601336 新华保险 — 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: ¥1.14M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +13.86%）
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 53 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 |
2015-06-01 |
2015-06-09 |
58.37580749 |
70.47945 |
¥20.4万 |
+20.70% |
重回前高 |
| 2 |
2015-06-16 |
2015-06-23 |
61.57996844999999 |
56.4435 |
¥-9.9万 |
-8.37% |
跌破0.618止损 |
| 3 |
2015-07-01 |
2015-07-02 |
59.697523886 |
56.463480000000004 |
¥-5.9万 |
-5.45% |
跌破0.618止损 |
| 4 |
2015-10-19 |
2016-01-08 |
41.183481339 |
44.955 |
¥9.5万 |
+9.13% |
跌破0.618止损 |
| 5 |
2016-04-12 |
2016-06-17 |
39.351101789999994 |
39.87009 |
¥1.5万 |
+1.29% |
跌破0.618止损 |
| 6 |
2016-08-22 |
2016-09-13 |
44.25747326 |
41.68826999999999 |
¥-6.7万 |
-5.83% |
跌破0.618止损 |
| 7 |
2016-11-15 |
2016-12-28 |
45.01846148799999 |
43.5 |
¥-3.7万 |
-3.40% |
跌破0.618止损 |
| 8 |
2017-01-17 |
2017-02-06 |
45.529124640999996 |
45.03 |
¥-1.2万 |
-1.13% |
跌破0.618止损 |
| 9 |
2017-09-08 |
2017-09-28 |
59.357081783999995 |
57.4425 |
¥-3.4万 |
-3.25% |
跌破0.618止损 |
| 10 |
2017-10-27 |
2017-11-13 |
60.348369080999994 |
67.2327 |
¥11.4万 |
+11.37% |
重回前高 |
| 11 |
2017-11-28 |
2018-01-11 |
64.033154185 |
62.73719999999999 |
¥-2.3万 |
-2.05% |
跌破0.618止损 |
| 12 |
2018-01-17 |
2018-01-19 |
66.36618388399998 |
63.75618 |
¥-4.3万 |
-3.96% |
跌破0.618止损 |
| 13 |
2018-06-15 |
2018-06-26 |
47.46163421999999 |
42.59736 |
¥-10.8万 |
-10.28% |
跌破0.618止损 |
| 14 |
2018-07-10 |
2018-07-12 |
44.74811040699999 |
43.55 |
¥-2.6万 |
-2.71% |
跌破0.618止损 |
| 15 |
2018-07-13 |
2018-07-23 |
45.0135 |
48.951 |
¥8.0万 |
+8.71% |
重回前高 |
| 16 |
2018-08-02 |
2018-08-06 |
46.46033391999999 |
44.09586 |
¥-5.1万 |
-5.12% |
跌破0.618止损 |
| 17 |
2018-08-28 |
2018-09-12 |
47.41422 |
44.4555 |
¥-5.9万 |
-6.27% |
跌破0.618止损 |
| 18 |
2018-09-18 |
2018-10-19 |
46.42028190799999 |
43.93602 |
¥-4.7万 |
-5.38% |
跌破0.618止损 |
| 19 |
2018-11-09 |
2018-11-21 |
47.091153109 |
45.2547 |
¥-3.3万 |
-3.93% |
跌破0.618止损 |
| 20 |
2019-02-14 |
2019-02-26 |
43.766836113 |
51.83811 |
¥14.7万 |
+18.41% |
重回前高 |
| 21 |
2019-03-11 |
2019-04-04 |
48.81338962499999 |
58.2 |
¥18.2万 |
+19.19% |
重回前高 |
| 22 |
2019-07-02 |
2019-07-05 |
57.594793256 |
54.4455 |
¥-6.2万 |
-5.50% |
跌破0.618止损 |
| 23 |
2019-07-25 |
2019-08-07 |
55.25175055399999 |
52.297650000000004 |
¥-5.8万 |
-5.38% |
跌破0.618止损 |
| 24 |
2019-12-18 |
2020-02-04 |
48.422882508 |
43.9 |
¥-9.5万 |
-9.37% |
跌破0.618止损 |
| 25 |
2020-02-21 |
2020-02-26 |
48.14251842399999 |
45.74421 |
¥-4.6万 |
-5.01% |
跌破0.618止损 |
| 26 |
2020-05-25 |
2020-07-03 |
