601318 中国平安 — 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: ¥68.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -31.38%）
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 43 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 |
2015-12-01 |
2016-01-08 |
33.83393713699999 |
33.966 |
¥3,583 |
+0.36% |
跌破0.618止损 |
| 2 |
2016-04-05 |
2016-06-14 |
31.741219509999997 |
31.65831 |
¥-2,892 |
-0.29% |
跌破0.618止损 |
| 3 |
2017-09-18 |
2017-10-19 |
53.339266980999994 |
59.00094 |
¥10.5万 |
+10.58% |
重回前高 |
| 4 |
2017-12-04 |
2018-02-08 |
67.68790028 |
70.53939 |
¥4.6万 |
+4.18% |
跌破0.618止损 |
| 5 |
2018-03-20 |
2018-03-27 |
73.19505192999999 |
69.51042 |
¥-5.7万 |
-5.06% |
跌破0.618止损 |
| 6 |
2018-07-23 |
2018-08-03 |
60.428473104999995 |
58.37157 |
¥-3.7万 |
-3.43% |
跌破0.618止损 |
| 7 |
2018-08-10 |
2018-08-16 |
60.63874616799998 |
56.323620000000005 |
¥-7.5万 |
-7.14% |
跌破0.618止损 |
| 8 |
2018-08-23 |
2018-09-05 |
61.089331302999994 |
64.34559 |
¥5.2万 |
+5.30% |
重回前高 |
| 9 |
2018-10-15 |
2018-11-23 |
63.98308916999999 |
63.08685 |
¥-1.5万 |
-1.43% |
跌破0.618止损 |
| 10 |
2018-12-04 |
2018-12-07 |
65.034454485 |
63.25668 |
¥-2.8万 |
-2.76% |
跌破0.618止损 |
| 11 |
2019-01-29 |
2019-02-25 |
61.459812414 |
68.15178 |
¥10.7万 |
+10.86% |
重回前高 |
| 12 |
2019-05-20 |
2019-05-24 |
78.60207355 |
75.8241 |
¥-3.9万 |
-3.56% |
跌破0.618止损 |
| 13 |
2019-05-29 |
2019-06-21 |
77.60077324999999 |
87.86205 |
¥13.7万 |
+13.19% |
重回前高 |
| 14 |
2019-08-06 |
2019-09-16 |
83.20805492999999 |
92.2077 |
¥12.6万 |
+10.78% |
重回前高 |
| 15 |
2020-06-04 |
2020-06-30 |
75.51806862599999 |
71.28864 |
¥-7.4万 |
-5.63% |
跌破0.618止损 |
| 16 |
2020-07-23 |
2020-07-31 |
79.1027237 |
75.924 |
¥-5.0万 |
-4.05% |
跌破0.618止损 |
| 17 |
2020-08-05 |
2020-08-27 |
77.973385 |
77.07285000000002 |
¥-1.4万 |
-1.18% |
跌破0.618止损 |
| 18 |
2020-09-16 |
2020-09-24 |
79.39310078699998 |
78.11180999999999 |
¥-1.9万 |
-1.64% |
跌破0.618止损 |
| 19 |
2020-12-14 |
2021-01-27 |
86.762670995 |
82.89702 |
¥-5.2万 |
-4.48% |
跌破0.618止损 |
| 20 |
2021-02-26 |
2021-03-22 |
85.91156574 |
79.91001 |
¥-7.7万 |
-7.01% |
跌破0.618止损 |
| 21 |
2021-10-25 |
2021-11-01 |
53.269175960000005 |
48.951 |
¥-8.2万 |
-8.13% |
跌破0.618止损 |
| 22 |
2022-02-23 |
2022-03-01 |
53.16904592999999 |
50.95899 |
¥-4.0万 |
-4.19% |
跌破0.618止损 |
| 23 |
2022-04-07 |
2022-04-12 |
49.263974759999996 |
47.81214 |
¥-2.7万 |
-2.98% |
跌破0.618止损 |
| 24 |
2022-07-05 |
2022-07-14 |
46.54043794399999 |
44.8551 |
¥-3.2万 |
-3.65% |
跌破0.618止损 |
| 25 |
2022-09-13 |
2022-09-23 |
44.73809740399999 |
42.41 |
¥-4.4万 |
-5.23% |
跌破0.618止损 |
| 26 |
2022-11-15 |
2022-12-06 |
41.53393644399999 |
