601117 中国化学 — 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: ¥56.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -43.84%）
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 43 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 |
11.523456 |
10.339649999999999 |
¥-10.2万 |
-10.30% |
跌破0.618止损 |
| 2 |
2015-11-06 |
2015-12-01 |
7.569830267999999 |
6.78321 |
¥-9.3万 |
-10.42% |
跌破0.618止损 |
| 3 |
2015-12-03 |
2015-12-10 |
7.079193120999999 |
6.7832099999999995 |
¥-3.4万 |
-4.21% |
跌破0.618止损 |
| 4 |
2015-12-22 |
2015-12-31 |
7.099219126999999 |
6.98301 |
¥-1.3万 |
-1.67% |
跌破0.618止损 |
| 5 |
2016-04-06 |
2016-05-10 |
5.977762790999999 |
5.3846099999999995 |
¥-7.5万 |
-9.95% |
跌破0.618止损 |
| 6 |
2016-07-06 |
2016-09-23 |
5.677372700999999 |
5.65434 |
¥-2,958 |
-0.44% |
跌破0.618止损 |
| 7 |
2016-12-07 |
2017-02-15 |
6.388295913999999 |
7.54245 |
¥12.2万 |
+18.03% |
重回前高 |
| 8 |
2017-07-19 |
2017-07-21 |
7.770090327999999 |
8.02197 |
¥2.6万 |
+3.21% |
重回前高 |
| 9 |
2017-08-03 |
2017-08-14 |
7.369570208 |
6.95304 |
¥-4.7万 |
-5.68% |
跌破0.618止损 |
| 10 |
2017-08-18 |
2017-09-21 |
7.179323150999999 |
7.3726199999999995 |
¥2.1万 |
+2.66% |
跌破0.618止损 |
| 11 |
2017-12-22 |
2018-01-03 |
6.678673000999999 |
6.98301 |
¥3.6万 |
+4.53% |
重回前高 |
| 12 |
2018-02-02 |
2018-02-12 |
6.918985073 |
6.44355 |
¥-5.7万 |
-6.90% |
跌破0.618止损 |
| 13 |
2018-03-16 |
2018-04-20 |
7.139271138999999 |
7.61238 |
¥5.1万 |
+6.59% |
重回前高 |
| 14 |
2018-06-01 |
2018-06-11 |
7.459687234999999 |
7.1928 |
¥-3.0万 |
-3.61% |
跌破0.618止损 |
| 15 |
2019-04-25 |
2019-05-07 |
6.488425943999999 |
5.82417 |
¥-8.2万 |
-10.26% |
跌破0.618止损 |
| 16 |
2019-09-05 |
2019-11-27 |
5.837580748999999 |
6.41358 |
¥7.1万 |
+9.83% |
重回前高 |
| 17 |
2020-02-05 |
2020-03-03 |
6.698699007 |
7.652340000000001 |
¥11.1万 |
+14.20% |
重回前高 |
| 18 |
2020-03-11 |
2020-03-16 |
7.059167114999998 |
6.6733199999999995 |
¥-5.0万 |
-5.49% |
跌破0.618止损 |
| 19 |
2020-07-21 |
2020-07-27 |
6.027827805999999 |
5.74425 |
¥-4.0万 |
-4.73% |
跌破0.618止损 |
| 20 |
2020-08-18 |
2020-09-02 |
5.987775794 |
5.7642299999999995 |
¥-3.1万 |
-3.76% |
跌破0.618止损 |
| 21 |
2020-12-10 |
2020-12-15 |
6.027827805999999 |
5.754239999999999 |
¥-3.6万 |
-4.57% |
跌破0.618止损 |
| 22 |
2021-01-20 |
2021-01-26 |
6.107931829999998 |
5.78421 |
¥-4.0万 |
-5.33% |
跌破0.618止损 |
| 23 |
2021-02-26 |
2021-05-21 |
6.168009848 |
6.4635299999999996 |
¥3.3万 |
+4.76% |
跌破0.618止损 |
| 24 |
2021-06-10 |
2021-06-17 |
6.578542970999999 |
7.50249 |
¥10.1万 |
+14.01% |
重回前高 |
| 25 |
2021-09-17 |
2021-09-30 |
12.466188735 |
10.61937 |
¥-12.5万 |
-14.84% |
跌破0.618止损 |
| 26 |
2021-12-06 |
2022-01-14 |
12.396097713999998 |
10.5894 |
¥-10.3万 |
