600030 中信证券 — 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: ¥66.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -33.75%）
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 41 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 |
2015-04-21 |
2015-05-19 |
33.393365005 |
30.80916 |
¥-7.7万 |
-7.77% |
跌破0.618止损 |
| 2 |
2015-05-20 |
2015-05-29 |
33.04290989999999 |
30.719250000000002 |
¥-6.5万 |
-7.06% |
跌破0.618止损 |
| 3 |
2015-06-10 |
2015-06-12 |
32.84264983999999 |
32.1678 |
¥-1.8万 |
-2.08% |
跌破0.618止损 |
| 4 |
2015-11-06 |
2016-01-08 |
18.504029543999998 |
16.82316 |
¥-7.6万 |
-9.11% |
跌破0.618止损 |
| 5 |
2016-03-22 |
2016-05-16 |
18.173600444999998 |
15.294690000000001 |
¥-11.8万 |
-15.87% |
跌破0.618止损 |
| 6 |
2016-11-14 |
2016-12-07 |
17.422625219999993 |
16.80318 |
¥-2.3万 |
-3.58% |
跌破0.618止损 |
| 7 |
2017-12-08 |
2017-12-18 |
18.574120564999998 |
17.93205 |
¥-2.2万 |
-3.49% |
跌破0.618止损 |
| 8 |
2018-01-04 |
2018-01-17 |
18.664237592 |
20.5 |
¥5.9万 |
+9.80% |
重回前高 |
| 9 |
2018-05-09 |
2018-05-16 |
19.915862967 |
19.6803 |
¥-7,968 |
-1.21% |
重回前高 |
| 10 |
2018-11-26 |
2019-01-10 |
16.621584979999998 |
17.132849999999998 |
¥2.0万 |
+3.04% |
跌破0.618止损 |
| 11 |
2019-01-11 |
2019-02-01 |
16.821845040000003 |
18.581400000000002 |
¥7.0万 |
+10.43% |
重回前高 |
| 12 |
2019-03-28 |
2019-05-07 |
22.779581824999998 |
20.91906 |
¥-6.0万 |
-8.20% |
跌破0.618止损 |
| 13 |
2019-06-25 |
2019-08-06 |
23.630687079999998 |
20.36961 |
¥-9.4万 |
-13.83% |
跌破0.618止损 |
| 14 |
2019-08-21 |
2019-09-16 |
22.729516809999996 |
24.805169999999997 |
¥5.3万 |
+9.10% |
重回前高 |
| 15 |
2019-09-25 |
2019-10-22 |
22.819633836999998 |
21.918060000000004 |
¥-2.5万 |
-3.98% |
跌破0.618止损 |
| 16 |
2019-11-06 |
2019-11-12 |
22.649412786 |
21.938040000000004 |
¥-2.0万 |
-3.17% |
跌破0.618止损 |
| 17 |
2019-12-17 |
2019-12-31 |
23.350322995999996 |
25.56441 |
¥5.6万 |
+9.45% |
重回前高 |
| 18 |
2020-02-03 |
2020-02-04 |
21.516453 |
20.78 |
¥-2.0万 |
-3.45% |
跌破0.618止损 |
| 19 |
2020-02-19 |
2020-03-17 |
23.891025157999994 |
22.99698 |
¥-2.4万 |
-3.77% |
跌破0.618止损 |
| 20 |
2020-04-17 |
2020-04-27 |
23.720804107000003 |
22.727250000000005 |
¥-2.6万 |
-4.22% |
跌破0.618止损 |
| 21 |
2020-07-29 |
2020-09-28 |
28.426915516999998 |
30.06 |
¥3.3万 |
+5.71% |
跌破0.618止损 |
| 22 |
2020-10-13 |
2020-10-26 |
31.489444000000002 |
29.90007 |
¥-3.1万 |
-5.08% |
跌破0.618止损 |
| 23 |
2020-12-01 |
2020-12-11 |
30.249282063 |
29.100869999999997 |
¥-2.2万 |
-3.83% |
跌破0.618止损 |
| 24 |
2021-01-15 |
2021-01-27 |
30.049022002999997 |
28.741229999999995 |
¥-2.4万 |
-4.38% |
