601186 中国铁建 — 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: ¥68.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -31.06%）
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 41 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 |
2015-05-08 |
2015-06-17 |
20.506630144 |
18.981 |
¥-7.4万 |
-7.47% |
跌破0.618止损 |
| 2 |
2015-10-21 |
2015-12-01 |
16.421324919999996 |
13.74624 |
¥-15.1万 |
-16.32% |
跌破0.618止损 |
| 3 |
2016-04-05 |
2016-05-09 |
11.374771407999997 |
10.16982 |
¥-8.1万 |
-10.62% |
跌破0.618止损 |
| 4 |
2016-07-14 |
2016-07-19 |
10.333419095999998 |
9.12087 |
¥-8.1万 |
-11.76% |
跌破0.618止损 |
| 5 |
2016-10-17 |
2016-10-21 |
9.642521889000001 |
10.4895 |
¥5.3万 |
+8.75% |
重回前高 |
| 6 |
2016-10-31 |
2016-11-28 |
10.243302069 |
12.537450000000002 |
¥14.8万 |
+22.36% |
重回前高 |
| 7 |
2016-12-09 |
2017-04-27 |
11.835369545999997 |
12.76722 |
¥6.3万 |
+7.84% |
跌破0.618止损 |
| 8 |
2017-07-17 |
2017-08-14 |
12.866708854999999 |
11.92806 |
¥-6.4万 |
-7.32% |
跌破0.618止损 |
| 9 |
2018-09-06 |
2018-10-15 |
10.043042008999997 |
11.458530000000001 |
¥11.3万 |
+14.06% |
重回前高 |
| 10 |
2018-10-19 |
2018-10-25 |
10.013002999999998 |
9.99 |
¥-2,350 |
-0.26% |
跌破0.618止损 |
| 11 |
2018-11-13 |
2018-12-26 |
10.703900206999998 |
10.74924 |
¥3,567 |
+0.39% |
跌破0.618止损 |
| 12 |
2019-01-08 |
2019-01-11 |
11.164498345 |
10.709280000000001 |
¥-3.8万 |
-4.11% |
跌破0.618止损 |
| 13 |
2019-03-13 |
2019-04-08 |
11.184524350999999 |
12.277709999999999 |
¥8.6万 |
+9.74% |
重回前高 |
| 14 |
2019-09-24 |
2019-11-01 |
9.722625912999998 |
9.39 |
¥-3.4万 |
-3.45% |
跌破0.618止损 |
| 15 |
2019-11-05 |
2019-11-12 |
9.752664922 |
9.37062 |
¥-3.7万 |
-3.95% |
跌破0.618止损 |
| 16 |
2019-11-15 |
2019-11-18 |
9.612482879999998 |
9.43056 |
¥-1.7万 |
-1.92% |
跌破0.618止损 |
| 17 |
2019-11-26 |
2019-12-05 |
9.732638916 |
9.66033 |
¥-6,836 |
-0.77% |
跌破0.618止损 |
| 18 |
2020-02-21 |
2020-02-26 |
9.392196813999998 |
8.86113 |
¥-5.0万 |
-5.68% |
跌破0.618止损 |
| 19 |
2020-02-28 |
2020-03-03 |
9.252014771999999 |
10.97901 |
¥15.2万 |
+18.63% |
重回前高 |
| 20 |
2020-03-19 |
2020-03-27 |
9.962937984999998 |
9.47052 |
¥-4.9万 |
-4.97% |
跌破0.618止损 |
| 21 |
2020-04-03 |
2020-05-13 |
9.802729936999999 |
9.620370000000001 |
¥-1.7万 |
-1.89% |
跌破0.618止损 |
| 22 |
2020-07-08 |
2020-07-17 |
9.502339847 |
9.04095 |
¥-4.5万 |
-4.88% |
跌破0.618止损 |
| 23 |
2020-07-22 |
2020-07-28 |
9.322105792999999 |
8.75124 |
¥-5.3万 |
-6.15% |
跌破0.618止损 |
| 24 |
2020-08-05 |
2020-08-10 |
9.161897745 |
8.931059999999999 |
¥-2.1万 |
-2.55% |
