601600 中国铝业 — 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: ¥52.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -47.60%）
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 41 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 |
2015-06-23 |
2015-07-03 |
8.511052549999999 |
7.1128800000000005 |
¥-16.4万 |
-16.45% |
跌破0.618止损 |
| 2 |
2015-12-22 |
2015-12-29 |
5.236800569 |
4.96503 |
¥-4.3万 |
-5.22% |
跌破0.618止损 |
| 3 |
2016-02-23 |
2016-05-09 |
4.5158643529999996 |
4.065930000000001 |
¥-7.8万 |
-9.99% |
跌破0.618止损 |
| 4 |
2016-07-27 |
2016-07-28 |
3.995188196999999 |
3.83616 |
¥-2.9万 |
-4.01% |
跌破0.618止损 |
| 5 |
2016-12-19 |
2017-01-03 |
4.4057213200000005 |
4.225770000000001 |
¥-2.8万 |
-4.11% |
跌破0.618止损 |
| 6 |
2017-01-09 |
2017-02-03 |
4.435760328999999 |
5.10489 |
¥9.8万 |
+15.05% |
重回前高 |
| 7 |
2017-02-28 |
2017-03-31 |
4.946423482 |
4.5854099999999995 |
¥-5.5万 |
-7.33% |
跌破0.618止损 |
| 8 |
2017-04-10 |
2017-04-21 |
4.946423481999999 |
4.7951999999999995 |
¥-2.2万 |
-3.09% |
跌破0.618止损 |
| 9 |
2017-07-06 |
2017-07-20 |
4.666059398 |
5.594399999999999 |
¥13.4万 |
+19.86% |
重回前高 |
| 10 |
2018-02-28 |
2018-03-02 |
5.90177 |
5.27472 |
¥-7.8万 |
-10.65% |
跌破0.618止损 |
| 11 |
2018-08-22 |
2018-10-12 |
3.8950581669999997 |
3.5964 |
¥-5.6万 |
-7.70% |
跌破0.618止损 |
| 12 |
2018-11-05 |
2018-11-12 |
3.844993151999999 |
3.65634 |
¥-3.3万 |
-4.93% |
跌破0.618止损 |
| 13 |
2018-11-14 |
2018-11-26 |
3.814954143 |
3.65634 |
¥-2.7万 |
-4.19% |
跌破0.618止损 |
| 14 |
2019-01-08 |
2019-01-18 |
3.614694083 |
3.56643 |
¥-8,407 |
-1.36% |
跌破0.618止损 |
| 15 |
2019-03-14 |
2019-05-07 |
4.285565284 |
3.86613 |
¥-6.0万 |
-9.81% |
跌破0.618止损 |
| 16 |
2019-09-16 |
2019-09-19 |
3.8149541429999996 |
3.6463500000000004 |
¥-2.4万 |
-4.45% |
跌破0.618止损 |
| 17 |
2020-07-17 |
2020-09-07 |
3.2141739629999995 |
3.0669299999999997 |
¥-2.4万 |
-4.61% |
跌破0.618止损 |
| 18 |
2020-12-14 |
2021-01-27 |
3.634720089 |
3.38661 |
¥-3.4万 |
-6.85% |
跌破0.618止损 |
| 19 |
2021-04-13 |
2021-05-07 |
4.085305223999999 |
5.024970000000001 |
¥10.7万 |
+22.96% |
重回前高 |
| 20 |
2021-06-09 |
2021-08-26 |
5.086605523999999 |
6.71328 |
¥18.4万 |
+31.94% |
重回前高 |
| 21 |
2021-09-28 |
2021-10-13 |
7.960337385 |
7.20279 |
¥-7.2万 |
-9.54% |
跌破0.618止损 |
| 22 |
2022-01-13 |
2022-01-25 |
6.238100868999999 |
5.67432 |
¥-6.2万 |
-9.06% |
跌破0.618止损 |
| 23 |
2022-02-16 |
2022-03-16 |
5.987775793999999 |
5.4945 |
¥-5.1万 |
-8.27% |
跌破0.618止损 |
| 24 |
2022-09-16 |
2022-09-19 |
4.756176425 |
4.4755199999999995 |
¥-3.4万 |
-5.93% |
跌破0.618止损 |
| 25 |
