601668 中国建筑 — 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: ¥59.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -40.92%）
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 42 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 |
2015-05-11 |
2015-06-19 |
9.772690927999998 |
8.68131 |
¥-11.2万 |
-11.19% |
跌破0.618止损 |
| 2 |
2015-12-04 |
2015-12-09 |
6.628607985999999 |
6.35364 |
¥-3.7万 |
-4.18% |
跌破0.618止损 |
| 3 |
2015-12-22 |
2015-12-29 |
6.738751019 |
6.3936 |
¥-4.4万 |
-5.15% |
跌破0.618止损 |
| 4 |
2016-04-01 |
2016-05-10 |
5.707411709999999 |
5.2947 |
¥-5.8万 |
-7.26% |
跌破0.618止损 |
| 5 |
2016-09-27 |
2016-10-19 |
6.107931829999998 |
6.69 |
¥7.1万 |
+9.50% |
重回前高 |
| 6 |
2016-11-03 |
2016-11-08 |
7.019115103 |
8.211780000000001 |
¥13.9万 |
+16.96% |
重回前高 |
| 7 |
2016-12-09 |
2017-01-16 |
9.221975763000001 |
8.4915 |
¥-7.5万 |
-7.95% |
跌破0.618止损 |
| 8 |
2017-03-31 |
2017-04-28 |
9.211962759999997 |
9.260729999999999 |
¥4,406 |
+0.50% |
跌破0.618止损 |
| 9 |
2017-06-07 |
2017-06-19 |
9.622495882999997 |
9.22077 |
¥-3.7万 |
-4.20% |
跌破0.618止损 |
| 10 |
2017-06-27 |
2017-07-05 |
9.762677924999998 |
9.390600000000001 |
¥-3.3万 |
-3.84% |
跌破0.618止损 |
| 11 |
2017-07-11 |
2017-07-19 |
9.712612909999997 |
10.3896 |
¥5.7万 |
+6.94% |
重回前高 |
| 12 |
2017-08-04 |
2017-09-04 |
10.023016002999999 |
9.75024 |
¥-2.4万 |
-2.75% |
跌破0.618止损 |
| 13 |
2018-02-08 |
2018-02-09 |
9.852794951999998 |
9.04095 |
¥-6.9万 |
-8.27% |
跌破0.618止损 |
| 14 |
2018-09-25 |
2018-10-09 |
5.417034622999999 |
5.30469 |
¥-1.6万 |
-2.10% |
跌破0.618止损 |
| 15 |
2018-11-05 |
2018-11-20 |
5.457086635 |
5.52447 |
¥9,215 |
+1.20% |
重回前高 |
| 16 |
2018-12-25 |
2019-02-26 |
5.637320688999999 |
6.293699999999999 |
¥8.9万 |
+11.61% |
重回前高 |
| 17 |
2019-03-13 |
2019-04-11 |
6.127957835999999 |
6.553439999999999 |
¥5.9万 |
+6.91% |
重回前高 |
| 18 |
2019-07-23 |
2019-08-06 |
5.937710778999999 |
5.55444 |
¥-6.0万 |
-6.48% |
跌破0.618止损 |
| 19 |
2019-12-18 |
2020-01-02 |
5.397008616999999 |
5.70429 |
¥4.9万 |
+5.66% |
重回前高 |
| 20 |
2020-01-22 |
2020-02-04 |
5.637320689 |
5.0 |
¥-10.3万 |
-11.33% |
跌破0.618止损 |
| 21 |
2020-03-09 |
2020-03-13 |
5.587255673999999 |
5.15484 |
¥-6.2万 |
-7.77% |
跌破0.618止损 |
| 22 |
2020-07-13 |
2020-07-17 |
5.286865583999999 |
5.06493 |
¥-3.2万 |
-4.23% |
跌破0.618止损 |
| 23 |
2020-08-13 |
2020-08-27 |
5.336930599 |
5.0949 |
¥-3.3万 |
-4.56% |
跌破0.618止损 |
| 24 |
2020-09-21 |
2020-09-24 |
5.246813572 |
5.11488 |
¥-1.7万 |
-2.54% |
跌破0.618止损 |
| 25 |
2021-09-17 |
2021-10-08 |
4.956436485 |
4.86513 |
¥-1.2万 |
-1.87% |
跌破0.618止损 |
| 26 |
2022-01-17 |