跌破0.618止损 |
| 25 |
2021-06-15 |
2021-07-05 |
24.93237747 |
23.62635 |
¥-2.8万 |
-5.27% |
跌破0.618止损 |
| 26 |
2021-08-20 |
2021-11-11 |
24.371649301999998 |
24.9 |
¥1.1万 |
+2.14% |
跌破0.618止损 |
| 27 |
2022-06-17 |
2022-07-18 |
20.62678618 |
19.65 |
¥-2.5万 |
-4.76% |
跌破0.618止损 |
| 28 |
2023-02-13 |
2023-03-08 |
20.847072246 |
20.36961 |
¥-1.1万 |
-2.32% |
跌破0.618止损 |
| 29 |
2023-05-11 |
2023-05-22 |
21.948502576 |
21.24873 |
¥-1.6万 |
-3.22% |
跌破0.618止损 |
| 30 |
2023-07-27 |
2023-09-21 |
21.798307530999995 |
21.79818 |
¥-143 |
-0.03% |
跌破0.618止损 |
| 31 |
2024-02-07 |
2024-03-26 |
21.047332305999994 |
19.41 |
¥-3.6万 |
-7.81% |
跌破0.618止损 |
| 32 |
2024-07-25 |
2024-08-29 |
18.864497651999997 |
18.4815 |
¥-8,898 |
-2.06% |
跌破0.618止损 |
| 33 |
2024-09-03 |
2024-09-25 |
18.934588672999997 |
21.26871 |
¥5.2万 |
+12.29% |
重回前高 |
| 34 |
2024-10-16 |
2024-11-08 |
26.143950832999995 |
36.45351 |
¥18.3万 |
+39.39% |
重回前高 |
| 35 |
2024-12-24 |
2025-01-02 |
29.958904976 |
28.951019999999996 |
¥-2.2万 |
-3.39% |
跌破0.618止损 |
| 36 |
2025-05-16 |
2025-05-27 |
26.504418940999994 |
25.56441 |
¥-2.3万 |
-3.58% |
跌破0.618止损 |
| 37 |
2025-06-06 |
2025-06-26 |
26.214041853999998 |
27.95202 |
¥4.0万 |
+6.60% |
重回前高 |
| 38 |
2025-09-04 |
2025-09-18 |
29.798696928 |
28.980990000000006 |
¥-1.8万 |
-2.77% |
跌破0.618止损 |
| 39 |
2025-09-30 |
2025-10-14 |
30.319373084 |
29.1708 |
¥-2.4万 |
-3.82% |
跌破0.618止损 |
| 40 |
2026-04-21 |
2026-06-23 |
26.284132874999994 |
28.671299999999995 |
¥5.5万 |
+9.05% |
重回前高 |
| 41 |
2026-08-07 |
2026-09-08 |
27.916252363999995 |
27.632340000000003 |
¥-6,954 |
-1.05% |
跌破0.618止损 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
黄金分割买点 |
买入 |
33.38335 |
29600.0 |
¥98.8万 |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
30.80916 |
29600.0 |
¥91.2万 |
止损触发 |
| 2015-05-20 |
黄金分割买点 |
买入 |
33.032999999999994 |
27800.0 |
¥91.9万 |
|
| 2015-05-29 |
跌破0.618止损 |
卖出 |
30.719250000000002 |
27800.0 |
¥85.4万 |
止损触发 |
| 2015-06-10 |
黄金分割买点 |
买入 |
32.83279999999999 |
25700.0 |
¥84.4万 |
|
| 2015-06-12 |
跌破0.618止损 |
卖出 |
32.1678 |
25700.0 |
¥82.6万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
18.498479999999997 |
44900.0 |
¥83.1万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
16.82316 |
44900.0 |
¥75.5万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
18.168149999999997 |
40800.0 |
¥74.1万 |
|
| 2016-05-16 |
跌破0.618止损 |
卖出 |
15.294690000000001 |
40800.0 |
¥62.4万 |
止损触发 |
| 2016-11-14 |
黄金分割买点 |
买入 |
17.417399999999997 |
36700.0 |
¥63.9万 |
|
| 2016-12-07 |
跌破0.618止损 |
卖出 |
16.80318 |
36700.0 |
