601166 兴业银行 — 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: ¥1.09M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +9.15%）
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 31 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 |
2015-06-19 |
18.12353543 |
17.7822 |
¥-1.9万 |
-1.91% |
跌破0.618止损 |
| 2 |
2015-10-14 |
2015-12-23 |
15.029517503 |
17.192790000000002 |
¥14.0万 |
+14.36% |
重回前高 |
| 3 |
2016-01-05 |
2016-01-12 |
16.401298913999998 |
15.83415 |
¥-3.9万 |
-3.49% |
跌破0.618止损 |
| 4 |
2016-03-17 |
2016-04-18 |
15.700388703999996 |
15.73425 |
¥1,996 |
+0.19% |
重回前高 |
| 5 |
2017-08-10 |
2017-09-28 |
17.272430174999997 |
17.3826 |
¥6,570 |
+0.61% |
跌破0.618止损 |
| 6 |
2018-07-26 |
2018-09-25 |
15.349933599 |
15.514469999999998 |
¥1.1万 |
+1.04% |
重回前高 |
| 7 |
2019-03-28 |
2019-04-17 |
17.552794259 |
20.379600000000003 |
¥17.5万 |
+16.07% |
重回前高 |
| 8 |
2019-05-09 |
2019-05-24 |
18.584133568 |
18.15183 |
¥-3.0万 |
-2.36% |
跌破0.618止损 |
| 9 |
2019-11-29 |
2020-01-17 |
19.014692696999997 |
19.25073 |
¥1.5万 |
+1.21% |
跌破0.618止损 |
| 10 |
2020-06-10 |
2020-06-16 |
16.254875 |
15.714270000000003 |
¥-4.2万 |
-3.35% |
跌破0.618止损 |
| 11 |
2020-07-13 |
2020-07-16 |
17.482703238 |
16.30368 |
¥-8.2万 |
-6.77% |
跌破0.618止损 |
| 12 |
2020-10-29 |
2020-11-12 |
17.372560204999996 |
18.57141 |
¥7.7万 |
+6.87% |
重回前高 |
| 13 |
2021-01-05 |
2021-01-19 |
19.545381856 |
23.876099999999997 |
¥26.6万 |
+22.12% |
重回前高 |
| 14 |
2021-03-09 |
2021-04-13 |
23.800908130999996 |
22.99698 |
¥-5.0万 |
-3.41% |
跌破0.618止损 |
| 15 |
2021-05-27 |
2021-06-02 |
23.437029000000003 |
22.60737 |
¥-5.1万 |
-3.57% |
跌破0.618止损 |
| 16 |
2021-09-08 |
2021-09-16 |
19.855784948999997 |
18.73125 |
¥-7.8万 |
-5.69% |
跌破0.618止损 |
| 17 |
2021-10-12 |
2021-11-03 |
19.355134798999995 |
18.01197 |
¥-9.0万 |
-6.97% |
跌破0.618止损 |
| 18 |
2022-03-08 |
2022-03-10 |
21.177501345 |
20.859119999999997 |
¥-1.8万 |
-1.53% |
跌破0.618止损 |
| 19 |
2022-04-06 |
2022-04-26 |
21.217553356999996 |
20.35962 |
¥-4.8万 |
-4.07% |
跌破0.618止损 |
| 20 |
2022-04-29 |
2022-05-05 |
20.956285 |
20.32965 |
¥-3.4万 |
-3.02% |
跌破0.618止损 |
| 21 |
2022-06-16 |
2022-06-17 |
19.825745939999994 |
19.25073 |
¥-3.1万 |
-2.93% |
跌破0.618止损 |
| 22 |
2022-11-15 |
2022-12-06 |
16.621584979999998 |
17.7822 |
¥7.5万 |
+6.95% |
重回前高 |
| 23 |
2023-02-07 |
2023-02-20 |
17.152274138999996 |
16.74324 |
¥-2.8万 |
-2.41% |
跌破0.618止损 |
| 24 |
2024-04-01 |
2024-04-08 |
15.820544739999999 |
15.364620000000002 |
¥-3.3万 |
-2.91% |
跌破0.618止损 |
| 25 |
2024-04-16 |
2024-05-06 |
15.730427713000001 |
16.983 |
