601319 中国人保 — 斐波那契回调 回测明细
数据区间: 2018-11-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥48.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -51.13%）
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 28 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 |
2019-03-18 |
2019-05-07 |
9.552404862 |
7.85214 |
¥-17.8万 |
-17.82% |
跌破0.618止损 |
| 2 |
2019-06-26 |
2019-08-06 |
9.402209817000001 |
8.37162 |
¥-8.9万 |
-10.99% |
跌破0.618止损 |
| 3 |
2019-09-06 |
2019-10-08 |
9.111832729999998 |
8.62 |
¥-4.0万 |
-5.43% |
跌破0.618止损 |
| 4 |
2019-10-22 |
2019-10-28 |
8.851494652 |
8.601389999999999 |
¥-2.0万 |
-2.85% |
跌破0.618止损 |
| 5 |
2019-11-06 |
2019-11-08 |
8.821455643 |
8.65134 |
¥-1.3万 |
-1.96% |
跌破0.618止损 |
| 6 |
2020-02-18 |
2020-03-02 |
7.239401168999999 |
6.81 |
¥-3.9万 |
-5.96% |
跌破0.618止损 |
| 7 |
2020-07-13 |
2020-09-07 |
7.549804261999999 |
7.04295 |
¥-4.1万 |
-6.74% |
跌破0.618止损 |
| 8 |
2022-04-06 |
2022-04-19 |
4.6260073859999995 |
4.47552 |
¥-1.9万 |
-3.28% |
跌破0.618止损 |
| 9 |
2022-05-06 |
2022-06-01 |
4.555916364999998 |
4.6453500000000005 |
¥1.1万 |
+1.93% |
重回前高 |
| 10 |
2022-07-07 |
2022-08-01 |
4.9564364849999984 |
4.65534 |
¥-3.5万 |
-6.10% |
跌破0.618止损 |
| 11 |
2022-09-01 |
2022-11-04 |
4.956436484999999 |
4.79 |
¥-1.8万 |
-3.39% |
跌破0.618止损 |
| 12 |
2022-11-09 |
2022-11-28 |
4.946423482 |
5.34465 |
¥4.2万 |
+8.02% |
重回前高 |
| 13 |
2022-12-13 |
2022-12-27 |
5.306891589999999 |
5.07492 |
¥-2.5万 |
-4.40% |
跌破0.618止损 |
| 14 |
2022-12-29 |
2022-12-30 |
5.171551 |
5.0949 |
¥-8,037 |
-1.51% |
跌破0.618止损 |
| 15 |
2023-01-03 |
2023-02-06 |
5.236800568999999 |
5.04495 |
¥-2.0万 |
-3.69% |
跌破0.618止损 |
| 16 |
2023-05-25 |
2023-06-26 |
6.057866815 |
5.71428 |
¥-2.9万 |
-5.70% |
跌破0.618止损 |
| 17 |
2023-07-04 |
2023-07-13 |
6.047853812 |
5.92 |
¥-1.0万 |
-2.14% |
跌破0.618止损 |
| 18 |
2023-07-28 |
2023-08-22 |
6.178022850999999 |
5.87412 |
¥-2.3万 |
-4.95% |
跌破0.618止损 |
| 19 |
2024-02-05 |
2024-06-12 |
4.956436484999999 |
5.1748199999999995 |
¥1.9万 |
+4.37% |
跌破0.618止损 |
| 20 |
2024-10-31 |
2025-01-03 |
7.099219126999999 |
7.15284 |
¥3,372 |
+0.73% |
跌破0.618止损 |
| 21 |
2025-07-17 |
2025-08-08 |
8.340831499 |
8.2917 |
¥-2,901 |
-0.62% |
跌破0.618止损 |
| 22 |
2025-10-17 |
2025-12-18 |
8.541091558999998 |
8.991 |
¥2.4万 |
+5.24% |
重回前高 |
| 23 |
2026-01-19 |