跌破0.618止损 |
| 25 |
2020-08-11 |
2020-08-25 |
9.201949756999998 |
8.92107 |
¥-2.4万 |
-3.08% |
跌破0.618止损 |
| 26 |
2021-04-02 |
2021-05-19 |
8.120545432999997 |
7.75224 |
¥-3.5万 |
-4.56% |
跌破0.618止损 |
| 27 |
2021-09-16 |
2021-09-28 |
8.601169577 |
8.02 |
¥-5.0万 |
-6.78% |
跌破0.618止损 |
| 28 |
2021-12-27 |
2022-01-11 |
7.830168345999998 |
8.41158 |
¥5.1万 |
+7.39% |
重回前高 |
| 29 |
2022-01-17 |
2022-02-08 |
7.920285373 |
8.74125 |
¥7.6万 |
+10.33% |
重回前高 |
| 30 |
2022-03-04 |
2022-03-09 |
8.160597444999999 |
7.90209 |
¥-2.6万 |
-3.20% |
跌破0.618止损 |
| 31 |
2022-04-07 |
2022-04-22 |
8.130558436 |
7.582409999999999 |
¥-5.3万 |
-6.77% |
跌破0.618止损 |
| 32 |
2022-05-25 |
2022-06-23 |
7.960337385 |
7.772220000000001 |
¥-1.8万 |
-2.39% |
跌破0.618止损 |
| 33 |
2023-02-08 |
2023-02-20 |
8.030428405999997 |
7.85214 |
¥-1.6万 |
-2.25% |
跌破0.618止损 |
| 34 |
2023-02-22 |
2023-02-24 |
8.140571439 |
8.10189 |
¥-3,515 |
-0.51% |
跌破0.618止损 |
| 35 |
2023-03-29 |
2023-04-17 |
9.151884741999998 |
10.30968 |
¥8.7万 |
+12.62% |
重回前高 |
| 36 |
2023-05-16 |
2023-05-25 |
10.974251288 |
9.75024 |
¥-8.7万 |
-11.18% |
跌破0.618止损 |
| 37 |
2023-08-09 |
2023-08-24 |
10.31339309 |
9.93006 |
¥-2.6万 |
-3.75% |
跌破0.618止损 |
| 38 |
2024-02-02 |
2024-05-14 |
8.210662459999998 |
8.86113 |
¥5.2万 |
+7.89% |
重回前高 |
| 39 |
2024-12-27 |
2025-01-02 |
9.292066783999998 |
9.16083 |
¥-1.0万 |
-1.44% |
跌破0.618止损 |
| 40 |
2025-04-09 |
2025-07-03 |
8.040441409 |
8.07192 |
¥2,572 |
+0.36% |
重回前高 |
| 41 |
2026-07-21 |
2026-07-29 |
6.478412940999999 |
6.233760000000001 |
¥-2.7万 |
-3.81% |
跌破0.618止损 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-08 |
黄金分割买点 |
买入 |
20.50048 |
48500.0 |
¥99.5万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
18.981 |
48500.0 |
¥92.0万 |
止损触发 |
| 2015-10-21 |
黄金分割买点 |
买入 |
16.416399999999996 |
56300.0 |
¥92.5万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
13.74624 |
56300.0 |
¥77.4万 |
止损触发 |
| 2016-04-05 |
黄金分割买点 |
买入 |
11.371359999999997 |
67200.0 |
¥76.4万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
10.16982 |
67200.0 |
¥68.3万 |
止损触发 |
| 2016-07-14 |
黄金分割买点 |
买入 |
10.330319999999999 |
67000.0 |
¥69.2万 |
|
| 2016-07-19 |
跌破0.618止损 |
卖出 |
9.12087 |
67000.0 |
¥61.1万 |
止损触发 |
| 2016-10-17 |
黄金分割买点 |
买入 |
9.63963 |
63100.0 |
¥60.8万 |
|
| 2016-10-21 |
重回前高 |
卖出 |
10.4895 |
63100.0 |
¥66.2万 |
|
| 2016-10-31 |
黄金分割买点 |
买入 |
10.240229999999999 |
64700.0 |
¥66.3万 |
|
| 2016-11-28 |
重回前高 |
卖出 |
12.537450000000002 |
64700.0 |
¥81.1万 |
|
| 2016-12-09 |
