600111 包钢稀土 — 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: ¥39.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -60.52%）
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 48 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 |
2015-05-12 |
30.980231282 |
21.488490000000002 |
¥-30.5万 |
-30.66% |
跌破0.618止损 |
| 2 |
2015-10-26 |
2015-12-01 |
15.660336691999998 |
13.856129999999997 |
¥-8.0万 |
-11.55% |
跌破0.618止损 |
| 3 |
2016-03-08 |
2016-03-10 |
13.417424019999999 |
12.32766 |
¥-5.0万 |
-8.15% |
跌破0.618止损 |
| 4 |
2016-03-22 |
2016-05-10 |
13.006890897 |
12.14784 |
¥-3.7万 |
-6.63% |
跌破0.618止损 |
| 5 |
2016-05-18 |
2016-06-27 |
12.896747864 |
13.0869 |
¥7,430 |
+1.44% |
跌破0.618止损 |
| 6 |
2016-07-05 |
2016-08-02 |
13.707801107 |
13.12686 |
¥-2.3万 |
-4.27% |
跌破0.618止损 |
| 7 |
2017-09-27 |
2017-10-11 |
16.130947832999997 |
15.50448 |
¥-2.0万 |
-3.91% |
跌破0.618止损 |
| 8 |
2017-12-29 |
2018-01-18 |
14.729127413 |
13.986 |
¥-2.5万 |
-5.07% |
跌破0.618止损 |
| 9 |
2018-01-23 |
2018-02-01 |
14.468789334999997 |
13.42656 |
¥-3.4万 |
-7.23% |
跌破0.618止损 |
| 10 |
2018-03-15 |
2018-03-21 |
13.817944139999998 |
13.186799999999998 |
¥-2.0万 |
-4.60% |
跌破0.618止损 |
| 11 |
2018-04-20 |
2018-04-24 |
13.327306992999999 |
12.73725 |
¥-1.8万 |
-4.46% |
跌破0.618止损 |
| 12 |
2018-05-09 |
2018-05-24 |
12.91677387 |
12.40758 |
¥-1.6万 |
-3.97% |
跌破0.618止损 |
| 13 |
2018-11-12 |
2018-11-20 |
10.063068015 |
10.50948 |
¥1.7万 |
+4.40% |
重回前高 |
| 14 |
2018-12-05 |
2018-12-11 |
9.832768946 |
9.590399999999999 |
¥-9,736 |
-2.49% |
跌破0.618止损 |
| 15 |
2019-03-11 |
2019-05-07 |
10.784004230999999 |
9.630360000000001 |
¥-4.1万 |
-10.72% |
跌破0.618止损 |
| 16 |
2019-05-20 |
2019-05-22 |
10.743952218999999 |
13.4865 |
¥8.6万 |
+25.49% |
重回前高 |
| 17 |
2019-06-26 |
2019-07-11 |
12.536279755999999 |
11.47851 |
¥-3.6万 |
-8.47% |
跌破0.618止损 |
| 18 |
2019-12-18 |
2020-01-03 |
10.713913209999998 |
11.07891 |
¥1.3万 |
+3.38% |
重回前高 |
| 19 |
2020-01-22 |
2020-02-03 |
10.563718165 |
9.13 |
¥-5.5万 |
-13.60% |
跌破0.618止损 |
| 20 |
2020-02-13 |
2020-03-02 |
9.842781948999999 |
9.08 |
¥-2.7万 |
-7.78% |
跌破0.618止损 |
| 21 |
2020-03-06 |
2020-03-10 |
9.712612909999999 |
9.13086 |
¥-1.9万 |
-6.02% |
跌破0.618止损 |
| 22 |
2020-05-07 |
2020-07-07 |
9.382183810999997 |
10.67931 |
¥4.1万 |
+13.79% |
重回前高 |
| 23 |
2020-08-26 |
2020-09-10 |
12.576331768 |
