601456 国联民生 — 斐波那契回调 回测明细
数据区间: 2020-07-31 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.12M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +11.70%）
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 21 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 |
2020-11-27 |
2020-12-03 |
18.133548432999994 |
22.177799999999998 |
¥22.0万 |
+22.27% |
重回前高 |
| 2 |
2020-12-10 |
2021-01-15 |
19.014692696999994 |
17.3826 |
¥-10.4万 |
-8.61% |
跌破0.618止损 |
| 3 |
2021-05-27 |
2021-06-04 |
15.540180655999999 |
14.69529 |
¥-6.0万 |
-5.47% |
跌破0.618止损 |
| 4 |
2021-06-29 |
2021-07-02 |
15.269829574999997 |
14.185799999999999 |
¥-7.4万 |
-7.13% |
跌破0.618止损 |
| 5 |
2021-08-19 |
2021-08-31 |
14.268529274999999 |
13.036950000000001 |
¥-8.4万 |
-8.66% |
跌破0.618止损 |
| 6 |
2021-09-07 |
2021-09-15 |
14.118334229999999 |
13.59639 |
¥-3.3万 |
-3.73% |
跌破0.618止损 |
| 7 |
2021-12-10 |
2021-12-16 |
13.257215972 |
14.085899999999999 |
¥5.3万 |
+6.22% |
重回前高 |
| 8 |
2022-01-19 |
2022-01-27 |
14.0182042 |
15.7842 |
¥11.3万 |
+12.56% |
重回前高 |
| 9 |
2022-02-07 |
2022-03-07 |
14.659036392 |
14.04594 |
¥-4.3万 |
-4.21% |
跌破0.618止损 |
| 10 |
2022-06-13 |
2022-07-28 |
11.715213509999998 |
10.89909 |
¥-6.6万 |
-6.99% |
跌破0.618止损 |
| 11 |
2022-11-08 |
2022-12-06 |
10.163198045 |
11.97801 |
¥16.4万 |
+17.82% |
重回前高 |
| 12 |
2023-02-09 |
2023-03-03 |
11.514953449999998 |
11.498489999999999 |
¥-1,862 |
-0.17% |
跌破0.618止损 |
| 13 |
2023-08-01 |
2023-08-04 |
10.093107023999998 |
12.80718 |
¥28.7万 |
+26.85% |
重回前高 |
| 14 |
2023-08-10 |
2023-09-18 |
11.164498345 |
10.23975 |
¥-11.3万 |
-8.31% |
跌破0.618止损 |
| 15 |
2023-09-25 |
2023-10-10 |
10.894147263999997 |
10.3896 |
¥-5.8万 |
-4.66% |
跌破0.618止损 |
| 16 |
2023-10-19 |
2023-10-31 |
11.094407323999997 |
10.74924 |
¥-3.7万 |
-3.14% |
跌破0.618止损 |
| 17 |
2023-11-22 |
2023-12-21 |
11.715213509999998 |
11.04894 |
¥-6.6万 |
-5.72% |
跌破0.618止损 |
| 18 |
2024-03-08 |
2024-04-09 |
11.084394321 |
10.799190000000001 |
¥-2.8万 |
-2.60% |
跌破0.618止损 |
| 19 |
2024-05-24 |
2024-05-30 |
11.474901438 |
10.989 |
¥-4.5万 |
-4.26% |
跌破0.618止损 |
| 20 |
2024-10-18 |
2025-01-03 |
12.0156036 |
12.1878 |
¥1.4万 |
+1.40% |
跌破0.618止损 |
| 21 |
2025-06-25 |
2025-09-19 |
10.213263059999997 |
10.989 |
¥7.8万 |
+7.56% |
跌破0.618止损 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-11-27 |
黄金分割买点 |
买入 |
18.128109999999996 |
54600.0 |
¥99.0万 |
|
| 2020-12-03 |
重回前高 |
卖出 |
22.177799999999998 |
54600.0 |
¥1.21M |
|
| 2020-12-10 |
黄金分割买点 |
买入 |
19.008989999999997 |
63400.0 |
¥1.21M |
|
| 2021-01-15 |
跌破0.618止损 |
卖出 |
17.3826 |
63400.0 |
¥1.10M |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
15.535519999999998 |
70800.0 |
