600999 招商证券 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥37.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -62.57%）
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 29 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 |
2015-05-07 |
2015-06-01 |
33.643690080000006 |
30.2697 |
¥-9.9万 |
-10.06% |
跌破0.618止损 |
| 2 |
2015-06-03 |
2015-06-17 |
32.32197368399999 |
30.969 |
¥-3.8万 |
-4.21% |
跌破0.618止损 |
| 3 |
2015-10-21 |
2016-01-05 |
19.525355849999997 |
18.8811 |
¥-2.9万 |
-3.33% |
跌破0.618止损 |
| 4 |
2016-04-01 |
2016-05-10 |
17.783093328 |
15.4 |
¥-11.1万 |
-13.43% |
跌破0.618止损 |
| 5 |
2016-07-05 |
2016-08-16 |
17.132248132999997 |
18.66132 |
¥6.4万 |
+8.89% |
重回前高 |
| 6 |
2016-09-02 |
2016-09-27 |
17.62288528 |
16.76322 |
¥-3.8万 |
-4.91% |
跌破0.618止损 |
| 7 |
2016-10-25 |
2016-11-14 |
18.003379394 |
19.21077 |
¥5.0万 |
+6.67% |
重回前高 |
| 8 |
2016-11-21 |
2016-12-07 |
18.694276601 |
17.84214 |
¥-3.6万 |
-4.59% |
跌破0.618止损 |
| 9 |
2017-10-16 |
2017-10-31 |
20.286344078 |
18.691290000000002 |
¥-6.0万 |
-7.89% |
跌破0.618止损 |
| 10 |
2017-11-23 |
2017-11-27 |
19.945901976 |
19.380599999999998 |
¥-2.0万 |
-2.86% |
跌破0.618止损 |
| 11 |
2018-11-30 |
2019-02-12 |
13.497528043999997 |
15.05 |
¥7.8万 |
+11.47% |
重回前高 |
| 12 |
2019-03-28 |
2019-05-07 |
16.531467953 |
15.89 |
¥-2.9万 |
-3.91% |
跌破0.618止损 |
| 13 |
2019-06-24 |
2019-08-06 |
17.092196120999997 |
15.3846 |
¥-7.3万 |
-10.02% |
跌破0.618止损 |
| 14 |
2019-08-27 |
2019-09-02 |
16.481402938 |
16.01397 |
¥-1.9万 |
-2.87% |
跌破0.618止损 |
| 15 |
2019-09-24 |
2019-11-05 |
17.002079093999996 |
16.32366 |
¥-2.6万 |
-4.02% |
跌破0.618止损 |
| 16 |
2020-02-13 |
2020-03-17 |
17.873210355 |
17.1828 |
¥-2.4万 |
-3.89% |
跌破0.618止损 |
| 17 |
2020-04-03 |
2020-05-15 |
17.813132336999995 |
17.56242 |
¥-8,396 |
-1.44% |
跌破0.618止损 |
| 18 |
2020-10-20 |
2020-10-27 |
22.258905668999997 |
20.859119999999997 |
¥-3.6万 |
-6.32% |
跌破0.618止损 |
| 19 |
2020-12-09 |
2020-12-14 |
23.190114947999998 |
21.95802 |
¥-2.9万 |
-5.34% |
跌破0.618止损 |
| 20 |
2021-01-15 |
2021-02-05 |
24.782182425 |
23.36661 |
¥-2.9万 |
-5.74% |
跌破0.618止损 |
| 21 |
2021-05-26 |
2021-06-16 |
20.576721165 |
18.91107 |
¥-3.9万 |
-8.12% |
跌破0.618止损 |
| 22 |
2021-08-19 |
2021-10-18 |
18.624185580000002 |
17.4825 |
¥-2.7万 |
-6.16% |
跌破0.618止损 |
| 23 |
2022-06-21 |
2022-07-18 |
14.458776331999998 |
13.57641 |
¥-2.6万 |
-6.13% |
跌破0.618止损 |
| 24 |
2023-05-11 |
