600176 中国巨石 — 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: ¥58.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -41.58%）
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 53 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 |
2015-07-21 |
2015-08-25 |
25.062546509 |
20.99 |
¥-15.8万 |
-16.27% |
跌破0.618止损 |
| 2 |
2015-12-07 |
2015-12-21 |
23.150062935999998 |
26.7732 |
¥13.1万 |
+15.62% |
重回前高 |
| 3 |
2016-01-04 |
2016-01-05 |
25.483092634999995 |
22.36761 |
¥-11.9万 |
-12.25% |
跌破0.618止损 |
| 4 |
2016-04-22 |
2016-05-17 |
20.226266059999997 |
9.23076 |
¥-45.4万 |
-54.38% |
跌破0.618止损 |
| 5 |
2016-09-19 |
2016-10-13 |
10.874121257999999 |
11.01897 |
¥5,180 |
+1.30% |
跌破0.618止损 |
| 6 |
2017-02-21 |
2017-03-10 |
11.014303299999998 |
10.16982 |
¥-3.1万 |
-7.69% |
跌破0.618止损 |
| 7 |
2017-04-25 |
2017-05-17 |
10.904160267 |
9.300690000000001 |
¥-5.5万 |
-14.73% |
跌破0.618止损 |
| 8 |
2017-06-08 |
2017-06-23 |
10.523666152999999 |
10.049940000000001 |
¥-1.4万 |
-4.53% |
跌破0.618止损 |
| 9 |
2017-06-27 |
2017-08-25 |
10.643822188999998 |
10.28 |
¥-1.0万 |
-3.45% |
跌破0.618止损 |
| 10 |
2017-12-07 |
2018-01-03 |
13.187124951 |
17.93205 |
¥10.5万 |
+35.94% |
重回前高 |
| 11 |
2018-01-30 |
2018-02-12 |
16.12093483 |
14.31 |
¥-4.4万 |
-11.26% |
跌破0.618止损 |
| 12 |
2018-02-23 |
2018-03-26 |
15.940700775999998 |
15.0849 |
¥-1.9万 |
-5.40% |
跌破0.618止损 |
| 13 |
2018-05-15 |
2018-05-18 |
15.560206661999997 |
12.34764 |
¥-6.9万 |
-20.67% |
跌破0.618止损 |
| 14 |
2018-08-30 |
2018-09-11 |
10.663848194999998 |
9.710280000000001 |
¥-2.4万 |
-8.97% |
跌破0.618止损 |
| 15 |
2018-09-25 |
2018-10-12 |
10.183224050999998 |
9.8 |
¥-9,075 |
-3.79% |
跌破0.618止损 |
| 16 |
2018-11-12 |
2018-11-20 |
9.862807955 |
10.5894 |
¥1.7万 |
+7.33% |
重回前高 |
| 17 |
2018-12-26 |
2019-01-03 |
9.872820958 |
9.52047 |
¥-8,987 |
-3.60% |
跌破0.618止损 |
| 18 |
2019-01-25 |
2019-02-14 |
10.063068015 |
11.16882 |
¥2.6万 |
+10.95% |
重回前高 |
| 19 |
2019-03-12 |
2019-04-04 |
10.653835191999999 |
11.65 |
¥2.5万 |
+9.32% |
重回前高 |
| 20 |
2019-04-16 |
2019-04-29 |
11.374771407999997 |
10.84914 |
¥-1.4万 |
-4.65% |
跌破0.618止损 |
| 21 |
2019-09-10 |
2019-09-17 |
8.931598676 |
8.56143 |
¥-1.2万 |
-4.17% |
跌破0.618止损 |
| 22 |
2020-02-03 |
2020-02-04 |
9.011702699999999 |
9.21 |
¥5,201 |
+2.17% |
跌破0.618止损 |
| 23 |
2020-02-17 |
2020-02-26 |
10.213263059999997 |
9.50049 |
¥-1.9万 |
-7.01% |
跌破0.618止损 |
| 24 |
2020-05-12 |
2020-07-07 |
9.021715702999998 |
10.26972 |
¥3.5万 |
+13.80% |
重回前高 |
| 25 |
2020-10-27 |
2020-10-30 |
13.667749094999998 |
13.73625 |
¥1,320 |
+0.47% |
跌破0.618止损 |
| 26 |
