601800 中国交建 — 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: ¥66.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -33.27%）
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 42 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 |
2015-05-07 |
2015-06-17 |
18.635589 |
17.24274 |
¥-7.4万 |
-7.50% |
跌破0.618止损 |
| 2 |
2015-11-30 |
2015-12-09 |
14.118334229999999 |
13.35 |
¥-5.0万 |
-5.47% |
跌破0.618止损 |
| 3 |
2016-03-24 |
2016-05-09 |
12.025616602999998 |
11.04894 |
¥-6.9万 |
-8.15% |
跌破0.618止损 |
| 4 |
2016-08-29 |
2016-09-27 |
11.835369545999997 |
11.01897 |
¥-5.6万 |
-6.93% |
跌破0.618止损 |
| 5 |
2016-12-07 |
2017-02-15 |
14.378672307999997 |
18.56142 |
¥21.8万 |
+29.05% |
重回前高 |
| 6 |
2017-07-19 |
2017-08-04 |
17.272430174999997 |
15.454529999999998 |
¥-10.2万 |
-10.55% |
跌破0.618止损 |
| 7 |
2017-08-18 |
2017-08-22 |
16.211051857 |
16.00398 |
¥-1.1万 |
-1.31% |
跌破0.618止损 |
| 8 |
2018-01-25 |
2018-02-12 |
14.298568283999998 |
12.687299999999999 |
¥-9.6万 |
-11.30% |
跌破0.618止损 |
| 9 |
2018-03-01 |
2018-03-15 |
13.637710085999995 |
12.987 |
¥-3.6万 |
-4.80% |
跌破0.618止损 |
| 10 |
2018-08-06 |
2018-09-07 |
12.536279755999997 |
11.538450000000001 |
¥-5.8万 |
-7.99% |
跌破0.618止损 |
| 11 |
2018-09-28 |
2018-10-19 |
12.486214741 |
11.64834 |
¥-4.5万 |
-6.74% |
跌破0.618止损 |
| 12 |
2018-11-05 |
2018-11-12 |
12.766578824999998 |
12.01797 |
¥-3.6万 |
-5.89% |
跌破0.618止损 |
| 13 |
2018-11-21 |
2018-12-07 |
12.165798644999999 |
11.788200000000002 |
¥-1.8万 |
-3.13% |
跌破0.618止损 |
| 14 |
2019-03-11 |
2019-05-07 |
12.085694620999998 |
11.19879 |
¥-4.2万 |
-7.37% |
跌破0.618止损 |
| 15 |
2019-09-06 |
2019-09-18 |
10.824056243 |
10.379610000000001 |
¥-2.2万 |
-4.13% |
跌破0.618止损 |
| 16 |
2020-01-03 |
2020-01-16 |
9.41222282 |
8.83116 |
¥-3.1万 |
-6.20% |
跌破0.618止损 |
| 17 |
2020-02-27 |
2020-03-03 |
8.51105255 |
10.21977 |
¥9.4万 |
+20.04% |
重回前高 |
| 18 |
2020-03-12 |
2020-03-20 |
9.041741708999998 |
8.521469999999999 |
¥-3.2万 |
-5.78% |
跌破0.618止损 |
| 19 |
2020-07-13 |
2020-07-17 |
8.41092252 |
8.07192 |
¥-2.2万 |
-4.06% |
跌破0.618止损 |
| 20 |
2020-07-21 |
2020-07-27 |
8.350844502 |
7.9620299999999995 |
¥-2.4万 |
-4.68% |
跌破0.618止损 |
| 21 |
2020-08-11 |
2020-08-27 |
8.462538 |
7.91208 |
¥-3.2万 |
-6.53% |
跌破0.618止损 |
| 22 |
2021-03-17 |
2021-03-26 |
7.229388165999999 |
6.97302 |
¥-1.6万 |
-3.58% |
跌破0.618止损 |
| 23 |
2021-04-02 |
2021-04-09 |
7.229388165999999 |
6.993 |
¥-1.4万 |
-3.30% |
跌破0.618止损 |
| 24 |
2021-09-28 |
2021-10-13 |
8.250714472 |
7.722270000000001 |
¥-2.7万 |
-6.43% |
跌破0.618止损 |
| 25 |
2021-12-21 |
2022-01-07 |
8.390896514 |
8.991 |
¥2.8万 |
+7.12% |
重回前高 |
| 26 |