¥61.6万 |
止损触发 |
| 2017-12-08 |
黄金分割买点 |
买入 |
18.56855 |
33400.0 |
¥62.0万 |
|
| 2017-12-18 |
跌破0.618止损 |
卖出 |
17.93205 |
33400.0 |
¥59.9万 |
止损触发 |
| 2018-01-04 |
黄金分割买点 |
买入 |
18.65864 |
32200.0 |
¥60.1万 |
|
| 2018-01-17 |
重回前高 |
卖出 |
20.5 |
32200.0 |
¥66.0万 |
|
| 2018-05-09 |
黄金分割买点 |
买入 |
19.909889999999997 |
33000.0 |
¥65.7万 |
|
| 2018-05-16 |
重回前高 |
卖出 |
19.6803 |
33000.0 |
¥64.9万 |
|
| 2018-11-26 |
黄金分割买点 |
买入 |
16.6166 |
39200.0 |
¥65.2万 |
|
| 2019-01-10 |
跌破0.618止损 |
卖出 |
17.132849999999998 |
39200.0 |
¥67.1万 |
止损触发 |
| 2019-01-11 |
黄金分割买点 |
买入 |
16.8168 |
39900.0 |
¥67.1万 |
|
| 2019-02-01 |
重回前高 |
卖出 |
18.581400000000002 |
39900.0 |
¥74.1万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
22.77275 |
32200.0 |
¥73.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
20.91906 |
32200.0 |
¥67.3万 |
止损触发 |
| 2019-06-25 |
黄金分割买点 |
买入 |
23.623599999999996 |
28800.0 |
¥68.1万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
20.36961 |
28800.0 |
¥58.6万 |
止损触发 |
| 2019-08-21 |
黄金分割买点 |
买入 |
22.722699999999996 |
25800.0 |
¥58.6万 |
|
| 2019-09-16 |
重回前高 |
卖出 |
24.805169999999997 |
25800.0 |
¥64.0万 |
|
| 2019-09-25 |
黄金分割买点 |
买入 |
22.812789999999996 |
27900.0 |
¥63.7万 |
|
| 2019-10-22 |
跌破0.618止损 |
卖出 |
21.918060000000004 |
27900.0 |
¥61.1万 |
止损触发 |
| 2019-11-06 |
黄金分割买点 |
买入 |
22.642619999999997 |
27200.0 |
¥61.6万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
21.938040000000004 |
27200.0 |
¥59.7万 |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
23.343319999999995 |
25500.0 |
¥59.5万 |
|
| 2019-12-31 |
重回前高 |
卖出 |
25.56441 |
25500.0 |
¥65.2万 |
|
| 2020-02-03 |
黄金分割买点 |
买入 |
21.51 |
27200.0 |
¥58.5万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
20.78 |
27200.0 |
¥56.5万 |
止损触发 |
| 2020-02-19 |
黄金分割买点 |
买入 |
23.88386 |
26300.0 |
¥62.8万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
22.99698 |
26300.0 |
¥60.5万 |
止损触发 |
| 2020-04-17 |
黄金分割买点 |
买入 |
23.71369 |
25600.0 |
¥60.7万 |
|
| 2020-04-27 |
跌破0.618止损 |
卖出 |
22.727250000000005 |
25600.0 |
¥58.2万 |
止损触发 |
| 2020-07-29 |
黄金分割买点 |
买入 |
28.41839 |
20500.0 |
¥58.3万 |
|
| 2020-09-28 |
跌破0.618止损 |
卖出 |
30.06 |
20500.0 |
¥61.6万 |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
31.48 |
19400.0 |
¥61.1万 |
|
| 2020-10-26 |
跌破0.618止损 |
卖出 |
29.90007 |
19400.0 |
¥58.0万 |
止损触发 |
| 2020-12-01 |
黄金分割买点 |
买入 |
30.240209999999998 |
19300.0 |
¥58.4万 |
|
| 2020-12-11 |
跌破0.618止损 |
卖出 |
29.100869999999997 |
19300.0 |
¥56.1万 |
止损触发 |
| 2021-01-15 |
黄金分割买点 |
买入 |
30.04001 |
18600.0 |
¥55.9万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