43.496485031999995 |
49.15 |
¥11.4万 |
+12.96% |
重回前高 |
| 27 |
2020-07-27 |
2020-11-05 |
51.967485569999994 |
60.919019999999996 |
¥17.0万 |
+17.19% |
跌破0.618止损 |
| 28 |
2020-12-03 |
2020-12-10 |
63.68269908 |
60.659279999999995 |
¥-5.5万 |
-4.78% |
跌破0.618止损 |
| 29 |
2021-03-05 |
2021-03-10 |
55.261763556999995 |
52.72722 |
¥-5.1万 |
-4.62% |
跌破0.618止损 |
| 30 |
2021-05-17 |
2021-06-15 |
50.71586019499999 |
47.5524 |
¥-6.6万 |
-6.27% |
跌破0.618止损 |
| 31 |
2021-09-13 |
2021-09-15 |
43.055912899999996 |
41.618339999999996 |
¥-3.3万 |
-3.37% |
跌破0.618止损 |
| 32 |
2021-10-12 |
2021-11-01 |
42.475158726 |
38.8611 |
¥-8.0万 |
-8.54% |
跌破0.618止损 |
| 33 |
2022-06-16 |
2022-07-15 |
32.079621 |
29.97 |
¥-5.7万 |
-6.60% |
跌破0.618止损 |
| 34 |
2022-11-15 |
2022-12-06 |
26.734718009999998 |
30.1698 |
¥10.4万 |
+12.81% |
重回前高 |
| 35 |
2023-02-06 |
2023-03-13 |
30.249282063 |
29.750220000000002 |
¥-1.5万 |
-1.68% |
跌破0.618止损 |
| 36 |
2023-04-04 |
2023-04-28 |
31.581011462 |
36.6633 |
¥14.5万 |
+16.06% |
重回前高 |
| 37 |
2023-05-25 |
2023-07-31 |
37.07815010899999 |
45.50445 |
¥23.8万 |
+22.69% |
重回前高 |
| 38 |
2023-08-14 |
2023-09-13 |
42.224833651000004 |
38.28168 |
¥-11.9万 |
-9.37% |
跌破0.618止损 |
| 39 |
2024-01-26 |
2024-02-05 |
31.140439329999996 |
28.76121 |
¥-8.9万 |
-7.67% |
跌破0.618止损 |
| 40 |
2024-03-05 |
2024-04-01 |
31.510920440999996 |
29.79018 |
¥-5.9万 |
-5.49% |
跌破0.618止损 |
| 41 |
2024-04-30 |
2024-05-20 |
31.741219509999997 |
35.13483 |
¥10.9万 |
+10.66% |
重回前高 |
| 42 |
2024-06-03 |
2024-06-25 |
32.602337768 |
30.41955 |
¥-7.6万 |
-6.72% |
跌破0.618止损 |
| 43 |
2024-11-25 |
2025-01-02 |
47.101166112 |
49.0509 |
¥4.3万 |
+4.11% |
跌破0.618止损 |
| 44 |
2025-02-27 |
2025-03-03 |
51.166445329999995 |
48.16179 |
¥-6.5万 |
-5.90% |
跌破0.618止损 |
| 45 |
2025-03-27 |
2025-04-08 |
50.555652146999996 |
47.63232 |
¥-6.0万 |
-5.81% |
跌破0.618止损 |
| 46 |
2025-05-19 |
2025-06-12 |
51.246549353999995 |
54.645300000000006 |
¥6.4万 |
+6.60% |
重回前高 |
| 47 |
2025-09-04 |
2025-09-16 |
63.359002 |
62.25768 |
¥-1.8万 |
-1.77% |
跌破0.618止损 |
| 48 |
2025-10-15 |
2025-12-05 |
65.41494859899998 |
63.98 |
¥-2.3万 |
-2.22% |
跌破0.618止损 |
| 49 |
2025-12-08 |
2026-01-06 |
67.18725012999998 |
75.86 |
¥12.8万 |
+12.87% |
重回前高 |
| 50 |
2026-01-26 |
2026-01-30 |
76.89986304 |
84.92499000000001 |
¥11.7万 |
+10.40% |
重回前高 |
| 51 |
2026-02-26 |
2026-03-10 |
76.99999307 |
72.01791 |
¥-8.1万 |
-6.50% |
跌破0.618止损 |
| 52 |
2026-06-25 |
2026-06-29 |
60.88907124299999 |
59.84009999999999 |
¥-2.0万 |
-1.75% |
跌破0.618止损 |
| 53 |
2026-08-27 |
2026-09-09 |
60.17814802999999 |
59.820119999999996 |
