601888 中国国旅 — 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: ¥31.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -69.03%）
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 |
2015-07-03 |
2015-07-08 |
63.08191889999999 |
48.7 |
¥-22.3万 |
-22.82% |
跌破0.618止损 |
| 2 |
2015-07-14 |
2015-07-16 |
61.960462564000004 |
55.92402 |
¥-7.2万 |
-9.77% |
跌破0.618止损 |
| 3 |
2015-07-21 |
2015-08-04 |
62.661372773999986 |
57.942 |
¥-5.3万 |
-7.56% |
跌破0.618止损 |
| 4 |
2015-11-09 |
2015-11-30 |
57.27437716 |
51.24869999999999 |
¥-6.8万 |
-10.55% |
跌破0.618止损 |
| 5 |
2016-01-05 |
2016-01-08 |
55.17164652999999 |
53.46648 |
¥-1.8万 |
-3.12% |
跌破0.618止损 |
| 6 |
2016-04-14 |
2016-04-26 |
48.032375391 |
44.0559 |
¥-4.7万 |
-8.31% |
跌破0.618止损 |
| 7 |
2017-04-19 |
2017-06-19 |
53.169045929999996 |
27.652320000000003 |
¥-24.8万 |
-48.01% |
跌破0.618止损 |
| 8 |
2017-12-08 |
2018-01-09 |
39.781660919000004 |
46.4535 |
¥4.5万 |
+16.74% |
重回前高 |
| 9 |
2018-02-08 |
2018-03-09 |
47.121192117999996 |
57.39255 |
¥6.9万 |
+21.76% |
重回前高 |
| 10 |
2018-04-09 |
2018-05-11 |
53.429384007999985 |
61.348589999999994 |
¥5.7万 |
+14.79% |
重回前高 |
| 11 |
2018-07-04 |
2018-07-16 |
61.389721392999995 |
71.47845 |
¥7.1万 |
+16.40% |
重回前高 |
| 12 |
2018-08-03 |
2018-08-06 |
68.68920057999998 |
65.10483 |
¥-2.7万 |
-5.25% |
跌破0.618止损 |
| 13 |
2018-09-25 |
2018-10-11 |
66.68659998 |
59.94 |
¥-4.8万 |
-10.14% |
跌破0.618止损 |
| 14 |
2018-12-05 |
2019-01-29 |
58.02535238499999 |
54.61533 |
¥-2.5万 |
-5.91% |
跌破0.618止损 |
| 15 |
2019-02-13 |
2019-02-25 |
58.255651453999995 |
62.937 |
¥3.3万 |
+8.00% |
重回前高 |
| 16 |
2019-03-13 |
2019-03-28 |
60.258252053999996 |
65.49444 |
¥3.8万 |
+8.66% |
重回前高 |
| 17 |
2019-07-05 |
2019-08-23 |
83.60857504999998 |
94.65524999999998 |
¥6.3万 |
+13.18% |
重回前高 |
| 18 |
2019-10-24 |
2019-11-12 |
92.18971862099998 |
88.29162 |
¥-2.3万 |
-4.26% |
跌破0.618止损 |
| 19 |
2020-01-03 |
2020-01-21 |
91.11832729999999 |
85.59432000000001 |
¥-3.2万 |
-6.09% |
跌破0.618止损 |
| 20 |
2020-02-21 |
2020-02-27 |
85.831461716 |
80.49942 |
¥-3.1万 |
-6.24% |
跌破0.618止损 |
| 21 |
2020-04-20 |
2020-05-27 |
82.286858654 |
95.18472 |
¥7.2万 |
+15.64% |
重回前高 |
| 22 |
2020-09-10 |
2020-10-19 |
201.25134729700002 |
200.80899 |
¥-1,307 |
-0.25% |
跌破0.618止损 |
| 23 |
2020-12-08 |
2020-12-22 |
209.90258188899998 |
228.90087000000003 |
¥4.7万 |
+9.02% |
重回前高 |
| 24 |
2021-02-26 |
2021-03-25 |
306.39789179999997 |
287.81190000000004 |
¥-3.4万 |
