601211 国泰君安 — 斐波那契回调 回测明细
数据区间: 2015-06-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥38.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -61.99%）
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 32 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 |
2015-12-02 |
2016-01-05 |
22.359035698999996 |
21.2787 |
¥-4.9万 |
-4.86% |
跌破0.618止损 |
| 2 |
2016-04-06 |
2016-05-10 |
19.675550895 |
17.36262 |
¥-11.1万 |
-11.78% |
跌破0.618止损 |
| 3 |
2016-07-13 |
2016-08-02 |
18.534068553 |
17.49249 |
¥-4.7万 |
-5.65% |
跌破0.618止损 |
| 4 |
2016-08-19 |
2016-09-21 |
18.62418558 |
18.00198 |
¥-2.7万 |
-3.37% |
跌破0.618止损 |
| 5 |
2016-12-06 |
2016-12-20 |
19.234978763 |
18.631349999999998 |
¥-2.4万 |
-3.17% |
跌破0.618止损 |
| 6 |
2017-01-23 |
2017-02-08 |
19.285784 |
18.76122 |
¥-2.0万 |
-2.75% |
跌破0.618止损 |
| 7 |
2017-08-10 |
2017-08-22 |
19.775680924999996 |
19.86012 |
¥2,849 |
+0.40% |
跌破0.618止损 |
| 8 |
2018-01-31 |
2018-02-07 |
20.076071014999997 |
19.77021 |
¥-1.1万 |
-1.55% |
跌破0.618止损 |
| 9 |
2018-11-09 |
2018-11-20 |
14.969439484999999 |
16.37361 |
¥6.6万 |
+9.35% |
重回前高 |
| 10 |
2018-12-24 |
2019-02-11 |
15.500128643999998 |
16.983 |
¥7.3万 |
+9.53% |
重回前高 |
| 11 |
2019-03-28 |
2019-05-07 |
18.744341615999996 |
17.23275 |
¥-6.8万 |
-8.09% |
跌破0.618止损 |
| 12 |
2019-07-02 |
2019-07-09 |
18.674250594999997 |
17.72226 |
¥-4.0万 |
-5.13% |
跌破0.618止损 |
| 13 |
2019-07-16 |
2019-08-06 |
18.193626451 |
16.533450000000002 |
¥-6.8万 |
-9.15% |
跌破0.618止损 |
| 14 |
2019-08-20 |
2019-09-09 |
17.442651226 |
19.180799999999998 |
¥6.7万 |
+9.93% |
重回前高 |
| 15 |
2019-09-25 |
2019-10-09 |
18.063457411999998 |
17.27271 |
¥-3.3万 |
-4.41% |
跌破0.618止损 |
| 16 |
2019-10-15 |
2019-10-21 |
18.103509423999995 |
17.39259 |
¥-2.8万 |
-3.96% |
跌破0.618止损 |
| 17 |
2019-12-16 |
2020-01-06 |
18.003379394 |
18.64134 |
¥2.4万 |
+3.51% |
重回前高 |
| 18 |
2020-02-18 |
2020-03-02 |
17.662937292 |
17.202779999999997 |
¥-1.8万 |
-2.63% |
跌破0.618止损 |
| 19 |
2020-03-10 |
2020-03-17 |
17.82314534 |
16.7832 |
¥-4.0万 |
-5.86% |
跌破0.618止损 |
| 20 |
2020-07-21 |
2020-08-13 |
19.575420864999998 |
18.23175 |
¥-4.5万 |
-6.89% |
跌破0.618止损 |
| 21 |
2020-08-19 |
2020-09-11 |
19.675550894999997 |
18.37161 |
¥-4.0万 |
-6.66% |
跌破0.618止损 |
| 22 |
2021-08-26 |
2021-11-03 |
17.795337 |
17.14284 |
¥-2.1万 |
-3.70% |
跌破0.618止损 |
| 23 |
2022-06-17 |
2022-07-18 |
15.099608523999999 |
13.995989999999999 |
¥-3.9万 |
-7.34% |
跌破0.618止损 |
| 24 |
2023-05-12 |
2023-05-24 |
15.369959604999998 |
14.745239999999999 |
¥-2.1万 |
-4.09% |
跌破0.618止损 |
| 25 |
2023-08-15 |
2023-08-31 |
15.269829574999997 |
14.745239999999999 |
¥-1.7万 |
-3.46% |
跌破0.618止损 |
| 26 |
2023-11-07 |
2024-01-10 |
15.239790566 |
14.4855 |
