600233 圆通速递 — 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: ¥1.27M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +27.31%）
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 46 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 |
2015-10-13 |
2015-11-27 |
15.92067477 |
23.976 |
¥49.6万 |
+50.55% |
重回前高 |
| 2 |
2016-08-03 |
2016-09-21 |
19.995996999999996 |
26.79318 |
¥50.6万 |
+33.95% |
重回前高 |
| 3 |
2016-12-07 |
2016-12-13 |
29.348111792999994 |
26.43354 |
¥-18.9万 |
-9.96% |
跌破0.618止损 |
| 4 |
2017-09-26 |
2017-11-14 |
20.186214047999997 |
19.70028 |
¥-4.4万 |
-2.44% |
跌破0.618止损 |
| 5 |
2018-06-11 |
2018-06-14 |
16.631597982999995 |
15.544440000000002 |
¥-11.6万 |
-6.56% |
跌破0.618止损 |
| 6 |
2018-10-12 |
2018-10-17 |
12.366058704999999 |
11.098889999999999 |
¥-16.8万 |
-10.27% |
跌破0.618止损 |
| 7 |
2019-01-15 |
2019-01-23 |
10.663848194999998 |
11.65833 |
¥13.8万 |
+9.29% |
重回前高 |
| 8 |
2019-03-15 |
2019-05-07 |
12.636409785999998 |
12.43755 |
¥-2.6万 |
-1.60% |
跌破0.618止损 |
| 9 |
2019-07-31 |
2019-08-06 |
13.056955911999998 |
11.538450000000001 |
¥-18.6万 |
-11.66% |
跌破0.618止损 |
| 10 |
2019-09-12 |
2019-09-24 |
12.265928674999998 |
11.71827 |
¥-6.3万 |
-4.49% |
跌破0.618止损 |
| 11 |
2019-10-21 |
2019-11-25 |
12.315993689999999 |
11.85 |
¥-5.1万 |
-3.81% |
跌破0.618止损 |
| 12 |
2019-11-26 |
2019-12-12 |
12.295967684 |
12.01797 |
¥-3.0万 |
-2.29% |
跌破0.618止损 |
| 13 |
2019-12-17 |
2020-01-20 |
12.456175731999997 |
13.1868 |
¥7.4万 |
+5.83% |
重回前高 |
| 14 |
2020-02-05 |
2020-02-06 |
13.207150956999996 |
14.65533 |
¥14.6万 |
+10.93% |
重回前高 |
| 15 |
2020-02-25 |
2020-03-12 |
13.878022158 |
13.07691 |
¥-8.4万 |
-5.80% |
跌破0.618止损 |
| 16 |
2020-05-13 |
2020-06-10 |
12.836669846 |
15.754230000000002 |
¥31.5万 |
+22.69% |
重回前高 |
| 17 |
2020-06-30 |
2020-08-13 |
14.458776331999998 |
14.18 |
¥-3.4万 |
-1.96% |
跌破0.618止损 |
| 18 |
2020-08-20 |
2020-08-26 |
15.530167652999998 |
14.715269999999999 |
¥-8.9万 |
-5.28% |
跌破0.618止损 |
| 19 |
2020-09-01 |
2020-09-03 |
16.010791796999996 |
17.982 |
¥19.5万 |
+12.28% |
重回前高 |
| 20 |
2021-04-29 |
2021-05-20 |
11.41482342 |
11.04894 |
¥-5.8万 |
-3.23% |
跌破0.618止损 |
| 21 |
2021-09-02 |
2021-09-07 |
9.992976994 |
11.62836 |
¥28.2万 |
+16.33% |
重回前高 |
| 22 |
2022-01-27 |
2022-02-15 |
16.291155880999998 |
16.20378 |
¥-1.1万 |
-0.57% |
跌破0.618止损 |
| 23 |
2022-02-28 |
2022-03-09 |
17.362547201999995 |
16.353630000000003 |
¥-11.7万 |
-5.84% |
跌破0.618止损 |
| 24 |
2022-03-11 |
2022-03-16 |
17.833158342999994 |
17.1828 |
¥-6.9万 |
-3.68% |
跌破0.618止损 |
| 25 |
2022-03-18 |
2022-03-23 |
17.592846271 |
16.64334 |
¥-9.9万 |
-5.43% |
跌破0.618止损 |
| 26 |
2022-04-15 |
2022-04-22 |
16.942001076 |
15.684299999999999 |
¥-12.6万 |
-7.45% |
跌破0.618止损 |
| 27 |
2022-04-29 |
2022-06-01 |
16.761767021999997 |
19.99998 |
¥30.4万 |
+19.28% |
重回前高 |
| 28 |
2022-07-13 |
2022-08-05 |
18.704289603999996 |