-6.09% |
跌破0.618止损 |
| 25 |
2021-04-06 |
2021-04-08 |
335.08049400000004 |
307.1925 |
¥-4.5万 |
-8.35% |
跌破0.618止损 |
| 26 |
2021-05-20 |
2021-05-26 |
324.982025368 |
341.658 |
¥2.5万 |
+5.10% |
重回前高 |
| 27 |
2021-06-10 |
2021-06-17 |
311.42441930599995 |
289.4103 |
¥-3.5万 |
-7.10% |
跌破0.618止损 |
| 28 |
2021-06-29 |
2021-07-05 |
308.3304013789999 |
277.2225 |
¥-4.7万 |
-10.12% |
跌破0.618止损 |
| 29 |
2021-10-12 |
2021-11-02 |
266.03547670699993 |
229.77 |
¥-5.8万 |
-13.66% |
跌破0.618止损 |
| 30 |
2022-02-10 |
2022-02-25 |
213.246924891 |
206.37342 |
¥-1.2万 |
-3.25% |
跌破0.618止损 |
| 31 |
2022-02-28 |
2022-03-01 |
208.27046239999999 |
201.84795 |
¥-1.1万 |
-3.11% |
跌破0.618止损 |
| 32 |
2022-06-07 |
2022-06-09 |
182.05642054599997 |
193.81599 |
¥2.2万 |
+6.43% |
重回前高 |
| 33 |
2022-06-14 |
2022-06-21 |
175.72820264999996 |
196.81298999999999 |
¥4.4万 |
+11.96% |
重回前高 |
| 34 |
2022-07-14 |
2022-08-09 |
203.26396089999997 |
190.32948000000002 |
¥-2.6万 |
-6.39% |
跌破0.618止损 |
| 35 |
2022-08-12 |
2022-08-17 |
198.25745939999996 |
190.06974 |
¥-1.6万 |
-4.16% |
跌破0.618止损 |
| 36 |
2022-09-28 |
2022-10-11 |
200.26006 |
189.31049999999996 |
¥-2.1万 |
-5.50% |
跌破0.618止损 |
| 37 |
2022-11-04 |
2022-12-15 |
182.73730474999996 |
222.15762 |
¥7.5万 |
+21.54% |
重回前高 |
| 38 |
2023-02-02 |
2023-02-27 |
213.85771807399996 |
195.5043 |
¥-3.7万 |
-8.61% |
跌破0.618止损 |
| 39 |
2024-01-26 |
2024-01-31 |
86.292059854 |
81.43848 |
¥-2.2万 |
-5.65% |
跌破0.618止损 |
| 40 |
2024-02-22 |
2024-04-11 |
86.11182579999998 |
78.00192 |
¥-3.5万 |
-9.45% |
跌破0.618止损 |
| 41 |
2024-07-18 |
2024-07-24 |
70.39141108999998 |
66.4335 |
¥-1.9万 |
-5.65% |
跌破0.618止损 |
| 42 |
2024-10-14 |
2024-10-18 |
71.69310148 |
65.38455 |
¥-2.8万 |
-8.83% |
跌破0.618止损 |
| 43 |
2024-10-24 |
2024-12-27 |
68.86943463399999 |
68.84109 |
¥-206 |
-0.07% |
跌破0.618止损 |
| 44 |
2025-04-09 |
2025-04-10 |
60.87905823999999 |
68.931 |
¥3.9万 |
+13.19% |
重回前高 |
| 45 |
2025-04-16 |
2025-05-16 |
65.83549472499999 |
61.66827000000001 |
¥-2.1万 |
-6.36% |
跌破0.618止损 |
| 46 |
2025-07-29 |
2025-09-22 |
66.456300911 |
73.88604 |
¥3.5万 |
+11.15% |
重回前高 |
| 47 |
2025-10-13 |
2025-11-04 |
66.98699007 |
76.0239 |
¥4.5万 |
+13.46% |
重回前高 |
| 48 |
2025-11-20 |
2025-12-19 |
82.90766484 |
76.5 |
¥-3.0万 |
-7.76% |
跌破0.618止损 |
| 49 |
2026-01-29 |
2026-02-25 |
89.24589573899999 |
82.917 |
¥-2.5万 |
-7.12% |
跌破0.618止损 |
| 50 |
2026-07-30 |
2026-08-18 |
57.06410409699999 |
53.796150000000004 |
¥-1.9万 |