28.741229999999995 |
18600.0 |
¥53.4万 |
止损触发 |
| 2021-06-15 |
黄金分割买点 |
买入 |
24.924899999999997 |
21500.0 |
¥53.6万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
23.62635 |
21500.0 |
¥50.8万 |
止损触发 |
| 2021-08-20 |
黄金分割买点 |
买入 |
24.36434 |
20700.0 |
¥50.4万 |
|
| 2021-11-11 |
跌破0.618止损 |
卖出 |
24.9 |
20700.0 |
¥51.5万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
20.6206 |
25000.0 |
¥51.6万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
19.65 |
25000.0 |
¥49.1万 |
止损触发 |
| 2023-02-13 |
黄金分割买点 |
买入 |
20.840819999999997 |
23600.0 |
¥49.2万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
20.36961 |
23600.0 |
¥48.1万 |
止损触发 |
| 2023-05-11 |
黄金分割买点 |
买入 |
21.94192 |
22100.0 |
¥48.5万 |
|
| 2023-05-22 |
跌破0.618止损 |
卖出 |
21.24873 |
22100.0 |
¥46.9万 |
止损触发 |
| 2023-07-27 |
黄金分割买点 |
买入 |
21.791769999999996 |
21500.0 |
¥46.9万 |
|
| 2023-09-21 |
跌破0.618止损 |
卖出 |
21.79818 |
21500.0 |
¥46.9万 |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
21.041019999999996 |
22200.0 |
¥46.7万 |
|
| 2024-03-26 |
跌破0.618止损 |
卖出 |
19.41 |
22200.0 |
¥43.1万 |
止损触发 |
| 2024-07-25 |
黄金分割买点 |
买入 |
18.858839999999997 |
22900.0 |
¥43.2万 |
|
| 2024-08-29 |
跌破0.618止损 |
卖出 |
18.4815 |
22900.0 |
¥42.3万 |
止损触发 |
| 2024-09-03 |
黄金分割买点 |
买入 |
18.92891 |
22400.0 |
¥42.4万 |
|
| 2024-09-25 |
重回前高 |
卖出 |
21.26871 |
22400.0 |
¥47.6万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
26.136109999999995 |
17800.0 |
¥46.5万 |
|
| 2024-11-08 |
重回前高 |
卖出 |
36.45351 |
17800.0 |
¥64.9万 |
|
| 2024-12-24 |
黄金分割买点 |
买入 |
29.94992 |
22000.0 |
¥65.9万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
28.951019999999996 |
22000.0 |
¥63.7万 |
止损触发 |
| 2025-05-16 |
黄金分割买点 |
买入 |
26.496469999999995 |
23900.0 |
¥63.3万 |
|
| 2025-05-27 |
跌破0.618止损 |
卖出 |
25.56441 |
23900.0 |
¥61.1万 |
止损触发 |
| 2025-06-06 |
黄金分割买点 |
买入 |
26.20618 |
23400.0 |
¥61.3万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
27.95202 |
23400.0 |
¥65.4万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
29.789759999999998 |
21900.0 |
¥65.3万 |
|
| 2025-09-18 |
跌破0.618止损 |
卖出 |
28.980990000000006 |
21900.0 |
¥63.4万 |
止损触发 |
| 2025-09-30 |
黄金分割买点 |
买入 |
30.31028 |
20900.0 |
¥63.4万 |
|
| 2025-10-14 |
跌破0.618止损 |
卖出 |
29.1708 |
20900.0 |
¥60.9万 |
止损触发 |
| 2026-04-21 |
黄金分割买点 |
买入 |
26.276249999999994 |
23200.0 |
¥61.0万 |
|
| 2026-06-23 |
重回前高 |
卖出 |
28.671299999999995 |
23200.0 |
¥66.5万 |
|
| 2026-08-07 |
黄金分割买点 |
买入 |
27.907879999999995 |
23800.0 |
¥66.4万 |
|
| 2026-09-08 |
跌破0.618止损 |
卖出 |
27.632340000000003 |
23800.0 |
¥65.7万 |
止损触发 |