2020-11-04 |
2020-11-11 |
14.789205430999997 |
16.34364 |
¥3.0万 |
+10.48% |
重回前高 |
| 27 |
2020-12-17 |
2020-12-28 |
16.040830805999995 |
19.530450000000002 |
¥6.9万 |
+21.72% |
重回前高 |
| 28 |
2021-02-26 |
2021-03-10 |
22.519243746999997 |
20.809169999999998 |
¥-2.9万 |
-7.62% |
跌破0.618止损 |
| 29 |
2021-03-19 |
2021-03-24 |
22.0286066 |
19.97001 |
¥-3.3万 |
-9.37% |
跌破0.618止损 |
| 30 |
2021-08-04 |
2021-09-03 |
16.150973838999995 |
19.950029999999998 |
¥7.6万 |
+23.49% |
重回前高 |
| 31 |
2021-09-28 |
2021-11-04 |
18.273730474999997 |
18.031950000000002 |
¥-5,438 |
-1.35% |
跌破0.618止损 |
| 32 |
2021-12-27 |
2022-01-14 |
18.273730474999997 |
16.8831 |
¥-3.0万 |
-7.64% |
跌破0.618止损 |
| 33 |
2022-05-06 |
2022-06-07 |
15.82054474 |
16.65333 |
¥1.9万 |
+5.23% |
重回前高 |
| 34 |
2022-07-07 |
2022-07-12 |
16.191025851 |
15.414570000000001 |
¥-1.8万 |
-4.82% |
跌破0.618止损 |
| 35 |
2022-11-17 |
2023-02-03 |
13.784134 |
14.985 |
¥3.2万 |
+8.68% |
重回前高 |
| 36 |
2023-03-13 |
2023-04-19 |
14.659036391999999 |
16.0839 |
¥3.8万 |
+9.69% |
重回前高 |
| 37 |
2023-05-09 |
2023-05-12 |
15.319894589999999 |
14.75523 |
¥-1.6万 |
-3.71% |
跌破0.618止损 |
| 38 |
2023-07-26 |
2023-08-24 |
14.458776331999998 |
13.856129999999999 |
¥-1.8万 |
-4.20% |
跌破0.618止损 |
| 39 |
2024-03-01 |
2024-03-27 |
10.013003 |
10.73925 |
¥2.9万 |
+7.22% |
重回前高 |
| 40 |
2024-05-31 |
2024-06-21 |
11.735239516 |
10.61937 |
¥-4.1万 |
-9.54% |
跌破0.618止损 |
| 41 |
2024-10-11 |
2024-10-17 |
11.154485342 |
10.469520000000001 |
¥-2.4万 |
-6.17% |
跌破0.618止损 |
| 42 |
2024-10-30 |
2025-01-06 |
11.154485342 |
10.82916 |
¥-1.1万 |
-2.95% |
跌破0.618止损 |
| 43 |
2025-01-15 |
2025-01-21 |
11.494927443999998 |
10.989 |
¥-1.6万 |
-4.43% |
跌破0.618止损 |
| 44 |
2025-02-12 |
2025-02-18 |
11.494927443999998 |
11.02896 |
¥-1.4万 |
-4.08% |
跌破0.618止损 |
| 45 |
2025-02-25 |
2025-03-03 |
11.494927443999998 |
11.43855 |
¥-1,687 |
-0.52% |
跌破0.618止损 |
| 46 |
2025-04-09 |
2025-05-06 |
11.965538584999997 |
11.86812 |
¥-2,696 |
-0.84% |
跌破0.618止损 |
| 47 |
2025-05-08 |
2025-05-23 |
12.005590597 |
11.788200000000003 |
¥-5,921 |
-1.84% |
跌破0.618止损 |
| 48 |
2025-07-03 |
2025-07-09 |
11.915473569999998 |
12.4875 |
¥1.5万 |
+4.77% |
重回前高 |
| 49 |
2025-08-11 |
2025-08-29 |
12.315993689999997 |
15.61 |
¥8.8万 |
+26.71% |
重回前高 |
| 50 |
2025-09-05 |
2025-11-25 |
14.498828344 |
15.01 |
¥1.5万 |
+3.49% |
跌破0.618止损 |
| 51 |
2025-12-24 |
2026-01-16 |
16.371259905000002 |
18.35 |
¥5.2万 |
+12.05% |
重回前高 |
| 52 |
2026-03-23 |
2026-04-14 |
22.449152725999998 |
33.03693 |
¥22.6万 |
+47.12% |
重回前高 |
| 53 |
2026-07-10 |
2026-07-17 |
58.455911514 |