2022-01-21 |
5.016514503 |
5.3946000000000005 |
¥4.9万 |
+7.50% |
重回前高 |
| 27 |
2022-02-24 |
2022-03-15 |
5.296878586999999 |
5.10489 |
¥-2.6万 |
-3.65% |
跌破0.618止损 |
| 28 |
2022-03-24 |
2022-04-07 |
5.2167745629999995 |
5.95404 |
¥9.4万 |
+14.10% |
重回前高 |
| 29 |
2022-05-24 |
2022-06-07 |
5.737450719 |
5.27472 |
¥-6.2万 |
-8.09% |
跌破0.618止损 |
| 30 |
2022-09-13 |
2022-09-19 |
5.346943602 |
5.16483 |
¥-2.4万 |
-3.43% |
跌破0.618止损 |
| 31 |
2022-12-20 |
2023-02-13 |
5.547203661999999 |
5.40459 |
¥-1.8万 |
-2.60% |
跌破0.618止损 |
| 32 |
2023-02-21 |
2023-02-27 |
5.687385703999999 |
5.58441 |
¥-1.2万 |
-1.84% |
跌破0.618止损 |
| 33 |
2023-03-02 |
2023-03-06 |
5.747463721999999 |
6.20379 |
¥5.2万 |
+7.91% |
重回前高 |
| 34 |
2023-03-22 |
2023-03-30 |
6.0378408089999995 |
5.73426 |
¥-3.6万 |
-5.06% |
跌破0.618止损 |
| 35 |
2023-05-15 |
2023-05-22 |
6.528477956 |
6.18381 |
¥-3.5万 |
-5.31% |
跌破0.618止损 |
| 36 |
2023-08-09 |
2023-08-25 |
6.007801799999999 |
5.564430000000001 |
¥-4.7万 |
-7.41% |
跌破0.618止损 |
| 37 |
2024-02-02 |
2024-02-26 |
5.026527505999998 |
5.45454 |
¥5.0万 |
+8.48% |
重回前高 |
| 38 |
2024-04-10 |
2024-04-30 |
5.1166445330000005 |
5.4445500000000004 |
¥4.1万 |
+6.38% |
重回前高 |
| 39 |
2024-06-04 |
2024-06-28 |
5.587255674000001 |
5.22477 |
¥-4.4万 |
-6.52% |
跌破0.618止损 |
| 40 |
2024-11-26 |
2024-12-27 |
5.887645763999999 |
6.013979999999999 |
¥1.3万 |
+2.12% |
跌破0.618止损 |
| 41 |
2026-07-15 |
2026-07-17 |
4.686085403999999 |
4.465529999999999 |
¥-3.1万 |
-4.74% |
跌破0.618止损 |
| 42 |
2026-07-23 |
2026-08-10 |
4.70611141 |
4.50549 |
¥-2.6万 |
-4.29% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-11 |
黄金分割买点 |
买入 |
9.769759999999998 |
102000.0 |
¥99.7万 |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
8.68131 |
102000.0 |
¥88.5万 |
止损触发 |
| 2015-12-04 |
黄金分割买点 |
买入 |
6.626619999999999 |
131900.0 |
¥87.4万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
6.35364 |
131900.0 |
¥83.8万 |
止损触发 |
| 2015-12-22 |
黄金分割买点 |
买入 |
6.73673 |
126300.0 |
¥85.1万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
6.3936 |
126300.0 |
¥80.7万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
5.705699999999999 |
141200.0 |
¥80.6万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
5.2947 |
141200.0 |
¥74.7万 |
止损触发 |
| 2016-09-27 |
黄金分割买点 |
买入 |
6.106099999999999 |
121800.0 |
¥74.4万 |
|
| 2016-10-19 |
重回前高 |
卖出 |
6.69 |
121800.0 |
¥81.5万 |
|
| 2016-11-03 |
黄金分割买点 |
买入 |
7.017009999999999 |
116400.0 |
¥81.7万 |
|
| 2016-11-08 |
重回前高 |
卖出 |
8.211780000000001 |
116400.0 |
¥95.6万 |
|
| 2016-12-09 |
黄金分割买点 |
买入 |
9.21921 |
102700.0 |
¥94.7万 |
|
| 2017-01-16 |
