601878 浙商证券 — 斐波那契回调 回测明细
数据区间: 2017-06-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥40.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -59.88%）
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 41 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 |
2017-09-26 |
2017-10-19 |
20.286344078 |
18.581400000000002 |
¥-8.4万 |
-8.43% |
跌破0.618止损 |
| 2 |
2018-01-18 |
2018-02-01 |
17.0221051 |
15.99399 |
¥-5.4万 |
-6.07% |
跌破0.618止损 |
| 3 |
2018-10-25 |
2019-01-30 |
6.4884259439999985 |
7.65234 |
¥14.7万 |
+17.90% |
跌破0.618止损 |
| 4 |
2019-02-12 |
2019-02-25 |
8.050454411999999 |
10.29969 |
¥28.1万 |
+27.90% |
重回前高 |
| 5 |
2019-04-29 |
2019-05-07 |
10.693887204 |
9.090899999999998 |
¥-19.2万 |
-15.02% |
跌破0.618止损 |
| 6 |
2019-09-25 |
2019-10-09 |
8.931598676 |
8.46153 |
¥-5.7万 |
-5.29% |
跌破0.618止损 |
| 7 |
2019-10-15 |
2019-10-24 |
9.121845732999999 |
8.5914 |
¥-6.0万 |
-5.84% |
跌破0.618止损 |
| 8 |
2019-10-29 |
2019-11-12 |
9.021715702999998 |
8.551440000000001 |
¥-5.1万 |
-5.24% |
跌破0.618止损 |
| 9 |
2020-02-03 |
2020-02-04 |
9.512853 |
8.63 |
¥-7.7万 |
-9.31% |
跌破0.618止损 |
| 10 |
2020-02-07 |
2020-03-06 |
10.11313303 |
12.34764 |
¥18.6万 |
+22.06% |
重回前高 |
| 11 |
2020-07-29 |
2020-09-11 |
15.860596752 |
13.83615 |
¥-13.1万 |
-12.79% |
跌破0.618止损 |
| 12 |
2020-09-22 |
2020-09-25 |
15.820544739999999 |
16.17 |
¥1.9万 |
+2.18% |
跌破0.618止损 |
| 13 |
2020-10-12 |
2020-10-27 |
17.592846271 |
14.6853 |
¥-15.1万 |
-16.55% |
跌破0.618止损 |
| 14 |
2020-11-10 |
2020-11-12 |
16.274881 |
15.534450000000001 |
¥-3.5万 |
-4.58% |
跌破0.618止损 |
| 15 |
2020-11-20 |
2020-12-10 |
16.020804799999997 |
15.06492 |
¥-4.4万 |
-5.99% |
跌破0.618止损 |
| 16 |
2021-05-19 |
2021-07-20 |
12.51625375 |
11.788200000000002 |
¥-4.0万 |
-5.85% |
跌破0.618止损 |
| 17 |
2021-07-26 |
2021-07-28 |
12.41612372 |
11.458530000000001 |
¥-5.1万 |
-7.74% |
跌破0.618止损 |
| 18 |
2021-08-19 |
2021-09-02 |
12.416123720000002 |
14.135849999999998 |
¥8.3万 |
+13.82% |
重回前高 |
| 19 |
2021-09-06 |
2021-10-13 |
13.127046932999999 |
12.06792 |
¥-5.5万 |
-8.10% |
跌破0.618止损 |
| 20 |
2021-12-08 |
2021-12-09 |
12.623786 |
12.21777 |
¥-2.0万 |
-3.25% |
跌破0.618止损 |
| 21 |
2021-12-15 |
2022-01-17 |
13.066968914999999 |
12.397590000000003 |
¥-3.1万 |
-5.15% |
跌破0.618止损 |
| 22 |
2022-01-21 |
2022-01-26 |
13.056955911999998 |
12.61 |
¥-2.0万 |
-3.45% |
跌破0.618止损 |
| 23 |
2022-01-27 |
2022-02-07 |
12.976851887999997 |
12.51747 |
¥-2.0万 |
-3.57% |
跌破0.618止损 |
| 24 |
2022-06-09 |
2022-07-18 |
10.023016003 |
10.379610000000001 |
¥1.9万 |
+3.53% |
跌破0.618止损 |
| 25 |
2022-08-18 |
2022-08-25 |
11.194537354 |
11.038949999999998 |
