600362 江西铜业 — 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: ¥32.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -67.47%）
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 50 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 |
2015-06-19 |
2015-06-29 |
25.823534736999992 |
23.036939999999998 |
¥-10.6万 |
-10.82% |
跌破0.618止损 |
| 2 |
2015-10-20 |
2015-10-22 |
14.749153418999999 |
13.766219999999999 |
¥-5.9万 |
-6.69% |
跌破0.618止损 |
| 3 |
2015-11-06 |
2016-01-05 |
14.869309454999998 |
13.89609 |
¥-5.4万 |
-6.57% |
跌破0.618止损 |
| 4 |
2016-03-21 |
2016-03-29 |
14.969439484999997 |
13.95603 |
¥-5.3万 |
-6.80% |
跌破0.618止损 |
| 5 |
2016-04-15 |
2016-05-09 |
14.799218433999998 |
13.39659 |
¥-6.9万 |
-9.50% |
跌破0.618止损 |
| 6 |
2016-07-25 |
2016-09-13 |
15.219764559999996 |
13.94604 |
¥-5.5万 |
-8.40% |
跌破0.618止损 |
| 7 |
2016-12-05 |
2016-12-26 |
18.554094559 |
16.7832 |
¥-5.7万 |
-9.57% |
跌破0.618止损 |
| 8 |
2017-01-26 |
2017-03-10 |
18.904549663999997 |
18.24174 |
¥-1.9万 |
-3.54% |
跌破0.618止损 |
| 9 |
2017-06-27 |
2017-07-10 |
16.401298913999998 |
17.4825 |
¥3.4万 |
+6.56% |
重回前高 |
| 10 |
2017-08-14 |
2017-09-26 |
17.843171346000002 |
18.1 |
¥7,919 |
+1.41% |
跌破0.618止损 |
| 11 |
2017-10-17 |
2017-10-18 |
19.0247057 |
18.581400000000002 |
¥-1.3万 |
-2.36% |
跌破0.618止损 |
| 12 |
2017-12-05 |
2017-12-07 |
18.534068553 |
17.16282 |
¥-4.1万 |
-7.43% |
跌破0.618止损 |
| 13 |
2017-12-22 |
2018-01-03 |
18.013392396999997 |
20.19978 |
¥6.2万 |
+12.10% |
重回前高 |
| 14 |
2018-01-18 |
2018-02-05 |
19.265017771999997 |
21.058919999999997 |
¥5.4万 |
+9.28% |
重回前高 |
| 15 |
2018-02-09 |
2018-02-12 |
18.664237592000003 |
17.53245 |
¥-3.7万 |
-6.09% |
跌破0.618止损 |
| 16 |
2018-11-05 |
2018-11-12 |
13.797918133999998 |
13.22676 |
¥-2.5万 |
-4.17% |
跌破0.618止损 |
| 17 |
2018-11-19 |
2018-11-26 |
13.747853118999998 |
13.116869999999999 |
¥-2.6万 |
-4.62% |
跌破0.618止损 |
| 18 |
2018-12-04 |
2018-12-11 |
13.60408 |
13.246739999999999 |
¥-1.4万 |
-2.66% |
跌破0.618止损 |
| 19 |
2019-03-15 |
2019-05-07 |
15.450063628999997 |
14.115870000000001 |
¥-4.6万 |
-8.66% |
跌破0.618止损 |
| 20 |
2019-06-26 |
2019-07-09 |
15.870609754999997 |
14.745239999999999 |
¥-3.4万 |
-7.12% |
跌破0.618止损 |
| 21 |
2019-07-24 |
2019-08-02 |
15.269829574999997 |
14.30568 |
¥-2.8万 |
-6.34% |
跌破0.618止损 |
| 22 |
2020-07-17 |
2020-09-24 |
14.959426481999996 |
14.8851 |
¥-2,214 |
-0.53% |
跌破0.618止损 |
| 23 |
2020-12-17 |
2021-01-08 |
19.415212816999997 |
23.2767 |
¥8.3万 |
