600489 中金黄金 — 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: ¥1.24M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +23.67%）
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 54 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 |
2015-04-10 |
2015-04-30 |
12.576331768 |
17.05293 |
¥35.3万 |
+35.55% |
重回前高 |
| 2 |
2015-05-07 |
2015-06-29 |
14.208451256999998 |
13.65633 |
¥-5.3万 |
-3.91% |
跌破0.618止损 |
| 3 |
2015-11-11 |
2015-12-01 |
10.363458104999998 |
9.170819999999999 |
¥-14.7万 |
-11.53% |
跌破0.618止损 |
| 4 |
2015-12-08 |
2016-01-05 |
9.512352850000001 |
9.300690000000001 |
¥-2.5万 |
-2.25% |
跌破0.618止损 |
| 5 |
2016-03-16 |
2016-05-11 |
10.393497114 |
10.629359999999998 |
¥2.5万 |
+2.24% |
跌破0.618止损 |
| 6 |
2016-06-21 |
2016-07-07 |
10.663198 |
13.62636 |
¥31.8万 |
+27.75% |
重回前高 |
| 7 |
2016-08-09 |
2016-09-13 |
13.377372007999998 |
12.33765 |
¥-11.4万 |
-7.80% |
跌破0.618止损 |
| 8 |
2016-11-16 |
2016-12-07 |
13.367359004999999 |
12.45753 |
¥-9.2万 |
-6.83% |
跌破0.618止损 |
| 9 |
2017-02-14 |
2017-03-06 |
12.596357773999998 |
12.06792 |
¥-5.3万 |
-4.22% |
跌破0.618止损 |
| 10 |
2017-07-26 |
2017-09-26 |
10.613783179999999 |
10.779209999999999 |
¥1.8万 |
+1.53% |
跌破0.618止损 |
| 11 |
2018-01-04 |
2018-02-02 |
9.922885973000001 |
9.260729999999999 |
¥-8.1万 |
-6.70% |
跌破0.618止损 |
| 12 |
2018-03-28 |
2018-04-24 |
9.31209279 |
8.82117 |
¥-5.9万 |
-5.30% |
跌破0.618止损 |
| 13 |
2018-10-22 |
2018-10-24 |
7.239401169 |
7.7522400000000005 |
¥7.6万 |
+7.05% |
重回前高 |
| 14 |
2018-11-26 |
2018-12-12 |
7.4496742320000005 |
8.40159 |
¥14.8万 |
+12.74% |
重回前高 |
| 15 |
2019-01-22 |
2019-02-01 |
8.170610447999998 |
7.992 |
¥-2.9万 |
-2.22% |
跌破0.618止损 |
| 16 |
2019-02-13 |
2019-02-26 |
8.260727475 |
8.841149999999999 |
¥8.9万 |
+6.99% |
重回前高 |
| 17 |
2019-03-11 |
2019-03-15 |
8.701299607 |
8.30169 |
¥-6.3万 |
-4.62% |
跌破0.618止损 |
| 18 |
2019-03-20 |
2019-04-24 |
8.531078555999999 |
8.191799999999999 |
¥-5.2万 |
-4.01% |
跌破0.618止损 |
| 19 |
2019-06-11 |
2019-06-17 |
8.380883510999999 |
8.72127 |
¥5.0万 |
+4.03% |
重回前高 |
| 20 |
2019-07-10 |
2019-08-02 |
9.462287835 |
9.04095 |
¥-5.8万 |
-4.48% |
跌破0.618止损 |
| 21 |
2019-08-22 |
2019-09-11 |
9.562417865 |
9.42 |
¥-1.9万 |
-1.52% |
跌破0.618止损 |
| 22 |
2020-01-02 |
2020-01-07 |
8.460987535 |
9.12087 |
¥9.5万 |
+7.77% |
重回前高 |
| 23 |
2020-01-13 |
2020-01-22 |
8.762628 |
8.2917 |
¥-7.1万 |
-5.40% |
跌破0.618止损 |
| 24 |
2020-02-27 |
2020-03-02 |
8.491026543999999 |
7.992 |
¥-7.4万 |
-5.91% |
跌破0.618止损 |
| 25 |
2020-04-08 |
2020-05-19 |
8.350844502 |
8.971020000000001 |
¥8.6万 |
+7.39% |
重回前高 |
| 26 |
2020-06-17 |
2020-07-07 |
8.661247595 |
9.86013 |
