600150 中国船舶 — 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: ¥67.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -32.21%）
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 |
2015-05-08 |
2015-05-26 |
50.195184039 |
66.933 |
¥33.1万 |
+33.31% |
重回前高 |
| 2 |
2015-06-26 |
2015-06-29 |
57.094143106 |
54.645300000000006 |
¥-5.4万 |
-4.32% |
跌破0.618止损 |
| 3 |
2015-08-13 |
2015-08-25 |
51.566965450000005 |
36.16 |
¥-37.3万 |
-29.90% |
跌破0.618止损 |
| 4 |
2016-04-15 |
2016-04-21 |
25.53315765 |
23.35662 |
¥-7.7万 |
-8.55% |
跌破0.618止损 |
| 5 |
2016-07-05 |
2016-09-02 |
24.031207199999997 |
22.66731 |
¥-4.7万 |
-5.70% |
跌破0.618止损 |
| 6 |
2016-10-17 |
2016-11-01 |
23.53055705 |
22.51746 |
¥-3.4万 |
-4.33% |
跌破0.618止损 |
| 7 |
2016-11-14 |
2017-02-10 |
23.170088942 |
30.5694 |
¥23.7万 |
+31.90% |
重回前高 |
| 8 |
2017-04-06 |
2017-04-24 |
28.877500651999995 |
28.36161 |
¥-1.8万 |
-1.82% |
跌破0.618止损 |
| 9 |
2017-09-08 |
2018-03-22 |
24.732117409999994 |
19.98 |
¥-18.5万 |
-19.24% |
跌破0.618止损 |
| 10 |
2018-08-22 |
2018-11-19 |
11.41482342 |
12.197790000000001 |
¥5.3万 |
+6.83% |
重回前高 |
| 11 |
2018-12-21 |
2019-01-08 |
12.363707999999999 |
13.80618 |
¥9.6万 |
+11.63% |
重回前高 |
| 12 |
2019-02-12 |
2019-02-26 |
13.31729399 |
14.33565 |
¥7.1万 |
+7.61% |
重回前高 |
| 13 |
2019-04-29 |
2019-05-20 |
23.480492034999994 |
19.900080000000003 |
¥-15.0万 |
-15.27% |
跌破0.618止损 |
| 14 |
2019-07-03 |
2019-08-15 |
25.853573745999995 |
23.94603 |
¥-6.3万 |
-7.41% |
跌破0.618止损 |
| 15 |
2019-08-19 |
2019-09-27 |
23.670739091999998 |
22.15782 |
¥-5.0万 |
-6.42% |
跌破0.618止损 |
| 16 |
2019-12-19 |
2019-12-23 |
22.228866659999998 |
21.488490000000002 |
¥-2.5万 |
-3.36% |
跌破0.618止损 |
| 17 |
2019-12-26 |
2020-02-04 |
21.878411555 |
17.34 |
¥-14.8万 |
-20.77% |
跌破0.618止损 |
| 18 |
2020-04-24 |
2020-04-28 |
19.90597 |
18.721259999999994 |
¥-3.4万 |
-5.98% |
跌破0.618止损 |
| 19 |
2020-07-08 |
2020-07-09 |
18.814432637 |
21.388590000000004 |
¥7.2万 |
+13.65% |
重回前高 |
| 20 |
2020-07-28 |
2020-09-08 |
20.616773177 |
19.7802 |
¥-2.4万 |
-4.09% |
跌破0.618止损 |
| 21 |
2020-11-27 |
2020-12-16 |
19.435238823 |
17.89209 |
¥-4.6万 |
-7.97% |
跌破0.618止损 |
| 22 |
2021-01-07 |
2021-01-25 |
18.423925519999994 |
17.762220000000003 |
¥-1.9万 |
-3.62% |
跌破0.618止损 |
| 23 |
2021-04-08 |
2021-06-30 |
16.521454949999995 |
