600926 杭州银行 — 斐波那契回调 回测明细
数据区间: 2016-10-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥65.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -35.03%）
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 30 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 |
2017-02-21 |
2017-03-31 |
23.180101944999997 |
20.979 |
¥-9.5万 |
-9.52% |
跌破0.618止损 |
| 2 |
2017-04-17 |
2017-05-22 |
21.137449332999996 |
21.488490000000002 |
¥1.4万 |
+1.63% |
跌破0.618止损 |
| 3 |
2017-06-05 |
2017-06-07 |
22.178801644999993 |
15.24474 |
¥-28.5万 |
-31.28% |
跌破0.618止损 |
| 4 |
2018-01-18 |
2018-02-12 |
12.155785642 |
11.3886 |
¥-4.0万 |
-6.34% |
跌破0.618止损 |
| 5 |
2019-03-11 |
2019-05-10 |
8.501039547 |
8.3916 |
¥-7,815 |
-1.32% |
跌破0.618止损 |
| 6 |
2019-11-21 |
2019-12-06 |
8.81144264 |
8.68131 |
¥-8,800 |
-1.51% |
跌破0.618止损 |
| 7 |
2020-03-06 |
2020-03-10 |
8.981663691 |
8.5914 |
¥-2.5万 |
-4.37% |
跌破0.618止损 |
| 8 |
2020-05-07 |
2020-06-01 |
8.390896514 |
9.08091 |
¥4.5万 |
+8.19% |
重回前高 |
| 9 |
2020-07-24 |
2020-11-20 |
9.712612909999999 |
14.57541 |
¥29.7万 |
+50.02% |
重回前高 |
| 10 |
2020-12-08 |
2021-01-06 |
14.308581286999999 |
13.526459999999998 |
¥-4.9万 |
-5.49% |
跌破0.618止损 |
| 11 |
2021-01-25 |
2021-02-04 |
14.598958373999999 |
16.0839 |
¥8.5万 |
+10.14% |
重回前高 |
| 12 |
2021-04-07 |
2021-04-14 |
16.291155880999998 |
15.42456 |
¥-4.9万 |
-5.35% |
跌破0.618止损 |
| 13 |
2021-04-22 |
2021-06-09 |
16.301168884 |
15.784199999999998 |
¥-2.8万 |
-3.20% |
跌破0.618止损 |
| 14 |
2021-11-01 |
2021-11-30 |
14.278542277999998 |
13.74624 |
¥-3.2万 |
-3.76% |
跌破0.618止损 |
| 15 |
2022-01-20 |
2022-02-11 |
14.268529274999999 |
14.87 |
¥3.4万 |
+4.18% |
重回前高 |
| 16 |
2022-02-28 |
2022-03-10 |
14.288555280999997 |
13.83615 |
¥-2.7万 |
-3.20% |
跌破0.618止损 |
| 17 |
2022-05-10 |
2022-05-19 |
14.138360235999997 |
13.5864 |
¥-3.2万 |
-3.93% |
跌破0.618止损 |
| 18 |
2022-06-29 |
2022-07-22 |
14.588945370999998 |
14.00598 |
¥-3.2万 |
-4.02% |
跌破0.618止损 |
| 19 |
2022-08-01 |
2022-08-03 |
14.228477262999998 |
13.91607 |
¥-1.7万 |
-2.22% |
跌破0.618止损 |
| 20 |
2022-08-29 |
2022-09-27 |
14.208451256999997 |
13.766219999999999 |
¥-2.3万 |
-3.14% |
跌破0.618止损 |
| 21 |
2022-09-30 |
2022-10-14 |
14.198438254 |
13.6863 |
¥-2.6万 |
-3.64% |
跌破0.618止损 |
| 22 |
2022-11-30 |
2022-12-20 |
13.417424019999999 |
12.82716 |
¥-3.1万 |
-4.43% |
跌破0.618止损 |
| 23 |
2023-05-24 |
2023-05-30 |
12.526266753 |
11.848139999999999 |
¥-3.6万 |
-5.44% |
跌破0.618止损 |
| 24 |
2023-06-09 |
2023-06-19 |
12.305980686999998 |
