600938 中国海油 — 斐波那契回调 回测明细
数据区间: 2022-04-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥64.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -35.15%）
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 23 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 |
2022-08-26 |
2022-09-01 |
17.232378163 |
16.14384 |
¥-6.2万 |
-6.34% |
跌破0.618止损 |
| 2 |
2022-09-08 |
2022-09-27 |
16.201038854 |
15.434549999999998 |
¥-4.3万 |
-4.76% |
跌破0.618止损 |
| 3 |
2022-10-17 |
2022-10-26 |
16.160986841999996 |
15.464520000000002 |
¥-3.8万 |
-4.34% |
跌破0.618止损 |
| 4 |
2022-11-09 |
2022-11-21 |
16.090895821 |
15.394590000000003 |
¥-3.7万 |
-4.36% |
跌破0.618止损 |
| 5 |
2022-11-30 |
2022-12-20 |
16.211051857 |
15.2847 |
¥-4.7万 |
-5.74% |
跌破0.618止损 |
| 6 |
2023-01-31 |
2023-02-17 |
15.980752787999998 |
15.81417 |
¥-8,207 |
-1.07% |
跌破0.618止损 |
| 7 |
2023-03-24 |
2023-03-28 |
16.895066999999997 |
16.73325 |
¥-7,474 |
-0.99% |
跌破0.618止损 |
| 8 |
2023-03-31 |
2023-04-18 |
17.162287141999997 |
19.61037 |
¥10.7万 |
+14.23% |
重回前高 |
| 9 |
2023-05-24 |
2023-06-01 |
18.554094559000003 |
17.45253 |
¥-5.1万 |
-5.97% |
跌破0.618止损 |
| 10 |
2023-06-12 |
2023-06-21 |
18.654224589 |
17.89209 |
¥-3.3万 |
-4.11% |
跌破0.618止损 |
| 11 |
2023-07-06 |
2023-07-25 |
19.094796721 |
18.81 |
¥-1.2万 |
-1.52% |
跌破0.618止损 |
| 12 |
2023-08-02 |
2023-08-17 |
19.104809723999995 |
18.07191 |
¥-4.2万 |
-5.43% |
跌破0.618止损 |
| 13 |
2023-10-30 |
2023-11-07 |
19.935888973 |
18.65133 |
¥-4.7万 |
-6.47% |
跌破0.618止损 |
| 14 |
2024-05-23 |
2024-06-13 |
28.316772483999998 |
31.358610000000002 |
¥7.2万 |
+10.71% |
重回前高 |
| 15 |
2024-07-22 |
2024-07-24 |
31.140439329999996 |
30.0699 |
¥-2.5万 |
-3.47% |
跌破0.618止损 |
| 16 |
2024-10-14 |
2024-10-29 |
30.139139030000003 |
27.28269 |
¥-6.9万 |
-9.50% |
跌破0.618止损 |
| 17 |
2024-12-31 |
2025-02-06 |
29.608449870999998 |
26.89308 |
¥-6.0万 |
-9.20% |
跌破0.618止损 |
| 18 |
2025-04-29 |
2025-06-10 |
25.633287680000002 |
26.533439999999995 |
¥2.1万 |
+3.48% |
重回前高 |
| 19 |
2025-07-08 |
2025-07-17 |
26.073859812 |
25.78419 |
¥-7,019 |
-1.14% |
跌破0.618止损 |
| 20 |
2025-11-26 |
2025-12-31 |
28.066447409 |
29.89008 |
¥3.9万 |
+6.47% |
重回前高 |
| 21 |
2026-04-10 |
2026-05-08 |
38.0494114 |
36.6633 |
¥-2.4万 |
-3.67% |
跌破0.618止损 |
| 22 |
2026-07-31 |
2026-08-06 |
31.581011461999996 |
30.479490000000006 |
¥-2.1万 |
-3.52% |
跌破0.618止损 |
| 23 |
2026-08-13 |
2026-11-02 |
32.51222074099999 |
34.88508 |
¥4.3万 |
+7.27% |
重回前高 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-08-26 |
黄金分割买点 |
买入 |
17.22721 |
56300.0 |
¥97.0万 |
|
| 2022-09-01 |
跌破0.618止损 |
卖出 |
16.14384 |
56300.0 |
¥90.9万 |
止损触发 |
| 2022-09-08 |
黄金分割买点 |
买入 |
16.19618 |
56000.0 |
¥90.7万 |
|
| 2022-09-27 |
跌破0.618止损 |
卖出 |
15.434549999999998 |
56000.0 |
¥86.4万 |
止损触发 |
| 2022-10-17 |
黄金分割买点 |
买入 |
16.156139999999997 |
54700.0 |
¥88.4万 |
|
| 2022-10-26 |
跌破0.618止损 |