2022-01-17 |
2022-02-09 |
8.360857504999998 |
10.2897 |
¥9.7万 |
+23.03% |
重回前高 |
| 27 |
2022-02-28 |
2022-03-15 |
9.282053780999998 |
8.8911 |
¥-2.2万 |
-4.24% |
跌破0.618止损 |
| 28 |
2022-04-12 |
2022-04-21 |
9.912872969999999 |
9.07092 |
¥-4.2万 |
-8.52% |
跌破0.618止损 |
| 29 |
2022-04-28 |
2022-06-09 |
9.722625912999998 |
9.1908 |
¥-2.5万 |
-5.50% |
跌破0.618止损 |
| 30 |
2022-12-20 |
2023-05-24 |
8.320805493 |
10.339649999999999 |
¥10.5万 |
+24.23% |
跌破0.618止损 |
| 31 |
2023-08-01 |
2023-08-25 |
11.675161498 |
9.630360000000001 |
¥-9.5万 |
-17.54% |
跌破0.618止损 |
| 32 |
2024-01-25 |
2024-01-26 |
7.479713240999999 |
8.2917 |
¥4.8万 |
+10.82% |
重回前高 |
| 33 |
2024-02-07 |
2024-04-16 |
8.11053243 |
9.460530000000002 |
¥8.1万 |
+16.61% |
重回前高 |
| 34 |
2024-05-07 |
2024-05-31 |
9.031728705999999 |
8.78 |
¥-1.6万 |
-2.82% |
跌破0.618止损 |
| 35 |
2024-06-05 |
2024-06-14 |
9.021715702999996 |
8.69 |
¥-2.1万 |
-3.71% |
跌破0.618止损 |
| 36 |
2024-09-26 |
2024-10-08 |
8.030428405999999 |
10.62936 |
¥17.1万 |
+32.32% |
重回前高 |
| 37 |
2024-10-10 |
2024-11-06 |
9.272040778 |
11.35863 |
¥15.9万 |
+22.47% |
重回前高 |
| 38 |
2024-12-27 |
2025-01-03 |
10.643822189 |
9.93006 |
¥-5.8万 |
-6.73% |
跌破0.618止损 |
| 39 |
2025-04-15 |
2025-04-29 |
9.352805 |
8.931059999999999 |
¥-3.7万 |
-4.54% |
跌破0.618止损 |
| 40 |
2025-07-25 |
2025-08-01 |
9.712612909999999 |
9.200790000000001 |
¥-4.1万 |
-5.30% |
跌破0.618止损 |
| 41 |
2025-08-25 |
2025-08-28 |
9.602469876999999 |
9.260729999999999 |
¥-2.6万 |
-3.59% |
跌破0.618止损 |
| 42 |
2026-07-31 |
2026-08-17 |
6.298178887 |
5.934060000000001 |
¥-4.1万 |
-5.81% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
18.63 |
52600.0 |
¥98.0万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
17.24274 |
52600.0 |
¥90.7万 |
止损触发 |
| 2015-11-30 |
黄金分割买点 |
买入 |
14.114099999999999 |
65300.0 |
¥92.2万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
13.35 |
65300.0 |
¥87.1万 |
止损触发 |
| 2016-03-24 |
黄金分割买点 |
买入 |
12.022009999999998 |
70900.0 |
¥85.3万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
11.04894 |
70900.0 |
¥78.3万 |
止损触发 |
| 2016-08-29 |
黄金分割买点 |
买入 |
11.831819999999999 |
67900.0 |
¥80.4万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
11.01897 |
67900.0 |
¥74.8万 |
止损触发 |
| 2016-12-07 |
黄金分割买点 |
买入 |
14.374359999999998 |
52100.0 |
¥74.9万 |
|
| 2017-02-15 |
重回前高 |
卖出 |
18.56142 |
52100.0 |
¥96.7万 |
|
| 2017-07-19 |
黄金分割买点 |
买入 |
17.267249999999997 |
55900.0 |
¥96.6万 |
|
| 2017-08-04 |
跌破0.618止损 |
卖出 |
15.454529999999998 |
55900.0 |
¥86.4万 |
止损触发 |
| 2017-08-18 |
黄金分割买点 |
买入 |
16.20619 |
52800.0 |
¥85.6万 |
|
| 2017-08-22 |
跌破0.618止损 |
卖出 |
16.00398 |