11.448540000000001 |
¥-3.1万 |
-8.99% |
跌破0.618止损 |
| 24 |
2020-11-17 |
2021-01-21 |
12.215863659999998 |
16.5834 |
¥11.3万 |
+35.71% |
重回前高 |
| 25 |
2021-02-08 |
2021-02-23 |
16.341220895999996 |
21.428549999999994 |
¥13.3万 |
+31.09% |
重回前高 |
| 26 |
2021-03-23 |
2021-05-21 |
19.795706930999994 |
20.129849999999994 |
¥9,318 |
+1.66% |
跌破0.618止损 |
| 27 |
2021-06-15 |
2021-06-17 |
20.937189272999994 |
19.180799999999998 |
¥-4.8万 |
-8.42% |
跌破0.618止损 |
| 28 |
2021-06-23 |
2021-06-29 |
20.22626606 |
19.920060000000003 |
¥-7,961 |
-1.54% |
跌破0.618止损 |
| 29 |
2021-09-28 |
2021-10-13 |
44.04720019699999 |
43.306650000000005 |
¥-8,741 |
-1.71% |
跌破0.618止损 |
| 30 |
2021-10-22 |
2021-11-02 |
49.464234819999994 |
45.93402 |
¥-3.6万 |
-7.16% |
跌破0.618止损 |
| 31 |
2021-11-09 |
2021-11-16 |
50.78595121599999 |
45.40455 |
¥-5.0万 |
-10.62% |
跌破0.618止损 |
| 32 |
2021-12-01 |
2021-12-23 |
53.469436019999996 |
47.4525 |
¥-4.7万 |
-11.28% |
跌破0.618止损 |
| 33 |
2022-02-18 |
2022-03-08 |
47.57177725299999 |
43.28667 |
¥-3.3万 |
-9.03% |
跌破0.618止损 |
| 34 |
2022-06-08 |
2022-07-07 |
37.108189118 |
32.71725 |
¥-4.0万 |
-11.86% |
跌破0.618止损 |
| 35 |
2023-01-10 |
2023-03-08 |
26.678001 |
26.79318 |
¥1,211 |
+0.40% |
跌破0.618止损 |
| 36 |
2024-02-19 |
2024-04-10 |
18.363847502 |
21.3786 |
¥4.8万 |
+16.38% |
重回前高 |
| 37 |
2024-04-24 |
2024-05-24 |
19.074770715 |
19.23075 |
¥2,764 |
+0.79% |
跌破0.618止损 |
| 38 |
2024-10-14 |
2024-11-04 |
19.925875969999996 |
24.85512 |
¥8.7万 |
+24.70% |
重回前高 |
| 39 |
2024-11-20 |
2024-12-27 |
23.250192965999997 |
21.63834 |
¥-3.1万 |
-6.96% |
跌破0.618止损 |
| 40 |
2025-02-18 |
2025-03-12 |
22.909750863999996 |
23.86611 |
¥1.7万 |
+4.14% |
重回前高 |
| 41 |
2025-03-24 |
2025-07-11 |
22.429126719999996 |
28.571399999999997 |
¥11.6万 |
+27.35% |
重回前高 |
| 42 |
2025-10-23 |
2025-11-13 |
50.425483107999995 |
45.4545 |
¥-5.3万 |
-9.89% |
跌破0.618止损 |
| 43 |
2026-01-14 |
2026-01-29 |
50.565665149999994 |
53.93601 |
¥3.2万 |
+6.63% |
重回前高 |
| 44 |
2026-02-02 |
2026-02-03 |
49.08374070599999 |
48.76119 |
¥-3,406 |
-0.69% |
跌破0.618止损 |
| 45 |
2026-02-05 |
2026-02-06 |
50.31534007499999 |
46.953 |
¥-3.4万 |
-6.71% |
跌破0.618止损 |
| 46 |
2026-03-04 |
2026-03-16 |
53.859943136999995 |
50.749199999999995 |
¥-2.7万 |
-5.80% |
跌破0.618止损 |
| 47 |
2026-05-07 |
2026-05-20 |
55.60220565899999 |
49.95 |
¥-4.6万 |
-10.19% |
跌破0.618止损 |
| 48 |
