600018 上港集团 — 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: ¥55.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -44.86%）
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 32 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 |
2015-05-08 |
2015-06-29 |
9.041741708999998 |
8.541450000000001 |
¥-5.6万 |
-5.56% |
跌破0.618止损 |
| 2 |
2015-07-13 |
2015-07-28 |
8.81144264 |
7.17282 |
¥-17.2万 |
-18.62% |
跌破0.618止损 |
| 3 |
2015-10-19 |
2015-11-30 |
7.619895283 |
6.793200000000001 |
¥-8.4万 |
-10.88% |
跌破0.618止损 |
| 4 |
2016-04-06 |
2016-05-10 |
5.356956604999999 |
4.82 |
¥-6.8万 |
-10.05% |
跌破0.618止损 |
| 5 |
2016-05-13 |
2016-05-30 |
5.026527505999999 |
5.07492 |
¥5,718 |
+0.93% |
跌破0.618止损 |
| 6 |
2016-06-01 |
2016-06-14 |
5.246813572 |
4.995 |
¥-3.0万 |
-4.83% |
跌破0.618止损 |
| 7 |
2016-08-05 |
2016-08-12 |
5.356956604999999 |
5.214779999999999 |
¥-1.6万 |
-2.68% |
跌破0.618止损 |
| 8 |
2017-03-03 |
2017-06-01 |
5.817554742999999 |
6.31368 |
¥4.9万 |
+8.50% |
重回前高 |
| 9 |
2017-08-11 |
2017-08-17 |
6.538490959 |
6.33366 |
¥-2.0万 |
-3.16% |
跌破0.618止损 |
| 10 |
2017-10-25 |
2017-12-13 |
7.429648225999999 |
7.412579999999999 |
¥-1,532 |
-0.26% |
跌破0.618止损 |
| 11 |
2018-01-30 |
2018-01-31 |
7.459687235 |
7.22277 |
¥-1.9万 |
-3.21% |
跌破0.618止损 |
| 12 |
2018-02-05 |
2018-02-12 |
7.4196352229999984 |
6.7932 |
¥-4.9万 |
-8.47% |
跌破0.618止损 |
| 13 |
2018-03-20 |
2018-03-27 |
7.189336153999999 |
7.02 |
¥-1.3万 |
-2.38% |
跌破0.618止损 |
| 14 |
2018-03-28 |
2018-04-18 |
7.139271138999999 |
6.96303 |
¥-1.3万 |
-2.50% |
跌破0.618止损 |
| 15 |
2018-11-09 |
2018-12-24 |
5.4570866350000005 |
5.2 |
¥-2.4万 |
-4.74% |
跌破0.618止损 |
| 16 |
2019-02-14 |
2019-02-26 |
5.5772426710000005 |
5.9840100000000005 |
¥3.5万 |
+7.26% |
重回前高 |
| 17 |
2019-05-08 |
2019-06-05 |
7.079193120999999 |
7.25274 |
¥1.2万 |
+2.42% |
跌破0.618止损 |
| 18 |
2019-08-02 |
2019-08-07 |
6.918985072999999 |
6.78321 |
¥-1.0万 |
-1.99% |
跌破0.618止损 |
| 19 |
2020-07-17 |
2020-08-28 |
4.495838346999999 |
4.40559 |
¥-1.1万 |
-2.04% |
跌破0.618止损 |
| 20 |
2020-11-13 |
2020-11-16 |
4.531359 |
4.6453500000000005 |
¥1.3万 |
+2.48% |
跌破0.618止损 |
| 21 |
2020-11-20 |
2020-12-14 |
4.555916365 |
4.38561 |
¥-2.0万 |
-3.77% |
跌破0.618止损 |
| 22 |
2020-12-21 |
2020-12-23 |
4.545903362 |
4.44555 |
¥-1.1万 |
-2.24% |
跌破0.618止损 |
| 23 |
2020-12-28 |
2021-01-27 |
4.555916364999999 |
4.4855100000000006 |
¥-7,764 |
-1.57% |
跌破0.618止损 |
| 24 |
2021-02-22 |
2021-04-16 |
4.766189427999999 |
4.56 |
¥-2.1万 |
-4.35% |
跌破0.618止损 |
| 25 |
2021-05-07 |
2021-06-04 |
4.716124412999999 |
4.98501 |
¥2.7万 |
+5.67% |
重回前高 |
| 26 |
2021-08-03 |
2021-09-02 |
5.036540509 |
5.814180000000001 |
¥7.5万 |
