601398 工商银行 — 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: ¥90.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -9.41%）
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 24 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 |
2015-05-06 |
2015-06-23 |
5.146683541999999 |
4.995 |
¥-3.0万 |
-2.98% |
跌破0.618止损 |
| 2 |
2015-07-01 |
2015-07-15 |
5.2067615599999995 |
5.10489 |
¥-1.9万 |
-1.99% |
跌破0.618止损 |
| 3 |
2015-09-07 |
2015-09-08 |
4.7361504189999994 |
4.435560000000001 |
¥-5.8万 |
-6.37% |
跌破0.618止损 |
| 4 |
2015-10-23 |
2016-01-04 |
4.615994382999999 |
4.57542 |
¥-8,033 |
-0.91% |
跌破0.618止损 |
| 5 |
2016-03-09 |
2016-06-06 |
4.285565284 |
4.35564 |
¥1.4万 |
+1.60% |
重回前高 |
| 6 |
2017-06-16 |
2017-07-25 |
5.046553511999999 |
5.4 |
¥6.2万 |
+6.97% |
重回前高 |
| 7 |
2017-11-10 |
2017-11-17 |
5.951785 |
5.86 |
¥-1.5万 |
-1.57% |
跌破0.618止损 |
| 8 |
2018-02-09 |
2018-03-07 |
6.588555974 |
6.58341 |
¥-985 |
-0.11% |
跌破0.618止损 |
| 9 |
2018-07-13 |
2018-07-16 |
5.457086635 |
5.32467 |
¥-2.2万 |
-2.46% |
跌破0.618止损 |
| 10 |
2018-07-25 |
2018-08-03 |
5.617294683 |
5.43456 |
¥-3.0万 |
-3.28% |
跌破0.618止损 |
| 11 |
2018-08-08 |
2018-08-14 |
5.5672296679999995 |
5.36463 |
¥-3.2万 |
-3.67% |
跌破0.618止损 |
| 12 |
2019-03-11 |
2019-03-27 |
5.587255674 |
5.45454 |
¥-2.1万 |
-2.40% |
跌破0.618止损 |
| 13 |
2020-07-09 |
2020-07-13 |
5.437060628999999 |
5.1948 |
¥-3.7万 |
-4.48% |
跌破0.618止损 |
| 14 |
2023-05-12 |
2023-06-27 |
4.996488496999999 |
4.76523 |
¥-3.7万 |
-4.66% |
跌破0.618止损 |
| 15 |
2024-03-14 |
2024-04-17 |
5.166709547999999 |
5.4445500000000004 |
¥4.1万 |
+5.35% |
重回前高 |
| 16 |
2024-07-17 |
2024-08-20 |
5.887645763999998 |
6.25374 |
¥5.0万 |
+6.19% |
重回前高 |
| 17 |
2024-09-02 |
2024-09-04 |
5.907671769999999 |
5.71428 |
¥-2.8万 |
-3.30% |
跌破0.618止损 |
| 18 |
2024-09-26 |
2024-12-24 |
6.047853811999999 |
6.70329 |
¥8.9万 |
+10.80% |
重回前高 |
| 19 |
2025-01-14 |
2025-02-17 |
6.598568976999999 |
6.97302 |
¥5.2万 |
+5.64% |
重回前高 |
| 20 |
2025-07-16 |
2025-07-30 |
7.7801033309999985 |
7.4225699999999994 |
¥-4.5万 |
-4.62% |
跌破0.618止损 |
| 21 |
2025-08-06 |
2025-08-19 |
7.760077324999999 |
7.52247 |
¥-2.8万 |
-3.09% |
跌破0.618止损 |
| 22 |
2025-12-16 |
2026-01-09 |
7.820155342999999 |
7.68231 |
¥-1.6万 |
-1.79% |
跌破0.618止损 |
| 23 |
2026-03-20 |
2026-03-24 |
7.539791259 |
7.25274 |
¥-3.4万 |
-3.84% |
跌破0.618止损 |
| 24 |
2026-08-05 |
2026-09-02 |
7.639921288999999 |
8.181809999999999 |
¥5.9万 |
+7.06% |
重回前高 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
黄金分割买点 |
买入 |
5.145139999999999 |
193900.0 |
¥99.8万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
4.995 |
193900.0 |
¥96.8万 |
止损触发 |
| 2015-07-01 |
黄金分割买点 |
买入 |
5.2052 |
183100.0 |
¥95.3万 |
|
| 2015-07-15 |
跌破0.618止损 |
卖出 |
5.10489 |
183100.0 |
¥93.4万 |
止损触发 |
| 2015-09-07 |
黄金分割买点 |
买入 |
4.73473 |
191500.0 |
¥90.7万 |
|
| 2015-09-08 |
跌破0.618止损 |
卖出 |
4.435560000000001 |
191500.0 |
¥84.9万 |
止损触发 |
| 2015-10-23 |
黄金分割买点 |
买入 |
4.61461 |
