601881 中国银河 — 斐波那契回调 回测明细
数据区间: 2017-01-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥26.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -73.78%）
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 44 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 |
2017-07-11 |
2017-07-18 |
12.305980686999996 |
11.30868 |
¥-8.1万 |
-8.13% |
跌破0.618止损 |
| 2 |
2017-07-31 |
2017-08-29 |
11.845382548999998 |
14.485500000000002 |
¥20.3万 |
+22.25% |
重回前高 |
| 3 |
2017-10-18 |
2017-10-31 |
14.468789334999995 |
12.93705 |
¥-11.9万 |
-10.61% |
跌破0.618止损 |
| 4 |
2018-01-23 |
2018-02-02 |
12.303690000000001 |
11.25873 |
¥-8.5万 |
-8.52% |
跌破0.618止损 |
| 5 |
2018-05-15 |
2018-05-17 |
10.383484110999998 |
10.12986 |
¥-2.3万 |
-2.47% |
跌破0.618止损 |
| 6 |
2018-10-29 |
2019-02-14 |
6.878933061 |
8.941049999999999 |
¥26.7万 |
+29.94% |
重回前高 |
| 7 |
2019-04-30 |
2019-05-09 |
11.544992458999998 |
9.99 |
¥-15.7万 |
-13.49% |
跌破0.618止损 |
| 8 |
2019-06-21 |
2019-08-05 |
12.366058704999997 |
10.60938 |
¥-14.1万 |
-14.23% |
跌破0.618止损 |
| 9 |
2019-08-20 |
2019-08-27 |
11.0143033 |
10.569420000000001 |
¥-3.5万 |
-4.07% |
跌破0.618止损 |
| 10 |
2019-09-17 |
2019-10-09 |
11.815343539999999 |
10.67931 |
¥-8.0万 |
-9.64% |
跌破0.618止损 |
| 11 |
2019-10-15 |
2019-10-18 |
11.253375 |
10.859129999999999 |
¥-2.6万 |
-3.53% |
跌破0.618止损 |
| 12 |
2019-11-06 |
2019-11-12 |
11.324706393 |
10.97901 |
¥-2.2万 |
-3.08% |
跌破0.618止损 |
| 13 |
2019-12-17 |
2020-02-04 |
11.134459335999999 |
9.48051 |
¥-10.4万 |
-14.88% |
跌破0.618止损 |
| 14 |
2020-02-21 |
2020-03-02 |
11.364758404999998 |
10.669319999999997 |
¥-3.6万 |
-6.15% |
跌破0.618止损 |
| 15 |
2020-03-04 |
2020-03-17 |
11.324706392999998 |
10.2897 |
¥-5.1万 |
-9.17% |
跌破0.618止损 |
| 16 |
2020-07-21 |
2020-09-10 |
14.058256211999998 |
12.55743 |
¥-5.4万 |
-10.70% |
跌破0.618止损 |
| 17 |
2020-12-01 |
2020-12-10 |
12.896747864 |
12.297690000000001 |
¥-2.1万 |
-4.67% |
跌破0.618止损 |
| 18 |
2021-05-21 |
2021-07-05 |
10.413523119999999 |
10.0899 |
¥-1.4万 |
-3.14% |
跌破0.618止损 |
| 19 |
2021-08-19 |
2021-10-13 |
10.463588134999998 |
10.26972 |
¥-7,878 |
-1.88% |
跌破0.618止损 |
| 20 |
2021-11-02 |
2021-11-30 |
10.613783179999997 |
10.4 |
¥-8,372 |
-2.04% |
跌破0.618止损 |
| 21 |
2021-12-08 |
2022-01-26 |
10.834069245999999 |
10.61937 |
¥-8,105 |
-2.01% |
跌破0.618止损 |
| 22 |
2022-04-13 |
2022-04-21 |
10.323406093 |
9.99 |
¥-1.3万 |
-3.26% |
跌破0.618止损 |
| 23 |
2022-06-17 |
2022-07-11 |
9.582443870999999 |
9.300690000000001 |
¥-1.1万 |
-2.97% |
跌破0.618止损 |
| 24 |
2022-09-02 |
2022-09-30 |
9.322105792999999 |
8.84 |
¥-1.9万 |
-5.20% |
跌破0.618止损 |
| 25 |
2022-10-11 |
2022-11-10 |
9.191936753999999 |
9.11088 |
¥-3,218 |
-0.91% |
跌破0.618止损 |
| 26 |
2022-12-14 |
2022-12-21 |
9.792716934 |
9.46053 |
¥-1.2万 |
-3.42% |
跌破0.618止损 |
| 27 |
2023-01-17 |
2023-02-16 |
9.722625913 |
