601788 光大证券 — 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: ¥40.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -59.14%）
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 40 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 |
2015-05-18 |
2015-06-23 |
30.539659149999995 |
30.27969 |
¥-8,664 |
-0.88% |
跌破0.618止损 |
| 2 |
2015-11-30 |
2016-01-05 |
22.228866659999998 |
19.76022 |
¥-10.9万 |
-11.13% |
跌破0.618止损 |
| 3 |
2016-04-01 |
2016-05-10 |
19.134848733 |
16.06392 |
¥-14.1万 |
-16.07% |
跌破0.618止损 |
| 4 |
2016-07-05 |
2016-09-09 |
17.652924288999998 |
16.8831 |
¥-3.2万 |
-4.39% |
跌破0.618止损 |
| 5 |
2016-11-21 |
2016-12-07 |
17.392586211 |
16.81317 |
¥-2.4万 |
-3.36% |
跌破0.618止损 |
| 6 |
2018-10-29 |
2018-11-20 |
9.432248826 |
10.859129999999999 |
¥10.2万 |
+15.09% |
重回前高 |
| 7 |
2018-12-13 |
2018-12-26 |
9.772690927999998 |
8.75124 |
¥-8.2万 |
-10.48% |
跌破0.618止损 |
| 8 |
2019-01-08 |
2019-01-24 |
9.692586903999999 |
9.39 |
¥-2.2万 |
-3.15% |
跌破0.618止损 |
| 9 |
2019-02-13 |
2019-02-25 |
9.892846963999999 |
13.786200000000001 |
¥26.8万 |
+39.31% |
重回前高 |
| 10 |
2019-03-28 |
2019-05-07 |
12.315993689999999 |
11.23875 |
¥-8.3万 |
-8.77% |
跌破0.618止损 |
| 11 |
2019-07-25 |
2019-08-06 |
11.534979455999999 |
10.1898 |
¥-10.1万 |
-11.69% |
跌破0.618止损 |
| 12 |
2019-08-20 |
2019-08-30 |
11.164498344999998 |
10.84914 |
¥-2.2万 |
-2.85% |
跌破0.618止损 |
| 13 |
2019-09-26 |
2019-11-18 |
11.715213509999998 |
10.96902 |
¥-4.8万 |
-6.40% |
跌破0.618止损 |
| 14 |
2020-01-22 |
2020-02-04 |
12.646422788999997 |
10.6 |
¥-11.1万 |
-16.21% |
跌破0.618止损 |
| 15 |
2020-03-04 |
2020-03-17 |
12.626396782999997 |
11.558430000000001 |
¥-4.9万 |
-8.49% |
跌破0.618止损 |
| 16 |
2020-07-31 |
2020-09-24 |
23.240179962999996 |
21.99798 |
¥-2.9万 |
-5.37% |
跌破0.618止损 |
| 17 |
2021-03-09 |
2021-04-01 |
17.32249519 |
16.183799999999998 |
¥-3.3万 |
-6.60% |
跌破0.618止损 |
| 18 |
2021-05-27 |
2021-06-09 |
16.721715009999997 |
19.640340000000002 |
¥8.2万 |
+17.42% |
重回前高 |
| 19 |
2021-06-15 |
2021-07-05 |
17.202339154 |
15.81417 |
¥-4.5万 |
-8.10% |
跌破0.618止损 |
| 20 |
2021-09-06 |
2021-09-23 |
16.801819033999998 |
16.13385 |
¥-2.0万 |
-4.00% |
跌破0.618止损 |
| 21 |
2022-06-20 |
2022-07-22 |
16.952014078999998 |
14.745239999999997 |
¥-6.3万 |
-13.04% |
跌破0.618止损 |
| 22 |
2022-08-18 |
2022-08-30 |
16.22106486 |
15.554430000000002 |
¥-1.7万 |
-4.14% |
跌破0.618止损 |
| 23 |
2022-09-14 |
2022-09-15 |
15.299868583999999 |
15.04494 |
¥-6,797 |
-1.70% |
跌破0.618止损 |
| 24 |
2022-11-14 |
2022-11-16 |
15.059556511999999 |
16.87311 |