¥1.10M |
|
| 2021-06-04 |
跌破0.618止损 |
卖出 |
14.69529 |
70800.0 |
¥1.04M |
止损触发 |
| 2021-06-29 |
黄金分割买点 |
买入 |
15.265249999999998 |
68400.0 |
¥1.04M |
|
| 2021-07-02 |
跌破0.618止损 |
卖出 |
14.185799999999999 |
68400.0 |
¥97.0万 |
止损触发 |
| 2021-08-19 |
黄金分割买点 |
买入 |
14.264249999999999 |
67900.0 |
¥96.9万 |
|
| 2021-08-31 |
跌破0.618止损 |
卖出 |
13.036950000000001 |
67900.0 |
¥88.5万 |
止损触发 |
| 2021-09-07 |
黄金分割买点 |
买入 |
14.114099999999999 |
63300.0 |
¥89.4万 |
|
| 2021-09-15 |
跌破0.618止损 |
卖出 |
13.59639 |
63300.0 |
¥86.0万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
13.253239999999998 |
63700.0 |
¥84.4万 |
|
| 2021-12-16 |
重回前高 |
卖出 |
14.085899999999999 |
63700.0 |
¥89.7万 |
|
| 2022-01-19 |
黄金分割买点 |
买入 |
14.014 |
64400.0 |
¥90.3万 |
|
| 2022-01-27 |
重回前高 |
卖出 |
15.7842 |
64400.0 |
¥1.02M |
|
| 2022-02-07 |
黄金分割买点 |
买入 |
14.654639999999999 |
70100.0 |
¥1.03M |
|
| 2022-03-07 |
跌破0.618止损 |
卖出 |
14.04594 |
70100.0 |
¥98.4万 |
止损触发 |
| 2022-06-13 |
黄金分割买点 |
买入 |
11.711699999999999 |
80800.0 |
¥94.7万 |
|
| 2022-07-28 |
跌破0.618止损 |
卖出 |
10.89909 |
80800.0 |
¥88.0万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
10.16015 |
90600.0 |
¥92.1万 |
|
| 2022-12-06 |
重回前高 |
卖出 |
11.97801 |
90600.0 |
¥1.08M |
|
| 2023-02-09 |
黄金分割买点 |
买入 |
11.511499999999998 |
93500.0 |
¥1.08M |
|
| 2023-03-03 |
跌破0.618止损 |
卖出 |
11.498489999999999 |
93500.0 |
¥1.07M |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
10.090079999999997 |
106000.0 |
¥1.07M |
|
| 2023-08-04 |
重回前高 |
卖出 |
12.80718 |
106000.0 |
¥1.36M |
|
| 2023-08-10 |
黄金分割买点 |
买入 |
11.161150000000001 |
122300.0 |
¥1.37M |
|
| 2023-09-18 |
跌破0.618止损 |
卖出 |
10.23975 |
122300.0 |
¥1.25M |
止损触发 |
| 2023-09-25 |
黄金分割买点 |
买入 |
10.89088 |
113600.0 |
¥1.24M |
|
| 2023-10-10 |
跌破0.618止损 |
卖出 |
10.3896 |
113600.0 |
¥1.18M |
止损触发 |
| 2023-10-19 |
黄金分割买点 |
买入 |
11.091079999999998 |
107100.0 |
¥1.19M |
|
| 2023-10-31 |
跌破0.618止损 |
卖出 |
10.74924 |
107100.0 |
¥1.15M |
止损触发 |
| 2023-11-22 |
黄金分割买点 |
买入 |
11.711699999999999 |
98200.0 |
¥1.15M |
|
| 2023-12-21 |
跌破0.618止损 |
卖出 |
11.04894 |
98200.0 |
¥1.08M |
止损触发 |
| 2024-03-08 |
黄金分割买点 |
买入 |
11.08107 |
95700.0 |
¥1.06M |
|
| 2024-04-09 |
跌破0.618止损 |
卖出 |
10.799190000000001 |
95700.0 |
¥1.03M |
止损触发 |
| 2024-05-24 |
黄金分割买点 |
买入 |
11.47146 |
91700.0 |
¥1.05M |
|
| 2024-05-30 |
跌破0.618止损 |
卖出 |
10.989 |
91700.0 |
¥1.01M |
止损触发 |
| 2024-10-18 |
黄金分割买点 |
买入 |
12.011999999999999 |
84900.0 |
¥1.02M |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
12.1878 |
84900.0 |
¥1.03M |
止损触发 |
| 2025-06-25 |
黄金分割买点 |
买入 |
10.210199999999999 |
101600.0 |
¥1.04M |
|
| 2025-09-19 |
跌破0.618止损 |
卖出 |
10.989 |
101600.0 |
¥1.12M |
止损触发 |