601066 中信建投 — 斐波那契回调 回测明细
数据区间: 2018-06-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥65.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -34.64%）
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 |
2018-10-26 |
2018-11-16 |
8.601169577 |
9.66033 |
¥12.0万 |
+12.28% |
重回前高 |
| 2 |
2018-12-25 |
2019-01-16 |
9.021715702999996 |
12.0879 |
¥36.7万 |
+33.95% |
重回前高 |
| 3 |
2019-05-06 |
2019-05-24 |
21.848372545999997 |
22.0 |
¥9,195 |
+0.66% |
跌破0.618止损 |
| 4 |
2019-06-25 |
2019-06-28 |
25.072559511999998 |
20.979 |
¥-24.4万 |
-16.35% |
跌破0.618止损 |
| 5 |
2019-09-06 |
2019-12-05 |
22.509230744 |
22.41756 |
¥-5,461 |
-0.44% |
跌破0.618止损 |
| 6 |
2020-04-16 |
2020-05-25 |
32.962805876 |
31.678289999999997 |
¥-4.8万 |
-3.93% |
跌破0.618止损 |
| 7 |
2020-06-02 |
2020-06-22 |
34.034197197 |
37.03293 |
¥10.5万 |
+8.78% |
重回前高 |
| 8 |
2020-07-27 |
2020-09-25 |
45.87957974599999 |
50.049899999999994 |
¥11.8万 |
+9.06% |
跌破0.618止损 |
| 9 |
2021-01-14 |
2021-01-21 |
43.05591289999999 |
41.52843 |
¥-5.0万 |
-3.58% |
跌破0.618止损 |
| 10 |
2021-06-02 |
2021-06-18 |
33.34329998999999 |
29.18 |
¥-17.1万 |
-12.51% |
跌破0.618止损 |
| 11 |
2021-06-22 |
2021-07-05 |
31.64108948 |
29.60037 |
¥-7.7万 |
-6.48% |
跌破0.618止损 |
| 12 |
2021-12-14 |
2021-12-21 |
30.049022003000005 |
29.54043 |
¥-1.9万 |
-1.72% |
跌破0.618止损 |
| 13 |
2022-07-14 |
2022-08-03 |
26.634587979999996 |
24.805169999999997 |
¥-7.6万 |
-6.90% |
跌破0.618止损 |
| 14 |
2022-08-15 |
2022-08-30 |
26.544470952999998 |
25.554419999999997 |
¥-3.8万 |
-3.76% |
跌破0.618止损 |
| 15 |
2022-09-06 |
2022-09-08 |
27.355524195999998 |
26.98299 |
¥-1.4万 |
-1.39% |
跌破0.618止损 |
| 16 |
2022-11-14 |
2022-11-22 |
25.483092634999995 |
24.555419999999998 |
¥-3.6万 |
-3.67% |
跌破0.618止损 |
| 17 |
2022-12-07 |
2022-12-20 |
25.783482725 |
24.03594 |
¥-6.4万 |
-6.81% |
跌破0.618止损 |
| 18 |
2023-02-08 |
2023-03-17 |
26.794796027999997 |
25.41 |
¥-4.6万 |
-5.20% |
跌破0.618止损 |
| 19 |
2023-03-24 |
2023-04-20 |
26.314171883999997 |
26.11386 |
¥-6,557 |
-0.79% |
跌破0.618止损 |
| 20 |
2023-05-12 |
2023-05-24 |
27.185303144999995 |
25.8741 |
¥-4.0万 |
-4.85% |
跌破0.618止损 |
| 21 |
2023-07-31 |
2023-08-24 |
26.824835036999996 |
25.39 |
¥-4.2万 |
-5.38% |
跌破0.618止损 |
| 22 |
2023-08-29 |
2023-09-06 |
26.334197889999995 |
25.154819999999997 |
¥-3.3万 |
-4.51% |
跌破0.618止损 |
| 23 |
2023-11-08 |
2023-12-07 |
26.244080862999997 |
24.83514 |
¥-3.8万 |
-5.40% |
跌破0.618止损 |
| 24 |
2024-03-04 |
2024-04-09 |
23.697107 |
21.508470000000003 |
¥-6.2万 |
-9.26% |
跌破0.618止损 |
