601816 京沪高铁 — 斐波那契回调 回测明细
数据区间: 2020-01-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥61.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -38.25%）
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 |
2020-06-09 |
2020-06-18 |
6.661998 |
6.22377 |
¥-6.6万 |
-6.61% |
跌破0.618止损 |
| 2 |
2021-03-24 |
2021-04-08 |
5.587255673999999 |
6.013979999999999 |
¥7.1万 |
+7.61% |
重回前高 |
| 3 |
2021-04-28 |
2021-05-18 |
5.70741171 |
5.57442 |
¥-2.4万 |
-2.36% |
跌破0.618止损 |
| 4 |
2021-09-10 |
2021-09-15 |
5.006501499999999 |
4.76523 |
¥-4.7万 |
-4.85% |
跌破0.618止损 |
| 5 |
2021-10-11 |
2021-10-19 |
4.936410479 |
4.61 |
¥-6.2万 |
-6.64% |
跌破0.618止损 |
| 6 |
2022-02-28 |
2022-03-10 |
5.0966185269999995 |
5.004989999999999 |
¥-1.6万 |
-1.83% |
跌破0.618止损 |
| 7 |
2022-04-13 |
2022-04-20 |
5.026527505999999 |
4.87512 |
¥-2.6万 |
-3.04% |
跌破0.618止损 |
| 8 |
2022-04-21 |
2022-04-26 |
4.9764624909999995 |
4.72527 |
¥-4.2万 |
-5.08% |
跌破0.618止损 |
| 9 |
2022-06-01 |
2022-06-02 |
4.846293452 |
4.66533 |
¥-2.9万 |
-3.76% |
跌破0.618止损 |
| 10 |
2022-06-22 |
2022-08-02 |
4.776202431 |
4.53546 |
¥-3.8万 |
-5.07% |
跌破0.618止损 |
| 11 |
2022-12-16 |
2023-02-03 |
4.956436484999999 |
4.8551400000000005 |
¥-1.5万 |
-2.07% |
跌破0.618止损 |
| 12 |
2023-05-25 |
2023-06-21 |
5.417034622999999 |
5.27472 |
¥-1.9万 |
-2.66% |
跌破0.618止损 |
| 13 |
2024-10-09 |
2024-10-10 |
5.901770000000001 |
5.74425 |
¥-1.8万 |
-2.70% |
跌破0.618止损 |
| 14 |
2024-12-23 |
2025-01-10 |
6.057866814999999 |
5.7942 |
¥-2.9万 |
-4.38% |
跌破0.618止损 |
| 15 |
2026-08-17 |
2026-09-23 |
4.90637147 |
4.73526 |
¥-2.2万 |
-3.52% |
跌破0.618止损 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-06-09 |
黄金分割买点 |
买入 |
6.66 |
149600.0 |
¥99.7万 |
|
| 2020-06-18 |
跌破0.618止损 |
卖出 |
6.22377 |
149600.0 |
¥93.1万 |
止损触发 |
| 2021-03-24 |
黄金分割买点 |
买入 |
5.585579999999999 |
166500.0 |
¥93.0万 |
|
| 2021-04-08 |
重回前高 |
卖出 |
6.013979999999999 |
166500.0 |
¥1.00M |
|
| 2021-04-28 |
黄金分割买点 |
买入 |
5.705699999999999 |
175400.0 |
¥1.00M |
|
| 2021-05-18 |
跌破0.618止损 |
卖出 |
5.57442 |
175400.0 |
¥97.7万 |
止损触发 |
| 2021-09-10 |
黄金分割买点 |
买入 |
5.004999999999999 |
194400.0 |
¥97.3万 |
|
| 2021-09-15 |
跌破0.618止损 |
卖出 |
4.76523 |
194400.0 |
¥92.6万 |
止损触发 |
| 2021-10-11 |
黄金分割买点 |
买入 |
4.93493 |
188000.0 |
¥92.8万 |
|
| 2021-10-19 |
跌破0.618止损 |
卖出 |
4.61 |
188000.0 |
¥86.6万 |
止损触发 |
| 2022-02-28 |
黄金分割买点 |
买入 |
5.095089999999999 |
170500.0 |
¥86.9万 |
|
| 2022-03-10 |
跌破0.618止损 |
卖出 |
5.004989999999999 |
170500.0 |
¥85.3万 |
止损触发 |
| 2022-04-13 |
黄金分割买点 |
买入 |
5.025019999999999 |
168400.0 |
¥84.6万 |
|
| 2022-04-20 |
跌破0.618止损 |
卖出 |
4.87512 |
168400.0 |
¥82.1万 |
止损触发 |
| 2022-04-21 |
黄金分割买点 |
买入 |
4.974969999999999 |
165600.0 |
¥82.4万 |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
4.72527 |
165600.0 |
¥78.2万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
4.84484 |
161400.0 |
¥78.2万 |
|
| 2022-06-02 |
跌破0.618止损 |
卖出 |
4.66533 |
161400.0 |
¥75.3万 |
止损触发 |
| 2022-06-22 |
黄金分割买点 |
买入 |
4.774769999999999 |
159000.0 |
¥75.9万 |
|
| 2022-08-02 |
跌破0.618止损 |
卖出 |
4.53546 |
159000.0 |
¥72.1万 |
止损触发 |
| 2022-12-16 |
黄金分割买点 |
买入 |
4.954949999999999 |
144900.0 |
¥71.8万 |
|
| 2023-02-03 |
跌破0.618止损 |
卖出 |
4.8551400000000005 |
144900.0 |
¥70.3万 |
止损触发 |
| 2023-05-25 |
黄金分割买点 |
买入 |
5.41541 |
130100.0 |
¥70.5万 |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
5.27472 |
130100.0 |
¥68.6万 |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
5.9 |
115500.0 |
¥68.2万 |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
5.74425 |
115500.0 |
¥66.3万 |
止损触发 |
| 2024-12-23 |
黄金分割买点 |
买入 |
6.056049999999999 |
110000.0 |
¥66.6万 |
|
| 2025-01-10 |
跌破0.618止损 |
卖出 |
5.7942 |
110000.0 |
¥63.7万 |
止损触发 |
| 2026-08-17 |
黄金分割买点 |
买入 |
4.9049 |
130100.0 |
¥63.8万 |
|
| 2026-09-23 |
跌破0.618止损 |
卖出 |
4.73526 |
130100.0 |
¥61.6万 |
止损触发 |