601628 中国人寿 — 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: ¥73.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -26.73%）
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 44 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 |
2015-04-21 |
2015-05-18 |
37.558774252999996 |
36.3636 |
¥-3.2万 |
-3.21% |
跌破0.618止损 |
| 2 |
2015-05-27 |
2015-05-29 |
38.85045163999999 |
35.8641 |
¥-7.5万 |
-7.71% |
跌破0.618止损 |
| 3 |
2015-07-09 |
2015-07-23 |
34.344600289999995 |
31.49 |
¥-7.4万 |
-8.34% |
跌破0.618止损 |
| 4 |
2015-10-20 |
2015-12-01 |
27.235368159999997 |
26.303669999999997 |
¥-2.8万 |
-3.45% |
跌破0.618止损 |
| 5 |
2015-12-07 |
2016-01-05 |
28.557084555999996 |
25.5744 |
¥-8.3万 |
-10.47% |
跌破0.618止损 |
| 6 |
2016-04-05 |
2016-05-09 |
23.53055705 |
21.028950000000002 |
¥-7.4万 |
-10.66% |
跌破0.618止损 |
| 7 |
2016-12-07 |
2017-03-23 |
24.431727319999997 |
24.43 |
¥-234 |
-0.04% |
跌破0.618止损 |
| 8 |
2017-05-18 |
2017-05-24 |
26.063846809 |
27.782190000000003 |
¥4.1万 |
+6.56% |
重回前高 |
| 9 |
2017-06-16 |
2017-08-07 |
26.924965067 |
27.02295 |
¥2,229 |
+0.33% |
跌破0.618止损 |
| 10 |
2017-11-30 |
2017-12-15 |
31.319392999999998 |
30.10986 |
¥-2.6万 |
-3.89% |
跌破0.618止损 |
| 11 |
2017-12-20 |
2018-01-04 |
31.54095945 |
30.25971 |
¥-2.7万 |
-4.09% |
跌破0.618止损 |
| 12 |
2018-07-23 |
2018-08-02 |
23.440440023 |
22.697280000000003 |
¥-2.0万 |
-3.20% |
跌破0.618止损 |
| 13 |
2018-10-08 |
2018-10-09 |
22.178801644999997 |
21.578400000000002 |
¥-1.6万 |
-2.74% |
跌破0.618止损 |
| 14 |
2018-10-24 |
2018-10-30 |
22.679451794999995 |
21.66831 |
¥-2.6万 |
-4.49% |
跌破0.618止损 |
| 15 |
2019-03-28 |
2019-05-10 |
26.754744015999997 |
26.22375 |
¥-1.1万 |
-2.01% |
跌破0.618止损 |
| 16 |
2019-06-21 |
2019-09-18 |
28.39687650799999 |
28.851119999999995 |
¥8,600 |
+1.57% |
跌破0.618止损 |
| 17 |
2019-11-25 |
2020-02-03 |
32.84264983999999 |
29.03 |
¥-6.5万 |
-11.64% |
跌破0.618止损 |
| 18 |
2020-04-30 |
2020-05-15 |
28.807409630999995 |
27.392580000000002 |
¥-2.4万 |
-4.94% |
跌破0.618止损 |
| 19 |
2020-06-04 |
2020-06-10 |
28.186603444999996 |
28.980990000000002 |
¥1.3万 |
+2.79% |
重回前高 |
| 20 |
2020-07-30 |
2020-08-18 |
36.94798107 |
48.51144 |
¥15.0万 |
+31.26% |
重回前高 |
| 21 |
2020-11-04 |
2020-11-06 |
44.587902359 |
42.717240000000004 |
¥-2.6万 |
-4.22% |
跌破0.618止损 |
| 22 |
2021-05-12 |
2021-07-05 |
32.812610831 |
31.8681 |
¥-1.7万 |
-2.91% |
跌破0.618止损 |
| 23 |
2021-07-07 |
2021-07-09 |
33.64369008 |
32.527440000000006 |
¥-2.0万 |
-3.35% |
跌破0.618止损 |
| 24 |
2021-09-08 |
2021-09-23 |
31.530946446999998 |
29.960009999999997 |
¥-2.8万 |
-5.01% |
跌破0.618止损 |
| 25 |
2021-09-28 |
2021-10-26 |
30.509620140999992 |
32.667300000000004 |
¥3.8万 |
+7.04% |
重回前高 |
| 26 |
2022-07-15 |
2022-08-03 |
28.497006537999994 |
26.7732 |
¥-3.5万 |
-6.08% |
