600050 中国联通 — 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: ¥51.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -48.14%）
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 |
2015-05-21 |
2015-06-29 |
8.460987535 |
7.2127799999999995 |
¥-14.7万 |
-14.78% |
跌破0.618止损 |
| 2 |
2015-10-19 |
2015-11-03 |
6.818855042999998 |
6.38361 |
¥-5.4万 |
-6.41% |
跌破0.618止损 |
| 3 |
2015-11-09 |
2015-12-01 |
6.928998075999999 |
6.22377 |
¥-8.0万 |
-10.20% |
跌破0.618止损 |
| 4 |
2016-04-15 |
2016-04-21 |
4.475812340999999 |
4.14585 |
¥-5.3万 |
-7.40% |
跌破0.618止损 |
| 5 |
2016-08-02 |
2016-09-21 |
4.195448257 |
4.07592 |
¥-1.9万 |
-2.88% |
跌破0.618止损 |
| 6 |
2017-01-12 |
2017-02-20 |
6.788816033999999 |
6.443549999999999 |
¥-3.2万 |
-5.11% |
跌破0.618止损 |
| 7 |
2017-02-27 |
2017-08-22 |
7.0091021 |
9.030959999999999 |
¥17.4万 |
+28.81% |
重回前高 |
| 8 |
2017-09-01 |
2017-09-18 |
8.050454411999999 |
7.34265 |
¥-6.9万 |
-8.82% |
跌破0.618止损 |
| 9 |
2017-11-10 |
2017-11-28 |
8.160597444999999 |
7.05294 |
¥-9.7万 |
-13.60% |
跌破0.618止损 |
| 10 |
2018-05-16 |
2018-05-30 |
5.867619758 |
5.48451 |
¥-4.0万 |
-6.56% |
跌破0.618止损 |
| 11 |
2018-08-13 |
2018-10-12 |
5.326917595999999 |
5.0149799999999995 |
¥-3.4万 |
-5.88% |
跌破0.618止损 |
| 12 |
2018-10-23 |
2018-11-26 |
5.437060629 |
5.264729999999998 |
¥-1.8万 |
-3.20% |
跌破0.618止损 |
| 13 |
2018-12-04 |
2018-12-07 |
5.437060628999999 |
5.25474 |
¥-1.8万 |
-3.38% |
跌破0.618止损 |
| 14 |
2019-04-12 |
2019-05-07 |
6.638620989 |
6.11388 |
¥-4.1万 |
-7.93% |
跌破0.618止损 |
| 15 |
2019-08-21 |
2019-09-10 |
5.9176847729999995 |
6.8931000000000004 |
¥7.7万 |
+16.45% |
重回前高 |
| 16 |
2019-09-20 |
2019-10-24 |
6.2481138719999985 |
5.9240699999999995 |
¥-2.8万 |
-5.21% |
跌破0.618止损 |
| 17 |
2019-10-29 |
2019-11-12 |
6.168009848 |
5.81418 |
¥-3.0万 |
-5.76% |
跌破0.618止损 |
| 18 |
2020-02-28 |
2020-03-17 |
5.587255674 |
5.32467 |
¥-2.2万 |
-4.73% |
跌破0.618止损 |
| 19 |
2020-07-16 |
2020-07-17 |
5.3269175959999995 |
5.1948 |
¥-1.2万 |
-2.51% |
跌破0.618止损 |
| 20 |
2020-07-21 |
2020-07-27 |
5.316904592999999 |
5.11488 |
¥-1.7万 |
-3.83% |
跌破0.618止损 |
| 21 |
2020-08-14 |
2020-09-03 |
5.306891589999999 |
5.13486 |
¥-1.4万 |
-3.27% |
跌破0.618止损 |
| 22 |
2021-01-15 |
2021-01-21 |
4.656046395000001 |
4.47552 |
¥-1.6万 |
-3.91% |
跌破0.618止损 |
| 23 |
2021-03-09 |
2021-03-25 |
4.495838347 |
4.21578 |
¥-2.5万 |
-6.26% |
跌破0.618止损 |
| 24 |
2022-11-04 |
2022-11-09 |
3.6547460949999993 |
3.46653 |
¥-1.9万 |
-5.18% |
跌破0.618止损 |
| 25 |
2023-01-03 |
2023-03-02 |
4.485825344 |
5.85414 |
¥11.0万 |
+30.46% |
重回前高 |
| 26 |
2023-03-21 |
2023-04-27 |
5.5572166649999994 |
5.2947 |
¥-2.2万 |
-4.75% |
跌破0.618止损 |
| 27 |
