600061 国投安信 — 斐波那契回调 回测明细
数据区间: 2015-01-07 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥62.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -38.04%）
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 42 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 |
2015-04-16 |
2015-06-05 |
26.914952063999998 |
37.262699999999995 |
¥37.6万 |
+38.40% |
重回前高 |
| 2 |
2015-07-22 |
2015-07-24 |
27.615862273999998 |
28.861110000000004 |
¥5.5万 |
+4.48% |
跌破0.618止损 |
| 3 |
2015-11-04 |
2015-11-18 |
19.255004769 |
27.972 |
¥64.4万 |
+45.23% |
重回前高 |
| 4 |
2016-04-14 |
2016-04-21 |
19.114822726999996 |
17.23275 |
¥-20.3万 |
-9.87% |
跌破0.618止损 |
| 5 |
2016-06-23 |
2016-08-02 |
17.60528 |
16.46352 |
¥-12.1万 |
-6.51% |
跌破0.618止损 |
| 6 |
2016-08-18 |
2016-08-25 |
17.422625219999997 |
16.80318 |
¥-6.2万 |
-3.58% |
跌破0.618止损 |
| 7 |
2016-11-11 |
2016-12-06 |
17.082183117999996 |
16.183799999999998 |
¥-8.9万 |
-5.29% |
跌破0.618止损 |
| 8 |
2017-08-10 |
2017-10-17 |
15.590245671 |
15.83415 |
¥2.4万 |
+1.53% |
跌破0.618止损 |
| 9 |
2018-10-29 |
2018-11-16 |
8.460987535 |
10.26972 |
¥34.2万 |
+21.34% |
重回前高 |
| 10 |
2018-12-19 |
2019-01-22 |
9.392196813999998 |
9.34065 |
¥-1.1万 |
-0.58% |
跌破0.618止损 |
| 11 |
2019-02-14 |
2019-02-25 |
10.033029005999998 |
12.76722 |
¥53.0万 |
+27.21% |
重回前高 |
| 12 |
2019-03-28 |
2019-05-10 |
13.117033929999998 |
12.31767 |
¥-15.0万 |
-6.12% |
跌破0.618止损 |
| 13 |
2019-06-18 |
2019-07-10 |
14.418724319999997 |
13.396590000000002 |
¥-16.6万 |
-7.12% |
跌破0.618止损 |
| 14 |
2019-07-16 |
2019-08-05 |
13.938100175999999 |
12.76722 |
¥-18.2万 |
-8.43% |
跌破0.618止损 |
| 15 |
2019-09-12 |
2019-09-25 |
13.747853118999998 |
12.81717 |
¥-13.5万 |
-6.80% |
跌破0.618止损 |
| 16 |
2019-12-23 |
2019-12-24 |
12.245902669 |
11.99799 |
¥-3.8万 |
-2.05% |
跌破0.618止损 |
| 17 |
2020-01-13 |
2020-02-04 |
13.948113179 |
11.55 |
¥-31.0万 |
-17.22% |
跌破0.618止损 |
| 18 |
2020-02-18 |
2020-03-02 |
13.784134 |
13.1868 |
¥-6.5万 |
-4.36% |
跌破0.618止损 |
| 19 |
2020-03-04 |
2020-03-17 |
13.898048164 |
12.60738 |
¥-13.3万 |
-9.31% |
跌破0.618止损 |
| 20 |
2020-07-30 |
2020-09-29 |
14.849283448999998 |
15.114870000000002 |
¥2.3万 |
+1.76% |
跌破0.618止损 |
| 21 |
2020-10-13 |
2020-10-20 |
15.720414709999996 |
14.755230000000001 |
¥-8.0万 |
-6.17% |
跌破0.618止损 |
| 22 |
2020-11-10 |
2020-11-12 |
14.899348464 |
14.5854 |
¥-2.7万 |
-2.14% |
跌破0.618止损 |
| 23 |
2020-12-08 |
2020-12-10 |
14.889335460999996 |
14.085899999999999 |
¥-6.6万 |
-5.42% |
跌破0.618止损 |
| 24 |
2021-04-20 |
2021-04-30 |
13.167098945 |
13.286700000000003 |
¥1.0万 |
+0.88% |
重回前高 |
| 25 |
2021-06-16 |
2021-06-21 |
13.317293990000001 |
8.551440000000001 |
¥-41.6万 |
-35.81% |