跌破0.618止损 |
卖出 |
8.4915 |
102700.0 |
¥87.2万 |
止损触发 |
| 2017-03-31 |
黄金分割买点 |
买入 |
9.209199999999997 |
95800.0 |
¥88.3万 |
|
| 2017-04-28 |
跌破0.618止损 |
卖出 |
9.260729999999999 |
95800.0 |
¥88.7万 |
止损触发 |
| 2017-06-07 |
黄金分割买点 |
买入 |
9.619609999999998 |
92100.0 |
¥88.6万 |
|
| 2017-06-19 |
跌破0.618止损 |
卖出 |
9.22077 |
92100.0 |
¥84.9万 |
止损触发 |
| 2017-06-27 |
黄金分割买点 |
买入 |
9.759749999999999 |
86700.0 |
¥84.6万 |
|
| 2017-07-05 |
跌破0.618止损 |
卖出 |
9.390600000000001 |
86700.0 |
¥81.4万 |
止损触发 |
| 2017-07-11 |
黄金分割买点 |
买入 |
9.709699999999998 |
84000.0 |
¥81.6万 |
|
| 2017-07-19 |
重回前高 |
卖出 |
10.3896 |
84000.0 |
¥87.2万 |
|
| 2017-08-04 |
黄金分割买点 |
买入 |
10.02001 |
87000.0 |
¥87.2万 |
|
| 2017-09-04 |
跌破0.618止损 |
卖出 |
9.75024 |
87000.0 |
¥84.8万 |
止损触发 |
| 2018-02-08 |
黄金分割买点 |
买入 |
9.849839999999999 |
85000.0 |
¥83.7万 |
|
| 2018-02-09 |
跌破0.618止损 |
卖出 |
9.04095 |
85000.0 |
¥76.8万 |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
5.41541 |
141800.0 |
¥76.8万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
5.30469 |
141800.0 |
¥75.2万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
5.45545 |
140200.0 |
¥76.5万 |
|
| 2018-11-20 |
重回前高 |
卖出 |
5.52447 |
140200.0 |
¥77.4万 |
|
| 2018-12-25 |
黄金分割买点 |
买入 |
5.635629999999999 |
135400.0 |
¥76.3万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
6.293699999999999 |
135400.0 |
¥85.2万 |
|
| 2019-03-13 |
黄金分割买点 |
买入 |
6.126119999999999 |
140300.0 |
¥86.0万 |
|
| 2019-04-11 |
重回前高 |
卖出 |
6.553439999999999 |
140300.0 |
¥91.9万 |
|
| 2019-07-23 |
黄金分割买点 |
买入 |
5.935929999999999 |
154800.0 |
¥91.9万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
5.55444 |
154800.0 |
¥86.0万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
5.395389999999999 |
159200.0 |
¥85.9万 |
|
| 2020-01-02 |
重回前高 |
卖出 |
5.70429 |
159200.0 |
¥90.8万 |
|
| 2020-01-22 |
黄金分割买点 |
买入 |
5.635629999999999 |
160800.0 |
¥90.6万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
5.0 |
160800.0 |
¥80.4万 |
止损触发 |
| 2020-03-09 |
黄金分割买点 |
买入 |
5.585579999999999 |
141900.0 |
¥79.3万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
5.15484 |
141900.0 |
¥73.1万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
5.285279999999999 |
141300.0 |
¥74.7万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
5.06493 |
141300.0 |
¥71.5万 |
止损触发 |
| 2020-08-13 |
黄金分割买点 |
买入 |
5.33533 |
134100.0 |
¥71.6万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
5.0949 |
134100.0 |
¥68.3万 |
止损触发 |
| 2020-09-21 |
黄金分割买点 |
买入 |
5.24524 |
129900.0 |
¥68.2万 |
|
| 2020-09-24 |
跌破0.618止损 |
卖出 |
5.11488 |
129900.0 |
¥66.4万 |
止损触发 |
