601872 招商轮船 — 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: ¥75.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -24.82%）
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 51 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 |
2015-07-07 |
8.841481648999999 |
7.59 |
¥-13.9万 |
-14.18% |
跌破0.618止损 |
| 2 |
2015-08-12 |
2015-08-21 |
9.792716933999998 |
8.30169 |
¥-12.8万 |
-15.25% |
跌破0.618止损 |
| 3 |
2015-12-01 |
2015-12-31 |
7.169310148 |
7.15284 |
¥-1,901 |
-0.26% |
跌破0.618止损 |
| 4 |
2016-04-07 |
2016-05-10 |
5.5572166649999994 |
4.7951999999999995 |
¥-9.9万 |
-13.74% |
跌破0.618止损 |
| 5 |
2016-07-06 |
2016-09-29 |
4.996488497 |
5.11488 |
¥1.4万 |
+2.34% |
跌破0.618止损 |
| 6 |
2016-10-28 |
2016-11-01 |
5.5672296679999995 |
5.3846099999999995 |
¥-2.1万 |
-3.31% |
跌破0.618止损 |
| 7 |
2016-11-14 |
2016-12-13 |
5.587255674 |
5.1948 |
¥-4.4万 |
-7.05% |
跌破0.618止损 |
| 8 |
2017-02-27 |
2017-04-20 |
5.386995614 |
5.25474 |
¥-1.4万 |
-2.48% |
跌破0.618止损 |
| 9 |
2018-05-28 |
2018-05-31 |
4.0452532119999995 |
3.8761199999999993 |
¥-2.4万 |
-4.21% |
跌破0.618止损 |
| 10 |
2018-10-19 |
2018-11-02 |
3.644733091999999 |
4.17582 |
¥7.8万 |
+14.54% |
重回前高 |
| 11 |
2018-11-09 |
2018-12-04 |
3.8611579999999996 |
4.305689999999999 |
¥7.1万 |
+11.48% |
重回前高 |
| 12 |
2018-12-18 |
2018-12-27 |
3.9451231819999997 |
3.82617 |
¥-2.1万 |
-3.04% |
跌破0.618止损 |
| 13 |
2019-01-11 |
2019-01-18 |
3.90507117 |
3.91 |
¥642 |
+0.10% |
跌破0.618止损 |
| 14 |
2019-01-24 |
2019-02-26 |
4.0052012 |
4.45554 |
¥7.4万 |
+11.21% |
重回前高 |
| 15 |
2019-04-26 |
2019-05-07 |
4.776202430999999 |
4.40559 |
¥-5.8万 |
-7.79% |
跌破0.618止损 |
| 16 |
2019-08-16 |
2019-10-11 |
4.195448257 |
6.3936 |
¥35.9万 |
+52.35% |
重回前高 |
| 17 |
2019-10-18 |
2020-01-02 |
6.067879817999999 |
8.27172 |
¥37.9万 |
+36.28% |
重回前高 |
| 18 |
2020-01-15 |
2020-02-03 |
7.219375162999999 |
5.68 |
¥-30.2万 |
-21.35% |
跌破0.618止损 |
| 19 |
2020-03-13 |
2020-03-20 |
6.618594982999999 |
6.293699999999999 |
¥-5.3万 |
-4.94% |
跌破0.618止损 |
| 20 |
2020-04-08 |
2020-05-21 |
6.768790027999999 |
5.97402 |
¥-12.3万 |
-11.77% |
跌破0.618止损 |
| 21 |
2020-07-21 |
2020-07-27 |
6.778803030999999 |
6.1938 |
¥-8.2万 |
-8.66% |
跌破0.618止损 |
| 22 |
2020-08-04 |
2020-08-10 |
6.478412940999999 |
6.15384 |
¥-4.3万 |
-5.04% |
跌破0.618止损 |
| 23 |
2020-08-12 |
2020-09-07 |
6.4884259439999985 |
6.22377 |
¥-3.4万 |
-4.11% |
跌破0.618止损 |
| 24 |
2020-11-24 |
2020-12-10 |
6.188035853999999 |
5.70429 |
¥-6.1万 |
-7.85% |
跌破0.618止损 |
| 25 |
2021-01-11 |
