601059 信达证券 — 斐波那契回调 回测明细
数据区间: 2023-02-01 ~ 2026-09-14 · 初始资金: ¥1,000,000 · 终值: ¥1.50M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +49.86%）
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 13 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 |
2023-07-26 |
2023-07-28 |
15.450063628999997 |
14.875110000000001 |
¥-3.7万 |
-3.75% |
跌破0.618止损 |
| 2 |
2023-08-14 |
2023-09-15 |
17.502729243999998 |
17.3826 |
¥-6,631 |
-0.72% |
跌破0.618止损 |
| 3 |
2023-11-16 |
2023-11-28 |
19.815732936999996 |
18.6 |
¥-5.8万 |
-6.16% |
跌破0.618止损 |
| 4 |
2023-12-20 |
2023-12-22 |
19.244991765999995 |
18.00198 |
¥-5.8万 |
-6.49% |
跌破0.618止损 |
| 5 |
2024-05-07 |
2024-05-21 |
15.620284679999997 |
15.29469 |
¥-1.8万 |
-2.11% |
跌破0.618止损 |
| 6 |
2024-06-14 |
2024-06-21 |
15.249803569000001 |
14.81517 |
¥-2.3万 |
-2.88% |
跌破0.618止损 |
| 7 |
2024-09-26 |
2024-09-30 |
13.607671077 |
17.022959999999998 |
¥20.0万 |
+25.06% |
重回前高 |
| 8 |
2024-10-11 |
2024-12-25 |
15.510141647 |
15.21 |
¥-1.9万 |
-1.96% |
跌破0.618止损 |
| 9 |
2025-02-18 |
2025-03-17 |
14.568919364999998 |
18.44154 |
¥25.1万 |
+26.54% |
重回前高 |
| 10 |
2025-04-02 |
2025-04-08 |
15.950713778999999 |
14.545440000000001 |
¥-10.8万 |
-8.84% |
跌破0.618止损 |
| 11 |
2025-06-12 |
2025-08-25 |
16.12093483 |
20.679299999999998 |
¥30.7万 |
+28.24% |
重回前高 |
| 12 |
2025-09-05 |
2025-11-06 |
18.864497651999997 |
18.70128 |
¥-1.3万 |
-0.89% |
跌破0.618止损 |
| 13 |
2026-06-23 |
2026-09-07 |
16.12093483 |
17.05293 |
¥8.1万 |
+5.75% |
重回前高 |
逐笔成交记录（共 26 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-07-26 |
黄金分割买点 |
买入 |
15.445429999999998 |
63800.0 |
¥98.6万 |
|
| 2023-07-28 |
跌破0.618止损 |
卖出 |
14.875110000000001 |
63800.0 |
¥94.9万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
17.49748 |
52900.0 |
¥92.6万 |
|
| 2023-09-15 |
跌破0.618止损 |
卖出 |
17.3826 |
52900.0 |
¥91.9万 |
止损触发 |
| 2023-11-16 |
黄金分割买点 |
买入 |
19.809789999999996 |
47800.0 |
¥94.7万 |
|
| 2023-11-28 |
跌破0.618止损 |
卖出 |
18.6 |
47800.0 |
¥88.9万 |
止损触发 |
| 2023-12-20 |
黄金分割买点 |
买入 |
19.239219999999996 |
46200.0 |
¥88.9万 |
|
| 2023-12-22 |
跌破0.618止损 |
卖出 |
18.00198 |
46200.0 |
¥83.1万 |
止损触发 |
| 2024-05-07 |
黄金分割买点 |
买入 |
15.615599999999997 |
53400.0 |
¥83.4万 |
|
| 2024-05-21 |
跌破0.618止损 |
卖出 |
15.29469 |
53400.0 |
¥81.6万 |
止损触发 |
| 2024-06-14 |
黄金分割买点 |
买入 |
15.24523 |
53300.0 |
¥81.3万 |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
14.81517 |
53300.0 |
¥78.9万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
13.603589999999999 |
58600.0 |
¥79.7万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
17.022959999999998 |
58600.0 |
¥99.7万 |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
15.505489999999998 |
63200.0 |
¥98.0万 |
|
| 2024-12-25 |
跌破0.618止损 |
卖出 |
15.21 |
63200.0 |
¥96.1万 |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
14.564549999999999 |
64900.0 |
¥94.6万 |
|
| 2025-03-17 |
重回前高 |
卖出 |
18.44154 |
64900.0 |
¥1.20M |
|
| 2025-04-02 |
黄金分割买点 |
买入 |
15.945929999999999 |
76600.0 |
¥1.22M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
14.545440000000001 |
76600.0 |
¥1.11M |
止损触发 |
| 2025-06-12 |
黄金分割买点 |
买入 |
16.1161 |
67500.0 |
¥1.09M |
|
| 2025-08-25 |
重回前高 |
卖出 |
20.679299999999998 |
67500.0 |
¥1.40M |
|
| 2025-09-05 |
黄金分割买点 |
买入 |
18.858839999999997 |
75600.0 |
¥1.43M |
|
| 2025-11-06 |
跌破0.618止损 |
卖出 |
18.70128 |
75600.0 |
¥1.41M |
止损触发 |
| 2026-06-23 |
黄金分割买点 |
买入 |
16.1161 |
87600.0 |
¥1.41M |
|
| 2026-09-07 |
重回前高 |
卖出 |
17.05293 |
87600.0 |
¥1.49M |
|