600036 招商银行 — 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: ¥1.23M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +22.81%）
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 47 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 |
2015-06-04 |
17.032118103000002 |
19.420560000000005 |
¥13.8万 |
+13.99% |
重回前高 |
| 2 |
2015-06-24 |
2015-06-29 |
18.674250594999997 |
17.6823 |
¥-6.0万 |
-5.34% |
跌破0.618止损 |
| 3 |
2015-07-01 |
2015-07-06 |
18.353834498999998 |
18.981 |
¥3.6万 |
+3.39% |
跌破0.618止损 |
| 4 |
2015-07-07 |
2015-07-15 |
18.62418558 |
17.762220000000003 |
¥-5.1万 |
-4.66% |
跌破0.618止损 |
| 5 |
2015-09-16 |
2015-11-30 |
17.923275369999995 |
17.05293 |
¥-5.1万 |
-4.88% |
跌破0.618止损 |
| 6 |
2015-12-23 |
2016-01-05 |
18.303769483999996 |
17.15283 |
¥-6.4万 |
-6.32% |
跌破0.618止损 |
| 7 |
2016-03-17 |
2016-04-18 |
16.404919999999997 |
16.74324 |
¥1.9万 |
+2.03% |
重回前高 |
| 8 |
2017-06-15 |
2017-06-28 |
21.32769639 |
24.08589 |
¥12.4万 |
+12.90% |
重回前高 |
| 9 |
2017-09-19 |
2017-10-30 |
25.823534736999992 |
27.82215 |
¥8.4万 |
+7.71% |
重回前高 |
| 10 |
2017-12-01 |
2018-01-15 |
29.027695696999995 |
31.448520000000002 |
¥9.7万 |
+8.31% |
重回前高 |
| 11 |
2018-05-17 |
2018-05-25 |
30.039009 |
29.050919999999998 |
¥-4.2万 |
-3.32% |
跌破0.618止损 |
| 12 |
2018-07-27 |
2018-08-03 |
28.156564435999996 |
27.30267 |
¥-3.8万 |
-3.06% |
跌破0.618止损 |
| 13 |
2018-08-09 |
2018-09-25 |
27.976330382 |
29.800169999999998 |
¥7.7万 |
+6.49% |
重回前高 |
| 14 |
2018-10-24 |
2018-10-30 |
29.147851732999992 |
28.09188 |
¥-4.6万 |
-3.65% |
跌破0.618止损 |
| 15 |
2018-11-20 |
2018-11-21 |
28.827435636999994 |
28.171799999999994 |
¥-2.8万 |
-2.30% |
跌破0.618止损 |
| 16 |
2019-01-25 |
2019-02-12 |
27.906239360999997 |
29.36061 |
¥6.2万 |
+5.18% |
重回前高 |
| 17 |
2019-05-09 |
2019-06-21 |
33.04290989999999 |
38.341620000000006 |
¥20.0万 |
+16.00% |
重回前高 |
| 18 |
2019-07-09 |
2019-08-08 |
35.626264674 |
34.8 |
¥-3.4万 |
-2.35% |
跌破0.618止损 |
| 19 |
2020-06-22 |
2020-06-24 |
33.70376809799999 |
33.51 |
¥-8,520 |
-0.60% |
跌破0.618止损 |
| 20 |
2020-08-18 |
2020-08-28 |
39.050711699999994 |
36.81315 |
¥-8.1万 |
-5.76% |
跌破0.618止损 |
| 21 |
2020-08-31 |
2020-09-07 |
38.55006155 |
36.7632 |
¥-6.2万 |
-4.66% |
跌破0.618止损 |
| 22 |
2020-09-21 |
2020-09-24 |