2026-06-17 |
2026-06-24 |
51.21536 |
49.02093 |
¥-1.7万 |
-4.31% |
跌破0.618止损 |
逐笔成交记录（共 96 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 |
30.97094 |
32100.0 |
¥99.4万 |
|
| 2015-05-12 |
跌破0.618止损 |
卖出 |
21.488490000000002 |
32100.0 |
¥69.0万 |
止损触发 |
| 2015-10-26 |
黄金分割买点 |
买入 |
15.655639999999998 |
44300.0 |
¥69.4万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
13.856129999999997 |
44300.0 |
¥61.4万 |
止损触发 |
| 2016-03-08 |
黄金分割买点 |
买入 |
13.4134 |
45400.0 |
¥60.9万 |
|
| 2016-03-10 |
跌破0.618止损 |
卖出 |
12.32766 |
45400.0 |
¥56.0万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
13.002989999999999 |
42800.0 |
¥55.7万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
12.14784 |
42800.0 |
¥52.0万 |
止损触发 |
| 2016-05-18 |
黄金分割买点 |
买入 |
12.89288 |
39900.0 |
¥51.5万 |
|
| 2016-06-27 |
跌破0.618止损 |
卖出 |
13.0869 |
39900.0 |
¥52.2万 |
止损触发 |
| 2016-07-05 |
黄金分割买点 |
买入 |
13.70369 |
38900.0 |
¥53.3万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
13.12686 |
38900.0 |
¥51.0万 |
止损触发 |
| 2017-09-27 |
黄金分割买点 |
买入 |
16.126109999999997 |
31700.0 |
¥51.1万 |
|
| 2017-10-11 |
跌破0.618止损 |
卖出 |
15.50448 |
31700.0 |
¥49.1万 |
止损触发 |
| 2017-12-29 |
黄金分割买点 |
买入 |
14.72471 |
33100.0 |
¥48.8万 |
|
| 2018-01-18 |
跌破0.618止损 |
卖出 |
13.986 |
33100.0 |
¥46.3万 |
止损触发 |
| 2018-01-23 |
黄金分割买点 |
买入 |
14.464449999999998 |
32300.0 |
¥46.7万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
13.42656 |
32300.0 |
¥43.4万 |
止损触发 |
| 2018-03-15 |
黄金分割买点 |
买入 |
13.813799999999999 |
31300.0 |
¥43.3万 |
|
| 2018-03-21 |
跌破0.618止损 |
卖出 |
13.186799999999998 |
31300.0 |
¥41.3万 |
止损触发 |
| 2018-04-20 |
黄金分割买点 |
买入 |
13.32331 |
30700.0 |
¥40.9万 |
|
| 2018-04-24 |
跌破0.618止损 |
卖出 |
12.73725 |
30700.0 |
¥39.1万 |
止损触发 |
| 2018-05-09 |
黄金分割买点 |
买入 |
12.912899999999999 |
30500.0 |
¥39.4万 |
|
| 2018-05-24 |
跌破0.618止损 |
卖出 |
12.40758 |
30500.0 |
¥37.8万 |
止损触发 |
| 2018-11-12 |
黄金分割买点 |
买入 |
10.06005 |
37700.0 |
¥37.9万 |
|
| 2018-11-20 |
重回前高 |
卖出 |
10.50948 |
37700.0 |
¥39.6万 |
|
| 2018-12-05 |
黄金分割买点 |
买入 |
9.82982 |
39700.0 |
¥39.0万 |
|
| 2018-12-11 |
跌破0.618止损 |
卖出 |
9.590399999999999 |
39700.0 |
¥38.1万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
10.780769999999999 |
35600.0 |
¥38.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
9.630360000000001 |
35600.0 |
¥34.3万 |
止损触发 |
| 2019-05-20 |
黄金分割买点 |
买入 |
10.74073 |
31400.0 |