卖出 |
15.464520000000002 |
54700.0 |
¥84.6万 |
止损触发 |
| 2022-11-09 |
黄金分割买点 |
买入 |
16.08607 |
52500.0 |
¥84.5万 |
|
| 2022-11-21 |
跌破0.618止损 |
卖出 |
15.394590000000003 |
52500.0 |
¥80.8万 |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
16.20619 |
50300.0 |
¥81.5万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
15.2847 |
50300.0 |
¥76.9万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
15.975959999999999 |
47900.0 |
¥76.5万 |
|
| 2023-02-17 |
跌破0.618止损 |
卖出 |
15.81417 |
47900.0 |
¥75.7万 |
止损触发 |
| 2023-03-24 |
黄金分割买点 |
买入 |
16.89 |
44800.0 |
¥75.7万 |
|
| 2023-03-28 |
跌破0.618止损 |
卖出 |
16.73325 |
44800.0 |
¥74.9万 |
止损触发 |
| 2023-03-31 |
黄金分割买点 |
买入 |
17.15714 |
44000.0 |
¥75.5万 |
|
| 2023-04-18 |
重回前高 |
卖出 |
19.61037 |
44000.0 |
¥86.3万 |
|
| 2023-05-24 |
黄金分割买点 |
买入 |
18.54853 |
46500.0 |
¥86.3万 |
|
| 2023-06-01 |
跌破0.618止损 |
卖出 |
17.45253 |
46500.0 |
¥81.1万 |
止损触发 |
| 2023-06-12 |
黄金分割买点 |
买入 |
18.648629999999997 |
43400.0 |
¥81.0万 |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
17.89209 |
43400.0 |
¥77.6万 |
止损触发 |
| 2023-07-06 |
黄金分割买点 |
买入 |
19.08907 |
40800.0 |
¥77.9万 |
|
| 2023-07-25 |
跌破0.618止损 |
卖出 |
18.81 |
40800.0 |
¥76.7万 |
止损触发 |
| 2023-08-02 |
黄金分割买点 |
买入 |
19.099079999999997 |
40200.0 |
¥76.8万 |
|
| 2023-08-17 |
跌破0.618止损 |
卖出 |
18.07191 |
40200.0 |
¥72.6万 |
止损触发 |
| 2023-10-30 |
黄金分割买点 |
买入 |
19.92991 |
36300.0 |
¥72.4万 |
|
| 2023-11-07 |
跌破0.618止损 |
卖出 |
18.65133 |
36300.0 |
¥67.7万 |
止损触发 |
| 2024-05-23 |
黄金分割买点 |
买入 |
28.308279999999996 |
23800.0 |
¥67.4万 |
|
| 2024-06-13 |
重回前高 |
卖出 |
31.358610000000002 |
23800.0 |
¥74.6万 |
|
| 2024-07-22 |
黄金分割买点 |
买入 |
31.1311 |
23600.0 |
¥73.5万 |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
30.0699 |
23600.0 |
¥70.9万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
30.130100000000002 |
24000.0 |
¥72.3万 |
|
| 2024-10-29 |
跌破0.618止损 |
卖出 |
27.28269 |
24000.0 |
¥65.5万 |
止损触发 |
| 2024-12-31 |
黄金分割买点 |
买入 |
29.599569999999996 |
22200.0 |
¥65.7万 |
|
| 2025-02-06 |
跌破0.618止损 |
卖出 |
26.89308 |
22200.0 |
¥59.7万 |
止损触发 |
| 2025-04-29 |
黄金分割买点 |
买入 |
25.6256 |
23100.0 |
¥59.2万 |
|
| 2025-06-10 |
重回前高 |
卖出 |
26.533439999999995 |
23100.0 |
¥61.3万 |
|
| 2025-07-08 |
黄金分割买点 |
买入 |
26.06604 |
23600.0 |
¥61.5万 |
|
| 2025-07-17 |
跌破0.618止损 |
卖出 |
25.78419 |
23600.0 |
¥60.8万 |
止损触发 |
| 2025-11-26 |
黄金分割买点 |
买入 |
28.05803 |
21600.0 |
¥60.6万 |
|
| 2025-12-31 |
重回前高 |
卖出 |
29.89008 |
21600.0 |
¥64.5万 |
|
| 2026-04-10 |
黄金分割买点 |
买入 |
38.038 |
16900.0 |
¥64.3万 |
|
| 2026-05-08 |
跌破0.618止损 |
卖出 |
36.6633 |
16900.0 |
¥61.9万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
31.57153999999999 |
19100.0 |
¥60.3万 |
|
| 2026-08-06 |
跌破0.618止损 |
卖出 |
30.479490000000006 |
19100.0 |
¥58.2万 |
止损触发 |
| 2026-08-13 |
黄金分割买点 |
买入 |
32.502469999999995 |
18300.0 |
¥59.5万 |
|
| 2026-11-02 |
重回前高 |
卖出 |
34.88508 |
18300.0 |
¥63.8万 |
|