601658 邮储银行 — 斐波那契回调 回测明细
数据区间: 2019-12-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥76.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -23.79%）
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 16 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 |
2020-12-04 |
2020-12-09 |
5.066579517999999 |
4.82517 |
¥-4.7万 |
-4.79% |
跌破0.618止损 |
| 2 |
2021-03-29 |
2021-04-16 |
5.757476724999999 |
5.51448 |
¥-4.0万 |
-4.25% |
跌破0.618止损 |
| 3 |
2021-08-13 |
2021-09-10 |
5.256826574999999 |
5.4445500000000004 |
¥3.2万 |
+3.54% |
重回前高 |
| 4 |
2021-09-22 |
2021-09-24 |
5.016514502999999 |
5.004989999999999 |
¥-2,380 |
-0.26% |
跌破0.618止损 |
| 5 |
2021-10-12 |
2021-11-18 |
5.176722550999999 |
5.15484 |
¥-4,213 |
-0.45% |
跌破0.618止损 |
| 6 |
2021-12-08 |
2021-12-29 |
5.376982610999999 |
5.1948 |
¥-3.2万 |
-3.42% |
跌破0.618止损 |
| 7 |
2022-02-24 |
2022-03-11 |
5.637320688999998 |
5.2947 |
¥-5.5万 |
-6.11% |
跌破0.618止损 |
| 8 |
2022-04-15 |
2022-05-13 |
5.527177656 |
5.24475 |
¥-4.3万 |
-5.14% |
跌破0.618止损 |
| 9 |
2022-11-15 |
2022-12-12 |
4.305591289999999 |
4.60539 |
¥5.6万 |
+6.93% |
重回前高 |
| 10 |
2023-02-10 |
2023-02-27 |
4.565929367999999 |
4.52547 |
¥-7,891 |
-0.92% |
跌破0.618止损 |
| 11 |
2023-05-12 |
2023-06-01 |
5.397008616999999 |
5.13486 |
¥-4.2万 |
-4.89% |
跌破0.618止损 |
| 12 |
2023-06-09 |
2023-06-19 |
5.437060628999999 |
5.11488 |
¥-4.8万 |
-5.95% |
跌破0.618止损 |
| 13 |
2024-03-20 |
2024-05-13 |
4.716124412999999 |
4.975020000000001 |
¥4.2万 |
+5.46% |
重回前高 |
| 14 |
2024-11-01 |
2025-01-10 |
5.216774562999999 |
5.34465 |
¥1.9万 |
+2.42% |
跌破0.618止损 |
| 15 |
2025-09-22 |
2025-09-30 |
6.047853812 |
5.83416 |
¥-2.9万 |
-3.56% |
跌破0.618止损 |
| 16 |
2025-10-24 |
2025-11-03 |
5.997788796999999 |
5.73426 |
¥-3.5万 |
-4.42% |
跌破0.618止损 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-12-04 |
黄金分割买点 |
买入 |
5.065059999999999 |
194600.0 |
¥98.6万 |
|
| 2020-12-09 |
跌破0.618止损 |
卖出 |
4.82517 |
194600.0 |
¥93.9万 |
止损触发 |
| 2021-03-29 |
黄金分割买点 |
买入 |
5.755749999999999 |
165400.0 |
¥95.2万 |
|
| 2021-04-16 |
跌破0.618止损 |
卖出 |
5.51448 |
165400.0 |
¥91.2万 |
止损触发 |
| 2021-08-13 |
黄金分割买点 |
买入 |
5.255249999999999 |
172500.0 |
¥90.7万 |
|
| 2021-09-10 |
重回前高 |
卖出 |
5.4445500000000004 |
172500.0 |
¥93.9万 |
|
| 2021-09-22 |
黄金分割买点 |
买入 |
5.015009999999999 |
182700.0 |
¥91.7万 |
|
| 2021-09-24 |
跌破0.618止损 |
卖出 |
5.004989999999999 |
182700.0 |
¥91.4万 |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
5.17517 |
179800.0 |
¥93.1万 |
|
| 2021-11-18 |
跌破0.618止损 |
卖出 |
5.15484 |
179800.0 |
¥92.7万 |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
5.375369999999999 |
174000.0 |
¥93.6万 |
|
| 2021-12-29 |
跌破0.618止损 |
卖出 |
5.1948 |
174000.0 |
¥90.4万 |
止损触发 |
| 2022-02-24 |
黄金分割买点 |
买入 |
5.635629999999999 |
160000.0 |
¥90.2万 |
|
| 2022-03-11 |
跌破0.618止损 |
卖出 |
5.2947 |
160000.0 |
¥84.7万 |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
5.525519999999999 |
152500.0 |
¥84.3万 |
|
| 2022-05-13 |
跌破0.618止损 |
卖出 |
5.24475 |
152500.0 |
¥80.0万 |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
4.3043 |
187500.0 |
¥80.7万 |
|
| 2022-12-12 |
重回前高 |
卖出 |
4.60539 |
187500.0 |
¥86.3万 |
|
| 2023-02-10 |
黄金分割买点 |
买入 |
4.564559999999999 |
188700.0 |
¥86.2万 |
|
| 2023-02-27 |
跌破0.618止损 |
卖出 |
4.52547 |
188700.0 |
¥85.4万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
5.395389999999999 |
158400.0 |
¥85.5万 |
|
| 2023-06-01 |
跌破0.618止损 |
卖出 |
5.13486 |
158400.0 |
¥81.3万 |
止损触发 |
| 2023-06-09 |
黄金分割买点 |
买入 |
5.435429999999999 |
149300.0 |
¥81.2万 |
|
| 2023-06-19 |
跌破0.618止损 |
卖出 |
5.11488 |
149300.0 |
¥76.3万 |
止损触发 |
| 2024-03-20 |
黄金分割买点 |
买入 |
4.714709999999999 |
161900.0 |
¥76.4万 |
|
| 2024-05-13 |
重回前高 |
卖出 |
4.975020000000001 |
161900.0 |
¥80.5万 |
|
| 2024-11-01 |
黄金分割买点 |
买入 |
5.215209999999999 |
154300.0 |
¥80.5万 |
|
| 2025-01-10 |
跌破0.618止损 |
卖出 |
5.34465 |
154300.0 |
¥82.4万 |
止损触发 |
| 2025-09-22 |
黄金分割买点 |
买入 |
6.04604 |
136300.0 |
¥82.4万 |
|
| 2025-09-30 |
跌破0.618止损 |
卖出 |
5.83416 |
136300.0 |
¥79.5万 |
止损触发 |
| 2025-10-24 |
黄金分割买点 |
买入 |
5.99599 |
132400.0 |
¥79.4万 |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
5.73426 |
132400.0 |
¥75.9万 |
止损触发 |