| 25 |
2024-10-17 |
2024-11-08 |
26.153963836 |
32.967 |
¥15.8万 |
+26.01% |
重回前高 |
| 26 |
2024-11-25 |
2024-12-30 |
27.085173114999996 |
26.83314 |
¥-7,360 |
-0.96% |
跌破0.618止损 |
| 27 |
2025-09-04 |
2025-09-24 |
26.874900051999997 |
25.654319999999995 |
¥-3.5万 |
-4.57% |
跌破0.618止损 |
| 28 |
2025-09-30 |
2025-10-15 |
26.624574976999998 |
26.53344 |
¥-2,676 |
-0.37% |
跌破0.618止损 |
| 29 |
2026-05-08 |
2026-05-18 |
23.009880894 |
21.99798 |
¥-3.2万 |
-4.43% |
跌破0.618止损 |
| 30 |
2026-07-13 |
2026-07-29 |
26.934978069999996 |
25.45452 |
¥-3.7万 |
-5.52% |
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 |
|---|
| 2018-10-26 |
黄金分割买点 |
买入 |
8.59859 |
113300.0 |
¥97.5万 |
|
| 2018-11-16 |
重回前高 |
卖出 |
9.66033 |
113300.0 |
¥1.09M |
|
| 2018-12-25 |
黄金分割买点 |
买入 |
9.019009999999998 |
119700.0 |
¥1.08M |
|
| 2019-01-16 |
重回前高 |
卖出 |
12.0879 |
119700.0 |
¥1.45M |
|
| 2019-05-06 |
黄金分割买点 |
买入 |
21.84182 |
63400.0 |
¥1.39M |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
22.0 |
63400.0 |
¥1.39M |
止损触发 |
| 2019-06-25 |
黄金分割买点 |
买入 |
25.06504 |
59500.0 |
¥1.49M |
|
| 2019-06-28 |
跌破0.618止损 |
卖出 |
20.979 |
59500.0 |
¥1.25M |
止损触发 |
| 2019-09-06 |
黄金分割买点 |
买入 |
22.50248 |
55500.0 |
¥1.25M |
|
| 2019-12-05 |
跌破0.618止损 |
卖出 |
22.41756 |
55500.0 |
¥1.24M |
止损触发 |
| 2020-04-16 |
黄金分割买点 |
买入 |
32.95292 |
37300.0 |
¥1.23M |
|
| 2020-05-25 |
跌破0.618止损 |
卖出 |
31.678289999999997 |
37300.0 |
¥1.18M |
止损触发 |
| 2020-06-02 |
黄金分割买点 |
买入 |
34.02399 |
35100.0 |
¥1.19M |
|
| 2020-06-22 |
重回前高 |
卖出 |
37.03293 |
35100.0 |
¥1.30M |
|
| 2020-07-27 |
黄金分割买点 |
买入 |
45.86581999999999 |
28300.0 |
¥1.30M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
50.049899999999994 |
28300.0 |
¥1.42M |
止损触发 |
| 2021-01-14 |
黄金分割买点 |
买入 |
43.04299999999999 |
32600.0 |
¥1.40M |
|
| 2021-01-21 |
跌破0.618止损 |
卖出 |
41.52843 |
32600.0 |
¥1.35M |
止损触发 |
| 2021-06-02 |
黄金分割买点 |
买入 |
33.333299999999994 |
40900.0 |
¥1.36M |
|
| 2021-06-18 |
跌破0.618止损 |
卖出 |
29.18 |
40900.0 |
¥1.19M |
止损触发 |
| 2021-06-22 |
黄金分割买点 |
买入 |
31.6316 |
37800.0 |
¥1.20M |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
29.60037 |
37800.0 |
¥1.12M |
止损触发 |
| 2021-12-14 |
黄金分割买点 |
买入 |
30.04001 |
36800.0 |
¥1.11M |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
29.54043 |
36800.0 |
¥1.09M |
止损触发 |
| 2022-07-14 |
黄金分割买点 |
买入 |
26.6266 |
41200.0 |
¥1.10M |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
24.805169999999997 |
41200.0 |
¥1.02M |
止损触发 |
| 2022-08-15 |
黄金分割买点 |
买入 |
26.53651 |
38100.0 |