9.51048 |
¥-7,439 |
-2.21% |
跌破0.618止损 |
| 28 |
2023-02-23 |
2023-03-15 |
9.712612909999997 |
9.53046 |
¥-6,290 |
-1.90% |
跌破0.618止损 |
| 29 |
2023-05-12 |
2023-05-30 |
12.195837654 |
11.318670000000001 |
¥-2.3万 |
-7.22% |
跌破0.618止损 |
| 30 |
2023-06-19 |
2023-06-27 |
12.065668615 |
10.889100000000003 |
¥-2.9万 |
-9.78% |
跌破0.618止损 |
| 31 |
2023-08-14 |
2023-08-22 |
12.466188735000001 |
12.11787 |
¥-7,497 |
-2.82% |
跌破0.618止损 |
| 32 |
2023-11-23 |
2023-12-21 |
12.846682849 |
11.89809 |
¥-2.0万 |
-7.41% |
跌破0.618止损 |
| 33 |
2024-02-21 |
2024-04-11 |
11.71521351 |
11.128860000000001 |
¥-1.2万 |
-5.03% |
跌破0.618止损 |
| 34 |
2024-05-17 |
2024-05-27 |
11.965538584999997 |
11.6883 |
¥-5,446 |
-2.35% |
跌破0.618止损 |
| 35 |
2024-06-19 |
2024-06-25 |
11.953585 |
11.46852 |
¥-9,282 |
-4.09% |
跌破0.618止损 |
| 36 |
2024-08-02 |
2024-08-07 |
11.204550356999999 |
10.71927 |
¥-9,526 |
-4.36% |
跌破0.618止损 |
| 37 |
2024-09-02 |
2024-09-25 |
11.044342308999996 |
12.267719999999999 |
¥2.3万 |
+11.04% |
重回前高 |
| 38 |
2024-10-18 |
2025-01-02 |
13.988165191 |
15.1848 |
¥2.0万 |
+8.52% |
跌破0.618止损 |
| 39 |
2025-02-20 |
2025-02-28 |
14.859296451999995 |
17.4825 |
¥4.4万 |
+17.62% |
重回前高 |
| 40 |
2025-03-04 |
2025-04-08 |
15.770479725 |
14.92506 |
¥-1.6万 |
-5.39% |
跌破0.618止损 |
| 41 |
2025-05-15 |
2025-05-23 |
16.631597982999995 |
16.183799999999998 |
¥-7,469 |
-2.72% |
跌破0.618止损 |
| 42 |
2025-06-12 |
2025-06-26 |
16.771780025 |
17.4825 |
¥1.1万 |
+4.21% |
重回前高 |
| 43 |
2025-09-03 |
2025-09-05 |
17.973340385 |
17.172810000000002 |
¥-1.3万 |
-4.48% |
跌破0.618止损 |
| 44 |
2026-07-13 |
2026-07-27 |
12.886734860999999 |
12.43755 |
¥-9,466 |
-3.51% |
跌破0.618止损 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-07-11 |
黄金分割买点 |
买入 |
12.302289999999998 |
81200.0 |
¥99.9万 |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
11.30868 |
81200.0 |
¥91.8万 |
止损触发 |
| 2017-07-31 |
黄金分割买点 |
买入 |
11.841829999999998 |
77200.0 |
¥91.4万 |
|
| 2017-08-29 |
重回前高 |
卖出 |
14.485500000000002 |
77200.0 |
¥1.12M |
|
| 2017-10-18 |
黄金分割买点 |
买入 |
14.464449999999996 |
77400.0 |
¥1.12M |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
12.93705 |
77400.0 |
¥1.00M |
止损触发 |
| 2018-01-23 |
黄金分割买点 |
买入 |
12.3 |
80700.0 |
¥99.3万 |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
11.25873 |
80700.0 |
¥90.8万 |
止损触发 |
| 2018-05-15 |
黄金分割买点 |
买入 |
10.380369999999997 |
87800.0 |
¥91.2万 |
|
| 2018-05-17 |
跌破0.618止损 |
卖出 |
10.12986 |
87800.0 |
¥88.9万 |
止损触发 |
| 2018-10-29 |
黄金分割买点 |
买入 |
6.876869999999999 |
129800.0 |
¥89.3万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
8.941049999999999 |
129800.0 |
¥1.16M |
|
| 2019-04-30 |
黄金分割买点 |
买入 |
11.541529999999998 |
100700.0 |
¥1.16M |
|
| 2019-05-09 |
跌破0.618止损 |
卖出 |
9.99 |
100700.0 |
¥1.01M |
止损触发 |
| 2019-06-21 |
黄金分割买点 |
买入 |
