601229 上海银行 — 斐波那契回调 回测明细
数据区间: 2016-11-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥68.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -31.60%）
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 16 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 |
2017-03-02 |
2017-03-31 |
24.281532274999996 |
23.1 |
¥-4.9万 |
-4.89% |
跌破0.618止损 |
| 2 |
2018-01-22 |
2018-02-12 |
16.044812 |
15.01497 |
¥-6.1万 |
-6.45% |
跌破0.618止损 |
| 3 |
2018-02-28 |
2018-03-05 |
15.450063628999999 |
15.15483 |
¥-1.7万 |
-1.94% |
跌破0.618止损 |
| 4 |
2018-05-15 |
2018-05-21 |
15.660336692 |
15.984 |
¥1.8万 |
+2.04% |
重回前高 |
| 5 |
2019-03-11 |
2019-04-17 |
12.065668614999998 |
12.85713 |
¥5.8万 |
+6.53% |
重回前高 |
| 6 |
2019-07-02 |
2019-07-04 |
12.155785641999998 |
9.06093 |
¥-24.1万 |
-25.48% |
跌破0.618止损 |
| 7 |
2020-02-18 |
2020-03-02 |
8.851494652 |
8.61 |
¥-1.9万 |
-2.76% |
跌破0.618止损 |
| 8 |
2020-03-06 |
2020-03-10 |
8.871520657999996 |
8.55 |
¥-2.5万 |
-3.65% |
跌破0.618止损 |
| 9 |
2020-07-09 |
2020-07-13 |
9.011702699999999 |
8.67132 |
¥-2.5万 |
-3.81% |
跌破0.618止损 |
| 10 |
2022-04-07 |
2022-04-12 |
6.858907054999999 |
6.66333 |
¥-1.8万 |
-2.88% |
跌破0.618止损 |
| 11 |
2024-06-18 |
2024-06-28 |
7.319505192999999 |
7.12287 |
¥-1.7万 |
-2.72% |
跌破0.618止损 |
| 12 |
2024-07-04 |
2024-07-12 |
7.409622219999999 |
7.22 |
¥-1.6万 |
-2.59% |
跌破0.618止损 |
| 13 |
2024-07-16 |
2024-07-26 |
7.489726244000001 |
7.38261 |
¥-8,572 |
-1.46% |
跌破0.618止损 |
| 14 |
2024-10-11 |
2024-12-10 |
7.870220357999999 |
8.6913 |
¥6.0万 |
+10.40% |
重回前高 |
| 15 |
2025-06-16 |
2025-07-07 |
10.393497114 |
11.418569999999999 |
¥6.3万 |
+9.83% |
重回前高 |
| 16 |
2025-11-25 |
2026-01-19 |
9.852794952 |
9.600389999999999 |
¥-1.8万 |
-2.59% |
跌破0.618止损 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-03-02 |
黄金分割买点 |
买入 |
24.27425 |
41100.0 |
¥99.8万 |
|
| 2017-03-31 |
跌破0.618止损 |
卖出 |
23.1 |
41100.0 |
¥94.9万 |
止损触发 |
| 2018-01-22 |
黄金分割买点 |
买入 |
16.04 |
59000.0 |
¥94.7万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
15.01497 |
59000.0 |
¥88.6万 |
止损触发 |
| 2018-02-28 |
黄金分割买点 |
买入 |
15.445429999999998 |
57000.0 |
¥88.1万 |
|
| 2018-03-05 |
跌破0.618止损 |
卖出 |
15.15483 |
57000.0 |
¥86.4万 |
止损触发 |
| 2018-05-15 |
黄金分割买点 |
买入 |
15.655639999999998 |
55500.0 |
¥86.9万 |
|
| 2018-05-21 |
重回前高 |
卖出 |
15.984 |
55500.0 |
¥88.7万 |
|
| 2019-03-11 |
黄金分割买点 |
买入 |
12.06205 |
73600.0 |
¥88.8万 |
|
| 2019-04-17 |
重回前高 |
卖出 |
12.85713 |
73600.0 |
¥94.6万 |
|
| 2019-07-02 |
黄金分割买点 |
买入 |
12.15214 |
77700.0 |
¥94.5万 |
|
| 2019-07-04 |
跌破0.618止损 |
卖出 |
9.06093 |
77700.0 |
¥70.4万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
8.84884 |
79600.0 |
¥70.5万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
8.61 |
79600.0 |
¥68.5万 |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
8.868859999999998 |
76900.0 |
¥68.2万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
8.55 |
76900.0 |
¥65.7万 |
止损触发 |
| 2020-07-09 |
黄金分割买点 |
买入 |
9.008999999999999 |
72800.0 |
¥65.6万 |
|
| 2020-07-13 |
跌破0.618止损 |
卖出 |
8.67132 |
72800.0 |
¥63.1万 |
止损触发 |
| 2022-04-07 |
黄金分割买点 |
买入 |
6.856849999999999 |
92700.0 |
¥63.6万 |
|
| 2022-04-12 |
跌破0.618止损 |
卖出 |
6.66333 |
92700.0 |
¥61.8万 |
止损触发 |
| 2024-06-18 |
黄金分割买点 |
买入 |
7.317309999999999 |
84400.0 |
¥61.8万 |
|
| 2024-06-28 |
跌破0.618止损 |
卖出 |
7.12287 |
84400.0 |
¥60.1万 |
止损触发 |
| 2024-07-04 |
黄金分割买点 |
买入 |
7.4074 |
81300.0 |
¥60.2万 |
|
| 2024-07-12 |
跌破0.618止损 |
卖出 |
7.22 |
81300.0 |
¥58.7万 |
止损触发 |
| 2024-07-16 |
黄金分割买点 |
买入 |
7.487480000000001 |
78400.0 |
¥58.7万 |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
7.38261 |
78400.0 |
¥57.9万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
7.867859999999999 |
73500.0 |
¥57.8万 |
|
| 2024-12-10 |
重回前高 |
卖出 |
8.6913 |
73500.0 |
¥63.9万 |
|
| 2025-06-16 |
黄金分割买点 |
买入 |
10.39038 |
61200.0 |
¥63.6万 |
|
| 2025-07-07 |
重回前高 |
卖出 |
11.418569999999999 |
61200.0 |
¥69.9万 |
|
| 2025-11-25 |
黄金分割买点 |
买入 |
9.849839999999999 |
71100.0 |
¥70.1万 |
|
| 2026-01-19 |
跌破0.618止损 |
卖出 |
9.600389999999999 |
71100.0 |
¥68.2万 |
止损触发 |