601618 中国中冶 — 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: ¥64.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -35.37%）
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 39 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 |
2015-05-19 |
2015-06-29 |
8.551104561999997 |
7.35264 |
¥-14.0万 |
-14.04% |
跌破0.618止损 |
| 2 |
2015-08-12 |
2015-12-10 |
7.810142339999999 |
6.74325 |
¥-11.5万 |
-13.69% |
跌破0.618止损 |
| 3 |
2016-04-14 |
2016-04-21 |
4.365669307999999 |
4.05594 |
¥-5.3万 |
-7.12% |
跌破0.618止损 |
| 4 |
2016-07-19 |
2016-08-08 |
3.90507117 |
3.71628 |
¥-3.4万 |
-4.86% |
跌破0.618止损 |
| 5 |
2016-08-10 |
2016-08-12 |
3.8149541429999996 |
3.7162800000000002 |
¥-1.7万 |
-2.62% |
跌破0.618止损 |
| 6 |
2016-09-23 |
2016-09-28 |
4.135370238999999 |
3.94605 |
¥-2.9万 |
-4.61% |
跌破0.618止损 |
| 7 |
2016-10-12 |
2016-11-18 |
4.085305224 |
5.07492 |
¥14.7万 |
+24.19% |
重回前高 |
| 8 |
2016-12-06 |
2016-12-15 |
4.916384473 |
4.60539 |
¥-4.8万 |
-6.35% |
跌破0.618止损 |
| 9 |
2017-01-12 |
2017-03-13 |
5.006501499999999 |
4.82517 |
¥-2.5万 |
-3.65% |
跌破0.618止损 |
| 10 |
2017-03-23 |
2017-04-25 |
5.031509 |
5.04495 |
¥1,616 |
+0.24% |
跌破0.618止损 |
| 11 |
2018-07-25 |
2018-10-12 |
3.5245770559999996 |
3.2467499999999996 |
¥-5.4万 |
-7.91% |
跌破0.618止损 |
| 12 |
2019-03-28 |
2019-05-07 |
3.4344600290000002 |
3.0769200000000003 |
¥-6.6万 |
-10.44% |
跌破0.618止损 |
| 13 |
2019-09-23 |
2019-09-26 |
2.923796876 |
2.81718 |
¥-2.1万 |
-3.68% |
跌破0.618止损 |
| 14 |
2020-03-10 |
2020-03-20 |
2.7035108100000005 |
2.62737 |
¥-1.5万 |
-2.85% |
跌破0.618止损 |
| 15 |
2020-07-17 |
2020-09-25 |
2.790837 |
2.72727 |
¥-1.2万 |
-2.31% |
跌破0.618止损 |
| 16 |
2021-01-20 |
2021-01-29 |
3.1040309299999995 |
2.84715 |
¥-4.3万 |
-8.30% |
跌破0.618止损 |
| 17 |
2021-03-04 |
2021-05-19 |
3.214173963 |
3.1468499999999997 |
¥-9,885 |
-2.12% |
跌破0.618止损 |
| 18 |
2021-07-19 |
2021-07-21 |
3.174121950999999 |
3.4965 |
¥4.7万 |
+10.12% |
重回前高 |
| 19 |
2021-07-28 |
2021-08-26 |
3.5345900589999997 |
4.50549 |
¥13.7万 |
+27.43% |
重回前高 |
| 20 |
2022-01-13 |
2022-01-17 |
4.075292221 |
3.8461499999999997 |
¥-3.7万 |
-5.65% |
跌破0.618止损 |
| 21 |
2022-01-19 |
2022-01-26 |
3.9951881969999996 |
3.85614 |
¥-2.1万 |
-3.51% |
跌破0.618止损 |
| 22 |
2022-02-28 |
2022-03-14 |
4.065279218 |
3.9959999999999996 |
¥-1.0万 |
-1.73% |
跌破0.618止损 |
| 23 |
2022-07-13 |
2022-07-18 |
3.5345900589999997 |
3.38 |
¥-2.6万 |
-4.40% |
跌破0.618止损 |