2021-01-12 |
5.90767177 |
5.594399999999999 |
¥-3.9万 |
-5.33% |
跌破0.618止损 |
| 26 |
2021-01-19 |
2021-01-21 |
5.871761 |
5.724270000000001 |
¥-1.7万 |
-2.54% |
跌破0.618止损 |
| 27 |
2021-02-26 |
2021-04-12 |
5.306891589999999 |
4.975020000000001 |
¥-4.1万 |
-6.28% |
跌破0.618止损 |
| 28 |
2021-05-07 |
2021-06-08 |
5.086605524 |
5.124869999999999 |
¥4,517 |
+0.72% |
跌破0.618止损 |
| 29 |
2021-06-11 |
2021-06-25 |
5.286865584 |
4.65534 |
¥-7.6万 |
-11.97% |
跌破0.618止损 |
| 30 |
2021-09-08 |
2021-09-24 |
4.806241439999999 |
5.83416 |
¥11.8万 |
+21.35% |
重回前高 |
| 31 |
2021-10-12 |
2021-10-15 |
5.096618526999999 |
4.54545 |
¥-7.3万 |
-10.84% |
跌破0.618止损 |
| 32 |
2022-02-11 |
2022-03-16 |
4.345643301999999 |
3.9060900000000003 |
¥-6.1万 |
-10.14% |
跌破0.618止损 |
| 33 |
2022-04-27 |
2022-06-02 |
4.726137416 |
6.6933 |
¥22.2万 |
+41.58% |
重回前高 |
| 34 |
2022-06-17 |
2022-07-13 |
5.697398707 |
5.46453 |
¥-3.1万 |
-4.12% |
跌破0.618止损 |
| 35 |
2022-09-14 |
2022-11-01 |
7.229388165999998 |
6.98301 |
¥-2.5万 |
-3.44% |
跌破0.618止损 |
| 36 |
2023-02-08 |
2023-03-10 |
6.898959066999998 |
7.9620299999999995 |
¥10.9万 |
+15.37% |
重回前高 |
| 37 |
2023-03-29 |
2023-04-04 |
6.9790630909999996 |
6.38361 |
¥-7.0万 |
-8.56% |
跌破0.618止损 |
| 38 |
2023-04-17 |
2023-04-25 |
7.119245132999999 |
6.84315 |
¥-2.9万 |
-3.91% |
跌破0.618止损 |
| 39 |
2023-07-20 |
2023-09-01 |
6.498438946999999 |
5.88411 |
¥-6.8万 |
-9.48% |
跌破0.618止损 |
| 40 |
2023-09-21 |
2023-11-21 |
6.188035854 |
5.974019999999999 |
¥-2.3万 |
-3.49% |
跌破0.618止损 |
| 41 |
2024-01-10 |
2024-02-20 |
6.278152880999999 |
7.12287 |
¥8.4万 |
+13.42% |
重回前高 |
| 42 |
2024-06-03 |
2024-06-18 |
8.771390627999999 |
8.27172 |
¥-4.0万 |
-5.72% |
跌破0.618止损 |
| 43 |
2024-10-15 |
2024-10-16 |
7.532259 |
7.00299 |
¥-4.7万 |
-7.05% |
跌破0.618止损 |
| 44 |
2025-02-18 |
2025-02-20 |
6.778803031 |
6.54345 |
¥-2.2万 |
-3.50% |
跌破0.618止损 |
| 45 |
2025-12-19 |
2025-12-22 |
8.601169576999999 |
8.521469999999999 |
¥-5,552 |
-0.96% |
跌破0.618止损 |
| 46 |
2025-12-23 |
2026-02-11 |
8.691286603999998 |
12.30768 |
¥24.0万 |
+41.57% |
重回前高 |
| 47 |
2026-04-28 |
2026-05-28 |
17.212352157 |
16.17381 |
¥-5.1万 |
-6.06% |
跌破0.618止损 |
| 48 |
2026-06-30 |
2026-07-02 |
18.003379394 |
16.92306 |
¥-4.7万 |
-6.03% |
跌破0.618止损 |
| 49 |
2026-08-06 |
2026-08-12 |
17.973340385 |
16.64334 |
¥-5.4万 |
-7.43% |
跌破0.618止损 |
| 50 |
2026-08-20 |
2026-09-18 |
18.604159573999997 |
21.58839 |
¥10.9万 |
+16.01% |
重回前高 |
| 51 |
2026-10-16 |
2026-10-22 |
18.924575669999996 |
