600066 宇通客车 — 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 -33.80%）
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 49 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 |
2015-05-07 |
2015-05-20 |
29.888813955 |
21.978 |
¥-26.4万 |
-26.49% |
重回前高 |
| 2 |
2015-08-13 |
2015-08-24 |
21.237579363 |
17.982 |
¥-11.3万 |
-15.35% |
跌破0.618止损 |
| 3 |
2015-10-13 |
2016-01-08 |
19.835758942999995 |
20.3796 |
¥1.7万 |
+2.71% |
跌破0.618止损 |
| 4 |
2016-04-22 |
2016-05-13 |
19.555394859 |
21.7782 |
¥7.2万 |
+11.33% |
重回前高 |
| 5 |
2016-07-06 |
2016-07-18 |
20.546162000000002 |
21.88 |
¥4.6万 |
+6.46% |
重回前高 |
| 6 |
2016-08-08 |
2016-10-20 |
21.437839422999996 |
22.20777 |
¥2.7万 |
+3.56% |
跌破0.618止损 |
| 7 |
2017-06-01 |
2017-06-13 |
20.416513117 |
22.917060000000003 |
¥9.6万 |
+12.21% |
重回前高 |
| 8 |
2017-06-16 |
2017-07-24 |
21.286384 |
22.986990000000002 |
¥7.0万 |
+7.96% |
重回前高 |
| 9 |
2017-08-18 |
2017-08-24 |
21.718203507 |
21.31866 |
¥-1.8万 |
-1.87% |
跌破0.618止损 |
| 10 |
2017-11-17 |
2017-12-05 |
24.031207199999997 |
23.14683 |
¥-3.4万 |
-3.71% |
跌破0.618止损 |
| 11 |
2018-01-05 |
2018-01-10 |
24.987494 |
23.94603 |
¥-3.8万 |
-4.20% |
跌破0.618止损 |
| 12 |
2018-02-13 |
2018-03-22 |
23.750843115999995 |
22.827150000000003 |
¥-3.3万 |
-3.92% |
跌破0.618止损 |
| 13 |
2018-06-13 |
2018-06-15 |
22.058645609 |
21.3786 |
¥-2.5万 |
-3.11% |
跌破0.618止损 |
| 14 |
2019-01-07 |
2019-01-30 |
12.175811647999998 |
11.64834 |
¥-3.5万 |
-4.36% |
跌破0.618止损 |
| 15 |
2019-03-11 |
2019-04-25 |
13.617684079999998 |
16.20378 |
¥14.5万 |
+18.96% |
重回前高 |
| 16 |
2019-04-29 |
2019-05-07 |
14.448763329 |
13.60638 |
¥-5.3万 |
-5.86% |
跌破0.618止损 |
| 17 |
2019-07-30 |
2019-08-02 |
13.167098944999998 |
12.3876 |
¥-5.1万 |
-5.95% |
跌破0.618止损 |
| 18 |
2019-08-22 |
2019-08-30 |
13.016903899999999 |
14.63535 |
¥10.0万 |
+12.40% |
重回前高 |
| 19 |
2019-09-24 |
2019-11-29 |
14.308581286999999 |
14.29569 |
¥-1,084 |
-0.12% |
跌破0.618止损 |
| 20 |
2020-03-05 |
2020-03-10 |
15.430037622999997 |
14.455530000000001 |
¥-5.7万 |
-6.34% |
跌破0.618止损 |
| 21 |
2020-07-27 |
2020-08-05 |
13.056955911999998 |
14.105879999999999 |
¥6.8万 |
+8.00% |
重回前高 |
| 22 |
2020-10-29 |
2020-12-23 |
16.010791797 |
15.984 |
¥-1,778 |
-0.20% |
跌破0.618止损 |
| 23 |
2020-12-24 |
2021-01-05 |
17.335199 |
16.30368 |
¥-5.4万 |
-5.98% |
跌破0.618止损 |
| 24 |
2021-02-24 |
2021-03-25 |
