601633 长城汽车 — 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: ¥20.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -79.82%）
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 34 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 |
2015-05-04 |
2015-05-07 |
52.177758632999996 |
49.92003 |
¥-4.3万 |
-4.36% |
跌破0.618止损 |
| 2 |
2015-10-09 |
2015-10-14 |
35.496095635 |
12.25773 |
¥-62.3万 |
-65.48% |
跌破0.618止损 |
| 3 |
2016-04-19 |
2016-05-18 |
8.951624682 |
8.37162 |
¥-2.2万 |
-6.51% |
跌破0.618止损 |
| 4 |
2016-09-13 |
2016-11-10 |
10.183224050999998 |
10.429559999999999 |
¥7,418 |
+2.39% |
跌破0.618止损 |
| 5 |
2017-04-18 |
2017-05-02 |
13.357346001999998 |
12.47751 |
¥-2.1万 |
-6.61% |
跌破0.618止损 |
| 6 |
2017-06-14 |
2017-07-20 |
13.557606062 |
12.41 |
¥-2.5万 |
-8.49% |
跌破0.618止损 |
| 7 |
2017-08-01 |
2017-08-30 |
13.016903899999997 |
12.687299999999997 |
¥-6,968 |
-2.56% |
跌破0.618止损 |
| 8 |
2018-01-04 |
2018-03-22 |
12.315993689999997 |
11.938049999999999 |
¥-8,203 |
-3.10% |
跌破0.618止损 |
| 9 |
2019-01-11 |
2019-01-28 |
6.047853812 |
6.61338 |
¥2.4万 |
+9.32% |
重回前高 |
| 10 |
2019-05-06 |
2019-05-10 |
8.772631 |
8.41 |
¥-1.1万 |
-4.16% |
跌破0.618止损 |
| 11 |
2019-08-29 |
2019-09-02 |
8.532559 |
8.121870000000001 |
¥-1.3万 |
-4.84% |
跌破0.618止损 |
| 12 |
2019-12-09 |
2020-01-21 |
8.951624681999999 |
8.881110000000001 |
¥-2,093 |
-0.82% |
跌破0.618止损 |
| 13 |
2020-02-18 |
2020-03-18 |
8.671260597999998 |
8.23176 |
¥-1.3万 |
-5.10% |
跌破0.618止损 |
| 14 |
2020-06-09 |
2020-06-16 |
8.511052549999999 |
8.26173 |
¥-7,126 |
-2.96% |
跌破0.618止损 |
| 15 |
2021-01-20 |
2021-02-25 |
40.292324072 |
34.225739999999995 |
¥-3.5万 |
-15.08% |
跌破0.618止损 |
| 16 |
2021-05-21 |
2021-06-09 |
34.424704314 |
38.661300000000004 |
¥2.5万 |
+12.27% |
重回前高 |
| 17 |
2021-09-17 |
2021-12-06 |
55.93263475799999 |
56.943 |
¥3,973 |
+1.78% |
跌破0.618止损 |
| 18 |
2022-05-18 |
2022-06-09 |
32.041609599999994 |
37.21275 |
¥3.7万 |
+16.10% |
重回前高 |
| 19 |
2022-07-06 |
2022-08-05 |
35.175679538999994 |
32.44752 |
¥-2.1万 |
-7.78% |
跌破0.618止损 |
| 20 |
2022-11-07 |
2022-11-18 |
30.769958218999996 |
29.53044 |
¥-9,737 |
-4.06% |
跌破0.618止损 |
| 21 |
2022-12-19 |
2023-01-05 |
30.799997227999995 |
28.971 |
¥-1.4万 |
-5.97% |
跌破0.618止损 |
| 22 |
2023-01-11 |
2023-01-20 |
29.73861891 |
29.86 |
¥809 |
+0.38% |
跌破0.618止损 |
| 23 |
2023-01-31 |
2023-02-23 |
31.050322302999994 |
34.39557 |
¥2.4万 |
+10.74% |
重回前高 |
| 24 |
2023-07-28 |
2023-08-21 |
25.903638761 |
25.854119999999998 |
¥-538 |
-0.22% |
跌破0.618止损 |
| 25 |
2023-09-19 |
2023-09-20 |
27.868358 |
27.20277 |
¥-5,862 |
-2.42% |
跌破0.618止损 |
| 26 |
2023-10-13 |
2023-11-23 |
27.936278369999997 |
27.29 |
¥-5,498 |
-2.34% |
跌破0.618止损 |
| 27 |
2024-03-04 |
2024-04-10 |
23.927176000000003 |
24.9 |
¥9,364 |
