601018 宁波港 — 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: ¥62.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -37.35%）
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 30 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 |
2015-05-08 |
2015-05-22 |
7.389596213999999 |
11.10888 |
¥49.6万 |
+50.29% |
重回前高 |
| 2 |
2015-06-26 |
2015-06-30 |
9.682573900999998 |
7.992000000000001 |
¥-24.8万 |
-17.48% |
跌破0.618止损 |
| 3 |
2016-08-24 |
2016-09-23 |
5.216774562999999 |
5.14485 |
¥-1.8万 |
-1.41% |
跌破0.618止损 |
| 4 |
2017-04-11 |
2017-05-10 |
5.687385703999999 |
5.52447 |
¥-3.5万 |
-2.89% |
跌破0.618止损 |
| 5 |
2017-06-02 |
2017-06-19 |
5.697398707 |
5.45454 |
¥-5.1万 |
-4.29% |
跌破0.618止损 |
| 6 |
2017-08-10 |
2017-10-17 |
6.117944832999999 |
5.894100000000002 |
¥-4.2万 |
-3.69% |
跌破0.618止损 |
| 7 |
2018-02-27 |
2018-04-18 |
5.40702162 |
5.15484 |
¥-5.2万 |
-4.69% |
跌破0.618止损 |
| 8 |
2018-11-16 |
2018-11-23 |
3.8850451639999997 |
3.74625 |
¥-3.8万 |
-3.60% |
跌破0.618止损 |
| 9 |
2019-03-11 |
2019-03-12 |
3.844993151999999 |
4.3956 |
¥14.4万 |
+14.29% |
重回前高 |
| 10 |
2019-05-08 |
2019-05-10 |
4.315604292999999 |
4.275720000000001 |
¥-1.1万 |
-0.95% |
跌破0.618止损 |
| 11 |
2019-05-13 |
2019-05-31 |
4.475812340999999 |
4.47552 |
¥-409 |
-0.04% |
跌破0.618止损 |
| 12 |
2020-02-21 |
2020-03-02 |
3.4644990379999996 |
3.26 |
¥-6.8万 |
-5.93% |
跌破0.618止损 |
| 13 |
2020-03-04 |
2020-03-16 |
3.464499037999999 |
3.34665 |
¥-3.6万 |
-3.43% |
跌破0.618止损 |
| 14 |
2020-03-31 |
2020-04-07 |
3.4344600290000002 |
3.34665 |
¥-2.6万 |
-2.59% |
跌破0.618止损 |
| 15 |
2020-04-13 |
2020-04-28 |
3.431029 |
3.31668 |
¥-3.4万 |
-3.36% |
跌破0.618止损 |
| 16 |
2020-08-21 |
2020-09-01 |
3.9150841729999994 |
3.7162800000000002 |
¥-5.0万 |
-5.11% |
跌破0.618止损 |
| 17 |
2020-09-09 |
2020-09-25 |
3.905071169999999 |
3.8961 |
¥-2,408 |
-0.26% |
跌破0.618止损 |
| 18 |
2021-01-14 |
2021-01-27 |
4.095318227 |
3.86613 |
¥-5.2万 |
-5.62% |
跌破0.618止损 |
| 19 |
2021-02-19 |
2021-04-23 |
4.0352402089999995 |
4.05594 |
¥4,197 |
+0.48% |
跌破0.618止损 |
| 20 |
2021-09-28 |
2021-10-14 |
4.0352402089999995 |
3.85614 |
¥-3.9万 |
-4.47% |
跌破0.618止损 |
| 21 |
2021-12-10 |
2021-12-15 |
4.095318226999999 |
3.94605 |
¥-3.1万 |
-3.67% |
跌破0.618止损 |
| 22 |
2022-01-13 |
2022-01-26 |
4.145383241999999 |
3.92 |
¥-4.4万 |
-5.47% |
跌破0.618止损 |
| 23 |
2022-02-09 |
2022-02-25 |
4.165409248 |
3.9960000000000004 |
¥-3.1万 |
-4.10% |
跌破0.618止损 |
| 24 |
2022-03-02 |
2022-03-08 |
4.125357236 |
4.15584 |
¥5,169 |
+0.71% |
跌破0.618止损 |
| 25 |
2022-04-15 |
2022-04-19 |