19.22076 |
¥5.2万 |
+2.73% |
跌破0.618止损 |
| 29 |
2022-08-10 |
2022-08-11 |
19.855784948999997 |
19.22076 |
¥-6.3万 |
-3.23% |
跌破0.618止损 |
| 30 |
2022-08-12 |
2022-09-07 |
19.895836960999997 |
19.32066 |
¥-5.5万 |
-2.92% |
跌破0.618止损 |
| 31 |
2022-09-26 |
2022-10-26 |
20.356435099 |
20.079900000000002 |
¥-2.5万 |
-1.39% |
跌破0.618止损 |
| 32 |
2022-10-27 |
2022-10-28 |
20.947202276 |
20.079900000000002 |
¥-7.5万 |
-4.17% |
跌破0.618止损 |
| 33 |
2022-12-07 |
2023-01-04 |
20.606760173999998 |
19.96002 |
¥-5.5万 |
-3.17% |
跌破0.618止损 |
| 34 |
2023-01-12 |
2023-02-16 |
20.366448101999996 |
18.6813 |
¥-13.8万 |
-8.30% |
跌破0.618止损 |
| 35 |
2023-07-31 |
2023-08-22 |
15.710401706999997 |
14.605379999999998 |
¥-10.8万 |
-7.06% |
跌破0.618止损 |
| 36 |
2024-02-08 |
2024-03-12 |
12.295967683999999 |
13.13685 |
¥9.7万 |
+6.81% |
重回前高 |
| 37 |
2024-06-13 |
2024-06-14 |
15.690375700999999 |
15.444540000000002 |
¥-2.4万 |
-1.60% |
跌破0.618止损 |
| 38 |
2024-09-13 |
2024-09-25 |
14.979452488 |
16.37361 |
¥13.8万 |
+9.27% |
重回前高 |
| 39 |
2024-10-16 |
2024-11-21 |
16.791806030999997 |
15.674310000000002 |
¥-10.9万 |
-6.68% |
跌破0.618止损 |
| 40 |
2025-05-30 |
2025-06-04 |
13.507541046999998 |
12.837150000000001 |
¥-7.6万 |
-4.99% |
跌破0.618止损 |
| 41 |
2025-10-14 |
2025-11-03 |
17.773080325 |
17.112869999999997 |
¥-5.4万 |
-3.74% |
跌破0.618止损 |
| 42 |
2026-05-14 |
2026-05-20 |
20.686864198 |
19.4805 |
¥-8.2万 |
-5.86% |
跌破0.618止损 |
| 43 |
2026-07-31 |
2026-08-19 |
18.494016540999997 |
19.270709999999998 |
¥5.5万 |
+4.17% |
重回前高 |
| 44 |
2026-08-24 |
2026-09-03 |
17.442651226000002 |
16.52 |
¥-7.3万 |
-5.32% |
跌破0.618止损 |
| 45 |
2026-09-11 |
2026-10-16 |
17.502729244 |
17.55243 |
¥3,275 |
+0.25% |
跌破0.618止损 |
| 46 |
2026-11-04 |
2026-11-13 |
18.093496420999998 |
17.65 |
¥-3.2万 |
-2.48% |
强平 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-13 |
黄金分割买点 |
买入 |
15.915899999999999 |
61600.0 |
¥98.1万 |
|
| 2015-11-27 |
重回前高 |
卖出 |
23.976 |
61600.0 |
¥1.48M |
|
| 2016-08-03 |
黄金分割买点 |
买入 |
19.99 |
74500.0 |
¥1.49M |
|
| 2016-09-21 |
重回前高 |
卖出 |
26.79318 |
74500.0 |
¥2.00M |
|
| 2016-12-07 |
黄金分割买点 |
买入 |
29.339309999999994 |
64700.0 |
¥1.90M |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
26.43354 |
64700.0 |
¥1.71M |
止损触发 |
| 2017-09-26 |
黄金分割买点 |
买入 |
20.180159999999997 |
89200.0 |
¥1.80M |
|
| 2017-11-14 |
跌破0.618止损 |
卖出 |
19.70028 |
89200.0 |
¥1.76M |
止损触发 |
| 2018-06-11 |
黄金分割买点 |
买入 |
16.626609999999996 |
105800.0 |
¥1.76M |
|
| 2018-06-14 |
跌破0.618止损 |
卖出 |
15.544440000000002 |
105800.0 |
¥1.64M |
止损触发 |
| 2018-10-12 |
黄金分割买点 |
买入 |
12.362349999999998 |
132000.0 |
¥1.63M |
|
| 2018-10-17 |
跌破0.618止损 |
卖出 |
11.098889999999999 |
132000.0 |
¥1.46M |
止损触发 |
| 2019-01-15 |
黄金分割买点 |
买入 |
10.660649999999999 |
139000.0 |
¥1.48M |
|
| 2019-01-23 |
重回前高 |
卖出 |
11.65833 |
139000.0 |
¥1.62M |
|
| 2019-03-15 |
黄金分割买点 |
买入 |
12.632619999999998 |