12.04794 |
¥-1.3万 |
-2.13% |
跌破0.618止损 |
| 25 |
2023-08-01 |
2023-08-03 |
12.235889666 |
11.93805 |
¥-1.5万 |
-2.46% |
跌破0.618止损 |
| 26 |
2024-03-05 |
2024-04-18 |
10.864108255 |
11.778210000000001 |
¥5.0万 |
+8.38% |
重回前高 |
| 27 |
2024-06-19 |
2024-07-19 |
12.926786873 |
12.8871 |
¥-2,199 |
-0.34% |
跌破0.618止损 |
| 28 |
2024-10-11 |
2025-04-08 |
14.058256211999998 |
13.8861 |
¥-8,164 |
-1.25% |
跌破0.618止损 |
| 29 |
2025-07-25 |
2025-08-14 |
16.391285911 |
15.93405 |
¥-1.8万 |
-2.82% |
跌破0.618止损 |
| 30 |
2026-07-29 |
2026-08-20 |
16.100908823999998 |
16.73325 |
¥2.4万 |
+3.90% |
重回前高 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-02-21 |
黄金分割买点 |
买入 |
23.173149999999996 |
43000.0 |
¥99.7万 |
|
| 2017-03-31 |
跌破0.618止损 |
卖出 |
20.979 |
43000.0 |
¥90.2万 |
止损触发 |
| 2017-04-17 |
黄金分割买点 |
买入 |
21.131109999999996 |
41900.0 |
¥88.6万 |
|
| 2017-05-22 |
跌破0.618止损 |
卖出 |
21.488490000000002 |
41900.0 |
¥90.0万 |
止损触发 |
| 2017-06-05 |
黄金分割买点 |
买入 |
22.172149999999995 |
41100.0 |
¥91.2万 |
|
| 2017-06-07 |
跌破0.618止损 |
卖出 |
15.24474 |
41100.0 |
¥62.6万 |
止损触发 |
| 2018-01-18 |
黄金分割买点 |
买入 |
12.15214 |
51600.0 |
¥62.7万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
11.3886 |
51600.0 |
¥58.7万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
8.498489999999999 |
69800.0 |
¥59.3万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
8.3916 |
69800.0 |
¥58.6万 |
止损触发 |
| 2019-11-21 |
黄金分割买点 |
买入 |
8.8088 |
66300.0 |
¥58.4万 |
|
| 2019-12-06 |
跌破0.618止损 |
卖出 |
8.68131 |
66300.0 |
¥57.5万 |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
8.97897 |
63500.0 |
¥57.0万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
8.5914 |
63500.0 |
¥54.5万 |
止损触发 |
| 2020-05-07 |
黄金分割买点 |
买入 |
8.38838 |
65700.0 |
¥55.1万 |
|
| 2020-06-01 |
重回前高 |
卖出 |
9.08091 |
65700.0 |
¥59.6万 |
|
| 2020-07-24 |
黄金分割买点 |
买入 |
9.709699999999998 |
61200.0 |
¥59.4万 |
|
| 2020-11-20 |
重回前高 |
卖出 |
14.57541 |
61200.0 |
¥89.2万 |
|
| 2020-12-08 |
黄金分割买点 |
买入 |
14.304289999999998 |
62300.0 |
¥89.1万 |
|
| 2021-01-06 |
跌破0.618止损 |
卖出 |
13.526459999999998 |
62300.0 |
¥84.2万 |
止损触发 |
| 2021-01-25 |
黄金分割买点 |
买入 |
14.594579999999999 |
57700.0 |
¥84.2万 |
|
| 2021-02-04 |
重回前高 |
卖出 |
16.0839 |
57700.0 |
¥92.8万 |
|
| 2021-04-07 |
黄金分割买点 |
买入 |
16.28627 |
56700.0 |
¥92.4万 |
|
| 2021-04-14 |
跌破0.618止损 |
卖出 |
15.42456 |
56700.0 |
¥87.4万 |
止损触发 |
| 2021-04-22 |
黄金分割买点 |
买入 |
16.29628 |
53800.0 |
¥87.7万 |
|
| 2021-06-09 |
跌破0.618止损 |
卖出 |
15.784199999999998 |
53800.0 |