+4.03% |
重回前高 |
| 28 |
2024-05-27 |
2024-06-13 |
26.093885817999997 |
24.575400000000002 |
¥-1.4万 |
-5.85% |
跌破0.618止损 |
| 29 |
2024-06-19 |
2024-07-03 |
25.833547739999997 |
24.69528 |
¥-1.0万 |
-4.43% |
跌破0.618止损 |
| 30 |
2024-07-12 |
2024-07-25 |
26.173989842 |
23.79618 |
¥-2.0万 |
-9.11% |
跌破0.618止损 |
| 31 |
2024-09-26 |
2024-09-30 |
24.812221433999998 |
28.65132 |
¥3.1万 |
+15.44% |
重回前高 |
| 32 |
2024-10-16 |
2024-11-25 |
27.786083325 |
26.303669999999997 |
¥-1.2万 |
-5.36% |
跌破0.618止损 |
| 33 |
2024-12-04 |
2024-12-16 |
27.485693234999996 |
26.823150000000002 |
¥-5,231 |
-2.44% |
跌破0.618止损 |
| 34 |
2025-09-23 |
2025-10-15 |
24.692065398 |
23.41656 |
¥-1.1万 |
-5.19% |
跌破0.618止损 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-04 |
黄金分割买点 |
买入 |
52.16210999999999 |
18900.0 |
¥98.6万 |
|
| 2015-05-07 |
跌破0.618止损 |
卖出 |
49.92003 |
18900.0 |
¥94.3万 |
止损触发 |
| 2015-10-09 |
黄金分割买点 |
买入 |
35.48545 |
26800.0 |
¥95.1万 |
|
| 2015-10-14 |
跌破0.618止损 |
卖出 |
12.25773 |
26800.0 |
¥32.8万 |
止损触发 |
| 2016-04-19 |
黄金分割买点 |
买入 |
8.948939999999999 |
37200.0 |
¥33.3万 |
|
| 2016-05-18 |
跌破0.618止损 |
卖出 |
8.37162 |
37200.0 |
¥31.1万 |
止损触发 |
| 2016-09-13 |
黄金分割买点 |
买入 |
10.180169999999999 |
30500.0 |
¥31.1万 |
|
| 2016-11-10 |
跌破0.618止损 |
卖出 |
10.429559999999999 |
30500.0 |
¥31.8万 |
止损触发 |
| 2017-04-18 |
黄金分割买点 |
买入 |
13.353339999999998 |
23900.0 |
¥31.9万 |
|
| 2017-05-02 |
跌破0.618止损 |
卖出 |
12.47751 |
23900.0 |
¥29.8万 |
止损触发 |
| 2017-06-14 |
黄金分割买点 |
买入 |
13.553539999999998 |
21700.0 |
¥29.4万 |
|
| 2017-07-20 |
跌破0.618止损 |
卖出 |
12.41 |
21700.0 |
¥26.9万 |
止损触发 |
| 2017-08-01 |
黄金分割买点 |
买入 |
13.012999999999998 |
20900.0 |
¥27.2万 |
|
| 2017-08-30 |
跌破0.618止损 |
卖出 |
12.687299999999997 |
20900.0 |
¥26.5万 |
止损触发 |
| 2018-01-04 |
黄金分割买点 |
买入 |
12.312299999999999 |
21500.0 |
¥26.5万 |
|
| 2018-03-22 |
跌破0.618止损 |
卖出 |
11.938049999999999 |
21500.0 |
¥25.7万 |
止损触发 |
| 2019-01-11 |
黄金分割买点 |
买入 |
6.04604 |
42200.0 |
¥25.5万 |
|
| 2019-01-28 |
重回前高 |
卖出 |
6.61338 |
42200.0 |
¥27.9万 |
|
| 2019-05-06 |
黄金分割买点 |
买入 |
8.77 |
31200.0 |
¥27.4万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
8.41 |
31200.0 |
¥26.2万 |
止损触发 |
| 2019-08-29 |
黄金分割买点 |
买入 |
8.53 |
31500.0 |
¥26.9万 |
|
| 2019-09-02 |
跌破0.618止损 |
卖出 |
8.121870000000001 |
31500.0 |
¥25.6万 |
止损触发 |
| 2019-12-09 |
黄金分割买点 |
买入 |
8.948939999999999 |
28600.0 |
¥25.6万 |
|
| 2020-01-21 |
跌破0.618止损 |
卖出 |
8.881110000000001 |
28600.0 |
¥25.4万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
8.66866 |
29400.0 |
¥25.5万 |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
8.23176 |
29400.0 |
¥24.2万 |
止损触发 |
| 2020-06-09 |
黄金分割买点 |
买入 |
8.5085 |
28300.0 |
¥24.1万 |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
8.26173 |
28300.0 |
¥23.4万 |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
