601857 中国石油 — 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: ¥37.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -62.38%）
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 35 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 |
2015-05-04 |
2015-05-08 |
13.387385010999996 |
12.287700000000001 |
¥-8.2万 |
-8.24% |
跌破0.618止损 |
| 2 |
2015-05-28 |
2015-05-29 |
13.243972000000001 |
12.15783 |
¥-7.5万 |
-8.23% |
跌破0.618止损 |
| 3 |
2015-06-09 |
2015-06-16 |
13.227176963 |
12.3876 |
¥-5.3万 |
-6.38% |
跌破0.618止损 |
| 4 |
2015-07-07 |
2015-08-03 |
13.016903899999997 |
10.86912 |
¥-13.0万 |
-16.53% |
跌破0.618止损 |
| 5 |
2015-11-26 |
2015-11-30 |
9.011702699999999 |
8.44155 |
¥-4.2万 |
-6.35% |
跌破0.618止损 |
| 6 |
2016-03-09 |
2016-03-30 |
7.710012309999999 |
7.50249 |
¥-1.7万 |
-2.72% |
跌破0.618止损 |
| 7 |
2016-04-06 |
2016-05-09 |
7.649934291999999 |
7.31268 |
¥-2.7万 |
-4.44% |
跌破0.618止损 |
| 8 |
2017-02-24 |
2017-03-10 |
8.300779486999998 |
7.92207 |
¥-2.6万 |
-4.59% |
跌破0.618止损 |
| 9 |
2018-08-08 |
2018-08-21 |
7.91027237 |
8.17182 |
¥1.8万 |
+3.28% |
重回前高 |
| 10 |
2018-10-19 |
2018-11-08 |
8.150584441999998 |
8.20179 |
¥3,285 |
+0.60% |
跌破0.618止损 |
| 11 |
2020-07-13 |
2020-07-17 |
4.595968377 |
4.3956 |
¥-2.5万 |
-4.39% |
跌破0.618止损 |
| 12 |
2020-07-23 |
2020-08-27 |
4.585955374 |
4.41558 |
¥-2.0万 |
-3.74% |
跌破0.618止损 |
| 13 |
2021-07-13 |
2021-07-27 |
4.936410479 |
4.6453500000000005 |
¥-3.1万 |
-5.92% |
跌破0.618止损 |
| 14 |
2021-09-06 |
2021-09-14 |
5.036540508999999 |
5.52447 |
¥4.7万 |
+9.65% |
重回前高 |
| 15 |
2021-11-01 |
2021-11-05 |
5.477112641 |
5.0149799999999995 |
¥-4.6万 |
-8.46% |
跌破0.618止损 |
| 16 |
2022-01-14 |
2022-02-09 |
5.461638000000001 |
5.4445500000000004 |
¥-1,687 |
-0.34% |
重回前高 |
| 17 |
2022-03-14 |
2022-03-16 |
5.467099638 |
5.0149799999999995 |
¥-4.0万 |
-8.30% |
跌破0.618止损 |
| 18 |
2022-03-29 |
2022-04-22 |
5.487125644 |
5.08491 |
¥-3.3万 |
-7.36% |
跌破0.618止损 |
| 19 |
2022-06-02 |
2022-06-13 |
5.477112640999999 |
5.82417 |
¥2.6万 |
+6.30% |
重回前高 |
| 20 |
2022-09-08 |
2022-09-21 |
5.517164652999999 |
5.13486 |
¥-3.1万 |
-6.96% |
跌破0.618止损 |
| 21 |
2022-12-07 |
2022-12-13 |
5.246813572 |
5.10489 |
¥-1.1万 |
-2.73% |
跌破0.618止损 |
| 22 |
2023-05-25 |
2023-08-03 |
7.20936216 |
7.54245 |
¥1.8万 |
+4.59% |
跌破0.618止损 |
| 23 |
2023-08-08 |
2023-08-25 |
7.659947294999999 |
7.62237 |
¥-2,189 |
-0.52% |
跌破0.618止损 |
| 24 |
2024-01-05 |
2024-01-24 |
7.399609216999998 |
7.01298 |
¥-2.2万 |
-5.25% |
跌破0.618止损 |
| 25 |
2024-05-17 |
2024-06-27 |
9.842781949 |
9.65034 |
¥-7,911 |
-1.98% |
跌破0.618止损 |
| 26 |
2024-07-01 |
2024-07-18 |
10.303380086999997 |
10.109879999999999 |
¥-7,429 |
-1.91% |
跌破0.618止损 |
| 27 |
2024-10-09 |
2024-10-10 |
9.111832729999998 |
8.47 |
¥-2.6万 |
-7.07% |
跌破0.618止损 |
| 28 |
2024-12-26 |
2025-01-23 |
9.022706 |
8.25174 |
¥-3.1万 |
-8.57% |