¥-7,897 |
-1.42% |
跌破0.618止损 |
| 26 |
2022-09-14 |
2022-09-19 |
10.824056243 |
10.07991 |
¥-3.7万 |
-6.90% |
跌破0.618止损 |
| 27 |
2022-10-27 |
2022-11-01 |
10.503640146999999 |
10.14984 |
¥-1.7万 |
-3.40% |
跌破0.618止损 |
| 28 |
2022-11-02 |
2022-12-20 |
10.403510117 |
9.950040000000001 |
¥-2.2万 |
-4.39% |
跌破0.618止损 |
| 29 |
2023-01-17 |
2023-02-20 |
10.513653149999998 |
10.25973 |
¥-1.1万 |
-2.44% |
跌破0.618止损 |
| 30 |
2023-08-14 |
2023-08-22 |
10.904160267 |
10.4895 |
¥-1.8万 |
-3.83% |
跌破0.618止损 |
| 31 |
2023-11-27 |
2023-12-12 |
10.533159 |
11.518469999999999 |
¥4.1万 |
+9.32% |
重回前高 |
| 32 |
2023-12-18 |
2023-12-21 |
11.044342308999997 |
10.439549999999999 |
¥-2.7万 |
-5.50% |
跌破0.618止损 |
| 33 |
2024-03-05 |
2024-04-11 |
10.323406093 |
9.90009 |
¥-1.9万 |
-4.13% |
跌破0.618止损 |
| 34 |
2024-05-17 |
2024-05-29 |
11.524966453 |
11.10888 |
¥-1.6万 |
-3.64% |
跌破0.618止损 |
| 35 |
2024-08-14 |
2024-08-23 |
11.244602369 |
10.61 |
¥-2.4万 |
-5.67% |
跌破0.618止损 |
| 36 |
2024-08-26 |
2024-08-28 |
11.154485342 |
10.789200000000001 |
¥-1.3万 |
-3.30% |
跌破0.618止损 |
| 37 |
2024-09-02 |
2024-09-03 |
11.124446332999998 |
10.769219999999999 |
¥-1.2万 |
-3.22% |
跌破0.618止损 |
| 38 |
2024-09-23 |
2024-09-27 |
11.074381318 |
12.60738 |
¥5.2万 |
+13.81% |
重回前高 |
| 39 |
2024-10-11 |
2024-11-21 |
13.277241977999998 |
12.497489999999999 |
¥-2.5万 |
-5.90% |
跌破0.618止损 |
| 40 |
2025-06-26 |
2025-07-11 |
11.114433329999999 |
11.15883 |
¥1,490 |
+0.37% |
重回前高 |
| 41 |
2025-09-04 |
2025-09-22 |
11.565018464999998 |
11.42856 |
¥-4,896 |
-1.21% |
跌破0.618止损 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-09-26 |
黄金分割买点 |
买入 |
20.28026 |
49100.0 |
¥99.6万 |
|
| 2017-10-19 |
跌破0.618止损 |
卖出 |
18.581400000000002 |
49100.0 |
¥91.2万 |
止损触发 |
| 2018-01-18 |
黄金分割买点 |
买入 |
17.017 |
52200.0 |
¥88.9万 |
|
| 2018-02-01 |
跌破0.618止损 |
卖出 |
15.99399 |
52200.0 |
¥83.5万 |
止损触发 |
| 2018-10-25 |
黄金分割买点 |
买入 |
6.486479999999999 |
126300.0 |
¥81.9万 |
|
| 2019-01-30 |
跌破0.618止损 |
卖出 |
7.65234 |
126300.0 |
¥96.6万 |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
8.048039999999999 |
125200.0 |
¥1.01M |
|
| 2019-02-25 |
重回前高 |
卖出 |
10.29969 |
125200.0 |
¥1.29M |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
10.690679999999999 |
119800.0 |
¥1.28M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
9.090899999999998 |
119800.0 |
¥1.09M |
止损触发 |
| 2019-09-25 |
黄金分割买点 |
买入 |
8.92892 |
121000.0 |
¥1.08M |
|
| 2019-10-09 |
跌破0.618止损 |
卖出 |
8.46153 |
121000.0 |
¥1.02M |
止损触发 |
| 2019-10-15 |
黄金分割买点 |
买入 |
9.11911 |
113500.0 |
¥1.04M |
|
| 2019-10-24 |
跌破0.618止损 |
卖出 |
8.5914 |