52800.0 |
¥84.5万 |
止损触发 |
| 2018-01-25 |
黄金分割买点 |
买入 |
14.294279999999997 |
59400.0 |
¥84.9万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
12.687299999999999 |
59400.0 |
¥75.3万 |
止损触发 |
| 2018-03-01 |
黄金分割买点 |
买入 |
13.633619999999995 |
54900.0 |
¥74.9万 |
|
| 2018-03-15 |
跌破0.618止损 |
卖出 |
12.987 |
54900.0 |
¥71.3万 |
止损触发 |
| 2018-08-06 |
黄金分割买点 |
买入 |
12.532519999999998 |
57600.0 |
¥72.2万 |
|
| 2018-09-07 |
跌破0.618止损 |
卖出 |
11.538450000000001 |
57600.0 |
¥66.4万 |
止损触发 |
| 2018-09-28 |
黄金分割买点 |
买入 |
12.48247 |
53200.0 |
¥66.4万 |
|
| 2018-10-19 |
跌破0.618止损 |
卖出 |
11.64834 |
53200.0 |
¥62.0万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
12.762749999999999 |
48200.0 |
¥61.5万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
12.01797 |
48200.0 |
¥57.9万 |
止损触发 |
| 2018-11-21 |
黄金分割买点 |
买入 |
12.162149999999999 |
47300.0 |
¥57.5万 |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
11.788200000000002 |
47300.0 |
¥55.7万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
12.082069999999998 |
46700.0 |
¥56.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
11.19879 |
46700.0 |
¥52.3万 |
止损触发 |
| 2019-09-06 |
黄金分割买点 |
买入 |
10.82081 |
48300.0 |
¥52.3万 |
|
| 2019-09-18 |
跌破0.618止损 |
卖出 |
10.379610000000001 |
48300.0 |
¥50.1万 |
止损触发 |
| 2020-01-03 |
黄金分割买点 |
买入 |
9.4094 |
53500.0 |
¥50.4万 |
|
| 2020-01-16 |
跌破0.618止损 |
卖出 |
8.83116 |
53500.0 |
¥47.2万 |
止损触发 |
| 2020-02-27 |
黄金分割买点 |
买入 |
8.5085 |
55200.0 |
¥47.0万 |
|
| 2020-03-03 |
重回前高 |
卖出 |
10.21977 |
55200.0 |
¥56.4万 |
|
| 2020-03-12 |
黄金分割买点 |
买入 |
9.039029999999997 |
61500.0 |
¥55.6万 |
|
| 2020-03-20 |
跌破0.618止损 |
卖出 |
8.521469999999999 |
61500.0 |
¥52.4万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
8.4084 |
63100.0 |
¥53.1万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
8.07192 |
63100.0 |
¥50.9万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
8.348339999999999 |
61200.0 |
¥51.1万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
7.9620299999999995 |
61200.0 |
¥48.7万 |
止损触发 |
| 2020-08-11 |
黄金分割买点 |
买入 |
8.46 |
57600.0 |
¥48.7万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
7.91208 |
57600.0 |
¥45.6万 |
止损触发 |
| 2021-03-17 |
黄金分割买点 |
买入 |
7.227219999999999 |
63000.0 |
¥45.5万 |
|
| 2021-03-26 |
跌破0.618止损 |
卖出 |
6.97302 |
63000.0 |
¥43.9万 |
止损触发 |
| 2021-04-02 |
黄金分割买点 |
买入 |
7.227219999999999 |
60600.0 |
¥43.8万 |
|
| 2021-04-09 |
跌破0.618止损 |
卖出 |
6.993 |
60600.0 |
¥42.4万 |
止损触发 |
| 2021-09-28 |
黄金分割买点 |
买入 |
8.24824 |
51200.0 |
¥42.2万 |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
7.722270000000001 |
51200.0 |
¥39.5万 |
止损触发 |