12.362349999999998 |
80000.0 |
¥98.9万 |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
10.60938 |
80000.0 |
¥84.8万 |
止损触发 |
| 2019-08-20 |
黄金分割买点 |
买入 |
11.011 |
77200.0 |
¥85.0万 |
|
| 2019-08-27 |
跌破0.618止损 |
卖出 |
10.569420000000001 |
77200.0 |
¥81.6万 |
止损触发 |
| 2019-09-17 |
黄金分割买点 |
买入 |
11.8118 |
70200.0 |
¥82.9万 |
|
| 2019-10-09 |
跌破0.618止损 |
卖出 |
10.67931 |
70200.0 |
¥74.9万 |
止损触发 |
| 2019-10-15 |
黄金分割买点 |
买入 |
11.25 |
66600.0 |
¥74.9万 |
|
| 2019-10-18 |
跌破0.618止损 |
卖出 |
10.859129999999999 |
66600.0 |
¥72.3万 |
止损触发 |
| 2019-11-06 |
黄金分割买点 |
买入 |
11.321309999999999 |
63700.0 |
¥72.1万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
10.97901 |
63700.0 |
¥69.9万 |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
11.131119999999997 |
62600.0 |
¥69.7万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
9.48051 |
62600.0 |
¥59.3万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
11.36135 |
52000.0 |
¥59.1万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
10.669319999999997 |
52000.0 |
¥55.5万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
11.321309999999999 |
49400.0 |
¥55.9万 |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
10.2897 |
49400.0 |
¥50.8万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
14.054039999999997 |
36200.0 |
¥50.9万 |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
12.55743 |
36200.0 |
¥45.4万 |
止损触发 |
| 2020-12-01 |
黄金分割买点 |
买入 |
12.89288 |
35300.0 |
¥45.5万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
12.297690000000001 |
35300.0 |
¥43.4万 |
止损触发 |
| 2021-05-21 |
黄金分割买点 |
买入 |
10.4104 |
41500.0 |
¥43.2万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
10.0899 |
41500.0 |
¥41.9万 |
止损触发 |
| 2021-08-19 |
黄金分割买点 |
买入 |
10.460449999999998 |
40000.0 |
¥41.9万 |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
10.26972 |
40000.0 |
¥41.1万 |
止损触发 |
| 2021-11-02 |
黄金分割买点 |
买入 |
10.610599999999998 |
38600.0 |
¥41.0万 |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
10.4 |
38600.0 |
¥40.1万 |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
10.83082 |
37200.0 |
¥40.3万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
10.61937 |
37200.0 |
¥39.5万 |
止损触发 |
| 2022-04-13 |
黄金分割买点 |
买入 |
10.32031 |
38000.0 |
¥39.2万 |
|
| 2022-04-21 |
跌破0.618止损 |
卖出 |
9.99 |
38000.0 |
¥38.0万 |
止损触发 |
| 2022-06-17 |
黄金分割买点 |
买入 |
9.579569999999999 |
39700.0 |
¥38.0万 |
|
| 2022-07-11 |
跌破0.618止损 |
卖出 |
9.300690000000001 |
39700.0 |
¥36.9万 |
止损触发 |
| 2022-09-02 |
黄金分割买点 |
买入 |
9.31931 |
39900.0 |
¥37.2万 |
|
| 2022-09-30 |
跌破0.618止损 |
卖出 |
8.84 |
39900.0 |
¥35.3万 |
止损触发 |
| 2022-10-11 |
黄金分割买点 |
买入 |
9.189179999999999 |
38400.0 |
¥35.3万 |
|
| 2022-11-10 |
跌破0.618止损 |
卖出 |
9.11088 |
38400.0 |
¥35.0万 |
止损触发 |
| 2022-12-14 |
黄金分割买点 |
买入 |
9.789779999999999 |
35700.0 |
¥35.0万 |
|
