600028 中国石化 — 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: ¥98.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -1.24%）
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 |
2015-04-10 |
2015-04-23 |
6.668659998 |
7.472520000000001 |
¥12.0万 |
+12.02% |
重回前高 |
| 2 |
2015-05-07 |
2015-05-19 |
7.710012309999999 |
7.08291 |
¥-9.1万 |
-8.16% |
跌破0.618止损 |
| 3 |
2015-05-25 |
2015-06-19 |
7.649934291999998 |
7.13286 |
¥-7.0万 |
-6.79% |
跌破0.618止损 |
| 4 |
2015-11-10 |
2015-11-30 |
5.316904592999999 |
4.90509 |
¥-7.4万 |
-7.77% |
跌破0.618止损 |
| 5 |
2016-03-07 |
2016-06-14 |
4.696098407 |
4.70529 |
¥1,464 |
+0.17% |
跌破0.618止损 |
| 6 |
2016-12-07 |
2017-01-25 |
5.286865583999999 |
6.03396 |
¥12.4万 |
+14.10% |
重回前高 |
| 7 |
2017-03-03 |
2017-03-13 |
5.721716000000001 |
5.48451 |
¥-4.2万 |
-4.17% |
跌破0.618止损 |
| 8 |
2018-03-23 |
2018-03-27 |
6.6185949829999995 |
6.74325 |
¥1.7万 |
+1.85% |
跌破0.618止损 |
| 9 |
2018-04-13 |
2018-04-17 |
6.908972069999999 |
6.66333 |
¥-3.5万 |
-3.58% |
跌破0.618止损 |
| 10 |
2018-04-25 |
2018-05-21 |
6.888946063999999 |
7.35264 |
¥6.3万 |
+6.70% |
重回前高 |
| 11 |
2018-05-28 |
2018-06-06 |
6.838881048999999 |
6.54345 |
¥-4.3万 |
-4.35% |
跌破0.618止损 |
| 12 |
2018-08-01 |
2018-08-03 |
6.708712009999999 |
6.53346 |
¥-2.5万 |
-2.64% |
跌破0.618止损 |
| 13 |
2018-08-08 |
2018-08-16 |
6.748764021999999 |
6.37362 |
¥-5.2万 |
-5.59% |
跌破0.618止损 |
| 14 |
2018-08-24 |
2018-09-20 |
6.568529967999999 |
6.92307 |
¥4.8万 |
+5.37% |
重回前高 |
| 15 |
2019-02-01 |
2019-02-26 |
5.737450719 |
6.00399 |
¥4.3万 |
+4.61% |
重回前高 |
| 16 |
2019-03-27 |
2019-04-29 |
5.717424713 |
5.65434 |
¥-1.1万 |
-1.13% |
跌破0.618止损 |
| 17 |
2021-03-03 |
2021-03-22 |
4.355656304999999 |
4.27 |
¥-1.9万 |
-2.00% |
跌破0.618止损 |
| 18 |
2021-04-12 |
2021-04-23 |
4.395708317 |
4.255739999999999 |
¥-3.1万 |
-3.21% |
跌破0.618止损 |
| 19 |
2021-05-12 |
2021-05-21 |
4.445773332 |
4.33566 |
¥-2.3万 |
-2.51% |
跌破0.618止损 |
| 20 |
2021-09-06 |
2021-09-10 |
4.365669307999999 |
4.62537 |
¥5.3万 |
+5.92% |
重回前高 |
| 21 |
2021-09-22 |
2021-10-29 |
4.415734323 |
4.225770000000001 |
¥-4.0万 |
-4.33% |
跌破0.618止损 |
| 22 |
2022-03-29 |
2022-04-26 |
4.265539277999999 |
4.1958 |
¥-1.5万 |
-1.66% |
跌破0.618止损 |
| 23 |
2022-04-29 |
2022-06-01 |
4.325617296 |
4.435560000000001 |
¥2.3万 |
+2.51% |
重回前高 |
| 24 |
2023-06-26 |
2023-07-27 |
6.157996844999999 |
6.28371 |
¥1.8万 |
+2.01% |
跌破0.618止损 |
| 25 |
2024-04-30 |
2024-06-05 |
6.268139877999999 |
6.33366 |
¥9,511 |
+1.01% |
跌破0.618止损 |
| 26 |
2024-09-04 |
2024-09-10 |
6.6085819799999985 |
6.37362 |
¥-3.4万 |
-3.58% |
跌破0.618止损 |