15.880622757999996 |
14.02596 |
¥-10.0万 |
-11.71% |
跌破0.618止损 |
| 25 |
2021-08-30 |
2021-09-14 |
12.436149726 |
11.65833 |
¥-4.7万 |
-6.28% |
跌破0.618止损 |
| 26 |
2022-05-24 |
2022-07-18 |
8.701299607 |
7.78 |
¥-7.6万 |
-10.61% |
跌破0.618止损 |
| 27 |
2022-11-17 |
2023-01-31 |
7.619895283 |
8.32167 |
¥5.8万 |
+9.18% |
重回前高 |
| 28 |
2023-05-22 |
2023-06-30 |
12.376071708 |
14.32566 |
¥10.9万 |
+15.72% |
重回前高 |
| 29 |
2023-07-24 |
2023-08-11 |
13.757866122 |
13.21677 |
¥-3.2万 |
-3.96% |
跌破0.618止损 |
| 30 |
2023-09-12 |
2023-09-21 |
13.868009154999998 |
13.246739999999999 |
¥-3.5万 |
-4.51% |
跌破0.618止损 |
| 31 |
2023-10-23 |
2023-10-25 |
13.277241977999998 |
12.9 |
¥-2.1万 |
-2.87% |
跌破0.618止损 |
| 32 |
2023-10-26 |
2023-11-08 |
13.127046932999999 |
12.85713 |
¥-1.5万 |
-2.09% |
跌破0.618止损 |
| 33 |
2023-11-29 |
2023-12-21 |
13.327306992999999 |
12.93705 |
¥-2.1万 |
-2.96% |
跌破0.618止损 |
| 34 |
2024-05-24 |
2024-07-09 |
24.561896359000002 |
24.505470000000003 |
¥-1,760 |
-0.26% |
跌破0.618止损 |
| 35 |
2024-10-10 |
2024-11-11 |
24.752143415999996 |
23.33664 |
¥-3.9万 |
-5.75% |
跌破0.618止损 |
| 36 |
2024-12-25 |
2025-03-18 |
25.743430712999995 |
25.5744 |
¥-4,382 |
-0.69% |
跌破0.618止损 |
| 37 |
2025-03-19 |
2025-03-27 |
26.474379931999998 |
26.06391 |
¥-1.0万 |
-1.58% |
跌破0.618止损 |
| 38 |
2025-04-03 |
2025-04-07 |
26.814822034 |
25.824150000000003 |
¥-2.3万 |
-3.72% |
跌破0.618止损 |
| 39 |
2025-04-15 |
2025-04-18 |
26.778031 |
25.73424 |
¥-2.4万 |
-3.93% |
跌破0.618止损 |
| 40 |
2025-04-22 |
2025-05-16 |
26.934978069999993 |
24.755219999999998 |
¥-4.7万 |
-8.12% |
跌破0.618止损 |
| 41 |
2025-07-09 |
2025-07-30 |
26.294145878 |
25.174799999999998 |
¥-2.3万 |
-4.29% |
跌破0.618止损 |
| 42 |
2025-08-19 |
2025-08-26 |
26.234067859999996 |
27.68229 |
¥2.8万 |
+5.49% |
重回前高 |
| 43 |
2025-09-17 |
2025-10-28 |
28.266707468999996 |
31.178789999999996 |
¥5.5万 |
+10.27% |
重回前高 |
| 44 |
2025-11-19 |
2025-12-18 |
30.559685155999993 |
34.42554 |
¥7.5万 |
+12.62% |
重回前高 |
| 45 |
2026-01-13 |
2026-01-23 |
31.751232512999998 |
30.78918 |
¥-2.0万 |
-3.06% |
跌破0.618止损 |
| 46 |
2026-03-26 |
2026-04-01 |
32.32197368399999 |
36.85311 |
¥9.0万 |
+13.98% |
重回前高 |
| 47 |
2026-07-21 |
2026-08-17 |
32.041609599999994 |
28.80117 |
¥-7.4万 |
-10.14% |
跌破0.618止损 |
| 48 |
2026-08-25 |
2026-09-04 |
30.529646146999998 |
28.48149 |
¥-4.5万 |
-6.74% |
跌破0.618止损 |
| 49 |