128100.0 |
¥1.62M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
12.43755 |
128100.0 |
¥1.59M |
止损触发 |
| 2019-07-31 |
黄金分割买点 |
买入 |
13.053039999999998 |
122000.0 |
¥1.59M |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
11.538450000000001 |
122000.0 |
¥1.41M |
止损触发 |
| 2019-09-12 |
黄金分割买点 |
买入 |
12.262249999999998 |
114700.0 |
¥1.41M |
|
| 2019-09-24 |
跌破0.618止损 |
卖出 |
11.71827 |
114700.0 |
¥1.34M |
止损触发 |
| 2019-10-21 |
黄金分割买点 |
买入 |
12.312299999999999 |
109300.0 |
¥1.35M |
|
| 2019-11-25 |
跌破0.618止损 |
卖出 |
11.85 |
109300.0 |
¥1.29M |
止损触发 |
| 2019-11-26 |
黄金分割买点 |
买入 |
12.29228 |
104800.0 |
¥1.29M |
|
| 2019-12-12 |
跌破0.618止损 |
卖出 |
12.01797 |
104800.0 |
¥1.26M |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
12.452439999999998 |
101500.0 |
¥1.26M |
|
| 2020-01-20 |
重回前高 |
卖出 |
13.1868 |
101500.0 |
¥1.34M |
|
| 2020-02-05 |
黄金分割买点 |
买入 |
13.203189999999996 |
101300.0 |
¥1.34M |
|
| 2020-02-06 |
重回前高 |
卖出 |
14.65533 |
101300.0 |
¥1.48M |
|
| 2020-02-25 |
黄金分割买点 |
买入 |
13.873859999999999 |
104100.0 |
¥1.44M |
|
| 2020-03-12 |
跌破0.618止损 |
卖出 |
13.07691 |
104100.0 |
¥1.36M |
止损触发 |
| 2020-05-13 |
黄金分割买点 |
买入 |
12.832819999999998 |
108000.0 |
¥1.39M |
|
| 2020-06-10 |
重回前高 |
卖出 |
15.754230000000002 |
108000.0 |
¥1.70M |
|
| 2020-06-30 |
黄金分割买点 |
买入 |
14.454439999999998 |
118800.0 |
¥1.72M |
|
| 2020-08-13 |
跌破0.618止损 |
卖出 |
14.18 |
118800.0 |
¥1.68M |
止损触发 |
| 2020-08-20 |
黄金分割买点 |
买入 |
15.525509999999997 |
108300.0 |
¥1.68M |
|
| 2020-08-26 |
跌破0.618止损 |
卖出 |
14.715269999999999 |
108300.0 |
¥1.59M |
止损触发 |
| 2020-09-01 |
黄金分割买点 |
买入 |
16.005989999999997 |
99300.0 |
¥1.59M |
|
| 2020-09-03 |
重回前高 |
卖出 |
17.982 |
99300.0 |
¥1.79M |
|
| 2021-04-29 |
黄金分割买点 |
买入 |
11.411399999999999 |
156300.0 |
¥1.78M |
|
| 2021-05-20 |
跌破0.618止损 |
卖出 |
11.04894 |
156300.0 |
¥1.73M |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
9.98998 |
172700.0 |
¥1.73M |
|
| 2021-09-07 |
重回前高 |
卖出 |
11.62836 |
172700.0 |
¥2.01M |
|
| 2022-01-27 |
黄金分割买点 |
买入 |
16.28627 |
123400.0 |
¥2.01M |
|
| 2022-02-15 |
跌破0.618止损 |
卖出 |
16.20378 |
123400.0 |
¥2.00M |
止损触发 |
| 2022-02-28 |
黄金分割买点 |
买入 |
17.357339999999997 |
115100.0 |
¥2.00M |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
16.353630000000003 |
115100.0 |
¥1.88M |
止损触发 |
| 2022-03-11 |
黄金分割买点 |
买入 |
17.827809999999996 |
105300.0 |
¥1.88M |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
17.1828 |
105300.0 |
¥1.81M |
止损触发 |
| 2022-03-18 |
黄金分割买点 |
买入 |
17.58757 |
103300.0 |
¥1.82M |
|
| 2022-03-23 |
跌破0.618止损 |
卖出 |
16.64334 |
103300.0 |
¥1.72M |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
16.93692 |
100200.0 |
¥1.70M |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
15.684299999999999 |
100200.0 |
¥1.57M |
止损触发 |
| 2022-04-29 |
黄金分割买点 |
买入 |
16.756739999999997 |
94200.0 |
¥1.58M |
|
| 2022-06-01 |
重回前高 |
卖出 |
