601360 三六零 — 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: ¥19.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -80.05%）
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 |
2015-06-26 |
2015-06-30 |
20.897137261 |
17.282700000000002 |
¥-16.4万 |
-17.32% |
跌破0.618止损 |
| 2 |
2015-10-13 |
2015-11-24 |
14.198438253999997 |
16.10388 |
¥10.8万 |
+13.39% |
重回前高 |
| 3 |
2016-01-04 |
2016-01-05 |
15.660336691999998 |
13.49649 |
¥-13.0万 |
-13.84% |
跌破0.618止损 |
| 4 |
2016-04-22 |
2016-05-12 |
11.865408554999998 |
10.99899 |
¥-5.9万 |
-7.33% |
跌破0.618止损 |
| 5 |
2016-07-04 |
2016-08-01 |
14.008191196999999 |
12.407579999999998 |
¥-8.6万 |
-11.45% |
跌破0.618止损 |
| 6 |
2017-03-10 |
2017-03-31 |
11.905460566999999 |
11.14884 |
¥-4.3万 |
-6.38% |
跌破0.618止损 |
| 7 |
2018-03-08 |
2018-03-15 |
47.0611141 |
47.952 |
¥1.1万 |
+1.86% |
跌破0.618止损 |
| 8 |
2018-09-10 |
2018-10-09 |
28.677240592 |
23.976 |
¥-10.4万 |
-16.42% |
跌破0.618止损 |
| 9 |
2019-02-14 |
2019-02-26 |
22.539269753 |
25.69428 |
¥7.3万 |
+13.96% |
重回前高 |
| 10 |
2019-03-29 |
2019-04-30 |
25.282832574999997 |
22.767210000000002 |
¥-6.0万 |
-9.98% |
跌破0.618止损 |
| 11 |
2019-10-09 |
2019-11-14 |
23.049932906 |
21.028950000000002 |
¥-4.8万 |
-8.80% |
跌破0.618止损 |
| 12 |
2019-12-30 |
2020-02-04 |
23.480492034999994 |
20.06 |
¥-7.2万 |
-14.59% |
跌破0.618止损 |
| 13 |
2020-02-07 |
2020-03-02 |
22.949802876 |
22.31766 |
¥-1.2万 |
-2.78% |
跌破0.618止损 |
| 14 |
2020-06-12 |
2020-06-16 |
18.894536660999997 |
18.59139 |
¥-6,607 |
-1.63% |
跌破0.618止损 |
| 15 |
2020-07-22 |
2020-07-27 |
19.825745939999997 |
18.83115 |
¥-2.0万 |
-5.05% |
跌破0.618止损 |
| 16 |
2020-07-30 |
2020-08-12 |
19.675550894999997 |
18.96102 |
¥-1.4万 |
-3.66% |
跌破0.618止损 |
| 17 |
2020-11-26 |
2020-11-27 |
16.821845040000003 |
16.49349 |
¥-7,299 |
-1.98% |
跌破0.618止损 |
| 18 |
2020-12-04 |
2020-12-23 |
16.901949063999997 |
15.47451 |
¥-3.1万 |
-8.47% |
跌破0.618止损 |
| 19 |
2021-01-07 |
2021-01-08 |
16.314892999999998 |
15.8841 |
¥-8,885 |
-2.67% |
跌破0.618止损 |
| 20 |
2021-01-27 |
2021-02-01 |
17.072170115 |
16.243740000000003 |
¥-1.6万 |
-4.88% |
跌破0.618止损 |
| 21 |
2021-07-13 |
2021-07-27 |
13.597658073999998 |
12.247739999999999 |
¥-3.1万 |
-9.95% |
跌破0.618止损 |
| 22 |
2021-09-09 |
2021-09-13 |
12.663798 |
12.677309999999999 |
¥213 |
+0.08% |
跌破0.618止损 |
| 23 |
2022-10-28 |
2022-10-31 |
6.8589070549999995 |
6.78321 |
¥-3,024 |
-1.13% |
跌破0.618止损 |
| 24 |
2022-11-02 |
2022-11-24 |
7.0892061239999995 |
6.8931000000000004 |
¥-7,709 |
-2.80% |
跌破0.618止损 |
| 25 |
2022-12-06 |
2022-12-14 |
7.199349156999999 |
6.87312 |
¥-1.2万 |
-4.56% |
跌破0.618止损 |
| 26 |
2023-01-19 |
2023-02-08 |
6.90897207 |
8.82 |
¥7.0万 |
+27.62% |
重回前高 |
