600941 中国移动 — 斐波那契回调 回测明细
数据区间: 2022-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.31M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +31.06%）
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 16 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 |
2022-04-18 |
2022-05-12 |
64.68399937999999 |
62.10783000000001 |
¥-4.0万 |
-4.01% |
跌破0.618止损 |
| 2 |
2022-05-17 |
2022-06-16 |
65.034454485 |
63.56637 |
¥-2.2万 |
-2.29% |
跌破0.618止损 |
| 3 |
2022-08-15 |
2022-09-26 |
63.24212694799999 |
67.89204 |
¥6.9万 |
+7.32% |
重回前高 |
| 4 |
2022-10-26 |
2022-11-15 |
66.57645694699998 |
64.51 |
¥-3.1万 |
-3.13% |
跌破0.618止损 |
| 5 |
2022-12-09 |
2022-12-20 |
72.073595594 |
68.92101 |
¥-4.3万 |
-4.40% |
跌破0.618止损 |
| 6 |
2022-12-28 |
2022-12-30 |
71.883348537 |
68.53139999999999 |
¥-4.4万 |
-4.69% |
跌破0.618止损 |
| 7 |
2023-01-04 |
2023-03-14 |
71.89336153999999 |
98.24166000000001 |
¥32.4万 |
+36.61% |
重回前高 |
| 8 |
2023-03-28 |
2023-04-18 |
88.074374388 |
102.5973 |
¥19.9万 |
+16.45% |
重回前高 |
| 9 |
2023-05-17 |
2023-06-26 |
93.1209279 |
91.22868 |
¥-2.9万 |
-2.06% |
跌破0.618止损 |
| 10 |
2023-12-27 |
2024-01-26 |
96.815726007 |
99.5004 |
¥3.8万 |
+2.74% |
重回前高 |
| 11 |
2024-03-14 |
2024-05-07 |
102.14264360299998 |
100.83905999999999 |
¥-1.8万 |
-1.31% |
跌破0.618止损 |
| 12 |
2024-07-29 |
2024-08-12 |
105.63718164999997 |
101.72817 |
¥-5.2万 |
-3.73% |
跌破0.618止损 |
| 13 |
2024-10-09 |
2024-10-18 |
108.64108255 |
105.51438 |
¥-3.9万 |
-2.91% |
跌破0.618止损 |
| 14 |
2024-12-16 |
2025-01-22 |
108.77125158899999 |
106.6 |
¥-2.6万 |
-2.03% |
跌破0.618止损 |
| 15 |
2025-02-05 |
2025-02-26 |
110.53354011699999 |
109.38051 |
¥-1.4万 |
-1.07% |
跌破0.618止损 |
| 16 |
2026-07-21 |
2026-09-01 |
95.934581743 |
98.901 |
¥3.9万 |
+3.06% |
重回前高 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-04-18 |
黄金分割买点 |
买入 |
64.6646 |
15400.0 |
¥99.6万 |
|
| 2022-05-12 |
跌破0.618止损 |
卖出 |
62.10783000000001 |
15400.0 |
¥95.6万 |
止损触发 |
| 2022-05-17 |
黄金分割买点 |
买入 |
65.01495 |
14700.0 |
¥95.6万 |
|
| 2022-06-16 |
跌破0.618止损 |
卖出 |
63.56637 |
14700.0 |
¥93.4万 |
止损触发 |
| 2022-08-15 |
黄金分割买点 |
买入 |
63.22315999999999 |
14800.0 |
¥93.6万 |
|
| 2022-09-26 |
重回前高 |
卖出 |
67.89204 |
14800.0 |
¥1.00M |
|
| 2022-10-26 |
黄金分割买点 |
买入 |
66.55648999999998 |
15000.0 |
¥99.9万 |
|
| 2022-11-15 |
跌破0.618止损 |
卖出 |
64.51 |
15000.0 |
¥96.7万 |
止损触发 |
| 2022-12-09 |
黄金分割买点 |
买入 |
72.05198 |
13500.0 |
¥97.3万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
68.92101 |
13500.0 |
¥93.0万 |
止损触发 |
| 2022-12-28 |
黄金分割买点 |
买入 |
71.86179 |
12900.0 |
¥92.7万 |
|
| 2022-12-30 |
跌破0.618止损 |
卖出 |
68.53139999999999 |
12900.0 |
¥88.4万 |
止损触发 |
| 2023-01-04 |
黄金分割买点 |
买入 |
71.8718 |
12300.0 |
¥88.4万 |
|
| 2023-03-14 |
重回前高 |
卖出 |
98.24166000000001 |
12300.0 |
¥1.21M |
|
| 2023-03-28 |
黄金分割买点 |
买入 |
88.04795999999999 |
13700.0 |
¥1.21M |
|
| 2023-04-18 |
重回前高 |
卖出 |
102.5973 |
13700.0 |
¥1.41M |
|
| 2023-05-17 |
黄金分割买点 |
买入 |
93.093 |
14900.0 |
¥1.39M |
|
| 2023-06-26 |
跌破0.618止损 |
卖出 |
91.22868 |
14900.0 |
¥1.36M |
止损触发 |
| 2023-12-27 |
黄金分割买点 |
买入 |
96.78669 |
14200.0 |
¥1.37M |
|
| 2024-01-26 |
重回前高 |
卖出 |
99.5004 |
14200.0 |
¥1.41M |
|
| 2024-03-14 |
黄金分割买点 |
买入 |
102.11201 |
13800.0 |
¥1.41M |
|
| 2024-05-07 |
跌破0.618止损 |
卖出 |
100.83905999999999 |
13800.0 |
¥1.39M |
止损触发 |
| 2024-07-29 |
黄金分割买点 |
买入 |
105.60549999999999 |
13100.0 |
¥1.38M |
|
| 2024-08-12 |
跌破0.618止损 |
卖出 |
101.72817 |
13100.0 |
¥1.33M |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
108.60849999999999 |
12200.0 |
¥1.33M |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
105.51438 |
12200.0 |
¥1.29M |
止损触发 |
| 2024-12-16 |
黄金分割买点 |
买入 |
108.73862999999999 |
12000.0 |
¥1.31M |
|
| 2025-01-22 |
跌破0.618止损 |
卖出 |
106.6 |
12000.0 |
¥1.28M |
止损触发 |
| 2025-02-05 |
黄金分割买点 |
买入 |
110.50038999999998 |
11500.0 |
¥1.27M |
|
| 2025-02-26 |
跌破0.618止损 |
卖出 |
109.38051 |
11500.0 |
¥1.26M |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
95.90580999999999 |
13200.0 |
¥1.27M |
|
| 2026-09-01 |
重回前高 |
卖出 |
98.901 |
13200.0 |
¥1.31M |
|