601377 兴业证券 — 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: ¥51.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -48.25%）
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 42 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 |
2015-05-15 |
2015-06-17 |
16.801819033999998 |
16.333650000000002 |
¥-2.8万 |
-2.82% |
跌破0.618止损 |
| 2 |
2015-10-28 |
2015-11-09 |
9.191936753999999 |
11.988 |
¥29.2万 |
+30.38% |
重回前高 |
| 3 |
2015-11-30 |
2016-01-08 |
10.583744171 |
9.18081 |
¥-16.7万 |
-13.28% |
跌破0.618止损 |
| 4 |
2016-04-21 |
2016-05-10 |
8.380883510999999 |
7.71228 |
¥-8.6万 |
-8.01% |
跌破0.618止损 |
| 5 |
2016-07-14 |
2016-09-19 |
8.030428405999999 |
7.59 |
¥-5.5万 |
-5.51% |
跌破0.618止损 |
| 6 |
2017-08-15 |
2017-09-01 |
7.810142339999999 |
8.58141 |
¥9.4万 |
+9.84% |
重回前高 |
| 7 |
2017-10-18 |
2017-10-31 |
8.250714471999999 |
7.8621300000000005 |
¥-5.0万 |
-4.74% |
跌破0.618止损 |
| 8 |
2018-10-24 |
2018-11-16 |
4.615994382999999 |
5.14485 |
¥11.1万 |
+11.42% |
重回前高 |
| 9 |
2018-11-28 |
2018-12-27 |
5.006501499999999 |
4.6453500000000005 |
¥-8.0万 |
-7.24% |
跌破0.618止损 |
| 10 |
2019-01-17 |
2019-01-31 |
5.186735553999999 |
4.85 |
¥-6.7万 |
-6.52% |
跌破0.618止损 |
| 11 |
2019-02-12 |
2019-02-19 |
5.136670539 |
6.11388 |
¥18.3万 |
+18.99% |
重回前高 |
| 12 |
2019-04-26 |
2019-05-10 |
6.818855042999999 |
6.22377 |
¥-10.0万 |
-8.75% |
跌破0.618止损 |
| 13 |
2019-07-16 |
2019-08-05 |
6.688686003999999 |
6.1938 |
¥-7.7万 |
-7.43% |
跌破0.618止损 |
| 14 |
2019-09-24 |
2019-10-08 |
6.438360928999999 |
6.21378 |
¥-3.4万 |
-3.52% |
跌破0.618止损 |
| 15 |
2019-10-15 |
2019-10-21 |
6.458386934999999 |
6.16383 |
¥-4.3万 |
-4.59% |
跌破0.618止损 |
| 16 |
2019-10-29 |
2019-11-15 |
6.398308917 |
6.25374 |
¥-2.0万 |
-2.29% |
跌破0.618止损 |
| 17 |
2020-02-13 |
2020-02-21 |
6.578542970999999 |
7.25274 |
¥8.9万 |
+10.22% |
重回前高 |
| 18 |
2020-03-13 |
2020-03-17 |
6.468399937999999 |
6.4935 |
¥3,262 |
+0.36% |
跌破0.618止损 |
| 19 |
2020-07-21 |
2020-09-25 |
8.621195582999999 |
8.31168 |
¥-3.5万 |
-3.62% |
跌破0.618止损 |
| 20 |
2020-10-14 |
2020-10-27 |
8.641221588999999 |
7.992 |
¥-7.0万 |
-7.54% |
跌破0.618止损 |
| 21 |
2020-12-09 |
2020-12-11 |
8.751364621999999 |
8.33166 |
¥-4.1万 |
-4.82% |
跌破0.618止损 |
| 22 |
2021-01-04 |
2021-01-28 |
8.701299607 |
8.25174 |
¥-4.2万 |
-5.20% |
跌破0.618止损 |
| 23 |
2021-02-23 |
2021-03-02 |
8.771390627999997 |
8.47152 |
¥-2.7万 |
-3.45% |
跌破0.618止损 |
| 24 |
2021-06-07 |
2021-07-02 |
9.682573900999998 |
9.04095 |
¥-4.9万 |
-6.65% |
跌破0.618止损 |
| 25 |
2021-07-26 |
2021-07-28 |
9.712612909999997 |
9.01098 |
¥-5.1万 |
-7.25% |
跌破0.618止损 |
| 26 |
2021-08-04 |
2021-08-27 |
9.702599906999998 |
