600019 宝钢股份 — 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: ¥55.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -44.70%）
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 40 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 |
2015-05-15 |
2015-06-29 |
8.370870508 |
8.36163 |
¥-1,377 |
-0.14% |
跌破0.618止损 |
| 2 |
2015-07-01 |
2015-07-03 |
8.721325613 |
7.392600000000001 |
¥-15.1万 |
-15.26% |
跌破0.618止损 |
| 3 |
2015-11-26 |
2015-11-30 |
5.817554742999999 |
5.52447 |
¥-4.3万 |
-5.07% |
跌破0.618止损 |
| 4 |
2016-01-14 |
2016-01-22 |
5.467099638 |
5.52447 |
¥7,794 |
+1.02% |
跌破0.618止损 |
| 5 |
2016-03-09 |
2016-03-11 |
5.376982610999999 |
5.14485 |
¥-3.4万 |
-4.35% |
跌破0.618止损 |
| 6 |
2016-04-29 |
2016-05-10 |
5.5672296679999995 |
5.16483 |
¥-5.6万 |
-7.26% |
跌破0.618止损 |
| 7 |
2016-10-13 |
2016-11-14 |
5.547203661999999 |
5.82417 |
¥3.5万 |
+4.96% |
重回前高 |
| 8 |
2016-12-21 |
2017-03-24 |
6.378282911 |
6.4635299999999996 |
¥9,864 |
+1.31% |
跌破0.618止损 |
| 9 |
2017-05-31 |
2017-07-04 |
6.488425943999999 |
7.00299 |
¥6.1万 |
+7.90% |
重回前高 |
| 10 |
2017-08-15 |
2017-09-19 |
7.699999307 |
7.40259 |
¥-3.2万 |
-3.89% |
跌破0.618止损 |
| 11 |
2017-11-07 |
2017-11-23 |
8.100519427 |
9.04095 |
¥9.2万 |
+11.58% |
重回前高 |
| 12 |
2017-12-07 |
2018-01-26 |
8.41092252 |
9.720270000000001 |
¥13.6万 |
+15.53% |
重回前高 |
| 13 |
2018-02-09 |
2018-03-09 |
9.81274294 |
9.41058 |
¥-4.1万 |
-4.13% |
跌破0.618止损 |
| 14 |
2018-06-13 |
2018-06-20 |
8.831468645999998 |
8.5914 |
¥-2.7万 |
-2.75% |
跌破0.618止损 |
| 15 |
2018-08-02 |
2018-09-04 |
8.370870508 |
7.66233 |
¥-8.1万 |
-8.49% |
跌破0.618止损 |
| 16 |
2019-01-22 |
2019-01-29 |
7.0921270000000005 |
6.82317 |
¥-3.3万 |
-3.82% |
跌破0.618止损 |
| 17 |
2019-02-11 |
2019-04-09 |
7.0791931209999985 |
7.98201 |
¥10.7万 |
+12.72% |
重回前高 |
| 18 |
2019-09-17 |
2019-09-25 |
6.308191889999999 |
6.04395 |
¥-4.0万 |
-4.22% |
跌破0.618止损 |
| 19 |
2019-12-18 |
2020-02-03 |
5.807541739999999 |
4.89 |
¥-14.3万 |
-15.82% |
跌破0.618止损 |
| 20 |
2020-02-18 |
2020-02-26 |
5.40702162 |
5.184810000000001 |
¥-3.1万 |
-4.14% |
跌破0.618止损 |
| 21 |
2020-03-04 |
2020-03-13 |
5.40702162 |
5.024970000000001 |
¥-5.2万 |
-7.09% |
跌破0.618止损 |
| 22 |
2020-07-24 |
2020-09-25 |
5.036540509 |
4.91508 |
¥-1.7万 |
-2.44% |
跌破0.618止损 |
| 23 |
2020-12-15 |
2021-01-15 |
5.977762790999999 |
6.743250000000001 |
¥8.5万 |
+12.77% |
重回前高 |
| 24 |
2021-02-01 |
2021-02-22 |
6.548503962 |
7.44255 |
¥10.2万 |
+13.62% |
重回前高 |
| 25 |