| 27 |
2023-04-28 |
2023-05-17 |
14.899348464000001 |
13.686299999999997 |
¥-2.6万 |
-8.17% |
跌破0.618止损 |
| 28 |
2024-02-29 |
2024-05-22 |
8.460987535 |
8.4915 |
¥996 |
+0.33% |
跌破0.618止损 |
| 29 |
2024-09-26 |
2024-09-30 |
7.349544202 |
8.41158 |
¥4.3万 |
+14.42% |
重回前高 |
| 30 |
2024-10-14 |
2024-11-01 |
8.190636453999998 |
9.99 |
¥7.6万 |
+21.93% |
重回前高 |
| 31 |
2024-12-17 |
2025-01-02 |
11.575031467999999 |
10.2897 |
¥-4.6万 |
-11.13% |
跌破0.618止损 |
| 32 |
2025-02-14 |
2025-03-03 |
12.776591827999999 |
11.13885 |
¥-4.8万 |
-12.84% |
跌破0.618止损 |
| 33 |
2025-03-07 |
2025-03-21 |
11.985564591 |
11.118870000000001 |
¥-2.4万 |
-7.26% |
跌破0.618止损 |
| 34 |
2025-06-11 |
2025-06-20 |
10.273341077999998 |
9.82017 |
¥-1.3万 |
-4.44% |
跌破0.618止损 |
| 35 |
2025-07-01 |
2025-07-08 |
10.21326306 |
9.86013 |
¥-1.0万 |
-3.49% |
跌破0.618止损 |
| 36 |
2025-07-23 |
2025-09-05 |
10.573731168 |
10.5894 |
¥330 |
+0.12% |
跌破0.618止损 |
| 37 |
2025-09-12 |
2025-10-15 |
10.924186272999998 |
10.779209999999999 |
¥-3,779 |
-1.36% |
跌破0.618止损 |
| 38 |
2025-11-17 |
2025-12-12 |
12.315993689999999 |
11.528459999999999 |
¥-1.8万 |
-6.42% |
跌破0.618止损 |
| 39 |
2026-01-26 |
2026-02-09 |
12.536279755999997 |
11.94804 |
¥-1.2万 |
-4.72% |
跌破0.618止损 |
| 40 |
2026-02-12 |
2026-03-04 |
12.806630836999998 |
11.13 |
¥-3.2万 |
-13.12% |
跌破0.618止损 |
| 41 |
2026-03-12 |
2026-03-18 |
12.41612372 |
11.72826 |
¥-1.2万 |
-5.57% |
跌破0.618止损 |
| 42 |
2026-08-31 |
2026-09-04 |
9.111832729999996 |
9.02097 |
¥-2,030 |
-1.03% |
跌破0.618止损 |
| 43 |
2026-09-23 |
2026-09-28 |
9.141871738999999 |
9.07092 |
¥-1,606 |
-0.81% |
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 |
|---|
| 2015-06-26 |
黄金分割买点 |
买入 |
20.89087 |
45300.0 |
¥94.7万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
17.282700000000002 |
45300.0 |
¥78.3万 |
止损触发 |
| 2015-10-13 |
黄金分割买点 |
买入 |
14.194179999999998 |
57000.0 |
¥80.9万 |
|
| 2015-11-24 |
重回前高 |
卖出 |
16.10388 |
57000.0 |
¥91.8万 |
|
| 2016-01-04 |
黄金分割买点 |
买入 |
15.655639999999998 |
60000.0 |
¥94.0万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
13.49649 |
60000.0 |
¥81.0万 |
止损触发 |
| 2016-04-22 |
黄金分割买点 |
买入 |
11.861849999999999 |
67800.0 |
¥80.4万 |
|
| 2016-05-12 |
跌破0.618止损 |
卖出 |
10.99899 |
67800.0 |
¥74.6万 |
止损触发 |
| 2016-07-04 |
黄金分割买点 |
买入 |
14.003989999999996 |
53500.0 |
¥74.9万 |
|
| 2016-08-01 |
跌破0.618止损 |
卖出 |
12.407579999999998 |
53500.0 |
¥66.4万 |
止损触发 |
| 2017-03-10 |
黄金分割买点 |
买入 |
11.90189 |
56100.0 |
¥66.8万 |
|
| 2017-03-31 |
跌破0.618止损 |
卖出 |
11.14884 |
56100.0 |
¥62.5万 |
止损触发 |
| 2018-03-08 |
黄金分割买点 |
买入 |
47.047 |
13000.0 |
¥61.2万 |
|
| 2018-03-15 |
跌破0.618止损 |
卖出 |
47.952 |
13000.0 |
¥62.3万 |
止损触发 |
| 2018-09-10 |
黄金分割买点 |
