601601 中国太保 — 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: ¥79.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -20.27%）
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 54 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 |
2015-04-16 |
2015-05-19 |
34.27450926899999 |
32.487480000000005 |
¥-5.2万 |
-5.24% |
跌破0.618止损 |
| 2 |
2015-05-25 |
2015-05-29 |
34.695055395 |
32.92704 |
¥-4.9万 |
-5.12% |
跌破0.618止损 |
| 3 |
2015-06-10 |
2015-06-16 |
34.695055395 |
32.667300000000004 |
¥-5.2万 |
-5.87% |
跌破0.618止损 |
| 4 |
2015-10-19 |
2015-11-05 |
24.732117409999994 |
26.583389999999998 |
¥6.3万 |
+7.45% |
重回前高 |
| 5 |
2016-01-05 |
2016-01-08 |
27.005069090999996 |
26.63334 |
¥-1.3万 |
-1.41% |
跌破0.618止损 |
| 6 |
2016-03-31 |
2016-04-21 |
26.414301913999996 |
27.12285 |
¥2.4万 |
+2.65% |
重回前高 |
| 7 |
2016-05-11 |
2016-08-09 |
25.913651763999994 |
26.86311 |
¥3.3万 |
+3.63% |
跌破0.618止损 |
| 8 |
2016-10-18 |
2016-12-16 |
28.667227588999992 |
29.120849999999997 |
¥1.5万 |
+1.55% |
跌破0.618止损 |
| 9 |
2017-08-22 |
2017-08-28 |
33.713781100999995 |
37.88 |
¥11.9万 |
+12.32% |
重回前高 |
| 10 |
2017-09-15 |
2017-10-19 |
36.82782503399999 |
39.4605 |
¥7.7万 |
+7.12% |
重回前高 |
| 11 |
2017-11-30 |
2018-01-04 |
42.662795 |
40.689269999999986 |
¥-5.4万 |
-4.65% |
跌破0.618止损 |
| 12 |
2018-03-19 |
2018-03-26 |
40.78296121899999 |
38.85111 |
¥-5.3万 |
-4.77% |
跌破0.618止损 |
| 13 |
2018-07-16 |
2018-07-19 |
33.072948909 |
32.08 |
¥-3.2万 |
-3.03% |
跌破0.618止损 |
| 14 |
2018-07-27 |
2018-08-03 |
33.58361206199999 |
31.78 |
¥-5.5万 |
-5.40% |
跌破0.618止损 |
| 15 |
2018-08-08 |
2018-09-12 |
32.822623834 |
31.12 |
¥-5.0万 |
-5.22% |
跌破0.618止损 |
| 16 |
2018-09-20 |
2018-10-12 |
33.523534043999994 |
33.07689 |
¥-1.3万 |
-1.36% |
跌破0.618止损 |
| 17 |
2018-10-15 |
2018-10-19 |
33.94408016999999 |
31.968 |
¥-5.3万 |
-5.85% |
跌破0.618止损 |
| 18 |
2018-11-06 |
2018-11-12 |
34.650392000000004 |
32.967 |
¥-4.1万 |
-4.89% |
跌破0.618止损 |
| 19 |
2019-02-11 |
2019-02-21 |
30.389464105000002 |
33.00696 |
¥6.9万 |
+8.58% |
重回前高 |
| 20 |
2019-03-11 |
2019-04-17 |
32.74251981 |
37.32264 |
¥12.3万 |
+13.95% |
重回前高 |
| 21 |
2019-06-26 |
2019-07-09 |
36.217031851 |
34.72 |
¥-4.2万 |
-4.16% |
跌破0.618止损 |
| 22 |
2019-07-12 |
2019-07-22 |
36.327174884 |
38.551410000000004 |
¥5.9万 |
+6.09% |
重回前高 |
| 23 |
2019-08-06 |
2019-08-26 |
36.14694083 |
39.31065 |
¥8.7万 |
+8.72% |
重回前高 |
| 24 |
2019-08-29 |
2019-09-24 |
37.508709237999994 |
36.52344 |
¥-2.9万 |
-2.66% |
跌破0.618止损 |
| 25 |
2020-01-17 |
2020-02-03 |
37.749021309999996 |
32.36 |
¥-15.4万 |
-14.30% |
跌破0.618止损 |
| 26 |
2020-05-06 |
2020-05-15 |
