601238 广汽集团 — 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: ¥1.60M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +60.15%）
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 49 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 |
2015-06-08 |
11.314693389999999 |
14.585399999999998 |
¥28.7万 |
+28.87% |
重回前高 |
| 2 |
2015-06-30 |
2015-07-09 |
14.41872432 |
11.03 |
¥-29.6万 |
-23.53% |
跌破0.618止损 |
| 3 |
2015-08-25 |
2015-11-06 |
15.640310685999998 |
22.4775 |
¥38.8万 |
+43.67% |
重回前高 |
| 4 |
2015-11-30 |
2016-01-05 |
20.52665615 |
20.009970000000003 |
¥-3.5万 |
-2.55% |
跌破0.618止损 |
| 5 |
2016-01-11 |
2016-01-13 |
21.72821651 |
20.3796 |
¥-8.2万 |
-6.23% |
跌破0.618止损 |
| 6 |
2016-04-01 |
2016-07-11 |
20.456565128999994 |
22.147830000000003 |
¥10.3万 |
+8.24% |
跌破0.618止损 |
| 7 |
2016-07-20 |
2016-08-09 |
23.460466029 |
25.214759999999995 |
¥10.1万 |
+7.45% |
重回前高 |
| 8 |
2016-08-17 |
2016-09-01 |
24.071259211999994 |
23.21676 |
¥-5.2万 |
-3.58% |
跌破0.618止损 |
| 9 |
2016-12-06 |
2016-12-20 |
23.941090172999992 |
22.95702 |
¥-5.8万 |
-4.14% |
跌破0.618止损 |
| 10 |
2017-01-16 |
2017-01-24 |
24.331597289999998 |
23.586389999999994 |
¥-4.2万 |
-3.09% |
跌破0.618止损 |
| 11 |
2017-02-24 |
2017-04-25 |
25.423014617 |
24.88 |
¥-2.8万 |
-2.17% |
跌破0.618止损 |
| 12 |
2017-04-28 |
2017-05-24 |
25.53315765 |
24.975 |
¥-2.8万 |
-2.22% |
跌破0.618止损 |
| 13 |
2017-07-07 |
2017-07-11 |
26.734718009999998 |
25.81 |
¥-4.4万 |
-3.49% |
跌破0.618止损 |
| 14 |
2017-08-18 |
2017-10-12 |
25.633287679999995 |
27.6723 |
¥9.4万 |
+7.92% |
重回前高 |
| 15 |
2017-11-03 |
2017-11-21 |
27.285433174999998 |
24.625349999999997 |
¥-12.8万 |
-9.78% |
跌破0.618止损 |
| 16 |
2018-03-13 |
2018-03-23 |
22.879711855000004 |
21.5784 |
¥-6.7万 |
-5.72% |
跌破0.618止损 |
| 17 |
2019-03-15 |
2019-04-18 |
11.555005461999999 |
14.85513 |
¥31.7万 |
+28.52% |
重回前高 |
| 18 |
2019-04-29 |
2019-05-07 |
12.926786873 |
11.518469999999999 |
¥-15.6万 |
-10.92% |
跌破0.618止损 |
| 19 |
2019-07-31 |
2019-08-05 |
11.323396 |
10.80918 |
¥-5.8万 |
-4.57% |
跌破0.618止损 |
| 20 |
2019-09-04 |
2019-09-16 |
11.354745401999999 |
12.7872 |
¥15.3万 |
+12.58% |
重回前高 |
| 21 |
2019-10-25 |
2019-10-31 |
12.065668614999998 |
11.37861 |
¥-7.8万 |
-5.72% |
跌破0.618止损 |
| 22 |
2020-01-06 |
2020-01-22 |
12.11573363 |
10.989 |
¥-11.9万 |
-9.33% |
跌破0.618止损 |
| 23 |
2020-02-18 |
2020-03-23 |
11.044342308999997 |
10.47951 |
¥-6.0万 |