¥-7,031 |
-0.62% |
跌破0.618止损 |
逐笔成交记录（共 106 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-01 |
黄金分割买点 |
买入 |
58.35829999999999 |
16900.0 |
¥98.7万 |
|
| 2015-06-09 |
重回前高 |
卖出 |
70.47945 |
16900.0 |
¥1.19M |
|
| 2015-06-16 |
黄金分割买点 |
买入 |
61.56149999999999 |
19200.0 |
¥1.18M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
56.4435 |
19200.0 |
¥1.08M |
止损触发 |
| 2015-07-01 |
黄金分割买点 |
买入 |
59.67961999999999 |
18000.0 |
¥1.07M |
|
| 2015-07-02 |
跌破0.618止损 |
卖出 |
56.463480000000004 |
18000.0 |
¥1.02M |
止损触发 |
| 2015-10-19 |
黄金分割买点 |
买入 |
41.17113 |
25300.0 |
¥1.04M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
44.955 |
25300.0 |
¥1.14M |
止损触发 |
| 2016-04-12 |
黄金分割买点 |
买入 |
39.339299999999994 |
28800.0 |
¥1.13M |
|
| 2016-06-17 |
跌破0.618止损 |
卖出 |
39.87009 |
28800.0 |
¥1.15M |
止损触发 |
| 2016-08-22 |
黄金分割买点 |
买入 |
44.2442 |
26000.0 |
¥1.15M |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
41.68826999999999 |
26000.0 |
¥1.08M |
止损触发 |
| 2016-11-15 |
黄金分割买点 |
买入 |
45.00496 |
24100.0 |
¥1.08M |
|
| 2016-12-28 |
跌破0.618止损 |
卖出 |
43.5 |
24100.0 |
¥1.05M |
止损触发 |
| 2017-01-17 |
黄金分割买点 |
买入 |
45.51546999999999 |
22900.0 |
¥1.04M |
|
| 2017-02-06 |
跌破0.618止损 |
卖出 |
45.03 |
22900.0 |
¥1.03M |
止损触发 |
| 2017-09-08 |
黄金分割买点 |
买入 |
59.339279999999995 |
17400.0 |
¥1.03M |
|
| 2017-09-28 |
跌破0.618止损 |
卖出 |
57.4425 |
17400.0 |
¥99.9万 |
止损触发 |
| 2017-10-27 |
黄金分割买点 |
买入 |
60.33027 |
16600.0 |
¥1.00M |
|
| 2017-11-13 |
重回前高 |
卖出 |
67.2327 |
16600.0 |
¥1.12M |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
64.01395 |
17300.0 |
¥1.11M |
|
| 2018-01-11 |
跌破0.618止损 |
卖出 |
62.73719999999999 |
17300.0 |
¥1.09M |
止损触发 |
| 2018-01-17 |
黄金分割买点 |
买入 |
66.34628 |
16400.0 |
¥1.09M |
|
| 2018-01-19 |
跌破0.618止损 |
卖出 |
63.75618 |
16400.0 |
¥1.05M |
止损触发 |
| 2018-06-15 |
黄金分割买点 |
买入 |
47.447399999999995 |
22100.0 |
¥1.05M |
|
| 2018-06-26 |
跌破0.618止损 |
卖出 |
42.59736 |
22100.0 |
¥94.1万 |
止损触发 |
| 2018-07-10 |
黄金分割买点 |
买入 |
44.73468999999999 |
21100.0 |
¥94.4万 |
|
| 2018-07-12 |
跌破0.618止损 |
卖出 |
43.55 |
21100.0 |
¥91.9万 |
止损触发 |
| 2018-07-13 |
黄金分割买点 |
买入 |
45.0 |
20400.0 |
¥91.8万 |
|
| 2018-07-23 |
重回前高 |
卖出 |
48.951 |
20400.0 |
¥99.8万 |
|
| 2018-08-02 |
黄金分割买点 |
买入 |
46.44639999999999 |
21300.0 |
¥99.0万 |
|
| 2018-08-06 |
跌破0.618止损 |
卖出 |
44.09586 |
21300.0 |
¥93.9万 |
止损触发 |
| 2018-08-28 |
黄金分割买点 |
买入 |
47.4 |
19900.0 |
¥94.4万 |
|
| 2018-09-12 |
跌破0.618止损 |
卖出 |
44.4555 |
19900.0 |
¥88.4万 |
止损触发 |
| 2018-09-18 |
黄金分割买点 |
买入 |
46.40635999999999 |
19000.0 |
¥88.2万 |
|
| 2018-10-19 |
跌破0.618止损 |
卖出 |
