601077 渝农商行 — 斐波那契回调 回测明细
数据区间: 2019-10-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥96.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -3.69%）
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 19 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 |
2020-07-13 |
2020-07-20 |
5.497138646999999 |
5.3346599999999995 |
¥-2.9万 |
-2.98% |
跌破0.618止损 |
| 2 |
2020-08-18 |
2020-08-25 |
5.491647 |
5.2947 |
¥-3.5万 |
-3.62% |
跌破0.618止损 |
| 3 |
2020-12-04 |
2020-12-08 |
4.771431 |
4.6353599999999995 |
¥-2.7万 |
-2.88% |
跌破0.618止损 |
| 4 |
2023-05-22 |
2023-06-02 |
4.115344233 |
3.91608 |
¥-4.4万 |
-4.87% |
跌破0.618止损 |
| 5 |
2023-06-09 |
2023-06-15 |
4.0452532119999995 |
3.9060900000000003 |
¥-3.0万 |
-3.47% |
跌破0.618止损 |
| 6 |
2023-08-07 |
2023-08-15 |
3.925097175999999 |
3.78621 |
¥-3.0万 |
-3.57% |
跌破0.618止损 |
| 7 |
2023-08-17 |
2023-09-15 |
3.851155 |
3.9660300000000004 |
¥2.4万 |
+2.95% |
重回前高 |
| 8 |
2024-06-18 |
2024-06-27 |
4.846293452 |
5.14485 |
¥5.1万 |
+6.13% |
重回前高 |
| 9 |
2024-10-09 |
2024-10-10 |
5.3269175959999995 |
5.12 |
¥-3.4万 |
-3.91% |
跌破0.618止损 |
| 10 |
2024-10-11 |
2024-10-15 |
5.366969608 |
5.91408 |
¥8.5万 |
+10.16% |
重回前高 |
| 11 |
2024-11-11 |
2025-01-17 |
5.567229667999999 |
6.0839099999999995 |
¥8.6万 |
+9.25% |
重回前高 |
| 12 |
2025-07-21 |
2025-07-23 |
7.1893361539999985 |
6.95304 |
¥-3.3万 |
-3.32% |
跌破0.618止损 |
| 13 |
2025-10-27 |
2025-11-24 |
6.908972069999999 |
6.54345 |
¥-5.2万 |
-5.32% |
跌破0.618止损 |
| 14 |
2026-02-09 |
2026-03-13 |
6.538490959 |
6.8931000000000004 |
¥5.0万 |
+5.39% |
重回前高 |
| 15 |
2026-05-12 |
2026-05-22 |
7.0091021 |
6.82317 |
¥-2.6万 |
-2.68% |
跌破0.618止损 |
| 16 |
2026-06-11 |
2026-06-16 |
7.049154111999999 |
6.63336 |
¥-5.6万 |
-5.93% |
跌破0.618止损 |
| 17 |
2026-07-21 |
2026-07-22 |
6.808842039999999 |
6.60339 |
¥-2.7万 |
-3.05% |
跌破0.618止损 |
| 18 |
2026-08-03 |
2026-08-25 |
6.718725012999999 |
7.02297 |
¥3.9万 |
+4.50% |
重回前高 |
| 19 |
2026-09-16 |
2026-10-20 |
6.658646995 |
7.0529399999999995 |
¥5.3万 |
+5.89% |
重回前高 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-07-13 |
黄金分割买点 |
买入 |
5.495489999999999 |
179200.0 |
¥98.5万 |
|
| 2020-07-20 |
跌破0.618止损 |
卖出 |
5.3346599999999995 |
179200.0 |
¥95.6万 |
止损触发 |
| 2020-08-18 |
黄金分割买点 |
买入 |
5.49 |
175200.0 |
¥96.2万 |
|
| 2020-08-25 |
跌破0.618止损 |
卖出 |
5.2947 |
175200.0 |
¥92.7万 |
止损触发 |
| 2020-12-04 |