2023-05-09 |
2023-05-11 |
5.647333691999999 |
5.46453 |
¥-1.5万 |
-3.27% |
跌破0.618止损 |
| 28 |
2023-07-20 |
2023-09-27 |
5.246813572 |
4.8951 |
¥-2.9万 |
-6.73% |
跌破0.618止损 |
| 29 |
2024-02-02 |
2024-05-16 |
4.455786335 |
4.5954 |
¥1.3万 |
+3.10% |
跌破0.618止损 |
| 30 |
2024-10-15 |
2024-11-27 |
5.236800569 |
5.07492 |
¥-1.3万 |
-3.12% |
跌破0.618止损 |
| 31 |
2024-12-13 |
2024-12-30 |
5.306891589999999 |
5.34465 |
¥2,748 |
+0.68% |
跌破0.618止损 |
| 32 |
2025-02-11 |
2025-02-24 |
5.40702162 |
6.87312 |
¥10.9万 |
+27.08% |
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 |
|---|
| 2015-05-21 |
黄金分割买点 |
买入 |
8.45845 |
117800.0 |
¥99.7万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
7.2127799999999995 |
117800.0 |
¥84.9万 |
止损触发 |
| 2015-10-19 |
黄金分割买点 |
买入 |
6.8168099999999985 |
124400.0 |
¥84.8万 |
|
| 2015-11-03 |
跌破0.618止损 |
卖出 |
6.38361 |
124400.0 |
¥79.4万 |
止损触发 |
| 2015-11-09 |
黄金分割买点 |
买入 |
6.926919999999999 |
113100.0 |
¥78.4万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
6.22377 |
113100.0 |
¥70.4万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
4.474469999999999 |
160100.0 |
¥71.7万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
4.14585 |
160100.0 |
¥66.4万 |
止损触发 |
| 2016-08-02 |
黄金分割买点 |
买入 |
4.19419 |
158200.0 |
¥66.4万 |
|
| 2016-09-21 |
跌破0.618止损 |
卖出 |
4.07592 |
158200.0 |
¥64.5万 |
止损触发 |
| 2017-01-12 |
黄金分割买点 |
买入 |
6.786779999999999 |
93300.0 |
¥63.3万 |
|
| 2017-02-20 |
跌破0.618止损 |
卖出 |
6.443549999999999 |
93300.0 |
¥60.1万 |
止损触发 |
| 2017-02-27 |
黄金分割买点 |
买入 |
7.006999999999999 |
86400.0 |
¥60.6万 |
|
| 2017-08-22 |
重回前高 |
卖出 |
9.030959999999999 |
86400.0 |
¥78.0万 |
|
| 2017-09-01 |
黄金分割买点 |
买入 |
8.048039999999999 |
97700.0 |
¥78.7万 |
|
| 2017-09-18 |
跌破0.618止损 |
卖出 |
7.34265 |
97700.0 |
¥71.7万 |
止损触发 |
| 2017-11-10 |
黄金分割买点 |
买入 |
8.15815 |
87400.0 |
¥71.3万 |
|
| 2017-11-28 |
跌破0.618止损 |
卖出 |
7.05294 |
87400.0 |
¥61.6万 |
止损触发 |
| 2018-05-16 |
黄金分割买点 |
买入 |
5.86586 |
105000.0 |
¥61.6万 |
|
| 2018-05-30 |
跌破0.618止损 |
卖出 |
5.48451 |
105000.0 |
¥57.6万 |
止损触发 |
| 2018-08-13 |
黄金分割买点 |
买入 |
5.325319999999999 |
107500.0 |
¥57.3万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
5.0149799999999995 |
107500.0 |
¥53.9万 |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
5.43543 |
100700.0 |
¥54.8万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
5.264729999999998 |
100700.0 |
¥53.0万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
5.435429999999999 |
97100.0 |
¥52.8万 |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
5.25474 |
97100.0 |
¥51.0万 |
止损触发 |
| 2019-04-12 |
黄金分割买点 |
买入 |
6.636629999999999 |
77100.0 |