¥4.8万 |
+12.01% |
重回前高 |
| 25 |
2022-11-29 |
2023-02-17 |
15.420024619999998 |
15.164819999999999 |
¥-7,585 |
-1.68% |
跌破0.618止损 |
| 26 |
2023-02-21 |
2023-03-13 |
15.610271676999997 |
15.13485 |
¥-1.4万 |
-3.07% |
跌破0.618止损 |
| 27 |
2023-04-04 |
2023-04-11 |
15.720414709999998 |
15.574409999999999 |
¥-4,113 |
-0.96% |
跌破0.618止损 |
| 28 |
2023-05-11 |
2023-05-25 |
16.581532967999998 |
15.67 |
¥-2.4万 |
-5.53% |
跌破0.618止损 |
| 29 |
2023-06-15 |
2023-06-27 |
16.471389934999998 |
15.71427 |
¥-1.9万 |
-4.63% |
跌破0.618止损 |
| 30 |
2023-07-14 |
2023-09-04 |
16.541480955999997 |
16.983 |
¥1.0万 |
+2.64% |
跌破0.618止损 |
| 31 |
2024-01-25 |
2024-02-05 |
16.010791796999996 |
14.935049999999999 |
¥-2.6万 |
-6.75% |
跌破0.618止损 |
| 32 |
2024-02-20 |
2024-04-15 |
15.790505730999998 |
15.22476 |
¥-1.3万 |
-3.61% |
跌破0.618止损 |
| 33 |
2024-05-09 |
2024-05-17 |
16.341220895999996 |
16.03395 |
¥-6,710 |
-1.91% |
跌破0.618止损 |
| 34 |
2024-05-21 |
2024-05-27 |
16.551493959000002 |
15.984 |
¥-1.2万 |
-3.46% |
跌破0.618止损 |
| 35 |
2024-10-11 |
2025-01-02 |
17.943301375999997 |
18.07191 |
¥2,279 |
+0.69% |
跌破0.618止损 |
| 36 |
2025-05-15 |
2025-05-20 |
16.771780024999998 |
16.55343 |
¥-4,444 |
-1.33% |
跌破0.618止损 |
| 37 |
2025-06-04 |
2025-07-25 |
16.671649994999996 |
18.76122 |
¥4.1万 |
+12.50% |
重回前高 |
| 38 |
2025-08-04 |
2025-08-25 |
18.013392396999997 |
20.979 |
¥6.1万 |
+16.43% |
重回前高 |
| 39 |
2025-09-08 |
2025-09-16 |
19.295056780999996 |
19.03095 |
¥-6,071 |
-1.40% |
跌破0.618止损 |
| 40 |
2026-06-24 |
2026-08-21 |
14.969439484999999 |
14.20578 |
¥-2.2万 |
-5.13% |
跌破0.618止损 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-18 |
黄金分割买点 |
买入 |
30.530499999999996 |
32200.0 |
¥98.3万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
30.27969 |
32200.0 |
¥97.5万 |
止损触发 |
| 2015-11-30 |
黄金分割买点 |
买入 |
22.222199999999997 |
44100.0 |
¥98.0万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
19.76022 |
44100.0 |
¥87.1万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
19.129109999999997 |
46000.0 |
¥88.0万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
16.06392 |
46000.0 |
¥73.9万 |
止损触发 |
| 2016-07-05 |
黄金分割买点 |
买入 |
17.647629999999996 |
41600.0 |
¥73.4万 |
|
| 2016-09-09 |
跌破0.618止损 |
卖出 |
16.8831 |
41600.0 |
¥70.2万 |
止损触发 |
| 2016-11-21 |
黄金分割买点 |
买入 |
17.38737 |
40400.0 |
¥70.3万 |
|
| 2016-12-07 |
跌破0.618止损 |
卖出 |
16.81317 |
40400.0 |
¥67.9万 |
止损触发 |
| 2018-10-29 |
黄金分割买点 |
买入 |
9.429419999999999 |
71600.0 |
¥67.5万 |
|
| 2018-11-20 |
重回前高 |
卖出 |
10.859129999999999 |
71600.0 |
¥77.7万 |