2026-02-24 |
9.221975763 |
8.91108 |
¥-1.6万 |
-3.40% |
跌破0.618止损 |
| 24 |
2026-07-08 |
2026-07-21 |
7.099219126999999 |
7.55244 |
¥3.0万 |
+6.35% |
重回前高 |
| 25 |
2026-08-05 |
2026-08-17 |
7.159297145 |
6.8331599999999995 |
¥-2.3万 |
-4.58% |
跌破0.618止损 |
| 26 |
2026-08-26 |
2026-09-02 |
7.099219126999999 |
7.882109999999999 |
¥5.3万 |
+10.99% |
重回前高 |
| 27 |
2026-10-14 |
2026-10-23 |
7.609882279999998 |
7.14285 |
¥-3.3万 |
-6.17% |
跌破0.618止损 |
| 28 |
2026-10-30 |
2026-11-03 |
7.519765252999999 |
7.3226700000000005 |
¥-1.3万 |
-2.65% |
跌破0.618止损 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-03-18 |
黄金分割买点 |
买入 |
9.549539999999999 |
104300.0 |
¥99.6万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
7.85214 |
104300.0 |
¥81.9万 |
止损触发 |
| 2019-06-26 |
黄金分割买点 |
买入 |
9.39939 |
85700.0 |
¥80.6万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
8.37162 |
85700.0 |
¥71.7万 |
止损触发 |
| 2019-09-06 |
黄金分割买点 |
买入 |
9.109099999999998 |
80300.0 |
¥73.2万 |
|
| 2019-10-08 |
跌破0.618止损 |
卖出 |
8.62 |
80300.0 |
¥69.2万 |
止损触发 |
| 2019-10-22 |
黄金分割买点 |
买入 |
8.84884 |
78100.0 |
¥69.1万 |
|
| 2019-10-28 |
跌破0.618止损 |
卖出 |
8.601389999999999 |
78100.0 |
¥67.2万 |
止损触发 |
| 2019-11-06 |
黄金分割买点 |
买入 |
8.81881 |
76300.0 |
¥67.3万 |
|
| 2019-11-08 |
跌破0.618止损 |
卖出 |
8.65134 |
76300.0 |
¥66.0万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
7.237229999999999 |
90900.0 |
¥65.8万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
6.81 |
90900.0 |
¥61.9万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
7.54754 |
81100.0 |
¥61.2万 |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
7.04295 |
81100.0 |
¥57.1万 |
止损触发 |
| 2022-04-06 |
黄金分割买点 |
买入 |
4.624619999999999 |
124700.0 |
¥57.7万 |
|
| 2022-04-19 |
跌破0.618止损 |
卖出 |
4.47552 |
124700.0 |
¥55.8万 |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
4.554549999999999 |
122000.0 |
¥55.6万 |
|
| 2022-06-01 |
重回前高 |
卖出 |
4.6453500000000005 |
122000.0 |
¥56.7万 |
|
| 2022-07-07 |
黄金分割买点 |
买入 |
4.954949999999999 |
115200.0 |
¥57.1万 |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
4.65534 |
115200.0 |
¥53.6万 |
止损触发 |
| 2022-09-01 |
黄金分割买点 |
买入 |
4.954949999999999 |
107400.0 |
¥53.2万 |
|
| 2022-11-04 |
跌破0.618止损 |
卖出 |
4.79 |
107400.0 |
¥51.4万 |
止损触发 |
| 2022-11-09 |
黄金分割买点 |
买入 |
4.94494 |
104800.0 |
¥51.8万 |
|