10.009979999999999 |
¥2.0万 |
+3.14% |
跌破0.618止损 |
| 27 |
2021-09-02 |
2021-09-30 |
10.493627144 |
9.920069999999999 |
¥-3.7万 |
-5.49% |
跌破0.618止损 |
| 28 |
2021-12-10 |
2022-01-17 |
10.083094020999999 |
9.06093 |
¥-6.3万 |
-10.16% |
跌破0.618止损 |
| 29 |
2022-06-17 |
2022-07-11 |
7.10923213 |
6.723270000000001 |
¥-3.1万 |
-5.46% |
跌破0.618止损 |
| 30 |
2022-11-16 |
2022-12-27 |
6.117944832999999 |
5.66433 |
¥-4.0万 |
-7.44% |
跌破0.618止损 |
| 31 |
2023-02-09 |
2023-03-15 |
6.4984389469999995 |
6.133859999999999 |
¥-2.8万 |
-5.64% |
跌破0.618止损 |
| 32 |
2023-04-04 |
2023-05-22 |
6.368269907999999 |
6.293699999999999 |
¥-5,658 |
-1.20% |
跌破0.618止损 |
| 33 |
2023-07-26 |
2023-08-04 |
6.558516964999998 |
7.28271 |
¥5.1万 |
+11.01% |
重回前高 |
| 34 |
2023-08-23 |
2023-09-01 |
6.828868045999999 |
6.44355 |
¥-2.9万 |
-5.67% |
跌破0.618止损 |
| 35 |
2024-02-23 |
2024-04-11 |
5.757476724999999 |
5.37462 |
¥-3.2万 |
-6.68% |
跌破0.618止损 |
| 36 |
2024-05-07 |
2024-05-16 |
5.60168 |
5.53446 |
¥-5,593 |
-1.23% |
跌破0.618止损 |
| 37 |
2024-07-31 |
2024-08-22 |
5.286865583999999 |
5.06493 |
¥-1.9万 |
-4.23% |
跌破0.618止损 |
| 38 |
2024-10-15 |
2024-12-27 |
6.288165884 |
6.41358 |
¥8,385 |
+1.96% |
跌破0.618止损 |
| 39 |
2025-04-18 |
2025-06-12 |
5.817554742999999 |
6.21378 |
¥3.0万 |
+6.78% |
重回前高 |
| 40 |
2025-06-16 |
2025-07-23 |
6.0178148029999985 |
6.4935 |
¥3.7万 |
+7.87% |
重回前高 |
| 41 |
2025-09-08 |
2025-09-17 |
6.528477955999999 |
6.41358 |
¥-8,995 |
-1.79% |
跌破0.618止损 |
| 42 |
2025-11-25 |
2026-01-16 |
6.698699006999999 |
6.98301 |
¥2.1万 |
+4.21% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-15 |
黄金分割买点 |
买入 |
16.79678 |
59000.0 |
¥99.1万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
16.333650000000002 |
59000.0 |
¥96.3万 |
止损触发 |
| 2015-10-28 |
黄金分割买点 |
买入 |
9.189179999999999 |
104700.0 |
¥96.2万 |
|
| 2015-11-09 |
重回前高 |
卖出 |
11.988 |
104700.0 |
¥1.25M |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
10.58057 |
118600.0 |
¥1.26M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
9.18081 |
118600.0 |
¥1.09M |
止损触发 |
| 2016-04-21 |
黄金分割买点 |
买入 |
8.378369999999999 |
128500.0 |
¥1.08M |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
7.71228 |
128500.0 |
¥99.1万 |
止损触发 |
| 2016-07-14 |
黄金分割买点 |
买入 |
8.028019999999998 |
125200.0 |
¥1.01M |
|
| 2016-09-19 |
跌破0.618止损 |
卖出 |
7.59 |
125200.0 |
¥95.0万 |
止损触发 |
| 2017-08-15 |
黄金分割买点 |
买入 |
7.8077999999999985 |
121700.0 |
¥95.0万 |
|
| 2017-09-01 |
重回前高 |
卖出 |
8.58141 |
121700.0 |
¥1.04M |
|
| 2017-10-18 |
黄金分割买点 |
买入 |
8.24824 |
127100.0 |
¥1.05M |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
7.8621300000000005 |