2022-11-30 |
2023-01-20 |
4.50585135 |
5.03496 |
¥6.3万 |
+11.71% |
重回前高 |
| 26 |
2023-04-26 |
2023-05-15 |
6.157996844999999 |
5.85414 |
¥-3.0万 |
-4.96% |
跌破0.618止损 |
| 27 |
2023-07-10 |
2023-07-12 |
6.007801799999999 |
5.71428 |
¥-2.8万 |
-4.91% |
跌破0.618止损 |
| 28 |
2023-08-21 |
2023-09-05 |
5.897658766999999 |
6.74325 |
¥7.7万 |
+14.30% |
重回前高 |
| 29 |
2023-09-27 |
2023-10-16 |
6.358256904999998 |
6.123870000000001 |
¥-2.3万 |
-3.72% |
跌破0.618止损 |
| 30 |
2023-11-02 |
2023-11-06 |
6.288165884 |
6.06393 |
¥-2.2万 |
-3.59% |
跌破0.618止损 |
| 31 |
2024-01-26 |
2024-02-20 |
5.607281679999999 |
5.86413 |
¥2.6万 |
+4.55% |
重回前高 |
| 32 |
2024-06-12 |
2024-06-25 |
7.6699602979999995 |
7.392600000000001 |
¥-2.2万 |
-3.65% |
跌破0.618止损 |
| 33 |
2024-07-02 |
2024-07-11 |
7.90237 |
7.562429999999999 |
¥-2.5万 |
-4.33% |
跌破0.618止损 |
| 34 |
2024-07-15 |
2024-07-18 |
7.9102723699999995 |
7.24275 |
¥-4.7万 |
-8.47% |
跌破0.618止损 |
| 35 |
2024-09-26 |
2024-10-08 |
7.389596213999999 |
9.66033 |
¥15.6万 |
+30.69% |
重回前高 |
| 36 |
2024-11-07 |
2024-12-17 |
8.140571439 |
7.402589999999999 |
¥-6.0万 |
-9.09% |
跌破0.618止损 |
| 37 |
2025-02-13 |
2025-02-28 |
7.689986303999999 |
7.20279 |
¥-3.8万 |
-6.36% |
跌破0.618止损 |
| 38 |
2025-06-26 |
2025-07-04 |
6.918985073000001 |
7.15284 |
¥1.9万 |
+3.35% |
重回前高 |
| 39 |
2025-09-10 |
2025-10-09 |
7.609882279999998 |
8.48151 |
¥6.6万 |
+11.42% |
重回前高 |
| 40 |
2026-02-05 |
2026-03-20 |
13.147072939 |
11.658330000000001 |
¥-7.2万 |
-11.35% |
跌破0.618止损 |
| 41 |
2026-08-31 |
2026-09-29 |
9.692586903999999 |
8.72127 |
¥-5.7万 |
-10.05% |
跌破0.618止损 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
8.5085 |
117200.0 |
¥99.7万 |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
7.1128800000000005 |
117200.0 |
¥83.3万 |
止损触发 |
| 2015-12-22 |
黄金分割买点 |
买入 |
5.23523 |
158900.0 |
¥83.2万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
4.96503 |
158900.0 |
¥78.9万 |
止损触发 |
| 2016-02-23 |
黄金分割买点 |
买入 |
4.51451 |
173900.0 |
¥78.5万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
4.065930000000001 |
173900.0 |
¥70.7万 |
止损触发 |
| 2016-07-27 |
黄金分割买点 |
买入 |
3.9939899999999993 |
178300.0 |
¥71.2万 |
|
| 2016-07-28 |
跌破0.618止损 |
卖出 |
3.83616 |
178300.0 |
¥68.4万 |
止损触发 |
| 2016-12-19 |
黄金分割买点 |
买入 |
4.4044 |
153800.0 |
¥67.8万 |
|
| 2017-01-03 |
跌破0.618止损 |
卖出 |
4.225770000000001 |
153800.0 |
¥65.0万 |
止损触发 |
| 2017-01-09 |
黄金分割买点 |
买入 |
4.434429999999999 |
146200.0 |
¥64.9万 |
|
| 2017-02-03 |
重回前高 |
卖出 |
5.10489 |
146200.0 |
¥74.6万 |
|
| 2017-02-28 |
黄金分割买点 |
买入 |
4.94494 |
