601728 中国电信 — 斐波那契回调 回测明细
数据区间: 2021-08-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.10M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +10.31%）
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 15 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 |
2022-12-26 |
2023-01-30 |
4.225487265999999 |
4.975020000000001 |
¥17.6万 |
+17.70% |
重回前高 |
| 2 |
2023-05-15 |
2023-05-18 |
6.368269907999999 |
5.86413 |
¥-9.3万 |
-7.94% |
跌破0.618止损 |
| 3 |
2023-08-15 |
2023-08-17 |
5.997788797 |
5.71428 |
¥-5.1万 |
-4.76% |
跌破0.618止损 |
| 4 |
2023-08-23 |
2023-08-25 |
5.937710779 |
5.74425 |
¥-3.4万 |
-3.29% |
跌破0.618止损 |
| 5 |
2023-08-30 |
2023-09-01 |
6.0178148029999985 |
5.7642299999999995 |
¥-4.2万 |
-4.24% |
跌破0.618止损 |
| 6 |
2024-03-13 |
2024-04-18 |
5.667359698 |
6.263729999999999 |
¥10.0万 |
+10.49% |
重回前高 |
| 7 |
2024-04-30 |
2024-05-16 |
5.987775793999999 |
5.86413 |
¥-2.2万 |
-2.09% |
跌破0.618止损 |
| 8 |
2024-10-09 |
2024-10-14 |
6.511953 |
6.32367 |
¥-2.9万 |
-2.92% |
跌破0.618止损 |
| 9 |
2024-10-15 |
2024-11-26 |
6.498438947 |
6.37362 |
¥-1.9万 |
-1.95% |
跌破0.618止损 |
| 10 |
2024-12-06 |
2024-12-31 |
6.638620989 |
7.272720000000001 |
¥9.4万 |
+9.52% |
重回前高 |
| 11 |
2025-03-14 |
2025-05-12 |
7.810142339999998 |
7.81218 |
¥-42 |
-0.00% |
跌破0.618止损 |
| 12 |
2026-05-21 |
2026-05-25 |
6.6085819799999985 |
6.1438500000000005 |
¥-7.5万 |
-7.06% |
跌破0.618止损 |
| 13 |
2026-07-31 |
2026-08-17 |
6.391916999999999 |
6.56343 |
¥2.6万 |
+2.65% |
重回前高 |
| 14 |
2026-09-24 |
2026-10-14 |
6.097918826999999 |
6.603390000000001 |
¥8.5万 |
+8.26% |
重回前高 |
| 15 |
2026-11-10 |
2026-11-13 |
6.738751019 |
6.67 |
¥-1.2万 |
-1.05% |
强平 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-12-26 |
黄金分割买点 |
买入 |
4.224219999999999 |
235600.0 |
¥99.6万 |
|
| 2023-01-30 |
重回前高 |
卖出 |
4.975020000000001 |
235600.0 |
¥1.17M |
|
| 2023-05-15 |
黄金分割买点 |
买入 |
6.366359999999999 |
183400.0 |
¥1.17M |
|
| 2023-05-18 |
跌破0.618止损 |
卖出 |
5.86413 |
183400.0 |
¥1.08M |
止损触发 |
| 2023-08-15 |
黄金分割买点 |
买入 |
5.99599 |
179900.0 |
¥1.08M |
|
| 2023-08-17 |
跌破0.618止损 |
卖出 |
5.71428 |
179900.0 |
¥1.03M |
止损触发 |
| 2023-08-23 |
黄金分割买点 |
买入 |
5.935929999999999 |
171700.0 |
¥1.02M |
|
| 2023-08-25 |
跌破0.618止损 |
卖出 |
5.74425 |
171700.0 |
¥98.6万 |
止损触发 |
| 2023-08-30 |
黄金分割买点 |
买入 |
6.016009999999999 |
165600.0 |
¥99.7万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
5.7642299999999995 |
165600.0 |
¥95.4万 |
止损触发 |
| 2024-03-13 |
黄金分割买点 |
买入 |
5.66566 |
167800.0 |
¥95.1万 |
|
| 2024-04-18 |
重回前高 |
卖出 |
6.263729999999999 |
167800.0 |
¥1.05M |
|
| 2024-04-30 |
黄金分割买点 |
买入 |
5.98598 |
176300.0 |
¥1.06M |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
5.86413 |
176300.0 |
¥1.03M |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
6.51 |
154700.0 |
¥1.01M |
|
| 2024-10-14 |
跌破0.618止损 |
卖出 |
6.32367 |
154700.0 |
¥97.8万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
6.49649 |
153500.0 |
¥99.8万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
6.37362 |
153500.0 |
¥97.8万 |
止损触发 |
| 2024-12-06 |
黄金分割买点 |
买入 |
6.636629999999999 |
148300.0 |
¥98.5万 |
|
| 2024-12-31 |
重回前高 |
卖出 |
7.272720000000001 |
148300.0 |
¥1.08M |
|
| 2025-03-14 |
黄金分割买点 |
买入 |
7.807799999999998 |
137300.0 |
¥1.07M |
|
| 2025-05-12 |
跌破0.618止损 |
卖出 |
7.81218 |
137300.0 |
¥1.07M |
止损触发 |
| 2026-05-21 |
黄金分割买点 |
买入 |
6.6065999999999985 |
161400.0 |
¥1.07M |
|
| 2026-05-25 |
跌破0.618止损 |
卖出 |
6.1438500000000005 |
161400.0 |
¥99.1万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
6.39 |
154100.0 |
¥98.5万 |
|
| 2026-08-17 |
重回前高 |
卖出 |
6.56343 |
154100.0 |
¥1.01M |
|
| 2026-09-24 |
黄金分割买点 |
买入 |
6.096089999999999 |
168200.0 |
¥1.03M |
|
| 2026-10-14 |
重回前高 |
卖出 |
6.603390000000001 |
168200.0 |
¥1.11M |
|
| 2026-11-10 |
黄金分割买点 |
买入 |
6.73673 |
163500.0 |
¥1.10M |
|
| 2026-11-13 |
强平 |
卖出 |
6.67 |
163500 |
¥1.09M |
回测结束强平 |