-14.60% |
跌破0.618止损 |
| 27 |
2022-04-14 |
2022-04-21 |
9.962937984999996 |
9.120869999999998 |
¥-5.2万 |
-8.48% |
跌破0.618止损 |
| 28 |
2022-05-19 |
2022-05-25 |
9.372170807999996 |
8.8911 |
¥-2.8万 |
-5.16% |
跌破0.618止损 |
| 29 |
2022-05-27 |
2022-08-03 |
9.41222282 |
9.35 |
¥-3,674 |
-0.69% |
跌破0.618止损 |
| 30 |
2022-11-23 |
2023-03-02 |
8.160597445 |
9.170819999999999 |
¥6.4万 |
+12.35% |
重回前高 |
| 31 |
2023-03-29 |
2023-05-15 |
9.802729936999997 |
9.290700000000001 |
¥-3.1万 |
-5.25% |
跌破0.618止损 |
| 32 |
2024-02-01 |
2024-02-02 |
6.358256904999998 |
6.18381 |
¥-1.5万 |
-2.77% |
跌破0.618止损 |
| 33 |
2024-03-26 |
2024-05-07 |
6.608581979999998 |
7.17282 |
¥4.6万 |
+8.51% |
重回前高 |
| 34 |
2024-07-05 |
2024-07-15 |
7.800129336999999 |
7.292700000000001 |
¥-3.9万 |
-6.53% |
跌破0.618止损 |
| 35 |
2024-10-18 |
2025-01-03 |
7.880233360999998 |
7.842149999999999 |
¥-2,839 |
-0.51% |
跌破0.618止损 |
| 36 |
2025-04-11 |
2025-05-13 |
7.152145000000001 |
7.81218 |
¥5.1万 |
+9.20% |
重回前高 |
| 37 |
2025-07-10 |
2025-07-23 |
7.720025313 |
8.17182 |
¥3.5万 |
+5.82% |
重回前高 |
| 38 |
2026-02-04 |
2026-03-02 |
8.501039546999998 |
9.360629999999999 |
¥6.4万 |
+10.08% |
重回前高 |
| 39 |
2026-03-20 |
2026-03-24 |
9.031728705999999 |
8.74125 |
¥-2.3万 |
-3.25% |
跌破0.618止损 |
| 40 |
2026-03-26 |
2026-04-16 |
9.372170807999998 |
8.67132 |
¥-5.1万 |
-7.51% |
跌破0.618止损 |
| 41 |
2026-06-23 |
2026-06-24 |
8.350844502 |
7.86 |
¥-3.7万 |
-5.91% |
跌破0.618止损 |
| 42 |
2026-08-11 |
2026-08-12 |
7.720025313000001 |
7.5924 |
¥-9,808 |
-1.68% |
跌破0.618止损 |
| 43 |
2026-11-05 |
2026-11-13 |
7.319505192999999 |
7.07 |
¥-2.0万 |
-3.44% |
强平 |
逐笔成交记录（共 86 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 |
11.52 |
85900.0 |
¥99.0万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
10.339649999999999 |
85900.0 |
¥88.8万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
7.5675599999999985 |
117600.0 |
¥89.0万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
6.78321 |
117600.0 |
¥79.7万 |
止损触发 |
| 2015-12-03 |
黄金分割买点 |
买入 |
7.077069999999999 |
112700.0 |
¥79.8万 |
|
| 2015-12-10 |
跌破0.618止损 |
卖出 |
6.7832099999999995 |
112700.0 |
¥76.4万 |
止损触发 |
| 2015-12-22 |
黄金分割买点 |
买入 |
7.097089999999999 |
108400.0 |
¥77.0万 |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
6.98301 |
108400.0 |
¥75.7万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
5.975969999999999 |
125800.0 |
¥75.2万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
5.3846099999999995 |
125800.0 |
¥67.7万 |
止损触发 |
| 2016-07-06 |
黄金分割买点 |
买入 |
5.675669999999999 |
119600.0 |
¥67.9万 |
|
| 2016-09-23 |
跌破0.618止损 |
卖出 |
5.65434 |
119600.0 |
¥67.6万 |
止损触发 |
| 2016-12-07 |
黄金分割买点 |
买入 |