43.93602 |
19000.0 |
¥83.5万 |
止损触发 |
| 2018-11-09 |
黄金分割买点 |
买入 |
47.07702999999999 |
17700.0 |
¥83.4万 |
|
| 2018-11-21 |
跌破0.618止损 |
卖出 |
45.2547 |
17700.0 |
¥80.1万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
43.75371 |
18300.0 |
¥80.1万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
51.83811 |
18300.0 |
¥94.8万 |
|
| 2019-03-11 |
黄金分割买点 |
买入 |
48.79874999999999 |
19400.0 |
¥94.7万 |
|
| 2019-04-04 |
重回前高 |
卖出 |
58.2 |
19400.0 |
¥1.13M |
|
| 2019-07-02 |
黄金分割买点 |
买入 |
57.57752 |
19600.0 |
¥1.13M |
|
| 2019-07-05 |
跌破0.618止损 |
卖出 |
54.4455 |
19600.0 |
¥1.07M |
止损触发 |
| 2019-07-25 |
黄金分割买点 |
买入 |
55.235179999999986 |
19500.0 |
¥1.08M |
|
| 2019-08-07 |
跌破0.618止损 |
卖出 |
52.297650000000004 |
19500.0 |
¥1.02M |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
48.408359999999995 |
21000.0 |
¥1.02M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
43.9 |
21000.0 |
¥92.2万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
48.12807999999999 |
19000.0 |
¥91.5万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
45.74421 |
19000.0 |
¥86.9万 |
止损触发 |
| 2020-05-25 |
黄金分割买点 |
买入 |
43.483439999999995 |
20200.0 |
¥87.9万 |
|
| 2020-07-03 |
重回前高 |
卖出 |
49.15 |
20200.0 |
¥99.3万 |
|
| 2020-07-27 |
黄金分割买点 |
买入 |
51.951899999999995 |
19000.0 |
¥98.7万 |
|
| 2020-11-05 |
跌破0.618止损 |
卖出 |
60.919019999999996 |
19000.0 |
¥1.16M |
止损触发 |
| 2020-12-03 |
黄金分割买点 |
买入 |
63.663599999999995 |
18100.0 |
¥1.15M |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
60.659279999999995 |
18100.0 |
¥1.10M |
止损触发 |
| 2021-03-05 |
黄金分割买点 |
买入 |
55.24519 |
19900.0 |
¥1.10M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
52.72722 |
19900.0 |
¥1.05M |
止损触发 |
| 2021-05-17 |
黄金分割买点 |
买入 |
50.70064999999999 |
20700.0 |
¥1.05M |
|
| 2021-06-15 |
跌破0.618止损 |
卖出 |
47.5524 |
20700.0 |
¥98.4万 |
止损触发 |
| 2021-09-13 |
黄金分割买点 |
买入 |
43.04299999999999 |
22900.0 |
¥98.6万 |
|
| 2021-09-15 |
跌破0.618止损 |
卖出 |
41.618339999999996 |
22900.0 |
¥95.3万 |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
42.462419999999995 |
22200.0 |
¥94.3万 |
|
| 2021-11-01 |
跌破0.618止损 |
卖出 |
38.8611 |
22200.0 |
¥86.2万 |
止损触发 |
| 2022-06-16 |
黄金分割买点 |
买入 |
32.07 |
27100.0 |
¥86.9万 |
|
| 2022-07-15 |
跌破0.618止损 |
卖出 |
29.97 |
27100.0 |
¥81.2万 |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
26.7267 |
30500.0 |
¥81.5万 |
|
| 2022-12-06 |
重回前高 |
卖出 |
30.1698 |
30500.0 |
¥92.0万 |
|
| 2023-02-06 |
黄金分割买点 |
买入 |
30.240209999999998 |
30200.0 |
¥91.4万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
29.750220000000002 |
30200.0 |
¥89.8万 |
止损触发 |
