601698 中国卫通 — 斐波那契回调 回测明细
数据区间: 2019-06-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.26M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +25.57%）
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 33 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 |
2019-09-27 |
2019-10-21 |
12.075681617999999 |
11.20878 |
¥-7.2万 |
-7.21% |
跌破0.618止损 |
| 2 |
2019-12-30 |
2020-02-07 |
11.264628375 |
17.21277 |
¥48.3万 |
+52.76% |
重回前高 |
| 3 |
2020-03-10 |
2020-03-24 |
16.080882818 |
15.06492 |
¥-8.7万 |
-6.35% |
跌破0.618止损 |
| 4 |
2020-04-09 |
2020-07-09 |
16.711702006999996 |
23.18 |
¥50.5万 |
+38.66% |
重回前高 |
| 5 |
2020-07-17 |
2020-08-04 |
20.917163266999996 |
25.973999999999997 |
¥44.0万 |
+24.14% |
重回前高 |
| 6 |
2020-08-13 |
2020-09-09 |
22.849672845999997 |
20.649330000000003 |
¥-21.8万 |
-9.66% |
跌破0.618止损 |
| 7 |
2020-12-03 |
2020-12-11 |
20.015992996999994 |
18.2817 |
¥-17.7万 |
-8.69% |
跌破0.618止损 |
| 8 |
2021-01-07 |
2021-01-20 |
19.12483573 |
17.982 |
¥-11.1万 |
-6.00% |
跌破0.618止损 |
| 9 |
2021-01-26 |
2021-01-27 |
18.774380624999996 |
17.32266 |
¥-13.5万 |
-7.76% |
跌破0.618止损 |
| 10 |
2021-04-09 |
2021-04-30 |
17.432638222999998 |
16.183799999999998 |
¥-11.5万 |
-7.19% |
跌破0.618止损 |
| 11 |
2021-09-15 |
2021-09-29 |
15.82054474 |
15.13485 |
¥-6.4万 |
-4.36% |
跌破0.618止损 |
| 12 |
2022-06-07 |
2022-08-10 |
11.323396 |
11.56842 |
¥3.1万 |
+2.13% |
重回前高 |
| 13 |
2022-09-09 |
2022-09-16 |
11.865408554999998 |
11.07891 |
¥-9.8万 |
-6.66% |
跌破0.618止损 |
| 14 |
2022-11-03 |
2023-01-12 |
11.655135491999998 |
11.508479999999999 |
¥-1.8万 |
-1.29% |
跌破0.618止损 |
| 15 |
2023-01-17 |
2023-02-23 |
12.153645 |
13.79619 |
¥18.3万 |
+13.48% |
重回前高 |
| 16 |
2023-04-12 |
2023-04-28 |
20.036019003 |
17.43 |
¥-20.1万 |
-13.03% |
跌破0.618止损 |
| 17 |
2023-06-27 |
2023-07-10 |
20.326396090000003 |
19.150830000000003 |
¥-7.7万 |
-5.81% |
跌破0.618止损 |
| 18 |
2023-09-12 |
2023-09-18 |
19.0247057 |
17.80218 |
¥-8.0万 |
-6.45% |
跌破0.618止损 |
| 19 |
2023-10-23 |
2023-11-30 |
18.58413356799999 |
18.0819 |
¥-3.2万 |
-2.73% |
跌破0.618止损 |
| 20 |
2024-02-29 |
2024-05-20 |
16.020804799999997 |
15.40458 |
¥-4.4万 |
-3.88% |
跌破0.618止损 |
| 21 |
2024-07-22 |
2024-07-31 |
15.029517503 |
17.36262 |
¥17.2万 |
+15.49% |
重回前高 |
| 22 |
2024-08-09 |
2024-08-19 |
16.421324919999996 |
15.24474 |
¥-9.2万 |
-7.19% |
跌破0.618止损 |
| 23 |
2024-10-10 |
2024-11-11 |
16.421324919999996 |
24.68 |
¥59.4万 |
+50.25% |
重回前高 |
| 24 |
2024-11-20 |
2025-01-02 |
21.878411554999996 |
20.109869999999997 |
¥-14.2万 |
-8.11% |
跌破0.618止损 |
| 25 |
2025-02-21 |
2025-03-03 |
21.307670384 |
19.67031 |
¥-12.6万 |
-7.71% |
跌破0.618止损 |
| 26 |
2025-03-07 |
2025-03-19 |
21.728216509999996 |
20.52945 |
¥-8.4万 |
-5.55% |
