601688 华泰证券 — 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: ¥86.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -13.42%）
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 43 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 |
2015-06-19 |
28.376850501999993 |
27.3726 |
¥-3.6万 |
-3.57% |
跌破0.618止损 |
| 2 |
2015-10-20 |
2015-11-06 |
18.023405399999998 |
20.169810000000002 |
¥11.2万 |
+11.88% |
重回前高 |
| 3 |
2015-11-30 |
2016-01-05 |
18.644211585999997 |
16.86312 |
¥-10.3万 |
-9.58% |
跌破0.618止损 |
| 4 |
2016-03-31 |
2016-04-25 |
17.202339153999997 |
18.061919999999997 |
¥4.8万 |
+4.97% |
重回前高 |
| 5 |
2016-05-10 |
2016-06-01 |
16.070869815000002 |
18.46152 |
¥14.9万 |
+14.84% |
重回前高 |
| 6 |
2016-06-14 |
2016-09-13 |
17.132248132999997 |
18.981 |
¥12.5万 |
+10.76% |
跌破0.618止损 |
| 7 |
2016-10-31 |
2016-12-06 |
19.72561591 |
18.92106 |
¥-5.2万 |
-4.11% |
跌破0.618止损 |
| 8 |
2017-10-12 |
2017-10-24 |
21.547982456 |
20.4795 |
¥-6.2万 |
-4.99% |
跌破0.618止损 |
| 9 |
2018-01-09 |
2018-01-25 |
19.805719934 |
21.43854 |
¥9.7万 |
+8.21% |
重回前高 |
| 10 |
2018-01-31 |
2018-02-07 |
19.685563897999995 |
18.97101 |
¥-4.6万 |
-3.66% |
跌破0.618止损 |
| 11 |
2018-05-04 |
2018-05-30 |
18.92457567 |
16.73325 |
¥-14.2万 |
-11.61% |
跌破0.618止损 |
| 12 |
2018-08-28 |
2018-09-10 |
15.810531737 |
14.785200000000001 |
¥-7.1万 |
-6.51% |
跌破0.618止损 |
| 13 |
2018-09-27 |
2018-10-12 |
15.279842577999997 |
14.215770000000001 |
¥-7.1万 |
-6.99% |
跌破0.618止损 |
| 14 |
2018-12-20 |
2019-01-16 |
16.411311917 |
18.36162 |
¥11.2万 |
+11.85% |
重回前高 |
| 15 |
2019-03-28 |
2019-04-26 |
20.907150264 |
21.058919999999993 |
¥7,316 |
+0.70% |
跌破0.618止损 |
| 16 |
2019-07-09 |
2019-08-05 |
21.22756636 |
19.440540000000002 |
¥-9.0万 |
-8.45% |
跌破0.618止损 |
| 17 |
2020-02-03 |
2020-02-04 |
17.072170115 |
16.76 |
¥-1.6万 |
-1.86% |
跌破0.618止损 |
| 18 |
2020-03-10 |
2020-03-17 |
19.014692696999997 |
17.7822 |
¥-6.2万 |
-6.51% |
跌破0.618止损 |
| 19 |
2020-07-22 |
2020-09-11 |
21.838359543 |
20.19978 |
¥-6.8万 |
-7.53% |
跌破0.618止损 |
| 20 |
2021-01-13 |
2021-01-18 |
19.615472877 |
18.76122 |
¥-3.6万 |
-4.38% |
跌破0.618止损 |
| 21 |
2021-01-20 |
2021-01-27 |
19.174900744999995 |
17.972009999999997 |
¥-5.0万 |
-6.30% |
跌破0.618止损 |
| 22 |
2021-08-19 |
2021-09-08 |
16.090895820999997 |
18.87111 |
¥12.8万 |
+17.24% |
重回前高 |
| 23 |
2021-09-28 |
2021-10-21 |
17.252404168999995 |
16.17 |
¥-5.5万 |
-6.30% |
跌破0.618止损 |
| 24 |
2021-12-17 |
2022-01-04 |
17.422625219999997 |
17.742240000000002 |
¥1.5万 |
+1.80% |
重回前高 |
| 25 |
2022-01-17 |
2022-01-25 |
16.751754019 |
18.1818 |
¥7.1万 |
+8.50% |
重回前高 |
| 26 |
2022-02-17 |
2022-02-23 |
