601766 中国南车 — 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: ¥62.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -37.90%）
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 |
2015-06-11 |
2015-06-17 |
26.654613986 |
21.58839 |
¥-19.0万 |
-19.03% |
跌破0.618止损 |
| 2 |
2015-10-20 |
2015-12-09 |
14.458776331999998 |
13.016969999999999 |
¥-8.0万 |
-10.00% |
跌破0.618止损 |
| 3 |
2016-04-15 |
2016-04-22 |
10.293086999999998 |
9.73026 |
¥-4.0万 |
-5.50% |
跌破0.618止损 |
| 4 |
2016-12-06 |
2016-12-13 |
10.643822189 |
9.97002 |
¥-4.4万 |
-6.36% |
跌破0.618止损 |
| 5 |
2017-11-13 |
2017-11-17 |
10.884134260999998 |
10.289700000000002 |
¥-3.5万 |
-5.49% |
跌破0.618止损 |
| 6 |
2017-11-22 |
2017-11-23 |
10.794017233999996 |
11.82816 |
¥5.8万 |
+9.55% |
重回前高 |
| 7 |
2017-12-13 |
2017-12-27 |
10.994277294 |
12.09789 |
¥6.6万 |
+10.01% |
重回前高 |
| 8 |
2018-01-30 |
2018-02-09 |
11.81534354 |
10.4895 |
¥-8.2万 |
-11.25% |
跌破0.618止损 |
| 9 |
2018-08-08 |
2018-08-20 |
8.691286603999998 |
8.091899999999999 |
¥-4.5万 |
-6.92% |
跌破0.618止损 |
| 10 |
2018-08-23 |
2018-10-26 |
8.300779487 |
8.24175 |
¥-4,483 |
-0.74% |
跌破0.618止损 |
| 11 |
2019-01-03 |
2019-01-25 |
8.851494652 |
8.48151 |
¥-2.5万 |
-4.21% |
跌破0.618止损 |
| 12 |
2019-03-13 |
2019-03-27 |
9.332118796 |
9.01098 |
¥-2.0万 |
-3.47% |
跌破0.618止损 |
| 13 |
2019-04-02 |
2019-04-26 |
9.252014771999999 |
8.81118 |
¥-2.7万 |
-4.79% |
跌破0.618止损 |
| 14 |
2020-02-27 |
2020-03-02 |
6.628607986 |
6.4635299999999996 |
¥-1.3万 |
-2.52% |
跌破0.618止损 |
| 15 |
2020-03-04 |
2020-03-16 |
6.648633991999999 |
6.50349 |
¥-1.1万 |
-2.21% |
跌破0.618止损 |
| 16 |
2020-03-31 |
2020-04-07 |
6.661998 |
6.48351 |
¥-1.4万 |
-2.71% |
跌破0.618止损 |
| 17 |
2020-07-16 |
2020-07-27 |
6.097918826999999 |
5.894100000000001 |
¥-1.7万 |
-3.37% |
跌破0.618止损 |
| 18 |
2020-08-12 |
2020-08-21 |
6.007801799999999 |
5.88411 |
¥-9,873 |
-2.09% |
跌破0.618止损 |
| 19 |
2021-01-11 |
2021-01-14 |
5.90767177 |
6.993 |
¥8.6万 |
+18.34% |
重回前高 |
| 20 |
2021-01-20 |
2021-02-04 |
6.798829037 |
5.994 |
¥-6.5万 |
-11.86% |
跌破0.618止损 |
| 21 |
2021-02-24 |
2021-03-25 |
6.778803030999999 |
6.12387 |
¥-4.7万 |
-9.69% |
跌破0.618止损 |
| 22 |
2021-09-15 |
2021-09-28 |
6.538490959000001 |
6.24375 |
¥-2.0万 |
-4.54% |
跌破0.618止损 |
| 23 |
2022-12-20 |
2023-02-14 |
5.0966185269999995 |
5.564430000000001 |
¥3.8万 |
+9.15% |
重回前高 |
| 24 |
2023-05-15 |
2023-06-26 |
6.488425943999999 |
6.313680000000001 |
¥-1.2万 |
-2.72% |
跌破0.618止损 |
| 25 |
2023-06-30 |
2023-07-13 |
6.558516964999999 |
6.473520000000001 |
¥-5,894 |
-1.33% |
跌破0.618止损 |
| 26 |
2024-05-08 |
2024-05-31 |
7.049154111999999 |
6.94305 |
¥-6,697 |
-1.53% |
跌破0.618止损 |
| 27 |
2024-06-24 |
