601328 交通银行 — 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: ¥87.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.18%）
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 14 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 |
2015-04-10 |
2015-06-02 |
6.648633991999999 |
7.3926 |
¥11.1万 |
+11.16% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-29 |
8.0104024 |
7.64235 |
¥-5.1万 |
-4.62% |
跌破0.618止损 |
| 3 |
2015-07-01 |
2015-07-23 |
8.120545432999997 |
7.67232 |
¥-5.8万 |
-5.55% |
跌破0.618止损 |
| 4 |
2015-10-22 |
2015-12-09 |
6.4984389469999995 |
6.42357 |
¥-1.2万 |
-1.18% |
跌破0.618止损 |
| 5 |
2015-12-15 |
2015-12-29 |
6.658646995 |
6.4635299999999996 |
¥-2.9万 |
-2.96% |
跌破0.618止损 |
| 6 |
2016-04-06 |
2016-05-10 |
5.627307685999999 |
5.25474 |
¥-6.3万 |
-6.65% |
跌破0.618止损 |
| 7 |
2018-02-09 |
2018-02-13 |
6.7187250129999985 |
6.5734200000000005 |
¥-1.9万 |
-2.19% |
跌破0.618止损 |
| 8 |
2019-03-11 |
2019-04-23 |
6.318204892999998 |
6.26373 |
¥-7,839 |
-0.89% |
跌破0.618止损 |
| 9 |
2023-05-15 |
2023-07-13 |
5.837580748999999 |
5.44 |
¥-5.9万 |
-6.84% |
跌破0.618止损 |
| 10 |
2024-06-17 |
2024-06-27 |
6.788816033999999 |
7.34265 |
¥6.6万 |
+8.13% |
重回前高 |
| 11 |
2024-09-30 |
2025-01-14 |
7.249414171999999 |
7.2927 |
¥4,965 |
+0.57% |
跌破0.618止损 |
| 12 |
2025-10-28 |
2025-10-31 |
7.299479187 |
7.13286 |
¥-2.0万 |
-2.31% |
跌破0.618止损 |
| 13 |
2025-11-04 |
2025-11-21 |
7.289466183999999 |
7.65234 |
¥4.3万 |
+4.95% |
重回前高 |
| 14 |
2025-12-11 |
2026-01-09 |
7.3295181959999995 |
7.1128800000000005 |
¥-2.7万 |
-2.98% |
跌破0.618止损 |
逐笔成交记录（共 28 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-10 |
黄金分割买点 |
买入 |
6.646639999999999 |
150300.0 |
¥99.9万 |
|
| 2015-06-02 |
重回前高 |
卖出 |
7.3926 |
150300.0 |
¥1.11M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
8.008 |
136400.0 |
¥1.09M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
7.64235 |
136400.0 |
¥1.04M |
止损触发 |
| 2015-07-01 |
黄金分割买点 |
买入 |
8.118109999999998 |
128300.0 |
¥1.04M |
|
| 2015-07-23 |
跌破0.618止损 |
卖出 |
7.67232 |
128300.0 |
¥98.4万 |
止损触发 |
| 2015-10-22 |
黄金分割买点 |
买入 |
6.49649 |
149900.0 |
¥97.4万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
6.42357 |
149900.0 |
¥96.3万 |
止损触发 |
| 2015-12-15 |
黄金分割买点 |
买入 |
6.65665 |
148600.0 |
¥98.9万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
6.4635299999999996 |
148600.0 |
¥96.0万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
5.62562 |
169700.0 |
¥95.5万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
5.25474 |
169700.0 |
¥89.1万 |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
6.716709999999999 |
130200.0 |
¥87.5万 |
|
| 2018-02-13 |
跌破0.618止损 |
卖出 |
6.5734200000000005 |
130200.0 |
¥85.6万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
6.316309999999999 |
139100.0 |
¥87.9万 |
|
| 2019-04-23 |
跌破0.618止损 |
卖出 |
6.26373 |
139100.0 |
¥87.1万 |
止损触发 |
| 2023-05-15 |
黄金分割买点 |
买入 |
5.83583 |
149000.0 |
¥87.0万 |
|
| 2023-07-13 |
跌破0.618止损 |
卖出 |
5.44 |
149000.0 |
¥81.0万 |
止损触发 |
| 2024-06-17 |
黄金分割买点 |
买入 |
6.786779999999999 |
119000.0 |
¥80.8万 |
|
| 2024-06-27 |
重回前高 |
卖出 |
7.34265 |
119000.0 |
¥87.4万 |
|
| 2024-09-30 |
黄金分割买点 |
买入 |
7.24724 |
120800.0 |
¥87.6万 |
|
| 2025-01-14 |
跌破0.618止损 |
卖出 |
7.2927 |
120800.0 |
¥88.1万 |
止损触发 |
| 2025-10-28 |
黄金分割买点 |
买入 |
7.29729 |
120800.0 |
¥88.2万 |
|
| 2025-10-31 |
跌破0.618止损 |
卖出 |
7.13286 |
120800.0 |
¥86.1万 |
止损触发 |
| 2025-11-04 |
黄金分割买点 |
买入 |
7.287279999999999 |
118200.0 |
¥86.2万 |
|
| 2025-11-21 |
重回前高 |
卖出 |
7.65234 |
118200.0 |
¥90.4万 |
|
| 2025-12-11 |
黄金分割买点 |
买入 |
7.327319999999999 |
123400.0 |
¥90.4万 |
|
| 2026-01-09 |
跌破0.618止损 |
卖出 |
7.1128800000000005 |
123400.0 |
¥87.7万 |
止损触发 |