17.062157111999998 |
16.40358 |
¥-3.5万 |
-3.89% |
跌破0.618止损 |
| 27 |
2022-06-13 |
2022-07-12 |
13.958126181999999 |
13.62636 |
¥-2.1万 |
-2.41% |
跌破0.618止损 |
| 28 |
2023-01-17 |
2023-02-20 |
12.666448795 |
12.46752 |
¥-1.3万 |
-1.60% |
跌破0.618止损 |
| 29 |
2023-02-21 |
2023-03-15 |
12.796617833999997 |
12.31767 |
¥-3.1万 |
-3.77% |
跌破0.618止损 |
| 30 |
2023-04-27 |
2023-05-25 |
13.617684079999998 |
13.366620000000001 |
¥-1.5万 |
-1.87% |
跌破0.618止损 |
| 31 |
2023-07-20 |
2023-07-27 |
14.729127413 |
15.724260000000001 |
¥5.3万 |
+6.72% |
重回前高 |
| 32 |
2023-09-04 |
2023-10-10 |
16.211051857 |
15.79419 |
¥-2.2万 |
-2.60% |
跌破0.618止损 |
| 33 |
2024-02-23 |
2024-03-04 |
14.598958373999999 |
14.83515 |
¥1.3万 |
+1.59% |
重回前高 |
| 34 |
2024-08-01 |
2024-08-19 |
13.31729399 |
12.45753 |
¥-5.4万 |
-6.48% |
跌破0.618止损 |
| 35 |
2024-10-16 |
2025-01-02 |
16.050843809 |
17.4825 |
¥6.8万 |
+8.89% |
跌破0.618止损 |
| 36 |
2025-02-18 |
2025-04-01 |
17.793106331 |
16.5834 |
¥-5.7万 |
-6.83% |
跌破0.618止损 |
| 37 |
2025-05-09 |
2025-06-26 |
16.451363929 |
18.04194 |
¥7.6万 |
+9.64% |
重回前高 |
| 38 |
2025-09-05 |
2025-09-22 |
20.286344078 |
19.560419999999997 |
¥-3.1万 |
-3.61% |
跌破0.618止损 |
| 39 |
2025-10-21 |
2025-11-24 |
21.648112486 |
20.70927 |
¥-3.6万 |
-4.37% |
跌破0.618止损 |
| 40 |
2025-12-12 |
2026-01-06 |
22.018593597 |
24.2757 |
¥8.1万 |
+10.22% |
重回前高 |
| 41 |
2026-01-15 |
2026-02-04 |
23.480492034999997 |
21.64833 |
¥-6.8万 |
-7.83% |
跌破0.618止损 |
| 42 |
2026-06-04 |
2026-06-23 |
19.0247057 |
21.1788 |
¥9.1万 |
+11.29% |
重回前高 |
| 43 |
2026-07-09 |
2026-08-10 |
20.086084017999998 |
19.3 |
¥-3.5万 |
-3.94% |
跌破0.618止损 |
逐笔成交记录（共 86 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 |
28.368339999999996 |
35100.0 |
¥99.6万 |
|
| 2015-06-19 |
跌破0.618止损 |
卖出 |
27.3726 |
35100.0 |
¥96.0万 |
止损触发 |
| 2015-10-20 |
黄金分割买点 |
买入 |
18.017999999999997 |
52500.0 |
¥94.6万 |
|
| 2015-11-06 |
重回前高 |
卖出 |
20.169810000000002 |
52500.0 |
¥1.06M |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
18.63862 |
57400.0 |
¥1.07M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
16.86312 |
57400.0 |
¥96.8万 |
止损触发 |
| 2016-03-31 |
黄金分割买点 |
买入 |
17.19718 |
56600.0 |
¥97.4万 |
|
| 2016-04-25 |
重回前高 |
卖出 |
18.061919999999997 |
56600.0 |
¥1.02M |
|
| 2016-05-10 |
黄金分割买点 |
买入 |
16.06605 |
62300.0 |
¥1.00M |
|
| 2016-06-01 |
重回前高 |
卖出 |
18.46152 |
62300.0 |
¥1.15M |
|
| 2016-06-14 |
黄金分割买点 |
买入 |
17.12711 |
67700.0 |
¥1.16M |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
18.981 |
67700.0 |
¥1.28M |
止损触发 |
| 2016-10-31 |
黄金分割买点 |
买入 |
19.719699999999996 |
64400.0 |
¥1.27M |
|
| 2016-12-06 |
跌破0.618止损 |
卖出 |
18.92106 |