2024-07-22 |
7.179323150999999 |
7.98201 |
¥4.8万 |
+11.15% |
重回前高 |
| 28 |
2024-08-13 |
2024-08-23 |
7.559817264999999 |
8.04195 |
¥3.0万 |
+6.35% |
重回前高 |
| 29 |
2024-08-28 |
2024-09-02 |
7.459687235 |
7.16283 |
¥-2.0万 |
-4.01% |
跌破0.618止损 |
| 30 |
2024-10-10 |
2025-01-03 |
7.960337385 |
7.992 |
¥1,800 |
+0.37% |
跌破0.618止损 |
| 31 |
2025-04-17 |
2025-07-23 |
6.999089096999999 |
7.77222 |
¥5.4万 |
+11.01% |
重回前高 |
| 32 |
2026-08-10 |
2026-09-02 |
5.887645763999999 |
6.30369 |
¥3.8万 |
+7.03% |
重回前高 |
| 33 |
2026-09-24 |
2026-10-12 |
5.927697776 |
6.3 |
¥3.6万 |
+6.25% |
重回前高 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-11 |
黄金分割买点 |
买入 |
26.64662 |
37500.0 |
¥100.0万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
21.58839 |
37500.0 |
¥80.9万 |
止损触发 |
| 2015-10-20 |
黄金分割买点 |
买入 |
14.454439999999998 |
55600.0 |
¥80.4万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
13.016969999999999 |
55600.0 |
¥72.4万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
10.29 |
70500.0 |
¥72.6万 |
|
| 2016-04-22 |
跌破0.618止损 |
卖出 |
9.73026 |
70500.0 |
¥68.6万 |
止损触发 |
| 2016-12-06 |
黄金分割买点 |
买入 |
10.64063 |
64400.0 |
¥68.5万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
9.97002 |
64400.0 |
¥64.2万 |
止损触发 |
| 2017-11-13 |
黄金分割买点 |
买入 |
10.880869999999998 |
59000.0 |
¥64.2万 |
|
| 2017-11-17 |
跌破0.618止损 |
卖出 |
10.289700000000002 |
59000.0 |
¥60.7万 |
止损触发 |
| 2017-11-22 |
黄金分割买点 |
买入 |
10.790779999999996 |
56500.0 |
¥61.0万 |
|
| 2017-11-23 |
重回前高 |
卖出 |
11.82816 |
56500.0 |
¥66.8万 |
|
| 2017-12-13 |
黄金分割买点 |
买入 |
10.990979999999999 |
60400.0 |
¥66.4万 |
|
| 2017-12-27 |
重回前高 |
卖出 |
12.09789 |
60400.0 |
¥73.0万 |
|
| 2018-01-30 |
黄金分割买点 |
买入 |
11.8118 |
61900.0 |
¥73.1万 |
|
| 2018-02-09 |
跌破0.618止损 |
卖出 |
10.4895 |
61900.0 |
¥64.9万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
8.688679999999998 |
74500.0 |
¥64.8万 |
|
| 2018-08-20 |
跌破0.618止损 |
卖出 |
8.091899999999999 |
74500.0 |
¥60.3万 |
止损触发 |
| 2018-08-23 |
黄金分割买点 |
买入 |
8.298289999999998 |
72900.0 |
¥60.5万 |
|
| 2018-10-26 |
跌破0.618止损 |
卖出 |
8.24175 |
72900.0 |
¥60.1万 |
止损触发 |
| 2019-01-03 |
黄金分割买点 |
买入 |
8.84884 |
68000.0 |
¥60.2万 |
|
| 2019-01-25 |
跌破0.618止损 |
卖出 |
8.48151 |
68000.0 |
¥57.7万 |
止损触发 |
| 2019-03-13 |
黄金分割买点 |
买入 |
9.32932 |
61900.0 |
¥57.8万 |
|
| 2019-03-27 |
跌破0.618止损 |
卖出 |
9.01098 |
61900.0 |
¥55.8万 |
止损触发 |
| 2019-04-02 |
黄金分割买点 |
买入 |
9.249239999999999 |
60100.0 |
¥55.6万 |
|
| 2019-04-26 |
跌破0.618止损 |
卖出 |
8.81118 |
60100.0 |
¥52.9万 |
止损触发 |
| 2020-02-27 |
黄金分割买点 |
买入 |
6.626619999999999 |
79600.0 |
¥52.8万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
6.4635299999999996 |
79600.0 |