16.2837 |
¥-7,303 |
-1.47% |
跌破0.618止损 |
| 24 |
2021-08-09 |
2021-08-26 |
16.631597982999995 |
20.969009999999997 |
¥13.1万 |
+26.04% |
重回前高 |
| 25 |
2021-10-12 |
2021-11-09 |
23.700778100999997 |
20.7792 |
¥-7.7万 |
-12.35% |
跌破0.618止损 |
| 26 |
2022-01-12 |
2022-01-24 |
23.029906899999997 |
21.858120000000003 |
¥-2.8万 |
-5.12% |
跌破0.618止损 |
| 27 |
2022-05-31 |
2022-06-14 |
18.453964529000004 |
19.360619999999997 |
¥2.6万 |
+4.88% |
重回前高 |
| 28 |
2022-07-12 |
2022-07-21 |
18.353834498999994 |
22.5774 |
¥12.7万 |
+22.97% |
重回前高 |
| 29 |
2022-09-28 |
2022-12-05 |
24.081272215000002 |
23.45 |
¥-1.8万 |
-2.65% |
跌破0.618止损 |
| 30 |
2023-02-10 |
2023-02-17 |
24.281532274999996 |
22.977 |
¥-3.6万 |
-5.40% |
跌破0.618止损 |
| 31 |
2023-02-27 |
2023-03-06 |
24.13133723 |
26.763210000000004 |
¥6.8万 |
+10.87% |
重回前高 |
| 32 |
2023-03-20 |
2023-03-29 |
25.132637530000004 |
23.826150000000002 |
¥-3.7万 |
-5.23% |
跌破0.618止损 |
| 33 |
2023-04-14 |
2023-04-20 |
24.627385999999998 |
24.11586 |
¥-1.4万 |
-2.11% |
跌破0.618止损 |
| 34 |
2023-04-25 |
2023-05-09 |
25.413001613999995 |
28.971 |
¥9.0万 |
+13.97% |
重回前高 |
| 35 |
2023-05-12 |
2023-08-10 |
26.484392935 |
29.38059 |
¥8.0万 |
+10.90% |
跌破0.618止损 |
| 36 |
2024-01-23 |
2024-01-26 |
27.836148339999998 |
30.619349999999997 |
¥8.1万 |
+9.97% |
重回前高 |
| 37 |
2024-05-17 |
2024-05-24 |
36.357213892999994 |
35.28468 |
¥-2.7万 |
-2.98% |
跌破0.618止损 |
| 38 |
2024-05-31 |
2024-07-01 |
37.47867022899999 |
40.64931 |
¥7.3万 |
+8.43% |
重回前高 |
| 39 |
2024-07-26 |
2024-08-12 |
40.06202500299999 |
38.09187 |
¥-4.7万 |
-4.95% |
跌破0.618止损 |
| 40 |
2024-08-16 |
2024-08-26 |
39.571867999999995 |
38.74122 |
¥-1.9万 |
-2.13% |
跌破0.618止损 |
| 41 |
2024-10-15 |
2024-11-01 |
40.332376083999996 |
36.4635 |
¥-8.4万 |
-9.62% |
跌破0.618止损 |
| 42 |
2025-05-29 |
2025-07-02 |
30.649802182999995 |
33.62634 |
¥7.7万 |
+9.68% |
重回前高 |
| 43 |
2025-08-22 |
2025-09-26 |
36.767747015999994 |
34.7652 |
¥-4.8万 |
-5.47% |
跌破0.618止损 |
| 44 |
2026-03-12 |
2026-03-17 |
36.62756497399999 |
34.91505 |
¥-3.9万 |
-4.70% |
跌破0.618止损 |
| 45 |
2026-04-21 |
2026-06-09 |
35.48608263199999 |
34.91505 |
¥-1.3万 |
-1.64% |
跌破0.618止损 |
| 46 |
2026-06-18 |
2026-06-29 |
37.068137106 |
33.31665 |
¥-7.8万 |
-10.15% |
跌破0.618止损 |
| 47 |
2026-07-06 |
2026-07-09 |
36.998046085 |
