600015 华夏银行 — 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: ¥66.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -33.09%）
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 20 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 |
2015-05-06 |
2015-06-29 |
15.219764559999998 |
14.43555 |
¥-5.2万 |
-5.18% |
跌破0.618止损 |
| 2 |
2015-07-07 |
2015-07-09 |
15.420024619999998 |
12.617370000000001 |
¥-17.0万 |
-18.20% |
跌破0.618止损 |
| 3 |
2015-10-27 |
2016-01-04 |
10.623796182999998 |
11.988 |
¥9.9万 |
+12.81% |
重回前高 |
| 4 |
2016-01-05 |
2016-01-08 |
11.234589365999998 |
10.96902 |
¥-2.1万 |
-2.39% |
跌破0.618止损 |
| 5 |
2016-04-11 |
2016-05-30 |
10.183224050999998 |
9.920069999999999 |
¥-2.2万 |
-2.61% |
跌破0.618止损 |
| 6 |
2016-08-19 |
2016-09-13 |
10.573731167999998 |
10.12986 |
¥-3.5万 |
-4.23% |
跌破0.618止损 |
| 7 |
2017-01-05 |
2017-01-12 |
11.214563359999998 |
10.90908 |
¥-2.2万 |
-2.75% |
跌破0.618止损 |
| 8 |
2017-01-23 |
2017-03-23 |
11.364758404999996 |
11.07891 |
¥-2.0万 |
-2.54% |
跌破0.618止损 |
| 9 |
2017-07-18 |
2017-07-27 |
10.203250056999998 |
9.960030000000001 |
¥-1.8万 |
-2.41% |
跌破0.618止损 |
| 10 |
2018-09-03 |
2018-09-25 |
7.720025313 |
7.94205 |
¥2.1万 |
+2.85% |
重回前高 |
| 11 |
2019-03-27 |
2019-05-07 |
8.120545432999998 |
7.70229 |
¥-3.9万 |
-5.18% |
跌破0.618止损 |
| 12 |
2020-07-13 |
2020-07-16 |
6.7387510189999995 |
6.5234700000000005 |
¥-2.3万 |
-3.22% |
跌破0.618止损 |
| 13 |
2023-05-24 |
2023-06-21 |
5.891767 |
5.404589999999999 |
¥-5.7万 |
-8.30% |
跌破0.618止损 |
| 14 |
2024-03-13 |
2024-04-16 |
6.2681398779999995 |
6.653339999999999 |
¥3.9万 |
+6.11% |
重回前高 |
| 15 |
2024-10-16 |
2024-12-31 |
7.279453180999999 |
8.091899999999999 |
¥7.5万 |
+11.13% |
重回前高 |
| 16 |
2025-01-03 |
2025-01-14 |
7.770090327999998 |
7.4325600000000005 |
¥-3.3万 |
-4.37% |
跌破0.618止损 |
| 17 |
2025-01-17 |
2025-01-23 |
7.639921288999999 |
7.37 |
¥-2.6万 |
-3.56% |
跌破0.618止损 |
| 18 |
2025-03-20 |
2025-04-17 |
7.659947294999999 |
7.932060000000001 |
¥2.4万 |
+3.52% |
重回前高 |
| 19 |
2025-07-25 |
2025-08-18 |
8.100519426999998 |
7.7922 |
¥-2.8万 |
-3.84% |
跌破0.618止损 |
| 20 |
2025-12-03 |
2026-01-09 |
7.0091021 |
6.773219999999999 |
¥-2.3万 |
-3.39% |
跌破0.618止损 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
黄金分割买点 |
买入 |
15.215199999999998 |
65700.0 |
¥100.0万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
14.43555 |
65700.0 |
¥94.8万 |
止损触发 |
| 2015-07-07 |
黄金分割买点 |
买入 |
15.415399999999998 |
60600.0 |
¥93.4万 |
|
| 2015-07-09 |
跌破0.618止损 |
卖出 |
12.617370000000001 |
60600.0 |
¥76.4万 |
止损触发 |
| 2015-10-27 |
黄金分割买点 |
买入 |
10.620609999999997 |