跌破0.618止损 |
| 27 |
2022-08-26 |
2022-09-30 |
28.927565667 |
31.728240000000003 |
¥5.2万 |
+9.65% |
重回前高 |
| 28 |
2022-10-20 |
2022-10-25 |
29.458254825999997 |
28.44153 |
¥-2.1万 |
-3.48% |
跌破0.618止损 |
| 29 |
2022-11-07 |
2022-11-28 |
29.257994765999996 |
33.066900000000004 |
¥7.4万 |
+12.98% |
重回前高 |
| 30 |
2023-02-02 |
2023-03-13 |
33.924054164 |
34.7652 |
¥1.6万 |
+2.45% |
跌破0.618止损 |
| 31 |
2023-04-18 |
2023-04-28 |
35.175679538999994 |
37.962 |
¥5.2万 |
+7.89% |
重回前高 |
| 32 |
2023-05-26 |
2023-06-21 |
37.538748247 |
35.8641 |
¥-3.2万 |
-4.49% |
跌破0.618止损 |
| 33 |
2023-08-07 |
2023-10-25 |
37.51125 |
34.965 |
¥-4.6万 |
-6.82% |
跌破0.618止损 |
| 34 |
2024-02-06 |
2024-04-11 |
28.83744864 |
27.492480000000004 |
¥-3.0万 |
-4.69% |
跌破0.618止损 |
| 35 |
2024-04-25 |
2024-05-17 |
28.927565666999996 |
32.34762 |
¥7.2万 |
+11.79% |
重回前高 |
| 36 |
2024-06-11 |
2024-07-25 |
30.840049239999995 |
30.479490000000002 |
¥-8,096 |
-1.20% |
跌破0.618止损 |
| 37 |
2024-11-25 |
2024-12-26 |
41.70415749499999 |
42.50745 |
¥1.3万 |
+1.90% |
跌破0.618止损 |
| 38 |
2025-05-08 |
2025-06-12 |
37.378540199 |
40.509449999999994 |
¥5.7万 |
+8.34% |
重回前高 |
| 39 |
2025-07-16 |
2025-08-19 |
40.04199899699999 |
42.82713 |
¥5.1万 |
+6.92% |
重回前高 |
| 40 |
2026-01-19 |
2026-01-26 |
47.56176424999999 |
45.69426 |
¥-3.1万 |
-3.96% |
跌破0.618止损 |
| 41 |
2026-01-29 |
2026-02-26 |
48.42288250799999 |
45.854099999999995 |
¥-4.1万 |
-5.33% |
跌破0.618止损 |
| 42 |
2026-06-23 |
2026-07-02 |
36.126914823999996 |
38.71125 |
¥5.1万 |
+7.12% |
重回前高 |
| 43 |
2026-08-05 |
2026-09-17 |
37.839138336999994 |
37.162800000000004 |
¥-1.4万 |
-1.82% |
跌破0.618止损 |
| 44 |
2026-09-23 |
2026-09-28 |
38.690243591999995 |
37.29267 |
¥-2.7万 |
-3.64% |
跌破0.618止损 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
黄金分割买点 |
买入 |
37.547509999999996 |
26500.0 |
¥99.5万 |
|
| 2015-05-18 |
跌破0.618止损 |
卖出 |
36.3636 |
26500.0 |
¥96.3万 |
止损触发 |
| 2015-05-27 |
黄金分割买点 |
买入 |
38.83879999999999 |
24900.0 |
¥96.7万 |
|
| 2015-05-29 |
跌破0.618止损 |
卖出 |
35.8641 |
24900.0 |
¥89.3万 |
止损触发 |
| 2015-07-09 |
黄金分割买点 |
买入 |
34.33429999999999 |
25900.0 |
¥89.0万 |
|
| 2015-07-23 |
跌破0.618止损 |
卖出 |
31.49 |
25900.0 |
¥81.5万 |
止损触发 |
| 2015-10-20 |
黄金分割买点 |
买入 |
27.227199999999996 |
29800.0 |
¥81.2万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
26.303669999999997 |
29800.0 |
¥78.4万 |
止损触发 |
| 2015-12-07 |
黄金分割买点 |
买入 |
28.548519999999993 |
27700.0 |
¥79.1万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
25.5744 |
27700.0 |
¥70.8万 |
止损触发 |
| 2016-04-05 |
黄金分割买点 |
买入 |
23.5235 |
29400.0 |
¥69.2万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
21.028950000000002 |
29400.0 |
¥61.8万 |
止损触发 |
| 2016-12-07 |
黄金分割买点 |
买入 |
24.424399999999995 |
25800.0 |
¥63.0万 |
|
| 2017-03-23 |