跌破0.618止损 |
| 26 |
2021-09-29 |
2021-10-28 |
8.951624681999999 |
8.24175 |
¥-5.9万 |
-7.96% |
跌破0.618止损 |
| 27 |
2022-06-15 |
2022-06-23 |
6.688686003999998 |
6.3036900000000005 |
¥-4.0万 |
-5.78% |
跌破0.618止损 |
| 28 |
2022-08-31 |
2022-09-19 |
6.548503962 |
6.123870000000001 |
¥-4.2万 |
-6.51% |
跌破0.618止损 |
| 29 |
2022-10-17 |
2022-10-25 |
6.288165883999999 |
6.05394 |
¥-2.3万 |
-3.75% |
跌破0.618止损 |
| 30 |
2022-11-15 |
2023-01-04 |
6.308191889999998 |
6.16383 |
¥-1.4万 |
-2.32% |
跌破0.618止损 |
| 31 |
2023-02-09 |
2023-03-06 |
6.708712009999999 |
7.17282 |
¥3.9万 |
+6.89% |
重回前高 |
| 32 |
2023-03-13 |
2023-04-07 |
6.688686004 |
7.20279 |
¥4.7万 |
+7.65% |
重回前高 |
| 33 |
2023-05-12 |
2023-05-24 |
7.71001231 |
7.222770000000001 |
¥-4.2万 |
-6.35% |
跌破0.618止损 |
| 34 |
2023-08-01 |
2023-08-04 |
7.790116334000001 |
8.211780000000001 |
¥3.3万 |
+5.38% |
重回前高 |
| 35 |
2023-08-21 |
2023-09-01 |
7.7901163339999995 |
7.32267 |
¥-3.9万 |
-6.03% |
跌破0.618止损 |
| 36 |
2024-01-25 |
2024-02-02 |
6.548503961999999 |
6.50349 |
¥-4,293 |
-0.72% |
跌破0.618止损 |
| 37 |
2024-02-19 |
2024-03-26 |
6.658646995000001 |
6.4635299999999996 |
¥-1.8万 |
-2.96% |
跌破0.618止损 |
| 38 |
2024-08-01 |
2024-08-12 |
5.997788797 |
5.71428 |
¥-2.8万 |
-4.76% |
跌破0.618止损 |
| 39 |
2024-08-16 |
2024-08-23 |
5.857606754999999 |
5.584410000000001 |
¥-2.6万 |
-4.69% |
跌破0.618止损 |
| 40 |
2024-10-16 |
2024-12-30 |
7.3094921899999985 |
7.782210000000001 |
¥3.4万 |
+6.44% |
跌破0.618止损 |
| 41 |
2025-05-08 |
2025-06-17 |
7.0091021 |
7.2927 |
¥2.3万 |
+4.01% |
重回前高 |
| 42 |
2025-08-01 |
2025-08-14 |
7.579843271 |
7.952040000000001 |
¥2.9万 |
+4.88% |
重回前高 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
26.906879999999997 |
36400.0 |
¥98.0万 |
|
| 2015-06-05 |
重回前高 |
卖出 |
37.262699999999995 |
36400.0 |
¥1.36M |
|
| 2015-07-22 |
黄金分割买点 |
买入 |
27.60758 |
44700.0 |
¥1.23M |
|
| 2015-07-24 |
跌破0.618止损 |
卖出 |
28.861110000000004 |
44700.0 |
¥1.29M |
止损触发 |
| 2015-11-04 |
黄金分割买点 |
买入 |
19.249229999999997 |
73900.0 |
¥1.42M |
|
| 2015-11-18 |
重回前高 |
卖出 |
27.972 |
73900.0 |
¥2.07M |
|
| 2016-04-14 |
黄金分割买点 |
买入 |
19.10909 |
107600.0 |
¥2.06M |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
17.23275 |
107600.0 |
¥1.85M |
止损触发 |
| 2016-06-23 |
黄金分割买点 |
买入 |
17.6 |
105700.0 |
¥1.86M |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
16.46352 |
105700.0 |
¥1.74M |
止损触发 |
| 2016-08-18 |
黄金分割买点 |
买入 |
17.417399999999997 |
99900.0 |
¥1.74M |
|
| 2016-08-25 |
跌破0.618止损 |
卖出 |
16.80318 |
99900.0 |
¥1.68M |
止损触发 |
| 2016-11-11 |
黄金分割买点 |
买入 |
17.077059999999996 |
98800.0 |
¥1.69M |
|
| 2016-12-06 |
跌破0.618止损 |
卖出 |
16.183799999999998 |
98800.0 |