+15.41% |
重回前高 |
| 27 |
2021-10-14 |
2021-11-02 |
5.717424712999999 |
5.08491 |
¥-6.3万 |
-11.09% |
跌破0.618止损 |
| 28 |
2021-12-08 |
2022-03-08 |
5.597268677 |
5.57442 |
¥-2,214 |
-0.44% |
跌破0.618止损 |
| 29 |
2022-04-27 |
2022-05-06 |
5.737450719000001 |
6.213779999999999 |
¥4.2万 |
+8.27% |
重回前高 |
| 30 |
2022-05-25 |
2022-06-02 |
5.957736785000001 |
6.40359 |
¥4.1万 |
+7.45% |
重回前高 |
| 31 |
2022-06-14 |
2022-07-04 |
5.957736785 |
5.82417 |
¥-1.3万 |
-2.27% |
跌破0.618止损 |
| 32 |
2024-10-11 |
2024-10-18 |
6.368269907999999 |
6.11388 |
¥-2.3万 |
-4.02% |
跌破0.618止损 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-08 |
黄金分割买点 |
买入 |
9.039029999999999 |
110500.0 |
¥99.9万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
8.541450000000001 |
110500.0 |
¥94.4万 |
止损触发 |
| 2015-07-13 |
黄金分割买点 |
买入 |
8.8088 |
105100.0 |
¥92.6万 |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
7.17282 |
105100.0 |
¥75.4万 |
止损触发 |
| 2015-10-19 |
黄金分割买点 |
买入 |
7.617609999999999 |
101100.0 |
¥77.0万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
6.793200000000001 |
101100.0 |
¥68.7万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
5.355349999999999 |
127000.0 |
¥68.0万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
4.82 |
127000.0 |
¥61.2万 |
止损触发 |
| 2016-05-13 |
黄金分割买点 |
买入 |
5.025019999999999 |
122000.0 |
¥61.3万 |
|
| 2016-05-30 |
跌破0.618止损 |
卖出 |
5.07492 |
122000.0 |
¥61.9万 |
止损触发 |
| 2016-06-01 |
黄金分割买点 |
买入 |
5.24524 |
118900.0 |
¥62.4万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
4.995 |
118900.0 |
¥59.4万 |
止损触发 |
| 2016-08-05 |
黄金分割买点 |
买入 |
5.355349999999999 |
110300.0 |
¥59.1万 |
|
| 2016-08-12 |
跌破0.618止损 |
卖出 |
5.214779999999999 |
110300.0 |
¥57.5万 |
止损触发 |
| 2017-03-03 |
黄金分割买点 |
买入 |
5.815809999999998 |
99400.0 |
¥57.8万 |
|
| 2017-06-01 |
重回前高 |
卖出 |
6.31368 |
99400.0 |
¥62.7万 |
|
| 2017-08-11 |
黄金分割买点 |
买入 |
6.53653 |
95200.0 |
¥62.2万 |
|
| 2017-08-17 |
跌破0.618止损 |
卖出 |
6.33366 |
95200.0 |
¥60.3万 |
止损触发 |
| 2017-10-25 |
黄金分割买点 |
买入 |
7.427419999999999 |
79400.0 |
¥59.0万 |
|
| 2017-12-13 |
跌破0.618止损 |
卖出 |
7.412579999999999 |
79400.0 |
¥58.8万 |
止损触发 |
| 2018-01-30 |
黄金分割买点 |
买入 |
7.45745 |
81200.0 |
¥60.6万 |
|
| 2018-01-31 |
跌破0.618止损 |
卖出 |
7.22277 |
81200.0 |
¥58.6万 |
止损触发 |
| 2018-02-05 |
黄金分割买点 |
买入 |
7.417409999999999 |
78200.0 |
¥58.0万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
6.7932 |
78200.0 |
¥53.1万 |
止损触发 |
| 2018-03-20 |
黄金分割买点 |
买入 |
7.187179999999999 |
74100.0 |
¥53.3万 |
|
| 2018-03-27 |
跌破0.618止损 |
卖出 |
7.02 |
74100.0 |
¥52.0万 |
止损触发 |
| 2018-03-28 |
黄金分割买点 |
买入 |
7.137129999999999 |
73400.0 |
¥52.4万 |
|
| 2018-04-18 |
跌破0.618止损 |
卖出 |
6.96303 |