30.049022002999997 |
29.02095 |
¥-3.1万 |
-3.45% |
跌破0.618止损 |
| 27 |
2020-07-13 |
2020-07-20 |
31.540959449999995 |
30.389580000000002 |
¥-3.3万 |
-3.68% |
跌破0.618止损 |
| 28 |
2020-07-22 |
2020-07-27 |
31.040309299999997 |
29.50047 |
¥-4.2万 |
-4.99% |
跌破0.618止损 |
| 29 |
2020-08-13 |
2020-09-25 |
31.410790410999997 |
31.138830000000006 |
¥-7,342 |
-0.90% |
跌破0.618止损 |
| 30 |
2020-10-15 |
2020-11-03 |
32.51222074099999 |
31.50846 |
¥-2.5万 |
-3.12% |
跌破0.618止损 |
| 31 |
2020-11-13 |
2020-11-16 |
32.742519810000005 |
31.99 |
¥-1.8万 |
-2.33% |
跌破0.618止损 |
| 32 |
2020-11-18 |
2020-11-27 |
32.712480801 |
37.962 |
¥12.3万 |
+16.01% |
重回前高 |
| 33 |
2020-12-24 |
2021-02-01 |
36.156953832999996 |
34.565400000000004 |
¥-3.9万 |
-4.43% |
跌破0.618止损 |
| 34 |
2021-02-08 |
2021-02-24 |
38.95058167 |
44.71524 |
¥12.6万 |
+14.77% |
重回前高 |
| 35 |
2021-03-10 |
2021-03-22 |
42.30493767499999 |
38.74122 |
¥-8.3万 |
-8.45% |
跌破0.618止损 |
| 36 |
2021-09-14 |
2021-09-22 |
28.527045546999997 |
26.573400000000003 |
¥-6.1万 |
-6.88% |
跌破0.618止损 |
| 37 |
2021-11-02 |
2021-11-30 |
28.226655457 |
27.25272 |
¥-2.9万 |
-3.48% |
跌破0.618止损 |
| 38 |
2023-03-10 |
2023-03-28 |
26.63458798 |
25.58439 |
¥-3.2万 |
-3.97% |
跌破0.618止损 |
| 39 |
2023-04-10 |
2023-04-19 |
26.764757019 |
30.3696 |
¥10.4万 |
+13.43% |
重回前高 |
| 40 |
2023-05-18 |
2023-05-25 |
31.370738398999997 |
28.72125 |
¥-7.4万 |
-8.47% |
跌破0.618止损 |
| 41 |
2023-07-31 |
2023-08-22 |
30.689854195 |
27.3726 |
¥-8.7万 |
-10.84% |
跌破0.618止损 |
| 42 |
2023-09-04 |
2023-10-25 |
29.197916747999997 |
29.050919999999998 |
¥-3,799 |
-0.53% |
跌破0.618止损 |
| 43 |
2024-01-29 |
2024-02-08 |
24.822234437 |
25.894080000000002 |
¥3.0万 |
+4.29% |
重回前高 |
| 44 |
2024-03-05 |
2024-03-14 |
24.872299451999996 |
23.026950000000003 |
¥-5.5万 |
-7.45% |
跌破0.618止损 |
| 45 |
2024-04-23 |
2024-05-08 |
24.381662305 |
27.06291 |
¥7.5万 |
+10.96% |
重回前高 |
| 46 |
2024-07-29 |
2024-08-07 |
27.976330382 |
27.42255 |
¥-1.5万 |
-2.01% |
跌破0.618止损 |
| 47 |
2024-09-13 |
2024-09-25 |
29.458254826 |
33.45651 |
¥10.1万 |
+13.54% |
重回前高 |
| 48 |
2024-10-10 |
2024-11-26 |
36.727695004 |
33.3666 |
¥-7.8万 |
-9.18% |
跌破0.618止损 |
| 49 |
2025-05-08 |
2025-06-05 |
31.200517347999995 |
35.0649 |
¥9.4万 |
+12.35% |
重回前高 |
| 50 |
2025-08-12 |
2025-08-15 |
36.927955064 |
39.3606 |
¥5.7万 |
+6.56% |
重回前高 |
| 51 |
2025-09-04 |
2025-09-09 |
38.611580000000004 |
37.52244 |
¥-2.6万 |
-2.85% |
跌破0.618止损 |
| 52 |
2026-01-26 |
2026-03-05 |
42.044599596999994 |
39.120839999999994 |
¥-6.2万 |
-6.98% |
跌破0.618止损 |
| 53 |
2026-08-26 |
2026-09-28 |
31.42080341399999 |
30.67929 |
¥-2.0万 |
-2.39% |
跌破0.618止损 |