47.23272 |
¥11.0万 |
+13.69% |
重回前高 |
| 27 |
2023-02-27 |
2023-03-08 |
48.062414399999994 |
47.502449999999996 |
¥-1.1万 |
-1.19% |
跌破0.618止损 |
| 28 |
2023-05-15 |
2023-05-25 |
51.34667938399999 |
48.33162 |
¥-5.3万 |
-5.90% |
跌破0.618止损 |
| 29 |
2023-08-02 |
2023-08-15 |
51.66709547999999 |
48.47148 |
¥-5.3万 |
-6.21% |
跌破0.618止损 |
| 30 |
2023-09-04 |
2023-09-21 |
50.51560013500001 |
48.6513 |
¥-3.0万 |
-3.72% |
跌破0.618止损 |
| 31 |
2023-09-25 |
2023-09-26 |
50.07502800299999 |
49.000949999999996 |
¥-1.7万 |
-2.17% |
跌破0.618止损 |
| 32 |
2024-03-20 |
2024-04-09 |
41.80428752499999 |
40.22973 |
¥-2.9万 |
-3.80% |
跌破0.618止损 |
| 33 |
2024-04-26 |
2024-05-20 |
41.043299297 |
45.654300000000006 |
¥8.1万 |
+11.20% |
重回前高 |
| 34 |
2024-06-11 |
2024-07-09 |
41.96449557299999 |
40.78917 |
¥-2.3万 |
-2.83% |
跌破0.618止损 |
| 35 |
2024-07-12 |
2024-07-17 |
42.0546126 |
41.25 |
¥-1.5万 |
-1.94% |
跌破0.618止损 |
| 36 |
2024-07-22 |
2024-07-25 |
43.15604293 |
42.44751 |
¥-1.3万 |
-1.67% |
跌破0.618止损 |
| 37 |
2024-11-25 |
2024-12-27 |
53.0689159 |
53.39655000000001 |
¥4,425 |
+0.59% |
跌破0.618止损 |
| 38 |
2026-01-13 |
2026-01-26 |
67.88816033999998 |
63.93599999999999 |
¥-4.4万 |
-5.85% |
跌破0.618止损 |
| 39 |
2026-01-30 |
2026-02-25 |
68.09843340299999 |
64.7 |
¥-3.6万 |
-5.02% |
跌破0.618止损 |
| 40 |
2026-07-27 |
2026-08-11 |
54.286280999999995 |
53.2467 |
¥-1.3万 |
-1.94% |
重回前高 |
| 41 |
2026-08-17 |
2026-08-27 |
51.81729052499999 |
55.82412 |
¥5.1万 |
+7.70% |
重回前高 |
| 42 |
2026-09-16 |
2026-09-29 |
53.960073167 |
52.41753 |
¥-2.1万 |
-2.89% |
跌破0.618止损 |
| 43 |
2026-11-04 |
2026-11-12 |
54.37060628999999 |
53.31663 |
¥-1.4万 |
-1.97% |
跌破0.618止损 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-12-01 |
黄金分割买点 |
买入 |
33.823789999999995 |
29400.0 |
¥99.5万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
33.966 |
29400.0 |
¥99.8万 |
止损触发 |
| 2016-04-05 |
黄金分割买点 |
买入 |
31.731699999999996 |
31300.0 |
¥99.4万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
31.65831 |
31300.0 |
¥99.1万 |
止损触发 |
| 2017-09-18 |
黄金分割买点 |
买入 |
53.323269999999994 |
18600.0 |
¥99.2万 |
|
| 2017-10-19 |
重回前高 |
卖出 |
59.00094 |
18600.0 |
¥1.10M |
|
| 2017-12-04 |
黄金分割买点 |
买入 |
67.6676 |
16100.0 |
¥1.09M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
70.53939 |
16100.0 |
¥1.14M |
止损触发 |
| 2018-03-20 |
黄金分割买点 |
买入 |
73.17309999999999 |
15500.0 |
¥1.13M |
|
| 2018-03-27 |
跌破0.618止损 |
卖出 |
69.51042 |
15500.0 |
¥1.08M |
止损触发 |
| 2018-07-23 |
黄金分割买点 |
买入 |
60.410349999999994 |
17900.0 |
¥1.08M |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
58.37157 |
17900.0 |
¥1.04M |
止损触发 |
| 2018-08-10 |
黄金分割买点 |
买入 |