跌破0.618止损 |
| 27 |
2025-05-13 |
2025-05-15 |
20.496147 |
19.76022 |
¥-5.2万 |
-3.62% |
跌破0.618止损 |
| 28 |
2025-06-18 |
2025-07-10 |
19.605459873999997 |
19.99998 |
¥2.7万 |
+1.98% |
跌破0.618止损 |
| 29 |
2025-08-22 |
2025-09-05 |
21.137449332999996 |
20.95902 |
¥-1.2万 |
-0.87% |
跌破0.618止损 |
| 30 |
2025-09-09 |
2025-09-16 |
22.879711855000004 |
21.398580000000003 |
¥-9.0万 |
-6.50% |
跌破0.618止损 |
| 31 |
2025-12-24 |
2025-12-29 |
23.240179963000003 |
28.281689999999998 |
¥27.9万 |
+21.66% |
重回前高 |
| 32 |
2026-01-16 |
2026-03-17 |
39.361114793 |
34.7652 |
¥-18.5万 |
-11.70% |
跌破0.618止损 |
| 33 |
2026-04-23 |
2026-05-20 |
37.749021309999996 |
33.84612 |
¥-14.5万 |
-10.37% |
跌破0.618止损 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-09-27 |
黄金分割买点 |
买入 |
12.072059999999999 |
82600.0 |
¥99.7万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
11.20878 |
82600.0 |
¥92.6万 |
止损触发 |
| 2019-12-30 |
黄金分割买点 |
买入 |
11.261249999999999 |
81200.0 |
¥91.5万 |
|
| 2020-02-07 |
重回前高 |
卖出 |
17.21277 |
81200.0 |
¥1.40M |
|
| 2020-03-10 |
黄金分割买点 |
买入 |
16.07606 |
84900.0 |
¥1.37M |
|
| 2020-03-24 |
跌破0.618止损 |
卖出 |
15.06492 |
84900.0 |
¥1.28M |
止损触发 |
| 2020-04-09 |
黄金分割买点 |
买入 |
16.70669 |
78100.0 |
¥1.31M |
|
| 2020-07-09 |
重回前高 |
卖出 |
23.18 |
78100.0 |
¥1.81M |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
20.91089 |
87200.0 |
¥1.82M |
|
| 2020-08-04 |
重回前高 |
卖出 |
25.973999999999997 |
87200.0 |
¥2.26M |
|
| 2020-08-13 |
黄金分割买点 |
买入 |
22.842819999999996 |
99000.0 |
¥2.26M |
|
| 2020-09-09 |
跌破0.618止损 |
卖出 |
20.649330000000003 |
99000.0 |
¥2.04M |
止损触发 |
| 2020-12-03 |
黄金分割买点 |
买入 |
20.009989999999995 |
101800.0 |
¥2.04M |
|
| 2020-12-11 |
跌破0.618止损 |
卖出 |
18.2817 |
101800.0 |
¥1.86M |
止损触发 |
| 2021-01-07 |
黄金分割买点 |
买入 |
19.1191 |
96700.0 |
¥1.85M |
|
| 2021-01-20 |
跌破0.618止损 |
卖出 |
17.982 |
96700.0 |
¥1.74M |
止损触发 |
| 2021-01-26 |
黄金分割买点 |
买入 |
18.768749999999997 |
92600.0 |
¥1.74M |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
17.32266 |
92600.0 |
¥1.60M |
止损触发 |
| 2021-04-09 |
黄金分割买点 |
买入 |
17.42741 |
91800.0 |
¥1.60M |
|
| 2021-04-30 |
跌破0.618止损 |
卖出 |
16.183799999999998 |
91800.0 |
¥1.49M |
止损触发 |
| 2021-09-15 |
黄金分割买点 |
买入 |
15.8158 |
92800.0 |
¥1.47M |
|
| 2021-09-29 |
跌破0.618止损 |
卖出 |
15.13485 |
92800.0 |
¥1.40M |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
11.32 |
127200.0 |
¥1.44M |
|
| 2022-08-10 |
重回前高 |
卖出 |
11.56842 |
127200.0 |
¥1.47M |
|
| 2022-09-09 |
黄金分割买点 |
买入 |
11.861849999999999 |
124600.0 |
¥1.48M |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
11.07891 |
124600.0 |
¥1.38M |
止损触发 |
| 2022-11-03 |
黄金分割买点 |
买入 |
11.651639999999999 |
117300.0 |
¥1.37M |
|
| 2023-01-12 |
跌破0.618止损 |
卖出 |
11.508479999999999 |