| 27 |
2024-10-09 |
2024-10-10 |
7.0021 |
6.65334 |
¥-4.6万 |
-5.01% |
跌破0.618止损 |
| 28 |
2025-04-29 |
2025-06-13 |
5.687385703999999 |
5.94405 |
¥3.9万 |
+4.48% |
重回前高 |
| 29 |
2025-11-26 |
2026-01-19 |
5.807541739999999 |
5.81418 |
¥763 |
+0.08% |
跌破0.618止损 |
| 30 |
2026-03-06 |
2026-03-11 |
6.949024081999999 |
6.4935 |
¥-5.9万 |
-6.58% |
跌破0.618止损 |
| 31 |
2026-08-06 |
2026-08-25 |
4.996488497 |
5.32467 |
¥5.6万 |
+6.54% |
重回前高 |
| 32 |
2026-09-18 |
2026-10-15 |
5.136670538999999 |
5.60439 |
¥8.2万 |
+9.07% |
重回前高 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-10 |
黄金分割买点 |
买入 |
6.666659999999999 |
149400.0 |
¥99.6万 |
|
| 2015-04-23 |
重回前高 |
卖出 |
7.472520000000001 |
149400.0 |
¥1.12M |
|
| 2015-05-07 |
黄金分割买点 |
买入 |
7.707699999999999 |
144000.0 |
¥1.11M |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
7.08291 |
144000.0 |
¥1.02M |
止损触发 |
| 2015-05-25 |
黄金分割买点 |
买入 |
7.647639999999999 |
134200.0 |
¥1.03M |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
7.13286 |
134200.0 |
¥95.7万 |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
5.315309999999999 |
178700.0 |
¥95.0万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
4.90509 |
178700.0 |
¥87.6万 |
止损触发 |
| 2016-03-07 |
黄金分割买点 |
买入 |
4.69469 |
188200.0 |
¥88.4万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
4.70529 |
188200.0 |
¥88.5万 |
止损触发 |
| 2016-12-07 |
黄金分割买点 |
买入 |
5.285279999999999 |
166800.0 |
¥88.2万 |
|
| 2017-01-25 |
重回前高 |
卖出 |
6.03396 |
166800.0 |
¥1.01M |
|
| 2017-03-03 |
黄金分割买点 |
买入 |
5.72 |
175600.0 |
¥1.00M |
|
| 2017-03-13 |
跌破0.618止损 |
卖出 |
5.48451 |
175600.0 |
¥96.3万 |
止损触发 |
| 2018-03-23 |
黄金分割买点 |
买入 |
6.61661 |
141200.0 |
¥93.5万 |
|
| 2018-03-27 |
跌破0.618止损 |
卖出 |
6.74325 |
141200.0 |
¥95.2万 |
止损触发 |
| 2018-04-13 |
黄金分割买点 |
买入 |
6.906899999999999 |
141700.0 |
¥97.9万 |
|
| 2018-04-17 |
跌破0.618止损 |
卖出 |
6.66333 |
141700.0 |
¥94.4万 |
止损触发 |
| 2018-04-25 |
黄金分割买点 |
买入 |
6.886879999999999 |
136600.0 |
¥94.1万 |
|
| 2018-05-21 |
重回前高 |
卖出 |
7.35264 |
136600.0 |
¥1.00M |
|
| 2018-05-28 |
黄金分割买点 |
买入 |
6.836829999999999 |
145300.0 |
¥99.4万 |
|
| 2018-06-06 |
跌破0.618止损 |
卖出 |
6.54345 |
145300.0 |
¥95.0万 |
止损触发 |
| 2018-08-01 |
黄金分割买点 |
买入 |
6.7067 |
143200.0 |
¥96.1万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
6.53346 |
143200.0 |
¥93.5万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
6.746739999999999 |
138800.0 |
¥93.7万 |
|
| 2018-08-16 |
跌破0.618止损 |
卖出 |
6.37362 |
138800.0 |
¥88.4万 |
止损触发 |
| 2018-08-24 |
黄金分割买点 |
买入 |
6.566559999999999 |
135500.0 |
¥89.0万 |
|
| 2018-09-20 |
重回前高 |
