600016 民生银行 — 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: ¥76.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -23.11%）
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 17 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 |
2015-05-18 |
2015-06-19 |
10.133159035999999 |
9.56043 |
¥-5.6万 |
-5.68% |
跌破0.618止损 |
| 2 |
2015-07-09 |
2015-07-22 |
10.203250056999998 |
9.56043 |
¥-6.0万 |
-6.33% |
跌破0.618止损 |
| 3 |
2015-09-07 |
2015-09-08 |
9.082724 |
8.34165 |
¥-7.1万 |
-8.19% |
跌破0.618止损 |
| 4 |
2015-10-19 |
2015-12-09 |
8.621195582999999 |
8.68131 |
¥5,406 |
+0.67% |
跌破0.618止损 |
| 5 |
2015-12-30 |
2016-01-08 |
9.181923751 |
8.871120000000001 |
¥-2.8万 |
-3.41% |
跌破0.618止损 |
| 6 |
2016-03-08 |
2016-05-25 |
9.121845732999999 |
8.74125 |
¥-3.3万 |
-4.20% |
跌破0.618止损 |
| 7 |
2017-11-29 |
2017-12-15 |
8.851494651999998 |
8.53146 |
¥-2.8万 |
-3.64% |
跌破0.618止损 |
| 8 |
2018-01-11 |
2018-02-06 |
8.841481649 |
9.290700000000001 |
¥3.7万 |
+5.05% |
重回前高 |
| 9 |
2019-03-11 |
2019-05-07 |
6.3882959139999995 |
6.24375 |
¥-1.7万 |
-2.29% |
跌破0.618止损 |
| 10 |
2020-07-13 |
2020-07-14 |
5.907671769999999 |
5.8241700000000005 |
¥-1.0万 |
-1.44% |
跌破0.618止损 |
| 11 |
2023-05-17 |
2023-06-27 |
4.055266214999999 |
3.6663299999999994 |
¥-7.1万 |
-9.62% |
跌破0.618止损 |
| 12 |
2023-08-04 |
2023-09-01 |
4.005201199999999 |
3.78621 |
¥-3.7万 |
-5.50% |
跌破0.618止损 |
| 13 |
2024-09-26 |
2024-10-08 |
3.6447330919999996 |
4.40559 |
¥13.1万 |
+20.84% |
重回前高 |
| 14 |
2024-10-16 |
2025-01-13 |
3.875032160999999 |
3.95604 |
¥1.6万 |
+2.06% |
跌破0.618止损 |
| 15 |
2025-07-31 |
2025-08-18 |
4.941482000000001 |
4.71528 |
¥-3.6万 |
-4.61% |
跌破0.618止损 |
| 16 |
2026-07-22 |
2026-09-02 |
3.50455105 |
3.62637 |
¥2.6万 |
+3.44% |
重回前高 |
| 17 |
2026-09-22 |
2026-10-16 |
3.4945380470000003 |
3.4965000000000006 |
¥200 |
+0.03% |
跌破0.618止损 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-18 |
黄金分割买点 |
买入 |
10.130119999999998 |
97900.0 |
¥99.2万 |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
9.56043 |
97900.0 |
¥93.6万 |
止损触发 |
| 2015-07-09 |
黄金分割买点 |
买入 |
10.20019 |
92300.0 |
¥94.2万 |
|
| 2015-07-22 |
跌破0.618止损 |
卖出 |
9.56043 |
92300.0 |
¥88.2万 |
止损触发 |
| 2015-09-07 |
黄金分割买点 |
买入 |
9.08 |
94900.0 |
¥86.2万 |
|
| 2015-09-08 |
跌破0.618止损 |
卖出 |
8.34165 |
94900.0 |
¥79.1万 |
止损触发 |
| 2015-10-19 |
黄金分割买点 |
买入 |
8.618609999999999 |
94000.0 |
¥81.0万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
8.68131 |
94000.0 |
¥81.6万 |
止损触发 |
| 2015-12-30 |
黄金分割买点 |
买入 |
9.17917 |
88600.0 |
¥81.4万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
8.871120000000001 |
88600.0 |
¥78.6万 |
止损触发 |
| 2016-03-08 |
黄金分割买点 |
买入 |
9.11911 |
85900.0 |
¥78.4万 |
|
| 2016-05-25 |
跌破0.618止损 |
卖出 |
8.74125 |
85900.0 |
¥75.1万 |
止损触发 |
| 2017-11-29 |
黄金分割买点 |
买入 |
8.84884 |
85400.0 |
¥75.6万 |
|
| 2017-12-15 |
跌破0.618止损 |
卖出 |
8.53146 |
85400.0 |
¥72.8万 |
止损触发 |
| 2018-01-11 |
黄金分割买点 |
买入 |
8.83883 |
82500.0 |
¥72.9万 |
|
| 2018-02-06 |
重回前高 |
卖出 |
9.290700000000001 |
82500.0 |
¥76.6万 |
|
| 2019-03-11 |
黄金分割买点 |
买入 |
6.386379999999999 |
119500.0 |
¥76.3万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
6.24375 |
119500.0 |
¥74.6万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
5.9059 |
119200.0 |
¥70.4万 |
|
| 2020-07-14 |
跌破0.618止损 |
卖出 |
5.8241700000000005 |
119200.0 |
¥69.4万 |
止损触发 |
| 2023-05-17 |
黄金分割买点 |
买入 |
4.054049999999999 |
181600.0 |
¥73.6万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
3.6663299999999994 |
181600.0 |
¥66.6万 |
止损触发 |
| 2023-08-04 |
黄金分割买点 |
买入 |
4.004 |
166600.0 |
¥66.7万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
3.78621 |
166600.0 |
¥63.1万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
3.64364 |
172600.0 |
¥62.9万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
4.40559 |
172600.0 |
¥76.0万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
3.8738699999999993 |
195100.0 |
¥75.6万 |
|
| 2025-01-13 |
跌破0.618止损 |
卖出 |
3.95604 |
195100.0 |
¥77.2万 |
止损触发 |
| 2025-07-31 |
黄金分割买点 |
买入 |
4.94 |
157400.0 |
¥77.8万 |
|
| 2025-08-18 |
跌破0.618止损 |
卖出 |
4.71528 |
157400.0 |
¥74.2万 |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
3.5035 |
211600.0 |
¥74.2万 |
|
| 2026-09-02 |
重回前高 |
卖出 |
3.62637 |
211600.0 |
¥76.7万 |
|
| 2026-09-22 |
黄金分割买点 |
买入 |
3.49349 |
218900.0 |
¥76.5万 |
|
| 2026-10-16 |
跌破0.618止损 |
卖出 |
3.4965000000000006 |
218900.0 |
¥76.5万 |
止损触发 |