¥8.6万 |
+7.93% |
重回前高 |
| 26 |
2024-06-14 |
2024-07-10 |
17.202339154 |
16.40358 |
¥-5.5万 |
-4.67% |
跌破0.618止损 |
| 27 |
2024-10-31 |
2025-01-15 |
18.52405555 |
19.61037 |
¥6.5万 |
+5.83% |
重回前高 |
| 28 |
2025-04-09 |
2025-04-10 |
20.72691621 |
20.49948 |
¥-1.3万 |
-1.13% |
跌破0.618止损 |
| 29 |
2025-04-15 |
2025-05-07 |
20.867098251999995 |
20.879099999999994 |
¥324 |
+0.03% |
跌破0.618止损 |
| 30 |
2025-07-25 |
2025-08-01 |
23.210140954 |
22.5774 |
¥-3.2万 |
-2.76% |
跌破0.618止损 |
| 31 |
2025-11-13 |
2025-12-11 |
21.347722395999998 |
20.34963 |
¥-5.4万 |
-4.70% |
跌破0.618止损 |
逐笔成交记录（共 62 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 |
18.1181 |
55100.0 |
¥99.9万 |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
17.7822 |
55100.0 |
¥98.0万 |
止损触发 |
| 2015-10-14 |
黄金分割买点 |
买入 |
15.025009999999998 |
64800.0 |
¥97.4万 |
|
| 2015-12-23 |
重回前高 |
卖出 |
17.192790000000002 |
64800.0 |
¥1.11M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
16.396379999999997 |
67900.0 |
¥1.11M |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
15.83415 |
67900.0 |
¥1.07M |
止损触发 |
| 2016-03-17 |
黄金分割买点 |
买入 |
15.695679999999998 |
68500.0 |
¥1.08M |
|
| 2016-04-18 |
重回前高 |
卖出 |
15.73425 |
68500.0 |
¥1.08M |
|
| 2017-08-10 |
黄金分割买点 |
买入 |
17.267249999999997 |
62600.0 |
¥1.08M |
|
| 2017-09-28 |
跌破0.618止损 |
卖出 |
17.3826 |
62600.0 |
¥1.09M |
止损触发 |
| 2018-07-26 |
黄金分割买点 |
买入 |
15.345329999999999 |
71000.0 |
¥1.09M |
|
| 2018-09-25 |
重回前高 |
卖出 |
15.514469999999998 |
71000.0 |
¥1.10M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
17.54753 |
62200.0 |
¥1.09M |
|
| 2019-04-17 |
重回前高 |
卖出 |
20.379600000000003 |
62200.0 |
¥1.27M |
|
| 2019-05-09 |
黄金分割买点 |
买入 |
18.578559999999996 |
68300.0 |
¥1.27M |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
18.15183 |
68300.0 |
¥1.24M |
止损触发 |
| 2019-11-29 |
黄金分割买点 |
买入 |
19.008989999999997 |
65500.0 |
¥1.25M |
|
| 2020-01-17 |
跌破0.618止损 |
卖出 |
19.25073 |
65500.0 |
¥1.26M |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
16.25 |
77400.0 |
¥1.26M |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
15.714270000000003 |
77400.0 |
¥1.22M |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
17.47746 |
69100.0 |
¥1.21M |
|
| 2020-07-16 |
跌破0.618止损 |
卖出 |
16.30368 |
69100.0 |
¥1.13M |
止损触发 |
| 2020-10-29 |
黄金分割买点 |
买入 |
17.36735 |
64700.0 |
¥1.12M |
|
| 2020-11-12 |
重回前高 |
卖出 |
18.57141 |
64700.0 |
¥1.20M |
|
| 2021-01-05 |
黄金分割买点 |
买入 |
19.539519999999996 |
61600.0 |
¥1.20M |
|
| 2021-01-19 |
重回前高 |
卖出 |
23.876099999999997 |
61600.0 |
¥1.47M |
|
| 2021-03-09 |
