |
+20.17% |
重回前高 |
| 25 |
2024-11-15 |
2025-01-03 |
1.9525355849999997 |
1.8181800000000001 |
¥-5.2万 |
-6.91% |
跌破0.618止损 |
| 26 |
2025-05-08 |
2025-05-26 |
1.8223665459999996 |
1.74825 |
¥-2.9万 |
-4.10% |
跌破0.618止损 |
| 27 |
2025-06-12 |
2025-07-14 |
1.822366546 |
2.1978 |
¥13.9万 |
+20.57% |
重回前高 |
| 28 |
2025-07-16 |
2025-07-25 |
2.032639609 |
2.5874099999999998 |
¥22.3万 |
+27.25% |
重回前高 |
| 29 |
2025-09-05 |
2025-11-03 |
2.433159729 |
2.74725 |
¥13.3万 |
+12.87% |
跌破0.618止损 |
| 30 |
2025-11-06 |
2025-11-19 |
2.7235368159999997 |
2.54745 |
¥-7.6万 |
-6.49% |
跌破0.618止损 |
| 31 |
2026-01-14 |
2026-01-19 |
2.5933677769999997 |
2.25 |
¥-14.5万 |
-13.27% |
跌破0.618止损 |
| 32 |
2026-01-27 |
2026-02-03 |
2.5733417709999995 |
2.38761 |
¥-6.9万 |
-7.25% |
跌破0.618止损 |
| 33 |
2026-03-12 |
2026-03-20 |
2.953835885 |
2.6173800000000003 |
¥-10.1万 |
-11.42% |
跌破0.618止损 |
| 34 |
2026-04-09 |
2026-04-27 |
2.80364084 |
2.72727 |
¥-2.1万 |
-2.75% |
跌破0.618止损 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-12 |
黄金分割买点 |
买入 |
6.13613 |
162300.0 |
¥99.6万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
6.00399 |
162300.0 |
¥97.4万 |
止损触发 |
| 2015-11-09 |
黄金分割买点 |
买入 |
4.144139999999999 |
234300.0 |
¥97.1万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
3.78621 |
234300.0 |
¥88.7万 |
止损触发 |
| 2016-04-12 |
黄金分割买点 |
买入 |
3.0630599999999997 |
289100.0 |
¥88.6万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
2.81718 |
289100.0 |
¥81.4万 |
止损触发 |
| 2017-03-20 |
黄金分割买点 |
买入 |
3.0730699999999995 |
266800.0 |
¥82.0万 |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
3.0069899999999996 |
266800.0 |
¥80.2万 |
止损触发 |
| 2017-08-14 |
黄金分割买点 |
买入 |
2.66266 |
300000.0 |
¥79.9万 |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
2.63736 |
300000.0 |
¥79.1万 |
止损触发 |
| 2018-10-11 |
黄金分割买点 |
买入 |
1.5715700000000001 |
489500.0 |
¥77.0万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
1.51848 |
489500.0 |
¥74.3万 |
止损触发 |
| 2018-10-31 |
黄金分割买点 |
买入 |
1.58158 |
485300.0 |
¥76.8万 |
|
| 2018-12-03 |
跌破0.618止损 |
卖出 |
1.54845 |
485300.0 |
¥75.1万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
1.7817800000000001 |
419100.0 |
¥74.7万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
1.67 |
419100.0 |
¥70.0万 |
止损触发 |
| 2019-06-12 |
黄金分割买点 |
买入 |
1.7617599999999998 |
399500.0 |
¥70.4万 |
|
| 2019-06-19 |
跌破0.618止损 |
卖出 |
1.71828 |
399500.0 |
¥68.6万 |
止损触发 |
| 2019-06-25 |
黄金分割买点 |
买入 |
1.7417399999999998 |
391600.0 |
¥68.2万 |
|
| 2019-06-27 |
跌破0.618止损 |
卖出 |
1.6982999999999997 |
391600.0 |
¥66.5万 |
止损触发 |
| 2020-01-08 |
黄金分割买点 |
买入 |
1.36136 |
487600.0 |
¥66.4万 |
|
| 2020-01-20 |
跌破0.618止损 |
卖出 |
1.2987 |
487600.0 |
¥63.3万 |
止损触发 |
| 2020-07-29 |
黄金分割买点 |
买入 |
1.1711699999999998 |
544600.0 |
¥63.8万 |
|
| 2020-09-10 |
重回前高 |
卖出 |
1.26873 |
544600.0 |
¥69.1万 |
|
| 2020-09-11 |
黄金分割买点 |
买入 |
1.18118 |
574800.0 |
¥67.9万 |
|
| 2020-09-24 |
跌破0.618止损 |
卖出 |
1.1588399999999999 |
574800.0 |
¥66.6万 |
止损触发 |
| 2021-03-11 |
黄金分割买点 |
买入 |
1.7717699999999998 |
377900.0 |
¥67.0万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