¥33.7万 |
|
| 2019-05-22 |
重回前高 |
卖出 |
13.4865 |
31400.0 |
¥42.3万 |
|
| 2019-06-26 |
黄金分割买点 |
买入 |
12.532519999999998 |
34000.0 |
¥42.6万 |
|
| 2019-07-11 |
跌破0.618止损 |
卖出 |
11.47851 |
34000.0 |
¥39.0万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
10.710699999999997 |
36900.0 |
¥39.5万 |
|
| 2020-01-03 |
重回前高 |
卖出 |
11.07891 |
36900.0 |
¥40.9万 |
|
| 2020-01-22 |
黄金分割买点 |
买入 |
10.56055 |
38600.0 |
¥40.8万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
9.13 |
38600.0 |
¥35.2万 |
止损触发 |
| 2020-02-13 |
黄金分割买点 |
买入 |
9.83983 |
35900.0 |
¥35.3万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
9.08 |
35900.0 |
¥32.6万 |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
9.709699999999998 |
33100.0 |
¥32.1万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
9.13086 |
33100.0 |
¥30.2万 |
止损触发 |
| 2020-05-07 |
黄金分割买点 |
买入 |
9.379369999999998 |
32000.0 |
¥30.0万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
10.67931 |
32000.0 |
¥34.2万 |
|
| 2020-08-26 |
黄金分割买点 |
买入 |
12.57256 |
27400.0 |
¥34.5万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
11.448540000000001 |
27400.0 |
¥31.4万 |
止损触发 |
| 2020-11-17 |
黄金分割买点 |
买入 |
12.212199999999998 |
25800.0 |
¥31.5万 |
|
| 2021-01-21 |
重回前高 |
卖出 |
16.5834 |
25800.0 |
¥42.8万 |
|
| 2021-02-08 |
黄金分割买点 |
买入 |
16.336319999999997 |
26200.0 |
¥42.8万 |
|
| 2021-02-23 |
重回前高 |
卖出 |
21.428549999999994 |
26200.0 |
¥56.1万 |
|
| 2021-03-23 |
黄金分割买点 |
买入 |
19.789769999999997 |
28400.0 |
¥56.2万 |
|
| 2021-05-21 |
跌破0.618止损 |
卖出 |
20.129849999999994 |
28400.0 |
¥57.2万 |
止损触发 |
| 2021-06-15 |
黄金分割买点 |
买入 |
20.930909999999997 |
27300.0 |
¥57.2万 |
|
| 2021-06-17 |
跌破0.618止损 |
卖出 |
19.180799999999998 |
27300.0 |
¥52.3万 |
止损触发 |
| 2021-06-23 |
黄金分割买点 |
买入 |
20.2202 |
25500.0 |
¥51.6万 |
|
| 2021-06-29 |
跌破0.618止损 |
卖出 |
19.920060000000003 |
25500.0 |
¥50.8万 |
止损触发 |
| 2021-09-28 |
黄金分割买点 |
买入 |
44.033989999999996 |
11600.0 |
¥51.1万 |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
43.306650000000005 |
11600.0 |
¥50.2万 |
止损触发 |
| 2021-10-22 |
黄金分割买点 |
买入 |
49.44939999999999 |
10200.0 |
¥50.5万 |
|
| 2021-11-02 |
跌破0.618止损 |
卖出 |
45.93402 |
10200.0 |
¥46.8万 |
止损触发 |
| 2021-11-09 |
黄金分割买点 |
买入 |
50.77071999999999 |
9200.0 |
¥46.7万 |
|
| 2021-11-16 |
跌破0.618止损 |
卖出 |
45.40455 |
9200.0 |
¥41.8万 |
止损触发 |
| 2021-12-01 |
黄金分割买点 |
买入 |
53.453399999999995 |