¥1.60M |
止损触发 |
| 2017-08-10 |
黄金分割买点 |
买入 |
15.58557 |
102300.0 |
¥1.59M |
|
| 2017-10-17 |
跌破0.618止损 |
卖出 |
15.83415 |
102300.0 |
¥1.62M |
止损触发 |
| 2018-10-29 |
黄金分割买点 |
买入 |
8.45845 |
189400.0 |
¥1.60M |
|
| 2018-11-16 |
重回前高 |
卖出 |
10.26972 |
189400.0 |
¥1.94M |
|
| 2018-12-19 |
黄金分割买点 |
买入 |
9.38938 |
208200.0 |
¥1.96M |
|
| 2019-01-22 |
跌破0.618止损 |
卖出 |
9.34065 |
208200.0 |
¥1.94M |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
10.030019999999999 |
194000.0 |
¥1.95M |
|
| 2019-02-25 |
重回前高 |
卖出 |
12.76722 |
194000.0 |
¥2.48M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
13.113099999999998 |
186500.0 |
¥2.45M |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
12.31767 |
186500.0 |
¥2.30M |
止损触发 |
| 2019-06-18 |
黄金分割买点 |
买入 |
14.414399999999997 |
161500.0 |
¥2.33M |
|
| 2019-07-10 |
跌破0.618止损 |
卖出 |
13.396590000000002 |
161500.0 |
¥2.16M |
止损触发 |
| 2019-07-16 |
黄金分割买点 |
买入 |
13.933919999999997 |
155100.0 |
¥2.16M |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
12.76722 |
155100.0 |
¥1.98M |
止损触发 |
| 2019-09-12 |
黄金分割买点 |
买入 |
13.74373 |
144400.0 |
¥1.99M |
|
| 2019-09-25 |
跌破0.618止损 |
卖出 |
12.81717 |
144400.0 |
¥1.85M |
止损触发 |
| 2019-12-23 |
黄金分割买点 |
买入 |
12.24223 |
150000.0 |
¥1.84M |
|
| 2019-12-24 |
跌破0.618止损 |
卖出 |
11.99799 |
150000.0 |
¥1.80M |
止损触发 |
| 2020-01-13 |
黄金分割买点 |
买入 |
13.943929999999998 |
128900.0 |
¥1.80M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
11.55 |
128900.0 |
¥1.49M |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
13.78 |
108600.0 |
¥1.50M |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
13.1868 |
108600.0 |
¥1.43M |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
13.89388 |
103000.0 |
¥1.43M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
12.60738 |
103000.0 |
¥1.30M |
止损触发 |
| 2020-07-30 |
黄金分割买点 |
买入 |
14.844829999999998 |
87700.0 |
¥1.30M |
|
| 2020-09-29 |
跌破0.618止损 |
卖出 |
15.114870000000002 |
87700.0 |
¥1.33M |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
15.715699999999998 |
82900.0 |
¥1.30M |
|
| 2020-10-20 |
跌破0.618止损 |
卖出 |
14.755230000000001 |
82900.0 |
¥1.22M |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
14.894879999999999 |
83300.0 |
¥1.24M |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
14.5854 |
83300.0 |
¥1.21M |
止损触发 |
| 2020-12-08 |
黄金分割买点 |
买入 |
14.884869999999996 |
81800.0 |
¥1.22M |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
14.085899999999999 |
81800.0 |
¥1.15M |
止损触发 |
| 2021-04-20 |
黄金分割买点 |
买入 |
13.16315 |
87200.0 |
¥1.15M |
|
| 2021-04-30 |
重回前高 |
卖出 |
13.286700000000003 |
87200.0 |
¥1.16M |
|
| 2021-06-16 |
黄金分割买点 |
买入 |