47.67228 |
¥-13.1万 |
-18.47% |
跌破0.618止损 |
逐笔成交记录（共 106 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-21 |
黄金分割买点 |
买入 |
25.05503 |
38800.0 |
¥97.2万 |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
20.99 |
38800.0 |
¥81.4万 |
止损触发 |
| 2015-12-07 |
黄金分割买点 |
买入 |
23.14312 |
36300.0 |
¥84.0万 |
|
| 2015-12-21 |
重回前高 |
卖出 |
26.7732 |
36300.0 |
¥97.2万 |
|
| 2016-01-04 |
黄金分割买点 |
买入 |
25.475449999999995 |
38100.0 |
¥97.1万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
22.36761 |
38100.0 |
¥85.2万 |
止损触发 |
| 2016-04-22 |
黄金分割买点 |
买入 |
20.2202 |
41300.0 |
¥83.5万 |
|
| 2016-05-17 |
跌破0.618止损 |
卖出 |
9.23076 |
41300.0 |
¥38.1万 |
止损触发 |
| 2016-09-19 |
黄金分割买点 |
买入 |
10.870859999999999 |
36600.0 |
¥39.8万 |
|
| 2016-10-13 |
跌破0.618止损 |
卖出 |
11.01897 |
36600.0 |
¥40.3万 |
止损触发 |
| 2017-02-21 |
黄金分割买点 |
买入 |
11.011 |
36700.0 |
¥40.4万 |
|
| 2017-03-10 |
跌破0.618止损 |
卖出 |
10.16982 |
36700.0 |
¥37.3万 |
止损触发 |
| 2017-04-25 |
黄金分割买点 |
买入 |
10.900889999999999 |
34000.0 |
¥37.1万 |
|
| 2017-05-17 |
跌破0.618止损 |
卖出 |
9.300690000000001 |
34000.0 |
¥31.6万 |
止损触发 |
| 2017-06-08 |
黄金分割买点 |
买入 |
10.520509999999998 |
30200.0 |
¥31.8万 |
|
| 2017-06-23 |
跌破0.618止损 |
卖出 |
10.049940000000001 |
30200.0 |
¥30.3万 |
止损触发 |
| 2017-06-27 |
黄金分割买点 |
买入 |
10.64063 |
28600.0 |
¥30.4万 |
|
| 2017-08-25 |
跌破0.618止损 |
卖出 |
10.28 |
28600.0 |
¥29.4万 |
止损触发 |
| 2017-12-07 |
黄金分割买点 |
买入 |
13.183169999999999 |
22100.0 |
¥29.1万 |
|
| 2018-01-03 |
重回前高 |
卖出 |
17.93205 |
22100.0 |
¥39.6万 |
|
| 2018-01-30 |
黄金分割买点 |
买入 |
16.1161 |
24400.0 |
¥39.3万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
14.31 |
24400.0 |
¥34.9万 |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
15.935919999999998 |
22100.0 |
¥35.2万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
15.0849 |
22100.0 |
¥33.3万 |
止损触发 |
| 2018-05-15 |
黄金分割买点 |
买入 |
15.555539999999997 |
21500.0 |
¥33.5万 |
|
| 2018-05-18 |
跌破0.618止损 |
卖出 |
12.34764 |
21500.0 |
¥26.5万 |
止损触发 |
| 2018-08-30 |
黄金分割买点 |
买入 |
10.660649999999997 |
25000.0 |
¥26.7万 |
|
| 2018-09-11 |
跌破0.618止损 |
卖出 |
9.710280000000001 |
25000.0 |
¥24.3万 |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
10.180169999999999 |
23500.0 |
¥23.9万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
9.8 |
23500.0 |
¥23.0万 |
止损触发 |
| 2018-11-12 |
黄金分割买点 |
买入 |
9.859849999999998 |
23400.0 |
¥23.1万 |
|
| 2018-11-20 |
重回前高 |
卖出 |
10.5894 |
23400.0 |
¥24.8万 |
|
| 2018-12-26 |
黄金分割买点 |
买入 |
9.86986 |
25300.0 |
¥25.0万 |
|
| 2019-01-03 |
跌破0.618止损 |
卖出 |
9.52047 |
25300.0 |
¥24.1万 |
止损触发 |
| 2019-01-25 |
黄金分割买点 |
买入 |
10.06005 |