35.954010000000004 |
¥-2.0万 |
-2.85% |
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 |
|---|
| 2015-05-08 |
黄金分割买点 |
买入 |
50.18013 |
19800.0 |
¥99.4万 |
|
| 2015-05-26 |
重回前高 |
卖出 |
66.933 |
19800.0 |
¥1.32M |
|
| 2015-06-26 |
黄金分割买点 |
买入 |
57.07702 |
22000.0 |
¥1.26M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
54.645300000000006 |
22000.0 |
¥1.20M |
止损触发 |
| 2015-08-13 |
黄金分割买点 |
买入 |
51.551500000000004 |
24200.0 |
¥1.25M |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
36.16 |
24200.0 |
¥87.5万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
25.525499999999997 |
35300.0 |
¥90.1万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
23.35662 |
35300.0 |
¥82.4万 |
止损触发 |
| 2016-07-05 |
黄金分割买点 |
买入 |
24.023999999999997 |
34200.0 |
¥82.2万 |
|
| 2016-09-02 |
跌破0.618止损 |
卖出 |
22.66731 |
34200.0 |
¥77.5万 |
止损触发 |
| 2016-10-17 |
黄金分割买点 |
买入 |
23.5235 |
33100.0 |
¥77.9万 |
|
| 2016-11-01 |
跌破0.618止损 |
卖出 |
22.51746 |
33100.0 |
¥74.5万 |
止损触发 |
| 2016-11-14 |
黄金分割买点 |
买入 |
23.16314 |
32100.0 |
¥74.4万 |
|
| 2017-02-10 |
重回前高 |
卖出 |
30.5694 |
32100.0 |
¥98.1万 |
|
| 2017-04-06 |
黄金分割买点 |
买入 |
28.868839999999995 |
34000.0 |
¥98.2万 |
|
| 2017-04-24 |
跌破0.618止损 |
卖出 |
28.36161 |
34000.0 |
¥96.4万 |
止损触发 |
| 2017-09-08 |
黄金分割买点 |
买入 |
24.724699999999995 |
38800.0 |
¥96.0万 |
|
| 2018-03-22 |
跌破0.618止损 |
卖出 |
19.98 |
38800.0 |
¥77.5万 |
止损触发 |
| 2018-08-22 |
黄金分割买点 |
买入 |
11.411399999999999 |
68000.0 |
¥77.6万 |
|
| 2018-11-19 |
重回前高 |
卖出 |
12.197790000000001 |
68000.0 |
¥82.9万 |
|
| 2018-12-21 |
黄金分割买点 |
买入 |
12.36 |
67000.0 |
¥82.8万 |
|
| 2019-01-08 |
重回前高 |
卖出 |
13.80618 |
67000.0 |
¥92.5万 |
|
| 2019-02-12 |
黄金分割买点 |
买入 |
13.3133 |
69800.0 |
¥93.0万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
14.33565 |
69800.0 |
¥1.00M |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
23.473449999999996 |
41800.0 |
¥98.1万 |
|
| 2019-05-20 |
跌破0.618止损 |
卖出 |
19.900080000000003 |
41800.0 |
¥83.2万 |
止损触发 |
| 2019-07-03 |
黄金分割买点 |
买入 |
25.845819999999996 |
32700.0 |
¥84.5万 |
|
| 2019-08-15 |
跌破0.618止损 |
卖出 |
23.94603 |
32700.0 |
¥78.3万 |
止损触发 |
| 2019-08-19 |
黄金分割买点 |
买入 |
23.663639999999997 |
33200.0 |
¥78.6万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
22.15782 |
33200.0 |
¥73.5万 |
止损触发 |
| 2019-12-19 |
黄金分割买点 |
买入 |