19.99998 |
94200.0 |
¥1.88M |
|
| 2022-07-13 |
黄金分割买点 |
买入 |
18.698679999999996 |
100900.0 |
¥1.89M |
|
| 2022-08-05 |
跌破0.618止损 |
卖出 |
19.22076 |
100900.0 |
¥1.94M |
止损触发 |
| 2022-08-10 |
黄金分割买点 |
买入 |
19.849829999999997 |
97800.0 |
¥1.94M |
|
| 2022-08-11 |
跌破0.618止损 |
卖出 |
19.22076 |
97800.0 |
¥1.88M |
止损触发 |
| 2022-08-12 |
黄金分割买点 |
买入 |
19.88987 |
94000.0 |
¥1.87M |
|
| 2022-09-07 |
跌破0.618止损 |
卖出 |
19.32066 |
94000.0 |
¥1.82M |
止损触发 |
| 2022-09-26 |
黄金分割买点 |
买入 |
20.350329999999996 |
88700.0 |
¥1.81M |
|
| 2022-10-26 |
跌破0.618止损 |
卖出 |
20.079900000000002 |
88700.0 |
¥1.78M |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
20.94092 |
86100.0 |
¥1.80M |
|
| 2022-10-28 |
跌破0.618止损 |
卖出 |
20.079900000000002 |
86100.0 |
¥1.73M |
止损触发 |
| 2022-12-07 |
黄金分割买点 |
买入 |
20.600579999999997 |
83700.0 |
¥1.72M |
|
| 2023-01-04 |
跌破0.618止损 |
卖出 |
19.96002 |
83700.0 |
¥1.67M |
止损触发 |
| 2023-01-12 |
黄金分割买点 |
买入 |
20.360339999999997 |
81900.0 |
¥1.67M |
|
| 2023-02-16 |
跌破0.618止损 |
卖出 |
18.6813 |
81900.0 |
¥1.53M |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
15.705689999999997 |
97700.0 |
¥1.53M |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
14.605379999999998 |
97700.0 |
¥1.43M |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
12.292279999999998 |
116100.0 |
¥1.43M |
|
| 2024-03-12 |
重回前高 |
卖出 |
13.13685 |
116100.0 |
¥1.52M |
|
| 2024-06-13 |
黄金分割买点 |
买入 |
15.685669999999998 |
94300.0 |
¥1.48M |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
15.444540000000002 |
94300.0 |
¥1.46M |
止损触发 |
| 2024-09-13 |
黄金分割买点 |
买入 |
14.97496 |
99400.0 |
¥1.49M |
|
| 2024-09-25 |
重回前高 |
卖出 |
16.37361 |
99400.0 |
¥1.63M |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
16.786769999999997 |
97300.0 |
¥1.63M |
|
| 2024-11-21 |
跌破0.618止损 |
卖出 |
15.674310000000002 |
97300.0 |
¥1.52M |
止损触发 |
| 2025-05-30 |
黄金分割买点 |
买入 |
13.503489999999998 |
113100.0 |
¥1.53M |
|
| 2025-06-04 |
跌破0.618止损 |
卖出 |
12.837150000000001 |
113100.0 |
¥1.45M |
止损触发 |
| 2025-10-14 |
黄金分割买点 |
买入 |
17.76775 |
81900.0 |
¥1.46M |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
17.112869999999997 |
81900.0 |
¥1.40M |
止损触发 |
| 2026-05-14 |
黄金分割买点 |
买入 |
20.68066 |
67600.0 |
¥1.40M |
|
| 2026-05-20 |
跌破0.618止损 |
卖出 |
19.4805 |
67600.0 |
¥1.32M |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
18.488469999999996 |
71000.0 |
¥1.31M |
|
| 2026-08-19 |
重回前高 |
卖出 |
19.270709999999998 |
71000.0 |
¥1.37M |
|
| 2026-08-24 |
黄金分割买点 |
买入 |
17.43742 |
78600.0 |
¥1.37M |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
16.52 |
78600.0 |
¥1.30M |
止损触发 |
| 2026-09-11 |
黄金分割买点 |
买入 |
17.49748 |
73700.0 |
¥1.29M |
|
| 2026-10-16 |
跌破0.618止损 |
卖出 |
17.55243 |
73700.0 |
¥1.29M |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
18.08807 |
71500.0 |
¥1.29M |
|
| 2026-11-13 |
强平 |
卖出 |
17.65 |
71500 |
¥1.26M |
回测结束强平 |