+19.85% |
重回前高 |
| 24 |
2021-01-20 |
2021-02-01 |
20.887124258 |
18.82116 |
¥-5.0万 |
-9.92% |
跌破0.618止损 |
| 25 |
2021-02-10 |
2021-02-19 |
21.117423326999997 |
25.18479 |
¥8.6万 |
+19.22% |
重回前高 |
| 26 |
2021-03-05 |
2021-03-24 |
24.291545278 |
22.7772 |
¥-3.2万 |
-6.26% |
跌破0.618止损 |
| 27 |
2021-04-09 |
2021-04-13 |
25.447632 |
23.14683 |
¥-4.6万 |
-9.07% |
跌破0.618止损 |
| 28 |
2021-04-20 |
2021-06-07 |
25.933677769999992 |
24.81516 |
¥-1.9万 |
-4.34% |
跌破0.618止损 |
| 29 |
2021-07-28 |
2021-08-04 |
26.033807799999995 |
24.485490000000002 |
¥-2.6万 |
-5.98% |
跌破0.618止损 |
| 30 |
2021-08-13 |
2021-08-18 |
25.13263753 |
23.43654 |
¥-2.8万 |
-6.78% |
跌破0.618止损 |
| 31 |
2021-09-02 |
2021-09-10 |
24.541870352999997 |
27.972 |
¥5.3万 |
+13.94% |
重回前高 |
| 32 |
2021-09-17 |
2021-09-27 |
26.934978069999996 |
24.63534 |
¥-3.7万 |
-8.57% |
跌破0.618止损 |
| 33 |
2022-02-14 |
2022-03-10 |
22.038619603 |
20.52945 |
¥-2.7万 |
-6.88% |
跌破0.618止损 |
| 34 |
2022-06-09 |
2022-06-23 |
18.734328613 |
17.53245 |
¥-2.4万 |
-6.44% |
跌破0.618止损 |
| 35 |
2022-06-29 |
2022-07-07 |
18.535559 |
17.132849999999998 |
¥-2.7万 |
-7.60% |
跌破0.618止损 |
| 36 |
2022-09-13 |
2022-09-15 |
17.352534198999997 |
17.15283 |
¥-3,831 |
-1.18% |
跌破0.618止损 |
| 37 |
2022-12-23 |
2023-01-10 |
16.631597983 |
18.29169 |
¥3.2万 |
+9.95% |
重回前高 |
| 38 |
2023-03-13 |
2023-04-18 |
19.12483573 |
21.428549999999998 |
¥4.2万 |
+12.01% |
重回前高 |
| 39 |
2023-04-26 |
2023-05-15 |
20.106110023999992 |
18.94104 |
¥-2.3万 |
-5.82% |
跌破0.618止损 |
| 40 |
2024-06-11 |
2024-06-18 |
24.431727319999997 |
23.826150000000002 |
¥-9,130 |
-2.51% |
跌破0.618止损 |
| 41 |
2024-10-10 |
2024-11-25 |
22.52925675 |
21.22875 |
¥-2.1万 |
-5.80% |
跌破0.618止损 |
| 42 |
2025-04-01 |
2025-04-08 |
23.190114948 |
19.99998 |
¥-4.7万 |
-13.78% |
跌破0.618止损 |
| 43 |
2025-04-23 |
2025-04-30 |
22.228866659999998 |
21.398580000000006 |
¥-1.1万 |
-3.76% |
跌破0.618止损 |
| 44 |
2025-05-15 |
2025-05-28 |
22.046612 |
21.3 |
¥-9,638 |
-3.42% |
跌破0.618止损 |
| 45 |
2025-06-09 |
2025-06-30 |
22.228866659999998 |
23.976 |
¥2.1万 |
+7.83% |
重回前高 |
| 46 |
2025-11-21 |
2025-12-09 |
36.14694083 |
43.90605 |
¥6.1万 |
+21.43% |
重回前高 |
| 47 |
2026-02-03 |
2026-03-13 |
55.071516499999994 |
51.4485 |
¥-2.3万 |
-6.61% |
跌破0.618止损 |
| 48 |
2026-06-17 |
2026-06-22 |
47.06111409999999 |
52.81712999999999 |
¥4.1万 |
+12.20% |
重回前高 |
| 49 |
2026-08-13 |
2026-08-20 |
46.149930827 |
45.2547 |
¥-7,270 |
-1.97% |
跌破0.618止损 |
| 50 |
2026-09-02 |
2026-09-28 |