黄金分割买点 |
买入 |
11.831819999999999 |
67500.0 |
¥79.9万 |
|
| 2017-04-27 |
跌破0.618止损 |
卖出 |
12.76722 |
67500.0 |
¥86.2万 |
止损触发 |
| 2017-07-17 |
黄金分割买点 |
买入 |
12.862849999999998 |
68100.0 |
¥87.6万 |
|
| 2017-08-14 |
跌破0.618止损 |
卖出 |
11.92806 |
68100.0 |
¥81.2万 |
止损触发 |
| 2018-09-06 |
黄金分割买点 |
买入 |
10.040029999999998 |
80100.0 |
¥80.4万 |
|
| 2018-10-15 |
重回前高 |
卖出 |
11.458530000000001 |
80100.0 |
¥91.8万 |
|
| 2018-10-19 |
黄金分割买点 |
买入 |
10.009999999999998 |
90400.0 |
¥90.5万 |
|
| 2018-10-25 |
跌破0.618止损 |
卖出 |
9.99 |
90400.0 |
¥90.3万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
10.700689999999998 |
84700.0 |
¥90.7万 |
|
| 2018-12-26 |
跌破0.618止损 |
卖出 |
10.74924 |
84700.0 |
¥91.0万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
11.16115 |
82600.0 |
¥92.2万 |
|
| 2019-01-11 |
跌破0.618止损 |
卖出 |
10.709280000000001 |
82600.0 |
¥88.4万 |
止损触发 |
| 2019-03-13 |
黄金分割买点 |
买入 |
11.181169999999998 |
78800.0 |
¥88.1万 |
|
| 2019-04-08 |
重回前高 |
卖出 |
12.277709999999999 |
78800.0 |
¥96.7万 |
|
| 2019-09-24 |
黄金分割买点 |
买入 |
9.71971 |
100000.0 |
¥97.2万 |
|
| 2019-11-01 |
跌破0.618止损 |
卖出 |
9.39 |
100000.0 |
¥93.9万 |
止损触发 |
| 2019-11-05 |
黄金分割买点 |
买入 |
9.74974 |
96300.0 |
¥93.9万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
9.37062 |
96300.0 |
¥90.2万 |
止损触发 |
| 2019-11-15 |
黄金分割买点 |
买入 |
9.609599999999999 |
93400.0 |
¥89.8万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
9.43056 |
93400.0 |
¥88.1万 |
止损触发 |
| 2019-11-26 |
黄金分割买点 |
买入 |
9.72972 |
90900.0 |
¥88.5万 |
|
| 2019-12-05 |
跌破0.618止损 |
卖出 |
9.66033 |
90900.0 |
¥87.8万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
9.38938 |
93400.0 |
¥87.7万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
8.86113 |
93400.0 |
¥82.7万 |
止损触发 |
| 2020-02-28 |
黄金分割买点 |
买入 |
9.249239999999999 |
87900.0 |
¥81.3万 |
|
| 2020-03-03 |
重回前高 |
卖出 |
10.97901 |
87900.0 |
¥96.5万 |
|
| 2020-03-19 |
黄金分割买点 |
买入 |
9.959949999999997 |
98500.0 |
¥98.1万 |
|
| 2020-03-27 |
跌破0.618止损 |
卖出 |
9.47052 |
98500.0 |
¥93.3万 |
止损触发 |
| 2020-04-03 |
黄金分割买点 |
买入 |
9.799789999999998 |
94400.0 |
¥92.5万 |
|
| 2020-05-13 |
跌破0.618止损 |
卖出 |
9.620370000000001 |
94400.0 |
¥90.8万 |
止损触发 |
| 2020-07-08 |
黄金分割买点 |
买入 |
9.49949 |
96000.0 |
¥91.2万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
9.04095 |
96000.0 |
¥86.8万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
9.31931 |
93200.0 |
¥86.9万 |
|
| 2020-07-28 |
跌破0.618止损 |
卖出 |
8.75124 |
93200.0 |
¥81.5万 |
止损触发 |
| 2020-08-05 |
黄金分割买点 |
买入 |
9.159149999999999 |
88500.0 |