黄金分割买点 |
买入 |
23.79377 |
62100.0 |
¥1.48M |
|
| 2021-04-13 |
跌破0.618止损 |
卖出 |
22.99698 |
62100.0 |
¥1.43M |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
23.43 |
60700.0 |
¥1.42M |
|
| 2021-06-02 |
跌破0.618止损 |
卖出 |
22.60737 |
60700.0 |
¥1.37M |
止损触发 |
| 2021-09-08 |
黄金分割买点 |
买入 |
19.849829999999997 |
69100.0 |
¥1.37M |
|
| 2021-09-16 |
跌破0.618止损 |
卖出 |
18.73125 |
69100.0 |
¥1.29M |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
19.349329999999995 |
67000.0 |
¥1.30M |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
18.01197 |
67000.0 |
¥1.21M |
止损触发 |
| 2022-03-08 |
黄金分割买点 |
买入 |
21.171149999999997 |
56600.0 |
¥1.20M |
|
| 2022-03-10 |
跌破0.618止损 |
卖出 |
20.859119999999997 |
56600.0 |
¥1.18M |
止损触发 |
| 2022-04-06 |
黄金分割买点 |
买入 |
21.21119 |
55600.0 |
¥1.18M |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
20.35962 |
55600.0 |
¥1.13M |
止损触发 |
| 2022-04-29 |
黄金分割买点 |
买入 |
20.95 |
54200.0 |
¥1.14M |
|
| 2022-05-05 |
跌破0.618止损 |
卖出 |
20.32965 |
54200.0 |
¥1.10M |
止损触发 |
| 2022-06-16 |
黄金分割买点 |
买入 |
19.819799999999997 |
53400.0 |
¥1.06M |
|
| 2022-06-17 |
跌破0.618止损 |
卖出 |
19.25073 |
53400.0 |
¥1.03M |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
16.6166 |
64600.0 |
¥1.07M |
|
| 2022-12-06 |
重回前高 |
卖出 |
17.7822 |
64600.0 |
¥1.15M |
|
| 2023-02-07 |
黄金分割买点 |
买入 |
17.147129999999997 |
67100.0 |
¥1.15M |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
16.74324 |
67100.0 |
¥1.12M |
止损触发 |
| 2024-04-01 |
黄金分割买点 |
买入 |
15.8158 |
71200.0 |
¥1.13M |
|
| 2024-04-08 |
跌破0.618止损 |
卖出 |
15.364620000000002 |
71200.0 |
¥1.09M |
止损触发 |
| 2024-04-16 |
黄金分割买点 |
买入 |
15.72571 |
69100.0 |
¥1.09M |
|
| 2024-05-06 |
重回前高 |
卖出 |
16.983 |
69100.0 |
¥1.17M |
|
| 2024-06-14 |
黄金分割买点 |
买入 |
17.19718 |
68500.0 |
¥1.18M |
|
| 2024-07-10 |
跌破0.618止损 |
卖出 |
16.40358 |
68500.0 |
¥1.12M |
止损触发 |
| 2024-10-31 |
黄金分割买点 |
买入 |
18.5185 |
59700.0 |
¥1.11M |
|
| 2025-01-15 |
重回前高 |
卖出 |
19.61037 |
59700.0 |
¥1.17M |
|
| 2025-04-09 |
黄金分割买点 |
买入 |
20.720699999999997 |
57000.0 |
¥1.18M |
|
| 2025-04-10 |
跌破0.618止损 |
卖出 |
20.49948 |
57000.0 |
¥1.17M |
止损触发 |
| 2025-04-15 |
黄金分割买点 |
买入 |
20.860839999999996 |
56400.0 |
¥1.18M |
|
| 2025-05-07 |
跌破0.618止损 |
卖出 |
20.879099999999994 |
56400.0 |
¥1.18M |
止损触发 |
| 2025-07-25 |
黄金分割买点 |
买入 |
23.20318 |
50300.0 |
¥1.17M |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
22.5774 |
50300.0 |
¥1.14M |
止损触发 |
| 2025-11-13 |
黄金分割买点 |
买入 |
21.341319999999996 |
53500.0 |
¥1.14M |
|
| 2025-12-11 |
跌破0.618止损 |
卖出 |
20.34963 |
53500.0 |
¥1.09M |
止损触发 |