| 2022-11-28 |
重回前高 |
卖出 |
5.34465 |
104800.0 |
¥56.0万 |
|
| 2022-12-13 |
黄金分割买点 |
买入 |
5.305299999999998 |
105700.0 |
¥56.1万 |
|
| 2022-12-27 |
跌破0.618止损 |
卖出 |
5.07492 |
105700.0 |
¥53.6万 |
止损触发 |
| 2022-12-29 |
黄金分割买点 |
买入 |
5.17 |
102800.0 |
¥53.2万 |
|
| 2022-12-30 |
跌破0.618止损 |
卖出 |
5.0949 |
102800.0 |
¥52.4万 |
止损触发 |
| 2023-01-03 |
黄金分割买点 |
买入 |
5.23523 |
100900.0 |
¥52.8万 |
|
| 2023-02-06 |
跌破0.618止损 |
卖出 |
5.04495 |
100900.0 |
¥50.9万 |
止损触发 |
| 2023-05-25 |
黄金分割买点 |
买入 |
6.056049999999999 |
83500.0 |
¥50.6万 |
|
| 2023-06-26 |
跌破0.618止损 |
卖出 |
5.71428 |
83500.0 |
¥47.7万 |
止损触发 |
| 2023-07-04 |
黄金分割买点 |
买入 |
6.04604 |
78800.0 |
¥47.7万 |
|
| 2023-07-13 |
跌破0.618止损 |
卖出 |
5.92 |
78800.0 |
¥46.6万 |
止损触发 |
| 2023-07-28 |
黄金分割买点 |
买入 |
6.176169999999999 |
73800.0 |
¥45.6万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
5.87412 |
73800.0 |
¥43.3万 |
止损触发 |
| 2024-02-05 |
黄金分割买点 |
买入 |
4.954949999999999 |
89700.0 |
¥44.5万 |
|
| 2024-06-12 |
跌破0.618止损 |
卖出 |
5.1748199999999995 |
89700.0 |
¥46.4万 |
止损触发 |
| 2024-10-31 |
黄金分割买点 |
买入 |
7.097089999999999 |
65500.0 |
¥46.5万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
7.15284 |
65500.0 |
¥46.8万 |
止损触发 |
| 2025-07-17 |
黄金分割买点 |
买入 |
8.33833 |
56200.0 |
¥46.9万 |
|
| 2025-08-08 |
跌破0.618止损 |
卖出 |
8.2917 |
56200.0 |
¥46.6万 |
止损触发 |
| 2025-10-17 |
黄金分割买点 |
买入 |
8.538529999999998 |
54400.0 |
¥46.5万 |
|
| 2025-12-18 |
重回前高 |
卖出 |
8.991 |
54400.0 |
¥48.9万 |
|
| 2026-01-19 |
黄金分割买点 |
买入 |
9.21921 |
52600.0 |
¥48.5万 |
|
| 2026-02-24 |
跌破0.618止损 |
卖出 |
8.91108 |
52600.0 |
¥46.9万 |
止损触发 |
| 2026-07-08 |
黄金分割买点 |
买入 |
7.097089999999999 |
66500.0 |
¥47.2万 |
|
| 2026-07-21 |
重回前高 |
卖出 |
7.55244 |
66500.0 |
¥50.2万 |
|
| 2026-08-05 |
黄金分割买点 |
买入 |
7.15715 |
70400.0 |
¥50.4万 |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
6.8331599999999995 |
70400.0 |
¥48.1万 |
止损触发 |
| 2026-08-26 |
黄金分割买点 |
买入 |
7.097089999999999 |
67600.0 |
¥48.0万 |
|
| 2026-09-02 |
重回前高 |
卖出 |
7.882109999999999 |
67600.0 |
¥53.3万 |
|
| 2026-10-14 |
黄金分割买点 |
买入 |
7.607599999999999 |
70100.0 |
¥53.3万 |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
7.14285 |
70100.0 |
¥50.1万 |
止损触发 |
| 2026-10-30 |
黄金分割买点 |
买入 |
7.517509999999999 |
66400.0 |
¥49.9万 |
|
| 2026-11-03 |
跌破0.618止损 |
卖出 |
7.3226700000000005 |
66400.0 |
¥48.6万 |
止损触发 |