¥1.01M |
|
| 2022-08-30 |
跌破0.618止损 |
卖出 |
25.554419999999997 |
38100.0 |
¥97.3万 |
止损触发 |
| 2022-09-06 |
黄金分割买点 |
买入 |
27.347319999999996 |
36100.0 |
¥98.8万 |
|
| 2022-09-08 |
跌破0.618止损 |
卖出 |
26.98299 |
36100.0 |
¥97.4万 |
止损触发 |
| 2022-11-14 |
黄金分割买点 |
买入 |
25.475449999999995 |
38200.0 |
¥97.3万 |
|
| 2022-11-22 |
跌破0.618止损 |
卖出 |
24.555419999999998 |
38200.0 |
¥93.8万 |
止损触发 |
| 2022-12-07 |
黄金分割买点 |
买入 |
25.77575 |
36200.0 |
¥93.3万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
24.03594 |
36200.0 |
¥87.0万 |
止损触发 |
| 2023-02-08 |
黄金分割买点 |
买入 |
26.786759999999997 |
32700.0 |
¥87.6万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
25.41 |
32700.0 |
¥83.1万 |
止损触发 |
| 2023-03-24 |
黄金分割买点 |
买入 |
26.306279999999997 |
31500.0 |
¥82.9万 |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
26.11386 |
31500.0 |
¥82.2万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
27.177149999999994 |
30100.0 |
¥81.8万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
25.8741 |
30100.0 |
¥77.9万 |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
26.816789999999997 |
29100.0 |
¥78.1万 |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
25.39 |
29100.0 |
¥73.9万 |
止损触发 |
| 2023-08-29 |
黄金分割买点 |
买入 |
26.326299999999996 |
27700.0 |
¥72.9万 |
|
| 2023-09-06 |
跌破0.618止损 |
卖出 |
25.154819999999997 |
27700.0 |
¥69.7万 |
止损触发 |
| 2023-11-08 |
黄金分割买点 |
买入 |
26.236209999999996 |
26700.0 |
¥70.1万 |
|
| 2023-12-07 |
跌破0.618止损 |
卖出 |
24.83514 |
26700.0 |
¥66.3万 |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
23.69 |
28300.0 |
¥67.1万 |
|
| 2024-04-09 |
跌破0.618止损 |
卖出 |
21.508470000000003 |
28300.0 |
¥60.9万 |
止损触发 |
| 2024-10-17 |
黄金分割买点 |
买入 |
26.146119999999996 |
23200.0 |
¥60.7万 |
|
| 2024-11-08 |
重回前高 |
卖出 |
32.967 |
23200.0 |
¥76.5万 |
|
| 2024-11-25 |
黄金分割买点 |
买入 |
27.077049999999996 |
28300.0 |
¥76.7万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
26.83314 |
28300.0 |
¥75.9万 |
止损触发 |
| 2025-09-04 |
黄金分割买点 |
买入 |
26.866839999999996 |
28200.0 |
¥75.8万 |
|
| 2025-09-24 |
跌破0.618止损 |
卖出 |
25.654319999999995 |
28200.0 |
¥72.3万 |
止损触发 |
| 2025-09-30 |
黄金分割买点 |
买入 |
26.61659 |
27000.0 |
¥71.9万 |
|
| 2025-10-15 |
跌破0.618止损 |
卖出 |
26.53344 |
27000.0 |
¥71.6万 |
止损触发 |
| 2026-05-08 |
黄金分割买点 |
买入 |
23.002979999999997 |
31100.0 |
¥71.6万 |
|
| 2026-05-18 |
跌破0.618止损 |
卖出 |
21.99798 |
31100.0 |
¥68.4万 |
止损触发 |
| 2026-07-13 |
黄金分割买点 |
买入 |
26.926899999999996 |
25200.0 |
¥67.9万 |
|
| 2026-07-29 |
跌破0.618止损 |
卖出 |
25.45452 |
25200.0 |
¥64.1万 |
止损触发 |