|
| 2018-12-13 |
黄金分割买点 |
买入 |
9.769759999999998 |
80500.0 |
¥78.7万 |
|
| 2018-12-26 |
跌破0.618止损 |
卖出 |
8.75124 |
80500.0 |
¥70.4万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
9.68968 |
72400.0 |
¥70.2万 |
|
| 2019-01-24 |
跌破0.618止损 |
卖出 |
9.39 |
72400.0 |
¥68.0万 |
止损触发 |
| 2019-02-13 |
黄金分割买点 |
买入 |
9.88988 |
68800.0 |
¥68.1万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
13.786200000000001 |
68800.0 |
¥94.8万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
12.312299999999999 |
76700.0 |
¥94.5万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
11.23875 |
76700.0 |
¥86.2万 |
止损触发 |
| 2019-07-25 |
黄金分割买点 |
买入 |
11.531519999999999 |
75000.0 |
¥86.5万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
10.1898 |
75000.0 |
¥76.4万 |
止损触发 |
| 2019-08-20 |
黄金分割买点 |
买入 |
11.16115 |
68300.0 |
¥76.3万 |
|
| 2019-08-30 |
跌破0.618止损 |
卖出 |
10.84914 |
68300.0 |
¥74.1万 |
止损触发 |
| 2019-09-26 |
黄金分割买点 |
买入 |
11.711699999999999 |
63500.0 |
¥74.4万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
10.96902 |
63500.0 |
¥69.6万 |
止损触发 |
| 2020-01-22 |
黄金分割买点 |
买入 |
12.642629999999999 |
54400.0 |
¥68.8万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
10.6 |
54400.0 |
¥57.6万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
12.622609999999998 |
45900.0 |
¥58.0万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
11.558430000000001 |
45900.0 |
¥53.0万 |
止损触发 |
| 2020-07-31 |
黄金分割买点 |
买入 |
23.23321 |
22900.0 |
¥53.2万 |
|
| 2020-09-24 |
跌破0.618止损 |
卖出 |
21.99798 |
22900.0 |
¥50.4万 |
止损触发 |
| 2021-03-09 |
黄金分割买点 |
买入 |
17.3173 |
29000.0 |
¥50.2万 |
|
| 2021-04-01 |
跌破0.618止损 |
卖出 |
16.183799999999998 |
29000.0 |
¥46.9万 |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
16.716699999999996 |
28100.0 |
¥47.0万 |
|
| 2021-06-09 |
重回前高 |
卖出 |
19.640340000000002 |
28100.0 |
¥55.2万 |
|
| 2021-06-15 |
黄金分割买点 |
买入 |
17.19718 |
32100.0 |
¥55.2万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
15.81417 |
32100.0 |
¥50.7万 |
止损触发 |
| 2021-09-06 |
黄金分割买点 |
买入 |
16.79678 |
30300.0 |
¥50.9万 |
|
| 2021-09-23 |
跌破0.618止损 |
卖出 |
16.13385 |
30300.0 |
¥48.9万 |
止损触发 |
| 2022-06-20 |
黄金分割买点 |
买入 |
16.94693 |
28600.0 |
¥48.5万 |
|
| 2022-07-22 |
跌破0.618止损 |
卖出 |
14.745239999999997 |
28600.0 |
¥42.2万 |
止损触发 |
| 2022-08-18 |
黄金分割买点 |
买入 |
16.216199999999997 |
25700.0 |
¥41.7万 |
|
| 2022-08-30 |
跌破0.618止损 |
卖出 |
15.554430000000002 |
25700.0 |
¥40.0万 |
止损触发 |
| 2022-09-14 |
黄金分割买点 |
买入 |
15.295279999999998 |
26200.0 |
¥40.1万 |
|
| 2022-09-15 |
跌破0.618止损 |
卖出 |
15.04494 |