17.882099999999998 |
¥-4.3万 |
-5.54% |
跌破0.618止损 |
逐笔成交记录（共 102 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 |
8.83883 |
110900.0 |
¥98.1万 |
|
| 2015-07-07 |
跌破0.618止损 |
卖出 |
7.59 |
110900.0 |
¥84.1万 |
止损触发 |
| 2015-08-12 |
黄金分割买点 |
买入 |
9.789779999999999 |
85800.0 |
¥84.0万 |
|
| 2015-08-21 |
跌破0.618止损 |
卖出 |
8.30169 |
85800.0 |
¥71.2万 |
止损触发 |
| 2015-12-01 |
黄金分割买点 |
买入 |
7.16716 |
102100.0 |
¥73.2万 |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
7.15284 |
102100.0 |
¥73.0万 |
止损触发 |
| 2016-04-07 |
黄金分割买点 |
买入 |
5.555549999999999 |
130300.0 |
¥72.4万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
4.7951999999999995 |
130300.0 |
¥62.5万 |
止损触发 |
| 2016-07-06 |
黄金分割买点 |
买入 |
4.99499 |
122600.0 |
¥61.3万 |
|
| 2016-09-29 |
跌破0.618止损 |
卖出 |
5.11488 |
122600.0 |
¥62.7万 |
止损触发 |
| 2016-10-28 |
黄金分割买点 |
买入 |
5.565559999999999 |
115100.0 |
¥64.1万 |
|
| 2016-11-01 |
跌破0.618止损 |
卖出 |
5.3846099999999995 |
115100.0 |
¥62.0万 |
止损触发 |
| 2016-11-14 |
黄金分割买点 |
买入 |
5.585579999999999 |
111500.0 |
¥62.3万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
5.1948 |
111500.0 |
¥57.9万 |
止损触发 |
| 2017-02-27 |
黄金分割买点 |
买入 |
5.38538 |
107700.0 |
¥58.0万 |
|
| 2017-04-20 |
跌破0.618止损 |
卖出 |
5.25474 |
107700.0 |
¥56.6万 |
止损触发 |
| 2018-05-28 |
黄金分割买点 |
买入 |
4.04404 |
139000.0 |
¥56.2万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
3.8761199999999993 |
139000.0 |
¥53.9万 |
止损触发 |
| 2018-10-19 |
黄金分割买点 |
买入 |
3.643639999999999 |
146900.0 |
¥53.5万 |
|
| 2018-11-02 |
重回前高 |
卖出 |
4.17582 |
146900.0 |
¥61.3万 |
|
| 2018-11-09 |
黄金分割买点 |
买入 |
3.86 |
160600.0 |
¥62.0万 |
|
| 2018-12-04 |
重回前高 |
卖出 |
4.305689999999999 |
160600.0 |
¥69.1万 |
|
| 2018-12-18 |
黄金分割买点 |
买入 |
3.9439399999999996 |
174000.0 |
¥68.6万 |
|
| 2018-12-27 |
跌破0.618止损 |
卖出 |
3.82617 |
174000.0 |
¥66.6万 |
止损触发 |
| 2019-01-11 |
黄金分割买点 |
买入 |
3.9038999999999993 |
170900.0 |
¥66.7万 |
|
| 2019-01-18 |
跌破0.618止损 |
卖出 |
3.91 |
170900.0 |
¥66.8万 |
止损触发 |
| 2019-01-24 |
黄金分割买点 |
买入 |
4.004 |
164800.0 |
¥66.0万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
4.45554 |
164800.0 |
¥73.4万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
4.774769999999999 |
154700.0 |
¥73.9万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
4.40559 |
154700.0 |
¥68.1万 |
止损触发 |
| 2019-08-16 |
黄金分割买点 |
买入 |
4.19419 |
163600.0 |
¥68.6万 |
|
| 2019-10-11 |
重回前高 |
卖出 |
6.3936 |
163600.0 |
¥1.05M |
|
| 2019-10-18 |
黄金分割买点 |
买入 |
6.066059999999999 |
172200.0 |
¥1.04M |
|
| 2020-01-02 |
重回前高 |