64400.0 |
¥1.22M |
止损触发 |
| 2017-10-12 |
黄金分割买点 |
买入 |
21.54152 |
57400.0 |
¥1.24M |
|
| 2017-10-24 |
跌破0.618止损 |
卖出 |
20.4795 |
57400.0 |
¥1.18M |
止损触发 |
| 2018-01-09 |
黄金分割买点 |
买入 |
19.79978 |
59500.0 |
¥1.18M |
|
| 2018-01-25 |
重回前高 |
卖出 |
21.43854 |
59500.0 |
¥1.28M |
|
| 2018-01-31 |
黄金分割买点 |
买入 |
19.67966 |
64500.0 |
¥1.27M |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
18.97101 |
64500.0 |
¥1.22M |
止损触发 |
| 2018-05-04 |
黄金分割买点 |
买入 |
18.918899999999997 |
64700.0 |
¥1.22M |
|
| 2018-05-30 |
跌破0.618止损 |
卖出 |
16.73325 |
64700.0 |
¥1.08M |
止损触发 |
| 2018-08-28 |
黄金分割买点 |
买入 |
15.805789999999998 |
68600.0 |
¥1.08M |
|
| 2018-09-10 |
跌破0.618止损 |
卖出 |
14.785200000000001 |
68600.0 |
¥1.01M |
止损触发 |
| 2018-09-27 |
黄金分割买点 |
买入 |
15.275259999999998 |
66200.0 |
¥1.01M |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
14.215770000000001 |
66200.0 |
¥94.1万 |
止损触发 |
| 2018-12-20 |
黄金分割买点 |
买入 |
16.40639 |
57500.0 |
¥94.4万 |
|
| 2019-01-16 |
重回前高 |
卖出 |
18.36162 |
57500.0 |
¥1.06M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
20.90088 |
50300.0 |
¥1.05M |
|
| 2019-04-26 |
跌破0.618止损 |
卖出 |
21.058919999999993 |
50300.0 |
¥1.06M |
止损触发 |
| 2019-07-09 |
黄金分割买点 |
买入 |
21.221199999999996 |
50100.0 |
¥1.06M |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
19.440540000000002 |
50100.0 |
¥97.4万 |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
17.06705 |
51400.0 |
¥87.8万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
16.76 |
51400.0 |
¥86.1万 |
止损触发 |
| 2020-03-10 |
黄金分割买点 |
买入 |
19.008989999999997 |
50200.0 |
¥95.5万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
17.7822 |
50200.0 |
¥89.2万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
21.831809999999997 |
41200.0 |
¥90.0万 |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
20.19978 |
41200.0 |
¥83.2万 |
止损触发 |
| 2021-01-13 |
黄金分割买点 |
买入 |
19.609589999999997 |
42400.0 |
¥83.2万 |
|
| 2021-01-18 |
跌破0.618止损 |
卖出 |
18.76122 |
42400.0 |
¥79.5万 |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
19.169149999999995 |
41400.0 |
¥79.4万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
17.972009999999997 |
41400.0 |
¥74.4万 |
止损触发 |
| 2021-08-19 |
黄金分割买点 |
买入 |
16.08607 |
46100.0 |
¥74.2万 |
|
| 2021-09-08 |
重回前高 |
卖出 |
18.87111 |
46100.0 |
¥87.0万 |
|
| 2021-09-28 |
黄金分割买点 |
买入 |
17.24723 |
50600.0 |
¥87.3万 |
|
| 2021-10-21 |
跌破0.618止损 |
卖出 |
16.17 |
50600.0 |
¥81.8万 |
止损触发 |
| 2021-12-17 |
黄金分割买点 |
买入 |
17.417399999999997 |
46900.0 |
¥81.7万 |
|
| 2022-01-04 |
重回前高 |
卖出 |
17.742240000000002 |
46900.0 |
¥83.2万 |
|
| 2022-01-17 |
黄金分割买点 |
买入 |
16.74673 |
49500.0 |
¥82.9万 |
