601818 光大银行 — 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: ¥76.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -23.51%）
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 26 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 |
2015-05-11 |
2015-06-05 |
5.136670538999999 |
6.213779999999999 |
¥20.9万 |
+20.93% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-29 |
5.617294682999999 |
5.184810000000001 |
¥-9.3万 |
-7.73% |
跌破0.618止损 |
| 3 |
2015-07-08 |
2015-07-15 |
5.386995613999999 |
5.34465 |
¥-8,570 |
-0.82% |
跌破0.618止损 |
| 4 |
2015-12-14 |
2016-01-04 |
4.20546126 |
4.23576 |
¥7,550 |
+0.69% |
跌破0.618止损 |
| 5 |
2016-04-05 |
2016-05-27 |
3.754876125 |
3.5464499999999997 |
¥-6.2万 |
-5.58% |
跌破0.618止损 |
| 6 |
2016-08-29 |
2016-09-13 |
3.955136185 |
3.76623 |
¥-5.0万 |
-4.80% |
跌破0.618止损 |
| 7 |
2017-08-07 |
2017-08-17 |
4.195448257 |
4.06 |
¥-3.3万 |
-3.26% |
跌破0.618止损 |
| 8 |
2018-02-09 |
2018-02-12 |
4.425747325999999 |
4.34565 |
¥-1.7万 |
-1.84% |
跌破0.618止损 |
| 9 |
2018-11-13 |
2018-11-30 |
3.814954143 |
3.81 |
¥-1,507 |
-0.16% |
跌破0.618止损 |
| 10 |
2019-03-11 |
2019-03-29 |
4.165409248 |
3.996 |
¥-3.9万 |
-4.10% |
跌破0.618止损 |
| 11 |
2019-04-03 |
2019-04-12 |
4.115344233 |
4.11588 |
¥-153 |
-0.02% |
跌破0.618止损 |
| 12 |
2019-04-22 |
2019-04-29 |
4.325617296000001 |
4.1058900000000005 |
¥-4.6万 |
-5.11% |
跌破0.618止损 |
| 13 |
2019-11-18 |
2019-12-09 |
4.255526275 |
4.18581 |
¥-1.4万 |
-1.67% |
跌破0.618止损 |
| 14 |
2019-12-12 |
2020-01-09 |
4.315604292999999 |
4.35564 |
¥7,603 |
+0.90% |
跌破0.618止损 |
| 15 |
2020-10-29 |
2020-11-24 |
3.905071169999999 |
4.38561 |
¥10.4万 |
+12.27% |
重回前高 |
| 16 |
2020-12-08 |
2020-12-16 |
4.195448257 |
3.97602 |
¥-5.1万 |
-5.26% |
跌破0.618止损 |
| 17 |
2021-02-08 |
2021-02-25 |
4.30559129 |
4.13586 |
¥-3.6万 |
-3.97% |
跌破0.618止损 |
| 18 |
2021-03-04 |
2021-04-06 |
4.105331229999999 |
4.01598 |
¥-1.9万 |
-2.21% |
跌破0.618止损 |
| 19 |
2021-09-09 |
2021-09-16 |
3.5446030619999997 |
3.4465500000000002 |
¥-2.4万 |
-2.80% |
跌破0.618止损 |
| 20 |
2022-12-26 |
2023-02-20 |
3.0139139029999993 |
2.95 |
¥-1.8万 |
-2.15% |
跌破0.618止损 |
| 21 |
2023-05-16 |
2023-05-24 |
3.344343002 |
3.18681 |
¥-3.9万 |
-4.74% |
跌破0.618止损 |
| 22 |
2024-03-29 |
2024-04-03 |
3.084004924 |
3.0669299999999997 |
¥-4,468 |
-0.58% |
跌破0.618止损 |
| 23 |
2024-10-11 |
2024-12-31 |
3.5345900589999992 |
3.9060900000000003 |
¥8.0万 |
+10.48% |
重回前高 |
| 24 |
2025-01-06 |
2025-04-08 |
3.7148241129999993 |
3.57 |
¥-3.3万 |
-3.93% |
跌破0.618止损 |
| 25 |
2025-07-25 |
2025-08-01 |
4.135370239 |
4.05594 |
¥-1.6万 |
-1.95% |
跌破0.618止损 |
| 26 |
2025-11-21 |
2026-01-09 |
3.6547460949999997 |
3.47652 |
¥-3.9万 |
-4.91% |
跌破0.618止损 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-11 |
黄金分割买点 |
买入 |
5.135129999999999 |
194200.0 |
¥99.8万 |
|
| 2015-06-05 |
重回前高 |
卖出 |
6.213779999999999 |
194200.0 |
¥1.21M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
5.615609999999999 |
215100.0 |
¥1.21M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
5.184810000000001 |
215100.0 |
¥1.11M |
止损触发 |
| 2015-07-08 |
黄金分割买点 |
买入 |
5.38538 |
195000.0 |
¥1.05M |
|
| 2015-07-15 |
跌破0.618止损 |
卖出 |
5.34465 |
195000.0 |
¥1.04M |
止损触发 |
| 2015-12-14 |
黄金分割买点 |
买入 |
4.204199999999999 |
260100.0 |
¥1.09M |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