46.76072401 |
40.97898 |
¥-4.4万 |
-12.39% |
跌破0.618止损 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
25.815789999999996 |
38100.0 |
¥98.4万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
23.036939999999998 |
38100.0 |
¥87.7万 |
止损触发 |
| 2015-10-20 |
黄金分割买点 |
买入 |
14.744729999999999 |
59300.0 |
¥87.5万 |
|
| 2015-10-22 |
跌破0.618止损 |
卖出 |
13.766219999999999 |
59300.0 |
¥81.6万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
14.864849999999999 |
55500.0 |
¥82.5万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
13.89609 |
55500.0 |
¥77.1万 |
止损触发 |
| 2016-03-21 |
黄金分割买点 |
买入 |
14.964949999999998 |
51800.0 |
¥77.5万 |
|
| 2016-03-29 |
跌破0.618止损 |
卖出 |
13.95603 |
51800.0 |
¥72.3万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
14.794779999999998 |
49100.0 |
¥72.7万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
13.39659 |
49100.0 |
¥65.8万 |
止损触发 |
| 2016-07-25 |
黄金分割买点 |
买入 |
15.215199999999998 |
43000.0 |
¥65.4万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
13.94604 |
43000.0 |
¥59.9万 |
止损触发 |
| 2016-12-05 |
黄金分割买点 |
买入 |
18.54853 |
31900.0 |
¥59.2万 |
|
| 2016-12-26 |
跌破0.618止损 |
卖出 |
16.7832 |
31900.0 |
¥53.5万 |
止损触发 |
| 2017-01-26 |
黄金分割买点 |
买入 |
18.89888 |
28800.0 |
¥54.4万 |
|
| 2017-03-10 |
跌破0.618止损 |
卖出 |
18.24174 |
28800.0 |
¥52.5万 |
止损触发 |
| 2017-06-27 |
黄金分割买点 |
买入 |
16.396379999999997 |
32000.0 |
¥52.5万 |
|
| 2017-07-10 |
重回前高 |
卖出 |
17.4825 |
32000.0 |
¥55.9万 |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
17.837819999999997 |
31500.0 |
¥56.2万 |
|
| 2017-09-26 |
跌破0.618止损 |
卖出 |
18.1 |
31500.0 |
¥57.0万 |
止损触发 |
| 2017-10-17 |
黄金分割买点 |
买入 |
19.019 |
29400.0 |
¥55.9万 |
|
| 2017-10-18 |
跌破0.618止损 |
卖出 |
18.581400000000002 |
29400.0 |
¥54.6万 |
止损触发 |
| 2017-12-05 |
黄金分割买点 |
买入 |
18.52851 |
29800.0 |
¥55.2万 |
|
| 2017-12-07 |
跌破0.618止损 |
卖出 |
17.16282 |
29800.0 |
¥51.1万 |
止损触发 |
| 2017-12-22 |
黄金分割买点 |
买入 |
18.007989999999996 |
28600.0 |
¥51.5万 |
|
| 2018-01-03 |
重回前高 |
卖出 |
20.19978 |
28600.0 |
¥57.8万 |
|
| 2018-01-18 |
黄金分割买点 |
买入 |
19.259239999999995 |
30000.0 |
¥57.8万 |
|
| 2018-02-05 |
重回前高 |
卖出 |
21.058919999999997 |
30000.0 |
¥63.2万 |
|
| 2018-02-09 |
黄金分割买点 |
买入 |
18.65864 |
32400.0 |
¥60.5万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
17.53245 |
32400.0 |
¥56.8万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
13.793779999999998 |
42700.0 |
¥58.9万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
13.22676 |
42700.0 |