| 2022-12-21 |
跌破0.618止损 |
卖出 |
9.46053 |
35700.0 |
¥33.8万 |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
9.71971 |
34600.0 |
¥33.6万 |
|
| 2023-02-16 |
跌破0.618止损 |
卖出 |
9.51048 |
34600.0 |
¥32.9万 |
止损触发 |
| 2023-02-23 |
黄金分割买点 |
买入 |
9.709699999999998 |
34000.0 |
¥33.0万 |
|
| 2023-03-15 |
跌破0.618止损 |
卖出 |
9.53046 |
34000.0 |
¥32.4万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
12.192179999999999 |
26400.0 |
¥32.2万 |
|
| 2023-05-30 |
跌破0.618止损 |
卖出 |
11.318670000000001 |
26400.0 |
¥29.9万 |
止损触发 |
| 2023-06-19 |
黄金分割买点 |
买入 |
12.06205 |
24600.0 |
¥29.7万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
10.889100000000003 |
24600.0 |
¥26.8万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
12.46245 |
21300.0 |
¥26.6万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
12.11787 |
21300.0 |
¥25.8万 |
止损触发 |
| 2023-11-23 |
黄金分割买点 |
买入 |
12.842830000000001 |
20500.0 |
¥26.3万 |
|
| 2023-12-21 |
跌破0.618止损 |
卖出 |
11.89809 |
20500.0 |
¥24.4万 |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
11.711699999999999 |
20500.0 |
¥24.0万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
11.128860000000001 |
20500.0 |
¥22.8万 |
止损触发 |
| 2024-05-17 |
黄金分割买点 |
买入 |
11.961949999999998 |
19400.0 |
¥23.2万 |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
11.6883 |
19400.0 |
¥22.7万 |
止损触发 |
| 2024-06-19 |
黄金分割买点 |
买入 |
11.95 |
19000.0 |
¥22.7万 |
|
| 2024-06-25 |
跌破0.618止损 |
卖出 |
11.46852 |
19000.0 |
¥21.8万 |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
11.201189999999999 |
19500.0 |
¥21.8万 |
|
| 2024-08-07 |
跌破0.618止损 |
卖出 |
10.71927 |
19500.0 |
¥20.9万 |
止损触发 |
| 2024-09-02 |
黄金分割买点 |
买入 |
11.041029999999997 |
18700.0 |
¥20.7万 |
|
| 2024-09-25 |
重回前高 |
卖出 |
12.267719999999999 |
18700.0 |
¥22.9万 |
|
| 2024-10-18 |
黄金分割买点 |
买入 |
13.98397 |
16500.0 |
¥23.1万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
15.1848 |
16500.0 |
¥25.0万 |
止损触发 |
| 2025-02-20 |
黄金分割买点 |
买入 |
14.854839999999998 |
16800.0 |
¥25.0万 |
|
| 2025-02-28 |
重回前高 |
卖出 |
17.4825 |
16800.0 |
¥29.4万 |
|
| 2025-03-04 |
黄金分割买点 |
买入 |
15.765749999999999 |
18400.0 |
¥29.0万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
14.92506 |
18400.0 |
¥27.5万 |
止损触发 |
| 2025-05-15 |
黄金分割买点 |
买入 |
16.626609999999996 |
16500.0 |
¥27.4万 |
|
| 2025-05-23 |
跌破0.618止损 |
卖出 |
16.183799999999998 |
16500.0 |
¥26.7万 |
止损触发 |
| 2025-06-12 |
黄金分割买点 |
买入 |
16.76675 |
16000.0 |
¥26.8万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
17.4825 |
16000.0 |
¥28.0万 |
|
| 2025-09-03 |
黄金分割买点 |
买入 |
17.967950000000002 |
15700.0 |
¥28.2万 |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
17.172810000000002 |
15700.0 |
¥27.0万 |
止损触发 |
| 2026-07-13 |
黄金分割买点 |
买入 |
12.882869999999997 |
20900.0 |
¥26.9万 |
|
| 2026-07-27 |
跌破0.618止损 |
卖出 |
12.43755 |
20900.0 |
¥26.0万 |
止损触发 |