¥51.4万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
6.646639999999999 |
77700.0 |
¥51.7万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
6.50349 |
77700.0 |
¥50.5万 |
止损触发 |
| 2020-03-31 |
黄金分割买点 |
买入 |
6.66 |
75800.0 |
¥50.5万 |
|
| 2020-04-07 |
跌破0.618止损 |
卖出 |
6.48351 |
75800.0 |
¥49.1万 |
止损触发 |
| 2020-07-16 |
黄金分割买点 |
买入 |
6.096089999999999 |
80700.0 |
¥49.2万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
5.894100000000001 |
80700.0 |
¥47.6万 |
止损触发 |
| 2020-08-12 |
黄金分割买点 |
买入 |
6.005999999999999 |
78700.0 |
¥47.3万 |
|
| 2020-08-21 |
跌破0.618止损 |
卖出 |
5.88411 |
78700.0 |
¥46.3万 |
止损触发 |
| 2021-01-11 |
黄金分割买点 |
买入 |
5.9059 |
79000.0 |
¥46.7万 |
|
| 2021-01-14 |
重回前高 |
卖出 |
6.993 |
79000.0 |
¥55.2万 |
|
| 2021-01-20 |
黄金分割买点 |
买入 |
6.79679 |
81200.0 |
¥55.2万 |
|
| 2021-02-04 |
跌破0.618止损 |
卖出 |
5.994 |
81200.0 |
¥48.7万 |
止损触发 |
| 2021-02-24 |
黄金分割买点 |
买入 |
6.776769999999999 |
71700.0 |
¥48.6万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
6.12387 |
71700.0 |
¥43.9万 |
止损触发 |
| 2021-09-15 |
黄金分割买点 |
买入 |
6.53653 |
67000.0 |
¥43.8万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
6.24375 |
67000.0 |
¥41.8万 |
止损触发 |
| 2022-12-20 |
黄金分割买点 |
买入 |
5.095089999999999 |
81700.0 |
¥41.6万 |
|
| 2023-02-14 |
重回前高 |
卖出 |
5.564430000000001 |
81700.0 |
¥45.4万 |
|
| 2023-05-15 |
黄金分割买点 |
买入 |
6.486479999999999 |
70400.0 |
¥45.7万 |
|
| 2023-06-26 |
跌破0.618止损 |
卖出 |
6.313680000000001 |
70400.0 |
¥44.4万 |
止损触发 |
| 2023-06-30 |
黄金分割买点 |
买入 |
6.556549999999999 |
67800.0 |
¥44.5万 |
|
| 2023-07-13 |
跌破0.618止损 |
卖出 |
6.473520000000001 |
67800.0 |
¥43.9万 |
止损触发 |
| 2024-05-08 |
黄金分割买点 |
买入 |
7.047039999999999 |
61900.0 |
¥43.6万 |
|
| 2024-05-31 |
跌破0.618止损 |
卖出 |
6.94305 |
61900.0 |
¥43.0万 |
止损触发 |
| 2024-06-24 |
黄金分割买点 |
买入 |
7.1771699999999985 |
59600.0 |
¥42.8万 |
|
| 2024-07-22 |
重回前高 |
卖出 |
7.98201 |
59600.0 |
¥47.6万 |
|
| 2024-08-13 |
黄金分割买点 |
买入 |
7.557549999999999 |
63300.0 |
¥47.9万 |
|
| 2024-08-23 |
重回前高 |
卖出 |
8.04195 |
63300.0 |
¥50.9万 |
|
| 2024-08-28 |
黄金分割买点 |
买入 |
7.45745 |
68300.0 |
¥50.9万 |
|
| 2024-09-02 |
跌破0.618止损 |
卖出 |
7.16283 |
68300.0 |
¥48.9万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
7.957949999999999 |
61500.0 |
¥49.0万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
7.992 |
61500.0 |
¥49.1万 |
止损触发 |
| 2025-04-17 |
黄金分割买点 |
买入 |
6.996989999999999 |
69800.0 |
¥48.9万 |
|
| 2025-07-23 |
重回前高 |
卖出 |
7.77222 |
69800.0 |
¥54.2万 |
|
| 2026-08-10 |
黄金分割买点 |
买入 |
5.885879999999999 |
92500.0 |
¥54.5万 |
|
| 2026-09-02 |
重回前高 |
卖出 |
6.30369 |
92500.0 |
¥58.3万 |
|
| 2026-09-24 |
黄金分割买点 |
买入 |
5.92592 |
98400.0 |
¥58.3万 |
|
| 2026-10-12 |
重回前高 |
卖出 |
6.3 |
98400.0 |
¥62.0万 |
|