| 2023-04-04 |
黄金分割买点 |
买入 |
31.571539999999995 |
28600.0 |
¥90.3万 |
|
| 2023-04-28 |
重回前高 |
卖出 |
36.6633 |
28600.0 |
¥1.05M |
|
| 2023-05-25 |
黄金分割买点 |
买入 |
37.067029999999995 |
28300.0 |
¥1.05M |
|
| 2023-07-31 |
重回前高 |
卖出 |
45.50445 |
28300.0 |
¥1.29M |
|
| 2023-08-14 |
黄金分割买点 |
买入 |
42.21217 |
30000.0 |
¥1.27M |
|
| 2023-09-13 |
跌破0.618止损 |
卖出 |
38.28168 |
30000.0 |
¥1.15M |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
31.131099999999996 |
37400.0 |
¥1.16M |
|
| 2024-02-05 |
跌破0.618止损 |
卖出 |
28.76121 |
37400.0 |
¥1.08M |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
31.501469999999998 |
34100.0 |
¥1.07M |
|
| 2024-04-01 |
跌破0.618止损 |
卖出 |
29.79018 |
34100.0 |
¥1.02M |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
31.731699999999996 |
32300.0 |
¥1.03M |
|
| 2024-05-20 |
重回前高 |
卖出 |
35.13483 |
32300.0 |
¥1.13M |
|
| 2024-06-03 |
黄金分割买点 |
买入 |
32.59256 |
34700.0 |
¥1.13M |
|
| 2024-06-25 |
跌破0.618止损 |
卖出 |
30.41955 |
34700.0 |
¥1.06M |
止损触发 |
| 2024-11-25 |
黄金分割买点 |
买入 |
47.08704 |
22400.0 |
¥1.06M |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
49.0509 |
22400.0 |
¥1.10M |
止损触发 |
| 2025-02-27 |
黄金分割买点 |
买入 |
51.15109999999999 |
21500.0 |
¥1.10M |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
48.16179 |
21500.0 |
¥1.04M |
止损触发 |
| 2025-03-27 |
黄金分割买点 |
买入 |
50.54049 |
20300.0 |
¥1.03M |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
47.63232 |
20300.0 |
¥96.7万 |
止损触发 |
| 2025-05-19 |
黄金分割买点 |
买入 |
51.231179999999995 |
18900.0 |
¥96.9万 |
|
| 2025-06-12 |
重回前高 |
卖出 |
54.645300000000006 |
18900.0 |
¥1.03M |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
63.34 |
16300.0 |
¥1.03M |
|
| 2025-09-16 |
跌破0.618止损 |
卖出 |
62.25768 |
16300.0 |
¥1.01M |
止损触发 |
| 2025-10-15 |
黄金分割买点 |
买入 |
65.39532999999999 |
15500.0 |
¥1.01M |
|
| 2025-12-05 |
跌破0.618止损 |
卖出 |
63.98 |
15500.0 |
¥99.1万 |
止损触发 |
| 2025-12-08 |
黄金分割买点 |
买入 |
67.16709999999999 |
14800.0 |
¥99.4万 |
|
| 2026-01-06 |
重回前高 |
卖出 |
75.86 |
14800.0 |
¥1.12M |
|
| 2026-01-26 |
黄金分割买点 |
买入 |
76.87679999999999 |
14600.0 |
¥1.12M |
|
| 2026-01-30 |
重回前高 |
卖出 |
84.92499000000001 |
14600.0 |
¥1.24M |
|
| 2026-02-26 |
黄金分割买点 |
买入 |
76.9769 |
16100.0 |
¥1.24M |
|
| 2026-03-10 |
跌破0.618止损 |
卖出 |
72.01791 |
16100.0 |
¥1.16M |
止损触发 |
| 2026-06-25 |
黄金分割买点 |
买入 |
60.87080999999999 |
18700.0 |
¥1.14M |
|
| 2026-06-29 |
跌破0.618止损 |
卖出 |
59.84009999999999 |
18700.0 |
¥1.12M |
止损触发 |
| 2026-08-27 |
黄金分割买点 |
买入 |
60.16009999999999 |
18700.0 |
¥1.13M |
|
| 2026-09-09 |
跌破0.618止损 |
卖出 |
59.820119999999996 |
18700.0 |
¥1.12M |
止损触发 |