2023-05-22 |
14.699088403999998 |
14.24574 |
¥-1.2万 |
-3.11% |
跌破0.618止损 |
| 25 |
2023-08-23 |
2023-09-01 |
14.588945371 |
14.275709999999998 |
¥-8,287 |
-2.18% |
跌破0.618止损 |
| 26 |
2024-10-16 |
2024-12-30 |
19.0247057 |
19.49049 |
¥8,739 |
+2.42% |
跌破0.618止损 |
| 27 |
2025-09-03 |
2025-09-16 |
18.874510654999998 |
17.93205 |
¥-1.9万 |
-5.02% |
跌破0.618止损 |
| 28 |
2026-06-01 |
2026-06-17 |
17.022105099999997 |
18.87111 |
¥3.9万 |
+10.83% |
重回前高 |
| 29 |
2026-07-17 |
2026-07-28 |
19.315082786999998 |
17.972009999999997 |
¥-2.8万 |
-6.98% |
跌破0.618止损 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
33.6336 |
29400.0 |
¥98.9万 |
|
| 2015-06-01 |
跌破0.618止损 |
卖出 |
30.2697 |
29400.0 |
¥89.0万 |
止损触发 |
| 2015-06-03 |
黄金分割买点 |
买入 |
32.312279999999994 |
27800.0 |
¥89.9万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
30.969 |
27800.0 |
¥86.1万 |
止损触发 |
| 2015-10-21 |
黄金分割买点 |
买入 |
19.519499999999997 |
44100.0 |
¥86.1万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
18.8811 |
44100.0 |
¥83.2万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
17.77776 |
46400.0 |
¥82.5万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
15.4 |
46400.0 |
¥71.4万 |
止损触发 |
| 2016-07-05 |
黄金分割买点 |
买入 |
17.12711 |
41700.0 |
¥71.4万 |
|
| 2016-08-16 |
重回前高 |
卖出 |
18.66132 |
41700.0 |
¥77.8万 |
|
| 2016-09-02 |
黄金分割买点 |
买入 |
17.6176 |
44400.0 |
¥78.2万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
16.76322 |
44400.0 |
¥74.4万 |
止损触发 |
| 2016-10-25 |
黄金分割买点 |
买入 |
17.99798 |
41300.0 |
¥74.4万 |
|
| 2016-11-14 |
重回前高 |
卖出 |
19.21077 |
41300.0 |
¥79.3万 |
|
| 2016-11-21 |
黄金分割买点 |
买入 |
18.68867 |
42400.0 |
¥79.3万 |
|
| 2016-12-07 |
跌破0.618止损 |
卖出 |
17.84214 |
42400.0 |
¥75.6万 |
止损触发 |
| 2017-10-16 |
黄金分割买点 |
买入 |
20.28026 |
37400.0 |
¥75.9万 |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
18.691290000000002 |
37400.0 |
¥69.9万 |
止损触发 |
| 2017-11-23 |
黄金分割买点 |
买入 |
19.93992 |
34900.0 |
¥69.6万 |
|
| 2017-11-27 |
跌破0.618止损 |
卖出 |
19.380599999999998 |
34900.0 |
¥67.6万 |
止损触发 |
| 2018-11-30 |
黄金分割买点 |
买入 |
13.493479999999998 |
50200.0 |
¥67.8万 |
|
| 2019-02-12 |
重回前高 |
卖出 |
15.05 |
50200.0 |
¥75.5万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
16.52651 |
45600.0 |
¥75.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
15.89 |
45600.0 |
¥72.4万 |
止损触发 |
| 2019-06-24 |
黄金分割买点 |
买入 |
17.087069999999997 |
42700.0 |