¥81.1万 |
|
| 2020-08-10 |
跌破0.618止损 |
卖出 |
8.931059999999999 |
88500.0 |
¥79.0万 |
止损触发 |
| 2020-08-11 |
黄金分割买点 |
买入 |
9.199189999999998 |
86300.0 |
¥79.4万 |
|
| 2020-08-25 |
跌破0.618止损 |
卖出 |
8.92107 |
86300.0 |
¥77.0万 |
止损触发 |
| 2021-04-02 |
黄金分割买点 |
买入 |
8.118109999999998 |
94500.0 |
¥76.7万 |
|
| 2021-05-19 |
跌破0.618止损 |
卖出 |
7.75224 |
94500.0 |
¥73.2万 |
止损触发 |
| 2021-09-16 |
黄金分割买点 |
买入 |
8.59859 |
85400.0 |
¥73.5万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
8.02 |
85400.0 |
¥68.5万 |
止损触发 |
| 2021-12-27 |
黄金分割买点 |
买入 |
7.827819999999999 |
87500.0 |
¥68.5万 |
|
| 2022-01-11 |
重回前高 |
卖出 |
8.41158 |
87500.0 |
¥73.6万 |
|
| 2022-01-17 |
黄金分割买点 |
买入 |
7.917909999999999 |
92800.0 |
¥73.5万 |
|
| 2022-02-08 |
重回前高 |
卖出 |
8.74125 |
92800.0 |
¥81.1万 |
|
| 2022-03-04 |
黄金分割买点 |
买入 |
8.15815 |
99000.0 |
¥80.8万 |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
7.90209 |
99000.0 |
¥78.2万 |
止损触发 |
| 2022-04-07 |
黄金分割买点 |
买入 |
8.12812 |
96000.0 |
¥78.1万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
7.582409999999999 |
96000.0 |
¥72.8万 |
止损触发 |
| 2022-05-25 |
黄金分割买点 |
买入 |
7.957949999999999 |
91900.0 |
¥73.2万 |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
7.772220000000001 |
91900.0 |
¥71.4万 |
止损触发 |
| 2023-02-08 |
黄金分割买点 |
买入 |
8.028019999999998 |
88900.0 |
¥71.4万 |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
7.85214 |
88900.0 |
¥69.8万 |
止损触发 |
| 2023-02-22 |
黄金分割买点 |
买入 |
8.13813 |
85500.0 |
¥69.6万 |
|
| 2023-02-24 |
跌破0.618止损 |
卖出 |
8.10189 |
85500.0 |
¥69.3万 |
止损触发 |
| 2023-03-29 |
黄金分割买点 |
买入 |
9.14914 |
75400.0 |
¥69.0万 |
|
| 2023-04-17 |
重回前高 |
卖出 |
10.30968 |
75400.0 |
¥77.7万 |
|
| 2023-05-16 |
黄金分割买点 |
买入 |
10.97096 |
71100.0 |
¥78.0万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
9.75024 |
71100.0 |
¥69.3万 |
止损触发 |
| 2023-08-09 |
黄金分割买点 |
买入 |
10.3103 |
67100.0 |
¥69.2万 |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
9.93006 |
67100.0 |
¥66.6万 |
止损触发 |
| 2024-02-02 |
黄金分割买点 |
买入 |
8.208199999999998 |
81000.0 |
¥66.5万 |
|
| 2024-05-14 |
重回前高 |
卖出 |
8.86113 |
81000.0 |
¥71.8万 |
|
| 2024-12-27 |
黄金分割买点 |
买入 |
9.289279999999998 |
77600.0 |
¥72.1万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
9.16083 |
77600.0 |
¥71.1万 |
止损触发 |
| 2025-04-09 |
黄金分割买点 |
买入 |
8.03803 |
88500.0 |
¥71.2万 |
|
| 2025-07-03 |
重回前高 |
卖出 |
8.07192 |
88500.0 |
¥71.4万 |
|
| 2026-07-21 |
黄金分割买点 |
买入 |
6.47647 |
110200.0 |
¥71.4万 |
|
| 2026-07-29 |
跌破0.618止损 |
卖出 |
6.233760000000001 |
110200.0 |
¥68.7万 |
止损触发 |