-5.76% |
跌破0.618止损 |
| 51 |
2026-11-04 |
2026-11-13 |
53.68972208599999 |
51.8 |
¥-1.1万 |
-3.55% |
强平 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-03 |
黄金分割买点 |
买入 |
63.062999999999995 |
15500.0 |
¥97.8万 |
|
| 2015-07-08 |
跌破0.618止损 |
卖出 |
48.7 |
15500.0 |
¥75.5万 |
止损触发 |
| 2015-07-14 |
黄金分割买点 |
买入 |
61.94188 |
11900.0 |
¥73.7万 |
|
| 2015-07-16 |
跌破0.618止损 |
卖出 |
55.92402 |
11900.0 |
¥66.5万 |
止损触发 |
| 2015-07-21 |
黄金分割买点 |
买入 |
62.64257999999999 |
11200.0 |
¥70.2万 |
|
| 2015-08-04 |
跌破0.618止损 |
卖出 |
57.942 |
11200.0 |
¥64.9万 |
止损触发 |
| 2015-11-09 |
黄金分割买点 |
买入 |
57.257200000000005 |
11200.0 |
¥64.1万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
51.24869999999999 |
11200.0 |
¥57.4万 |
止损触发 |
| 2016-01-05 |
黄金分割买点 |
买入 |
55.15509999999999 |
10400.0 |
¥57.4万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
53.46648 |
10400.0 |
¥55.6万 |
止损触发 |
| 2016-04-14 |
黄金分割买点 |
买入 |
48.01797 |
11700.0 |
¥56.2万 |
|
| 2016-04-26 |
跌破0.618止损 |
卖出 |
44.0559 |
11700.0 |
¥51.5万 |
止损触发 |
| 2017-04-19 |
黄金分割买点 |
买入 |
53.153099999999995 |
9700.0 |
¥51.6万 |
|
| 2017-06-19 |
跌破0.618止损 |
卖出 |
27.652320000000003 |
9700.0 |
¥26.8万 |
止损触发 |
| 2017-12-08 |
黄金分割买点 |
买入 |
39.769729999999996 |
6700.0 |
¥26.7万 |
|
| 2018-01-09 |
重回前高 |
卖出 |
46.4535 |
6700.0 |
¥31.1万 |
|
| 2018-02-08 |
黄金分割买点 |
买入 |
47.10706 |
6700.0 |
¥31.6万 |
|
| 2018-03-09 |
重回前高 |
卖出 |
57.39255 |
6700.0 |
¥38.4万 |
|
| 2018-04-09 |
黄金分割买点 |
买入 |
53.41335999999999 |
7200.0 |
¥38.5万 |
|
| 2018-05-11 |
重回前高 |
卖出 |
61.348589999999994 |
7200.0 |
¥44.2万 |
|
| 2018-07-04 |
黄金分割买点 |
买入 |
61.371309999999994 |
7100.0 |
¥43.6万 |
|
| 2018-07-16 |
重回前高 |
卖出 |
71.47845 |
7100.0 |
¥50.7万 |
|
| 2018-08-03 |
黄金分割买点 |
买入 |
68.66859999999998 |
7400.0 |
¥50.8万 |
|
| 2018-08-06 |
跌破0.618止损 |
卖出 |
65.10483 |
7400.0 |
¥48.2万 |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
66.66659999999999 |
7100.0 |
¥47.3万 |
|
| 2018-10-11 |
跌破0.618止损 |
卖出 |
59.94 |
7100.0 |
¥42.5万 |
止损触发 |
| 2018-12-05 |
黄金分割买点 |
买入 |
58.007949999999994 |
7400.0 |
¥42.9万 |
|
| 2019-01-29 |
跌破0.618止损 |
卖出 |
54.61533 |
7400.0 |
¥40.4万 |
止损触发 |
| 2019-02-13 |
黄金分割买点 |
买入 |
58.23817999999999 |
7000.0 |
¥40.8万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
62.937 |
7000.0 |
¥44.0万 |
|
| 2019-03-13 |
黄金分割买点 |
买入 |
60.240179999999995 |
7300.0 |
¥44.0万 |
|
| 2019-03-28 |
重回前高 |
卖出 |
65.49444 |
7300.0 |
¥47.8万 |
|
| 2019-07-05 |
黄金分割买点 |
买入 |
83.58349999999999 |