| 24 |
2022-11-15 |
2022-11-22 |
3.174121951 |
3.0669299999999997 |
¥-1.9万 |
-3.41% |
跌破0.618止损 |
| 25 |
2022-12-16 |
2022-12-30 |
3.3243169959999994 |
3.1568400000000003 |
¥-2.7万 |
-5.07% |
跌破0.618止损 |
| 26 |
2023-01-10 |
2023-03-06 |
3.250975 |
3.70629 |
¥7.1万 |
+13.97% |
重回前高 |
| 27 |
2023-03-27 |
2023-04-17 |
3.804941139999999 |
4.31568 |
¥7.8万 |
+13.39% |
重回前高 |
| 28 |
2023-05-17 |
2023-05-26 |
4.085305224 |
3.8461500000000006 |
¥-3.9万 |
-5.88% |
跌破0.618止损 |
| 29 |
2024-02-01 |
2024-02-06 |
3.20416096 |
3.08691 |
¥-2.3万 |
-3.69% |
跌破0.618止损 |
| 30 |
2024-02-08 |
2024-03-19 |
3.214173963 |
3.45654 |
¥4.5万 |
+7.51% |
重回前高 |
| 31 |
2024-04-03 |
2024-05-24 |
3.274251981 |
3.2967 |
¥4,195 |
+0.66% |
跌破0.618止损 |
| 32 |
2024-10-10 |
2024-12-31 |
3.20416096 |
3.3566400000000005 |
¥3.1万 |
+4.73% |
跌破0.618止损 |
| 33 |
2025-05-14 |
2025-05-23 |
2.993887897 |
2.92707 |
¥-1.5万 |
-2.26% |
跌破0.618止损 |
| 34 |
2025-09-24 |
2025-10-09 |
3.330999 |
3.996 |
¥13.2万 |
+19.93% |
重回前高 |
| 35 |
2025-10-22 |
2025-11-03 |
3.6747721009999994 |
3.4965 |
¥-3.8万 |
-4.88% |
跌破0.618止损 |
| 36 |
2026-01-30 |
2026-02-02 |
3.2442129719999997 |
3.0969 |
¥-3.4万 |
-4.57% |
跌破0.618止损 |
| 37 |
2026-03-02 |
2026-03-05 |
3.164108948 |
3.11 |
¥-1.2万 |
-1.74% |
跌破0.618止损 |
| 38 |
2026-07-24 |
2026-08-14 |
2.6934978069999995 |
2.55744 |
¥-3.6万 |
-5.08% |
跌破0.618止损 |
| 39 |
2026-08-27 |
2026-09-03 |
2.640792 |
2.53 |
¥-2.8万 |
-4.22% |
跌破0.618止损 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-19 |
黄金分割买点 |
买入 |
8.548539999999997 |
116700.0 |
¥99.8万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
7.35264 |
116700.0 |
¥85.8万 |
止损触发 |
| 2015-08-12 |
黄金分割买点 |
买入 |
7.8077999999999985 |
107500.0 |
¥84.0万 |
|
| 2015-12-10 |
跌破0.618止损 |
卖出 |
6.74325 |
107500.0 |
¥72.5万 |
止损触发 |
| 2016-04-14 |
黄金分割买点 |
买入 |
4.36436 |
170600.0 |
¥74.5万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
4.05594 |
170600.0 |
¥69.2万 |
止损触发 |
| 2016-07-19 |
黄金分割买点 |
买入 |
3.9038999999999993 |
176800.0 |
¥69.0万 |
|
| 2016-08-08 |
跌破0.618止损 |
卖出 |
3.71628 |
176800.0 |
¥65.7万 |
止损触发 |
| 2016-08-10 |
黄金分割买点 |
买入 |
3.8138099999999993 |
171700.0 |
¥65.5万 |
|
| 2016-08-12 |
跌破0.618止损 |
卖出 |
3.7162800000000002 |
171700.0 |
¥63.8万 |
止损触发 |
| 2016-09-23 |
黄金分割买点 |
买入 |
4.13413 |
154300.0 |
¥63.8万 |
|
| 2016-09-28 |
跌破0.618止损 |
卖出 |
3.94605 |
154300.0 |
¥60.9万 |
止损触发 |
| 2016-10-12 |
黄金分割买点 |
买入 |