| 2021-12-21 |
黄金分割买点 |
买入 |
8.38838 |
46900.0 |
¥39.4万 |
|
| 2022-01-07 |
重回前高 |
卖出 |
8.991 |
46900.0 |
¥42.2万 |
|
| 2022-01-17 |
黄金分割买点 |
买入 |
8.358349999999998 |
50600.0 |
¥42.3万 |
|
| 2022-02-09 |
重回前高 |
卖出 |
10.2897 |
50600.0 |
¥52.1万 |
|
| 2022-02-28 |
黄金分割买点 |
买入 |
9.279269999999999 |
55500.0 |
¥51.5万 |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
8.8911 |
55500.0 |
¥49.3万 |
止损触发 |
| 2022-04-12 |
黄金分割买点 |
买入 |
9.909899999999999 |
49600.0 |
¥49.2万 |
|
| 2022-04-21 |
跌破0.618止损 |
卖出 |
9.07092 |
49600.0 |
¥45.0万 |
止损触发 |
| 2022-04-28 |
黄金分割买点 |
买入 |
9.71971 |
45900.0 |
¥44.6万 |
|
| 2022-06-09 |
跌破0.618止损 |
卖出 |
9.1908 |
45900.0 |
¥42.2万 |
止损触发 |
| 2022-12-20 |
黄金分割买点 |
买入 |
8.31831 |
52300.0 |
¥43.5万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
10.339649999999999 |
52300.0 |
¥54.1万 |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
11.671659999999997 |
46200.0 |
¥53.9万 |
|
| 2023-08-25 |
跌破0.618止损 |
卖出 |
9.630360000000001 |
46200.0 |
¥44.5万 |
止损触发 |
| 2024-01-25 |
黄金分割买点 |
买入 |
7.4774699999999985 |
59400.0 |
¥44.4万 |
|
| 2024-01-26 |
重回前高 |
卖出 |
8.2917 |
59400.0 |
¥49.2万 |
|
| 2024-02-07 |
黄金分割买点 |
买入 |
8.108099999999999 |
60200.0 |
¥48.8万 |
|
| 2024-04-16 |
重回前高 |
卖出 |
9.460530000000002 |
60200.0 |
¥56.9万 |
|
| 2024-05-07 |
黄金分割买点 |
买入 |
9.02902 |
63600.0 |
¥57.4万 |
|
| 2024-05-31 |
跌破0.618止损 |
卖出 |
8.78 |
63600.0 |
¥55.8万 |
止损触发 |
| 2024-06-05 |
黄金分割买点 |
买入 |
9.019009999999998 |
61800.0 |
¥55.8万 |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
8.69 |
61800.0 |
¥53.7万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
8.028019999999998 |
66000.0 |
¥53.0万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
10.62936 |
66000.0 |
¥70.1万 |
|
| 2024-10-10 |
黄金分割买点 |
买入 |
9.26926 |
76500.0 |
¥70.9万 |
|
| 2024-11-06 |
重回前高 |
卖出 |
11.35863 |
76500.0 |
¥86.9万 |
|
| 2024-12-27 |
黄金分割买点 |
买入 |
10.64063 |
81500.0 |
¥86.7万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
9.93006 |
81500.0 |
¥80.9万 |
止损触发 |
| 2025-04-15 |
黄金分割买点 |
买入 |
9.35 |
86600.0 |
¥81.0万 |
|
| 2025-04-29 |
跌破0.618止损 |
卖出 |
8.931059999999999 |
86600.0 |
¥77.3万 |
止损触发 |
| 2025-07-25 |
黄金分割买点 |
买入 |
9.709699999999998 |
79200.0 |
¥76.9万 |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
9.200790000000001 |
79200.0 |
¥72.8万 |
止损触发 |
| 2025-08-25 |
黄金分割买点 |
买入 |
9.59959 |
76300.0 |
¥73.3万 |
|
| 2025-08-28 |
跌破0.618止损 |
卖出 |
9.260729999999999 |
76300.0 |
¥70.6万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
6.296289999999999 |
111300.0 |
¥70.1万 |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
5.934060000000001 |
111300.0 |
¥66.0万 |
止损触发 |