¥84.9万 |
止损触发 |
| 2021-11-01 |
黄金分割买点 |
买入 |
14.274259999999996 |
59600.0 |
¥85.1万 |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
13.74624 |
59600.0 |
¥81.9万 |
止损触发 |
| 2022-01-20 |
黄金分割买点 |
买入 |
14.264249999999999 |
57600.0 |
¥82.2万 |
|
| 2022-02-11 |
重回前高 |
卖出 |
14.87 |
57600.0 |
¥85.6万 |
|
| 2022-02-28 |
黄金分割买点 |
买入 |
14.284269999999998 |
59600.0 |
¥85.2万 |
|
| 2022-03-10 |
跌破0.618止损 |
卖出 |
13.83615 |
59600.0 |
¥82.4万 |
止损触发 |
| 2022-05-10 |
黄金分割买点 |
买入 |
14.134119999999998 |
58000.0 |
¥82.0万 |
|
| 2022-05-19 |
跌破0.618止损 |
卖出 |
13.5864 |
58000.0 |
¥78.8万 |
止损触发 |
| 2022-06-29 |
黄金分割买点 |
买入 |
14.58457 |
54500.0 |
¥79.5万 |
|
| 2022-07-22 |
跌破0.618止损 |
卖出 |
14.00598 |
54500.0 |
¥76.3万 |
止损触发 |
| 2022-08-01 |
黄金分割买点 |
买入 |
14.22421 |
53300.0 |
¥75.8万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
13.91607 |
53300.0 |
¥74.2万 |
止损触发 |
| 2022-08-29 |
黄金分割买点 |
买入 |
14.204189999999997 |
52100.0 |
¥74.0万 |
|
| 2022-09-27 |
跌破0.618止损 |
卖出 |
13.766219999999999 |
52100.0 |
¥71.7万 |
止损触发 |
| 2022-09-30 |
黄金分割买点 |
买入 |
14.194179999999998 |
50900.0 |
¥72.3万 |
|
| 2022-10-14 |
跌破0.618止损 |
卖出 |
13.6863 |
50900.0 |
¥69.6万 |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
13.4134 |
51900.0 |
¥69.6万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
12.82716 |
51900.0 |
¥66.6万 |
止损触发 |
| 2023-05-24 |
黄金分割买点 |
买入 |
12.522509999999999 |
53200.0 |
¥66.6万 |
|
| 2023-05-30 |
跌破0.618止损 |
卖出 |
11.848139999999999 |
53200.0 |
¥63.0万 |
止损触发 |
| 2023-06-09 |
黄金分割买点 |
买入 |
12.302289999999998 |
51200.0 |
¥63.0万 |
|
| 2023-06-19 |
跌破0.618止损 |
卖出 |
12.04794 |
51200.0 |
¥61.7万 |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
12.23222 |
50200.0 |
¥61.4万 |
|
| 2023-08-03 |
跌破0.618止损 |
卖出 |
11.93805 |
50200.0 |
¥59.9万 |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
10.86085 |
55400.0 |
¥60.2万 |
|
| 2024-04-18 |
重回前高 |
卖出 |
11.778210000000001 |
55400.0 |
¥65.2万 |
|
| 2024-06-19 |
黄金分割买点 |
买入 |
12.92291 |
50500.0 |
¥65.3万 |
|
| 2024-07-19 |
跌破0.618止损 |
卖出 |
12.8871 |
50500.0 |
¥65.1万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
14.054039999999999 |
46300.0 |
¥65.1万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
13.8861 |
46300.0 |
¥64.3万 |
止损触发 |
| 2025-07-25 |
黄金分割买点 |
买入 |
16.38637 |
39100.0 |
¥64.1万 |
|
| 2025-08-14 |
跌破0.618止损 |
卖出 |
15.93405 |
39100.0 |
¥62.3万 |
止损触发 |
| 2026-07-29 |
黄金分割买点 |
买入 |
16.096079999999997 |
38800.0 |
¥62.5万 |
|
| 2026-08-20 |
重回前高 |
卖出 |
16.73325 |
38800.0 |
¥64.9万 |
|