买入 |
28.668639999999996 |
22000.0 |
¥63.1万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
23.976 |
22000.0 |
¥52.7万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
22.53251 |
23100.0 |
¥52.1万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
25.69428 |
23100.0 |
¥59.3万 |
|
| 2019-03-29 |
黄金分割买点 |
买入 |
25.275249999999993 |
23900.0 |
¥60.4万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
22.767210000000002 |
23900.0 |
¥54.4万 |
止损触发 |
| 2019-10-09 |
黄金分割买点 |
买入 |
23.04302 |
23500.0 |
¥54.2万 |
|
| 2019-11-14 |
跌破0.618止损 |
卖出 |
21.028950000000002 |
23500.0 |
¥49.4万 |
止损触发 |
| 2019-12-30 |
黄金分割买点 |
买入 |
23.473449999999996 |
20900.0 |
¥49.1万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
20.06 |
20900.0 |
¥41.9万 |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
22.94292 |
18600.0 |
¥42.7万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
22.31766 |
18600.0 |
¥41.5万 |
止损触发 |
| 2020-06-12 |
黄金分割买点 |
买入 |
18.888869999999997 |
21400.0 |
¥40.4万 |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
18.59139 |
21400.0 |
¥39.8万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
19.819799999999997 |
20400.0 |
¥40.4万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
18.83115 |
20400.0 |
¥38.4万 |
止损触发 |
| 2020-07-30 |
黄金分割买点 |
买入 |
19.669649999999997 |
19700.0 |
¥38.8万 |
|
| 2020-08-12 |
跌破0.618止损 |
卖出 |
18.96102 |
19700.0 |
¥37.3万 |
止损触发 |
| 2020-11-26 |
黄金分割买点 |
买入 |
16.8168 |
21900.0 |
¥36.8万 |
|
| 2020-11-27 |
跌破0.618止损 |
卖出 |
16.49349 |
21900.0 |
¥36.1万 |
止损触发 |
| 2020-12-04 |
黄金分割买点 |
买入 |
16.896879999999996 |
21600.0 |
¥36.5万 |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
15.47451 |
21600.0 |
¥33.4万 |
止损触发 |
| 2021-01-07 |
黄金分割买点 |
买入 |
16.31 |
20400.0 |
¥33.3万 |
|
| 2021-01-08 |
跌破0.618止损 |
卖出 |
15.8841 |
20400.0 |
¥32.4万 |
止损触发 |
| 2021-01-27 |
黄金分割买点 |
买入 |
17.06705 |
19100.0 |
¥32.6万 |
|
| 2021-02-01 |
跌破0.618止损 |
卖出 |
16.243740000000003 |
19100.0 |
¥31.0万 |
止损触发 |
| 2021-07-13 |
黄金分割买点 |
买入 |
13.593579999999998 |
22900.0 |
¥31.1万 |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
12.247739999999999 |
22900.0 |
¥28.0万 |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
12.66 |
21900.0 |
¥27.7万 |
|
| 2021-09-13 |
跌破0.618止损 |
卖出 |
12.677309999999999 |
21900.0 |
¥27.8万 |
止损触发 |
| 2022-10-28 |
黄金分割买点 |
买入 |
6.856849999999999 |
38900.0 |
¥26.7万 |
|
| 2022-10-31 |
跌破0.618止损 |
卖出 |
6.78321 |
38900.0 |
¥26.4万 |
止损触发 |
| 2022-11-02 |
黄金分割买点 |
买入 |
7.0870799999999985 |
38900.0 |
¥27.6万 |
|
| 2022-11-24 |
跌破0.618止损 |
卖出 |
6.8931000000000004 |
38900.0 |
¥26.8万 |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
7.19719 |
37500.0 |
¥27.0万 |
|
| 2022-12-14 |
