601288 农业银行 — 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: ¥87.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.28%）
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 22 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 |
2015-05-06 |
2015-06-19 |
3.7749021309999997 |
3.6963000000000004 |
¥-2.1万 |
-2.11% |
跌破0.618止损 |
| 2 |
2015-07-07 |
2015-07-23 |
3.80494114 |
3.66633 |
¥-3.5万 |
-3.67% |
跌破0.618止损 |
| 3 |
2015-10-29 |
2016-01-05 |
3.144082942 |
3.0969 |
¥-1.4万 |
-1.53% |
跌破0.618止损 |
| 4 |
2016-03-11 |
2016-05-30 |
3.144082942 |
3.10689 |
¥-1.1万 |
-1.21% |
跌破0.618止损 |
| 5 |
2018-02-09 |
2018-03-06 |
4.175422250999999 |
4.095899999999999 |
¥-1.7万 |
-1.93% |
跌破0.618止损 |
| 6 |
2018-07-26 |
2018-08-03 |
3.644733091999999 |
3.4965 |
¥-3.7万 |
-4.10% |
跌破0.618止损 |
| 7 |
2018-08-08 |
2018-08-16 |
3.631089 |
3.4665299999999997 |
¥-3.9万 |
-4.56% |
跌破0.618止损 |
| 8 |
2018-10-16 |
2018-10-29 |
3.70481111 |
3.8961 |
¥4.2万 |
+5.13% |
重回前高 |
| 9 |
2023-05-15 |
2023-07-19 |
3.5546160649999994 |
3.3966 |
¥-3.9万 |
-4.47% |
跌破0.618止损 |
| 10 |
2024-05-15 |
2024-06-11 |
4.345643301999998 |
4.255739999999999 |
¥-1.7万 |
-2.10% |
跌破0.618止损 |
| 11 |
2024-09-11 |
2024-09-12 |
4.6059813799999985 |
4.44555 |
¥-2.8万 |
-3.51% |
跌破0.618止损 |
| 12 |
2024-10-11 |
2024-11-13 |
4.826267445999999 |
4.6453500000000005 |
¥-2.9万 |
-3.78% |
跌破0.618止损 |
| 13 |
2024-11-19 |
2024-12-24 |
4.806241439999999 |
5.1748199999999995 |
¥5.7万 |
+7.64% |
重回前高 |
| 14 |
2025-01-13 |
2025-01-23 |
5.086605523999999 |
4.94 |
¥-2.3万 |
-2.91% |
跌破0.618止损 |
| 15 |
2025-01-24 |
2025-03-10 |
5.056566514999999 |
5.0949 |
¥5,705 |
+0.73% |
跌破0.618止损 |
| 16 |
2025-09-19 |
2025-09-23 |
6.728738015999999 |
6.433560000000001 |
¥-3.5万 |
-4.42% |
跌破0.618止损 |
| 17 |
2025-10-13 |
2025-10-17 |
6.808842039999999 |
7.48251 |
¥7.4万 |
+9.86% |
重回前高 |
| 18 |
2025-12-15 |
2026-01-08 |
7.589856274 |
7.462530000000001 |
¥-1.4万 |
-1.71% |
跌破0.618止损 |
| 19 |
2026-04-17 |
2026-05-14 |
7.009102100000001 |
6.643350000000002 |
¥-4.3万 |
-5.25% |
跌破0.618止损 |
| 20 |
2026-06-15 |
2026-06-18 |
6.758777024999999 |
6.54345 |
¥-2.5万 |
-3.21% |
跌破0.618止损 |
| 21 |
2026-07-23 |
2026-07-29 |
6.528477955999998 |
7.00299 |
¥5.4万 |
+7.24% |
重回前高 |
| 22 |
2026-08-06 |
2026-09-02 |
6.4984389469999995 |
7.08291 |
¥7.2万 |
+8.96% |
重回前高 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
黄金分割买点 |
买入 |
3.7737699999999994 |
264300.0 |
¥99.8万 |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
3.6963000000000004 |
264300.0 |
¥97.7万 |
止损触发 |
| 2015-07-07 |
黄金分割买点 |
买入 |
3.8037999999999994 |
252700.0 |
¥96.2万 |
|
| 2015-07-23 |
跌破0.618止损 |
卖出 |
3.66633 |
252700.0 |
¥92.6万 |
止损触发 |
| 2015-10-29 |
黄金分割买点 |
买入 |
3.14314 |
298500.0 |
¥93.9万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