¥56.5万 |
止损触发 |
| 2018-11-19 |
黄金分割买点 |
买入 |
13.743729999999998 |
41500.0 |
¥57.1万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
13.116869999999999 |
41500.0 |
¥54.4万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
13.6 |
39800.0 |
¥54.1万 |
|
| 2018-12-11 |
跌破0.618止损 |
卖出 |
13.246739999999999 |
39800.0 |
¥52.7万 |
止损触发 |
| 2019-03-15 |
黄金分割买点 |
买入 |
15.445429999999996 |
34200.0 |
¥52.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
14.115870000000001 |
34200.0 |
¥48.3万 |
止损触发 |
| 2019-06-26 |
黄金分割买点 |
买入 |
15.865849999999998 |
29900.0 |
¥47.5万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
14.745239999999999 |
29900.0 |
¥44.1万 |
止损触发 |
| 2019-07-24 |
黄金分割买点 |
买入 |
15.265249999999996 |
29400.0 |
¥44.9万 |
|
| 2019-08-02 |
跌破0.618止损 |
卖出 |
14.30568 |
29400.0 |
¥42.0万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
14.954939999999997 |
28100.0 |
¥42.0万 |
|
| 2020-09-24 |
跌破0.618止损 |
卖出 |
14.8851 |
28100.0 |
¥41.8万 |
止损触发 |
| 2020-12-17 |
黄金分割买点 |
买入 |
19.40939 |
21500.0 |
¥41.7万 |
|
| 2021-01-08 |
重回前高 |
卖出 |
23.2767 |
21500.0 |
¥50.0万 |
|
| 2021-01-20 |
黄金分割买点 |
买入 |
20.88086 |
24000.0 |
¥50.1万 |
|
| 2021-02-01 |
跌破0.618止损 |
卖出 |
18.82116 |
24000.0 |
¥45.2万 |
止损触发 |
| 2021-02-10 |
黄金分割买点 |
买入 |
21.111089999999997 |
21300.0 |
¥45.0万 |
|
| 2021-02-19 |
重回前高 |
卖出 |
25.18479 |
21300.0 |
¥53.6万 |
|
| 2021-03-05 |
黄金分割买点 |
买入 |
24.28426 |
21000.0 |
¥51.0万 |
|
| 2021-03-24 |
跌破0.618止损 |
卖出 |
22.7772 |
21000.0 |
¥47.8万 |
止损触发 |
| 2021-04-09 |
黄金分割买点 |
买入 |
25.44 |
19800.0 |
¥50.4万 |
|
| 2021-04-13 |
跌破0.618止损 |
卖出 |
23.14683 |
19800.0 |
¥45.8万 |
止损触发 |
| 2021-04-20 |
黄金分割买点 |
买入 |
25.925899999999995 |
17300.0 |
¥44.9万 |
|
| 2021-06-07 |
跌破0.618止损 |
卖出 |
24.81516 |
17300.0 |
¥42.9万 |
止损触发 |
| 2021-07-28 |
黄金分割买点 |
买入 |
26.025999999999996 |
16600.0 |
¥43.2万 |
|
| 2021-08-04 |
跌破0.618止损 |
卖出 |
24.485490000000002 |
16600.0 |
¥40.6万 |
止损触发 |
| 2021-08-13 |
黄金分割买点 |
买入 |
25.1251 |
16200.0 |
¥40.7万 |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
23.43654 |
16200.0 |
¥38.0万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
24.534509999999997 |
15500.0 |
¥38.0万 |
|
| 2021-09-10 |
重回前高 |
卖出 |
27.972 |
15500.0 |
¥43.3万 |
|
| 2021-09-17 |
黄金分割买点 |
买入 |
26.926899999999996 |
16200.0 |
¥43.6万 |
|
| 2021-09-27 |
跌破0.618止损 |
卖出 |
24.63534 |
16200.0 |
¥39.9万 |
止损触发 |
| 2022-02-14 |
黄金分割买点 |
买入 |
22.03201 |
18000.0 |
¥39.7万 |
|
| 2022-03-10 |
跌破0.618止损 |
卖出 |
20.52945 |
18000.0 |
