600958 东方证券 — 斐波那契回调 回测明细
数据区间: 2015-03-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥92.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -7.22%）
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 33 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 |
2015-06-23 |
2015-06-29 |
32.552272753 |
29.840130000000002 |
¥-8.2万 |
-8.36% |
跌破0.618止损 |
| 2 |
2015-10-28 |
2015-11-09 |
20.987254288 |
26.3736 |
¥23.2万 |
+25.63% |
重回前高 |
| 3 |
2015-11-30 |
2016-01-05 |
22.228866659999994 |
20.009970000000003 |
¥-11.2万 |
-10.01% |
跌破0.618止损 |
| 4 |
2016-03-23 |
2016-04-26 |
21.277631375 |
18.20178 |
¥-14.6万 |
-14.48% |
跌破0.618止损 |
| 5 |
2017-08-15 |
2017-08-29 |
15.099608523999997 |
16.86312 |
¥10.3万 |
+11.65% |
重回前高 |
| 6 |
2017-09-29 |
2017-10-19 |
15.890635760999997 |
15.5844 |
¥-1.9万 |
-1.96% |
跌破0.618止损 |
| 7 |
2017-11-09 |
2017-11-17 |
15.940700775999998 |
15.2847 |
¥-4.0万 |
-4.14% |
跌破0.618止损 |
| 8 |
2018-01-25 |
2018-02-01 |
15.219764559999998 |
14.39559 |
¥-5.0万 |
-5.44% |
跌破0.618止损 |
| 9 |
2018-11-30 |
2018-12-17 |
9.161897745 |
8.37162 |
¥-7.6万 |
-8.65% |
跌破0.618止损 |
| 10 |
2019-02-14 |
2019-02-26 |
9.141871738999999 |
13.436549999999997 |
¥37.6万 |
+46.93% |
重回前高 |
| 11 |
2019-03-28 |
2019-05-07 |
11.094407323999997 |
10.32 |
¥-8.2万 |
-7.01% |
跌破0.618止损 |
| 12 |
2019-08-20 |
2019-08-27 |
10.393497114 |
10.039950000000003 |
¥-3.8万 |
-3.43% |
跌破0.618止损 |
| 13 |
2019-09-24 |
2019-10-08 |
10.51365315 |
10.19979 |
¥-3.2万 |
-3.01% |
跌破0.618止损 |
| 14 |
2020-02-19 |
2020-03-18 |
10.113133029999998 |
9.70029 |
¥-4.2万 |
-4.11% |
跌破0.618止损 |
| 15 |
2020-07-30 |
2020-09-11 |
11.685174500999999 |
10.779209999999999 |
¥-7.7万 |
-7.78% |
跌破0.618止损 |
| 16 |
2020-11-10 |
2020-11-16 |
11.745252519 |
11.3886 |
¥-2.8万 |
-3.07% |
跌破0.618止损 |
| 17 |
2020-11-19 |
2020-12-11 |
11.464888434999997 |
11.00898 |
¥-3.5万 |
-4.01% |
跌破0.618止损 |
| 18 |
2021-06-08 |
2021-08-10 |
9.792716933999998 |
13.27671 |
¥30.1万 |
+35.54% |
重回前高 |
| 19 |
2021-09-28 |
2021-11-01 |
15.470089634999997 |
13.4865 |
¥-14.6万 |
-12.85% |
跌破0.618止损 |
| 20 |
2021-12-10 |
2021-12-24 |
15.92067477 |
14.63535 |
¥-7.9万 |
-8.10% |
跌破0.618止损 |
| 21 |
2022-01-05 |
2022-01-07 |
14.91937447 |
13.676309999999999 |
¥-7.7万 |
-8.36% |
跌破0.618止损 |
| 22 |
2022-06-17 |
2022-07-07 |
9.912872969999999 |
9.4905 |
¥-3.6万 |
-4.29% |
跌破0.618止损 |
| 23 |
2022-11-07 |
2023-01-16 |
8.310792489999999 |
10.91907 |
¥25.3万 |
+31.34% |
重回前高 |
| 24 |
2023-02-09 |
2023-03-13 |
10.173211047999999 |
9.680309999999999 |
¥-5.2万 |
-4.87% |
跌破0.618止损 |
| 25 |
2023-05-08 |
2023-05-15 |
11.094407323999999 |
10.50948 |
¥-5.4万 |
-5.30% |
跌破0.618止损 |
| 26 |
2023-08-01 |
2023-08-31 |
10.743952218999999 |
10.139850000000001 |
¥-5.4万 |
-5.65% |
跌破0.618止损 |
| 27 |
2024-07-23 |
2024-08-14 |