26200.0 |
¥39.4万 |
止损触发 |
| 2022-11-14 |
黄金分割买点 |
买入 |
15.055039999999998 |
26600.0 |
¥40.1万 |
|
| 2022-11-16 |
重回前高 |
卖出 |
16.87311 |
26600.0 |
¥44.9万 |
|
| 2022-11-29 |
黄金分割买点 |
买入 |
15.415399999999998 |
29200.0 |
¥45.0万 |
|
| 2023-02-17 |
跌破0.618止损 |
卖出 |
15.164819999999999 |
29200.0 |
¥44.3万 |
止损触发 |
| 2023-02-21 |
黄金分割买点 |
买入 |
15.605589999999998 |
28200.0 |
¥44.0万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
15.13485 |
28200.0 |
¥42.7万 |
止损触发 |
| 2023-04-04 |
黄金分割买点 |
买入 |
15.715699999999998 |
27300.0 |
¥42.9万 |
|
| 2023-04-11 |
跌破0.618止损 |
卖出 |
15.574409999999999 |
27300.0 |
¥42.5万 |
止损触发 |
| 2023-05-11 |
黄金分割买点 |
买入 |
16.576559999999997 |
25700.0 |
¥42.6万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
15.67 |
25700.0 |
¥40.3万 |
止损触发 |
| 2023-06-15 |
黄金分割买点 |
买入 |
16.46645 |
24400.0 |
¥40.2万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
15.71427 |
24400.0 |
¥38.3万 |
止损触发 |
| 2023-07-14 |
黄金分割买点 |
买入 |
16.53652 |
23100.0 |
¥38.2万 |
|
| 2023-09-04 |
跌破0.618止损 |
卖出 |
16.983 |
23100.0 |
¥39.2万 |
止损触发 |
| 2024-01-25 |
黄金分割买点 |
买入 |
16.005989999999997 |
24500.0 |
¥39.2万 |
|
| 2024-02-05 |
跌破0.618止损 |
卖出 |
14.935049999999999 |
24500.0 |
¥36.6万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
15.785769999999998 |
23000.0 |
¥36.3万 |
|
| 2024-04-15 |
跌破0.618止损 |
卖出 |
15.22476 |
23000.0 |
¥35.0万 |
止损触发 |
| 2024-05-09 |
黄金分割买点 |
买入 |
16.336319999999997 |
21500.0 |
¥35.1万 |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
16.03395 |
21500.0 |
¥34.5万 |
止损触发 |
| 2024-05-21 |
黄金分割买点 |
买入 |
16.54653 |
20700.0 |
¥34.3万 |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
15.984 |
20700.0 |
¥33.1万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
17.93792 |
18500.0 |
¥33.2万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
18.07191 |
18500.0 |
¥33.4万 |
止损触发 |
| 2025-05-15 |
黄金分割买点 |
买入 |
16.76675 |
19900.0 |
¥33.4万 |
|
| 2025-05-20 |
跌破0.618止损 |
卖出 |
16.55343 |
19900.0 |
¥32.9万 |
止损触发 |
| 2025-06-04 |
黄金分割买点 |
买入 |
16.666649999999997 |
19800.0 |
¥33.0万 |
|
| 2025-07-25 |
重回前高 |
卖出 |
18.76122 |
19800.0 |
¥37.1万 |
|
| 2025-08-04 |
黄金分割买点 |
买入 |
18.007989999999996 |
20700.0 |
¥37.3万 |
|
| 2025-08-25 |
重回前高 |
卖出 |
20.979 |
20700.0 |
¥43.4万 |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
19.28927 |
22500.0 |
¥43.4万 |
|
| 2025-09-16 |
跌破0.618止损 |
卖出 |
19.03095 |
22500.0 |
¥42.8万 |
止损触发 |
| 2026-06-24 |
黄金分割买点 |
买入 |
14.964949999999998 |
28500.0 |
¥42.7万 |
|
| 2026-08-21 |
跌破0.618止损 |
卖出 |
14.20578 |
28500.0 |
¥40.5万 |
止损触发 |