| 54 |
2026-11-04 |
2026-11-13 |
32.24186966 |
31.54 |
¥-1.8万 |
-2.21% |
强平 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
34.26422999999999 |
28900.0 |
¥99.1万 |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
32.487480000000005 |
28900.0 |
¥93.9万 |
止损触发 |
| 2015-05-25 |
黄金分割买点 |
买入 |
34.68465 |
27300.0 |
¥94.7万 |
|
| 2015-05-29 |
跌破0.618止损 |
卖出 |
32.92704 |
27300.0 |
¥89.9万 |
止损触发 |
| 2015-06-10 |
黄金分割买点 |
买入 |
34.68465 |
25700.0 |
¥89.2万 |
|
| 2015-06-16 |
跌破0.618止损 |
卖出 |
32.667300000000004 |
25700.0 |
¥83.9万 |
止损触发 |
| 2015-10-19 |
黄金分割买点 |
买入 |
24.724699999999995 |
34100.0 |
¥84.3万 |
|
| 2015-11-05 |
重回前高 |
卖出 |
26.583389999999998 |
34100.0 |
¥90.6万 |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
26.996969999999997 |
33300.0 |
¥89.9万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
26.63334 |
33300.0 |
¥88.7万 |
止损触发 |
| 2016-03-31 |
黄金分割买点 |
买入 |
26.406379999999995 |
33900.0 |
¥89.5万 |
|
| 2016-04-21 |
重回前高 |
卖出 |
27.12285 |
33900.0 |
¥91.9万 |
|
| 2016-05-11 |
黄金分割买点 |
买入 |
25.905879999999996 |
35500.0 |
¥92.0万 |
|
| 2016-08-09 |
跌破0.618止损 |
卖出 |
26.86311 |
35500.0 |
¥95.3万 |
止损触发 |
| 2016-10-18 |
黄金分割买点 |
买入 |
28.658629999999995 |
33200.0 |
¥95.2万 |
|
| 2016-12-16 |
跌破0.618止损 |
卖出 |
29.120849999999997 |
33200.0 |
¥96.7万 |
止损触发 |
| 2017-08-22 |
黄金分割买点 |
买入 |
33.703669999999995 |
28700.0 |
¥96.8万 |
|
| 2017-08-28 |
重回前高 |
卖出 |
37.88 |
28700.0 |
¥1.09M |
|
| 2017-09-15 |
黄金分割买点 |
买入 |
36.81678 |
29400.0 |
¥1.08M |
|
| 2017-10-19 |
重回前高 |
卖出 |
39.4605 |
29400.0 |
¥1.16M |
|
| 2017-11-30 |
黄金分割买点 |
买入 |
42.65 |
27100.0 |
¥1.16M |
|
| 2018-01-04 |
跌破0.618止损 |
卖出 |
40.689269999999986 |
27100.0 |
¥1.10M |
止损触发 |
| 2018-03-19 |
黄金分割买点 |
买入 |
40.77072999999999 |
27100.0 |
¥1.11M |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
38.85111 |
27100.0 |
¥1.05M |
止损触发 |
| 2018-07-16 |
黄金分割买点 |
买入 |
33.06303 |
31900.0 |
¥1.06M |
|
| 2018-07-19 |
跌破0.618止损 |
卖出 |
32.08 |
31900.0 |
¥1.02M |
止损触发 |
| 2018-07-27 |
黄金分割买点 |
买入 |
33.573539999999994 |
30500.0 |
¥1.02M |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
31.78 |
30500.0 |
¥96.9万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
32.81278 |
29000.0 |
¥95.2万 |
|
| 2018-09-12 |
跌破0.618止损 |
卖出 |
31.12 |
29000.0 |
¥90.2万 |
止损触发 |
| 2018-09-20 |
黄金分割买点 |
买入 |
33.513479999999994 |
27500.0 |
¥92.2万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
33.07689 |
27500.0 |
¥90.9万 |
止损触发 |
| 2018-10-15 |
黄金分割买点 |
买入 |
33.933899999999994 |
26700.0 |
¥90.6万 |
|
| 2018-10-19 |
跌破0.618止损 |
卖出 |
31.968 |
26700.0 |
¥85.3万 |
止损触发 |
| 2018-11-06 |
黄金分割买点 |
买入 |
34.64 |
24500.0 |
