601390 中国中铁 — 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: ¥58.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -42.03%）
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 35 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 |
2015-06-16 |
2015-06-23 |
18.223665459999996 |
15.084899999999998 |
¥-16.8万 |
-17.25% |
跌破0.618止损 |
| 2 |
2015-10-22 |
2015-12-08 |
12.916773869999998 |
11.46852 |
¥-9.1万 |
-11.24% |
跌破0.618止损 |
| 3 |
2016-04-15 |
2016-04-21 |
8.270740478 |
7.74225 |
¥-4.7万 |
-6.42% |
跌破0.618止损 |
| 4 |
2016-08-29 |
2016-09-26 |
7.4596872350000005 |
7.25274 |
¥-1.9万 |
-2.80% |
跌破0.618止损 |
| 5 |
2016-10-14 |
2016-11-15 |
7.459687235 |
9.57042 |
¥18.8万 |
+28.26% |
重回前高 |
| 6 |
2016-12-06 |
2017-01-11 |
9.021715702999998 |
8.8911 |
¥-1.3万 |
-1.48% |
跌破0.618止损 |
| 7 |
2017-04-13 |
2017-04-25 |
9.372170807999998 |
8.941049999999999 |
¥-3.9万 |
-4.63% |
跌破0.618止损 |
| 8 |
2018-10-12 |
2018-10-25 |
7.5498042619999985 |
7.15284 |
¥-4.3万 |
-5.29% |
跌破0.618止损 |
| 9 |
2018-11-07 |
2018-11-12 |
7.569830267999999 |
7.282710000000001 |
¥-2.9万 |
-3.82% |
跌破0.618止损 |
| 10 |
2018-11-20 |
2018-11-26 |
7.5498042619999985 |
7.3726199999999995 |
¥-1.7万 |
-2.38% |
跌破0.618止损 |
| 11 |
2019-03-11 |
2019-04-29 |
7.249414171999999 |
7.06293 |
¥-1.9万 |
-2.60% |
跌破0.618止损 |
| 12 |
2020-03-10 |
2020-03-20 |
5.5472036619999985 |
5.32467 |
¥-2.8万 |
-4.04% |
跌破0.618止损 |
| 13 |
2020-04-03 |
2020-05-22 |
5.537190658999999 |
5.4445500000000004 |
¥-1.1万 |
-1.70% |
跌破0.618止损 |
| 14 |
2020-07-16 |
2020-09-25 |
5.627307686 |
5.48451 |
¥-1.7万 |
-2.57% |
跌破0.618止损 |
| 15 |
2021-01-19 |
2021-01-25 |
5.727437715999999 |
5.4945 |
¥-2.6万 |
-4.10% |
跌破0.618止损 |
| 16 |
2021-02-24 |
2021-04-15 |
5.667359697999999 |
5.52447 |
¥-1.6万 |
-2.55% |
跌破0.618止损 |
| 17 |
2021-09-17 |
2021-09-30 |
6.097918826999999 |
5.62437 |
¥-4.7万 |
-7.79% |
跌破0.618止损 |
| 18 |
2021-12-20 |
2022-01-07 |
5.687385703999999 |
5.95 |
¥2.5万 |
+4.59% |
重回前高 |
| 19 |
2022-02-28 |
2022-03-14 |
6.087905823999999 |
5.914079999999999 |
¥-1.6万 |
-2.88% |
跌破0.618止损 |
| 20 |
2022-04-22 |
2022-04-29 |
6.3582569049999975 |
7.092899999999999 |
¥6.5万 |
+11.52% |
重回前高 |
| 21 |
2022-06-01 |
2022-06-14 |
6.578542971 |
6.063930000000001 |
¥-4.9万 |
-7.85% |
跌破0.618止损 |
| 22 |
2022-12-16 |
2022-12-30 |
5.847593751999999 |
5.504489999999999 |
¥-3.4万 |
-5.90% |
跌破0.618止损 |
| 23 |
2023-02-02 |
2023-03-06 |
5.787515733999999 |
6.6933 |
¥8.5万 |
+15.62% |
重回前高 |
| 24 |
2023-03-30 |
2023-04-21 |
6.898959066999999 |
8.86113 |
¥17.9万 |
+28.40% |
重回前高 |
| 25 |
2023-05-15 |
2023-05-25 |
8.0104024 |
7.30269 |
¥-7.2万 |
-8.86% |
跌破0.618止损 |
| 26 |
2023-05-31 |
2023-06-14 |
7.7901163339999995 |
7.55244 |
¥-2.2万 |
-3.08% |
跌破0.618止损 |
| 27 |
2023-08-03 |
2023-08-25 |
8.100519426999998 |
6.77322 |
¥-11.7万 |
-16.41% |
跌破0.618止损 |
| 28 |
2024-02-02 |
2024-04-01 |
6.1579968449999996 |
7.03296 |
¥8.5万 |
+14.17% |
重回前高 |
| 29 |