2026-11-02 |
2026-11-13 |
29.157864735999997 |
31.2 |
¥4.3万 |
+6.97% |
强平 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
29.879849999999998 |
33300.0 |
¥99.5万 |
|
| 2015-05-20 |
重回前高 |
卖出 |
21.978 |
33300.0 |
¥73.2万 |
|
| 2015-08-13 |
黄金分割买点 |
买入 |
21.231209999999997 |
34600.0 |
¥73.5万 |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
17.982 |
34600.0 |
¥62.2万 |
止损触发 |
| 2015-10-13 |
黄金分割买点 |
买入 |
19.829809999999995 |
31300.0 |
¥62.1万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
20.3796 |
31300.0 |
¥63.8万 |
止损触发 |
| 2016-04-22 |
黄金分割买点 |
买入 |
19.54953 |
32500.0 |
¥63.6万 |
|
| 2016-05-13 |
重回前高 |
卖出 |
21.7782 |
32500.0 |
¥70.8万 |
|
| 2016-07-06 |
黄金分割买点 |
买入 |
20.54 |
34500.0 |
¥70.9万 |
|
| 2016-07-18 |
重回前高 |
卖出 |
21.88 |
34500.0 |
¥75.5万 |
|
| 2016-08-08 |
黄金分割买点 |
买入 |
21.431409999999996 |
35200.0 |
¥75.5万 |
|
| 2016-10-20 |
跌破0.618止损 |
卖出 |
22.20777 |
35200.0 |
¥78.1万 |
止损触发 |
| 2017-06-01 |
黄金分割买点 |
买入 |
20.41039 |
38300.0 |
¥78.2万 |
|
| 2017-06-13 |
重回前高 |
卖出 |
22.917060000000003 |
38300.0 |
¥87.7万 |
|
| 2017-06-16 |
黄金分割买点 |
买入 |
21.28 |
41200.0 |
¥87.7万 |
|
| 2017-07-24 |
重回前高 |
卖出 |
22.986990000000002 |
41200.0 |
¥94.7万 |
|
| 2017-08-18 |
黄金分割买点 |
买入 |
21.711689999999997 |
43600.0 |
¥94.7万 |
|
| 2017-08-24 |
跌破0.618止损 |
卖出 |
21.31866 |
43600.0 |
¥92.9万 |
止损触发 |
| 2017-11-17 |
黄金分割买点 |
买入 |
24.023999999999997 |
38200.0 |
¥91.8万 |
|
| 2017-12-05 |
跌破0.618止损 |
卖出 |
23.14683 |
38200.0 |
¥88.4万 |
止损触发 |
| 2018-01-05 |
黄金分割买点 |
买入 |
24.98 |
35800.0 |
¥89.5万 |
|
| 2018-01-10 |
跌破0.618止损 |
卖出 |
23.94603 |
35800.0 |
¥85.7万 |
止损触发 |
| 2018-02-13 |
黄金分割买点 |
买入 |
23.743719999999996 |
36000.0 |
¥85.5万 |
|
| 2018-03-22 |
跌破0.618止损 |
卖出 |
22.827150000000003 |
36000.0 |
¥82.2万 |
止损触发 |
| 2018-06-13 |
黄金分割买点 |
买入 |
22.05203 |
37000.0 |
¥81.6万 |
|
| 2018-06-15 |
跌破0.618止损 |
卖出 |
21.3786 |
37000.0 |
¥79.1万 |
止损触发 |
| 2019-01-07 |
黄金分割买点 |
买入 |
12.172159999999998 |
65600.0 |
¥79.9万 |
|
| 2019-01-30 |
跌破0.618止损 |
卖出 |
11.64834 |
65600.0 |
¥76.4万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
13.6136 |
56200.0 |
¥76.5万 |
|
| 2019-04-25 |
重回前高 |
卖出 |
16.20378 |
56200.0 |
¥91.0万 |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
14.444429999999999 |
63000.0 |
¥91.0万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
13.60638 |
63000.0 |
¥85.7万 |
止损触发 |
| 2019-07-30 |