113500.0 |
¥97.5万 |
止损触发 |
| 2019-10-29 |
黄金分割买点 |
买入 |
9.019009999999998 |
108500.0 |
¥97.9万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
8.551440000000001 |
108500.0 |
¥92.8万 |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
9.51 |
87500.0 |
¥83.2万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
8.63 |
87500.0 |
¥75.5万 |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
10.1101 |
83200.0 |
¥84.1万 |
|
| 2020-03-06 |
重回前高 |
卖出 |
12.34764 |
83200.0 |
¥1.03M |
|
| 2020-07-29 |
黄金分割买点 |
买入 |
15.855839999999999 |
64700.0 |
¥1.03M |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
13.83615 |
64700.0 |
¥89.5万 |
止损触发 |
| 2020-09-22 |
黄金分割买点 |
买入 |
15.8158 |
56100.0 |
¥88.8万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
16.17 |
56100.0 |
¥90.7万 |
止损触发 |
| 2020-10-12 |
黄金分割买点 |
买入 |
17.58757 |
51700.0 |
¥91.0万 |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
14.6853 |
51700.0 |
¥75.9万 |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
16.27 |
47400.0 |
¥77.1万 |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
15.534450000000001 |
47400.0 |
¥73.6万 |
止损触发 |
| 2020-11-20 |
黄金分割买点 |
买入 |
16.016 |
45700.0 |
¥73.2万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
15.06492 |
45700.0 |
¥68.8万 |
止损触发 |
| 2021-05-19 |
黄金分割买点 |
买入 |
12.5125 |
54800.0 |
¥68.6万 |
|
| 2021-07-20 |
跌破0.618止损 |
卖出 |
11.788200000000002 |
54800.0 |
¥64.6万 |
止损触发 |
| 2021-07-26 |
黄金分割买点 |
买入 |
12.4124 |
52600.0 |
¥65.3万 |
|
| 2021-07-28 |
跌破0.618止损 |
卖出 |
11.458530000000001 |
52600.0 |
¥60.3万 |
止损触发 |
| 2021-08-19 |
黄金分割买点 |
买入 |
12.412400000000002 |
48300.0 |
¥60.0万 |
|
| 2021-09-02 |
重回前高 |
卖出 |
14.135849999999998 |
48300.0 |
¥68.3万 |
|
| 2021-09-06 |
黄金分割买点 |
买入 |
13.123109999999999 |
51700.0 |
¥67.9万 |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
12.06792 |
51700.0 |
¥62.4万 |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
12.62 |
48700.0 |
¥61.5万 |
|
| 2021-12-09 |
跌破0.618止损 |
卖出 |
12.21777 |
48700.0 |
¥59.5万 |
止损触发 |
| 2021-12-15 |
黄金分割买点 |
买入 |
13.063049999999999 |
46400.0 |
¥60.6万 |
|
| 2022-01-17 |
跌破0.618止损 |
卖出 |
12.397590000000003 |
46400.0 |
¥57.5万 |
止损触发 |
| 2022-01-21 |
黄金分割买点 |
买入 |
13.053039999999998 |
44000.0 |
¥57.5万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
12.61 |
44000.0 |
¥55.5万 |
止损触发 |
| 2022-01-27 |
黄金分割买点 |
买入 |
12.972959999999997 |
42600.0 |
¥55.3万 |
|
| 2022-02-07 |
跌破0.618止损 |
卖出 |
12.51747 |
42600.0 |
¥53.3万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
10.02001 |
53900.0 |
¥54.0万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
10.379610000000001 |
