601838 成都银行 — 斐波那契回调 回测明细
数据区间: 2018-01-31 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥75.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -24.40%）
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 27 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 |
2018-07-24 |
2018-08-02 |
9.762677924999998 |
8.991 |
¥-7.9万 |
-7.93% |
跌破0.618止损 |
| 2 |
2018-09-25 |
2018-10-12 |
9.302079786999997 |
8.20179 |
¥-10.7万 |
-11.85% |
跌破0.618止损 |
| 3 |
2018-11-05 |
2018-11-12 |
8.911572669999998 |
8.42157 |
¥-4.5万 |
-5.53% |
跌破0.618止损 |
| 4 |
2019-03-14 |
2019-05-20 |
8.901559667 |
8.50149 |
¥-3.5万 |
-4.52% |
跌破0.618止损 |
| 5 |
2019-06-24 |
2019-07-01 |
9.111832729999998 |
8.92107 |
¥-1.6万 |
-2.12% |
跌破0.618止损 |
| 6 |
2020-07-22 |
2020-07-27 |
8.61118258 |
8.25174 |
¥-3.0万 |
-4.20% |
跌破0.618止损 |
| 7 |
2020-08-26 |
2020-11-11 |
9.942911979 |
10.139850000000001 |
¥1.3万 |
+1.95% |
跌破0.618止损 |
| 8 |
2020-11-27 |
2020-12-16 |
10.753965221999998 |
10.67931 |
¥-5,076 |
-0.72% |
跌破0.618止损 |
| 9 |
2021-02-05 |
2021-03-17 |
10.81404324 |
12.257729999999999 |
¥9.3万 |
+13.32% |
重回前高 |
| 10 |
2021-04-06 |
2021-05-10 |
10.984264290999999 |
12.73725 |
¥12.6万 |
+15.92% |
重回前高 |
| 11 |
2021-06-29 |
2021-07-15 |
12.676461798 |
11.59839 |
¥-7.8万 |
-8.53% |
跌破0.618止损 |
| 12 |
2021-09-02 |
2021-11-19 |
12.496227743999999 |
11.43855 |
¥-7.1万 |
-8.49% |
跌破0.618止损 |
| 13 |
2022-03-15 |
2022-04-06 |
13.417424019999999 |
15.43455 |
¥11.2万 |
+15.00% |
重回前高 |
| 14 |
2022-05-19 |
2022-07-22 |
15.490115641 |
15.31467 |
¥-1.0万 |
-1.16% |
跌破0.618止损 |
| 15 |
2022-09-22 |
2022-10-20 |
15.950713778999999 |
15.114870000000002 |
¥-4.6万 |
-5.27% |
跌破0.618止损 |
| 16 |
2022-11-28 |
2022-12-21 |
14.824446 |
14.17581 |
¥-3.6万 |
-4.40% |
跌破0.618止损 |
| 17 |
2022-12-29 |
2023-02-07 |
14.959426481999998 |
13.95 |
¥-5.3万 |
-6.78% |
跌破0.618止损 |
| 18 |
2023-02-21 |
2023-03-09 |
14.488815340999999 |
14.125860000000001 |
¥-1.9万 |
-2.53% |
跌破0.618止损 |
| 19 |
2023-08-15 |
2023-10-20 |
13.567619064999999 |
13.11 |
¥-2.4万 |
-3.40% |
跌破0.618止损 |
| 20 |
2024-01-17 |
2024-02-20 |
12.135759635999998 |
12.777209999999998 |
¥3.6万 |
+5.25% |
重回前高 |
| 21 |
2024-06-19 |
2024-07-08 |
14.959426481999996 |
14.23 |
¥-3.6万 |
-4.90% |
跌破0.618止损 |
| 22 |
2024-09-26 |
2024-10-08 |
14.488815340999999 |
17.082900000000002 |
¥12.3万 |
+17.87% |
重回前高 |
| 23 |
2024-10-11 |
2024-12-31 |
15.299868583999999 |
17.06 |
¥9.3万 |
+11.47% |
重回前高 |
| 24 |
2025-10-23 |
2025-10-30 |
18.524055549999996 |
17.06292 |
¥-7.2万 |
-7.92% |
跌破0.618止损 |
| 25 |
2026-06-22 |
2026-06-25 |
18.484003538 |
17.81217 |
¥-3.0万 |
-3.66% |
跌破0.618止损 |
| 26 |
2026-07-08 |
2026-07-14 |
18.714302607 |
17.972009999999997 |
¥-3.2万 |
-4.00% |
跌破0.618止损 |
| 27 |
2026-09-21 |
2026-10-23 |
19.064757711999995 |
18.611369999999997 |
¥-1.8万 |
-2.41% |
跌破0.618止损 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-07-24 |
黄金分割买点 |
买入 |
9.759749999999999 |
102200.0 |
¥99.8万 |
|
| 2018-08-02 |
跌破0.618止损 |
卖出 |
8.991 |
102200.0 |
¥91.9万 |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
9.299289999999997 |
96800.0 |
¥90.0万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
8.20179 |
96800.0 |
¥79.4万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
8.9089 |
90400.0 |
¥80.6万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
8.42157 |
90400.0 |
¥76.1万 |
止损触发 |
| 2019-03-14 |
黄金分割买点 |
买入 |
8.89889 |
85800.0 |