4.084079999999999 |
149000.0 |
¥60.9万 |
|
| 2016-11-18 |
重回前高 |
卖出 |
5.07492 |
149000.0 |
¥75.6万 |
|
| 2016-12-06 |
黄金分割买点 |
买入 |
4.91491 |
154300.0 |
¥75.9万 |
|
| 2016-12-15 |
跌破0.618止损 |
卖出 |
4.60539 |
154300.0 |
¥71.0万 |
止损触发 |
| 2017-01-12 |
黄金分割买点 |
买入 |
5.004999999999999 |
138900.0 |
¥69.5万 |
|
| 2017-03-13 |
跌破0.618止损 |
卖出 |
4.82517 |
138900.0 |
¥67.0万 |
止损触发 |
| 2017-03-23 |
黄金分割买点 |
买入 |
5.03 |
135500.0 |
¥68.2万 |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
5.04495 |
135500.0 |
¥68.3万 |
止损触发 |
| 2018-07-25 |
黄金分割买点 |
买入 |
3.5235199999999995 |
192900.0 |
¥68.0万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
3.2467499999999996 |
192900.0 |
¥62.6万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
3.43343 |
183400.0 |
¥63.0万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
3.0769200000000003 |
183400.0 |
¥56.4万 |
止损触发 |
| 2019-09-23 |
黄金分割买点 |
买入 |
2.92292 |
192400.0 |
¥56.3万 |
|
| 2019-09-26 |
跌破0.618止损 |
卖出 |
2.81718 |
192400.0 |
¥54.2万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
2.7027 |
200300.0 |
¥54.2万 |
|
| 2020-03-20 |
跌破0.618止损 |
卖出 |
2.62737 |
200300.0 |
¥52.6万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
2.79 |
187100.0 |
¥52.2万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
2.72727 |
187100.0 |
¥51.0万 |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
3.1031 |
166400.0 |
¥51.7万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
2.84715 |
166400.0 |
¥47.4万 |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
3.2132099999999997 |
144800.0 |
¥46.5万 |
|
| 2021-05-19 |
跌破0.618止损 |
卖出 |
3.1468499999999997 |
144800.0 |
¥45.6万 |
止损触发 |
| 2021-07-19 |
黄金分割买点 |
买入 |
3.1731699999999994 |
145800.0 |
¥46.3万 |
|
| 2021-07-21 |
重回前高 |
卖出 |
3.4965 |
145800.0 |
¥51.0万 |
|
| 2021-07-28 |
黄金分割买点 |
买入 |
3.5335299999999994 |
141700.0 |
¥50.1万 |
|
| 2021-08-26 |
重回前高 |
卖出 |
4.50549 |
141700.0 |
¥63.8万 |
|
| 2022-01-13 |
黄金分割买点 |
买入 |
4.07407 |
159000.0 |
¥64.8万 |
|
| 2022-01-17 |
跌破0.618止损 |
卖出 |
3.8461499999999997 |
159000.0 |
¥61.1万 |
止损触发 |
| 2022-01-19 |
黄金分割买点 |
买入 |
3.99399 |
151900.0 |
¥60.7万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
3.85614 |
151900.0 |
¥58.6万 |
止损触发 |
| 2022-02-28 |
黄金分割买点 |
买入 |
4.06406 |
145200.0 |
¥59.0万 |
|
| 2022-03-14 |
跌破0.618止损 |
卖出 |
3.9959999999999996 |
145200.0 |
¥58.0万 |
止损触发 |
| 2022-07-13 |
黄金分割买点 |
买入 |
3.53353 |
164500.0 |