4.1553962449999995 |
4.05594 |
¥-1.8万 |
-2.42% |
跌破0.618止损 |
| 26 |
2022-06-08 |
2022-06-23 |
4.055266214999999 |
3.9360600000000003 |
¥-2.1万 |
-2.97% |
跌破0.618止损 |
| 27 |
2024-10-11 |
2024-12-27 |
3.734850119 |
3.76 |
¥4,509 |
+0.64% |
跌破0.618止损 |
| 28 |
2025-05-21 |
2025-05-26 |
3.7849151339999993 |
3.6263699999999996 |
¥-3.0万 |
-4.22% |
跌破0.618止损 |
| 29 |
2026-04-07 |
2026-04-15 |
4.0012 |
3.86613 |
¥-2.3万 |
-3.40% |
跌破0.618止损 |
| 30 |
2026-07-31 |
2026-08-13 |
3.4745120409999997 |
3.32667 |
¥-2.8万 |
-4.28% |
跌破0.618止损 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-08 |
黄金分割买点 |
买入 |
7.387379999999999 |
133600.0 |
¥98.7万 |
|
| 2015-05-22 |
重回前高 |
卖出 |
11.10888 |
133600.0 |
¥1.48M |
|
| 2015-06-26 |
黄金分割买点 |
买入 |
9.679669999999998 |
146300.0 |
¥1.42M |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
7.992000000000001 |
146300.0 |
¥1.17M |
止损触发 |
| 2016-08-24 |
黄金分割买点 |
买入 |
5.215209999999999 |
239300.0 |
¥1.25M |
|
| 2016-09-23 |
跌破0.618止损 |
卖出 |
5.14485 |
239300.0 |
¥1.23M |
止损触发 |
| 2017-04-11 |
黄金分割买点 |
买入 |
5.685679999999999 |
215600.0 |
¥1.23M |
|
| 2017-05-10 |
跌破0.618止损 |
卖出 |
5.52447 |
215600.0 |
¥1.19M |
止损触发 |
| 2017-06-02 |
黄金分割买点 |
买入 |
5.69569 |
208700.0 |
¥1.19M |
|
| 2017-06-19 |
跌破0.618止损 |
卖出 |
5.45454 |
208700.0 |
¥1.14M |
止损触发 |
| 2017-08-10 |
黄金分割买点 |
买入 |
6.116109999999999 |
185800.0 |
¥1.14M |
|
| 2017-10-17 |
跌破0.618止损 |
卖出 |
5.894100000000002 |
185800.0 |
¥1.09M |
止损触发 |
| 2018-02-27 |
黄金分割买点 |
买入 |
5.4054 |
203100.0 |
¥1.10M |
|
| 2018-04-18 |
跌破0.618止损 |
卖出 |
5.15484 |
203100.0 |
¥1.05M |
止损触发 |
| 2018-11-16 |
黄金分割买点 |
买入 |
3.8838799999999996 |
270000.0 |
¥1.05M |
|
| 2018-11-23 |
跌破0.618止损 |
卖出 |
3.74625 |
270000.0 |
¥1.01M |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
3.8438399999999993 |
261600.0 |
¥1.01M |
|
| 2019-03-12 |
重回前高 |
卖出 |
4.3956 |
261600.0 |
¥1.15M |
|
| 2019-05-08 |
黄金分割买点 |
买入 |
4.314309999999999 |
256800.0 |
¥1.11M |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
4.275720000000001 |
256800.0 |
¥1.10M |
止损触发 |
| 2019-05-13 |
黄金分割买点 |
买入 |
4.474469999999999 |
250000.0 |
¥1.12M |
|
| 2019-05-31 |
跌破0.618止损 |
卖出 |
4.47552 |
250000.0 |
¥1.12M |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
3.4634599999999995 |
329200.0 |
¥1.14M |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
3.26 |
329200.0 |
¥1.07M |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
3.4634599999999995 |
307100.0 |
¥1.06M |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
3.34665 |
307100.0 |
¥1.03M |