卖出 |
8.27172 |
172200.0 |
¥1.42M |
|
| 2020-01-15 |
黄金分割买点 |
买入 |
7.217209999999999 |
196000.0 |
¥1.41M |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
5.68 |
196000.0 |
¥1.11M |
止损触发 |
| 2020-03-13 |
黄金分割买点 |
买入 |
6.616609999999999 |
162300.0 |
¥1.07M |
|
| 2020-03-20 |
跌破0.618止损 |
卖出 |
6.293699999999999 |
162300.0 |
¥1.02M |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
6.766759999999999 |
154900.0 |
¥1.05M |
|
| 2020-05-21 |
跌破0.618止损 |
卖出 |
5.97402 |
154900.0 |
¥92.5万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
6.776769999999999 |
139500.0 |
¥94.6万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
6.1938 |
139500.0 |
¥86.4万 |
止损触发 |
| 2020-08-04 |
黄金分割买点 |
买入 |
6.476469999999999 |
132900.0 |
¥86.1万 |
|
| 2020-08-10 |
跌破0.618止损 |
卖出 |
6.15384 |
132900.0 |
¥81.8万 |
止损触发 |
| 2020-08-12 |
黄金分割买点 |
买入 |
6.486479999999999 |
126600.0 |
¥82.1万 |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
6.22377 |
126600.0 |
¥78.8万 |
止损触发 |
| 2020-11-24 |
黄金分割买点 |
买入 |
6.186179999999999 |
126500.0 |
¥78.3万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
5.70429 |
126500.0 |
¥72.1万 |
止损触发 |
| 2021-01-11 |
黄金分割买点 |
买入 |
5.9059 |
122800.0 |
¥72.5万 |
|
| 2021-01-12 |
跌破0.618止损 |
卖出 |
5.594399999999999 |
122800.0 |
¥68.7万 |
止损触发 |
| 2021-01-19 |
黄金分割买点 |
买入 |
5.87 |
116100.0 |
¥68.2万 |
|
| 2021-01-21 |
跌破0.618止损 |
卖出 |
5.724270000000001 |
116100.0 |
¥66.4万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
5.305299999999999 |
124300.0 |
¥66.0万 |
|
| 2021-04-12 |
跌破0.618止损 |
卖出 |
4.975020000000001 |
124300.0 |
¥61.8万 |
止损触发 |
| 2021-05-07 |
黄金分割买点 |
买入 |
5.08508 |
123000.0 |
¥62.6万 |
|
| 2021-06-08 |
跌破0.618止损 |
卖出 |
5.124869999999999 |
123000.0 |
¥63.0万 |
止损触发 |
| 2021-06-11 |
黄金分割买点 |
买入 |
5.285279999999999 |
119900.0 |
¥63.4万 |
|
| 2021-06-25 |
跌破0.618止损 |
卖出 |
4.65534 |
119900.0 |
¥55.8万 |
止损触发 |
| 2021-09-08 |
黄金分割买点 |
买入 |
4.804799999999999 |
115000.0 |
¥55.3万 |
|
| 2021-09-24 |
重回前高 |
卖出 |
5.83416 |
115000.0 |
¥67.1万 |
|
| 2021-10-12 |
黄金分割买点 |
买入 |
5.095089999999999 |
132200.0 |
¥67.4万 |
|
| 2021-10-15 |
跌破0.618止损 |
卖出 |
4.54545 |
132200.0 |
¥60.1万 |
止损触发 |
| 2022-02-11 |
黄金分割买点 |
买入 |
4.344339999999999 |
138800.0 |
¥60.3万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
3.9060900000000003 |
138800.0 |
¥54.2万 |
止损触发 |
| 2022-04-27 |
黄金分割买点 |
买入 |
4.72472 |
113000.0 |
¥53.4万 |
|
| 2022-06-02 |
重回前高 |
卖出 |
6.6933 |
113000.0 |
¥75.6万 |
|
| 2022-06-17 |
黄金分割买点 |
买入 |
5.69569 |
133400.0 |