-5.14% |
跌破0.618止损 |
| 24 |
2020-03-26 |
2020-03-30 |
11.024316302999999 |
10.70928 |
¥-3.2万 |
-2.89% |
跌破0.618止损 |
| 25 |
2020-07-15 |
2020-07-16 |
9.842781948999999 |
9.590399999999999 |
¥-2.8万 |
-2.59% |
跌破0.618止损 |
| 26 |
2020-08-24 |
2020-09-25 |
10.393497114 |
9.94005 |
¥-4.6万 |
-4.39% |
跌破0.618止损 |
| 27 |
2020-10-14 |
2020-10-22 |
10.293367083999998 |
11.43855 |
¥11.0万 |
+11.09% |
重回前高 |
| 28 |
2020-11-17 |
2020-11-23 |
12.466188735 |
14.59539 |
¥19.0万 |
+17.04% |
重回前高 |
| 29 |
2020-12-07 |
2021-01-14 |
13.163948 |
11.988 |
¥-11.5万 |
-8.96% |
跌破0.618止损 |
| 30 |
2021-04-21 |
2021-04-28 |
11.373411 |
10.63935 |
¥-7.5万 |
-6.48% |
跌破0.618止损 |
| 31 |
2021-05-11 |
2021-07-06 |
11.144472339 |
13.476510000000001 |
¥22.9万 |
+20.89% |
重回前高 |
| 32 |
2021-07-19 |
2021-07-29 |
14.328607293 |
13.286700000000002 |
¥-9.7万 |
-7.30% |
跌破0.618止损 |
| 33 |
2021-08-04 |
2021-08-30 |
13.968139184999997 |
17.202779999999997 |
¥28.6万 |
+23.12% |
重回前高 |
| 34 |
2021-09-17 |
2021-09-29 |
17.292456180999995 |
15.63435 |
¥-14.7万 |
-9.62% |
跌破0.618止损 |
| 35 |
2021-10-14 |
2021-11-17 |
17.52275525 |
16.69329 |
¥-6.6万 |
-4.76% |
跌破0.618止损 |
| 36 |
2021-12-14 |
2021-12-15 |
17.015103000000003 |
16.2837 |
¥-5.7万 |
-4.33% |
跌破0.618止损 |
| 37 |
2022-05-05 |
2022-05-16 |
12.015603599999997 |
13.55643 |
¥15.8万 |
+12.79% |
重回前高 |
| 38 |
2022-07-26 |
2022-08-11 |
14.478802337999998 |
14.845139999999999 |
¥3.5万 |
+2.50% |
跌破0.618止损 |
| 39 |
2023-02-03 |
2023-02-09 |
11.91547357 |
11.608379999999999 |
¥-3.8万 |
-2.61% |
跌破0.618止损 |
| 40 |
2023-08-14 |
2023-08-16 |
11.003300000000001 |
10.739250000000002 |
¥-3.4万 |
-2.43% |
跌破0.618止损 |
| 41 |
2024-03-04 |
2024-04-17 |
8.871520657999998 |
8.44155 |
¥-6.7万 |
-4.88% |
跌破0.618止损 |
| 42 |
2024-04-19 |
2024-04-24 |
8.821455643 |
8.43156 |
¥-5.8万 |
-4.45% |
跌破0.618止损 |
| 43 |
2024-04-30 |
2024-05-16 |
8.941611679 |
8.56143 |
¥-5.4万 |
-4.28% |
跌破0.618止损 |
| 44 |
2024-07-30 |
2024-08-06 |
8.050454411999999 |
7.742250000000001 |
¥-4.6万 |
-3.86% |
跌破0.618止损 |
| 45 |
2024-09-26 |
2024-09-30 |
7.730038316 |
8.47152 |
¥11.1万 |
+9.56% |
重回前高 |
| 46 |
2024-11-11 |
2024-12-03 |
8.571130568 |
10.67931 |
¥31.2万 |
+24.56% |
重回前高 |
| 47 |
2024-12-20 |
2025-01-03 |
9.402209817 |
8.961030000000001 |
¥-7.4万 |
-4.72% |
跌破0.618止损 |
| 48 |
2025-11-27 |
2025-12-01 |
8.230688466 |
9.24075 |
¥18.3万 |
+12.24% |
重回前高 |
| 49 |