跌破0.618止损 |
卖出 |
24.43 |
25800.0 |
¥63.0万 |
止损触发 |
| 2017-05-18 |
黄金分割买点 |
买入 |
26.05603 |
24000.0 |
¥62.6万 |
|
| 2017-05-24 |
重回前高 |
卖出 |
27.782190000000003 |
24000.0 |
¥66.7万 |
|
| 2017-06-16 |
黄金分割买点 |
买入 |
26.91689 |
24800.0 |
¥66.8万 |
|
| 2017-08-07 |
跌破0.618止损 |
卖出 |
27.02295 |
24800.0 |
¥67.0万 |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
31.31 |
21500.0 |
¥67.3万 |
|
| 2017-12-15 |
跌破0.618止损 |
卖出 |
30.10986 |
21500.0 |
¥64.7万 |
止损触发 |
| 2017-12-20 |
黄金分割买点 |
买入 |
31.531499999999994 |
20600.0 |
¥65.0万 |
|
| 2018-01-04 |
跌破0.618止损 |
卖出 |
30.25971 |
20600.0 |
¥62.3万 |
止损触发 |
| 2018-07-23 |
黄金分割买点 |
买入 |
23.43341 |
26300.0 |
¥61.6万 |
|
| 2018-08-02 |
跌破0.618止损 |
卖出 |
22.697280000000003 |
26300.0 |
¥59.7万 |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
22.172149999999995 |
26500.0 |
¥58.8万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
21.578400000000002 |
26500.0 |
¥57.2万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
22.672649999999997 |
25900.0 |
¥58.7万 |
|
| 2018-10-30 |
跌破0.618止损 |
卖出 |
21.66831 |
25900.0 |
¥56.1万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
26.746719999999996 |
20700.0 |
¥55.4万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
26.22375 |
20700.0 |
¥54.3万 |
止损触发 |
| 2019-06-21 |
黄金分割买点 |
买入 |
28.388359999999995 |
19300.0 |
¥54.8万 |
|
| 2019-09-18 |
跌破0.618止损 |
卖出 |
28.851119999999995 |
19300.0 |
¥55.7万 |
止损触发 |
| 2019-11-25 |
黄金分割买点 |
买入 |
32.83279999999999 |
17000.0 |
¥55.8万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
29.03 |
17000.0 |
¥49.3万 |
止损触发 |
| 2020-04-30 |
黄金分割买点 |
买入 |
28.798769999999998 |
17100.0 |
¥49.3万 |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
27.392580000000002 |
17100.0 |
¥46.8万 |
止损触发 |
| 2020-06-04 |
黄金分割买点 |
买入 |
28.178149999999995 |
16700.0 |
¥47.1万 |
|
| 2020-06-10 |
重回前高 |
卖出 |
28.980990000000002 |
16700.0 |
¥48.4万 |
|
| 2020-07-30 |
黄金分割买点 |
买入 |
36.936899999999994 |
13000.0 |
¥48.0万 |
|
| 2020-08-18 |
重回前高 |
卖出 |
48.51144 |
13000.0 |
¥63.0万 |
|
| 2020-11-04 |
黄金分割买点 |
买入 |
44.574529999999996 |
13800.0 |
¥61.5万 |
|
| 2020-11-06 |
跌破0.618止损 |
卖出 |
42.717240000000004 |
13800.0 |
¥58.9万 |
止损触发 |
| 2021-05-12 |
黄金分割买点 |
买入 |
32.80277 |
18300.0 |
¥60.0万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
31.8681 |
18300.0 |
¥58.3万 |
止损触发 |
| 2021-07-07 |
黄金分割买点 |
买入 |
33.6336 |
17500.0 |
¥58.9万 |
|
| 2021-07-09 |
跌破0.618止损 |
卖出 |
32.527440000000006 |
17500.0 |
¥56.9万 |
止损触发 |
| 2021-09-08 |
黄金分割买点 |
买入 |
31.521489999999996 |
18000.0 |
¥56.8万 |
|
| 2021-09-23 |
跌破0.618止损 |
卖出 |
29.960009999999997 |
18000.0 |
¥53.9万 |
止损触发 |
| 2021-09-28 |
黄金分割买点 |
买入 |
30.500469999999993 |
17700.0 |
¥54.0万 |
|
| 2021-10-26 |
重回前高 |
卖出 |
32.667300000000004 |
17700.0 |