40.28024 |
5800.0 |
¥23.4万 |
|
| 2021-02-25 |
跌破0.618止损 |
卖出 |
34.225739999999995 |
5800.0 |
¥19.8万 |
止损触发 |
| 2021-05-21 |
黄金分割买点 |
买入 |
34.41438 |
5800.0 |
¥20.0万 |
|
| 2021-06-09 |
重回前高 |
卖出 |
38.661300000000004 |
5800.0 |
¥22.4万 |
|
| 2021-09-17 |
黄金分割买点 |
买入 |
55.915859999999995 |
4000.0 |
¥22.4万 |
|
| 2021-12-06 |
跌破0.618止损 |
卖出 |
56.943 |
4000.0 |
¥22.8万 |
止损触发 |
| 2022-05-18 |
黄金分割买点 |
买入 |
32.032 |
7100.0 |
¥22.7万 |
|
| 2022-06-09 |
重回前高 |
卖出 |
37.21275 |
7100.0 |
¥26.4万 |
|
| 2022-07-06 |
黄金分割买点 |
买入 |
35.16513 |
7500.0 |
¥26.4万 |
|
| 2022-08-05 |
跌破0.618止损 |
卖出 |
32.44752 |
7500.0 |
¥24.3万 |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
30.76073 |
7800.0 |
¥24.0万 |
|
| 2022-11-18 |
跌破0.618止损 |
卖出 |
29.53044 |
7800.0 |
¥23.0万 |
止损触发 |
| 2022-12-19 |
黄金分割买点 |
买入 |
30.79076 |
7600.0 |
¥23.4万 |
|
| 2023-01-05 |
跌破0.618止损 |
卖出 |
28.971 |
7600.0 |
¥22.0万 |
止损触发 |
| 2023-01-11 |
黄金分割买点 |
买入 |
29.7297 |
7200.0 |
¥21.4万 |
|
| 2023-01-20 |
跌破0.618止损 |
卖出 |
29.86 |
7200.0 |
¥21.5万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
31.041009999999996 |
7100.0 |
¥22.0万 |
|
| 2023-02-23 |
重回前高 |
卖出 |
34.39557 |
7100.0 |
¥24.4万 |
|
| 2023-07-28 |
黄金分割买点 |
买入 |
25.89587 |
9400.0 |
¥24.3万 |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
25.854119999999998 |
9400.0 |
¥24.3万 |
止损触发 |
| 2023-09-19 |
黄金分割买点 |
买入 |
27.86 |
8700.0 |
¥24.2万 |
|
| 2023-09-20 |
跌破0.618止损 |
卖出 |
27.20277 |
8700.0 |
¥23.7万 |
止损触发 |
| 2023-10-13 |
黄金分割买点 |
买入 |
27.927899999999994 |
8400.0 |
¥23.5万 |
|
| 2023-11-23 |
跌破0.618止损 |
卖出 |
27.29 |
8400.0 |
¥22.9万 |
止损触发 |
| 2024-03-04 |
黄金分割买点 |
买入 |
23.92 |
9700.0 |
¥23.2万 |
|
| 2024-04-10 |
重回前高 |
卖出 |
24.9 |
9700.0 |
¥24.1万 |
|
| 2024-05-27 |
黄金分割买点 |
买入 |
26.086059999999996 |
9300.0 |
¥24.3万 |
|
| 2024-06-13 |
跌破0.618止损 |
卖出 |
24.575400000000002 |
9300.0 |
¥22.8万 |
止损触发 |
| 2024-06-19 |
黄金分割买点 |
买入 |
25.825799999999997 |
8800.0 |
¥22.7万 |
|
| 2024-07-03 |
跌破0.618止损 |
卖出 |
24.69528 |
8800.0 |
¥21.7万 |
止损触发 |
| 2024-07-12 |
黄金分割买点 |
买入 |
26.16614 |
8300.0 |
¥21.7万 |
|
| 2024-07-25 |
跌破0.618止损 |
卖出 |
23.79618 |
8300.0 |
¥19.7万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
24.804779999999997 |
8000.0 |
¥19.8万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
28.65132 |
8000.0 |
¥22.9万 |
|
| 2024-10-16 |
黄金分割买点 |
买入 |
27.77775 |
8100.0 |
¥22.5万 |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
26.303669999999997 |
8100.0 |
¥21.3万 |
止损触发 |
| 2024-12-04 |
黄金分割买点 |
买入 |
27.477449999999997 |
7800.0 |
¥21.4万 |
|
| 2024-12-16 |
跌破0.618止损 |
卖出 |
26.823150000000002 |
7800.0 |
¥20.9万 |
止损触发 |
| 2025-09-23 |
黄金分割买点 |
买入 |
24.684659999999997 |
8500.0 |
¥21.0万 |
|
| 2025-10-15 |
跌破0.618止损 |
卖出 |
23.41656 |
8500.0 |
¥19.9万 |
止损触发 |