2021-03-25 |
2021-05-20 |
7.920285372999999 |
7.582409999999999 |
¥-3.6万 |
-4.29% |
跌破0.618止损 |
| 26 |
2021-09-27 |
2021-09-30 |
9.622495882999997 |
8.68131 |
¥-8.0万 |
-9.81% |
跌破0.618止损 |
| 27 |
2022-01-07 |
2022-03-09 |
7.369570207999999 |
7.25274 |
¥-1.2万 |
-1.61% |
跌破0.618止损 |
| 28 |
2022-04-12 |
2022-04-22 |
7.119245133 |
6.693299999999999 |
¥-4.3万 |
-6.01% |
跌破0.618止损 |
| 29 |
2022-11-22 |
2022-11-28 |
5.266839578 |
5.51448 |
¥3.2万 |
+4.67% |
重回前高 |
| 30 |
2023-03-28 |
2023-04-13 |
6.288165884 |
6.90309 |
¥6.9万 |
+9.75% |
重回前高 |
| 31 |
2023-04-26 |
2023-05-15 |
6.668659998 |
6.50349 |
¥-2.0万 |
-2.51% |
跌破0.618止损 |
| 32 |
2023-07-31 |
2023-10-12 |
6.4884259439999985 |
6.053940000000001 |
¥-5.1万 |
-6.72% |
跌破0.618止损 |
| 33 |
2023-10-26 |
2023-11-07 |
6.288165884 |
6.0839099999999995 |
¥-2.3万 |
-3.28% |
跌破0.618止损 |
| 34 |
2023-11-22 |
2023-12-14 |
6.278152880999999 |
5.994 |
¥-3.1万 |
-4.55% |
跌破0.618止损 |
| 35 |
2024-05-08 |
2024-06-14 |
6.8488940519999995 |
6.643350000000001 |
¥-2.0万 |
-3.03% |
跌破0.618止损 |
| 36 |
2024-10-11 |
2025-01-10 |
6.768790027999998 |
6.5734200000000005 |
¥-1.9万 |
-2.92% |
跌破0.618止损 |
| 37 |
2025-08-15 |
2025-09-01 |
7.1893361539999985 |
6.94305 |
¥-2.1万 |
-3.45% |
跌破0.618止损 |
| 38 |
2025-09-04 |
2025-09-08 |
7.109232129999999 |
6.94305 |
¥-1.4万 |
-2.37% |
跌破0.618止损 |
| 39 |
2026-07-24 |
2026-08-14 |
5.977762790999999 |
5.65434 |
¥-3.2万 |
-5.44% |
跌破0.618止损 |
| 40 |
2026-08-19 |
2026-10-26 |
5.857606754999999 |
5.87412 |
¥1,388 |
+0.25% |
跌破0.618止损 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-15 |
黄金分割买点 |
买入 |
8.36836 |
117200.0 |
¥98.1万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
8.36163 |
117200.0 |
¥98.0万 |
止损触发 |
| 2015-07-01 |
黄金分割买点 |
买入 |
8.71871 |
113800.0 |
¥99.2万 |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
7.392600000000001 |
113800.0 |
¥84.1万 |
止损触发 |
| 2015-11-26 |
黄金分割买点 |
买入 |
5.815809999999999 |
145300.0 |
¥84.5万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
5.52447 |
145300.0 |
¥80.2万 |
止损触发 |
| 2016-01-14 |
黄金分割买点 |
买入 |
5.465459999999999 |
139900.0 |
¥76.5万 |
|
| 2016-01-22 |
跌破0.618止损 |
卖出 |
5.52447 |
139900.0 |
¥77.3万 |
止损触发 |
| 2016-03-09 |
黄金分割买点 |
买入 |
5.375369999999999 |
145000.0 |
¥78.0万 |
|
| 2016-03-11 |
跌破0.618止损 |
卖出 |
5.14485 |
145000.0 |
¥74.6万 |
止损触发 |
| 2016-04-29 |
黄金分割买点 |
买入 |
5.565559999999999 |
139500.0 |
¥77.7万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
5.16483 |
139500.0 |