¥-2.3万 |
-4.98% |
跌破0.618止损 |
| 27 |
2024-05-30 |
2024-06-04 |
14.0182042 |
13.6 |
¥-1.3万 |
-3.01% |
跌破0.618止损 |
| 28 |
2024-11-29 |
2025-01-03 |
18.764367621999995 |
17.852130000000002 |
¥-2.1万 |
-4.89% |
跌破0.618止损 |
| 29 |
2025-04-28 |
2025-06-06 |
17.212352156999998 |
18.401580000000003 |
¥2.8万 |
+6.88% |
重回前高 |
| 30 |
2025-09-03 |
2025-09-09 |
20.476591134999996 |
19.49049 |
¥-2.1万 |
-4.84% |
跌破0.618止损 |
| 31 |
2026-01-15 |
2026-01-22 |
20.686864198000002 |
19.94 |
¥-1.5万 |
-3.64% |
跌破0.618止损 |
| 32 |
2026-07-13 |
2026-08-26 |
18.32379549 |
17.34264 |
¥-2.2万 |
-5.38% |
跌破0.618止损 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-12-02 |
黄金分割买点 |
买入 |
22.352329999999995 |
44700.0 |
¥99.9万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
21.2787 |
44700.0 |
¥95.1万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
19.669649999999997 |
47800.0 |
¥94.0万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
17.36262 |
47800.0 |
¥83.0万 |
止损触发 |
| 2016-07-13 |
黄金分割买点 |
买入 |
18.52851 |
45300.0 |
¥84.0万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
17.49249 |
45300.0 |
¥79.2万 |
止损触发 |
| 2016-08-19 |
黄金分割买点 |
买入 |
18.6186 |
42500.0 |
¥79.2万 |
|
| 2016-09-21 |
跌破0.618止损 |
卖出 |
18.00198 |
42500.0 |
¥76.5万 |
止损触发 |
| 2016-12-06 |
黄金分割买点 |
买入 |
19.22921 |
39800.0 |
¥76.6万 |
|
| 2016-12-20 |
跌破0.618止损 |
卖出 |
18.631349999999998 |
39800.0 |
¥74.1万 |
止损触发 |
| 2017-01-23 |
黄金分割买点 |
买入 |
19.28 |
38400.0 |
¥74.1万 |
|
| 2017-02-08 |
跌破0.618止损 |
卖出 |
18.76122 |
38400.0 |
¥72.0万 |
止损触发 |
| 2017-08-10 |
黄金分割买点 |
买入 |
19.76975 |
36300.0 |
¥71.8万 |
|
| 2017-08-22 |
跌破0.618止损 |
卖出 |
19.86012 |
36300.0 |
¥72.1万 |
止损触发 |
| 2018-01-31 |
黄金分割买点 |
买入 |
20.07005 |
36000.0 |
¥72.3万 |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
19.77021 |
36000.0 |
¥71.2万 |
止损触发 |
| 2018-11-09 |
黄金分割买点 |
买入 |
14.964949999999998 |
47500.0 |
¥71.1万 |
|
| 2018-11-20 |
重回前高 |
卖出 |
16.37361 |
47500.0 |
¥77.8万 |
|
| 2018-12-24 |
黄金分割买点 |
买入 |
15.495479999999999 |
49700.0 |
¥77.0万 |
|
| 2019-02-11 |
重回前高 |
卖出 |
16.983 |
49700.0 |
¥84.4万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
18.738719999999997 |
44900.0 |
¥84.2万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
17.23275 |
44900.0 |
¥77.4万 |
止损触发 |
| 2019-07-02 |
黄金分割买点 |
买入 |
18.668649999999996 |
41700.0 |
¥77.9万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
17.72226 |
41700.0 |
¥73.9万 |
止损触发 |
| 2019-07-16 |
黄金分割买点 |
买入 |
18.18817 |
40700.0 |
¥74.0万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
16.533450000000002 |
40700.0 |
¥67.3万 |
止损触发 |
| 2019-08-20 |
黄金分割买点 |
买入 |
17.43742 |
38400.0 |
¥67.0万 |
|
| 2019-09-09 |
重回前高 |
卖出 |
19.180799999999998 |
38400.0 |
¥73.6万 |
|