60.62055999999999 |
17300.0 |
¥1.05M |
|
| 2018-08-16 |
跌破0.618止损 |
卖出 |
56.323620000000005 |
17300.0 |
¥97.4万 |
止损触发 |
| 2018-08-23 |
黄金分割买点 |
买入 |
61.071009999999994 |
16000.0 |
¥97.7万 |
|
| 2018-09-05 |
重回前高 |
卖出 |
64.34559 |
16000.0 |
¥1.03M |
|
| 2018-10-15 |
黄金分割买点 |
买入 |
63.96389999999999 |
16100.0 |
¥1.03M |
|
| 2018-11-23 |
跌破0.618止损 |
卖出 |
63.08685 |
16100.0 |
¥1.02M |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
65.01495 |
15600.0 |
¥1.01M |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
63.25668 |
15600.0 |
¥98.7万 |
止损触发 |
| 2019-01-29 |
黄金分割买点 |
买入 |
61.441379999999995 |
16000.0 |
¥98.3万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
68.15178 |
16000.0 |
¥1.09M |
|
| 2019-05-20 |
黄金分割买点 |
买入 |
78.57849999999999 |
13800.0 |
¥1.08M |
|
| 2019-05-24 |
跌破0.618止损 |
卖出 |
75.8241 |
13800.0 |
¥1.05M |
止损触发 |
| 2019-05-29 |
黄金分割买点 |
买入 |
77.57749999999999 |
13400.0 |
¥1.04M |
|
| 2019-06-21 |
重回前高 |
卖出 |
87.86205 |
13400.0 |
¥1.18M |
|
| 2019-08-06 |
黄金分割买点 |
买入 |
83.18309999999998 |
14000.0 |
¥1.16M |
|
| 2019-09-16 |
重回前高 |
卖出 |
92.2077 |
14000.0 |
¥1.29M |
|
| 2020-06-04 |
黄金分割买点 |
买入 |
75.49542 |
17500.0 |
¥1.32M |
|
| 2020-06-30 |
跌破0.618止损 |
卖出 |
71.28864 |
17500.0 |
¥1.25M |
止损触发 |
| 2020-07-23 |
黄金分割买点 |
买入 |
79.079 |
15500.0 |
¥1.23M |
|
| 2020-07-31 |
跌破0.618止损 |
卖出 |
75.924 |
15500.0 |
¥1.18M |
止损触发 |
| 2020-08-05 |
黄金分割买点 |
买入 |
77.95 |
15100.0 |
¥1.18M |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
77.07285000000002 |
15100.0 |
¥1.16M |
止损触发 |
| 2020-09-16 |
黄金分割买点 |
买入 |
79.36928999999999 |
14700.0 |
¥1.17M |
|
| 2020-09-24 |
跌破0.618止损 |
卖出 |
78.11180999999999 |
14700.0 |
¥1.15M |
止损触发 |
| 2020-12-14 |
黄金分割买点 |
买入 |
86.73665 |
13400.0 |
¥1.16M |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
82.89702 |
13400.0 |
¥1.11M |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
85.88579999999999 |
12700.0 |
¥1.09M |
|
| 2021-03-22 |
跌破0.618止损 |
卖出 |
79.91001 |
12700.0 |
¥1.01M |
止损触发 |
| 2021-10-25 |
黄金分割买点 |
买入 |
53.2532 |
19000.0 |
¥1.01M |
|
| 2021-11-01 |
跌破0.618止损 |
卖出 |
48.951 |
19000.0 |
¥93.0万 |
止损触发 |
| 2022-02-23 |
黄金分割买点 |
买入 |
53.153099999999995 |
17900.0 |
¥95.2万 |
|
| 2022-03-01 |
跌破0.618止损 |
卖出 |
50.95899 |
17900.0 |
¥91.2万 |
止损触发 |
| 2022-04-07 |
黄金分割买点 |
买入 |
49.249199999999995 |
18300.0 |
¥90.2万 |
|
| 2022-04-12 |
跌破0.618止损 |
卖出 |
47.81214 |
18300.0 |
¥87.5万 |
止损触发 |
| 2022-07-05 |
黄金分割买点 |
买入 |
46.52647999999999 |
19000.0 |
¥88.4万 |
|
| 2022-07-14 |
跌破0.618止损 |
卖出 |
44.8551 |
19000.0 |
¥85.2万 |
止损触发 |
| 2022-09-13 |
黄金分割买点 |
买入 |
44.72467999999999 |
19000.0 |
¥85.0万 |
|
| 2022-09-23 |