¥36.9万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
18.72871 |
20000.0 |
¥37.5万 |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
17.53245 |
20000.0 |
¥35.1万 |
止损触发 |
| 2022-06-29 |
黄金分割买点 |
买入 |
18.53 |
19000.0 |
¥35.2万 |
|
| 2022-07-07 |
跌破0.618止损 |
卖出 |
17.132849999999998 |
19000.0 |
¥32.5万 |
止损触发 |
| 2022-09-13 |
黄金分割买点 |
买入 |
17.347329999999996 |
18700.0 |
¥32.4万 |
|
| 2022-09-15 |
跌破0.618止损 |
卖出 |
17.15283 |
18700.0 |
¥32.1万 |
止损触发 |
| 2022-12-23 |
黄金分割买点 |
买入 |
16.626609999999996 |
19100.0 |
¥31.8万 |
|
| 2023-01-10 |
重回前高 |
卖出 |
18.29169 |
19100.0 |
¥34.9万 |
|
| 2023-03-13 |
黄金分割买点 |
买入 |
19.1191 |
18400.0 |
¥35.2万 |
|
| 2023-04-18 |
重回前高 |
卖出 |
21.428549999999998 |
18400.0 |
¥39.4万 |
|
| 2023-04-26 |
黄金分割买点 |
买入 |
20.100079999999995 |
19300.0 |
¥38.8万 |
|
| 2023-05-15 |
跌破0.618止损 |
卖出 |
18.94104 |
19300.0 |
¥36.5万 |
止损触发 |
| 2024-06-11 |
黄金分割买点 |
买入 |
24.424399999999995 |
14900.0 |
¥36.4万 |
|
| 2024-06-18 |
跌破0.618止损 |
卖出 |
23.826150000000002 |
14900.0 |
¥35.5万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
22.522499999999997 |
16000.0 |
¥36.0万 |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
21.22875 |
16000.0 |
¥34.0万 |
止损触发 |
| 2025-04-01 |
黄金分割买点 |
买入 |
23.183159999999997 |
14800.0 |
¥34.3万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
19.99998 |
14800.0 |
¥29.6万 |
止损触发 |
| 2025-04-23 |
黄金分割买点 |
买入 |
22.222199999999997 |
13300.0 |
¥29.6万 |
|
| 2025-04-30 |
跌破0.618止损 |
卖出 |
21.398580000000006 |
13300.0 |
¥28.5万 |
止损触发 |
| 2025-05-15 |
黄金分割买点 |
买入 |
22.04 |
12800.0 |
¥28.2万 |
|
| 2025-05-28 |
跌破0.618止损 |
卖出 |
21.3 |
12800.0 |
¥27.3万 |
止损触发 |
| 2025-06-09 |
黄金分割买点 |
买入 |
22.222199999999994 |
12300.0 |
¥27.3万 |
|
| 2025-06-30 |
重回前高 |
卖出 |
23.976 |
12300.0 |
¥29.5万 |
|
| 2025-11-21 |
黄金分割买点 |
买入 |
36.1361 |
7900.0 |
¥28.6万 |
|
| 2025-12-09 |
重回前高 |
卖出 |
43.90605 |
7900.0 |
¥34.7万 |
|
| 2026-02-03 |
黄金分割买点 |
买入 |
55.05499999999999 |
6200.0 |
¥34.1万 |
|
| 2026-03-13 |
跌破0.618止损 |
卖出 |
51.4485 |
6200.0 |
¥31.9万 |
止损触发 |
| 2026-06-17 |
黄金分割买点 |
买入 |
47.04699999999999 |
7100.0 |
¥33.4万 |
|
| 2026-06-22 |
重回前高 |
卖出 |
52.81712999999999 |
7100.0 |
¥37.5万 |
|
| 2026-08-13 |
黄金分割买点 |
买入 |
46.136089999999996 |
8000.0 |
¥36.9万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
45.2547 |
8000.0 |
¥36.2万 |
止损触发 |
| 2026-09-02 |
黄金分割买点 |
买入 |
46.7467 |
7600.0 |
¥35.5万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
40.97898 |
7600.0 |
¥31.1万 |
止损触发 |