127100.0 |
¥99.9万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
4.61461 |
209800.0 |
¥96.8万 |
|
| 2018-11-16 |
重回前高 |
卖出 |
5.14485 |
209800.0 |
¥1.08M |
|
| 2018-11-28 |
黄金分割买点 |
买入 |
5.004999999999999 |
220900.0 |
¥1.11M |
|
| 2018-12-27 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
220900.0 |
¥1.03M |
止损触发 |
| 2019-01-17 |
黄金分割买点 |
买入 |
5.185179999999999 |
197900.0 |
¥1.03M |
|
| 2019-01-31 |
跌破0.618止损 |
卖出 |
4.85 |
197900.0 |
¥96.0万 |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
5.135129999999999 |
187500.0 |
¥96.3万 |
|
| 2019-02-19 |
重回前高 |
卖出 |
6.11388 |
187500.0 |
¥1.15M |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
6.8168099999999985 |
167000.0 |
¥1.14M |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
6.22377 |
167000.0 |
¥1.04M |
止损触发 |
| 2019-07-16 |
黄金分割买点 |
买入 |
6.686679999999999 |
155700.0 |
¥1.04M |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
6.1938 |
155700.0 |
¥96.4万 |
止损触发 |
| 2019-09-24 |
黄金分割买点 |
买入 |
6.436429999999999 |
150200.0 |
¥96.7万 |
|
| 2019-10-08 |
跌破0.618止损 |
卖出 |
6.21378 |
150200.0 |
¥93.3万 |
止损触发 |
| 2019-10-15 |
黄金分割买点 |
买入 |
6.456449999999999 |
143800.0 |
¥92.9万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
6.16383 |
143800.0 |
¥88.6万 |
止损触发 |
| 2019-10-29 |
黄金分割买点 |
买入 |
6.396389999999999 |
138800.0 |
¥88.8万 |
|
| 2019-11-15 |
跌破0.618止损 |
卖出 |
6.25374 |
138800.0 |
¥86.8万 |
止损触发 |
| 2020-02-13 |
黄金分割买点 |
买入 |
6.576569999999999 |
132500.0 |
¥87.2万 |
|
| 2020-02-21 |
重回前高 |
卖出 |
7.25274 |
132500.0 |
¥96.1万 |
|
| 2020-03-13 |
黄金分割买点 |
买入 |
6.46646 |
140900.0 |
¥91.1万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
6.4935 |
140900.0 |
¥91.5万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
8.618609999999999 |
111400.0 |
¥96.0万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
8.31168 |
111400.0 |
¥92.6万 |
止损触发 |
| 2020-10-14 |
黄金分割买点 |
买入 |
8.63863 |
107100.0 |
¥92.5万 |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
7.992 |
107100.0 |
¥85.6万 |
止损触发 |
| 2020-12-09 |
黄金分割买点 |
买入 |
8.74874 |
98200.0 |
¥85.9万 |
|
| 2020-12-11 |
跌破0.618止损 |
卖出 |
8.33166 |
98200.0 |
¥81.8万 |
止损触发 |
| 2021-01-04 |
黄金分割买点 |
买入 |
8.69869 |
94000.0 |
¥81.8万 |
|
| 2021-01-28 |
跌破0.618止损 |
卖出 |
8.25174 |
94000.0 |
¥77.5万 |
止损触发 |
| 2021-02-23 |
黄金分割买点 |
买入 |
8.768759999999999 |
87900.0 |
¥77.1万 |
|
| 2021-03-02 |
跌破0.618止损 |
卖出 |
8.47152 |
87900.0 |
¥74.4万 |
止损触发 |
| 2021-06-07 |
黄金分割买点 |
买入 |
9.679669999999998 |
76400.0 |
¥74.0万 |
|
| 2021-07-02 |
跌破0.618止损 |
卖出 |
9.04095 |
76400.0 |
¥69.1万 |
止损触发 |
| 2021-07-26 |
黄金分割买点 |
买入 |
9.709699999999998 |
71800.0 |