39.050711699999994 |
37.31265 |
¥-5.7万 |
-4.48% |
跌破0.618止损 |
| 23 |
2020-12-21 |
2021-01-13 |
43.09596491199999 |
49.260690000000004 |
¥17.2万 |
+14.27% |
重回前高 |
| 24 |
2021-03-01 |
2021-04-12 |
51.17645833299999 |
50.23971000000001 |
¥-2.6万 |
-1.86% |
跌破0.618止损 |
| 25 |
2021-04-22 |
2021-04-29 |
52.958772866999986 |
51.948 |
¥-2.6万 |
-1.94% |
跌破0.618止损 |
| 26 |
2021-04-30 |
2021-05-26 |
52.86865583999999 |
57.61 |
¥11.8万 |
+8.94% |
重回前高 |
| 27 |
2021-06-16 |
2021-07-09 |
54.871256439999996 |
50.29965 |
¥-12.1万 |
-8.36% |
跌破0.618止损 |
| 28 |
2021-08-19 |
2021-08-27 |
52.86865583999999 |
49.6503 |
¥-8.1万 |
-6.12% |
跌破0.618止损 |
| 29 |
2021-09-03 |
2021-09-24 |
51.76722551 |
48.40155 |
¥-8.1万 |
-6.53% |
跌破0.618止损 |
| 30 |
2021-09-29 |
2021-10-26 |
50.014949985 |
54.535410000000006 |
¥10.4万 |
+9.01% |
重回前高 |
| 31 |
2021-11-05 |
2021-11-11 |
51.787251516 |
50.499449999999996 |
¥-3.2万 |
-2.52% |
跌破0.618止损 |
| 32 |
2021-11-12 |
2021-11-29 |
52.888681846 |
49.73022 |
¥-7.4万 |
-6.00% |
跌破0.618止损 |
| 33 |
2021-12-14 |
2021-12-15 |
52.388031696 |
50.949 |
¥-3.2万 |
-2.78% |
跌破0.618止损 |
| 34 |
2022-03-21 |
2022-04-19 |
45.903767 |
41.958 |
¥-9.7万 |
-8.62% |
跌破0.618止损 |
| 35 |
2022-11-18 |
2022-12-12 |
32.33198668699999 |
36.37358999999999 |
¥12.9万 |
+12.47% |
重回前高 |
| 36 |
2023-02-14 |
2023-03-07 |
37.829125334000004 |
36.85311 |
¥-3.0万 |
-2.61% |
跌破0.618止损 |
| 37 |
2023-05-09 |
2023-05-11 |
35.726394704 |
34.565400000000004 |
¥-3.7万 |
-3.28% |
跌破0.618止损 |
| 38 |
2023-09-05 |
2023-09-14 |
33.34329999 |
32.91705 |
¥-1.4万 |
-1.31% |
跌破0.618止损 |
| 39 |
2024-01-19 |
2024-01-29 |
29.408189810999996 |
31.17 |
¥6.4万 |
+5.96% |
重回前高 |
| 40 |
2024-03-20 |
2024-04-18 |
30.84004924 |
33.22674 |
¥8.8万 |
+7.71% |
重回前高 |
| 41 |
2024-05-30 |
2024-06-14 |
34.494795335 |
32.82 |
¥-6.0万 |
-4.88% |
跌破0.618止损 |
| 42 |
2024-06-20 |
2024-07-08 |
34.20441824799999 |
33.81615 |
¥-1.4万 |
-1.16% |
跌破0.618止损 |
| 43 |
2024-11-26 |
2025-01-15 |
36.076849809 |
39.95001 |
¥12.4万 |
+10.70% |
重回前高 |
| 44 |
2025-03-27 |
2025-04-08 |
42.805587824999996 |
40.73922 |
¥-6.2万 |
-4.86% |
跌破0.618止损 |
| 45 |
2025-04-21 |
2025-05-06 |
42.71547079799999 |
40.8591 |
¥-5.3万 |
-4.37% |
跌破0.618止损 |
| 46 |
2025-05-09 |
2025-06-17 |
42.85565283999999 |