黄金分割买点 |
买入 |
4.77 |
193500.0 |
¥92.3万 |
|
| 2020-12-08 |
跌破0.618止损 |
卖出 |
4.6353599999999995 |
193500.0 |
¥89.7万 |
止损触发 |
| 2023-05-22 |
黄金分割买点 |
买入 |
4.11411 |
220400.0 |
¥90.7万 |
|
| 2023-06-02 |
跌破0.618止损 |
卖出 |
3.91608 |
220400.0 |
¥86.3万 |
止损触发 |
| 2023-06-09 |
黄金分割买点 |
买入 |
4.04404 |
212800.0 |
¥86.1万 |
|
| 2023-06-15 |
跌破0.618止损 |
卖出 |
3.9060900000000003 |
212800.0 |
¥83.1万 |
止损触发 |
| 2023-08-07 |
黄金分割买点 |
买入 |
3.923919999999999 |
211800.0 |
¥83.1万 |
|
| 2023-08-15 |
跌破0.618止损 |
卖出 |
3.78621 |
211800.0 |
¥80.2万 |
止损触发 |
| 2023-08-17 |
黄金分割买点 |
买入 |
3.85 |
208500.0 |
¥80.3万 |
|
| 2023-09-15 |
重回前高 |
卖出 |
3.9660300000000004 |
208500.0 |
¥82.7万 |
|
| 2024-06-18 |
黄金分割买点 |
买入 |
4.84484 |
170700.0 |
¥82.7万 |
|
| 2024-06-27 |
重回前高 |
卖出 |
5.14485 |
170700.0 |
¥87.8万 |
|
| 2024-10-09 |
黄金分割买点 |
买入 |
5.32532 |
162700.0 |
¥86.7万 |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
5.12 |
162700.0 |
¥83.3万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
5.36536 |
155800.0 |
¥83.6万 |
|
| 2024-10-15 |
重回前高 |
卖出 |
5.91408 |
155800.0 |
¥92.1万 |
|
| 2024-11-11 |
黄金分割买点 |
买入 |
5.565559999999999 |
166200.0 |
¥92.5万 |
|
| 2025-01-17 |
重回前高 |
卖出 |
6.0839099999999995 |
166200.0 |
¥1.01M |
|
| 2025-07-21 |
黄金分割买点 |
买入 |
7.187179999999999 |
140500.0 |
¥1.01M |
|
| 2025-07-23 |
跌破0.618止损 |
卖出 |
6.95304 |
140500.0 |
¥97.7万 |
止损触发 |
| 2025-10-27 |
黄金分割买点 |
买入 |
6.906899999999999 |
141300.0 |
¥97.6万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
6.54345 |
141300.0 |
¥92.4万 |
止损触发 |
| 2026-02-09 |
黄金分割买点 |
买入 |
6.53653 |
141000.0 |
¥92.2万 |
|
| 2026-03-13 |
重回前高 |
卖出 |
6.8931000000000004 |
141000.0 |
¥97.2万 |
|
| 2026-05-12 |
黄金分割买点 |
买入 |
7.007 |
139000.0 |
¥97.4万 |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
6.82317 |
139000.0 |
¥94.8万 |
止损触发 |
| 2026-06-11 |
黄金分割买点 |
买入 |
7.047039999999999 |
135100.0 |
¥95.2万 |
|
| 2026-06-16 |
跌破0.618止损 |
卖出 |
6.63336 |
135100.0 |
¥89.6万 |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
6.806799999999999 |
131400.0 |
¥89.5万 |
|
| 2026-07-22 |
跌破0.618止损 |
卖出 |
6.60339 |
131400.0 |
¥86.7万 |
止损触发 |
| 2026-08-03 |
黄金分割买点 |
买入 |
6.716709999999999 |
128400.0 |
¥86.3万 |
|
| 2026-08-25 |
重回前高 |
卖出 |
7.02297 |
128400.0 |
¥90.1万 |
|
| 2026-09-16 |
黄金分割买点 |
买入 |
6.65665 |
135900.0 |
¥90.5万 |
|
| 2026-10-20 |
重回前高 |
卖出 |
7.0529399999999995 |
135900.0 |
¥95.8万 |
|