卖出 |
6.92307 |
135500.0 |
¥93.8万 |
|
| 2019-02-01 |
黄金分割买点 |
买入 |
5.73573 |
163700.0 |
¥93.9万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
6.00399 |
163700.0 |
¥98.3万 |
|
| 2019-03-27 |
黄金分割买点 |
买入 |
5.71571 |
172200.0 |
¥98.5万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
5.65434 |
172200.0 |
¥97.3万 |
止损触发 |
| 2021-03-03 |
黄金分割买点 |
买入 |
4.354349999999999 |
221500.0 |
¥96.5万 |
|
| 2021-03-22 |
跌破0.618止损 |
卖出 |
4.27 |
221500.0 |
¥94.6万 |
止损触发 |
| 2021-04-12 |
黄金分割买点 |
买入 |
4.39439 |
216700.0 |
¥95.3万 |
|
| 2021-04-23 |
跌破0.618止损 |
卖出 |
4.255739999999999 |
216700.0 |
¥92.2万 |
止损触发 |
| 2021-05-12 |
黄金分割买点 |
买入 |
4.44444 |
206900.0 |
¥92.0万 |
|
| 2021-05-21 |
跌破0.618止损 |
卖出 |
4.33566 |
206900.0 |
¥89.7万 |
止损触发 |
| 2021-09-06 |
黄金分割买点 |
买入 |
4.36436 |
205900.0 |
¥89.9万 |
|
| 2021-09-10 |
重回前高 |
卖出 |
4.62537 |
205900.0 |
¥95.2万 |
|
| 2021-09-22 |
黄金分割买点 |
买入 |
4.414409999999999 |
211700.0 |
¥93.5万 |
|
| 2021-10-29 |
跌破0.618止损 |
卖出 |
4.225770000000001 |
211700.0 |
¥89.4万 |
止损触发 |
| 2022-03-29 |
黄金分割买点 |
买入 |
4.264259999999999 |
212200.0 |
¥90.5万 |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
4.1958 |
212200.0 |
¥89.0万 |
止损触发 |
| 2022-04-29 |
黄金分割买点 |
买入 |
4.32432 |
207200.0 |
¥89.6万 |
|
| 2022-06-01 |
重回前高 |
卖出 |
4.435560000000001 |
207200.0 |
¥91.9万 |
|
| 2023-06-26 |
黄金分割买点 |
买入 |
6.156149999999999 |
147800.0 |
¥91.0万 |
|
| 2023-07-27 |
跌破0.618止损 |
卖出 |
6.28371 |
147800.0 |
¥92.8万 |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
6.266259999999999 |
149500.0 |
¥93.7万 |
|
| 2024-06-05 |
跌破0.618止损 |
卖出 |
6.33366 |
149500.0 |
¥94.7万 |
止损触发 |
| 2024-09-04 |
黄金分割买点 |
买入 |
6.6065999999999985 |
141700.0 |
¥93.6万 |
|
| 2024-09-10 |
跌破0.618止损 |
卖出 |
6.37362 |
141700.0 |
¥90.3万 |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
7.0 |
129900.0 |
¥91.0万 |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
6.65334 |
129900.0 |
¥86.4万 |
止损触发 |
| 2025-04-29 |
黄金分割买点 |
买入 |
5.685679999999999 |
151800.0 |
¥86.3万 |
|
| 2025-06-13 |
重回前高 |
卖出 |
5.94405 |
151800.0 |
¥90.2万 |
|
| 2025-11-26 |
黄金分割买点 |
买入 |
5.805799999999999 |
156000.0 |
¥90.6万 |
|
| 2026-01-19 |
跌破0.618止损 |
卖出 |
5.81418 |
156000.0 |
¥90.7万 |
止损触发 |
| 2026-03-06 |
黄金分割买点 |
买入 |
6.94694 |
128800.0 |
¥89.5万 |
|
| 2026-03-11 |
跌破0.618止损 |
卖出 |
6.4935 |
128800.0 |
¥83.6万 |
止损触发 |
| 2026-08-06 |
黄金分割买点 |
买入 |
4.99499 |
170100.0 |
¥85.0万 |
|
| 2026-08-25 |
重回前高 |
卖出 |
5.32467 |
170100.0 |
¥90.5万 |
|
| 2026-09-18 |
黄金分割买点 |
买入 |
5.135129999999999 |
175600.0 |
¥90.2万 |
|
| 2026-10-15 |
重回前高 |
卖出 |
5.60439 |
175600.0 |
¥98.4万 |
|