¥57.8万 |
|
| 2022-07-15 |
黄金分割买点 |
买入 |
28.488459999999996 |
20300.0 |
¥57.8万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
26.7732 |
20300.0 |
¥54.3万 |
止损触发 |
| 2022-08-26 |
黄金分割买点 |
买入 |
28.918889999999998 |
18600.0 |
¥53.8万 |
|
| 2022-09-30 |
重回前高 |
卖出 |
31.728240000000003 |
18600.0 |
¥59.0万 |
|
| 2022-10-20 |
黄金分割买点 |
买入 |
29.449419999999996 |
20100.0 |
¥59.2万 |
|
| 2022-10-25 |
跌破0.618止损 |
卖出 |
28.44153 |
20100.0 |
¥57.2万 |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
29.249219999999998 |
19500.0 |
¥57.1万 |
|
| 2022-11-28 |
重回前高 |
卖出 |
33.066900000000004 |
19500.0 |
¥64.5万 |
|
| 2023-02-02 |
黄金分割买点 |
买入 |
33.91388 |
19100.0 |
¥64.8万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
34.7652 |
19100.0 |
¥66.4万 |
止损触发 |
| 2023-04-18 |
黄金分割买点 |
买入 |
35.16513 |
18800.0 |
¥66.1万 |
|
| 2023-04-28 |
重回前高 |
卖出 |
37.962 |
18800.0 |
¥71.3万 |
|
| 2023-05-26 |
黄金分割买点 |
买入 |
37.52749 |
19000.0 |
¥71.3万 |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
35.8641 |
19000.0 |
¥68.1万 |
止损触发 |
| 2023-08-07 |
黄金分割买点 |
买入 |
37.5 |
18000.0 |
¥67.5万 |
|
| 2023-10-25 |
跌破0.618止损 |
卖出 |
34.965 |
18000.0 |
¥62.9万 |
止损触发 |
| 2024-02-06 |
黄金分割买点 |
买入 |
28.828799999999998 |
22000.0 |
¥63.4万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
27.492480000000004 |
22000.0 |
¥60.5万 |
止损触发 |
| 2024-04-25 |
黄金分割买点 |
买入 |
28.918889999999998 |
21000.0 |
¥60.7万 |
|
| 2024-05-17 |
重回前高 |
卖出 |
32.34762 |
21000.0 |
¥67.9万 |
|
| 2024-06-11 |
黄金分割买点 |
买入 |
30.830799999999996 |
21900.0 |
¥67.5万 |
|
| 2024-07-25 |
跌破0.618止损 |
卖出 |
30.479490000000002 |
21900.0 |
¥66.7万 |
止损触发 |
| 2024-11-25 |
黄金分割买点 |
买入 |
41.691649999999996 |
16000.0 |
¥66.7万 |
|
| 2024-12-26 |
跌破0.618止损 |
卖出 |
42.50745 |
16000.0 |
¥68.0万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
37.367329999999995 |
18200.0 |
¥68.0万 |
|
| 2025-06-12 |
重回前高 |
卖出 |
40.509449999999994 |
18200.0 |
¥73.7万 |
|
| 2025-07-16 |
黄金分割买点 |
买入 |
40.02999 |
18500.0 |
¥74.1万 |
|
| 2025-08-19 |
重回前高 |
卖出 |
42.82713 |
18500.0 |
¥79.2万 |
|
| 2026-01-19 |
黄金分割买点 |
买入 |
47.54749999999999 |
16600.0 |
¥79.0万 |
|
| 2026-01-26 |
跌破0.618止损 |
卖出 |
45.69426 |
16600.0 |
¥75.8万 |
止损触发 |
| 2026-01-29 |
黄金分割买点 |
买入 |
48.408359999999995 |
15700.0 |
¥76.0万 |
|
| 2026-02-26 |
跌破0.618止损 |
卖出 |
45.854099999999995 |
15700.0 |
¥72.0万 |
止损触发 |
| 2026-06-23 |
黄金分割买点 |
买入 |
36.11608 |
19700.0 |
¥71.2万 |
|
| 2026-07-02 |
重回前高 |
卖出 |
38.71125 |
19700.0 |
¥76.2万 |
|
| 2026-08-05 |
黄金分割买点 |
买入 |
37.82778999999999 |
20400.0 |
¥77.2万 |
|
| 2026-09-17 |
跌破0.618止损 |
卖出 |
37.162800000000004 |
20400.0 |
¥75.8万 |
止损触发 |
| 2026-09-23 |
黄金分割买点 |
买入 |
38.678639999999994 |
19500.0 |
¥75.4万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
37.29267 |
19500.0 |
¥72.7万 |
止损触发 |