| 2019-09-25 |
黄金分割买点 |
买入 |
18.05804 |
41000.0 |
¥74.1万 |
|
| 2019-10-09 |
跌破0.618止损 |
卖出 |
17.27271 |
41000.0 |
¥70.8万 |
止损触发 |
| 2019-10-15 |
黄金分割买点 |
买入 |
18.098079999999996 |
39200.0 |
¥71.0万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
17.39259 |
39200.0 |
¥68.2万 |
止损触发 |
| 2019-12-16 |
黄金分割买点 |
买入 |
17.99798 |
37900.0 |
¥68.2万 |
|
| 2020-01-06 |
重回前高 |
卖出 |
18.64134 |
37900.0 |
¥70.6万 |
|
| 2020-02-18 |
黄金分割买点 |
买入 |
17.657639999999997 |
39700.0 |
¥70.1万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
17.202779999999997 |
39700.0 |
¥68.3万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
17.8178 |
38300.0 |
¥68.3万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
16.7832 |
38300.0 |
¥64.3万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
19.56955 |
33000.0 |
¥64.6万 |
|
| 2020-08-13 |
跌破0.618止损 |
卖出 |
18.23175 |
33000.0 |
¥60.1万 |
止损触发 |
| 2020-08-19 |
黄金分割买点 |
买入 |
19.669649999999997 |
30600.0 |
¥60.2万 |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
18.37161 |
30600.0 |
¥56.2万 |
止损触发 |
| 2021-08-26 |
黄金分割买点 |
买入 |
17.79 |
31700.0 |
¥56.4万 |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
17.14284 |
31700.0 |
¥54.3万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
15.095079999999996 |
35600.0 |
¥53.8万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
13.995989999999999 |
35600.0 |
¥49.8万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
15.365349999999998 |
32700.0 |
¥50.3万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
14.745239999999999 |
32700.0 |
¥48.2万 |
止损触发 |
| 2023-08-15 |
黄金分割买点 |
买入 |
15.265249999999998 |
31400.0 |
¥47.9万 |
|
| 2023-08-31 |
跌破0.618止损 |
卖出 |
14.745239999999999 |
31400.0 |
¥46.3万 |
止损触发 |
| 2023-11-07 |
黄金分割买点 |
买入 |
15.235219999999998 |
30400.0 |
¥46.3万 |
|
| 2024-01-10 |
跌破0.618止损 |
卖出 |
14.4855 |
30400.0 |
¥44.0万 |
止损触发 |
| 2024-05-30 |
黄金分割买点 |
买入 |
14.014 |
31400.0 |
¥44.0万 |
|
| 2024-06-04 |
跌破0.618止损 |
卖出 |
13.6 |
31400.0 |
¥42.7万 |
止损触发 |
| 2024-11-29 |
黄金分割买点 |
买入 |
18.758739999999996 |
22800.0 |
¥42.8万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
17.852130000000002 |
22800.0 |
¥40.7万 |
止损触发 |
| 2025-04-28 |
黄金分割买点 |
买入 |
17.20719 |
23700.0 |
¥40.8万 |
|
| 2025-06-06 |
重回前高 |
卖出 |
18.401580000000003 |
23700.0 |
¥43.6万 |
|
| 2025-09-03 |
黄金分割买点 |
买入 |
20.470449999999996 |
21300.0 |
¥43.6万 |
|
| 2025-09-09 |
跌破0.618止损 |
卖出 |
19.49049 |
21300.0 |
¥41.5万 |
止损触发 |
| 2026-01-15 |
黄金分割买点 |
买入 |
20.68066 |
19900.0 |
¥41.2万 |
|
| 2026-01-22 |
跌破0.618止损 |
卖出 |
19.94 |
19900.0 |
¥39.7万 |
止损触发 |
| 2026-07-13 |
黄金分割买点 |
买入 |
18.318299999999997 |
21800.0 |
¥39.9万 |
|
| 2026-08-26 |
跌破0.618止损 |
卖出 |
17.34264 |
21800.0 |
¥37.8万 |
止损触发 |