6.386379999999999 |
106200.0 |
¥67.8万 |
|
| 2017-02-15 |
重回前高 |
卖出 |
7.54245 |
106200.0 |
¥80.1万 |
|
| 2017-07-19 |
黄金分割买点 |
买入 |
7.767759999999999 |
102700.0 |
¥79.8万 |
|
| 2017-07-21 |
重回前高 |
卖出 |
8.02197 |
102700.0 |
¥82.4万 |
|
| 2017-08-03 |
黄金分割买点 |
买入 |
7.36736 |
111800.0 |
¥82.4万 |
|
| 2017-08-14 |
跌破0.618止损 |
卖出 |
6.95304 |
111800.0 |
¥77.7万 |
止损触发 |
| 2017-08-18 |
黄金分割买点 |
买入 |
7.177169999999999 |
107800.0 |
¥77.4万 |
|
| 2017-09-21 |
跌破0.618止损 |
卖出 |
7.3726199999999995 |
107800.0 |
¥79.5万 |
止损触发 |
| 2017-12-22 |
黄金分割买点 |
买入 |
6.676669999999999 |
119000.0 |
¥79.5万 |
|
| 2018-01-03 |
重回前高 |
卖出 |
6.98301 |
119000.0 |
¥83.1万 |
|
| 2018-02-02 |
黄金分割买点 |
买入 |
6.91691 |
119700.0 |
¥82.8万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
6.44355 |
119700.0 |
¥77.1万 |
止损触发 |
| 2018-03-16 |
黄金分割买点 |
买入 |
7.137129999999999 |
108900.0 |
¥77.7万 |
|
| 2018-04-20 |
重回前高 |
卖出 |
7.61238 |
108900.0 |
¥82.9万 |
|
| 2018-06-01 |
黄金分割买点 |
买入 |
7.45745 |
111400.0 |
¥83.1万 |
|
| 2018-06-11 |
跌破0.618止损 |
卖出 |
7.1928 |
111400.0 |
¥80.1万 |
止损触发 |
| 2019-04-25 |
黄金分割买点 |
买入 |
6.486479999999999 |
123100.0 |
¥79.9万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
5.82417 |
123100.0 |
¥71.7万 |
止损触发 |
| 2019-09-05 |
黄金分割买点 |
买入 |
5.83583 |
123400.0 |
¥72.0万 |
|
| 2019-11-27 |
重回前高 |
卖出 |
6.41358 |
123400.0 |
¥79.1万 |
|
| 2020-02-05 |
黄金分割买点 |
买入 |
6.696689999999999 |
117200.0 |
¥78.5万 |
|
| 2020-03-03 |
重回前高 |
卖出 |
7.652340000000001 |
117200.0 |
¥89.7万 |
|
| 2020-03-11 |
黄金分割买点 |
买入 |
7.057049999999999 |
127800.0 |
¥90.2万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
6.6733199999999995 |
127800.0 |
¥85.3万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
6.026019999999999 |
141300.0 |
¥85.2万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
5.74425 |
141300.0 |
¥81.1万 |
止损触发 |
| 2020-08-18 |
黄金分割买点 |
买入 |
5.98598 |
135500.0 |
¥81.1万 |
|
| 2020-09-02 |
跌破0.618止损 |
卖出 |
5.7642299999999995 |
135500.0 |
¥78.1万 |
止损触发 |
| 2020-12-10 |
黄金分割买点 |
买入 |
6.026019999999999 |
129800.0 |
¥78.2万 |
|
| 2020-12-15 |
跌破0.618止损 |
卖出 |
5.754239999999999 |
129800.0 |
¥74.7万 |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
6.106099999999999 |
121800.0 |
¥74.4万 |
|
| 2021-01-26 |
跌破0.618止损 |
卖出 |
5.78421 |
121800.0 |
¥70.4万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
6.16616 |
111500.0 |
¥68.8万 |
|
| 2021-05-21 |
跌破0.618止损 |
卖出 |
6.4635299999999996 |
111500.0 |
¥72.0万 |
止损触发 |
| 2021-06-10 |
黄金分割买点 |
买入 |
6.576569999999999 |
109400.0 |
¥72.0万 |
|
| 2021-06-17 |
重回前高 |
卖出 |
7.50249 |
109400.0 |
¥82.1万 |
|
| 2021-09-17 |
黄金分割买点 |
买入 |
12.462449999999999 |
67400.0 |
¥84.0万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