5700.0 |
¥47.7万 |
|
| 2019-08-23 |
重回前高 |
卖出 |
94.65524999999998 |
5700.0 |
¥53.9万 |
|
| 2019-10-24 |
黄金分割买点 |
买入 |
92.16206999999997 |
5900.0 |
¥54.4万 |
|
| 2019-11-12 |
跌破0.618止损 |
卖出 |
88.29162 |
5900.0 |
¥52.1万 |
止损触发 |
| 2020-01-03 |
黄金分割买点 |
买入 |
91.091 |
5700.0 |
¥51.9万 |
|
| 2020-01-21 |
跌破0.618止损 |
卖出 |
85.59432000000001 |
5700.0 |
¥48.8万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
85.80572 |
5700.0 |
¥48.9万 |
|
| 2020-02-27 |
跌破0.618止损 |
卖出 |
80.49942 |
5700.0 |
¥45.9万 |
止损触发 |
| 2020-04-20 |
黄金分割买点 |
买入 |
82.26218 |
5600.0 |
¥46.1万 |
|
| 2020-05-27 |
重回前高 |
卖出 |
95.18472 |
5600.0 |
¥53.3万 |
|
| 2020-09-10 |
黄金分割买点 |
买入 |
201.19099 |
2600.0 |
¥52.3万 |
|
| 2020-10-19 |
跌破0.618止损 |
卖出 |
200.80899 |
2600.0 |
¥52.2万 |
止损触发 |
| 2020-12-08 |
黄金分割买点 |
买入 |
209.83962999999997 |
2500.0 |
¥52.5万 |
|
| 2020-12-22 |
重回前高 |
卖出 |
228.90087000000003 |
2500.0 |
¥57.2万 |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
306.306 |
1800.0 |
¥55.2万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
287.81190000000004 |
1800.0 |
¥51.8万 |
止损触发 |
| 2021-04-06 |
黄金分割买点 |
买入 |
334.98 |
1600.0 |
¥53.6万 |
|
| 2021-04-08 |
跌破0.618止损 |
卖出 |
307.1925 |
1600.0 |
¥49.1万 |
止损触发 |
| 2021-05-20 |
黄金分割买点 |
买入 |
324.88455999999996 |
1500.0 |
¥48.7万 |
|
| 2021-05-26 |
重回前高 |
卖出 |
341.658 |
1500.0 |
¥51.2万 |
|
| 2021-06-10 |
黄金分割买点 |
买入 |
311.33101999999997 |
1600.0 |
¥49.8万 |
|
| 2021-06-17 |
跌破0.618止损 |
卖出 |
289.4103 |
1600.0 |
¥46.3万 |
止损触发 |
| 2021-06-29 |
黄金分割买点 |
买入 |
308.23792999999995 |
1500.0 |
¥46.2万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
277.2225 |
1500.0 |
¥41.6万 |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
265.95568999999995 |
1600.0 |
¥42.6万 |
|
| 2021-11-02 |
跌破0.618止损 |
卖出 |
229.77 |
1600.0 |
¥36.8万 |
止损触发 |
| 2022-02-10 |
黄金分割买点 |
买入 |
213.18296999999998 |
1800.0 |
¥38.4万 |
|
| 2022-02-25 |
跌破0.618止损 |
卖出 |
206.37342 |
1800.0 |
¥37.1万 |
止损触发 |
| 2022-02-28 |
黄金分割买点 |
买入 |
208.208 |
1700.0 |
¥35.4万 |
|
| 2022-03-01 |
跌破0.618止损 |
卖出 |
201.84795 |
1700.0 |
¥34.3万 |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
182.00181999999998 |
1900.0 |
¥34.6万 |
|
| 2022-06-09 |
重回前高 |
卖出 |
193.81599 |
1900.0 |
¥36.8万 |
|
| 2022-06-14 |
黄金分割买点 |
买入 |
175.67549999999997 |
2100.0 |
¥36.9万 |
|
| 2022-06-21 |
重回前高 |
卖出 |
196.81298999999999 |
2100.0 |
¥41.3万 |
|
| 2022-07-14 |
黄金分割买点 |
买入 |
203.20299999999997 |
2000.0 |
¥40.7万 |
|
| 2022-08-09 |
跌破0.618止损 |