2025-12-05 |
2025-12-17 |
8.671260597999998 |
8.20179 |
¥-9.2万 |
-5.44% |
跌破0.618止损 |
逐笔成交记录（共 98 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 |
11.3113 |
87800.0 |
¥99.3万 |
|
| 2015-06-08 |
重回前高 |
卖出 |
14.585399999999998 |
87800.0 |
¥1.28M |
|
| 2015-06-30 |
黄金分割买点 |
买入 |
14.414399999999999 |
87200.0 |
¥1.26M |
|
| 2015-07-09 |
跌破0.618止损 |
卖出 |
11.03 |
87200.0 |
¥96.2万 |
止损触发 |
| 2015-08-25 |
黄金分割买点 |
买入 |
15.635619999999998 |
56800.0 |
¥88.8万 |
|
| 2015-11-06 |
重回前高 |
卖出 |
22.4775 |
56800.0 |
¥1.28M |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
20.5205 |
66400.0 |
¥1.36M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
20.009970000000003 |
66400.0 |
¥1.33M |
止损触发 |
| 2016-01-11 |
黄金分割买点 |
买入 |
21.7217 |
60700.0 |
¥1.32M |
|
| 2016-01-13 |
跌破0.618止损 |
卖出 |
20.3796 |
60700.0 |
¥1.24M |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
20.450429999999997 |
61000.0 |
¥1.25M |
|
| 2016-07-11 |
跌破0.618止损 |
卖出 |
22.147830000000003 |
61000.0 |
¥1.35M |
止损触发 |
| 2016-07-20 |
黄金分割买点 |
买入 |
23.45343 |
57800.0 |
¥1.36M |
|
| 2016-08-09 |
重回前高 |
卖出 |
25.214759999999995 |
57800.0 |
¥1.46M |
|
| 2016-08-17 |
黄金分割买点 |
买入 |
24.064039999999995 |
60700.0 |
¥1.46M |
|
| 2016-09-01 |
跌破0.618止损 |
卖出 |
23.21676 |
60700.0 |
¥1.41M |
止损触发 |
| 2016-12-06 |
黄金分割买点 |
买入 |
23.933909999999997 |
58300.0 |
¥1.40M |
|
| 2016-12-20 |
跌破0.618止损 |
卖出 |
22.95702 |
58300.0 |
¥1.34M |
止损触发 |
| 2017-01-16 |
黄金分割买点 |
买入 |
24.324299999999997 |
55500.0 |
¥1.35M |
|
| 2017-01-24 |
跌破0.618止损 |
卖出 |
23.586389999999994 |
55500.0 |
¥1.31M |
止损触发 |
| 2017-02-24 |
黄金分割买点 |
买入 |
25.41539 |
51600.0 |
¥1.31M |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
24.88 |
51600.0 |
¥1.28M |
止损触发 |
| 2017-04-28 |
黄金分割买点 |
买入 |
25.525499999999997 |
50200.0 |
¥1.28M |
|
| 2017-05-24 |
跌破0.618止损 |
卖出 |
24.975 |
50200.0 |
¥1.25M |
止损触发 |
| 2017-07-07 |
黄金分割买点 |
买入 |
26.726699999999997 |
47000.0 |
¥1.26M |
|
| 2017-07-11 |
跌破0.618止损 |
卖出 |
25.81 |
47000.0 |
¥1.21M |
止损触发 |
| 2017-08-18 |
黄金分割买点 |
买入 |
25.6256 |
46500.0 |
¥1.19M |
|
| 2017-10-12 |
重回前高 |
卖出 |
27.6723 |
46500.0 |
¥1.29M |
|
| 2017-11-03 |
黄金分割买点 |
买入 |
27.27725 |
47900.0 |
¥1.31M |
|
| 2017-11-21 |
跌破0.618止损 |
卖出 |
24.625349999999997 |
47900.0 |
¥1.18M |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
22.87285 |
51400.0 |
¥1.18M |
|
| 2018-03-23 |
跌破0.618止损 |
卖出 |
21.5784 |
51400.0 |