191500.0 |
¥88.4万 |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
4.57542 |
191500.0 |
¥87.6万 |
止损触发 |
| 2016-03-09 |
黄金分割买点 |
买入 |
4.28428 |
203800.0 |
¥87.3万 |
|
| 2016-06-06 |
重回前高 |
卖出 |
4.35564 |
203800.0 |
¥88.7万 |
|
| 2017-06-16 |
黄金分割买点 |
买入 |
5.045039999999999 |
177500.0 |
¥89.6万 |
|
| 2017-07-25 |
重回前高 |
卖出 |
5.4 |
177500.0 |
¥95.8万 |
|
| 2017-11-10 |
黄金分割买点 |
买入 |
5.95 |
161400.0 |
¥96.1万 |
|
| 2017-11-17 |
跌破0.618止损 |
卖出 |
5.86 |
161400.0 |
¥94.6万 |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
6.58658 |
138300.0 |
¥91.1万 |
|
| 2018-03-07 |
跌破0.618止损 |
卖出 |
6.58341 |
138300.0 |
¥91.0万 |
止损触发 |
| 2018-07-13 |
黄金分割买点 |
买入 |
5.45545 |
166500.0 |
¥90.9万 |
|
| 2018-07-16 |
跌破0.618止损 |
卖出 |
5.32467 |
166500.0 |
¥88.6万 |
止损触发 |
| 2018-07-25 |
黄金分割买点 |
买入 |
5.615609999999999 |
164000.0 |
¥92.1万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
5.43456 |
164000.0 |
¥89.1万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
5.565559999999999 |
159000.0 |
¥88.5万 |
|
| 2018-08-14 |
跌破0.618止损 |
卖出 |
5.36463 |
159000.0 |
¥85.3万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
5.585579999999999 |
153400.0 |
¥85.7万 |
|
| 2019-03-27 |
跌破0.618止损 |
卖出 |
5.45454 |
153400.0 |
¥83.6万 |
止损触发 |
| 2020-07-09 |
黄金分割买点 |
买入 |
5.435429999999999 |
153100.0 |
¥83.2万 |
|
| 2020-07-13 |
跌破0.618止损 |
卖出 |
5.1948 |
153100.0 |
¥79.5万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
4.99499 |
160000.0 |
¥79.9万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
4.76523 |
160000.0 |
¥76.2万 |
止损触发 |
| 2024-03-14 |
黄金分割买点 |
买入 |
5.165159999999999 |
147600.0 |
¥76.3万 |
|
| 2024-04-17 |
重回前高 |
卖出 |
5.4445500000000004 |
147600.0 |
¥80.3万 |
|
| 2024-07-17 |
黄金分割买点 |
买入 |
5.885879999999999 |
136400.0 |
¥80.3万 |
|
| 2024-08-20 |
重回前高 |
卖出 |
6.25374 |
136400.0 |
¥85.3万 |
|
| 2024-09-02 |
黄金分割买点 |
买入 |
5.9059 |
142600.0 |
¥84.2万 |
|
| 2024-09-04 |
跌破0.618止损 |
卖出 |
5.71428 |
142600.0 |
¥81.5万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
6.04604 |
136600.0 |
¥82.6万 |
|
| 2024-12-24 |
重回前高 |
卖出 |
6.70329 |
136600.0 |
¥91.5万 |
|
| 2025-01-14 |
黄金分割买点 |
买入 |
6.596589999999999 |
138500.0 |
¥91.4万 |
|
| 2025-02-17 |
重回前高 |
卖出 |
6.97302 |
138500.0 |
¥96.5万 |
|
| 2025-07-16 |
黄金分割买点 |
买入 |
7.7777699999999985 |
123800.0 |
¥96.3万 |
|
| 2025-07-30 |
跌破0.618止损 |
卖出 |
7.4225699999999994 |
123800.0 |
¥91.9万 |
止损触发 |
| 2025-08-06 |
黄金分割买点 |
买入 |
7.757749999999999 |
118700.0 |
¥92.1万 |
|
| 2025-08-19 |
跌破0.618止损 |
卖出 |
7.52247 |
118700.0 |
¥89.3万 |
止损触发 |
| 2025-12-16 |
黄金分割买点 |
买入 |
7.817809999999999 |
114300.0 |
¥89.4万 |
|
| 2026-01-09 |
跌破0.618止损 |
卖出 |
7.68231 |
114300.0 |
¥87.8万 |
止损触发 |
| 2026-03-20 |
黄金分割买点 |
买入 |
7.537529999999999 |
116400.0 |
¥87.8万 |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
7.25274 |
116400.0 |
¥84.4万 |
止损触发 |
| 2026-08-05 |
黄金分割买点 |
买入 |
7.637629999999999 |
110100.0 |
¥84.1万 |
|
| 2026-09-02 |
重回前高 |
卖出 |
8.181809999999999 |
110100.0 |
¥90.1万 |
|