¥69.7万 |
|
| 2021-07-28 |
跌破0.618止损 |
卖出 |
9.01098 |
71800.0 |
¥64.7万 |
止损触发 |
| 2021-08-04 |
黄金分割买点 |
买入 |
9.699689999999999 |
66700.0 |
¥64.7万 |
|
| 2021-08-27 |
跌破0.618止损 |
卖出 |
10.009979999999999 |
66700.0 |
¥66.7万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
10.49048 |
63600.0 |
¥66.7万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
9.920069999999999 |
63600.0 |
¥63.1万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
10.08007 |
61400.0 |
¥61.9万 |
|
| 2022-01-17 |
跌破0.618止损 |
卖出 |
9.06093 |
61400.0 |
¥55.6万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
7.107099999999999 |
79000.0 |
¥56.2万 |
|
| 2022-07-11 |
跌破0.618止损 |
卖出 |
6.723270000000001 |
79000.0 |
¥53.1万 |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
6.116109999999999 |
87700.0 |
¥53.7万 |
|
| 2022-12-27 |
跌破0.618止损 |
卖出 |
5.66433 |
87700.0 |
¥49.7万 |
止损触发 |
| 2023-02-09 |
黄金分割买点 |
买入 |
6.49649 |
76900.0 |
¥50.0万 |
|
| 2023-03-15 |
跌破0.618止损 |
卖出 |
6.133859999999999 |
76900.0 |
¥47.2万 |
止损触发 |
| 2023-04-04 |
黄金分割买点 |
买入 |
6.366359999999999 |
74000.0 |
¥47.1万 |
|
| 2023-05-22 |
跌破0.618止损 |
卖出 |
6.293699999999999 |
74000.0 |
¥46.6万 |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
6.556549999999999 |
70700.0 |
¥46.4万 |
|
| 2023-08-04 |
重回前高 |
卖出 |
7.28271 |
70700.0 |
¥51.5万 |
|
| 2023-08-23 |
黄金分割买点 |
买入 |
6.82682 |
75500.0 |
¥51.6万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
6.44355 |
75500.0 |
¥48.6万 |
止损触发 |
| 2024-02-23 |
黄金分割买点 |
买入 |
5.755749999999999 |
84500.0 |
¥48.7万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
5.37462 |
84500.0 |
¥45.4万 |
止损触发 |
| 2024-05-07 |
黄金分割买点 |
买入 |
5.6 |
81200.0 |
¥45.5万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
5.53446 |
81200.0 |
¥44.9万 |
止损触发 |
| 2024-07-31 |
黄金分割买点 |
买入 |
5.285279999999999 |
85000.0 |
¥44.9万 |
|
| 2024-08-22 |
跌破0.618止损 |
卖出 |
5.06493 |
85000.0 |
¥43.0万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
6.28628 |
67900.0 |
¥42.7万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
6.41358 |
67900.0 |
¥43.5万 |
止损触发 |
| 2025-04-18 |
黄金分割买点 |
买入 |
5.815809999999999 |
75200.0 |
¥43.7万 |
|
| 2025-06-12 |
重回前高 |
卖出 |
6.21378 |
75200.0 |
¥46.7万 |
|
| 2025-06-16 |
黄金分割买点 |
买入 |
6.016009999999999 |
77500.0 |
¥46.6万 |
|
| 2025-07-23 |
重回前高 |
卖出 |
6.4935 |
77500.0 |
¥50.3万 |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
6.526519999999999 |
77000.0 |
¥50.3万 |
|
| 2025-09-17 |
跌破0.618止损 |
卖出 |
6.41358 |
77000.0 |
¥49.4万 |
止损触发 |
| 2025-11-25 |
黄金分割买点 |
买入 |
6.696689999999999 |
73900.0 |
¥49.5万 |
|
| 2026-01-16 |
跌破0.618止损 |
卖出 |
6.98301 |
73900.0 |
¥51.6万 |
止损触发 |