¥17.4万 |
+13.81% |
重回前高 |
| 27 |
2020-07-17 |
2020-07-28 |
9.612482879999998 |
12.33765 |
¥40.4万 |
+28.31% |
重回前高 |
| 28 |
2020-08-24 |
2020-09-23 |
10.613783179999997 |
10.20978 |
¥-7.0万 |
-3.84% |
跌破0.618止损 |
| 29 |
2021-03-04 |
2021-03-09 |
9.011702699999999 |
8.641350000000001 |
¥-7.2万 |
-4.14% |
跌破0.618止损 |
| 30 |
2021-05-14 |
2021-05-27 |
9.262027775 |
9.87012 |
¥11.1万 |
+6.53% |
重回前高 |
| 31 |
2021-06-04 |
2021-06-17 |
9.171910748 |
8.62137 |
¥-10.6万 |
-6.03% |
跌破0.618止损 |
| 32 |
2021-09-01 |
2021-09-27 |
8.691286603999998 |
8.4915 |
¥-3.9万 |
-2.33% |
跌破0.618止损 |
| 33 |
2021-10-20 |
2021-10-28 |
8.81144264 |
8.40159 |
¥-7.7万 |
-4.68% |
跌破0.618止损 |
| 34 |
2022-03-11 |
2022-03-16 |
8.541091558999998 |
7.5324599999999995 |
¥-18.7万 |
-11.84% |
跌破0.618止损 |
| 35 |
2022-04-12 |
2022-04-22 |
8.220675463 |
7.602390000000001 |
¥-10.6万 |
-7.55% |
跌破0.618止损 |
| 36 |
2022-11-18 |
2022-12-26 |
7.920285373 |
7.56 |
¥-5.9万 |
-4.58% |
跌破0.618止损 |
| 37 |
2022-12-29 |
2023-01-04 |
7.800129336999999 |
8.3916 |
¥9.3万 |
+7.55% |
重回前高 |
| 38 |
2023-02-13 |
2023-03-07 |
8.380883510999999 |
8.961030000000001 |
¥9.1万 |
+6.89% |
重回前高 |
| 39 |
2023-05-17 |
2023-06-15 |
10.703900206999997 |
10.53945 |
¥-2.2万 |
-1.57% |
跌破0.618止损 |
| 40 |
2023-08-09 |
2023-08-16 |
10.91417327 |
10.5894 |
¥-4.2万 |
-3.00% |
跌破0.618止损 |
| 41 |
2023-09-28 |
2023-10-12 |
10.854095251999997 |
10.84 |
¥-2,125 |
-0.16% |
跌破0.618止损 |
| 42 |
2023-10-17 |
2023-10-24 |
11.094407323999997 |
10.68 |
¥-5.1万 |
-3.76% |
跌破0.618止损 |
| 43 |
2023-10-27 |
2023-11-03 |
11.064368315 |
10.62936 |
¥-5.1万 |
-3.96% |
跌破0.618止损 |
| 44 |
2024-02-20 |
2024-03-07 |
9.952924981999997 |
11.57 |
¥20.2万 |
+16.21% |
重回前高 |
| 45 |
2024-07-25 |
2024-08-06 |
15.714713000000001 |
15.51447 |
¥-1.8万 |
-1.30% |
跌破0.618止损 |
| 46 |
2024-10-22 |
2024-11-08 |
14.939400476 |
13.666319999999999 |
¥-12.1万 |
-8.55% |
跌破0.618止损 |
| 47 |
2025-03-17 |
2025-04-08 |
13.197137954 |
12.427560000000001 |
¥-7.7万 |
-5.86% |
跌破0.618止损 |
| 48 |
2025-04-28 |
2025-05-16 |
13.928087173 |
13.376610000000001 |
¥-4.9万 |
-3.99% |
跌破0.618止损 |
| 49 |
2025-05-26 |
2025-07-10 |
13.948113179 |
13.856129999999997 |
¥-8,220 |
-0.69% |
跌破0.618止损 |
| 50 |
2025-07-28 |
2025-08-19 |
14.869309455 |
14.43555 |
¥-3.5万 |
-2.95% |
跌破0.618止损 |
| 51 |
2025-08-26 |
2025-09-01 |
15.169699544999999 |
16.383599999999998 |
¥9.1万 |
+7.97% |
重回前高 |
| 52 |
2025-11-04 |
2026-01-15 |
21.427826419999995 |
25.983990000000002 |
¥25.7万 |
+21.23% |
重回前高 |
| 53 |
2026-02-03 |
2026-03-19 |
30.53965915 |
27.36261 |
¥-14.3万 |
-10.43% |
跌破0.618止损 |
| 54 |
2026-09-22 |
2026-09-28 |
23.580622065 |