¥58.1万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
3.38 |
164500.0 |
¥55.6万 |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
3.1731699999999994 |
175100.0 |
¥55.6万 |
|
| 2022-11-22 |
跌破0.618止损 |
卖出 |
3.0669299999999997 |
175100.0 |
¥53.7万 |
止损触发 |
| 2022-12-16 |
黄金分割买点 |
买入 |
3.3233199999999994 |
161000.0 |
¥53.5万 |
|
| 2022-12-30 |
跌破0.618止损 |
卖出 |
3.1568400000000003 |
161000.0 |
¥50.8万 |
止损触发 |
| 2023-01-10 |
黄金分割买点 |
买入 |
3.25 |
156700.0 |
¥50.9万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
3.70629 |
156700.0 |
¥58.1万 |
|
| 2023-03-27 |
黄金分割买点 |
买入 |
3.8037999999999994 |
152700.0 |
¥58.1万 |
|
| 2023-04-17 |
重回前高 |
卖出 |
4.31568 |
152700.0 |
¥65.9万 |
|
| 2023-05-17 |
黄金分割买点 |
买入 |
4.084079999999999 |
160400.0 |
¥65.5万 |
|
| 2023-05-26 |
跌破0.618止损 |
卖出 |
3.8461500000000006 |
160400.0 |
¥61.7万 |
止损触发 |
| 2024-02-01 |
黄金分割买点 |
买入 |
3.2032000000000003 |
191100.0 |
¥61.2万 |
|
| 2024-02-06 |
跌破0.618止损 |
卖出 |
3.08691 |
191100.0 |
¥59.0万 |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
3.2132099999999997 |
185300.0 |
¥59.6万 |
|
| 2024-03-19 |
重回前高 |
卖出 |
3.45654 |
185300.0 |
¥64.0万 |
|
| 2024-04-03 |
黄金分割买点 |
买入 |
3.2732699999999997 |
195500.0 |
¥64.0万 |
|
| 2024-05-24 |
跌破0.618止损 |
卖出 |
3.2967 |
195500.0 |
¥64.4万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
3.2032 |
201700.0 |
¥64.6万 |
|
| 2024-12-31 |
跌破0.618止损 |
卖出 |
3.3566400000000005 |
201700.0 |
¥67.7万 |
止损触发 |
| 2025-05-14 |
黄金分割买点 |
买入 |
2.99299 |
225300.0 |
¥67.5万 |
|
| 2025-05-23 |
跌破0.618止损 |
卖出 |
2.92707 |
225300.0 |
¥65.9万 |
止损触发 |
| 2025-09-24 |
黄金分割买点 |
买入 |
3.33 |
199000.0 |
¥66.3万 |
|
| 2025-10-09 |
重回前高 |
卖出 |
3.996 |
199000.0 |
¥79.5万 |
|
| 2025-10-22 |
黄金分割买点 |
买入 |
3.6736699999999995 |
213600.0 |
¥78.5万 |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
3.4965 |
213600.0 |
¥74.7万 |
止损触发 |
| 2026-01-30 |
黄金分割买点 |
买入 |
3.2432399999999997 |
229300.0 |
¥74.4万 |
|
| 2026-02-02 |
跌破0.618止损 |
卖出 |
3.0969 |
229300.0 |
¥71.0万 |
止损触发 |
| 2026-03-02 |
黄金分割买点 |
买入 |
3.1631600000000004 |
224400.0 |
¥71.0万 |
|
| 2026-03-05 |
跌破0.618止损 |
卖出 |
3.11 |
224400.0 |
¥69.8万 |
止损触发 |
| 2026-07-24 |
黄金分割买点 |
买入 |
2.69269 |
262300.0 |
¥70.7万 |
|
| 2026-08-14 |
跌破0.618止损 |
卖出 |
2.55744 |
262300.0 |
¥67.1万 |
止损触发 |
| 2026-08-27 |
黄金分割买点 |
买入 |
2.64 |
254700.0 |
¥67.3万 |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
2.53 |
254700.0 |
¥64.4万 |
止损触发 |