152300.0 |
¥75.3万 |
|
| 2017-03-31 |
跌破0.618止损 |
卖出 |
4.5854099999999995 |
152300.0 |
¥69.8万 |
止损触发 |
| 2017-04-10 |
黄金分割买点 |
买入 |
4.94494 |
141200.0 |
¥69.8万 |
|
| 2017-04-21 |
跌破0.618止损 |
卖出 |
4.7951999999999995 |
141200.0 |
¥67.7万 |
止损触发 |
| 2017-07-06 |
黄金分割买点 |
买入 |
4.66466 |
145100.0 |
¥67.7万 |
|
| 2017-07-20 |
重回前高 |
卖出 |
5.594399999999999 |
145100.0 |
¥81.2万 |
|
| 2018-02-28 |
黄金分割买点 |
买入 |
5.9 |
123600.0 |
¥72.9万 |
|
| 2018-03-02 |
跌破0.618止损 |
卖出 |
5.27472 |
123600.0 |
¥65.2万 |
止损触发 |
| 2018-08-22 |
黄金分割买点 |
买入 |
3.89389 |
186900.0 |
¥72.8万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
3.5964 |
186900.0 |
¥67.2万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
3.8438399999999993 |
175300.0 |
¥67.4万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
3.65634 |
175300.0 |
¥64.1万 |
止损触发 |
| 2018-11-14 |
黄金分割买点 |
买入 |
3.8138099999999997 |
168900.0 |
¥64.4万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
3.65634 |
168900.0 |
¥61.7万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
3.61361 |
170400.0 |
¥61.6万 |
|
| 2019-01-18 |
跌破0.618止损 |
卖出 |
3.56643 |
170400.0 |
¥60.8万 |
止损触发 |
| 2019-03-14 |
黄金分割买点 |
买入 |
4.28428 |
141500.0 |
¥60.6万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
3.86613 |
141500.0 |
¥54.7万 |
止损触发 |
| 2019-09-16 |
黄金分割买点 |
买入 |
3.8138099999999997 |
144100.0 |
¥55.0万 |
|
| 2019-09-19 |
跌破0.618止损 |
卖出 |
3.6463500000000004 |
144100.0 |
¥52.5万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
3.2132099999999997 |
162900.0 |
¥52.4万 |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
3.0669299999999997 |
162900.0 |
¥49.9万 |
止损触发 |
| 2020-12-14 |
黄金分割买点 |
买入 |
3.6336299999999997 |
135300.0 |
¥49.2万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
3.38661 |
135300.0 |
¥45.8万 |
止损触发 |
| 2021-04-13 |
黄金分割买点 |
买入 |
4.084079999999999 |
114200.0 |
¥46.7万 |
|
| 2021-05-07 |
重回前高 |
卖出 |
5.024970000000001 |
114200.0 |
¥57.4万 |
|
| 2021-06-09 |
黄金分割买点 |
买入 |
5.08508 |
113200.0 |
¥57.6万 |
|
| 2021-08-26 |
重回前高 |
卖出 |
6.71328 |
113200.0 |
¥76.0万 |
|
| 2021-09-28 |
黄金分割买点 |
买入 |
7.95795 |
94700.0 |
¥75.4万 |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
7.20279 |
94700.0 |
¥68.2万 |
止损触发 |
| 2022-01-13 |
黄金分割买点 |
买入 |
6.23623 |
109600.0 |
¥68.4万 |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
5.67432 |
109600.0 |
¥62.2万 |
止损触发 |
| 2022-02-16 |
黄金分割买点 |
买入 |
5.98598 |
103600.0 |
¥62.0万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
5.4945 |
103600.0 |
¥56.9万 |
止损触发 |
| 2022-09-16 |
黄金分割买点 |
买入 |
4.75475 |