黄金分割买点 |
买入 |
13.163149999999998 |
64900.0 |
¥85.5万 |
|
| 2019-08-02 |
跌破0.618止损 |
卖出 |
12.3876 |
64900.0 |
¥80.4万 |
止损触发 |
| 2019-08-22 |
黄金分割买点 |
买入 |
13.012999999999998 |
62000.0 |
¥80.7万 |
|
| 2019-08-30 |
重回前高 |
卖出 |
14.63535 |
62000.0 |
¥90.7万 |
|
| 2019-09-24 |
黄金分割买点 |
买入 |
14.304289999999998 |
63100.0 |
¥90.3万 |
|
| 2019-11-29 |
跌破0.618止损 |
卖出 |
14.29569 |
63100.0 |
¥90.2万 |
止损触发 |
| 2020-03-05 |
黄金分割买点 |
买入 |
15.425409999999996 |
58700.0 |
¥90.6万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
14.455530000000001 |
58700.0 |
¥84.8万 |
止损触发 |
| 2020-07-27 |
黄金分割买点 |
买入 |
13.053039999999998 |
64700.0 |
¥84.5万 |
|
| 2020-08-05 |
重回前高 |
卖出 |
14.105879999999999 |
64700.0 |
¥91.2万 |
|
| 2020-10-29 |
黄金分割买点 |
买入 |
16.005989999999997 |
56300.0 |
¥90.1万 |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
15.984 |
56300.0 |
¥90.0万 |
止损触发 |
| 2020-12-24 |
黄金分割买点 |
买入 |
17.33 |
52500.0 |
¥91.0万 |
|
| 2021-01-05 |
跌破0.618止损 |
卖出 |
16.30368 |
52500.0 |
¥85.6万 |
止损触发 |
| 2021-02-24 |
黄金分割买点 |
买入 |
15.875859999999998 |
54000.0 |
¥85.8万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
14.02596 |
54000.0 |
¥75.7万 |
止损触发 |
| 2021-08-30 |
黄金分割买点 |
买入 |
12.432419999999999 |
60100.0 |
¥74.7万 |
|
| 2021-09-14 |
跌破0.618止损 |
卖出 |
11.65833 |
60100.0 |
¥70.0万 |
止损触发 |
| 2022-05-24 |
黄金分割买点 |
买入 |
8.69869 |
81900.0 |
¥71.3万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
7.78 |
81900.0 |
¥63.7万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
7.617609999999999 |
83100.0 |
¥63.3万 |
|
| 2023-01-31 |
重回前高 |
卖出 |
8.32167 |
83100.0 |
¥69.1万 |
|
| 2023-05-22 |
黄金分割买点 |
买入 |
12.372359999999999 |
56000.0 |
¥69.3万 |
|
| 2023-06-30 |
重回前高 |
卖出 |
14.32566 |
56000.0 |
¥80.2万 |
|
| 2023-07-24 |
黄金分割买点 |
买入 |
13.753739999999999 |
58500.0 |
¥80.5万 |
|
| 2023-08-11 |
跌破0.618止损 |
卖出 |
13.21677 |
58500.0 |
¥77.3万 |
止损触发 |
| 2023-09-12 |
黄金分割买点 |
买入 |
13.863849999999998 |
55700.0 |
¥77.2万 |
|
| 2023-09-21 |
跌破0.618止损 |
卖出 |
13.246739999999999 |
55700.0 |
¥73.8万 |
止损触发 |
| 2023-10-23 |
黄金分割买点 |
买入 |
13.273259999999999 |
55500.0 |
¥73.7万 |
|
| 2023-10-25 |
跌破0.618止损 |
卖出 |
12.9 |
55500.0 |
¥71.6万 |
止损触发 |
| 2023-10-26 |
黄金分割买点 |
买入 |
13.123109999999999 |
54300.0 |
¥71.3万 |
|
| 2023-11-08 |
跌破0.618止损 |
卖出 |
12.85713 |
54300.0 |
¥69.8万 |
止损触发 |
| 2023-11-29 |
黄金分割买点 |
买入 |
13.32331 |
52700.0 |