7800.0 |
¥41.7万 |
|
| 2021-12-23 |
跌破0.618止损 |
卖出 |
47.4525 |
7800.0 |
¥37.0万 |
止损触发 |
| 2022-02-18 |
黄金分割买点 |
买入 |
47.55750999999999 |
7700.0 |
¥36.6万 |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
43.28667 |
7700.0 |
¥33.3万 |
止损触发 |
| 2022-06-08 |
黄金分割买点 |
买入 |
37.09706 |
9100.0 |
¥33.8万 |
|
| 2022-07-07 |
跌破0.618止损 |
卖出 |
32.71725 |
9100.0 |
¥29.8万 |
止损触发 |
| 2023-01-10 |
黄金分割买点 |
买入 |
26.67 |
11300.0 |
¥30.1万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
26.79318 |
11300.0 |
¥30.3万 |
止损触发 |
| 2024-02-19 |
黄金分割买点 |
买入 |
18.35834 |
16100.0 |
¥29.6万 |
|
| 2024-04-10 |
重回前高 |
卖出 |
21.3786 |
16100.0 |
¥34.4万 |
|
| 2024-04-24 |
黄金分割买点 |
买入 |
19.069049999999997 |
18400.0 |
¥35.1万 |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
19.23075 |
18400.0 |
¥35.4万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
19.919899999999995 |
17700.0 |
¥35.3万 |
|
| 2024-11-04 |
重回前高 |
卖出 |
24.85512 |
17700.0 |
¥44.0万 |
|
| 2024-11-20 |
黄金分割买点 |
买入 |
23.243219999999997 |
18900.0 |
¥43.9万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
21.63834 |
18900.0 |
¥40.9万 |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
22.902879999999996 |
17900.0 |
¥41.0万 |
|
| 2025-03-12 |
重回前高 |
卖出 |
23.86611 |
17900.0 |
¥42.7万 |
|
| 2025-03-24 |
黄金分割买点 |
买入 |
22.422399999999996 |
18900.0 |
¥42.4万 |
|
| 2025-07-11 |
重回前高 |
卖出 |
28.571399999999997 |
18900.0 |
¥54.0万 |
|
| 2025-10-23 |
黄金分割买点 |
买入 |
50.41036 |
10600.0 |
¥53.5万 |
|
| 2025-11-13 |
跌破0.618止损 |
卖出 |
45.4545 |
10600.0 |
¥48.2万 |
止损触发 |
| 2026-01-14 |
黄金分割买点 |
买入 |
50.55049999999999 |
9600.0 |
¥48.5万 |
|
| 2026-01-29 |
重回前高 |
卖出 |
53.93601 |
9600.0 |
¥51.8万 |
|
| 2026-02-02 |
黄金分割买点 |
买入 |
49.069019999999995 |
10100.0 |
¥49.6万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
48.76119 |
10100.0 |
¥49.2万 |
止损触发 |
| 2026-02-05 |
黄金分割买点 |
买入 |
50.30024999999999 |
10100.0 |
¥50.8万 |
|
| 2026-02-06 |
跌破0.618止损 |
卖出 |
46.953 |
10100.0 |
¥47.4万 |
止损触发 |
| 2026-03-04 |
黄金分割买点 |
买入 |
53.84378999999999 |
8700.0 |
¥46.9万 |
|
| 2026-03-16 |
跌破0.618止损 |
卖出 |
50.749199999999995 |
8700.0 |
¥44.1万 |
止损触发 |
| 2026-05-07 |
黄金分割买点 |
买入 |
55.58553 |
8200.0 |
¥45.6万 |
|
| 2026-05-20 |
跌破0.618止损 |
卖出 |
49.95 |
8200.0 |
¥40.9万 |
止损触发 |
| 2026-06-17 |
黄金分割买点 |
买入 |
51.2 |
7900.0 |
¥40.5万 |
|
| 2026-06-24 |
跌破0.618止损 |
卖出 |
49.02093 |
7900.0 |
¥38.7万 |
止损触发 |