¥72.0万 |
止损触发 |
| 2016-10-13 |
黄金分割买点 |
买入 |
5.545539999999999 |
128700.0 |
¥71.4万 |
|
| 2016-11-14 |
重回前高 |
卖出 |
5.82417 |
128700.0 |
¥74.9万 |
|
| 2016-12-21 |
黄金分割买点 |
买入 |
6.37637 |
118400.0 |
¥75.5万 |
|
| 2017-03-24 |
跌破0.618止损 |
卖出 |
6.4635299999999996 |
118400.0 |
¥76.5万 |
止损触发 |
| 2017-05-31 |
黄金分割买点 |
买入 |
6.486479999999999 |
118100.0 |
¥76.6万 |
|
| 2017-07-04 |
重回前高 |
卖出 |
7.00299 |
118100.0 |
¥82.7万 |
|
| 2017-08-15 |
黄金分割买点 |
买入 |
7.69769 |
105900.0 |
¥81.5万 |
|
| 2017-09-19 |
跌破0.618止损 |
卖出 |
7.40259 |
105900.0 |
¥78.4万 |
止损触发 |
| 2017-11-07 |
黄金分割买点 |
买入 |
8.09809 |
97800.0 |
¥79.2万 |
|
| 2017-11-23 |
重回前高 |
卖出 |
9.04095 |
97800.0 |
¥88.4万 |
|
| 2017-12-07 |
黄金分割买点 |
买入 |
8.4084 |
104000.0 |
¥87.5万 |
|
| 2018-01-26 |
重回前高 |
卖出 |
9.720270000000001 |
104000.0 |
¥1.01M |
|
| 2018-02-09 |
黄金分割买点 |
买入 |
9.8098 |
100600.0 |
¥98.7万 |
|
| 2018-03-09 |
跌破0.618止损 |
卖出 |
9.41058 |
100600.0 |
¥94.6万 |
止损触发 |
| 2018-06-13 |
黄金分割买点 |
买入 |
8.828819999999999 |
109600.0 |
¥96.8万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
8.5914 |
109600.0 |
¥94.1万 |
止损触发 |
| 2018-08-02 |
黄金分割买点 |
买入 |
8.36836 |
114000.0 |
¥95.4万 |
|
| 2018-09-04 |
跌破0.618止损 |
卖出 |
7.66233 |
114000.0 |
¥87.3万 |
止损触发 |
| 2019-01-22 |
黄金分割买点 |
买入 |
7.09 |
123300.0 |
¥87.4万 |
|
| 2019-01-29 |
跌破0.618止损 |
卖出 |
6.82317 |
123300.0 |
¥84.1万 |
止损触发 |
| 2019-02-11 |
黄金分割买点 |
买入 |
7.077069999999999 |
118600.0 |
¥84.0万 |
|
| 2019-04-09 |
重回前高 |
卖出 |
7.98201 |
118600.0 |
¥94.6万 |
|
| 2019-09-17 |
黄金分割买点 |
买入 |
6.306299999999999 |
150000.0 |
¥94.6万 |
|
| 2019-09-25 |
跌破0.618止损 |
卖出 |
6.04395 |
150000.0 |
¥90.6万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
5.805799999999999 |
156100.0 |
¥90.7万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
4.89 |
156100.0 |
¥76.3万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
5.4054 |
140700.0 |
¥76.1万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
5.184810000000001 |
140700.0 |
¥72.9万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
5.4054 |
135400.0 |
¥73.2万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
5.024970000000001 |
135400.0 |
¥68.0万 |
止损触发 |
| 2020-07-24 |
黄金分割买点 |
买入 |
5.03503 |
134500.0 |
¥67.7万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
4.91508 |
134500.0 |
¥66.1万 |
止损触发 |
| 2020-12-15 |
黄金分割买点 |
买入 |
5.975969999999999 |
111200.0 |
¥66.5万 |
|
| 2021-01-15 |
重回前高 |
卖出 |
6.743250000000001 |
111200.0 |
¥75.0万 |
|
| 2021-02-01 |