7.960337384999999 |
8.58141 |
¥7.0万 |
+7.77% |
重回前高 |
| 28 |
2024-10-16 |
2025-01-02 |
10.103120026999997 |
10.4895 |
¥3.6万 |
+3.79% |
跌破0.618止损 |
| 29 |
2025-05-08 |
2025-06-26 |
9.322105793 |
9.93006 |
¥6.5万 |
+6.49% |
重回前高 |
| 30 |
2025-09-04 |
2025-09-17 |
10.854095251999999 |
10.59939 |
¥-2.5万 |
-2.38% |
跌破0.618止损 |
| 31 |
2025-10-14 |
2025-11-03 |
11.424836422999997 |
10.87911 |
¥-5.1万 |
-4.81% |
跌破0.618止损 |
| 32 |
2026-05-13 |
2026-05-19 |
9.752664922 |
9.48051 |
¥-2.8万 |
-2.82% |
跌破0.618止损 |
| 33 |
2026-05-20 |
2026-05-28 |
9.872820957999998 |
9.41058 |
¥-4.6万 |
-4.71% |
跌破0.618止损 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
32.54250999999999 |
30300.0 |
¥98.6万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
29.840130000000002 |
30300.0 |
¥90.4万 |
止损触发 |
| 2015-10-28 |
黄金分割买点 |
买入 |
20.98096 |
43100.0 |
¥90.5万 |
|
| 2015-11-09 |
重回前高 |
卖出 |
26.3736 |
43100.0 |
¥1.14M |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
22.222199999999997 |
50500.0 |
¥1.12M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
20.009970000000003 |
50500.0 |
¥1.01M |
止损触发 |
| 2016-03-23 |
黄金分割买点 |
买入 |
21.27125 |
47500.0 |
¥1.01M |
|
| 2016-04-26 |
跌破0.618止损 |
卖出 |
18.20178 |
47500.0 |
¥86.4万 |
止损触发 |
| 2017-08-15 |
黄金分割买点 |
买入 |
15.095079999999998 |
58500.0 |
¥88.3万 |
|
| 2017-08-29 |
重回前高 |
卖出 |
16.86312 |
58500.0 |
¥98.6万 |
|
| 2017-09-29 |
黄金分割买点 |
买入 |
15.885869999999997 |
62500.0 |
¥99.3万 |
|
| 2017-10-19 |
跌破0.618止损 |
卖出 |
15.5844 |
62500.0 |
¥97.4万 |
止损触发 |
| 2017-11-09 |
黄金分割买点 |
买入 |
15.935919999999998 |
60700.0 |
¥96.8万 |
|
| 2017-11-17 |
跌破0.618止损 |
卖出 |
15.2847 |
60700.0 |
¥92.8万 |
止损触发 |
| 2018-01-25 |
黄金分割买点 |
买入 |
15.215199999999998 |
60600.0 |
¥92.2万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
14.39559 |
60600.0 |
¥87.2万 |
止损触发 |
| 2018-11-30 |
黄金分割买点 |
买入 |
9.159149999999999 |
96200.0 |
¥88.1万 |
|
| 2018-12-17 |
跌破0.618止损 |
卖出 |
8.37162 |
96200.0 |
¥80.5万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
9.13913 |
87600.0 |
¥80.1万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
13.436549999999997 |
87600.0 |
¥1.18M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
11.091079999999998 |
105700.0 |
¥1.17M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
10.32 |
105700.0 |
¥1.09M |
止损触发 |
| 2019-08-20 |
黄金分割买点 |
买入 |
10.39038 |
105600.0 |
¥1.10M |
|
| 2019-08-27 |
跌破0.618止损 |
卖出 |
10.039950000000003 |
105600.0 |
¥1.06M |
止损触发 |
| 2019-09-24 |
黄金分割买点 |
买入 |
10.5105 |
100900.0 |
¥1.06M |
|
| 2019-10-08 |
跌破0.618止损 |
卖出 |
10.19979 |
100900.0 |
¥1.03M |
止损触发 |
| 2020-02-19 |
黄金分割买点 |
买入 |
10.1101 |
101800.0 |
¥1.03M |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
9.70029 |
101800.0 |
¥98.7万 |
止损触发 |
| 2020-07-30 |
黄金分割买点 |
买入 |
11.681669999999999 |