53900.0 |
¥55.9万 |
止损触发 |
| 2022-08-18 |
黄金分割买点 |
买入 |
11.19118 |
49700.0 |
¥55.6万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
11.038949999999998 |
49700.0 |
¥54.8万 |
止损触发 |
| 2022-09-14 |
黄金分割买点 |
买入 |
10.82081 |
49900.0 |
¥54.0万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
10.07991 |
49900.0 |
¥50.3万 |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
10.50049 |
48900.0 |
¥51.4万 |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
10.14984 |
48900.0 |
¥49.6万 |
止损触发 |
| 2022-11-02 |
黄金分割买点 |
买入 |
10.40039 |
47300.0 |
¥49.2万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
9.950040000000001 |
47300.0 |
¥47.0万 |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
10.510499999999999 |
44700.0 |
¥47.0万 |
|
| 2023-02-20 |
跌破0.618止损 |
卖出 |
10.25973 |
44700.0 |
¥45.8万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
10.900889999999999 |
41900.0 |
¥45.7万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
10.4895 |
41900.0 |
¥43.9万 |
止损触发 |
| 2023-11-27 |
黄金分割买点 |
买入 |
10.53 |
42000.0 |
¥44.2万 |
|
| 2023-12-12 |
重回前高 |
卖出 |
11.518469999999999 |
42000.0 |
¥48.4万 |
|
| 2023-12-18 |
黄金分割买点 |
买入 |
11.041029999999997 |
44100.0 |
¥48.7万 |
|
| 2023-12-21 |
跌破0.618止损 |
卖出 |
10.439549999999999 |
44100.0 |
¥46.0万 |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
10.32031 |
43900.0 |
¥45.3万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
9.90009 |
43900.0 |
¥43.4万 |
止损触发 |
| 2024-05-17 |
黄金分割买点 |
买入 |
11.52151 |
37700.0 |
¥43.4万 |
|
| 2024-05-29 |
跌破0.618止损 |
卖出 |
11.10888 |
37700.0 |
¥41.9万 |
止损触发 |
| 2024-08-14 |
黄金分割买点 |
买入 |
11.24123 |
37800.0 |
¥42.5万 |
|
| 2024-08-23 |
跌破0.618止损 |
卖出 |
10.61 |
37800.0 |
¥40.1万 |
止损触发 |
| 2024-08-26 |
黄金分割买点 |
买入 |
11.15114 |
36100.0 |
¥40.3万 |
|
| 2024-08-28 |
跌破0.618止损 |
卖出 |
10.789200000000001 |
36100.0 |
¥38.9万 |
止损触发 |
| 2024-09-02 |
黄金分割买点 |
买入 |
11.121109999999998 |
34700.0 |
¥38.6万 |
|
| 2024-09-03 |
跌破0.618止损 |
卖出 |
10.769219999999999 |
34700.0 |
¥37.4万 |
止损触发 |
| 2024-09-23 |
黄金分割买点 |
买入 |
11.07106 |
34000.0 |
¥37.7万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
12.60738 |
34000.0 |
¥42.9万 |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
13.273259999999999 |
31800.0 |
¥42.2万 |
|
| 2024-11-21 |
跌破0.618止损 |
卖出 |
12.497489999999999 |
31800.0 |
¥39.7万 |
止损触发 |
| 2025-06-26 |
黄金分割买点 |
买入 |
11.111099999999999 |
36300.0 |
¥40.3万 |
|
| 2025-07-11 |
重回前高 |
卖出 |
11.15883 |
36300.0 |
¥40.5万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
11.561549999999999 |
35000.0 |
¥40.5万 |
|
| 2025-09-22 |
跌破0.618止损 |
卖出 |
11.42856 |
35000.0 |
¥40.0万 |
止损触发 |