120800.0 |
¥57.5万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
4.4755199999999995 |
120800.0 |
¥54.0万 |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
4.504499999999999 |
118600.0 |
¥53.4万 |
|
| 2023-01-20 |
重回前高 |
卖出 |
5.03496 |
118600.0 |
¥59.7万 |
|
| 2023-04-26 |
黄金分割买点 |
买入 |
6.1561499999999985 |
97500.0 |
¥60.0万 |
|
| 2023-05-15 |
跌破0.618止损 |
卖出 |
5.85414 |
97500.0 |
¥57.1万 |
止损触发 |
| 2023-07-10 |
黄金分割买点 |
买入 |
6.005999999999999 |
94200.0 |
¥56.6万 |
|
| 2023-07-12 |
跌破0.618止损 |
卖出 |
5.71428 |
94200.0 |
¥53.8万 |
止损触发 |
| 2023-08-21 |
黄金分割买点 |
买入 |
5.89589 |
91800.0 |
¥54.1万 |
|
| 2023-09-05 |
重回前高 |
卖出 |
6.74325 |
91800.0 |
¥61.9万 |
|
| 2023-09-27 |
黄金分割买点 |
买入 |
6.356349999999999 |
97600.0 |
¥62.1万 |
|
| 2023-10-16 |
跌破0.618止损 |
卖出 |
6.123870000000001 |
97600.0 |
¥59.8万 |
止损触发 |
| 2023-11-02 |
黄金分割买点 |
买入 |
6.28628 |
95300.0 |
¥59.9万 |
|
| 2023-11-06 |
跌破0.618止损 |
卖出 |
6.06393 |
95300.0 |
¥57.8万 |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
5.605599999999999 |
102100.0 |
¥57.3万 |
|
| 2024-02-20 |
重回前高 |
卖出 |
5.86413 |
102100.0 |
¥59.9万 |
|
| 2024-06-12 |
黄金分割买点 |
买入 |
7.667659999999999 |
78300.0 |
¥60.1万 |
|
| 2024-06-25 |
跌破0.618止损 |
卖出 |
7.392600000000001 |
78300.0 |
¥57.9万 |
止损触发 |
| 2024-07-02 |
黄金分割买点 |
买入 |
7.9 |
73300.0 |
¥57.9万 |
|
| 2024-07-11 |
跌破0.618止损 |
卖出 |
7.562429999999999 |
73300.0 |
¥55.4万 |
止损触发 |
| 2024-07-15 |
黄金分割买点 |
买入 |
7.907900000000001 |
70100.0 |
¥55.5万 |
|
| 2024-07-18 |
跌破0.618止损 |
卖出 |
7.24275 |
70100.0 |
¥50.8万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
7.387379999999999 |
68800.0 |
¥50.8万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
9.66033 |
68800.0 |
¥66.4万 |
|
| 2024-11-07 |
黄金分割买点 |
买入 |
8.13813 |
80600.0 |
¥65.6万 |
|
| 2024-12-17 |
跌破0.618止损 |
卖出 |
7.402589999999999 |
80600.0 |
¥59.6万 |
止损触发 |
| 2025-02-13 |
黄金分割买点 |
买入 |
7.687679999999999 |
78600.0 |
¥60.4万 |
|
| 2025-02-28 |
跌破0.618止损 |
卖出 |
7.20279 |
78600.0 |
¥56.6万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
6.916910000000001 |
81800.0 |
¥56.6万 |
|
| 2025-07-04 |
重回前高 |
卖出 |
7.15284 |
81800.0 |
¥58.5万 |
|
| 2025-09-10 |
黄金分割买点 |
买入 |
7.607599999999999 |
76400.0 |
¥58.1万 |
|
| 2025-10-09 |
重回前高 |
卖出 |
8.48151 |
76400.0 |
¥64.8万 |
|
| 2026-02-05 |
黄金分割买点 |
买入 |
13.14313 |
48400.0 |
¥63.6万 |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
11.658330000000001 |
48400.0 |
¥56.4万 |
止损触发 |
| 2026-08-31 |
黄金分割买点 |
买入 |
9.68968 |
59000.0 |
¥57.2万 |
|
| 2026-09-29 |
跌破0.618止损 |
卖出 |
8.72127 |
59000.0 |
¥51.4万 |
止损触发 |