84600.0 |
¥98.9万 |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
10.779209999999999 |
84600.0 |
¥91.2万 |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
11.741729999999999 |
77300.0 |
¥90.8万 |
|
| 2020-11-16 |
跌破0.618止损 |
卖出 |
11.3886 |
77300.0 |
¥88.0万 |
止损触发 |
| 2020-11-19 |
黄金分割买点 |
买入 |
11.461449999999997 |
76200.0 |
¥87.4万 |
|
| 2020-12-11 |
跌破0.618止损 |
卖出 |
11.00898 |
76200.0 |
¥83.9万 |
止损触发 |
| 2021-06-08 |
黄金分割买点 |
买入 |
9.789779999999999 |
86500.0 |
¥84.7万 |
|
| 2021-08-10 |
重回前高 |
卖出 |
13.27671 |
86500.0 |
¥1.15M |
|
| 2021-09-28 |
黄金分割买点 |
买入 |
15.465449999999997 |
73700.0 |
¥1.14M |
|
| 2021-11-01 |
跌破0.618止损 |
卖出 |
13.4865 |
73700.0 |
¥99.4万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
15.915899999999999 |
61500.0 |
¥97.9万 |
|
| 2021-12-24 |
跌破0.618止损 |
卖出 |
14.63535 |
61500.0 |
¥90.0万 |
止损触发 |
| 2022-01-05 |
黄金分割买点 |
买入 |
14.9149 |
61800.0 |
¥92.2万 |
|
| 2022-01-07 |
跌破0.618止损 |
卖出 |
13.676309999999999 |
61800.0 |
¥84.5万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
9.909899999999999 |
84200.0 |
¥83.5万 |
|
| 2022-07-07 |
跌破0.618止损 |
卖出 |
9.4905 |
84200.0 |
¥79.9万 |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
8.3083 |
97000.0 |
¥80.6万 |
|
| 2023-01-16 |
重回前高 |
卖出 |
10.91907 |
97000.0 |
¥1.06M |
|
| 2023-02-09 |
黄金分割买点 |
买入 |
10.17016 |
104000.0 |
¥1.06M |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
9.680309999999999 |
104000.0 |
¥1.01M |
止损触发 |
| 2023-05-08 |
黄金分割买点 |
买入 |
11.091079999999998 |
91200.0 |
¥1.01M |
|
| 2023-05-15 |
跌破0.618止损 |
卖出 |
10.50948 |
91200.0 |
¥95.8万 |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
10.74073 |
88500.0 |
¥95.1万 |
|
| 2023-08-31 |
跌破0.618止损 |
卖出 |
10.139850000000001 |
88500.0 |
¥89.7万 |
止损触发 |
| 2024-07-23 |
黄金分割买点 |
买入 |
7.957949999999999 |
113200.0 |
¥90.1万 |
|
| 2024-08-14 |
重回前高 |
卖出 |
8.58141 |
113200.0 |
¥97.1万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
10.100089999999998 |
94400.0 |
¥95.4万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
10.4895 |
94400.0 |
¥99.0万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
9.31931 |
107900.0 |
¥1.01M |
|
| 2025-06-26 |
重回前高 |
卖出 |
9.93006 |
107900.0 |
¥1.07M |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
10.850839999999998 |
98800.0 |
¥1.07M |
|
| 2025-09-17 |
跌破0.618止损 |
卖出 |
10.59939 |
98800.0 |
¥1.05M |
止损触发 |
| 2025-10-14 |
黄金分割买点 |
买入 |
11.421409999999996 |
92000.0 |
¥1.05M |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
10.87911 |
92000.0 |
¥1.00M |
止损触发 |
| 2026-05-13 |
黄金分割买点 |
买入 |
9.74974 |
101000.0 |
¥98.5万 |
|
| 2026-05-19 |
跌破0.618止损 |
卖出 |
9.48051 |
101000.0 |
¥95.7万 |
止损触发 |
| 2026-05-20 |
黄金分割买点 |
买入 |
9.86986 |
97900.0 |
¥96.7万 |
|
| 2026-05-28 |
跌破0.618止损 |
卖出 |
9.41058 |
97900.0 |
¥92.1万 |
止损触发 |