¥51.2万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
6.11388 |
77100.0 |
¥47.1万 |
止损触发 |
| 2019-08-21 |
黄金分割买点 |
买入 |
5.915909999999999 |
78600.0 |
¥46.5万 |
|
| 2019-09-10 |
重回前高 |
卖出 |
6.8931000000000004 |
78600.0 |
¥54.2万 |
|
| 2019-09-20 |
黄金分割买点 |
买入 |
6.246239999999999 |
87400.0 |
¥54.6万 |
|
| 2019-10-24 |
跌破0.618止损 |
卖出 |
5.9240699999999995 |
87400.0 |
¥51.8万 |
止损触发 |
| 2019-10-29 |
黄金分割买点 |
买入 |
6.16616 |
83700.0 |
¥51.6万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
5.81418 |
83700.0 |
¥48.7万 |
止损触发 |
| 2020-02-28 |
黄金分割买点 |
买入 |
5.585579999999999 |
84900.0 |
¥47.4万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
5.32467 |
84900.0 |
¥45.2万 |
止损触发 |
| 2020-07-16 |
黄金分割买点 |
买入 |
5.32532 |
86900.0 |
¥46.3万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
5.1948 |
86900.0 |
¥45.1万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
5.315309999999999 |
85700.0 |
¥45.6万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
5.11488 |
85700.0 |
¥43.8万 |
止损触发 |
| 2020-08-14 |
黄金分割买点 |
买入 |
5.305299999999999 |
82300.0 |
¥43.7万 |
|
| 2020-09-03 |
跌破0.618止损 |
卖出 |
5.13486 |
82300.0 |
¥42.2万 |
止损触发 |
| 2021-01-15 |
黄金分割买点 |
买入 |
4.65465 |
90500.0 |
¥42.1万 |
|
| 2021-01-21 |
跌破0.618止损 |
卖出 |
4.47552 |
90500.0 |
¥40.5万 |
止损触发 |
| 2021-03-09 |
黄金分割买点 |
买入 |
4.49449 |
90300.0 |
¥40.6万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
4.21578 |
90300.0 |
¥38.1万 |
止损触发 |
| 2022-11-04 |
黄金分割买点 |
买入 |
3.6536499999999994 |
102700.0 |
¥37.5万 |
|
| 2022-11-09 |
跌破0.618止损 |
卖出 |
3.46653 |
102700.0 |
¥35.6万 |
止损触发 |
| 2023-01-03 |
黄金分割买点 |
买入 |
4.48448 |
80700.0 |
¥36.2万 |
|
| 2023-03-02 |
重回前高 |
卖出 |
5.85414 |
80700.0 |
¥47.2万 |
|
| 2023-03-21 |
黄金分割买点 |
买入 |
5.555549999999999 |
84800.0 |
¥47.1万 |
|
| 2023-04-27 |
跌破0.618止损 |
卖出 |
5.2947 |
84800.0 |
¥44.9万 |
止损触发 |
| 2023-05-09 |
黄金分割买点 |
买入 |
5.645639999999999 |
79400.0 |
¥44.8万 |
|
| 2023-05-11 |
跌破0.618止损 |
卖出 |
5.46453 |
79400.0 |
¥43.4万 |
止损触发 |
| 2023-07-20 |
黄金分割买点 |
买入 |
5.24524 |
83100.0 |
¥43.6万 |
|
| 2023-09-27 |
跌破0.618止损 |
卖出 |
4.8951 |
83100.0 |
¥40.7万 |
止损触发 |
| 2024-02-02 |
黄金分割买点 |
买入 |
4.45445 |
91100.0 |
¥40.6万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
4.5954 |
91100.0 |
¥41.9万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
5.23523 |
79600.0 |
¥41.7万 |
|
| 2024-11-27 |
跌破0.618止损 |
卖出 |
5.07492 |
79600.0 |
¥40.4万 |
止损触发 |
| 2024-12-13 |
黄金分割买点 |
买入 |
5.305299999999999 |
76000.0 |
¥40.3万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
5.34465 |
76000.0 |
¥40.6万 |
止损触发 |
| 2025-02-11 |
黄金分割买点 |
买入 |
5.4054 |
74700.0 |
¥40.4万 |
|
| 2025-02-24 |
重回前高 |
卖出 |
6.87312 |
74700.0 |
¥51.3万 |
|