¥84.9万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
32.967 |
24500.0 |
¥80.7万 |
止损触发 |
| 2019-02-11 |
黄金分割买点 |
买入 |
30.38035 |
26300.0 |
¥79.9万 |
|
| 2019-02-21 |
重回前高 |
卖出 |
33.00696 |
26300.0 |
¥86.8万 |
|
| 2019-03-11 |
黄金分割买点 |
买入 |
32.7327 |
26900.0 |
¥88.1万 |
|
| 2019-04-17 |
重回前高 |
卖出 |
37.32264 |
26900.0 |
¥1.00M |
|
| 2019-06-26 |
黄金分割买点 |
买入 |
36.20617 |
27700.0 |
¥1.00M |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
34.72 |
27700.0 |
¥96.1万 |
止损触发 |
| 2019-07-12 |
黄金分割买点 |
买入 |
36.31628 |
26500.0 |
¥96.3万 |
|
| 2019-07-22 |
重回前高 |
卖出 |
38.551410000000004 |
26500.0 |
¥1.02M |
|
| 2019-08-06 |
黄金分割买点 |
买入 |
36.1361 |
27700.0 |
¥1.00M |
|
| 2019-08-26 |
重回前高 |
卖出 |
39.31065 |
27700.0 |
¥1.09M |
|
| 2019-08-29 |
黄金分割买点 |
买入 |
37.49746 |
29500.0 |
¥1.11M |
|
| 2019-09-24 |
跌破0.618止损 |
卖出 |
36.52344 |
29500.0 |
¥1.08M |
止损触发 |
| 2020-01-17 |
黄金分割买点 |
买入 |
37.7377 |
28600.0 |
¥1.08M |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
32.36 |
28600.0 |
¥92.5万 |
止损触发 |
| 2020-05-06 |
黄金分割买点 |
买入 |
30.04001 |
30000.0 |
¥90.1万 |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
29.02095 |
30000.0 |
¥87.0万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
31.531499999999998 |
28100.0 |
¥88.6万 |
|
| 2020-07-20 |
跌破0.618止损 |
卖出 |
30.389580000000002 |
28100.0 |
¥85.4万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
31.030999999999995 |
27400.0 |
¥85.1万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
29.50047 |
27400.0 |
¥80.8万 |
止损触发 |
| 2020-08-13 |
黄金分割买点 |
买入 |
31.401369999999996 |
26100.0 |
¥82.0万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
31.138830000000006 |
26100.0 |
¥81.2万 |
止损触发 |
| 2020-10-15 |
黄金分割买点 |
买入 |
32.502469999999995 |
24900.0 |
¥81.0万 |
|
| 2020-11-03 |
跌破0.618止损 |
卖出 |
31.50846 |
24900.0 |
¥78.4万 |
止损触发 |
| 2020-11-13 |
黄金分割买点 |
买入 |
32.7327 |
23800.0 |
¥77.9万 |
|
| 2020-11-16 |
跌破0.618止损 |
卖出 |
31.99 |
23800.0 |
¥76.1万 |
止损触发 |
| 2020-11-18 |
黄金分割买点 |
买入 |
32.70267 |
23400.0 |
¥76.5万 |
|
| 2020-11-27 |
重回前高 |
卖出 |
37.962 |
23400.0 |
¥88.8万 |
|
| 2020-12-24 |
黄金分割买点 |
买入 |
36.14610999999999 |
24600.0 |
¥88.9万 |
|
| 2021-02-01 |
跌破0.618止损 |
卖出 |
34.565400000000004 |
24600.0 |
¥85.0万 |
止损触发 |
| 2021-02-08 |
黄金分割买点 |
买入 |
38.9389 |
21900.0 |
¥85.3万 |
|
| 2021-02-24 |
重回前高 |
卖出 |
44.71524 |
21900.0 |
¥97.9万 |
|
| 2021-03-10 |
黄金分割买点 |
买入 |
42.292249999999996 |
23100.0 |
¥97.7万 |
|
| 2021-03-22 |
跌破0.618止损 |
卖出 |
38.74122 |
23100.0 |
¥89.5万 |
止损触发 |
| 2021-09-14 |
黄金分割买点 |
买入 |
28.518489999999996 |
31300.0 |
¥89.3万 |
|
| 2021-09-22 |
跌破0.618止损 |
卖出 |
26.573400000000003 |