3.0969 |
298500.0 |
¥92.4万 |
止损触发 |
| 2016-03-11 |
黄金分割买点 |
买入 |
3.14314 |
294000.0 |
¥92.4万 |
|
| 2016-05-30 |
跌破0.618止损 |
卖出 |
3.10689 |
294000.0 |
¥91.3万 |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
4.174169999999999 |
212300.0 |
¥88.6万 |
|
| 2018-03-06 |
跌破0.618止损 |
卖出 |
4.095899999999999 |
212300.0 |
¥86.9万 |
止损触发 |
| 2018-07-26 |
黄金分割买点 |
买入 |
3.6436399999999995 |
246600.0 |
¥89.9万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
3.4965 |
246600.0 |
¥86.2万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
3.63 |
237200.0 |
¥86.1万 |
|
| 2018-08-16 |
跌破0.618止损 |
卖出 |
3.4665299999999997 |
237200.0 |
¥82.2万 |
止损触发 |
| 2018-10-16 |
黄金分割买点 |
买入 |
3.7037 |
222100.0 |
¥82.3万 |
|
| 2018-10-29 |
重回前高 |
卖出 |
3.8961 |
222100.0 |
¥86.5万 |
|
| 2023-05-15 |
黄金分割买点 |
买入 |
3.5535499999999995 |
242700.0 |
¥86.3万 |
|
| 2023-07-19 |
跌破0.618止损 |
卖出 |
3.3966 |
242700.0 |
¥82.4万 |
止损触发 |
| 2024-05-15 |
黄金分割买点 |
买入 |
4.344339999999999 |
190200.0 |
¥82.7万 |
|
| 2024-06-11 |
跌破0.618止损 |
卖出 |
4.255739999999999 |
190200.0 |
¥80.9万 |
止损触发 |
| 2024-09-11 |
黄金分割买点 |
买入 |
4.604599999999999 |
175700.0 |
¥80.9万 |
|
| 2024-09-12 |
跌破0.618止损 |
卖出 |
4.44555 |
175700.0 |
¥78.1万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
4.82482 |
161800.0 |
¥78.1万 |
|
| 2024-11-13 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
161800.0 |
¥75.1万 |
止损触发 |
| 2024-11-19 |
黄金分割买点 |
买入 |
4.804799999999999 |
156300.0 |
¥75.1万 |
|
| 2024-12-24 |
重回前高 |
卖出 |
5.1748199999999995 |
156300.0 |
¥80.9万 |
|
| 2025-01-13 |
黄金分割买点 |
买入 |
5.08508 |
158400.0 |
¥80.6万 |
|
| 2025-01-23 |
跌破0.618止损 |
卖出 |
4.94 |
158400.0 |
¥78.2万 |
止损触发 |
| 2025-01-24 |
黄金分割买点 |
买入 |
5.05505 |
155000.0 |
¥78.4万 |
|
| 2025-03-10 |
跌破0.618止损 |
卖出 |
5.0949 |
155000.0 |
¥78.9万 |
止损触发 |
| 2025-09-19 |
黄金分割买点 |
买入 |
6.726719999999999 |
116700.0 |
¥78.5万 |
|
| 2025-09-23 |
跌破0.618止损 |
卖出 |
6.433560000000001 |
116700.0 |
¥75.1万 |
止损触发 |
| 2025-10-13 |
黄金分割买点 |
买入 |
6.806799999999998 |
110600.0 |
¥75.3万 |
|
| 2025-10-17 |
重回前高 |
卖出 |
7.48251 |
110600.0 |
¥82.7万 |
|
| 2025-12-15 |
黄金分割买点 |
买入 |
7.587579999999999 |
107400.0 |
¥81.5万 |
|
| 2026-01-08 |
跌破0.618止损 |
卖出 |
7.462530000000001 |
107400.0 |
¥80.1万 |
止损触发 |
| 2026-04-17 |
黄金分割买点 |
买入 |
7.007 |
116500.0 |
¥81.7万 |
|
| 2026-05-14 |
跌破0.618止损 |
卖出 |
6.643350000000002 |
116500.0 |
¥77.4万 |
止损触发 |
| 2026-06-15 |
黄金分割买点 |
买入 |
6.756749999999999 |
113600.0 |
¥76.8万 |
|
| 2026-06-18 |
跌破0.618止损 |
卖出 |
6.54345 |
113600.0 |
¥74.3万 |
止损触发 |
| 2026-07-23 |
黄金分割买点 |
买入 |
6.526519999999999 |
114700.0 |
¥74.9万 |
|
| 2026-07-29 |
重回前高 |
卖出 |
7.00299 |
114700.0 |
¥80.3万 |
|
| 2026-08-06 |
黄金分割买点 |
买入 |
6.49649 |
123800.0 |
¥80.5万 |
|
| 2026-09-02 |
重回前高 |
卖出 |
7.08291 |
123800.0 |
¥87.7万 |
|