45.834120000000006 |
¥8.1万 |
+6.92% |
重回前高 |
| 47 |
2025-07-16 |
2025-08-01 |
45.318851577999986 |
44.4555 |
¥-2.4万 |
-1.93% |
跌破0.618止损 |
逐笔成交记录（共 94 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 |
17.02701 |
58000.0 |
¥98.8万 |
|
| 2015-06-04 |
重回前高 |
卖出 |
19.420560000000005 |
58000.0 |
¥1.13M |
|
| 2015-06-24 |
黄金分割买点 |
买入 |
18.668649999999996 |
60100.0 |
¥1.12M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
17.6823 |
60100.0 |
¥1.06M |
止损触发 |
| 2015-07-01 |
黄金分割买点 |
买入 |
18.348329999999997 |
57400.0 |
¥1.05M |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
18.981 |
57400.0 |
¥1.09M |
止损触发 |
| 2015-07-07 |
黄金分割买点 |
买入 |
18.6186 |
58900.0 |
¥1.10M |
|
| 2015-07-15 |
跌破0.618止损 |
卖出 |
17.762220000000003 |
58900.0 |
¥1.05M |
止损触发 |
| 2015-09-16 |
黄金分割买点 |
买入 |
17.917899999999996 |
58800.0 |
¥1.05M |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
17.05293 |
58800.0 |
¥1.00M |
止损触发 |
| 2015-12-23 |
黄金分割买点 |
买入 |
18.29828 |
55100.0 |
¥1.01M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
17.15283 |
55100.0 |
¥94.5万 |
止损触发 |
| 2016-03-17 |
黄金分割买点 |
买入 |
16.4 |
57500.0 |
¥94.3万 |
|
| 2016-04-18 |
重回前高 |
卖出 |
16.74324 |
57500.0 |
¥96.2万 |
|
| 2017-06-15 |
黄金分割买点 |
买入 |
21.321299999999997 |
45200.0 |
¥96.4万 |
|
| 2017-06-28 |
重回前高 |
卖出 |
24.08589 |
45200.0 |
¥1.09M |
|
| 2017-09-19 |
黄金分割买点 |
买入 |
25.815789999999993 |
42200.0 |
¥1.09M |
|
| 2017-10-30 |
重回前高 |
卖出 |
27.82215 |
42200.0 |
¥1.17M |
|
| 2017-12-01 |
黄金分割买点 |
买入 |
29.018989999999995 |
40400.0 |
¥1.17M |
|
| 2018-01-15 |
重回前高 |
卖出 |
31.448520000000002 |
40400.0 |
¥1.27M |
|
| 2018-05-17 |
黄金分割买点 |
买入 |
30.03 |
42300.0 |
¥1.27M |
|
| 2018-05-25 |
跌破0.618止损 |
卖出 |
29.050919999999998 |
42300.0 |
¥1.23M |
止损触发 |
| 2018-07-27 |
黄金分割买点 |
买入 |
28.14812 |
43600.0 |
¥1.23M |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
27.30267 |
43600.0 |
¥1.19M |
止损触发 |
| 2018-08-09 |
黄金分割买点 |
买入 |
27.96794 |
42200.0 |
¥1.18M |
|
| 2018-09-25 |
重回前高 |
卖出 |
29.800169999999998 |
42200.0 |
¥1.26M |
|
| 2018-10-24 |
黄金分割买点 |
买入 |
29.13910999999999 |
43500.0 |
¥1.27M |
|
| 2018-10-30 |
跌破0.618止损 |
卖出 |
28.09188 |
43500.0 |
¥1.22M |
止损触发 |
| 2018-11-20 |
黄金分割买点 |
买入 |
28.818789999999996 |
42100.0 |
¥1.21M |
|