23900.0 |
¥24.1万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
11.16882 |
23900.0 |
¥26.7万 |
|
| 2019-03-12 |
黄金分割买点 |
买入 |
10.650639999999997 |
25100.0 |
¥26.7万 |
|
| 2019-04-04 |
重回前高 |
卖出 |
11.65 |
25100.0 |
¥29.2万 |
|
| 2019-04-16 |
黄金分割买点 |
买入 |
11.371359999999997 |
25600.0 |
¥29.1万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
10.84914 |
25600.0 |
¥27.8万 |
止损触发 |
| 2019-09-10 |
黄金分割买点 |
买入 |
8.92892 |
31200.0 |
¥27.9万 |
|
| 2019-09-17 |
跌破0.618止损 |
卖出 |
8.56143 |
31200.0 |
¥26.7万 |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
9.008999999999999 |
26600.0 |
¥24.0万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
9.21 |
26600.0 |
¥24.5万 |
止损触发 |
| 2020-02-17 |
黄金分割买点 |
买入 |
10.210199999999999 |
26600.0 |
¥27.2万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
9.50049 |
26600.0 |
¥25.3万 |
止损触发 |
| 2020-05-12 |
黄金分割买点 |
买入 |
9.019009999999998 |
27900.0 |
¥25.2万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
10.26972 |
27900.0 |
¥28.6万 |
|
| 2020-10-27 |
黄金分割买点 |
买入 |
13.663649999999997 |
20500.0 |
¥28.0万 |
|
| 2020-10-30 |
跌破0.618止损 |
卖出 |
13.73625 |
20500.0 |
¥28.2万 |
止损触发 |
| 2020-11-04 |
黄金分割买点 |
买入 |
14.784769999999998 |
19600.0 |
¥29.0万 |
|
| 2020-11-11 |
重回前高 |
卖出 |
16.34364 |
19600.0 |
¥32.0万 |
|
| 2020-12-17 |
黄金分割买点 |
买入 |
16.036019999999997 |
19800.0 |
¥31.8万 |
|
| 2020-12-28 |
重回前高 |
卖出 |
19.530450000000002 |
19800.0 |
¥38.7万 |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
22.512489999999996 |
16800.0 |
¥37.8万 |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
20.809169999999998 |
16800.0 |
¥34.9万 |
止损触发 |
| 2021-03-19 |
黄金分割买点 |
买入 |
22.022 |
15900.0 |
¥35.0万 |
|
| 2021-03-24 |
跌破0.618止损 |
卖出 |
19.97001 |
15900.0 |
¥31.7万 |
止损触发 |
| 2021-08-04 |
黄金分割买点 |
买入 |
16.146129999999996 |
20000.0 |
¥32.3万 |
|
| 2021-09-03 |
重回前高 |
卖出 |
19.950029999999998 |
20000.0 |
¥39.9万 |
|
| 2021-09-28 |
黄金分割买点 |
买入 |
18.26825 |
22000.0 |
¥40.2万 |
|
| 2021-11-04 |
跌破0.618止损 |
卖出 |
18.031950000000002 |
22000.0 |
¥39.7万 |
止损触发 |
| 2021-12-27 |
黄金分割买点 |
买入 |
18.26825 |
21700.0 |
¥39.7万 |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
16.8831 |
21700.0 |
¥36.6万 |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
15.8158 |
22800.0 |
¥36.1万 |
|
| 2022-06-07 |
重回前高 |
卖出 |
16.65333 |
22800.0 |
¥38.0万 |
|
| 2022-07-07 |
黄金分割买点 |
买入 |
16.18617 |
23600.0 |
¥38.2万 |
|
| 2022-07-12 |
跌破0.618止损 |
卖出 |
15.414570000000001 |
23600.0 |
¥36.4万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
13.78 |
26700.0 |
¥36.8万 |
|
| 2023-02-03 |
重回前高 |
卖出 |
14.985 |
26700.0 |
¥40.0万 |