¥76.0万 |
|
| 2022-07-13 |
跌破0.618止损 |
卖出 |
5.46453 |
133400.0 |
¥72.9万 |
止损触发 |
| 2022-09-14 |
黄金分割买点 |
买入 |
7.227219999999998 |
100300.0 |
¥72.5万 |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
6.98301 |
100300.0 |
¥70.0万 |
止损触发 |
| 2023-02-08 |
黄金分割买点 |
买入 |
6.896889999999998 |
102400.0 |
¥70.6万 |
|
| 2023-03-10 |
重回前高 |
卖出 |
7.9620299999999995 |
102400.0 |
¥81.5万 |
|
| 2023-03-29 |
黄金分割买点 |
买入 |
6.976969999999999 |
116700.0 |
¥81.4万 |
|
| 2023-04-04 |
跌破0.618止损 |
卖出 |
6.38361 |
116700.0 |
¥74.5万 |
止损触发 |
| 2023-04-17 |
黄金分割买点 |
买入 |
7.117109999999999 |
104800.0 |
¥74.6万 |
|
| 2023-04-25 |
跌破0.618止损 |
卖出 |
6.84315 |
104800.0 |
¥71.7万 |
止损触发 |
| 2023-07-20 |
黄金分割买点 |
买入 |
6.496489999999999 |
110000.0 |
¥71.5万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
5.88411 |
110000.0 |
¥64.7万 |
止损触发 |
| 2023-09-21 |
黄金分割买点 |
买入 |
6.186179999999999 |
105000.0 |
¥65.0万 |
|
| 2023-11-21 |
跌破0.618止损 |
卖出 |
5.974019999999999 |
105000.0 |
¥62.7万 |
止损触发 |
| 2024-01-10 |
黄金分割买点 |
买入 |
6.2762699999999985 |
99700.0 |
¥62.6万 |
|
| 2024-02-20 |
重回前高 |
卖出 |
7.12287 |
99700.0 |
¥71.0万 |
|
| 2024-06-03 |
黄金分割买点 |
买入 |
8.768759999999999 |
79900.0 |
¥70.1万 |
|
| 2024-06-18 |
跌破0.618止损 |
卖出 |
8.27172 |
79900.0 |
¥66.1万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
7.53 |
89000.0 |
¥67.0万 |
|
| 2024-10-16 |
跌破0.618止损 |
卖出 |
7.00299 |
89000.0 |
¥62.3万 |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
6.77677 |
92000.0 |
¥62.4万 |
|
| 2025-02-20 |
跌破0.618止损 |
卖出 |
6.54345 |
92000.0 |
¥60.2万 |
止损触发 |
| 2025-12-19 |
黄金分割买点 |
买入 |
8.59859 |
67500.0 |
¥58.1万 |
|
| 2025-12-22 |
跌破0.618止损 |
卖出 |
8.521469999999999 |
67500.0 |
¥57.5万 |
止损触发 |
| 2025-12-23 |
黄金分割买点 |
买入 |
8.688679999999998 |
66500.0 |
¥57.8万 |
|
| 2026-02-11 |
重回前高 |
卖出 |
12.30768 |
66500.0 |
¥81.8万 |
|
| 2026-04-28 |
黄金分割买点 |
买入 |
17.20719 |
48500.0 |
¥83.5万 |
|
| 2026-05-28 |
跌破0.618止损 |
卖出 |
16.17381 |
48500.0 |
¥78.4万 |
止损触发 |
| 2026-06-30 |
黄金分割买点 |
买入 |
17.99798 |
42900.0 |
¥77.2万 |
|
| 2026-07-02 |
跌破0.618止损 |
卖出 |
16.92306 |
42900.0 |
¥72.6万 |
止损触发 |
| 2026-08-06 |
黄金分割买点 |
买入 |
17.96795 |
40700.0 |
¥73.2万 |
|
| 2026-08-12 |
跌破0.618止损 |
卖出 |
16.64334 |
40700.0 |
¥67.7万 |
止损触发 |
| 2026-08-20 |
黄金分割买点 |
买入 |
18.598579999999995 |
36700.0 |
¥68.3万 |
|
| 2026-09-18 |
重回前高 |
卖出 |
21.58839 |
36700.0 |
¥79.2万 |
|
| 2026-10-16 |
黄金分割买点 |
买入 |
18.918899999999997 |
40900.0 |
¥77.4万 |
|
| 2026-10-22 |
跌破0.618止损 |
卖出 |
17.882099999999998 |
40900.0 |
¥73.1万 |
止损触发 |