跌破0.618止损 |
卖出 |
6.87312 |
37500.0 |
¥25.8万 |
止损触发 |
| 2023-01-19 |
黄金分割买点 |
买入 |
6.906899999999999 |
36900.0 |
¥25.5万 |
|
| 2023-02-08 |
重回前高 |
卖出 |
8.82 |
36900.0 |
¥32.5万 |
|
| 2023-04-28 |
黄金分割买点 |
买入 |
14.89488 |
21600.0 |
¥32.2万 |
|
| 2023-05-17 |
跌破0.618止损 |
卖出 |
13.686299999999997 |
21600.0 |
¥29.6万 |
止损触发 |
| 2024-02-29 |
黄金分割买点 |
买入 |
8.45845 |
35600.0 |
¥30.1万 |
|
| 2024-05-22 |
跌破0.618止损 |
卖出 |
8.4915 |
35600.0 |
¥30.2万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
7.347339999999998 |
41000.0 |
¥30.1万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
8.41158 |
41000.0 |
¥34.5万 |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
8.18818 |
42100.0 |
¥34.5万 |
|
| 2024-11-01 |
重回前高 |
卖出 |
9.99 |
42100.0 |
¥42.0万 |
|
| 2024-12-17 |
黄金分割买点 |
买入 |
11.57156 |
36000.0 |
¥41.7万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
10.2897 |
36000.0 |
¥37.0万 |
止损触发 |
| 2025-02-14 |
黄金分割买点 |
买入 |
12.772759999999998 |
29300.0 |
¥37.4万 |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
11.13885 |
29300.0 |
¥32.6万 |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
11.981969999999999 |
27200.0 |
¥32.6万 |
|
| 2025-03-21 |
跌破0.618止损 |
卖出 |
11.118870000000001 |
27200.0 |
¥30.2万 |
止损触发 |
| 2025-06-11 |
黄金分割买点 |
买入 |
10.270259999999999 |
29300.0 |
¥30.1万 |
|
| 2025-06-20 |
跌破0.618止损 |
卖出 |
9.82017 |
29300.0 |
¥28.8万 |
止损触发 |
| 2025-07-01 |
黄金分割买点 |
买入 |
10.210199999999999 |
28300.0 |
¥28.9万 |
|
| 2025-07-08 |
跌破0.618止损 |
卖出 |
9.86013 |
28300.0 |
¥27.9万 |
止损触发 |
| 2025-07-23 |
黄金分割买点 |
买入 |
10.570559999999999 |
26400.0 |
¥27.9万 |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
10.5894 |
26400.0 |
¥27.9万 |
止损触发 |
| 2025-09-12 |
黄金分割买点 |
买入 |
10.92091 |
25500.0 |
¥27.9万 |
|
| 2025-10-15 |
跌破0.618止损 |
卖出 |
10.779209999999999 |
25500.0 |
¥27.5万 |
止损触发 |
| 2025-11-17 |
黄金分割买点 |
买入 |
12.312299999999999 |
22400.0 |
¥27.6万 |
|
| 2025-12-12 |
跌破0.618止损 |
卖出 |
11.528459999999999 |
22400.0 |
¥25.8万 |
止损触发 |
| 2026-01-26 |
黄金分割买点 |
买入 |
12.532519999999998 |
20600.0 |
¥25.8万 |
|
| 2026-02-09 |
跌破0.618止损 |
卖出 |
11.94804 |
20600.0 |
¥24.6万 |
止损触发 |
| 2026-02-12 |
黄金分割买点 |
买入 |
12.802789999999998 |
19200.0 |
¥24.6万 |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
11.13 |
19200.0 |
¥21.4万 |
止损触发 |
| 2026-03-12 |
黄金分割买点 |
买入 |
12.4124 |
17000.0 |
¥21.1万 |
|
| 2026-03-18 |
跌破0.618止损 |
卖出 |
11.72826 |
17000.0 |
¥19.9万 |
止损触发 |
| 2026-08-31 |
黄金分割买点 |
买入 |
9.109099999999998 |
21700.0 |
¥19.8万 |
|
| 2026-09-04 |
跌破0.618止损 |
卖出 |
9.02097 |
21700.0 |
¥19.6万 |
止损触发 |
| 2026-09-23 |
黄金分割买点 |
买入 |
9.13913 |
21800.0 |
¥19.9万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
9.07092 |
21800.0 |
¥19.8万 |
止损触发 |