10.61937 |
67400.0 |
¥71.6万 |
止损触发 |
| 2021-12-06 |
黄金分割买点 |
买入 |
12.392379999999998 |
56900.0 |
¥70.5万 |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
10.5894 |
56900.0 |
¥60.2万 |
止损触发 |
| 2022-04-14 |
黄金分割买点 |
买入 |
9.959949999999997 |
61400.0 |
¥61.2万 |
|
| 2022-04-21 |
跌破0.618止损 |
卖出 |
9.120869999999998 |
61400.0 |
¥56.0万 |
止损触发 |
| 2022-05-19 |
黄金分割买点 |
买入 |
9.369359999999999 |
58900.0 |
¥55.2万 |
|
| 2022-05-25 |
跌破0.618止损 |
卖出 |
8.8911 |
58900.0 |
¥52.4万 |
止损触发 |
| 2022-05-27 |
黄金分割买点 |
买入 |
9.4094 |
56500.0 |
¥53.2万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
9.35 |
56500.0 |
¥52.8万 |
止损触发 |
| 2022-11-23 |
黄金分割买点 |
买入 |
8.15815 |
63500.0 |
¥51.8万 |
|
| 2023-03-02 |
重回前高 |
卖出 |
9.170819999999999 |
63500.0 |
¥58.2万 |
|
| 2023-03-29 |
黄金分割买点 |
买入 |
9.799789999999996 |
60300.0 |
¥59.1万 |
|
| 2023-05-15 |
跌破0.618止损 |
卖出 |
9.290700000000001 |
60300.0 |
¥56.0万 |
止损触发 |
| 2024-02-01 |
黄金分割买点 |
买入 |
6.356349999999999 |
87500.0 |
¥55.6万 |
|
| 2024-02-02 |
跌破0.618止损 |
卖出 |
6.18381 |
87500.0 |
¥54.1万 |
止损触发 |
| 2024-03-26 |
黄金分割买点 |
买入 |
6.606599999999998 |
82300.0 |
¥54.4万 |
|
| 2024-05-07 |
重回前高 |
卖出 |
7.17282 |
82300.0 |
¥59.0万 |
|
| 2024-07-05 |
黄金分割买点 |
买入 |
7.797789999999999 |
75800.0 |
¥59.1万 |
|
| 2024-07-15 |
跌破0.618止损 |
卖出 |
7.292700000000001 |
75800.0 |
¥55.3万 |
止损触发 |
| 2024-10-18 |
黄金分割买点 |
买入 |
7.877869999999999 |
70200.0 |
¥55.3万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
7.842149999999999 |
70200.0 |
¥55.0万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
7.15 |
76800.0 |
¥54.9万 |
|
| 2025-05-13 |
重回前高 |
卖出 |
7.81218 |
76800.0 |
¥60.0万 |
|
| 2025-07-10 |
黄金分割买点 |
买入 |
7.717709999999999 |
77900.0 |
¥60.1万 |
|
| 2025-07-23 |
重回前高 |
卖出 |
8.17182 |
77900.0 |
¥63.6万 |
|
| 2026-02-04 |
黄金分割买点 |
买入 |
8.498489999999999 |
74800.0 |
¥63.6万 |
|
| 2026-03-02 |
重回前高 |
卖出 |
9.360629999999999 |
74800.0 |
¥70.0万 |
|
| 2026-03-20 |
黄金分割买点 |
买入 |
9.02902 |
77200.0 |
¥69.7万 |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
8.74125 |
77200.0 |
¥67.5万 |
止损触发 |
| 2026-03-26 |
黄金分割买点 |
买入 |
9.369359999999999 |
72400.0 |
¥67.9万 |
|
| 2026-04-16 |
跌破0.618止损 |
卖出 |
8.67132 |
72400.0 |
¥62.8万 |
止损触发 |
| 2026-06-23 |
黄金分割买点 |
买入 |
8.348339999999999 |
74300.0 |
¥62.0万 |
|
| 2026-06-24 |
跌破0.618止损 |
卖出 |
7.86 |
74300.0 |
¥58.4万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
7.717709999999999 |
75500.0 |
¥58.3万 |
|
| 2026-08-12 |
跌破0.618止损 |
卖出 |
7.5924 |
75500.0 |
¥57.3万 |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
7.317309999999999 |
79100.0 |
¥57.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
7.07 |
79100 |
¥55.9万 |
回测结束强平 |