|
| 2023-03-13 |
黄金分割买点 |
买入 |
14.654639999999999 |
27100.0 |
¥39.7万 |
|
| 2023-04-19 |
重回前高 |
卖出 |
16.0839 |
27100.0 |
¥43.6万 |
|
| 2023-05-09 |
黄金分割买点 |
买入 |
15.315299999999999 |
28500.0 |
¥43.7万 |
|
| 2023-05-12 |
跌破0.618止损 |
卖出 |
14.75523 |
28500.0 |
¥42.0万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
14.454439999999998 |
29100.0 |
¥42.1万 |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
13.856129999999999 |
29100.0 |
¥40.3万 |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
10.009999999999998 |
40200.0 |
¥40.3万 |
|
| 2024-03-27 |
重回前高 |
卖出 |
10.73925 |
40200.0 |
¥43.2万 |
|
| 2024-05-31 |
黄金分割买点 |
买入 |
11.73172 |
36900.0 |
¥43.3万 |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
10.61937 |
36900.0 |
¥39.2万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
11.15114 |
35000.0 |
¥39.0万 |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
10.469520000000001 |
35000.0 |
¥36.6万 |
止损触发 |
| 2024-10-30 |
黄金分割买点 |
买入 |
11.15114 |
32900.0 |
¥36.7万 |
|
| 2025-01-06 |
跌破0.618止损 |
卖出 |
10.82916 |
32900.0 |
¥35.6万 |
止损触发 |
| 2025-01-15 |
黄金分割买点 |
买入 |
11.49148 |
30700.0 |
¥35.3万 |
|
| 2025-01-21 |
跌破0.618止损 |
卖出 |
10.989 |
30700.0 |
¥33.7万 |
止损触发 |
| 2025-02-12 |
黄金分割买点 |
买入 |
11.49148 |
29600.0 |
¥34.0万 |
|
| 2025-02-18 |
跌破0.618止损 |
卖出 |
11.02896 |
29600.0 |
¥32.6万 |
止损触发 |
| 2025-02-25 |
黄金分割买点 |
买入 |
11.49148 |
28200.0 |
¥32.4万 |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
11.43855 |
28200.0 |
¥32.2万 |
止损触发 |
| 2025-04-09 |
黄金分割买点 |
买入 |
11.961949999999998 |
26700.0 |
¥31.9万 |
|
| 2025-05-06 |
跌破0.618止损 |
卖出 |
11.86812 |
26700.0 |
¥31.7万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
12.00199 |
26800.0 |
¥32.2万 |
|
| 2025-05-23 |
跌破0.618止损 |
卖出 |
11.788200000000003 |
26800.0 |
¥31.6万 |
止损触发 |
| 2025-07-03 |
黄金分割买点 |
买入 |
11.9119 |
26500.0 |
¥31.6万 |
|
| 2025-07-09 |
重回前高 |
卖出 |
12.4875 |
26500.0 |
¥33.1万 |
|
| 2025-08-11 |
黄金分割买点 |
买入 |
12.312299999999997 |
26900.0 |
¥33.1万 |
|
| 2025-08-29 |
重回前高 |
卖出 |
15.61 |
26900.0 |
¥42.0万 |
|
| 2025-09-05 |
黄金分割买点 |
买入 |
14.49448 |
29000.0 |
¥42.0万 |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
15.01 |
29000.0 |
¥43.5万 |
止损触发 |
| 2025-12-24 |
黄金分割买点 |
买入 |
16.36635 |
26600.0 |
¥43.5万 |
|
| 2026-01-16 |
重回前高 |
卖出 |
18.35 |
26600.0 |
¥48.8万 |
|
| 2026-03-23 |
黄金分割买点 |
买入 |
22.44242 |
21400.0 |
¥48.0万 |
|
| 2026-04-14 |
重回前高 |
卖出 |
33.03693 |
21400.0 |
¥70.7万 |
|
| 2026-07-10 |
黄金分割买点 |
买入 |
58.438379999999995 |
12100.0 |
¥70.7万 |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
47.67228 |
12100.0 |
¥57.7万 |
止损触发 |