601006 大秦铁路 — 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: ¥61.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -38.47%）
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 15 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 |
2015-06-23 |
12.225876663 |
12.23775 |
¥661 |
+0.07% |
跌破0.618止损 |
| 2 |
2015-06-26 |
2015-06-29 |
12.766578824999998 |
12.8871 |
¥8,842 |
+0.91% |
跌破0.618止损 |
| 3 |
2015-07-02 |
2015-07-03 |
13.026916902999998 |
11.2887 |
¥-13.1万 |
-13.37% |
跌破0.618止损 |
| 4 |
2015-11-10 |
2015-11-30 |
9.722625912999998 |
8.81118 |
¥-8.1万 |
-9.40% |
跌破0.618止损 |
| 5 |
2016-12-16 |
2017-02-06 |
6.918985072999999 |
6.98301 |
¥7,122 |
+0.90% |
跌破0.618止损 |
| 6 |
2017-08-03 |
2017-10-09 |
8.721325613 |
8.841149999999999 |
¥1.1万 |
+1.34% |
跌破0.618止损 |
| 7 |
2018-02-01 |
2018-02-09 |
9.662547895 |
9.05094 |
¥-5.2万 |
-6.36% |
跌破0.618止损 |
| 8 |
2018-05-22 |
2018-05-24 |
8.721325613 |
8.44155 |
¥-2.5万 |
-3.24% |
跌破0.618止损 |
| 9 |
2018-07-16 |
2018-09-04 |
8.711312609999998 |
8.33166 |
¥-3.2万 |
-4.39% |
跌破0.618止损 |
| 10 |
2022-03-11 |
2022-03-16 |
6.768790027999999 |
6.40359 |
¥-3.8万 |
-5.42% |
跌破0.618止损 |
| 11 |
2022-10-27 |
2022-11-18 |
6.578542970999999 |
6.5234700000000005 |
¥-5,754 |
-0.87% |
跌破0.618止损 |
| 12 |
2023-05-22 |
2023-06-05 |
7.609882279999998 |
7.462530000000001 |
¥-1.3万 |
-1.97% |
跌破0.618止损 |
| 13 |
2024-10-15 |
2024-10-31 |
6.668659998 |
6.463529999999999 |
¥-2.0万 |
-3.11% |
跌破0.618止损 |
| 14 |
2024-11-08 |
2024-12-27 |
6.7287380159999985 |
6.74 |
¥864 |
+0.14% |
跌破0.618止损 |
| 15 |
2026-07-31 |
2026-08-05 |
4.996488497 |
4.87512 |
¥-1.5万 |
-2.46% |
跌破0.618止损 |
逐笔成交记录（共 30 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 |
12.222209999999999 |
80600.0 |
¥98.5万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
12.23775 |
80600.0 |
¥98.6万 |
止损触发 |
| 2015-06-26 |
黄金分割买点 |
买入 |
12.762749999999999 |
75800.0 |
¥96.8万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
12.8871 |
75800.0 |
¥97.7万 |
止损触发 |
| 2015-07-02 |
黄金分割买点 |
买入 |
13.023009999999998 |
75300.0 |
¥98.1万 |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
11.2887 |
75300.0 |
¥85.0万 |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
9.71971 |
88700.0 |
¥86.2万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
8.81118 |
88700.0 |
¥78.1万 |
止损触发 |
| 2016-12-16 |
黄金分割买点 |
买入 |
6.916909999999999 |
115000.0 |
¥79.6万 |
|
| 2017-02-06 |
跌破0.618止损 |
卖出 |
6.98301 |
115000.0 |
¥80.3万 |
止损触发 |
| 2017-08-03 |
黄金分割买点 |
买入 |
8.71871 |
91800.0 |
¥80.1万 |
|
| 2017-10-09 |
跌破0.618止损 |
卖出 |
8.841149999999999 |
91800.0 |
¥81.1万 |
止损触发 |
| 2018-02-01 |
黄金分割买点 |
买入 |
9.65965 |
84100.0 |
¥81.3万 |
|
| 2018-02-09 |
跌破0.618止损 |
卖出 |
9.05094 |
84100.0 |
¥76.1万 |
止损触发 |
| 2018-05-22 |
黄金分割买点 |
买入 |
8.71871 |
87400.0 |
¥76.2万 |
|
| 2018-05-24 |
跌破0.618止损 |
卖出 |
8.44155 |
87400.0 |
¥73.8万 |
止损触发 |
| 2018-07-16 |
黄金分割买点 |
买入 |
8.708699999999999 |
84600.0 |
¥73.7万 |
|
| 2018-09-04 |
跌破0.618止损 |
卖出 |
8.33166 |
84600.0 |
¥70.5万 |
止损触发 |
| 2022-03-11 |
黄金分割买点 |
买入 |
6.766759999999999 |
103700.0 |
¥70.2万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
6.40359 |
103700.0 |
¥66.4万 |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
6.576569999999999 |
100900.0 |
¥66.4万 |
|
| 2022-11-18 |
跌破0.618止损 |
卖出 |
6.5234700000000005 |
100900.0 |
¥65.8万 |
止损触发 |
| 2023-05-22 |
黄金分割买点 |
买入 |
7.607599999999999 |
86400.0 |
¥65.7万 |
|
| 2023-06-05 |
跌破0.618止损 |
卖出 |
7.462530000000001 |
86400.0 |
¥64.5万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
6.666659999999999 |
96800.0 |
¥64.6万 |
|
| 2024-10-31 |
跌破0.618止损 |
卖出 |
6.463529999999999 |
96800.0 |
¥62.5万 |
止损触发 |
| 2024-11-08 |
黄金分割买点 |
买入 |
6.726719999999999 |
93500.0 |
¥62.9万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
6.74 |
93500.0 |
¥63.0万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
4.99499 |
124600.0 |
¥62.3万 |
|
| 2026-08-05 |
跌破0.618止损 |
卖出 |
4.87512 |
124600.0 |
¥60.7万 |
止损触发 |