卖出 |
190.32948000000002 |
2000.0 |
¥38.1万 |
止损触发 |
| 2022-08-12 |
黄金分割买点 |
买入 |
198.19799999999998 |
1900.0 |
¥37.7万 |
|
| 2022-08-17 |
跌破0.618止损 |
卖出 |
190.06974 |
1900.0 |
¥36.1万 |
止损触发 |
| 2022-09-28 |
黄金分割买点 |
买入 |
200.2 |
1900.0 |
¥38.0万 |
|
| 2022-10-11 |
跌破0.618止损 |
卖出 |
189.31049999999996 |
1900.0 |
¥36.0万 |
止损触发 |
| 2022-11-04 |
黄金分割买点 |
买入 |
182.68249999999998 |
1900.0 |
¥34.7万 |
|
| 2022-12-15 |
重回前高 |
卖出 |
222.15762 |
1900.0 |
¥42.2万 |
|
| 2023-02-02 |
黄金分割买点 |
买入 |
213.79358 |
2000.0 |
¥42.8万 |
|
| 2023-02-27 |
跌破0.618止损 |
卖出 |
195.5043 |
2000.0 |
¥39.1万 |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
86.26617999999999 |
4600.0 |
¥39.7万 |
|
| 2024-01-31 |
跌破0.618止损 |
卖出 |
81.43848 |
4600.0 |
¥37.5万 |
止损触发 |
| 2024-02-22 |
黄金分割买点 |
买入 |
86.08599999999998 |
4300.0 |
¥37.0万 |
|
| 2024-04-11 |
跌破0.618止损 |
卖出 |
78.00192 |
4300.0 |
¥33.5万 |
止损触发 |
| 2024-07-18 |
黄金分割买点 |
买入 |
70.37029999999999 |
4900.0 |
¥34.5万 |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
66.4335 |
4900.0 |
¥32.5万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
71.67159999999998 |
4500.0 |
¥32.3万 |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
65.38455 |
4500.0 |
¥29.4万 |
止损触发 |
| 2024-10-24 |
黄金分割买点 |
买入 |
68.84877999999999 |
4200.0 |
¥28.9万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
68.84109 |
4200.0 |
¥28.9万 |
止损触发 |
| 2025-04-09 |
黄金分割买点 |
买入 |
60.86079999999999 |
4800.0 |
¥29.2万 |
|
| 2025-04-10 |
重回前高 |
卖出 |
68.931 |
4800.0 |
¥33.1万 |
|
| 2025-04-16 |
黄金分割买点 |
买入 |
65.81575 |
5100.0 |
¥33.6万 |
|
| 2025-05-16 |
跌破0.618止损 |
卖出 |
61.66827000000001 |
5100.0 |
¥31.4万 |
止损触发 |
| 2025-07-29 |
黄金分割买点 |
买入 |
66.43637 |
4700.0 |
¥31.2万 |
|
| 2025-09-22 |
重回前高 |
卖出 |
73.88604 |
4700.0 |
¥34.7万 |
|
| 2025-10-13 |
黄金分割买点 |
买入 |
66.9669 |
5000.0 |
¥33.5万 |
|
| 2025-11-04 |
重回前高 |
卖出 |
76.0239 |
5000.0 |
¥38.0万 |
|
| 2025-11-20 |
黄金分割买点 |
买入 |
82.88279999999999 |
4700.0 |
¥39.0万 |
|
| 2025-12-19 |
跌破0.618止损 |
卖出 |
76.5 |
4700.0 |
¥35.9万 |
止损触发 |
| 2026-01-29 |
黄金分割买点 |
买入 |
89.21912999999999 |
4000.0 |
¥35.7万 |
|
| 2026-02-25 |
跌破0.618止损 |
卖出 |
82.917 |
4000.0 |
¥33.2万 |
止损触发 |
| 2026-07-30 |
黄金分割买点 |
买入 |
57.046989999999994 |
5900.0 |
¥33.7万 |
|
| 2026-08-18 |
跌破0.618止损 |
卖出 |
53.796150000000004 |
5900.0 |
¥31.7万 |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
53.67361999999999 |
5900.0 |
¥31.7万 |
|
| 2026-11-13 |
强平 |
卖出 |
51.8 |
5900 |
¥30.6万 |
回测结束强平 |