22.222199999999997 |
32900.0 |
¥73.1万 |
|
| 2019-12-23 |
跌破0.618止损 |
卖出 |
21.488490000000002 |
32900.0 |
¥70.7万 |
止损触发 |
| 2019-12-26 |
黄金分割买点 |
买入 |
21.87185 |
32500.0 |
¥71.1万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
17.34 |
32500.0 |
¥56.3万 |
止损触发 |
| 2020-04-24 |
黄金分割买点 |
买入 |
19.9 |
28400.0 |
¥56.5万 |
|
| 2020-04-28 |
跌破0.618止损 |
卖出 |
18.721259999999994 |
28400.0 |
¥53.2万 |
止损触发 |
| 2020-07-08 |
黄金分割买点 |
买入 |
18.80879 |
28100.0 |
¥52.9万 |
|
| 2020-07-09 |
重回前高 |
卖出 |
21.388590000000004 |
28100.0 |
¥60.1万 |
|
| 2020-07-28 |
黄金分割买点 |
买入 |
20.61059 |
28400.0 |
¥58.6万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
19.7802 |
28400.0 |
¥56.2万 |
止损触发 |
| 2020-11-27 |
黄金分割买点 |
买入 |
19.429409999999997 |
29700.0 |
¥57.7万 |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
17.89209 |
29700.0 |
¥53.1万 |
止损触发 |
| 2021-01-07 |
黄金分割买点 |
买入 |
18.418399999999995 |
28700.0 |
¥52.9万 |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
17.762220000000003 |
28700.0 |
¥51.0万 |
止损触发 |
| 2021-04-08 |
黄金分割买点 |
买入 |
16.516499999999997 |
30100.0 |
¥49.7万 |
|
| 2021-06-30 |
跌破0.618止损 |
卖出 |
16.2837 |
30100.0 |
¥49.0万 |
止损触发 |
| 2021-08-09 |
黄金分割买点 |
买入 |
16.626609999999996 |
30300.0 |
¥50.4万 |
|
| 2021-08-26 |
重回前高 |
卖出 |
20.969009999999997 |
30300.0 |
¥63.5万 |
|
| 2021-10-12 |
黄金分割买点 |
买入 |
23.693669999999997 |
26400.0 |
¥62.6万 |
|
| 2021-11-09 |
跌破0.618止损 |
卖出 |
20.7792 |
26400.0 |
¥54.8万 |
止损触发 |
| 2022-01-12 |
黄金分割买点 |
买入 |
23.022999999999996 |
24100.0 |
¥55.5万 |
|
| 2022-01-24 |
跌破0.618止损 |
卖出 |
21.858120000000003 |
24100.0 |
¥52.7万 |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
18.448430000000002 |
28500.0 |
¥52.6万 |
|
| 2022-06-14 |
重回前高 |
卖出 |
19.360619999999997 |
28500.0 |
¥55.2万 |
|
| 2022-07-12 |
黄金分割买点 |
买入 |
18.348329999999997 |
30200.0 |
¥55.4万 |
|
| 2022-07-21 |
重回前高 |
卖出 |
22.5774 |
30200.0 |
¥68.2万 |
|
| 2022-09-28 |
黄金分割买点 |
买入 |
24.07405 |
28400.0 |
¥68.4万 |
|
| 2022-12-05 |
跌破0.618止损 |
卖出 |
23.45 |
28400.0 |
¥66.6万 |
止损触发 |
| 2023-02-10 |
黄金分割买点 |
买入 |
24.274249999999995 |
27300.0 |
¥66.3万 |
|
| 2023-02-17 |
跌破0.618止损 |
卖出 |
22.977 |
27300.0 |
¥62.7万 |
止损触发 |
| 2023-02-27 |
黄金分割买点 |
买入 |
24.124100000000002 |
26100.0 |
¥63.0万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
26.763210000000004 |