| 2021-09-17 |
黄金分割买点 |
买入 |
4.954949999999999 |
134000.0 |
¥66.4万 |
|
| 2021-10-08 |
跌破0.618止损 |
卖出 |
4.86513 |
134000.0 |
¥65.2万 |
止损触发 |
| 2022-01-17 |
黄金分割买点 |
买入 |
5.015009999999999 |
129700.0 |
¥65.1万 |
|
| 2022-01-21 |
重回前高 |
卖出 |
5.3946000000000005 |
129700.0 |
¥69.9万 |
|
| 2022-02-24 |
黄金分割买点 |
买入 |
5.29529 |
132000.0 |
¥69.9万 |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
5.10489 |
132000.0 |
¥67.4万 |
止损触发 |
| 2022-03-24 |
黄金分割买点 |
买入 |
5.215209999999999 |
128200.0 |
¥66.9万 |
|
| 2022-04-07 |
重回前高 |
卖出 |
5.95404 |
128200.0 |
¥76.3万 |
|
| 2022-05-24 |
黄金分割买点 |
买入 |
5.73573 |
134300.0 |
¥77.1万 |
|
| 2022-06-07 |
跌破0.618止损 |
卖出 |
5.27472 |
134300.0 |
¥70.8万 |
止损触发 |
| 2022-09-13 |
黄金分割买点 |
买入 |
5.345339999999999 |
131700.0 |
¥70.4万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
5.16483 |
131700.0 |
¥68.0万 |
止损触发 |
| 2022-12-20 |
黄金分割买点 |
买入 |
5.54554 |
123300.0 |
¥68.4万 |
|
| 2023-02-13 |
跌破0.618止损 |
卖出 |
5.40459 |
123300.0 |
¥66.6万 |
止损触发 |
| 2023-02-21 |
黄金分割买点 |
买入 |
5.685679999999998 |
116700.0 |
¥66.4万 |
|
| 2023-02-27 |
跌破0.618止损 |
卖出 |
5.58441 |
116700.0 |
¥65.2万 |
止损触发 |
| 2023-03-02 |
黄金分割买点 |
买入 |
5.74574 |
113400.0 |
¥65.2万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
6.20379 |
113400.0 |
¥70.3万 |
|
| 2023-03-22 |
黄金分割买点 |
买入 |
6.036029999999999 |
116400.0 |
¥70.3万 |
|
| 2023-03-30 |
跌破0.618止损 |
卖出 |
5.73426 |
116400.0 |
¥66.7万 |
止损触发 |
| 2023-05-15 |
黄金分割买点 |
买入 |
6.52652 |
102300.0 |
¥66.8万 |
|
| 2023-05-22 |
跌破0.618止损 |
卖出 |
6.18381 |
102300.0 |
¥63.2万 |
止损触发 |
| 2023-08-09 |
黄金分割买点 |
买入 |
6.005999999999999 |
105200.0 |
¥63.2万 |
|
| 2023-08-25 |
跌破0.618止损 |
卖出 |
5.564430000000001 |
105200.0 |
¥58.5万 |
止损触发 |
| 2024-02-02 |
黄金分割买点 |
买入 |
5.025019999999999 |
116700.0 |
¥58.7万 |
|
| 2024-02-26 |
重回前高 |
卖出 |
5.45454 |
116700.0 |
¥63.6万 |
|
| 2024-04-10 |
黄金分割买点 |
买入 |
5.1151100000000005 |
124400.0 |
¥63.7万 |
|
| 2024-04-30 |
重回前高 |
卖出 |
5.4445500000000004 |
124400.0 |
¥67.7万 |
|
| 2024-06-04 |
黄金分割买点 |
买入 |
5.58558 |
120900.0 |
¥67.5万 |
|
| 2024-06-28 |
跌破0.618止损 |
卖出 |
5.22477 |
120900.0 |
¥63.1万 |
止损触发 |
| 2024-11-26 |
黄金分割买点 |
买入 |
5.885879999999999 |
107300.0 |
¥63.2万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
6.013979999999999 |
107300.0 |
¥64.5万 |
止损触发 |
| 2026-07-15 |
黄金分割买点 |
买入 |
4.684679999999999 |
137600.0 |
¥64.5万 |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
4.465529999999999 |
137600.0 |
¥61.4万 |
止损触发 |
| 2026-07-23 |
黄金分割买点 |
买入 |
4.7047 |
130900.0 |
¥61.6万 |
|
| 2026-08-10 |
跌破0.618止损 |
卖出 |
4.50549 |
130900.0 |
¥59.0万 |
止损触发 |