跌破0.618止损 |
卖出 |
42.41 |
19000.0 |
¥80.6万 |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
41.52147999999999 |
19400.0 |
¥80.6万 |
|
| 2022-12-06 |
重回前高 |
卖出 |
47.23272 |
19400.0 |
¥91.6万 |
|
| 2023-02-27 |
黄金分割买点 |
买入 |
48.047999999999995 |
19000.0 |
¥91.3万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
47.502449999999996 |
19000.0 |
¥90.2万 |
止损触发 |
| 2023-05-15 |
黄金分割买点 |
买入 |
51.33127999999999 |
17600.0 |
¥90.4万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
48.33162 |
17600.0 |
¥85.0万 |
止损触发 |
| 2023-08-02 |
黄金分割买点 |
买入 |
51.651599999999995 |
16400.0 |
¥84.7万 |
|
| 2023-08-15 |
跌破0.618止损 |
卖出 |
48.47148 |
16400.0 |
¥79.5万 |
止损触发 |
| 2023-09-04 |
黄金分割买点 |
买入 |
50.50045 |
15900.0 |
¥80.3万 |
|
| 2023-09-21 |
跌破0.618止损 |
卖出 |
48.6513 |
15900.0 |
¥77.3万 |
止损触发 |
| 2023-09-25 |
黄金分割买点 |
买入 |
50.06000999999999 |
15300.0 |
¥76.6万 |
|
| 2023-09-26 |
跌破0.618止损 |
卖出 |
49.000949999999996 |
15300.0 |
¥74.9万 |
止损触发 |
| 2024-03-20 |
黄金分割买点 |
买入 |
41.79174999999999 |
18000.0 |
¥75.2万 |
|
| 2024-04-09 |
跌破0.618止损 |
卖出 |
40.22973 |
18000.0 |
¥72.4万 |
止损触发 |
| 2024-04-26 |
黄金分割买点 |
买入 |
41.030989999999996 |
17600.0 |
¥72.2万 |
|
| 2024-05-20 |
重回前高 |
卖出 |
45.654300000000006 |
17600.0 |
¥80.3万 |
|
| 2024-06-11 |
黄金分割买点 |
买入 |
41.95190999999999 |
19100.0 |
¥80.2万 |
|
| 2024-07-09 |
跌破0.618止损 |
卖出 |
40.78917 |
19100.0 |
¥77.9万 |
止损触发 |
| 2024-07-12 |
黄金分割买点 |
买入 |
42.041999999999994 |
18600.0 |
¥78.2万 |
|
| 2024-07-17 |
跌破0.618止损 |
卖出 |
41.25 |
18600.0 |
¥76.7万 |
止损触发 |
| 2024-07-22 |
黄金分割买点 |
买入 |
43.1431 |
17800.0 |
¥76.8万 |
|
| 2024-07-25 |
跌破0.618止损 |
卖出 |
42.44751 |
17800.0 |
¥75.5万 |
止损触发 |
| 2024-11-25 |
黄金分割买点 |
买入 |
53.053 |
14200.0 |
¥75.4万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
53.39655000000001 |
14200.0 |
¥75.8万 |
止损触发 |
| 2026-01-13 |
黄金分割买点 |
买入 |
67.86779999999999 |
11200.0 |
¥76.0万 |
|
| 2026-01-26 |
跌破0.618止损 |
卖出 |
63.93599999999999 |
11200.0 |
¥71.6万 |
止损触发 |
| 2026-01-30 |
黄金分割买点 |
买入 |
68.07800999999999 |
10500.0 |
¥71.5万 |
|
| 2026-02-25 |
跌破0.618止损 |
卖出 |
64.7 |
10500.0 |
¥67.9万 |
止损触发 |
| 2026-07-27 |
黄金分割买点 |
买入 |
54.27 |
12500.0 |
¥67.9万 |
|
| 2026-08-11 |
重回前高 |
卖出 |
53.2467 |
12500.0 |
¥66.5万 |
|
| 2026-08-17 |
黄金分割买点 |
买入 |
51.80174999999999 |
12800.0 |
¥66.3万 |
|
| 2026-08-27 |
重回前高 |
卖出 |
55.82412 |
12800.0 |
¥71.4万 |
|
| 2026-09-16 |
黄金分割买点 |
买入 |
53.943889999999996 |
13300.0 |
¥71.8万 |
|
| 2026-09-29 |
跌破0.618止损 |
卖出 |
52.41753 |
13300.0 |
¥69.7万 |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
54.35429999999999 |
12700.0 |
¥69.1万 |
|
| 2026-11-12 |
跌破0.618止损 |
卖出 |
53.31663 |
12700.0 |
¥67.7万 |
止损触发 |