¥1.11M |
止损触发 |
| 2019-03-15 |
黄金分割买点 |
买入 |
11.551539999999997 |
96100.0 |
¥1.11M |
|
| 2019-04-18 |
重回前高 |
卖出 |
14.85513 |
96100.0 |
¥1.43M |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
12.922909999999998 |
110300.0 |
¥1.43M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
11.518469999999999 |
110300.0 |
¥1.27M |
止损触发 |
| 2019-07-31 |
黄金分割买点 |
买入 |
11.32 |
112400.0 |
¥1.27M |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
10.80918 |
112400.0 |
¥1.21M |
止损触发 |
| 2019-09-04 |
黄金分割买点 |
买入 |
11.35134 |
106800.0 |
¥1.21M |
|
| 2019-09-16 |
重回前高 |
卖出 |
12.7872 |
106800.0 |
¥1.37M |
|
| 2019-10-25 |
黄金分割买点 |
买入 |
12.06205 |
112600.0 |
¥1.36M |
|
| 2019-10-31 |
跌破0.618止损 |
卖出 |
11.37861 |
112600.0 |
¥1.28M |
止损触发 |
| 2020-01-06 |
黄金分割买点 |
买入 |
12.112099999999998 |
104900.0 |
¥1.27M |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
10.989 |
104900.0 |
¥1.15M |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
11.041029999999997 |
105700.0 |
¥1.17M |
|
| 2020-03-23 |
跌破0.618止损 |
卖出 |
10.47951 |
105700.0 |
¥1.11M |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
11.021009999999999 |
99100.0 |
¥1.09M |
|
| 2020-03-30 |
跌破0.618止损 |
卖出 |
10.70928 |
99100.0 |
¥1.06M |
止损触发 |
| 2020-07-15 |
黄金分割买点 |
买入 |
9.83983 |
108500.0 |
¥1.07M |
|
| 2020-07-16 |
跌破0.618止损 |
卖出 |
9.590399999999999 |
108500.0 |
¥1.04M |
止损触发 |
| 2020-08-24 |
黄金分割买点 |
买入 |
10.39038 |
101200.0 |
¥1.05M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
9.94005 |
101200.0 |
¥1.01M |
止损触发 |
| 2020-10-14 |
黄金分割买点 |
买入 |
10.290279999999997 |
96500.0 |
¥99.3万 |
|
| 2020-10-22 |
重回前高 |
卖出 |
11.43855 |
96500.0 |
¥1.10M |
|
| 2020-11-17 |
黄金分割买点 |
买入 |
12.462449999999999 |
89300.0 |
¥1.11M |
|
| 2020-11-23 |
重回前高 |
卖出 |
14.59539 |
89300.0 |
¥1.30M |
|
| 2020-12-07 |
黄金分割买点 |
买入 |
13.16 |
97900.0 |
¥1.29M |
|
| 2021-01-14 |
跌破0.618止损 |
卖出 |
11.988 |
97900.0 |
¥1.17M |
止损触发 |
| 2021-04-21 |
黄金分割买点 |
买入 |
11.37 |
102000.0 |
¥1.16M |
|
| 2021-04-28 |
跌破0.618止损 |
卖出 |
10.63935 |
102000.0 |
¥1.08M |
止损触发 |
| 2021-05-11 |
黄金分割买点 |
买入 |
11.14113 |
98400.0 |
¥1.10M |
|
| 2021-07-06 |
重回前高 |
卖出 |
13.476510000000001 |
98400.0 |
¥1.33M |
|
| 2021-07-19 |
黄金分割买点 |
买入 |
14.324309999999999 |
92600.0 |
¥1.33M |
|
| 2021-07-29 |
跌破0.618止损 |
卖出 |
13.286700000000002 |
92600.0 |
¥1.23M |
止损触发 |
| 2021-08-04 |
黄金分割买点 |
买入 |
13.963949999999997 |
88700.0 |