1.53846 |
377900.0 |
¥58.1万 |
止损触发 |
| 2021-05-12 |
黄金分割买点 |
买入 |
1.7717699999999998 |
328600.0 |
¥58.2万 |
|
| 2021-05-21 |
跌破0.618止损 |
卖出 |
1.55844 |
328600.0 |
¥51.2万 |
止损触发 |
| 2021-07-08 |
黄金分割买点 |
买入 |
1.6816799999999998 |
304800.0 |
¥51.3万 |
|
| 2021-07-14 |
重回前高 |
卖出 |
2.23776 |
304800.0 |
¥68.2万 |
|
| 2021-10-11 |
黄金分割买点 |
买入 |
3.0430399999999995 |
222900.0 |
¥67.8万 |
|
| 2021-10-25 |
跌破0.618止损 |
卖出 |
2.8371600000000003 |
222900.0 |
¥63.2万 |
止损触发 |
| 2022-01-12 |
黄金分割买点 |
买入 |
2.732729999999999 |
224700.0 |
¥61.4万 |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
2.6573399999999996 |
224700.0 |
¥59.7万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
2.1321299999999996 |
291200.0 |
¥62.1万 |
|
| 2022-06-23 |
重回前高 |
卖出 |
2.46753 |
291200.0 |
¥71.8万 |
|
| 2022-07-12 |
黄金分割买点 |
买入 |
2.27227 |
315900.0 |
¥71.8万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
2.08791 |
315900.0 |
¥65.9万 |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
1.9819799999999996 |
334200.0 |
¥66.3万 |
|
| 2022-12-22 |
跌破0.618止损 |
卖出 |
1.92807 |
334200.0 |
¥64.4万 |
止损触发 |
| 2023-02-10 |
黄金分割买点 |
买入 |
2.06206 |
310800.0 |
¥64.1万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
1.9680299999999997 |
310800.0 |
¥61.1万 |
止损触发 |
| 2024-02-19 |
黄金分割买点 |
买入 |
1.52152 |
403900.0 |
¥61.5万 |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
1.56843 |
403900.0 |
¥63.3万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
1.6616599999999997 |
381000.0 |
¥63.3万 |
|
| 2024-11-06 |
重回前高 |
卖出 |
1.998 |
381000.0 |
¥76.1万 |
|
| 2024-11-15 |
黄金分割买点 |
买入 |
1.9519499999999996 |
387600.0 |
¥75.7万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
1.8181800000000001 |
387600.0 |
¥70.5万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
1.8218199999999998 |
386700.0 |
¥70.5万 |
|
| 2025-05-26 |
跌破0.618止损 |
卖出 |
1.74825 |
386700.0 |
¥67.6万 |
止损触发 |
| 2025-06-12 |
黄金分割买点 |
买入 |
1.82182 |
371000.0 |
¥67.6万 |
|
| 2025-07-14 |
重回前高 |
卖出 |
2.1978 |
371000.0 |
¥81.5万 |
|
| 2025-07-16 |
黄金分割买点 |
买入 |
2.03203 |
402700.0 |
¥81.9万 |
|
| 2025-07-25 |
重回前高 |
卖出 |
2.5874099999999998 |
402700.0 |
¥1.04M |
|
| 2025-09-05 |
黄金分割买点 |
买入 |
2.43243 |
426100.0 |
¥1.04M |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
2.74725 |
426100.0 |
¥1.17M |
止损触发 |
| 2025-11-06 |
黄金分割买点 |
买入 |
2.72272 |
431200.0 |
¥1.17M |
|
| 2025-11-19 |
跌破0.618止损 |
卖出 |
2.54745 |
431200.0 |
¥1.10M |
止损触发 |
| 2026-01-14 |
黄金分割买点 |
买入 |
2.5925899999999995 |
420200.0 |
¥1.09M |
|
| 2026-01-19 |
跌破0.618止损 |
卖出 |
2.25 |
420200.0 |
¥94.5万 |
止损触发 |
| 2026-01-27 |
黄金分割买点 |
买入 |
2.5725699999999994 |
370700.0 |
¥95.4万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
2.38761 |
370700.0 |
¥88.5万 |
止损触发 |
| 2026-03-12 |
黄金分割买点 |
买入 |
2.95295 |
298600.0 |
¥88.2万 |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
2.6173800000000003 |
298600.0 |
¥78.1万 |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
2.8027999999999995 |
276800.0 |
¥77.6万 |
|
| 2026-04-27 |
跌破0.618止损 |
卖出 |
2.72727 |
276800.0 |
¥75.5万 |
止损触发 |