600919 江苏银行 — 斐波那契回调 回测明细
数据区间: 2016-08-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥72.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -27.67%）
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 21 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 |
2016-11-29 |
2016-12-01 |
11.254615372 |
10.77 |
¥-4.3万 |
-4.33% |
跌破0.618止损 |
| 2 |
2016-12-12 |
2016-12-16 |
10.884134260999998 |
10.39959 |
¥-4.3万 |
-4.48% |
跌破0.618止损 |
| 3 |
2017-02-21 |
2017-04-17 |
10.563718165 |
9.53046 |
¥-8.9万 |
-9.81% |
跌破0.618止损 |
| 4 |
2017-06-05 |
2017-06-15 |
9.522365852999998 |
9.1908 |
¥-2.9万 |
-3.51% |
跌破0.618止损 |
| 5 |
2017-07-24 |
2017-07-31 |
9.552404862 |
9.0909 |
¥-3.8万 |
-4.86% |
跌破0.618止损 |
| 6 |
2020-07-13 |
2020-07-20 |
6.30819189 |
6.12387 |
¥-2.2万 |
-2.95% |
跌破0.618止损 |
| 7 |
2020-08-19 |
2020-09-25 |
6.478412940999998 |
6.293699999999999 |
¥-2.1万 |
-2.88% |
跌破0.618止损 |
| 8 |
2021-02-24 |
2021-03-03 |
5.8976587669999985 |
5.6943 |
¥-2.5万 |
-3.48% |
跌破0.618止损 |
| 9 |
2021-03-04 |
2021-03-16 |
5.887645763999998 |
6.583410000000001 |
¥8.1万 |
+11.78% |
重回前高 |
| 10 |
2021-04-16 |
2021-05-10 |
6.168009848 |
7.062930000000001 |
¥11.2万 |
+14.47% |
重回前高 |
| 11 |
2021-06-21 |
2021-07-13 |
7.212163 |
6.643350000000001 |
¥-7.0万 |
-7.91% |
跌破0.618止损 |
| 12 |
2021-10-28 |
2021-11-11 |
6.308191889999999 |
6.133859999999999 |
¥-2.3万 |
-2.79% |
跌破0.618止损 |
| 13 |
2021-11-15 |
2021-11-18 |
6.3782829109999994 |
6.11388 |
¥-3.3万 |
-4.17% |
跌破0.618止损 |
| 14 |
2022-03-21 |
2022-04-06 |
6.478412940999999 |
7.28271 |
¥9.3万 |
+12.38% |
重回前高 |
| 15 |
2022-05-09 |
2022-05-27 |
6.818855042999999 |
6.50349 |
¥-3.9万 |
-4.65% |
跌破0.618止损 |
| 16 |
2022-06-16 |
2022-06-17 |
6.848894051999999 |
6.6833100000000005 |
¥-2.0万 |
-2.45% |
跌破0.618止损 |
| 17 |
2022-07-14 |
2022-09-06 |
6.939011079 |
7.40259 |
¥5.2万 |
+6.65% |
重回前高 |
| 18 |
2024-07-15 |
2024-08-06 |
7.810142339999998 |
7.57242 |
¥-2.6万 |
-3.07% |
跌破0.618止损 |
| 19 |
2025-07-23 |
2025-08-14 |
11.464888434999999 |
11.19879 |
¥-1.9万 |
-2.35% |
跌破0.618止损 |
| 20 |
2025-10-16 |
2025-10-30 |
10.834069245999999 |
10.45 |
¥-2.8万 |
-3.57% |
跌破0.618止损 |
| 21 |
2025-11-10 |
2025-12-11 |
11.064368315 |
10.379610000000001 |
¥-4.8万 |
-6.22% |
跌破0.618止损 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-11-29 |
黄金分割买点 |
买入 |
11.25124 |
87800.0 |
¥98.8万 |
|
| 2016-12-01 |
跌破0.618止损 |
卖出 |
10.77 |
87800.0 |
¥94.5万 |
止损触发 |
| 2016-12-12 |
黄金分割买点 |
买入 |
10.880869999999998 |
87400.0 |
¥95.1万 |
|
| 2016-12-16 |
跌破0.618止损 |
卖出 |
10.39959 |
87400.0 |
¥90.9万 |
止损触发 |
| 2017-02-21 |
黄金分割买点 |
买入 |
10.56055 |
86000.0 |
¥90.8万 |
|
| 2017-04-17 |