4.23576 |
260100.0 |
¥1.10M |
止损触发 |
| 2016-04-05 |
黄金分割买点 |
买入 |
3.75375 |
293800.0 |
¥1.10M |
|
| 2016-05-27 |
跌破0.618止损 |
卖出 |
3.5464499999999997 |
293800.0 |
¥1.04M |
止损触发 |
| 2016-08-29 |
黄金分割买点 |
买入 |
3.95395 |
265000.0 |
¥1.05M |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
3.76623 |
265000.0 |
¥99.8万 |
止损触发 |
| 2017-08-07 |
黄金分割买点 |
买入 |
4.19419 |
238400.0 |
¥1.00M |
|
| 2017-08-17 |
跌破0.618止损 |
卖出 |
4.06 |
238400.0 |
¥96.8万 |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
4.42442 |
213400.0 |
¥94.4万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
4.34565 |
213400.0 |
¥92.7万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
3.8138099999999997 |
247200.0 |
¥94.3万 |
|
| 2018-11-30 |
跌破0.618止损 |
卖出 |
3.81 |
247200.0 |
¥94.2万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
4.16416 |
227300.0 |
¥94.7万 |
|
| 2019-03-29 |
跌破0.618止损 |
卖出 |
3.996 |
227300.0 |
¥90.8万 |
止损触发 |
| 2019-04-03 |
黄金分割买点 |
买入 |
4.11411 |
219100.0 |
¥90.2万 |
|
| 2019-04-12 |
跌破0.618止损 |
卖出 |
4.11588 |
219100.0 |
¥90.2万 |
止损触发 |
| 2019-04-22 |
黄金分割买点 |
买入 |
4.32432 |
210400.0 |
¥91.0万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
4.1058900000000005 |
210400.0 |
¥86.4万 |
止损触发 |
| 2019-11-18 |
黄金分割买点 |
买入 |
4.25425 |
203000.0 |
¥86.4万 |
|
| 2019-12-09 |
跌破0.618止损 |
卖出 |
4.18581 |
203000.0 |
¥84.9万 |
止损触发 |
| 2019-12-12 |
黄金分割买点 |
买入 |
4.314309999999999 |
196300.0 |
¥84.7万 |
|
| 2020-01-09 |
跌破0.618止损 |
卖出 |
4.35564 |
196300.0 |
¥85.5万 |
止损触发 |
| 2020-10-29 |
黄金分割买点 |
买入 |
3.9038999999999993 |
217800.0 |
¥85.1万 |
|
| 2020-11-24 |
重回前高 |
卖出 |
4.38561 |
217800.0 |
¥95.5万 |
|
| 2020-12-08 |
黄金分割买点 |
买入 |
4.19419 |
229100.0 |
¥96.1万 |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
3.97602 |
229100.0 |
¥91.1万 |
止损触发 |
| 2021-02-08 |
黄金分割买点 |
买入 |
4.3043 |
208600.0 |
¥89.8万 |
|
| 2021-02-25 |
跌破0.618止损 |
卖出 |
4.13586 |
208600.0 |
¥86.2万 |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
4.104099999999999 |
211100.0 |
¥86.7万 |
|
| 2021-04-06 |
跌破0.618止损 |
卖出 |
4.01598 |
211100.0 |
¥84.8万 |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
3.5435399999999997 |
240800.0 |
¥85.4万 |
|
| 2021-09-16 |
跌破0.618止损 |
卖出 |
3.4465500000000002 |
240800.0 |
¥83.0万 |
止损触发 |
| 2022-12-26 |
黄金分割买点 |
买入 |
3.0130099999999995 |
276100.0 |
¥83.2万 |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
2.95 |
276100.0 |
¥81.4万 |
止损触发 |
| 2023-05-16 |
黄金分割买点 |
买入 |
3.3433399999999995 |
243500.0 |
¥81.4万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
3.18681 |
243500.0 |
¥77.6万 |
止损触发 |
| 2024-03-29 |
黄金分割买点 |
买入 |
3.08308 |
248300.0 |
¥76.6万 |
|
| 2024-04-03 |
跌破0.618止损 |
卖出 |
3.0669299999999997 |
248300.0 |
¥76.1万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
3.5335299999999994 |
217000.0 |
¥76.7万 |
|
| 2024-12-31 |
重回前高 |
卖出 |
3.9060900000000003 |
217000.0 |
¥84.7万 |
|
| 2025-01-06 |
黄金分割买点 |
买入 |
3.7137099999999994 |
229200.0 |
¥85.1万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
3.57 |
229200.0 |
¥81.8万 |
止损触发 |
| 2025-07-25 |
黄金分割买点 |
买入 |
4.13413 |
197800.0 |
¥81.8万 |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
4.05594 |
197800.0 |
¥80.2万 |
止损触发 |
| 2025-11-21 |
黄金分割买点 |
买入 |
3.65365 |
218300.0 |
¥79.8万 |
|
| 2026-01-09 |
跌破0.618止损 |
卖出 |
3.47652 |
218300.0 |
¥75.9万 |
止损触发 |