2024-05-13 |
2024-05-31 |
6.678673000999999 |
6.60339 |
¥-7,858 |
-1.16% |
跌破0.618止损 |
| 30 |
2024-12-23 |
2024-12-30 |
6.378282911 |
6.48351 |
¥1.1万 |
+1.62% |
跌破0.618止损 |
| 31 |
2025-04-09 |
2025-06-20 |
5.617294682999999 |
5.41458 |
¥-2.5万 |
-3.64% |
跌破0.618止损 |
| 32 |
2025-07-24 |
2025-08-01 |
5.8976587669999985 |
5.684309999999999 |
¥-2.4万 |
-3.65% |
跌破0.618止损 |
| 33 |
2025-08-26 |
2025-08-28 |
5.831748999999999 |
5.6643300000000005 |
¥-1.8万 |
-2.90% |
跌破0.618止损 |
| 34 |
2026-03-04 |
2026-03-18 |
5.967749787999999 |
5.71428 |
¥-2.6万 |
-4.28% |
跌破0.618止损 |
| 35 |
2026-07-31 |
2026-08-05 |
4.615994383 |
4.50549 |
¥-1.4万 |
-2.42% |
跌破0.618止损 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-16 |
黄金分割买点 |
买入 |
18.218199999999996 |
53500.0 |
¥97.5万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
15.084899999999998 |
53500.0 |
¥80.7万 |
止损触发 |
| 2015-10-22 |
黄金分割买点 |
买入 |
12.912899999999999 |
63000.0 |
¥81.4万 |
|
| 2015-12-08 |
跌破0.618止损 |
卖出 |
11.46852 |
63000.0 |
¥72.2万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
8.26826 |
89400.0 |
¥73.9万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
7.74225 |
89400.0 |
¥69.2万 |
止损触发 |
| 2016-08-29 |
黄金分割买点 |
买入 |
7.45745 |
92400.0 |
¥68.9万 |
|
| 2016-09-26 |
跌破0.618止损 |
卖出 |
7.25274 |
92400.0 |
¥67.0万 |
止损触发 |
| 2016-10-14 |
黄金分割买点 |
买入 |
7.457449999999999 |
89100.0 |
¥66.5万 |
|
| 2016-11-15 |
重回前高 |
卖出 |
9.57042 |
89100.0 |
¥85.2万 |
|
| 2016-12-06 |
黄金分割买点 |
买入 |
9.019009999999998 |
94700.0 |
¥85.4万 |
|
| 2017-01-11 |
跌破0.618止损 |
卖出 |
8.8911 |
94700.0 |
¥84.2万 |
止损触发 |
| 2017-04-13 |
黄金分割买点 |
买入 |
9.369359999999999 |
90000.0 |
¥84.3万 |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
8.941049999999999 |
90000.0 |
¥80.4万 |
止损触发 |
| 2018-10-12 |
黄金分割买点 |
买入 |
7.547539999999999 |
107100.0 |
¥80.9万 |
|
| 2018-10-25 |
跌破0.618止损 |
卖出 |
7.15284 |
107100.0 |
¥76.6万 |
止损触发 |
| 2018-11-07 |
黄金分割买点 |
买入 |
7.5675599999999985 |
101100.0 |
¥76.5万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
7.282710000000001 |
101100.0 |
¥73.6万 |
止损触发 |
| 2018-11-20 |
黄金分割买点 |
买入 |
7.547539999999999 |
97300.0 |
¥73.5万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
7.3726199999999995 |
97300.0 |
¥71.7万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
7.24724 |
99100.0 |
¥71.8万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
7.06293 |
99100.0 |
¥70.0万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
5.545539999999999 |
125300.0 |
¥69.5万 |
|
| 2020-03-20 |
跌破0.618止损 |
卖出 |
5.32467 |
125300.0 |
¥66.7万 |
止损触发 |
| 2020-04-03 |
黄金分割买点 |
买入 |
5.53553 |
121300.0 |
¥67.2万 |
|
| 2020-05-22 |
跌破0.618止损 |
卖出 |
5.4445500000000004 |
121300.0 |
¥66.0万 |
止损触发 |
| 2020-07-16 |
黄金分割买点 |
买入 |
5.6256200000000005 |
117600.0 |
¥66.2万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
5.48451 |
117600.0 |
¥64.5万 |
止损触发 |
| 2021-01-19 |
黄金分割买点 |
买入 |
5.725719999999998 |
111600.0 |