73400.0 |
¥51.1万 |
止损触发 |
| 2018-11-09 |
黄金分割买点 |
买入 |
5.45545 |
93100.0 |
¥50.8万 |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
5.2 |
93100.0 |
¥48.4万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
5.57557 |
87100.0 |
¥48.6万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
5.9840100000000005 |
87100.0 |
¥52.1万 |
|
| 2019-05-08 |
黄金分割买点 |
买入 |
7.077069999999999 |
71200.0 |
¥50.4万 |
|
| 2019-06-05 |
跌破0.618止损 |
卖出 |
7.25274 |
71200.0 |
¥51.6万 |
止损触发 |
| 2019-08-02 |
黄金分割买点 |
买入 |
6.91691 |
74100.0 |
¥51.3万 |
|
| 2019-08-07 |
跌破0.618止损 |
卖出 |
6.78321 |
74100.0 |
¥50.2万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
4.49449 |
116500.0 |
¥52.4万 |
|
| 2020-08-28 |
跌破0.618止损 |
卖出 |
4.40559 |
116500.0 |
¥51.3万 |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
4.53 |
112900.0 |
¥51.2万 |
|
| 2020-11-16 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
112900.0 |
¥52.4万 |
止损触发 |
| 2020-11-20 |
黄金分割买点 |
买入 |
4.554549999999999 |
115200.0 |
¥52.5万 |
|
| 2020-12-14 |
跌破0.618止损 |
卖出 |
4.38561 |
115200.0 |
¥50.5万 |
止损触发 |
| 2020-12-21 |
黄金分割买点 |
买入 |
4.54454 |
111400.0 |
¥50.6万 |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
4.44555 |
111400.0 |
¥49.5万 |
止损触发 |
| 2020-12-28 |
黄金分割买点 |
买入 |
4.554549999999999 |
108200.0 |
¥49.3万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
4.4855100000000006 |
108200.0 |
¥48.5万 |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
4.764759999999999 |
102400.0 |
¥48.8万 |
|
| 2021-04-16 |
跌破0.618止损 |
卖出 |
4.56 |
102400.0 |
¥46.7万 |
止损触发 |
| 2021-05-07 |
黄金分割买点 |
买入 |
4.714709999999999 |
99200.0 |
¥46.8万 |
|
| 2021-06-04 |
重回前高 |
卖出 |
4.98501 |
99200.0 |
¥49.4万 |
|
| 2021-08-03 |
黄金分割买点 |
买入 |
5.03503 |
97200.0 |
¥49.0万 |
|
| 2021-09-02 |
重回前高 |
卖出 |
5.814180000000001 |
97200.0 |
¥56.5万 |
|
| 2021-10-14 |
黄金分割买点 |
买入 |
5.71571 |
98800.0 |
¥56.5万 |
|
| 2021-11-02 |
跌破0.618止损 |
卖出 |
5.08491 |
98800.0 |
¥50.2万 |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
5.59559 |
90300.0 |
¥50.5万 |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
5.57442 |
90300.0 |
¥50.3万 |
止损触发 |
| 2022-04-27 |
黄金分割买点 |
买入 |
5.73573 |
87700.0 |
¥50.3万 |
|
| 2022-05-06 |
重回前高 |
卖出 |
6.213779999999999 |
87700.0 |
¥54.5万 |
|
| 2022-05-25 |
黄金分割买点 |
买入 |
5.9559500000000005 |
91600.0 |
¥54.6万 |
|
| 2022-06-02 |
重回前高 |
卖出 |
6.40359 |
91600.0 |
¥58.6万 |
|
| 2022-06-14 |
黄金分割买点 |
买入 |
5.95595 |
97700.0 |
¥58.2万 |
|
| 2022-07-04 |
跌破0.618止损 |
卖出 |
5.82417 |
97700.0 |
¥56.9万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
6.366359999999999 |
89700.0 |
¥57.1万 |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
6.11388 |
89700.0 |
¥54.8万 |
止损触发 |