¥73.0万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
15.3846 |
42700.0 |
¥65.7万 |
止损触发 |
| 2019-08-27 |
黄金分割买点 |
买入 |
16.47646 |
39800.0 |
¥65.6万 |
|
| 2019-09-02 |
跌破0.618止损 |
卖出 |
16.01397 |
39800.0 |
¥63.7万 |
止损触发 |
| 2019-09-24 |
黄金分割买点 |
买入 |
16.996979999999997 |
37500.0 |
¥63.8万 |
|
| 2019-11-05 |
跌破0.618止损 |
卖出 |
16.32366 |
37500.0 |
¥61.2万 |
止损触发 |
| 2020-02-13 |
黄金分割买点 |
买入 |
17.86785 |
34200.0 |
¥61.1万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
17.1828 |
34200.0 |
¥58.7万 |
止损触发 |
| 2020-04-03 |
黄金分割买点 |
买入 |
17.807789999999997 |
32800.0 |
¥58.4万 |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
17.56242 |
32800.0 |
¥57.6万 |
止损触发 |
| 2020-10-20 |
黄金分割买点 |
买入 |
22.25223 |
25800.0 |
¥57.4万 |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
20.859119999999997 |
25800.0 |
¥53.8万 |
止损触发 |
| 2020-12-09 |
黄金分割买点 |
买入 |
23.183159999999997 |
23400.0 |
¥54.3万 |
|
| 2020-12-14 |
跌破0.618止损 |
卖出 |
21.95802 |
23400.0 |
¥51.4万 |
止损触发 |
| 2021-01-15 |
黄金分割买点 |
买入 |
24.774749999999997 |
20600.0 |
¥51.1万 |
|
| 2021-02-05 |
跌破0.618止损 |
卖出 |
23.36661 |
20600.0 |
¥48.1万 |
止损触发 |
| 2021-05-26 |
黄金分割买点 |
买入 |
20.570549999999997 |
23500.0 |
¥48.4万 |
|
| 2021-06-16 |
跌破0.618止损 |
卖出 |
18.91107 |
23500.0 |
¥44.4万 |
止损触发 |
| 2021-08-19 |
黄金分割买点 |
买入 |
18.6186 |
23600.0 |
¥44.0万 |
|
| 2021-10-18 |
跌破0.618止损 |
卖出 |
17.4825 |
23600.0 |
¥41.2万 |
止损触发 |
| 2022-06-21 |
黄金分割买点 |
买入 |
14.454439999999998 |
29000.0 |
¥41.9万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
13.57641 |
29000.0 |
¥39.4万 |
止损触发 |
| 2023-05-11 |
黄金分割买点 |
买入 |
14.694679999999998 |
26600.0 |
¥39.1万 |
|
| 2023-05-22 |
跌破0.618止损 |
卖出 |
14.24574 |
26600.0 |
¥37.9万 |
止损触发 |
| 2023-08-23 |
黄金分割买点 |
买入 |
14.58457 |
26100.0 |
¥38.1万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
14.275709999999998 |
26100.0 |
¥37.2万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
19.019 |
19000.0 |
¥36.1万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
19.49049 |
19000.0 |
¥37.0万 |
止损触发 |
| 2025-09-03 |
黄金分割买点 |
买入 |
18.86885 |
20200.0 |
¥38.1万 |
|
| 2025-09-16 |
跌破0.618止损 |
卖出 |
17.93205 |
20200.0 |
¥36.2万 |
止损触发 |
| 2026-06-01 |
黄金分割买点 |
买入 |
17.017 |
21200.0 |
¥36.1万 |
|
| 2026-06-17 |
重回前高 |
卖出 |
18.87111 |
21200.0 |
¥40.0万 |
|
| 2026-07-17 |
黄金分割买点 |
买入 |
19.309289999999997 |
20500.0 |
¥39.6万 |
|
| 2026-07-28 |
跌破0.618止损 |
卖出 |
17.972009999999997 |
20500.0 |
¥36.8万 |
止损触发 |