止损触发 |
| 2020-03-31 |
黄金分割买点 |
买入 |
3.43343 |
295800.0 |
¥1.02M |
|
| 2020-04-07 |
跌破0.618止损 |
卖出 |
3.34665 |
295800.0 |
¥99.0万 |
止损触发 |
| 2020-04-13 |
黄金分割买点 |
买入 |
3.43 |
291700.0 |
¥1.00M |
|
| 2020-04-28 |
跌破0.618止损 |
卖出 |
3.31668 |
291700.0 |
¥96.7万 |
止损触发 |
| 2020-08-21 |
黄金分割买点 |
买入 |
3.9139099999999996 |
250300.0 |
¥98.0万 |
|
| 2020-09-01 |
跌破0.618止损 |
卖出 |
3.7162800000000002 |
250300.0 |
¥93.0万 |
止损触发 |
| 2020-09-09 |
黄金分割买点 |
买入 |
3.903899999999999 |
237500.0 |
¥92.7万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
3.8961 |
237500.0 |
¥92.5万 |
止损触发 |
| 2021-01-14 |
黄金分割买点 |
买入 |
4.09409 |
225400.0 |
¥92.3万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
3.86613 |
225400.0 |
¥87.1万 |
止损触发 |
| 2021-02-19 |
黄金分割买点 |
买入 |
4.03403 |
215400.0 |
¥86.9万 |
|
| 2021-04-23 |
跌破0.618止损 |
卖出 |
4.05594 |
215400.0 |
¥87.3万 |
止损触发 |
| 2021-09-28 |
黄金分割买点 |
买入 |
4.03403 |
218100.0 |
¥88.0万 |
|
| 2021-10-14 |
跌破0.618止损 |
卖出 |
3.85614 |
218100.0 |
¥84.1万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
4.09409 |
204300.0 |
¥83.7万 |
|
| 2021-12-15 |
跌破0.618止损 |
卖出 |
3.94605 |
204300.0 |
¥80.6万 |
止损触发 |
| 2022-01-13 |
黄金分割买点 |
买入 |
4.144139999999999 |
194900.0 |
¥80.8万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
3.92 |
194900.0 |
¥76.4万 |
止损触发 |
| 2022-02-09 |
黄金分割买点 |
买入 |
4.16416 |
184300.0 |
¥76.8万 |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
3.9960000000000004 |
184300.0 |
¥73.6万 |
止损触发 |
| 2022-03-02 |
黄金分割买点 |
买入 |
4.12412 |
176800.0 |
¥72.9万 |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
4.15584 |
176800.0 |
¥73.5万 |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
4.15415 |
176700.0 |
¥73.4万 |
|
| 2022-04-19 |
跌破0.618止损 |
卖出 |
4.05594 |
176700.0 |
¥71.6万 |
止损触发 |
| 2022-06-08 |
黄金分割买点 |
买入 |
4.054049999999999 |
176300.0 |
¥71.5万 |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
3.9360600000000003 |
176300.0 |
¥69.4万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
3.7337299999999995 |
187700.0 |
¥70.1万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
3.76 |
187700.0 |
¥70.6万 |
止损触发 |
| 2025-05-21 |
黄金分割买点 |
买入 |
3.7837799999999997 |
184900.0 |
¥70.0万 |
|
| 2025-05-26 |
跌破0.618止损 |
卖出 |
3.6263699999999996 |
184900.0 |
¥67.0万 |
止损触发 |
| 2026-04-07 |
黄金分割买点 |
买入 |
4.0 |
169200.0 |
¥67.7万 |
|
| 2026-04-15 |
跌破0.618止损 |
卖出 |
3.86613 |
169200.0 |
¥65.4万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
3.47347 |
187400.0 |
¥65.1万 |
|
| 2026-08-13 |
跌破0.618止损 |
卖出 |
3.32667 |
187400.0 |
¥62.3万 |
止损触发 |