26100.0 |
¥69.8万 |
|
| 2023-03-20 |
黄金分割买点 |
买入 |
25.1251 |
27800.0 |
¥69.9万 |
|
| 2023-03-29 |
跌破0.618止损 |
卖出 |
23.826150000000002 |
27800.0 |
¥66.2万 |
止损触发 |
| 2023-04-14 |
黄金分割买点 |
买入 |
24.62 |
26600.0 |
¥65.5万 |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
24.11586 |
26600.0 |
¥64.1万 |
止损触发 |
| 2023-04-25 |
黄金分割买点 |
买入 |
25.405379999999994 |
25400.0 |
¥64.5万 |
|
| 2023-05-09 |
重回前高 |
卖出 |
28.971 |
25400.0 |
¥73.6万 |
|
| 2023-05-12 |
黄金分割买点 |
买入 |
26.476449999999996 |
27800.0 |
¥73.6万 |
|
| 2023-08-10 |
跌破0.618止损 |
卖出 |
29.38059 |
27800.0 |
¥81.7万 |
止损触发 |
| 2024-01-23 |
黄金分割买点 |
买入 |
27.827799999999996 |
29100.0 |
¥81.0万 |
|
| 2024-01-26 |
重回前高 |
卖出 |
30.619349999999997 |
29100.0 |
¥89.1万 |
|
| 2024-05-17 |
黄金分割买点 |
买入 |
36.346309999999995 |
24700.0 |
¥89.8万 |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
35.28468 |
24700.0 |
¥87.1万 |
止损触发 |
| 2024-05-31 |
黄金分割买点 |
买入 |
37.46742999999999 |
23200.0 |
¥87.0万 |
|
| 2024-07-01 |
重回前高 |
卖出 |
40.64931 |
23200.0 |
¥94.3万 |
|
| 2024-07-26 |
黄金分割买点 |
买入 |
40.05000999999999 |
23600.0 |
¥94.5万 |
|
| 2024-08-12 |
跌破0.618止损 |
卖出 |
38.09187 |
23600.0 |
¥89.9万 |
止损触发 |
| 2024-08-16 |
黄金分割买点 |
买入 |
39.56 |
22700.0 |
¥89.8万 |
|
| 2024-08-26 |
跌破0.618止损 |
卖出 |
38.74122 |
22700.0 |
¥87.9万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
40.32028 |
21600.0 |
¥87.1万 |
|
| 2024-11-01 |
跌破0.618止损 |
卖出 |
36.4635 |
21600.0 |
¥78.7万 |
止损触发 |
| 2025-05-29 |
黄金分割买点 |
买入 |
30.640609999999995 |
25900.0 |
¥79.4万 |
|
| 2025-07-02 |
重回前高 |
卖出 |
33.62634 |
25900.0 |
¥87.1万 |
|
| 2025-08-22 |
黄金分割买点 |
买入 |
36.756719999999994 |
23700.0 |
¥87.1万 |
|
| 2025-09-26 |
跌破0.618止损 |
卖出 |
34.7652 |
23700.0 |
¥82.4万 |
止损触发 |
| 2026-03-12 |
黄金分割买点 |
买入 |
36.61657999999999 |
22500.0 |
¥82.4万 |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
34.91505 |
22500.0 |
¥78.5万 |
止损触发 |
| 2026-04-21 |
黄金分割买点 |
买入 |
35.47543999999999 |
22200.0 |
¥78.8万 |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
34.91505 |
22200.0 |
¥77.5万 |
止损触发 |
| 2026-06-18 |
黄金分割买点 |
买入 |
37.05702 |
20800.0 |
¥77.1万 |
|
| 2026-06-29 |
跌破0.618止损 |
卖出 |
33.31665 |
20800.0 |
¥69.3万 |
止损触发 |
| 2026-07-06 |
黄金分割买点 |
买入 |
36.98695 |
18700.0 |
¥69.2万 |
|
| 2026-07-09 |
跌破0.618止损 |
卖出 |
35.954010000000004 |
18700.0 |
¥67.2万 |
止损触发 |