跌破0.618止损 |
卖出 |
9.53046 |
86000.0 |
¥81.9万 |
止损触发 |
| 2017-06-05 |
黄金分割买点 |
买入 |
9.519509999999999 |
85700.0 |
¥81.6万 |
|
| 2017-06-15 |
跌破0.618止损 |
卖出 |
9.1908 |
85700.0 |
¥78.7万 |
止损触发 |
| 2017-07-24 |
黄金分割买点 |
买入 |
9.549539999999999 |
82800.0 |
¥79.1万 |
|
| 2017-07-31 |
跌破0.618止损 |
卖出 |
9.0909 |
82800.0 |
¥75.3万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
6.306299999999999 |
118800.0 |
¥74.9万 |
|
| 2020-07-20 |
跌破0.618止损 |
卖出 |
6.12387 |
118800.0 |
¥72.7万 |
止损触发 |
| 2020-08-19 |
黄金分割买点 |
买入 |
6.476469999999999 |
113500.0 |
¥73.5万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
6.293699999999999 |
113500.0 |
¥71.4万 |
止损触发 |
| 2021-02-24 |
黄金分割买点 |
买入 |
5.895889999999999 |
121000.0 |
¥71.4万 |
|
| 2021-03-03 |
跌破0.618止损 |
卖出 |
5.6943 |
121000.0 |
¥68.9万 |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
5.885879999999999 |
116600.0 |
¥68.6万 |
|
| 2021-03-16 |
重回前高 |
卖出 |
6.583410000000001 |
116600.0 |
¥76.7万 |
|
| 2021-04-16 |
黄金分割买点 |
买入 |
6.16616 |
124900.0 |
¥77.0万 |
|
| 2021-05-10 |
重回前高 |
卖出 |
7.062930000000001 |
124900.0 |
¥88.2万 |
|
| 2021-06-21 |
黄金分割买点 |
买入 |
7.21 |
121800.0 |
¥87.8万 |
|
| 2021-07-13 |
跌破0.618止损 |
卖出 |
6.643350000000001 |
121800.0 |
¥80.9万 |
止损触发 |
| 2021-10-28 |
黄金分割买点 |
买入 |
6.306299999999999 |
127800.0 |
¥80.6万 |
|
| 2021-11-11 |
跌破0.618止损 |
卖出 |
6.133859999999999 |
127800.0 |
¥78.4万 |
止损触发 |
| 2021-11-15 |
黄金分割买点 |
买入 |
6.37637 |
123500.0 |
¥78.8万 |
|
| 2021-11-18 |
跌破0.618止损 |
卖出 |
6.11388 |
123500.0 |
¥75.5万 |
止损触发 |
| 2022-03-21 |
黄金分割买点 |
买入 |
6.476469999999999 |
116300.0 |
¥75.3万 |
|
| 2022-04-06 |
重回前高 |
卖出 |
7.28271 |
116300.0 |
¥84.7万 |
|
| 2022-05-09 |
黄金分割买点 |
买入 |
6.816809999999999 |
123100.0 |
¥83.9万 |
|
| 2022-05-27 |
跌破0.618止损 |
卖出 |
6.50349 |
123100.0 |
¥80.0万 |
止损触发 |
| 2022-06-16 |
黄金分割买点 |
买入 |
6.846839999999999 |
118400.0 |
¥81.1万 |
|
| 2022-06-17 |
跌破0.618止损 |
卖出 |
6.6833100000000005 |
118400.0 |
¥79.1万 |
止损触发 |
| 2022-07-14 |
黄金分割买点 |
买入 |
6.936929999999999 |
113400.0 |
¥78.7万 |
|
| 2022-09-06 |
重回前高 |
卖出 |
7.40259 |
113400.0 |
¥83.9万 |
|
| 2024-07-15 |
黄金分割买点 |
买入 |
7.8077999999999985 |
107600.0 |
¥84.0万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
7.57242 |
107600.0 |
¥81.5万 |
止损触发 |
| 2025-07-23 |
黄金分割买点 |
买入 |
11.461449999999997 |
71100.0 |
¥81.5万 |
|
| 2025-08-14 |
跌破0.618止损 |
卖出 |
11.19879 |
71100.0 |
¥79.6万 |
止损触发 |
| 2025-10-16 |
黄金分割买点 |
买入 |
10.83082 |
73300.0 |
¥79.4万 |
|
| 2025-10-30 |
跌破0.618止损 |
卖出 |
10.45 |
73300.0 |
¥76.6万 |
止损触发 |
| 2025-11-10 |
黄金分割买点 |
买入 |
11.06105 |
69400.0 |
¥76.8万 |
|
| 2025-12-11 |
跌破0.618止损 |
卖出 |
10.379610000000001 |
69400.0 |
¥72.0万 |
止损触发 |