¥1.24M |
|
| 2021-08-30 |
重回前高 |
卖出 |
17.202779999999997 |
88700.0 |
¥1.53M |
|
| 2021-09-17 |
黄金分割买点 |
买入 |
17.287269999999996 |
88300.0 |
¥1.53M |
|
| 2021-09-29 |
跌破0.618止损 |
卖出 |
15.63435 |
88300.0 |
¥1.38M |
止损触发 |
| 2021-10-14 |
黄金分割买点 |
买入 |
17.5175 |
78800.0 |
¥1.38M |
|
| 2021-11-17 |
跌破0.618止损 |
卖出 |
16.69329 |
78800.0 |
¥1.32M |
止损触发 |
| 2021-12-14 |
黄金分割买点 |
买入 |
17.01 |
76800.0 |
¥1.31M |
|
| 2021-12-15 |
跌破0.618止损 |
卖出 |
16.2837 |
76800.0 |
¥1.25M |
止损触发 |
| 2022-05-05 |
黄金分割买点 |
买入 |
12.011999999999997 |
103000.0 |
¥1.24M |
|
| 2022-05-16 |
重回前高 |
卖出 |
13.55643 |
103000.0 |
¥1.40M |
|
| 2022-07-26 |
黄金分割买点 |
买入 |
14.474459999999999 |
97700.0 |
¥1.41M |
|
| 2022-08-11 |
跌破0.618止损 |
卖出 |
14.845139999999999 |
97700.0 |
¥1.45M |
止损触发 |
| 2023-02-03 |
黄金分割买点 |
买入 |
11.9119 |
121800.0 |
¥1.45M |
|
| 2023-02-09 |
跌破0.618止损 |
卖出 |
11.608379999999999 |
121800.0 |
¥1.41M |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
11.0 |
127300.0 |
¥1.40M |
|
| 2023-08-16 |
跌破0.618止损 |
卖出 |
10.739250000000002 |
127300.0 |
¥1.37M |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
8.868859999999998 |
155600.0 |
¥1.38M |
|
| 2024-04-17 |
跌破0.618止损 |
卖出 |
8.44155 |
155600.0 |
¥1.31M |
止损触发 |
| 2024-04-19 |
黄金分割买点 |
买入 |
8.81881 |
148100.0 |
¥1.31M |
|
| 2024-04-24 |
跌破0.618止损 |
卖出 |
8.43156 |
148100.0 |
¥1.25M |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
8.93893 |
140900.0 |
¥1.26M |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
8.56143 |
140900.0 |
¥1.21M |
止损触发 |
| 2024-07-30 |
黄金分割买点 |
买入 |
8.048039999999999 |
148900.0 |
¥1.20M |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
7.742250000000001 |
148900.0 |
¥1.15M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
7.727719999999999 |
149900.0 |
¥1.16M |
|
| 2024-09-30 |
重回前高 |
卖出 |
8.47152 |
149900.0 |
¥1.27M |
|
| 2024-11-11 |
黄金分割买点 |
买入 |
8.56856 |
148300.0 |
¥1.27M |
|
| 2024-12-03 |
重回前高 |
卖出 |
10.67931 |
148300.0 |
¥1.58M |
|
| 2024-12-20 |
黄金分割买点 |
买入 |
9.39939 |
167800.0 |
¥1.58M |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
8.961030000000001 |
167800.0 |
¥1.50M |
止损触发 |
| 2025-11-27 |
黄金分割买点 |
买入 |
8.22822 |
181900.0 |
¥1.50M |
|
| 2025-12-01 |
重回前高 |
卖出 |
9.24075 |
181900.0 |
¥1.68M |
|
| 2025-12-05 |
黄金分割买点 |
买入 |
8.66866 |
194100.0 |
¥1.68M |
|
| 2025-12-17 |
跌破0.618止损 |
卖出 |
8.20179 |
194100.0 |
¥1.59M |
止损触发 |