21.49848 |
¥-11.9万 |
-8.86% |
跌破0.618止损 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-10 |
黄金分割买点 |
买入 |
12.57256 |
78900.0 |
¥99.2万 |
|
| 2015-04-30 |
重回前高 |
卖出 |
17.05293 |
78900.0 |
¥1.35M |
|
| 2015-05-07 |
黄金分割买点 |
买入 |
14.204189999999999 |
95000.0 |
¥1.35M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
13.65633 |
95000.0 |
¥1.30M |
止损触发 |
| 2015-11-11 |
黄金分割买点 |
买入 |
10.360349999999999 |
123100.0 |
¥1.28M |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
9.170819999999999 |
123100.0 |
¥1.13M |
止损触发 |
| 2015-12-08 |
黄金分割买点 |
买入 |
9.5095 |
118500.0 |
¥1.13M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
9.300690000000001 |
118500.0 |
¥1.10M |
止损触发 |
| 2016-03-16 |
黄金分割买点 |
买入 |
10.39038 |
107900.0 |
¥1.12M |
|
| 2016-05-11 |
跌破0.618止损 |
卖出 |
10.629359999999998 |
107900.0 |
¥1.15M |
止损触发 |
| 2016-06-21 |
黄金分割买点 |
买入 |
10.66 |
107500.0 |
¥1.15M |
|
| 2016-07-07 |
重回前高 |
卖出 |
13.62636 |
107500.0 |
¥1.46M |
|
| 2016-08-09 |
黄金分割买点 |
买入 |
13.373359999999998 |
109700.0 |
¥1.47M |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
12.33765 |
109700.0 |
¥1.35M |
止损触发 |
| 2016-11-16 |
黄金分割买点 |
买入 |
13.363349999999999 |
101000.0 |
¥1.35M |
|
| 2016-12-07 |
跌破0.618止损 |
卖出 |
12.45753 |
101000.0 |
¥1.26M |
止损触发 |
| 2017-02-14 |
黄金分割买点 |
买入 |
12.592579999999998 |
99500.0 |
¥1.25M |
|
| 2017-03-06 |
跌破0.618止损 |
卖出 |
12.06792 |
99500.0 |
¥1.20M |
止损触发 |
| 2017-07-26 |
黄金分割买点 |
买入 |
10.610599999999998 |
113000.0 |
¥1.20M |
|
| 2017-09-26 |
跌破0.618止损 |
卖出 |
10.779209999999999 |
113000.0 |
¥1.22M |
止损触发 |
| 2018-01-04 |
黄金分割买点 |
买入 |
9.91991 |
122300.0 |
¥1.21M |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
9.260729999999999 |
122300.0 |
¥1.13M |
止损触发 |
| 2018-03-28 |
黄金分割买点 |
买入 |
9.309299999999999 |
120100.0 |
¥1.12M |
|
| 2018-04-24 |
跌破0.618止损 |
卖出 |
8.82117 |
120100.0 |
¥1.06M |
止损触发 |
| 2018-10-22 |
黄金分割买点 |
买入 |
7.23723 |
149000.0 |
¥1.08M |
|
| 2018-10-24 |
重回前高 |
卖出 |
7.7522400000000005 |
149000.0 |
¥1.15M |
|
| 2018-11-26 |
黄金分割买点 |
买入 |
7.44744 |
155400.0 |
¥1.16M |
|
| 2018-12-12 |
重回前高 |
卖出 |
8.40159 |
155400.0 |
¥1.31M |
|
| 2019-01-22 |
黄金分割买点 |
买入 |
8.168159999999999 |
159100.0 |
¥1.30M |
|
| 2019-02-01 |
跌破0.618止损 |
卖出 |
7.992 |
159100.0 |
¥1.27M |
止损触发 |
| 2019-02-13 |
黄金分割买点 |
买入 |
8.258249999999999 |
154300.0 |
¥1.27M |
|
| 2019-02-26 |
重回前高 |
卖出 |
8.841149999999999 |
154300.0 |
¥1.36M |
|
| 2019-03-11 |
黄金分割买点 |
买入 |
8.69869 |
157400.0 |
¥1.37M |
|
| 2019-03-15 |
跌破0.618止损 |
卖出 |
8.30169 |
157400.0 |
¥1.31M |
止损触发 |
| 2019-03-20 |
黄金分割买点 |
买入 |
8.528519999999999 |
152200.0 |
¥1.30M |
|
| 2019-04-24 |