13.313300000000002 |
87300.0 |
¥1.16M |
|
| 2021-06-21 |
跌破0.618止损 |
卖出 |
8.551440000000001 |
87300.0 |
¥74.6万 |
止损触发 |
| 2021-09-29 |
黄金分割买点 |
买入 |
8.948939999999999 |
82600.0 |
¥73.9万 |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
8.24175 |
82600.0 |
¥68.1万 |
止损触发 |
| 2022-06-15 |
黄金分割买点 |
买入 |
6.686679999999999 |
103100.0 |
¥69.0万 |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
6.3036900000000005 |
103100.0 |
¥65.0万 |
止损触发 |
| 2022-08-31 |
黄金分割买点 |
买入 |
6.546539999999999 |
98500.0 |
¥64.5万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
6.123870000000001 |
98500.0 |
¥60.3万 |
止损触发 |
| 2022-10-17 |
黄金分割买点 |
买入 |
6.286279999999999 |
96100.0 |
¥60.4万 |
|
| 2022-10-25 |
跌破0.618止损 |
卖出 |
6.05394 |
96100.0 |
¥58.2万 |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
6.3062999999999985 |
92500.0 |
¥58.4万 |
|
| 2023-01-04 |
跌破0.618止损 |
卖出 |
6.16383 |
92500.0 |
¥57.0万 |
止损触发 |
| 2023-02-09 |
黄金分割买点 |
买入 |
6.7067 |
85000.0 |
¥57.0万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
7.17282 |
85000.0 |
¥61.0万 |
|
| 2023-03-13 |
黄金分割买点 |
买入 |
6.686679999999999 |
91100.0 |
¥60.9万 |
|
| 2023-04-07 |
重回前高 |
卖出 |
7.20279 |
91100.0 |
¥65.6万 |
|
| 2023-05-12 |
黄金分割买点 |
买入 |
7.7077 |
84800.0 |
¥65.4万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
7.222770000000001 |
84800.0 |
¥61.2万 |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
7.787780000000001 |
77900.0 |
¥60.7万 |
|
| 2023-08-04 |
重回前高 |
卖出 |
8.211780000000001 |
77900.0 |
¥64.0万 |
|
| 2023-08-21 |
黄金分割买点 |
买入 |
7.78778 |
82900.0 |
¥64.6万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
7.32267 |
82900.0 |
¥60.7万 |
止损触发 |
| 2024-01-25 |
黄金分割买点 |
买入 |
6.546539999999999 |
91400.0 |
¥59.9万 |
|
| 2024-02-02 |
跌破0.618止损 |
卖出 |
6.50349 |
91400.0 |
¥59.4万 |
止损触发 |
| 2024-02-19 |
黄金分割买点 |
买入 |
6.656650000000001 |
90100.0 |
¥60.0万 |
|
| 2024-03-26 |
跌破0.618止损 |
卖出 |
6.4635299999999996 |
90100.0 |
¥58.2万 |
止损触发 |
| 2024-08-01 |
黄金分割买点 |
买入 |
5.99599 |
97500.0 |
¥58.5万 |
|
| 2024-08-12 |
跌破0.618止损 |
卖出 |
5.71428 |
97500.0 |
¥55.7万 |
止损触发 |
| 2024-08-16 |
黄金分割买点 |
买入 |
5.855849999999999 |
95100.0 |
¥55.7万 |
|
| 2024-08-23 |
跌破0.618止损 |
卖出 |
5.584410000000001 |
95100.0 |
¥53.1万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
7.307299999999999 |
71700.0 |
¥52.4万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
7.782210000000001 |
71700.0 |
¥55.8万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
7.007 |
80600.0 |
¥56.5万 |
|
| 2025-06-17 |
重回前高 |
卖出 |
7.2927 |
80600.0 |
¥58.8万 |
|
| 2025-08-01 |
黄金分割买点 |
买入 |
7.57757 |
77800.0 |
¥59.0万 |
|
| 2025-08-14 |
重回前高 |
卖出 |
7.952040000000001 |
77800.0 |
¥61.8万 |
|