|
| 2022-01-25 |
重回前高 |
卖出 |
18.1818 |
49500.0 |
¥90.0万 |
|
| 2022-02-17 |
黄金分割买点 |
买入 |
17.057039999999997 |
52600.0 |
¥89.7万 |
|
| 2022-02-23 |
跌破0.618止损 |
卖出 |
16.40358 |
52600.0 |
¥86.3万 |
止损触发 |
| 2022-06-13 |
黄金分割买点 |
买入 |
13.953939999999998 |
61300.0 |
¥85.6万 |
|
| 2022-07-12 |
跌破0.618止损 |
卖出 |
13.62636 |
61300.0 |
¥83.5万 |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
12.66265 |
66500.0 |
¥84.2万 |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
12.46752 |
66500.0 |
¥82.9万 |
止损触发 |
| 2023-02-21 |
黄金分割买点 |
买入 |
12.792779999999999 |
65100.0 |
¥83.3万 |
|
| 2023-03-15 |
跌破0.618止损 |
卖出 |
12.31767 |
65100.0 |
¥80.2万 |
止损触发 |
| 2023-04-27 |
黄金分割买点 |
买入 |
13.613599999999998 |
58900.0 |
¥80.2万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
13.366620000000001 |
58900.0 |
¥78.7万 |
止损触发 |
| 2023-07-20 |
黄金分割买点 |
买入 |
14.72471 |
53500.0 |
¥78.8万 |
|
| 2023-07-27 |
重回前高 |
卖出 |
15.724260000000001 |
53500.0 |
¥84.1万 |
|
| 2023-09-04 |
黄金分割买点 |
买入 |
16.20619 |
51800.0 |
¥84.0万 |
|
| 2023-10-10 |
跌破0.618止损 |
卖出 |
15.79419 |
51800.0 |
¥81.8万 |
止损触发 |
| 2024-02-23 |
黄金分割买点 |
买入 |
14.594579999999999 |
56100.0 |
¥81.9万 |
|
| 2024-03-04 |
重回前高 |
卖出 |
14.83515 |
56100.0 |
¥83.2万 |
|
| 2024-08-01 |
黄金分割买点 |
买入 |
13.3133 |
62300.0 |
¥83.0万 |
|
| 2024-08-19 |
跌破0.618止损 |
卖出 |
12.45753 |
62300.0 |
¥77.6万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
16.04603 |
47500.0 |
¥76.2万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
17.4825 |
47500.0 |
¥83.0万 |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
17.78777 |
47300.0 |
¥84.2万 |
|
| 2025-04-01 |
跌破0.618止损 |
卖出 |
16.5834 |
47300.0 |
¥78.4万 |
止损触发 |
| 2025-05-09 |
黄金分割买点 |
买入 |
16.44643 |
47800.0 |
¥78.6万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
18.04194 |
47800.0 |
¥86.2万 |
|
| 2025-09-05 |
黄金分割买点 |
买入 |
20.28026 |
42500.0 |
¥86.2万 |
|
| 2025-09-22 |
跌破0.618止损 |
卖出 |
19.560419999999997 |
42500.0 |
¥83.1万 |
止损触发 |
| 2025-10-21 |
黄金分割买点 |
买入 |
21.64162 |
38400.0 |
¥83.1万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
20.70927 |
38400.0 |
¥79.5万 |
止损触发 |
| 2025-12-12 |
黄金分割买点 |
买入 |
22.011989999999997 |
36100.0 |
¥79.5万 |
|
| 2026-01-06 |
重回前高 |
卖出 |
24.2757 |
36100.0 |
¥87.6万 |
|
| 2026-01-15 |
黄金分割买点 |
买入 |
23.473449999999996 |
37000.0 |
¥86.9万 |
|
| 2026-02-04 |
跌破0.618止损 |
卖出 |
21.64833 |
37000.0 |
¥80.1万 |
止损触发 |
| 2026-06-04 |
黄金分割买点 |
买入 |
19.019 |
42200.0 |
¥80.3万 |
|
| 2026-06-23 |
重回前高 |
卖出 |
21.1788 |
42200.0 |
¥89.3万 |
|
| 2026-07-09 |
黄金分割买点 |
买入 |
20.080059999999996 |
44800.0 |
¥90.0万 |
|
| 2026-08-10 |
跌破0.618止损 |
卖出 |
19.3 |
44800.0 |
¥86.4万 |
止损触发 |