600918 中泰证券 — 斐波那契回调 回测明细
数据区间: 2020-06-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥55.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -44.42%）
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 15 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 |
2020-09-01 |
2020-09-07 |
15.790505730999998 |
15.57441 |
¥-1.4万 |
-1.40% |
跌破0.618止损 |
| 2 |
2020-11-24 |
2021-01-25 |
14.999478494 |
15.2847 |
¥1.8万 |
+1.87% |
跌破0.618止损 |
| 3 |
2021-09-15 |
2021-09-28 |
10.413523119999999 |
9.82017 |
¥-5.7万 |
-5.73% |
跌破0.618止损 |
| 4 |
2021-11-26 |
2021-12-24 |
10.373471107999997 |
9.97002 |
¥-3.7万 |
-3.92% |
跌破0.618止损 |
| 5 |
2022-06-16 |
2022-07-06 |
8.130558436 |
7.41258 |
¥-8.0万 |
-8.86% |
跌破0.618止损 |
| 6 |
2022-11-17 |
2022-11-25 |
6.989076094 |
6.71328 |
¥-3.3万 |
-3.97% |
跌破0.618止损 |
| 7 |
2022-11-30 |
2022-12-20 |
6.939011078999999 |
6.45354 |
¥-5.6万 |
-7.02% |
跌破0.618止损 |
| 8 |
2023-04-24 |
2023-05-24 |
7.359557204999999 |
7.122870000000001 |
¥-2.4万 |
-3.25% |
跌破0.618止损 |
| 9 |
2023-08-15 |
2023-09-01 |
7.840181348999999 |
7.3226700000000005 |
¥-4.8万 |
-6.63% |
跌破0.618止损 |
| 10 |
2024-02-22 |
2024-04-09 |
6.7387510189999995 |
6.4035899999999994 |
¥-3.3万 |
-5.00% |
跌破0.618止损 |
| 11 |
2024-08-01 |
2024-08-23 |
6.0178148029999985 |
5.67432 |
¥-3.6万 |
-5.74% |
跌破0.618止损 |
| 12 |
2024-10-11 |
2024-12-27 |
6.868920058 |
6.84315 |
¥-2,390 |
-0.41% |
跌破0.618止损 |
| 13 |
2025-03-20 |
2025-04-08 |
6.488425943999999 |
5.894100000000002 |
¥-5.5万 |
-9.19% |
跌破0.618止损 |
| 14 |
2025-09-04 |
2025-09-24 |
6.8488940519999995 |
6.71328 |
¥-1.1万 |
-2.01% |
跌破0.618止损 |
| 15 |
2026-07-14 |
2026-08-27 |
5.517164652999999 |
5.7642299999999995 |
¥2.3万 |
+4.45% |
重回前高 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-09-01 |
黄金分割买点 |
买入 |
15.785769999999998 |
62700.0 |
¥99.0万 |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
15.57441 |
62700.0 |
¥97.6万 |
止损触发 |
| 2020-11-24 |
黄金分割买点 |
买入 |
14.994979999999998 |
65300.0 |
¥97.9万 |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
15.2847 |
65300.0 |
¥99.8万 |
止损触发 |
| 2021-09-15 |
黄金分割买点 |
买入 |
10.4104 |
96300.0 |
¥1.00M |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
9.82017 |
96300.0 |
¥94.5万 |
止损触发 |
| 2021-11-26 |
黄金分割买点 |
买入 |
10.370359999999998 |
90700.0 |
¥94.1万 |
|
| 2021-12-24 |
跌破0.618止损 |
卖出 |
9.97002 |
90700.0 |
¥90.4万 |
止损触发 |
| 2022-06-16 |
黄金分割买点 |
买入 |
8.12812 |
111300.0 |
¥90.5万 |
|
| 2022-07-06 |
跌破0.618止损 |
卖出 |
7.41258 |
111300.0 |
¥82.5万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
6.98698 |
118500.0 |
¥82.8万 |
|
| 2022-11-25 |
跌破0.618止损 |
卖出 |
6.71328 |
118500.0 |
¥79.5万 |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
6.936929999999999 |
114400.0 |
¥79.4万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
6.45354 |
114400.0 |
¥73.8万 |
止损触发 |
| 2023-04-24 |
黄金分割买点 |
买入 |
7.3573499999999985 |
100300.0 |
¥73.8万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
7.122870000000001 |
100300.0 |
¥71.4万 |
止损触发 |
| 2023-08-15 |
黄金分割买点 |
买入 |
7.8378299999999985 |
91400.0 |
¥71.7万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
7.3226700000000005 |
91400.0 |
¥66.9万 |
止损触发 |
| 2024-02-22 |
黄金分割买点 |
买入 |
6.73673 |
98900.0 |
¥66.6万 |
|
| 2024-04-09 |
跌破0.618止损 |
卖出 |
6.4035899999999994 |
98900.0 |
¥63.3万 |
止损触发 |
| 2024-08-01 |
黄金分割买点 |
买入 |
6.016009999999998 |
105000.0 |
¥63.2万 |
|
| 2024-08-23 |
跌破0.618止损 |
卖出 |
5.67432 |
105000.0 |
¥59.6万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
6.86686 |
85900.0 |
¥59.0万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
6.84315 |
85900.0 |
¥58.8万 |
止损触发 |
| 2025-03-20 |
黄金分割买点 |
买入 |
6.486479999999999 |
91800.0 |
¥59.6万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
5.894100000000002 |
91800.0 |
¥54.1万 |
止损触发 |
| 2025-09-04 |
黄金分割买点 |
买入 |
6.846839999999999 |
78900.0 |
¥54.0万 |
|
| 2025-09-24 |
跌破0.618止损 |
卖出 |
6.71328 |
78900.0 |
¥53.0万 |
止损触发 |
| 2026-07-14 |
黄金分割买点 |
买入 |
5.515509999999999 |
95600.0 |
¥52.7万 |
|
| 2026-08-27 |
重回前高 |
卖出 |
5.7642299999999995 |
95600.0 |
¥55.1万 |
|