| 2018-11-21 |
跌破0.618止损 |
卖出 |
28.171799999999994 |
42100.0 |
¥1.19M |
止损触发 |
| 2019-01-25 |
黄金分割买点 |
买入 |
27.897869999999998 |
42700.0 |
¥1.19M |
|
| 2019-02-12 |
重回前高 |
卖出 |
29.36061 |
42700.0 |
¥1.25M |
|
| 2019-05-09 |
黄金分割买点 |
买入 |
33.032999999999994 |
37800.0 |
¥1.25M |
|
| 2019-06-21 |
重回前高 |
卖出 |
38.341620000000006 |
37800.0 |
¥1.45M |
|
| 2019-07-09 |
黄金分割买点 |
买入 |
35.615579999999994 |
40800.0 |
¥1.45M |
|
| 2019-08-08 |
跌破0.618止损 |
卖出 |
34.8 |
40800.0 |
¥1.42M |
止损触发 |
| 2020-06-22 |
黄金分割买点 |
买入 |
33.693659999999994 |
41800.0 |
¥1.41M |
|
| 2020-06-24 |
跌破0.618止损 |
卖出 |
33.51 |
41800.0 |
¥1.40M |
止损触发 |
| 2020-08-18 |
黄金分割买点 |
买入 |
39.038999999999994 |
36000.0 |
¥1.41M |
|
| 2020-08-28 |
跌破0.618止损 |
卖出 |
36.81315 |
36000.0 |
¥1.32M |
止损触发 |
| 2020-08-31 |
黄金分割买点 |
买入 |
38.5385 |
34500.0 |
¥1.33M |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
36.7632 |
34500.0 |
¥1.27M |
止损触发 |
| 2020-09-21 |
黄金分割买点 |
买入 |
39.038999999999994 |
32400.0 |
¥1.27M |
|
| 2020-09-24 |
跌破0.618止损 |
卖出 |
37.31265 |
32400.0 |
¥1.21M |
止损触发 |
| 2020-12-21 |
黄金分割买点 |
买入 |
43.08304 |
28000.0 |
¥1.21M |
|
| 2021-01-13 |
重回前高 |
卖出 |
49.260690000000004 |
28000.0 |
¥1.38M |
|
| 2021-03-01 |
黄金分割买点 |
买入 |
51.161109999999994 |
27000.0 |
¥1.38M |
|
| 2021-04-12 |
跌破0.618止损 |
卖出 |
50.23971000000001 |
27000.0 |
¥1.36M |
止损触发 |
| 2021-04-22 |
黄金分割买点 |
买入 |
52.94288999999999 |
25600.0 |
¥1.36M |
|
| 2021-04-29 |
跌破0.618止损 |
卖出 |
51.948 |
25600.0 |
¥1.33M |
止损触发 |
| 2021-04-30 |
黄金分割买点 |
买入 |
52.85279999999999 |
24900.0 |
¥1.32M |
|
| 2021-05-26 |
重回前高 |
卖出 |
57.61 |
24900.0 |
¥1.43M |
|
| 2021-06-16 |
黄金分割买点 |
买入 |
54.85479999999999 |
26400.0 |
¥1.45M |
|
| 2021-07-09 |
跌破0.618止损 |
卖出 |
50.29965 |
26400.0 |
¥1.33M |
止损触发 |
| 2021-08-19 |
黄金分割买点 |
买入 |
52.85279999999999 |
24900.0 |
¥1.32M |
|
| 2021-08-27 |
跌破0.618止损 |
卖出 |
49.6503 |
24900.0 |
¥1.24M |
止损触发 |
| 2021-09-03 |
黄金分割买点 |
买入 |
51.7517 |
24100.0 |
¥1.25M |
|
| 2021-09-24 |
跌破0.618止损 |
卖出 |
48.40155 |
24100.0 |
¥1.17M |
止损触发 |
| 2021-09-29 |
黄金分割买点 |
买入 |
49.99995 |
23100.0 |
¥1.16M |
|
| 2021-10-26 |
重回前高 |
卖出 |
54.535410000000006 |
23100.0 |
¥1.26M |
|
| 2021-11-05 |
黄金分割买点 |
买入 |
51.771719999999995 |
24500.0 |
¥1.27M |
|
| 2021-11-11 |
跌破0.618止损 |
卖出 |