31300.0 |
¥83.1万 |
止损触发 |
| 2021-11-02 |
黄金分割买点 |
买入 |
28.21819 |
29400.0 |
¥83.0万 |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
27.25272 |
29400.0 |
¥80.1万 |
止损触发 |
| 2023-03-10 |
黄金分割买点 |
买入 |
26.6266 |
29900.0 |
¥79.6万 |
|
| 2023-03-28 |
跌破0.618止损 |
卖出 |
25.58439 |
29900.0 |
¥76.5万 |
止损触发 |
| 2023-04-10 |
黄金分割买点 |
买入 |
26.756729999999997 |
28900.0 |
¥77.4万 |
|
| 2023-04-19 |
重回前高 |
卖出 |
30.3696 |
28900.0 |
¥87.7万 |
|
| 2023-05-18 |
黄金分割买点 |
买入 |
31.361329999999995 |
27900.0 |
¥87.5万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
28.72125 |
27900.0 |
¥80.1万 |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
30.680649999999996 |
26200.0 |
¥80.4万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
27.3726 |
26200.0 |
¥71.7万 |
止损触发 |
| 2023-09-04 |
黄金分割买点 |
买入 |
29.189159999999998 |
24400.0 |
¥71.2万 |
|
| 2023-10-25 |
跌破0.618止损 |
卖出 |
29.050919999999998 |
24400.0 |
¥70.9万 |
止损触发 |
| 2024-01-29 |
黄金分割买点 |
买入 |
24.814789999999995 |
28500.0 |
¥70.7万 |
|
| 2024-02-08 |
重回前高 |
卖出 |
25.894080000000002 |
28500.0 |
¥73.8万 |
|
| 2024-03-05 |
黄金分割买点 |
买入 |
24.864839999999997 |
29700.0 |
¥73.9万 |
|
| 2024-03-14 |
跌破0.618止损 |
卖出 |
23.026950000000003 |
29700.0 |
¥68.4万 |
止损触发 |
| 2024-04-23 |
黄金分割买点 |
买入 |
24.37435 |
28100.0 |
¥68.5万 |
|
| 2024-05-08 |
重回前高 |
卖出 |
27.06291 |
28100.0 |
¥76.0万 |
|
| 2024-07-29 |
黄金分割买点 |
买入 |
27.96794 |
27200.0 |
¥76.1万 |
|
| 2024-08-07 |
跌破0.618止损 |
卖出 |
27.42255 |
27200.0 |
¥74.6万 |
止损触发 |
| 2024-09-13 |
黄金分割买点 |
买入 |
29.44942 |
25300.0 |
¥74.5万 |
|
| 2024-09-25 |
重回前高 |
卖出 |
33.45651 |
25300.0 |
¥84.6万 |
|
| 2024-10-10 |
黄金分割买点 |
买入 |
36.71668 |
23000.0 |
¥84.5万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
33.3666 |
23000.0 |
¥76.7万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
31.191159999999996 |
24500.0 |
¥76.4万 |
|
| 2025-06-05 |
重回前高 |
卖出 |
35.0649 |
24500.0 |
¥85.9万 |
|
| 2025-08-12 |
黄金分割买点 |
买入 |
36.91688 |
23400.0 |
¥86.4万 |
|
| 2025-08-15 |
重回前高 |
卖出 |
39.3606 |
23400.0 |
¥92.1万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
38.6 |
23800.0 |
¥91.9万 |
|
| 2025-09-09 |
跌破0.618止损 |
卖出 |
37.52244 |
23800.0 |
¥89.3万 |
止损触发 |
| 2026-01-26 |
黄金分割买点 |
买入 |
42.03199 |
21200.0 |
¥89.1万 |
|
| 2026-03-05 |
跌破0.618止损 |
卖出 |
39.120839999999994 |
21200.0 |
¥82.9万 |
止损触发 |
| 2026-08-26 |
黄金分割买点 |
买入 |
31.411379999999994 |
26400.0 |
¥83.0万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
30.67929 |
26400.0 |
¥81.0万 |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
32.2322 |
25100.0 |
¥80.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
31.54 |
25100 |
¥79.1万 |
回测结束强平 |