72600.0 |
¥77.1万 |
|
| 2016-01-04 |
重回前高 |
卖出 |
11.988 |
72600.0 |
¥87.0万 |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
11.231219999999999 |
76400.0 |
¥85.8万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
10.96902 |
76400.0 |
¥83.8万 |
止损触发 |
| 2016-04-11 |
黄金分割买点 |
买入 |
10.180169999999999 |
84000.0 |
¥85.5万 |
|
| 2016-05-30 |
跌破0.618止损 |
卖出 |
9.920069999999999 |
84000.0 |
¥83.3万 |
止损触发 |
| 2016-08-19 |
黄金分割买点 |
买入 |
10.570559999999999 |
78700.0 |
¥83.2万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
10.12986 |
78700.0 |
¥79.7万 |
止损触发 |
| 2017-01-05 |
黄金分割买点 |
买入 |
11.211199999999998 |
71000.0 |
¥79.6万 |
|
| 2017-01-12 |
跌破0.618止损 |
卖出 |
10.90908 |
71000.0 |
¥77.4万 |
止损触发 |
| 2017-01-23 |
黄金分割买点 |
买入 |
11.361349999999998 |
68100.0 |
¥77.4万 |
|
| 2017-03-23 |
跌破0.618止损 |
卖出 |
11.07891 |
68100.0 |
¥75.4万 |
止损触发 |
| 2017-07-18 |
黄金分割买点 |
买入 |
10.20019 |
73200.0 |
¥74.7万 |
|
| 2017-07-27 |
跌破0.618止损 |
卖出 |
9.960030000000001 |
73200.0 |
¥72.9万 |
止损触发 |
| 2018-09-03 |
黄金分割买点 |
买入 |
7.717709999999999 |
95000.0 |
¥73.3万 |
|
| 2018-09-25 |
重回前高 |
卖出 |
7.94205 |
95000.0 |
¥75.4万 |
|
| 2019-03-27 |
黄金分割买点 |
买入 |
8.118109999999998 |
93500.0 |
¥75.9万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
7.70229 |
93500.0 |
¥72.0万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
6.736729999999999 |
106200.0 |
¥71.6万 |
|
| 2020-07-16 |
跌破0.618止损 |
卖出 |
6.5234700000000005 |
106200.0 |
¥69.3万 |
止损触发 |
| 2023-05-24 |
黄金分割买点 |
买入 |
5.89 |
117400.0 |
¥69.2万 |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
5.404589999999999 |
117400.0 |
¥63.4万 |
止损触发 |
| 2024-03-13 |
黄金分割买点 |
买入 |
6.266259999999999 |
101700.0 |
¥63.7万 |
|
| 2024-04-16 |
重回前高 |
卖出 |
6.653339999999999 |
101700.0 |
¥67.6万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
7.27727 |
92600.0 |
¥67.4万 |
|
| 2024-12-31 |
重回前高 |
卖出 |
8.091899999999999 |
92600.0 |
¥74.9万 |
|
| 2025-01-03 |
黄金分割买点 |
买入 |
7.767759999999998 |
97000.0 |
¥75.4万 |
|
| 2025-01-14 |
跌破0.618止损 |
卖出 |
7.4325600000000005 |
97000.0 |
¥72.1万 |
止损触发 |
| 2025-01-17 |
黄金分割买点 |
买入 |
7.637629999999999 |
94200.0 |
¥72.0万 |
|
| 2025-01-23 |
跌破0.618止损 |
卖出 |
7.37 |
94200.0 |
¥69.4万 |
止损触发 |
| 2025-03-20 |
黄金分割买点 |
买入 |
7.657649999999999 |
90500.0 |
¥69.3万 |
|
| 2025-04-17 |
重回前高 |
卖出 |
7.932060000000001 |
90500.0 |
¥71.8万 |
|
| 2025-07-25 |
黄金分割买点 |
买入 |
8.09809 |
88700.0 |
¥71.9万 |
|
| 2025-08-18 |
跌破0.618止损 |
卖出 |
7.7922 |
88700.0 |
¥69.1万 |
止损触发 |
| 2025-12-03 |
黄金分割买点 |
买入 |
7.007 |
98600.0 |
¥69.1万 |
|
| 2026-01-09 |
跌破0.618止损 |
卖出 |
6.773219999999999 |
98600.0 |
¥66.8万 |
止损触发 |