601136 首创证券 — 斐波那契回调 回测明细
数据区间: 2022-12-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.16M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +16.49%）
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 11 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 |
2023-06-28 |
2023-07-06 |
14.448763329 |
13.80618 |
¥-4.4万 |
-4.48% |
跌破0.618止损 |
| 2 |
2023-07-19 |
2023-07-26 |
14.41872432 |
17.41257 |
¥19.5万 |
+20.73% |
重回前高 |
| 3 |
2023-09-05 |
2023-11-03 |
22.929776869999994 |
21.8781 |
¥-5.3万 |
-4.62% |
跌破0.618止损 |
| 4 |
2024-02-05 |
2024-04-11 |
18.644211585999997 |
17.72226 |
¥-5.2万 |
-4.97% |
跌破0.618止损 |
| 5 |
2024-04-16 |
2024-05-27 |
19.174900744999995 |
20.1798 |
¥5.4万 |
+5.21% |
跌破0.618止损 |
| 6 |
2024-06-05 |
2024-07-02 |
20.947202276000002 |
20.15982 |
¥-4.1万 |
-3.79% |
跌破0.618止损 |
| 7 |
2024-09-26 |
2024-09-30 |
19.144861736 |
23.4765 |
¥23.8万 |
+22.59% |
重回前高 |
| 8 |
2024-10-11 |
2025-01-02 |
21.537969453000002 |
21.968010000000003 |
¥2.5万 |
+1.97% |
跌破0.618止损 |
| 9 |
2025-03-07 |
2025-04-08 |
22.218853656999997 |
19.87011 |
¥-13.7万 |
-10.60% |
跌破0.618止损 |
| 10 |
2025-09-08 |
2025-10-21 |
20.536669153 |
21.33 |
¥4.5万 |
+3.83% |
跌破0.618止损 |
| 11 |
2026-09-10 |
2026-09-14 |
15.139660535999997 |
14.34564 |
¥-6.4万 |
-5.27% |
跌破0.618止损 |
逐笔成交记录（共 22 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-06-28 |
黄金分割买点 |
买入 |
14.444429999999999 |
68500.0 |
¥99.0万 |
|
| 2023-07-06 |
跌破0.618止损 |
卖出 |
13.80618 |
68500.0 |
¥94.5万 |
止损触发 |
| 2023-07-19 |
黄金分割买点 |
买入 |
14.414399999999999 |
65100.0 |
¥93.9万 |
|
| 2023-07-26 |
重回前高 |
卖出 |
17.41257 |
65100.0 |
¥1.13M |
|
| 2023-09-05 |
黄金分割买点 |
买入 |
22.922899999999995 |
49900.0 |
¥1.14M |
|
| 2023-11-03 |
跌破0.618止损 |
卖出 |
21.8781 |
49900.0 |
¥1.09M |
止损触发 |
| 2024-02-05 |
黄金分割买点 |
买入 |
18.63862 |
55800.0 |
¥1.04M |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
17.72226 |
55800.0 |
¥98.9万 |
止损触发 |
| 2024-04-16 |
黄金分割买点 |
买入 |
19.169149999999995 |
53600.0 |
¥1.03M |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
20.1798 |
53600.0 |
¥1.08M |
止损触发 |
| 2024-06-05 |
黄金分割买点 |
买入 |
20.940920000000002 |
51700.0 |
¥1.08M |
|
| 2024-07-02 |
跌破0.618止损 |
卖出 |
20.15982 |
51700.0 |
¥1.04M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
19.13912 |
55100.0 |
¥1.05M |
|
| 2024-09-30 |
重回前高 |
卖出 |
23.4765 |
55100.0 |
¥1.29M |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
21.53151 |
59000.0 |
¥1.27M |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
21.968010000000003 |
59000.0 |
¥1.30M |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
22.21219 |
58300.0 |
¥1.30M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
19.87011 |
58300.0 |
¥1.16M |
止损触发 |
| 2025-09-08 |
黄金分割买点 |
买入 |
20.53051 |
56800.0 |
¥1.17M |
|
| 2025-10-21 |
跌破0.618止损 |
卖出 |
21.33 |
56800.0 |
¥1.21M |
止损触发 |
| 2026-09-10 |
黄金分割买点 |
买入 |
15.135119999999999 |
80200.0 |
¥1.21M |
|
| 2026-09-14 |
跌破0.618止损 |
卖出 |
14.34564 |
80200.0 |
¥1.15M |
止损触发 |