跌破0.618止损 |
卖出 |
8.191799999999999 |
152200.0 |
¥1.25M |
止损触发 |
| 2019-06-11 |
黄金分割买点 |
买入 |
8.378369999999999 |
148800.0 |
¥1.25M |
|
| 2019-06-17 |
重回前高 |
卖出 |
8.72127 |
148800.0 |
¥1.30M |
|
| 2019-07-10 |
黄金分割买点 |
买入 |
9.459449999999999 |
136800.0 |
¥1.29M |
|
| 2019-08-02 |
跌破0.618止损 |
卖出 |
9.04095 |
136800.0 |
¥1.24M |
止损触发 |
| 2019-08-22 |
黄金分割买点 |
买入 |
9.55955 |
129100.0 |
¥1.23M |
|
| 2019-09-11 |
跌破0.618止损 |
卖出 |
9.42 |
129100.0 |
¥1.22M |
止损触发 |
| 2020-01-02 |
黄金分割买点 |
买入 |
8.45845 |
144600.0 |
¥1.22M |
|
| 2020-01-07 |
重回前高 |
卖出 |
9.12087 |
144600.0 |
¥1.32M |
|
| 2020-01-13 |
黄金分割买点 |
买入 |
8.76 |
150800.0 |
¥1.32M |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
8.2917 |
150800.0 |
¥1.25M |
止损触发 |
| 2020-02-27 |
黄金分割买点 |
买入 |
8.48848 |
147000.0 |
¥1.25M |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
7.992 |
147000.0 |
¥1.17M |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
8.348339999999999 |
139200.0 |
¥1.16M |
|
| 2020-05-19 |
重回前高 |
卖出 |
8.971020000000001 |
139200.0 |
¥1.25M |
|
| 2020-06-17 |
黄金分割买点 |
买入 |
8.65865 |
145900.0 |
¥1.26M |
|
| 2020-07-07 |
重回前高 |
卖出 |
9.86013 |
145900.0 |
¥1.44M |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
9.609599999999999 |
148600.0 |
¥1.43M |
|
| 2020-07-28 |
重回前高 |
卖出 |
12.33765 |
148600.0 |
¥1.83M |
|
| 2020-08-24 |
黄金分割买点 |
买入 |
10.610599999999998 |
172700.0 |
¥1.83M |
|
| 2020-09-23 |
跌破0.618止损 |
卖出 |
10.20978 |
172700.0 |
¥1.76M |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
9.008999999999999 |
193300.0 |
¥1.74M |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
8.641350000000001 |
193300.0 |
¥1.67M |
止损触发 |
| 2021-05-14 |
黄金分割买点 |
买入 |
9.25925 |
183700.0 |
¥1.70M |
|
| 2021-05-27 |
重回前高 |
卖出 |
9.87012 |
183700.0 |
¥1.81M |
|
| 2021-06-04 |
黄金分割买点 |
买入 |
9.16916 |
190900.0 |
¥1.75M |
|
| 2021-06-17 |
跌破0.618止损 |
卖出 |
8.62137 |
190900.0 |
¥1.65M |
止损触发 |
| 2021-09-01 |
黄金分割买点 |
买入 |
8.688679999999998 |
194800.0 |
¥1.69M |
|
| 2021-09-27 |
跌破0.618止损 |
卖出 |
8.4915 |
194800.0 |
¥1.65M |
止损触发 |
| 2021-10-20 |
黄金分割买点 |
买入 |
8.8088 |
186100.0 |
¥1.64M |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
8.40159 |
186100.0 |
¥1.56M |
止损触发 |
| 2022-03-11 |
黄金分割买点 |
买入 |
8.538529999999998 |
184700.0 |
¥1.58M |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
7.5324599999999995 |
184700.0 |
¥1.39M |
止损触发 |
| 2022-04-12 |
黄金分割买点 |
买入 |
8.21821 |
170600.0 |
¥1.40M |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
7.602390000000001 |
170600.0 |
¥1.30M |
止损触发 |
| 2022-11-18 |
黄金分割买点 |
买入 |
7.917909999999999 |
163100.0 |
¥1.29M |
|
| 2022-12-26 |
跌破0.618止损 |
卖出 |