跌破0.618止损 |
| 29 |
2025-04-24 |
2025-05-15 |
7.990376393999999 |
8.281709999999999 |
¥1.2万 |
+3.61% |
重回前高 |
| 30 |
2025-07-09 |
2025-08-04 |
8.601169577 |
8.43156 |
¥-6,782 |
-2.00% |
跌破0.618止损 |
| 31 |
2025-12-16 |
2026-01-05 |
9.482313840999998 |
10.39959 |
¥3.2万 |
+9.64% |
重回前高 |
| 32 |
2026-01-19 |
2026-01-27 |
9.732638916 |
10.379610000000001 |
¥2.4万 |
+6.62% |
重回前高 |
| 33 |
2026-03-11 |
2026-05-08 |
11.795317533999997 |
11.318670000000001 |
¥-1.5万 |
-4.07% |
跌破0.618止损 |
| 34 |
2026-07-28 |
2026-08-20 |
10.824056243 |
11.088899999999999 |
¥8,892 |
+2.42% |
重回前高 |
| 35 |
2026-11-06 |
2026-11-13 |
12.556305761999997 |
12.39 |
¥-5,152 |
-1.35% |
强平 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-04 |
黄金分割买点 |
买入 |
13.383369999999998 |
74400.0 |
¥99.6万 |
|
| 2015-05-08 |
跌破0.618止损 |
卖出 |
12.287700000000001 |
74400.0 |
¥91.4万 |
止损触发 |
| 2015-05-28 |
黄金分割买点 |
买入 |
13.24 |
68500.0 |
¥90.7万 |
|
| 2015-05-29 |
跌破0.618止损 |
卖出 |
12.15783 |
68500.0 |
¥83.3万 |
止损触发 |
| 2015-06-09 |
黄金分割买点 |
买入 |
13.22321 |
63000.0 |
¥83.3万 |
|
| 2015-06-16 |
跌破0.618止损 |
卖出 |
12.3876 |
63000.0 |
¥78.0万 |
止损触发 |
| 2015-07-07 |
黄金分割买点 |
买入 |
13.012999999999998 |
60500.0 |
¥78.8万 |
|
| 2015-08-03 |
跌破0.618止损 |
卖出 |
10.86912 |
60500.0 |
¥65.7万 |
止损触发 |
| 2015-11-26 |
黄金分割买点 |
买入 |
9.008999999999999 |
73200.0 |
¥66.0万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
8.44155 |
73200.0 |
¥61.8万 |
止损触发 |
| 2016-03-09 |
黄金分割买点 |
买入 |
7.707699999999998 |
78700.0 |
¥60.7万 |
|
| 2016-03-30 |
跌破0.618止损 |
卖出 |
7.50249 |
78700.0 |
¥59.0万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
7.64764 |
78200.0 |
¥59.8万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
7.31268 |
78200.0 |
¥57.2万 |
止损触发 |
| 2017-02-24 |
黄金分割买点 |
买入 |
8.298289999999998 |
69100.0 |
¥57.4万 |
|
| 2017-03-10 |
跌破0.618止损 |
卖出 |
7.92207 |
69100.0 |
¥54.7万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
7.907900000000001 |
68800.0 |
¥54.4万 |
|
| 2018-08-21 |
重回前高 |
卖出 |
8.17182 |
68800.0 |
¥56.2万 |
|
| 2018-10-19 |
黄金分割买点 |
买入 |
8.14814 |
67400.0 |
¥54.9万 |
|
| 2018-11-08 |
跌破0.618止损 |
卖出 |
8.20179 |
67400.0 |
¥55.3万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
4.594589999999999 |
123400.0 |
¥56.7万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
4.3956 |
123400.0 |
¥54.2万 |
止损触发 |
| 2020-07-23 |
黄金分割买点 |
买入 |
4.58458 |
117800.0 |
¥54.0万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
4.41558 |
117800.0 |
¥52.0万 |
止损触发 |
| 2021-07-13 |
黄金分割买点 |
买入 |
4.93493 |
106000.0 |
¥52.3万 |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
106000.0 |
¥49.2万 |
止损触发 |
| 2021-09-06 |
黄金分割买点 |
买入 |
5.03503 |
97400.0 |
¥49.1万 |
|
| 2021-09-14 |
重回前高 |
卖出 |
5.52447 |
97400.0 |
¥53.8万 |
|
| 2021-11-01 |
黄金分割买点 |
买入 |
5.475469999999999 |
98400.0 |
¥53.9万 |
|
| 2021-11-05 |
跌破0.618止损 |
卖出 |
5.0149799999999995 |