50.499449999999996 |
24500.0 |
¥1.24M |
止损触发 |
| 2021-11-12 |
黄金分割买点 |
买入 |
52.87282 |
23400.0 |
¥1.24M |
|
| 2021-11-29 |
跌破0.618止损 |
卖出 |
49.73022 |
23400.0 |
¥1.16M |
止损触发 |
| 2021-12-14 |
黄金分割买点 |
买入 |
52.372319999999995 |
22100.0 |
¥1.16M |
|
| 2021-12-15 |
跌破0.618止损 |
卖出 |
50.949 |
22100.0 |
¥1.13M |
止损触发 |
| 2022-03-21 |
黄金分割买点 |
买入 |
45.89 |
24500.0 |
¥1.12M |
|
| 2022-04-19 |
跌破0.618止损 |
卖出 |
41.958 |
24500.0 |
¥1.03M |
止损触发 |
| 2022-11-18 |
黄金分割买点 |
买入 |
32.322289999999995 |
32000.0 |
¥1.03M |
|
| 2022-12-12 |
重回前高 |
卖出 |
36.37358999999999 |
32000.0 |
¥1.16M |
|
| 2023-02-14 |
黄金分割买点 |
买入 |
37.81778 |
30800.0 |
¥1.17M |
|
| 2023-03-07 |
跌破0.618止损 |
卖出 |
36.85311 |
30800.0 |
¥1.13M |
止损触发 |
| 2023-05-09 |
黄金分割买点 |
买入 |
35.71568 |
31800.0 |
¥1.14M |
|
| 2023-05-11 |
跌破0.618止损 |
卖出 |
34.565400000000004 |
31800.0 |
¥1.10M |
止损触发 |
| 2023-09-05 |
黄金分割买点 |
买入 |
33.333299999999994 |
32600.0 |
¥1.09M |
|
| 2023-09-14 |
跌破0.618止损 |
卖出 |
32.91705 |
32600.0 |
¥1.07M |
止损触发 |
| 2024-01-19 |
黄金分割买点 |
买入 |
29.399369999999998 |
36500.0 |
¥1.07M |
|
| 2024-01-29 |
重回前高 |
卖出 |
31.17 |
36500.0 |
¥1.14M |
|
| 2024-03-20 |
黄金分割买点 |
买入 |
30.8308 |
37100.0 |
¥1.14M |
|
| 2024-04-18 |
重回前高 |
卖出 |
33.22674 |
37100.0 |
¥1.23M |
|
| 2024-05-30 |
黄金分割买点 |
买入 |
34.48445 |
35600.0 |
¥1.23M |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
32.82 |
35600.0 |
¥1.17M |
止损触发 |
| 2024-06-20 |
黄金分割买点 |
买入 |
34.19415999999999 |
34300.0 |
¥1.17M |
|
| 2024-07-08 |
跌破0.618止损 |
卖出 |
33.81615 |
34300.0 |
¥1.16M |
止损触发 |
| 2024-11-26 |
黄金分割买点 |
买入 |
36.06603 |
32000.0 |
¥1.15M |
|
| 2025-01-15 |
重回前高 |
卖出 |
39.95001 |
32000.0 |
¥1.28M |
|
| 2025-03-27 |
黄金分割买点 |
买入 |
42.79275 |
30000.0 |
¥1.28M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
40.73922 |
30000.0 |
¥1.22M |
止损触发 |
| 2025-04-21 |
黄金分割买点 |
买入 |
42.702659999999995 |
28500.0 |
¥1.22M |
|
| 2025-05-06 |
跌破0.618止损 |
卖出 |
40.8591 |
28500.0 |
¥1.16M |
止损触发 |
| 2025-05-09 |
黄金分割买点 |
买入 |
42.84279999999999 |
27200.0 |
¥1.17M |
|
| 2025-06-17 |
重回前高 |
卖出 |
45.834120000000006 |
27200.0 |
¥1.25M |
|
| 2025-07-16 |
黄金分割买点 |
买入 |
45.30525999999999 |
27500.0 |
¥1.25M |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
44.4555 |
27500.0 |
¥1.22M |
止损触发 |