7.56 |
163100.0 |
¥1.23M |
止损触发 |
| 2022-12-29 |
黄金分割买点 |
买入 |
7.797789999999999 |
157500.0 |
¥1.23M |
|
| 2023-01-04 |
重回前高 |
卖出 |
8.3916 |
157500.0 |
¥1.32M |
|
| 2023-02-13 |
黄金分割买点 |
买入 |
8.378369999999999 |
158400.0 |
¥1.33M |
|
| 2023-03-07 |
重回前高 |
卖出 |
8.961030000000001 |
158400.0 |
¥1.42M |
|
| 2023-05-17 |
黄金分割买点 |
买入 |
10.700689999999998 |
130300.0 |
¥1.39M |
|
| 2023-06-15 |
跌破0.618止损 |
卖出 |
10.53945 |
130300.0 |
¥1.37M |
止损触发 |
| 2023-08-09 |
黄金分割买点 |
买入 |
10.9109 |
127100.0 |
¥1.39M |
|
| 2023-08-16 |
跌破0.618止损 |
卖出 |
10.5894 |
127100.0 |
¥1.35M |
止损触发 |
| 2023-09-28 |
黄金分割买点 |
买入 |
10.850839999999998 |
122500.0 |
¥1.33M |
|
| 2023-10-12 |
跌破0.618止损 |
卖出 |
10.84 |
122500.0 |
¥1.33M |
止损触发 |
| 2023-10-17 |
黄金分割买点 |
买入 |
11.091079999999998 |
122100.0 |
¥1.35M |
|
| 2023-10-24 |
跌破0.618止损 |
卖出 |
10.68 |
122100.0 |
¥1.30M |
止损触发 |
| 2023-10-27 |
黄金分割买点 |
买入 |
11.06105 |
117200.0 |
¥1.30M |
|
| 2023-11-03 |
跌破0.618止损 |
卖出 |
10.62936 |
117200.0 |
¥1.25M |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
9.949939999999998 |
125200.0 |
¥1.25M |
|
| 2024-03-07 |
重回前高 |
卖出 |
11.57 |
125200.0 |
¥1.45M |
|
| 2024-07-25 |
黄金分割买点 |
买入 |
15.71 |
89900.0 |
¥1.41M |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
15.51447 |
89900.0 |
¥1.39M |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
14.934919999999998 |
94900.0 |
¥1.42M |
|
| 2024-11-08 |
跌破0.618止损 |
卖出 |
13.666319999999999 |
94900.0 |
¥1.30M |
止损触发 |
| 2025-03-17 |
黄金分割买点 |
买入 |
13.193179999999998 |
99700.0 |
¥1.32M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
12.427560000000001 |
99700.0 |
¥1.24M |
止损触发 |
| 2025-04-28 |
黄金分割买点 |
买入 |
13.92391 |
88500.0 |
¥1.23M |
|
| 2025-05-16 |
跌破0.618止损 |
卖出 |
13.376610000000001 |
88500.0 |
¥1.18M |
止损触发 |
| 2025-05-26 |
黄金分割买点 |
买入 |
13.943929999999998 |
85500.0 |
¥1.19M |
|
| 2025-07-10 |
跌破0.618止损 |
卖出 |
13.856129999999997 |
85500.0 |
¥1.18M |
止损触发 |
| 2025-07-28 |
黄金分割买点 |
买入 |
14.86485 |
79100.0 |
¥1.18M |
|
| 2025-08-19 |
跌破0.618止损 |
卖出 |
14.43555 |
79100.0 |
¥1.14M |
止损触发 |
| 2025-08-26 |
黄金分割买点 |
买入 |
15.165149999999999 |
75600.0 |
¥1.15M |
|
| 2025-09-01 |
重回前高 |
卖出 |
16.383599999999998 |
75600.0 |
¥1.24M |
|
| 2025-11-04 |
黄金分割买点 |
买入 |
21.421399999999995 |
56600.0 |
¥1.21M |
|
| 2026-01-15 |
重回前高 |
卖出 |
25.983990000000002 |
56600.0 |
¥1.47M |
|
| 2026-02-03 |
黄金分割买点 |
买入 |
30.5305 |
44900.0 |
¥1.37M |
|
| 2026-03-19 |
跌破0.618止损 |
卖出 |
27.36261 |
44900.0 |
¥1.23M |
止损触发 |
| 2026-09-22 |
黄金分割买点 |
买入 |
23.573549999999997 |
57200.0 |
¥1.35M |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
21.49848 |
57200.0 |
¥1.23M |
止损触发 |