¥70.2万 |
|
| 2023-12-21 |
跌破0.618止损 |
卖出 |
12.93705 |
52700.0 |
¥68.2万 |
止损触发 |
| 2024-05-24 |
黄金分割买点 |
买入 |
24.554530000000003 |
27600.0 |
¥67.8万 |
|
| 2024-07-09 |
跌破0.618止损 |
卖出 |
24.505470000000003 |
27600.0 |
¥67.6万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
24.744719999999997 |
27100.0 |
¥67.1万 |
|
| 2024-11-11 |
跌破0.618止损 |
卖出 |
23.33664 |
27100.0 |
¥63.2万 |
止损触发 |
| 2024-12-25 |
黄金分割买点 |
买入 |
25.735709999999994 |
24800.0 |
¥63.8万 |
|
| 2025-03-18 |
跌破0.618止损 |
卖出 |
25.5744 |
24800.0 |
¥63.4万 |
止损触发 |
| 2025-03-19 |
黄金分割买点 |
买入 |
26.46644 |
24000.0 |
¥63.5万 |
|
| 2025-03-27 |
跌破0.618止损 |
卖出 |
26.06391 |
24000.0 |
¥62.5万 |
止损触发 |
| 2025-04-03 |
黄金分割买点 |
买入 |
26.80678 |
23100.0 |
¥61.9万 |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
25.824150000000003 |
23100.0 |
¥59.6万 |
止损触发 |
| 2025-04-15 |
黄金分割买点 |
买入 |
26.77 |
22400.0 |
¥60.0万 |
|
| 2025-04-18 |
跌破0.618止损 |
卖出 |
25.73424 |
22400.0 |
¥57.6万 |
止损触发 |
| 2025-04-22 |
黄金分割买点 |
买入 |
26.926899999999996 |
21400.0 |
¥57.6万 |
|
| 2025-05-16 |
跌破0.618止损 |
卖出 |
24.755219999999998 |
21400.0 |
¥53.0万 |
止损触发 |
| 2025-07-09 |
黄金分割买点 |
买入 |
26.286259999999995 |
20200.0 |
¥53.1万 |
|
| 2025-07-30 |
跌破0.618止损 |
卖出 |
25.174799999999998 |
20200.0 |
¥50.8万 |
止损触发 |
| 2025-08-19 |
黄金分割买点 |
买入 |
26.226199999999995 |
19400.0 |
¥50.9万 |
|
| 2025-08-26 |
重回前高 |
卖出 |
27.68229 |
19400.0 |
¥53.7万 |
|
| 2025-09-17 |
黄金分割买点 |
买入 |
28.258229999999994 |
18900.0 |
¥53.4万 |
|
| 2025-10-28 |
重回前高 |
卖出 |
31.178789999999996 |
18900.0 |
¥58.9万 |
|
| 2025-11-19 |
黄金分割买点 |
买入 |
30.55051999999999 |
19400.0 |
¥59.3万 |
|
| 2025-12-18 |
重回前高 |
卖出 |
34.42554 |
19400.0 |
¥66.8万 |
|
| 2026-01-13 |
黄金分割买点 |
买入 |
31.741709999999998 |
21000.0 |
¥66.7万 |
|
| 2026-01-23 |
跌破0.618止损 |
卖出 |
30.78918 |
21000.0 |
¥64.6万 |
止损触发 |
| 2026-03-26 |
黄金分割买点 |
买入 |
32.312279999999994 |
19900.0 |
¥64.3万 |
|
| 2026-04-01 |
重回前高 |
卖出 |
36.85311 |
19900.0 |
¥73.3万 |
|
| 2026-07-21 |
黄金分割买点 |
买入 |
32.032 |
22900.0 |
¥73.4万 |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
28.80117 |
22900.0 |
¥65.9万 |
止损触发 |
| 2026-08-25 |
黄金分割买点 |
买入 |
30.520489999999995 |
21700.0 |
¥66.2万 |
|
| 2026-09-04 |
跌破0.618止损 |
卖出 |
28.48149 |
21700.0 |
¥61.8万 |
止损触发 |
| 2026-11-02 |
黄金分割买点 |
买入 |
29.149119999999996 |
21100.0 |
¥61.5万 |
|
| 2026-11-13 |
强平 |
卖出 |
31.2 |
21100 |
¥65.8万 |
回测结束强平 |