¥76.4万 |
|
| 2019-05-20 |
跌破0.618止损 |
卖出 |
8.50149 |
85800.0 |
¥72.9万 |
止损触发 |
| 2019-06-24 |
黄金分割买点 |
买入 |
9.109099999999998 |
80600.0 |
¥73.4万 |
|
| 2019-07-01 |
跌破0.618止损 |
卖出 |
8.92107 |
80600.0 |
¥71.9万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
8.6086 |
82900.0 |
¥71.4万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
8.25174 |
82900.0 |
¥68.4万 |
止损触发 |
| 2020-08-26 |
黄金分割买点 |
买入 |
9.939929999999999 |
68500.0 |
¥68.1万 |
|
| 2020-11-11 |
跌破0.618止损 |
卖出 |
10.139850000000001 |
68500.0 |
¥69.4万 |
止损触发 |
| 2020-11-27 |
黄金分割买点 |
买入 |
10.750739999999999 |
65200.0 |
¥70.1万 |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
10.67931 |
65200.0 |
¥69.6万 |
止损触发 |
| 2021-02-05 |
黄金分割买点 |
买入 |
10.8108 |
64400.0 |
¥69.6万 |
|
| 2021-03-17 |
重回前高 |
卖出 |
12.257729999999999 |
64400.0 |
¥78.9万 |
|
| 2021-04-06 |
黄金分割买点 |
买入 |
10.98097 |
71900.0 |
¥79.0万 |
|
| 2021-05-10 |
重回前高 |
卖出 |
12.73725 |
71900.0 |
¥91.6万 |
|
| 2021-06-29 |
黄金分割买点 |
买入 |
12.672659999999999 |
72100.0 |
¥91.4万 |
|
| 2021-07-15 |
跌破0.618止损 |
卖出 |
11.59839 |
72100.0 |
¥83.6万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
12.492479999999999 |
66700.0 |
¥83.3万 |
|
| 2021-11-19 |
跌破0.618止损 |
卖出 |
11.43855 |
66700.0 |
¥76.3万 |
止损触发 |
| 2022-03-15 |
黄金分割买点 |
买入 |
13.4134 |
55600.0 |
¥74.6万 |
|
| 2022-04-06 |
重回前高 |
卖出 |
15.43455 |
55600.0 |
¥85.8万 |
|
| 2022-05-19 |
黄金分割买点 |
买入 |
15.48547 |
56100.0 |
¥86.9万 |
|
| 2022-07-22 |
跌破0.618止损 |
卖出 |
15.31467 |
56100.0 |
¥85.9万 |
止损触发 |
| 2022-09-22 |
黄金分割买点 |
买入 |
15.945929999999999 |
54300.0 |
¥86.6万 |
|
| 2022-10-20 |
跌破0.618止损 |
卖出 |
15.114870000000002 |
54300.0 |
¥82.0万 |
止损触发 |
| 2022-11-28 |
黄金分割买点 |
买入 |
14.82 |
54600.0 |
¥80.9万 |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
14.17581 |
54600.0 |
¥77.4万 |
止损触发 |
| 2022-12-29 |
黄金分割买点 |
买入 |
14.954939999999997 |
52500.0 |
¥78.5万 |
|
| 2023-02-07 |
跌破0.618止损 |
卖出 |
13.95 |
52500.0 |
¥73.2万 |
止损触发 |
| 2023-02-21 |
黄金分割买点 |
买入 |
14.484469999999998 |
50500.0 |
¥73.2万 |
|
| 2023-03-09 |
跌破0.618止损 |
卖出 |
14.125860000000001 |
50500.0 |
¥71.3万 |
止损触发 |
| 2023-08-15 |
黄金分割买点 |
买入 |
13.56355 |
52700.0 |
¥71.5万 |
|
| 2023-10-20 |
跌破0.618止损 |
卖出 |
13.11 |
52700.0 |
¥69.1万 |
止损触发 |
| 2024-01-17 |
黄金分割买点 |
买入 |
12.132119999999999 |
56900.0 |
¥69.1万 |
|
| 2024-02-20 |
重回前高 |
卖出 |
12.777209999999998 |
56900.0 |
¥72.7万 |
|
| 2024-06-19 |
黄金分割买点 |
买入 |
14.954939999999995 |
48600.0 |
¥72.7万 |
|
| 2024-07-08 |
跌破0.618止损 |
卖出 |
14.23 |
48600.0 |
¥69.1万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
14.484469999999998 |
47500.0 |
¥68.8万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
17.082900000000002 |
47500.0 |
¥81.1万 |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
15.295279999999998 |
52900.0 |
¥80.9万 |
|
| 2024-12-31 |
重回前高 |
卖出 |
17.06 |
52900.0 |
¥90.2万 |
|
| 2025-10-23 |
黄金分割买点 |
买入 |
18.5185 |
48800.0 |
¥90.4万 |
|
| 2025-10-30 |
跌破0.618止损 |
卖出 |
17.06292 |
48800.0 |
¥83.2万 |
止损触发 |
| 2026-06-22 |
黄金分割买点 |
买入 |
18.47846 |
44600.0 |
¥82.4万 |
|
| 2026-06-25 |
跌破0.618止损 |
卖出 |
17.81217 |
44600.0 |
¥79.4万 |
止损触发 |
| 2026-07-08 |
黄金分割买点 |
买入 |
18.70869 |
42800.0 |
¥80.1万 |
|
| 2026-07-14 |
跌破0.618止损 |
卖出 |
17.972009999999997 |
42800.0 |
¥76.9万 |
止损触发 |
| 2026-09-21 |
黄金分割买点 |
买入 |
19.059039999999996 |
40300.0 |
¥76.8万 |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
18.611369999999997 |
40300.0 |
¥75.0万 |
止损触发 |