98400.0 |
¥49.3万 |
止损触发 |
| 2022-01-14 |
黄金分割买点 |
买入 |
5.46 |
90100.0 |
¥49.2万 |
|
| 2022-02-09 |
重回前高 |
卖出 |
5.4445500000000004 |
90100.0 |
¥49.0万 |
|
| 2022-03-14 |
黄金分割买点 |
买入 |
5.465459999999999 |
88100.0 |
¥48.2万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
5.0149799999999995 |
88100.0 |
¥44.2万 |
止损触发 |
| 2022-03-29 |
黄金分割买点 |
买入 |
5.48548 |
81300.0 |
¥44.6万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
5.08491 |
81300.0 |
¥41.3万 |
止损触发 |
| 2022-06-02 |
黄金分割买点 |
买入 |
5.475469999999999 |
75500.0 |
¥41.4万 |
|
| 2022-06-13 |
重回前高 |
卖出 |
5.82417 |
75500.0 |
¥44.0万 |
|
| 2022-09-08 |
黄金分割买点 |
买入 |
5.515509999999999 |
79800.0 |
¥44.0万 |
|
| 2022-09-21 |
跌破0.618止损 |
卖出 |
5.13486 |
79800.0 |
¥41.0万 |
止损触发 |
| 2022-12-07 |
黄金分割买点 |
买入 |
5.24524 |
78600.0 |
¥41.2万 |
|
| 2022-12-13 |
跌破0.618止损 |
卖出 |
5.10489 |
78600.0 |
¥40.1万 |
止损触发 |
| 2023-05-25 |
黄金分割买点 |
买入 |
7.207199999999999 |
55900.0 |
¥40.3万 |
|
| 2023-08-03 |
跌破0.618止损 |
卖出 |
7.54245 |
55900.0 |
¥42.1万 |
止损触发 |
| 2023-08-08 |
黄金分割买点 |
买入 |
7.657649999999999 |
54900.0 |
¥42.1万 |
|
| 2023-08-25 |
跌破0.618止损 |
卖出 |
7.62237 |
54900.0 |
¥41.8万 |
止损触发 |
| 2024-01-05 |
黄金分割买点 |
买入 |
7.397389999999999 |
56500.0 |
¥41.8万 |
|
| 2024-01-24 |
跌破0.618止损 |
卖出 |
7.01298 |
56500.0 |
¥39.6万 |
止损触发 |
| 2024-05-17 |
黄金分割买点 |
买入 |
9.83983 |
40500.0 |
¥39.9万 |
|
| 2024-06-27 |
跌破0.618止损 |
卖出 |
9.65034 |
40500.0 |
¥39.1万 |
止损触发 |
| 2024-07-01 |
黄金分割买点 |
买入 |
10.300289999999999 |
37800.0 |
¥38.9万 |
|
| 2024-07-18 |
跌破0.618止损 |
卖出 |
10.109879999999999 |
37800.0 |
¥38.2万 |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
9.109099999999998 |
40900.0 |
¥37.3万 |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
8.47 |
40900.0 |
¥34.6万 |
止损触发 |
| 2024-12-26 |
黄金分割买点 |
买入 |
9.02 |
39500.0 |
¥35.6万 |
|
| 2025-01-23 |
跌破0.618止损 |
卖出 |
8.25174 |
39500.0 |
¥32.6万 |
止损触发 |
| 2025-04-24 |
黄金分割买点 |
买入 |
7.987979999999999 |
40700.0 |
¥32.5万 |
|
| 2025-05-15 |
重回前高 |
卖出 |
8.281709999999999 |
40700.0 |
¥33.7万 |
|
| 2025-07-09 |
黄金分割买点 |
买入 |
8.59859 |
39400.0 |
¥33.9万 |
|
| 2025-08-04 |
跌破0.618止损 |
卖出 |
8.43156 |
39400.0 |
¥33.2万 |
止损触发 |
| 2025-12-16 |
黄金分割买点 |
买入 |
9.47947 |
34800.0 |
¥33.0万 |
|
| 2026-01-05 |
重回前高 |
卖出 |
10.39959 |
34800.0 |
¥36.2万 |
|
| 2026-01-19 |
黄金分割买点 |
买入 |
9.72972 |
37000.0 |
¥36.0万 |
|
| 2026-01-27 |
重回前高 |
卖出 |
10.379610000000001 |
37000.0 |
¥38.4万 |
|
| 2026-03-11 |
黄金分割买点 |
买入 |
11.791779999999997 |
32200.0 |
¥38.0万 |
|
| 2026-05-08 |
跌破0.618止损 |
卖出 |
11.318670000000001 |
32200.0 |
¥36.4万 |
止损触发 |
| 2026-07-28 |
黄金分割买点 |
买入 |
10.82081 |
34000.0 |
¥36.8万 |
|
| 2026-08-20 |
重回前高 |
卖出 |
11.088899999999999 |
34000.0 |
¥37.7万 |
|
| 2026-11-06 |
黄金分割买点 |
买入 |
12.552539999999997 |
30300.0 |
¥38.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
12.39 |
30300 |
¥37.5万 |
回测结束强平 |