黄金分割买点 |
买入 |
6.546539999999999 |
113900.0 |
¥74.6万 |
|
| 2021-02-22 |
重回前高 |
卖出 |
7.44255 |
113900.0 |
¥84.7万 |
|
| 2021-03-25 |
黄金分割买点 |
买入 |
7.917909999999999 |
105700.0 |
¥83.7万 |
|
| 2021-05-20 |
跌破0.618止损 |
卖出 |
7.582409999999999 |
105700.0 |
¥80.1万 |
止损触发 |
| 2021-09-27 |
黄金分割买点 |
买入 |
9.619609999999998 |
84600.0 |
¥81.4万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
8.68131 |
84600.0 |
¥73.4万 |
止损触发 |
| 2022-01-07 |
黄金分割买点 |
买入 |
7.36736 |
99100.0 |
¥73.0万 |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
7.25274 |
99100.0 |
¥71.9万 |
止损触发 |
| 2022-04-12 |
黄金分割买点 |
买入 |
7.11711 |
101000.0 |
¥71.9万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
6.693299999999999 |
101000.0 |
¥67.6万 |
止损触发 |
| 2022-11-22 |
黄金分割买点 |
买入 |
5.26526 |
129200.0 |
¥68.0万 |
|
| 2022-11-28 |
重回前高 |
卖出 |
5.51448 |
129200.0 |
¥71.2万 |
|
| 2023-03-28 |
黄金分割买点 |
买入 |
6.28628 |
113100.0 |
¥71.1万 |
|
| 2023-04-13 |
重回前高 |
卖出 |
6.90309 |
113100.0 |
¥78.1万 |
|
| 2023-04-26 |
黄金分割买点 |
买入 |
6.666659999999999 |
117000.0 |
¥78.0万 |
|
| 2023-05-15 |
跌破0.618止损 |
卖出 |
6.50349 |
117000.0 |
¥76.1万 |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
6.486479999999999 |
117200.0 |
¥76.0万 |
|
| 2023-10-12 |
跌破0.618止损 |
卖出 |
6.053940000000001 |
117200.0 |
¥70.9万 |
止损触发 |
| 2023-10-26 |
黄金分割买点 |
买入 |
6.28628 |
112000.0 |
¥70.4万 |
|
| 2023-11-07 |
跌破0.618止损 |
卖出 |
6.0839099999999995 |
112000.0 |
¥68.1万 |
止损触发 |
| 2023-11-22 |
黄金分割买点 |
买入 |
6.2762699999999985 |
109500.0 |
¥68.7万 |
|
| 2023-12-14 |
跌破0.618止损 |
卖出 |
5.994 |
109500.0 |
¥65.6万 |
止损触发 |
| 2024-05-08 |
黄金分割买点 |
买入 |
6.846839999999999 |
95400.0 |
¥65.3万 |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
6.643350000000001 |
95400.0 |
¥63.4万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
6.766759999999999 |
93900.0 |
¥63.6万 |
|
| 2025-01-10 |
跌破0.618止损 |
卖出 |
6.5734200000000005 |
93900.0 |
¥61.7万 |
止损触发 |
| 2025-08-15 |
黄金分割买点 |
买入 |
7.187179999999999 |
85700.0 |
¥61.6万 |
|
| 2025-09-01 |
跌破0.618止损 |
卖出 |
6.94305 |
85700.0 |
¥59.5万 |
止损触发 |
| 2025-09-04 |
黄金分割买点 |
买入 |
7.107099999999999 |
83400.0 |
¥59.3万 |
|
| 2025-09-08 |
跌破0.618止损 |
卖出 |
6.94305 |
83400.0 |
¥57.9万 |
止损触发 |
| 2026-07-24 |
黄金分割买点 |
买入 |
5.975969999999999 |
97300.0 |
¥58.2万 |
|
| 2026-08-14 |
跌破0.618止损 |
卖出 |
5.65434 |
97300.0 |
¥55.0万 |
止损触发 |
| 2026-08-19 |
黄金分割买点 |
买入 |
5.85585 |
94100.0 |
¥55.1万 |
|
| 2026-10-26 |
跌破0.618止损 |
卖出 |
5.87412 |
94100.0 |
¥55.3万 |
止损触发 |