¥63.9万 |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
5.4945 |
111600.0 |
¥61.3万 |
止损触发 |
| 2021-02-24 |
黄金分割买点 |
买入 |
5.66566 |
108600.0 |
¥61.5万 |
|
| 2021-04-15 |
跌破0.618止损 |
卖出 |
5.52447 |
108600.0 |
¥60.0万 |
止损触发 |
| 2021-09-17 |
黄金分割买点 |
买入 |
6.096089999999999 |
98400.0 |
¥60.0万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
5.62437 |
98400.0 |
¥55.3万 |
止损触发 |
| 2021-12-20 |
黄金分割买点 |
买入 |
5.685679999999999 |
96900.0 |
¥55.1万 |
|
| 2022-01-07 |
重回前高 |
卖出 |
5.95 |
96900.0 |
¥57.6万 |
|
| 2022-02-28 |
黄金分割买点 |
买入 |
6.086079999999999 |
93900.0 |
¥57.2万 |
|
| 2022-03-14 |
跌破0.618止损 |
卖出 |
5.914079999999999 |
93900.0 |
¥55.5万 |
止损触发 |
| 2022-04-22 |
黄金分割买点 |
买入 |
6.356349999999998 |
88500.0 |
¥56.3万 |
|
| 2022-04-29 |
重回前高 |
卖出 |
7.092899999999999 |
88500.0 |
¥62.8万 |
|
| 2022-06-01 |
黄金分割买点 |
买入 |
6.576569999999999 |
95500.0 |
¥62.8万 |
|
| 2022-06-14 |
跌破0.618止损 |
卖出 |
6.063930000000001 |
95500.0 |
¥57.9万 |
止损触发 |
| 2022-12-16 |
黄金分割买点 |
买入 |
5.845839999999999 |
98600.0 |
¥57.7万 |
|
| 2022-12-30 |
跌破0.618止损 |
卖出 |
5.504489999999999 |
98600.0 |
¥54.3万 |
止损触发 |
| 2023-02-02 |
黄金分割买点 |
买入 |
5.78578 |
93900.0 |
¥54.3万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
6.6933 |
93900.0 |
¥62.8万 |
|
| 2023-03-30 |
黄金分割买点 |
买入 |
6.896889999999999 |
91300.0 |
¥63.0万 |
|
| 2023-04-21 |
重回前高 |
卖出 |
8.86113 |
91300.0 |
¥80.9万 |
|
| 2023-05-15 |
黄金分割买点 |
买入 |
8.008 |
100900.0 |
¥80.8万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
7.30269 |
100900.0 |
¥73.7万 |
止损触发 |
| 2023-05-31 |
黄金分割买点 |
买入 |
7.78778 |
93500.0 |
¥72.8万 |
|
| 2023-06-14 |
跌破0.618止损 |
卖出 |
7.55244 |
93500.0 |
¥70.6万 |
止损触发 |
| 2023-08-03 |
黄金分割买点 |
买入 |
8.09809 |
88000.0 |
¥71.3万 |
|
| 2023-08-25 |
跌破0.618止损 |
卖出 |
6.77322 |
88000.0 |
¥59.6万 |
止损触发 |
| 2024-02-02 |
黄金分割买点 |
买入 |
6.156149999999999 |
97100.0 |
¥59.8万 |
|
| 2024-04-01 |
重回前高 |
卖出 |
7.03296 |
97100.0 |
¥68.3万 |
|
| 2024-05-13 |
黄金分割买点 |
买入 |
6.676669999999999 |
101700.0 |
¥67.9万 |
|
| 2024-05-31 |
跌破0.618止损 |
卖出 |
6.60339 |
101700.0 |
¥67.1万 |
止损触发 |
| 2024-12-23 |
黄金分割买点 |
买入 |
6.37637 |
105900.0 |
¥67.5万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
6.48351 |
105900.0 |
¥68.6万 |
止损触发 |
| 2025-04-09 |
黄金分割买点 |
买入 |
5.615609999999998 |
121600.0 |
¥68.3万 |
|
| 2025-06-20 |
跌破0.618止损 |
卖出 |
5.41458 |
121600.0 |
¥65.8万 |
止损触发 |
| 2025-07-24 |
黄金分割买点 |
买入 |
5.895889999999999 |
111500.0 |
¥65.8万 |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
5.684309999999999 |
111500.0 |
¥63.4万 |
止损触发 |
| 2025-08-26 |
黄金分割买点 |
买入 |
5.83 |
108900.0 |
¥63.5万 |
|
| 2025-08-28 |
跌破0.618止损 |
卖出 |
5.6643300000000005 |
108900.0 |
¥61.7万 |
止损触发 |
| 2026-03-04 |
黄金分割买点 |
买入 |
5.965959999999998 |
102800.0 |
¥61.3万 |
|
| 2026-03-18 |
跌破0.618止损 |
卖出 |
5.71428 |
102800.0 |
¥58.7万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
4.61461 |
126200.0 |
¥58.3万 |
|
| 2026-08-05 |
跌破0.618止损 |
卖出 |
4.50549 |
126200.0 |
¥56.8万 |
止损触发 |