117300.0 |
¥1.35M |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
12.15 |
111600.0 |
¥1.36M |
|
| 2023-02-23 |
重回前高 |
卖出 |
13.79619 |
111600.0 |
¥1.54M |
|
| 2023-04-12 |
黄金分割买点 |
买入 |
20.03001 |
77100.0 |
¥1.54M |
|
| 2023-04-28 |
跌破0.618止损 |
卖出 |
17.43 |
77100.0 |
¥1.34M |
止损触发 |
| 2023-06-27 |
黄金分割买点 |
买入 |
20.3203 |
65300.0 |
¥1.33M |
|
| 2023-07-10 |
跌破0.618止损 |
卖出 |
19.150830000000003 |
65300.0 |
¥1.25M |
止损触发 |
| 2023-09-12 |
黄金分割买点 |
买入 |
19.019 |
64800.0 |
¥1.23M |
|
| 2023-09-18 |
跌破0.618止损 |
卖出 |
17.80218 |
64800.0 |
¥1.15M |
止损触发 |
| 2023-10-23 |
黄金分割买点 |
买入 |
18.578559999999996 |
63700.0 |
¥1.18M |
|
| 2023-11-30 |
跌破0.618止损 |
卖出 |
18.0819 |
63700.0 |
¥1.15M |
止损触发 |
| 2024-02-29 |
黄金分割买点 |
买入 |
16.016 |
71000.0 |
¥1.14M |
|
| 2024-05-20 |
跌破0.618止损 |
卖出 |
15.40458 |
71000.0 |
¥1.09M |
止损触发 |
| 2024-07-22 |
黄金分割买点 |
买入 |
15.025009999999998 |
73800.0 |
¥1.11M |
|
| 2024-07-31 |
重回前高 |
卖出 |
17.36262 |
73800.0 |
¥1.28M |
|
| 2024-08-09 |
黄金分割买点 |
买入 |
16.416399999999996 |
78000.0 |
¥1.28M |
|
| 2024-08-19 |
跌破0.618止损 |
卖出 |
15.24474 |
78000.0 |
¥1.19M |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
16.416399999999996 |
72000.0 |
¥1.18M |
|
| 2024-11-11 |
重回前高 |
卖出 |
24.68 |
72000.0 |
¥1.78M |
|
| 2024-11-20 |
黄金分割买点 |
买入 |
21.87185 |
80100.0 |
¥1.75M |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
20.109869999999997 |
80100.0 |
¥1.61M |
止损触发 |
| 2025-02-21 |
黄金分割买点 |
买入 |
21.30128 |
76400.0 |
¥1.63M |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
19.67031 |
76400.0 |
¥1.50M |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
21.7217 |
69300.0 |
¥1.51M |
|
| 2025-03-19 |
跌破0.618止损 |
卖出 |
20.52945 |
69300.0 |
¥1.42M |
止损触发 |
| 2025-05-13 |
黄金分割买点 |
买入 |
20.49 |
69700.0 |
¥1.43M |
|
| 2025-05-15 |
跌破0.618止损 |
卖出 |
19.76022 |
69700.0 |
¥1.38M |
止损触发 |
| 2025-06-18 |
黄金分割买点 |
买入 |
19.599579999999996 |
70200.0 |
¥1.38M |
|
| 2025-07-10 |
跌破0.618止损 |
卖出 |
19.99998 |
70200.0 |
¥1.40M |
止损触发 |
| 2025-08-22 |
黄金分割买点 |
买入 |
21.131109999999996 |
66400.0 |
¥1.40M |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
20.95902 |
66400.0 |
¥1.39M |
止损触发 |
| 2025-09-09 |
黄金分割买点 |
买入 |
22.87285 |
60800.0 |
¥1.39M |
|
| 2025-09-16 |
跌破0.618止损 |
卖出 |
21.398580000000003 |
60800.0 |
¥1.30M |
止损触发 |
| 2025-12-24 |
黄金分割买点 |
买入 |
23.23321 |
55400.0 |
¥1.29M |
|
| 2025-12-29 |
重回前高 |
卖出 |
28.281689999999998 |
55400.0 |
¥1.57M |
|
| 2026-01-16 |
黄金分割买点 |
买入 |
39.349309999999996 |
40200.0 |
¥1.58M |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
34.7652 |
40200.0 |
¥1.40M |
止损触发 |
| 2026-04-23 |
黄金分割买点 |
买入 |
37.7377 |
37000.0 |
¥1.40M |
|
| 2026-05-20 |
跌破0.618止损 |
卖出 |
33.84612 |
37000.0 |
¥1.25M |
止损触发 |