601899 紫金矿业 — 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: ¥52.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -47.52%）
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 42 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 |
2015-06-23 |
2015-06-30 |
5.587255674 |
4.5954 |
¥-17.7万 |
-17.78% |
跌破0.618止损 |
| 2 |
2015-12-15 |
2015-12-16 |
3.584655074 |
3.57642 |
¥-2,087 |
-0.26% |
跌破0.618止损 |
| 3 |
2016-02-16 |
2016-05-10 |
3.2842649839999996 |
3.05694 |
¥-5.6万 |
-6.95% |
跌破0.618止损 |
| 4 |
2016-06-22 |
2016-07-12 |
3.2341999689999996 |
3.9660300000000004 |
¥17.0万 |
+22.59% |
重回前高 |
| 5 |
2016-07-25 |
2016-08-26 |
3.5145640529999995 |
3.35 |
¥-4.3万 |
-4.71% |
跌破0.618止损 |
| 6 |
2016-11-03 |
2016-12-26 |
3.441032 |
3.32667 |
¥-3.0万 |
-3.35% |
跌破0.618止损 |
| 7 |
2017-02-06 |
2017-03-10 |
3.574642070999999 |
3.37662 |
¥-4.8万 |
-5.57% |
跌破0.618止损 |
| 8 |
2017-08-16 |
2017-09-05 |
3.7148241129999993 |
4.23576 |
¥11.3万 |
+13.99% |
重回前高 |
| 9 |
2017-09-18 |
2017-10-27 |
3.9751621909999995 |
3.84615 |
¥-3.0万 |
-3.27% |
跌破0.618止损 |
| 10 |
2018-02-09 |
2018-03-23 |
4.465799338 |
4.40559 |
¥-1.2万 |
-1.38% |
跌破0.618止损 |
| 11 |
2018-10-23 |
2018-10-31 |
3.484525044 |
3.40659 |
¥-2.0万 |
-2.27% |
跌破0.618止损 |
| 12 |
2018-11-09 |
2018-11-26 |
3.4544860349999995 |
3.3666300000000002 |
¥-2.2万 |
-2.57% |
跌破0.618止损 |
| 13 |
2019-03-15 |
2019-05-07 |
3.454486035 |
3.17682 |
¥-6.8万 |
-8.07% |
跌破0.618止损 |
| 14 |
2019-07-10 |
2019-09-05 |
3.624707086 |
3.5964 |
¥-6,224 |
-0.81% |
跌破0.618止损 |
| 15 |
2019-11-07 |
2019-11-26 |
3.584655073999999 |
3.73626 |
¥3.2万 |
+4.20% |
重回前高 |
| 16 |
2020-02-03 |
2020-02-04 |
3.865019157999999 |
3.86 |
¥-1,150 |
-0.16% |
跌破0.618止损 |
| 17 |
2020-02-11 |
2020-03-10 |
4.185435254 |
3.95604 |
¥-4.4万 |
-5.51% |
跌破0.618止损 |
| 18 |
2020-04-16 |
2020-04-28 |
4.205461260000001 |
3.8361599999999996 |
¥-6.6万 |
-8.81% |
跌破0.618止损 |
| 19 |
2020-05-19 |
2020-06-29 |
4.085305223999999 |
4.36563 |
¥4.6万 |
+6.83% |
重回前高 |
| 20 |
2020-08-13 |
2020-11-10 |
5.717424713 |
7.74225 |
¥26.1万 |
+35.37% |
重回前高 |
| 21 |
2021-03-02 |
2021-03-09 |
12.10363 |
10.6893 |
¥-11.4万 |
-11.71% |
跌破0.618止损 |
| 22 |
2021-05-11 |
2021-05-14 |
11.90357 |
10.99899 |
¥-6.5万 |
-7.63% |
跌破0.618止损 |
| 23 |
2021-06-01 |
2021-06-16 |
11.164498345 |
10.25973 |
¥-6.6万 |
-8.13% |
跌破0.618止损 |
| 24 |
2021-08-09 |
2021-08-23 |
10.313393089999998 |
10.11987 |
¥-1.4万 |
-1.91% |
跌破0.618止损 |
| 25 |
2021-08-31 |
2021-09-23 |
10.81404324 |
10.779209999999999 |
¥-2,573 |
-0.35% |
跌破0.618止损 |
| 26 |
2021-10-22 |
2021-10-28 |
11.114433329999999 |
10.6893 |
¥-2.8万 |
-3.85% |
跌破0.618止损 |
| 27 |
2022-01-24 |
2022-01-28 |
10.143172038999998 |
9.87012 |
¥-1.9万 |
-2.72% |
跌破0.618止损 |
| 28 |
2022-03-11 |
2022-03-16 |
10.904160266999998 |
9.690299999999999 |
¥-7.6万 |
-11.16% |
跌破0.618止损 |
| 29 |
2022-03-22 |
2022-04-26 |
10.954225281999998 |
10.609379999999998 |
¥-1.9万 |
-3.18% |
跌破0.618止损 |
| 30 |
2023-04-26 |
2023-05-11 |
12.676461798 |
12.027959999999998 |
¥-3.0万 |
-5.14% |
跌破0.618止损 |
| 31 |
2023-07-17 |
2023-10-10 |
12.496227743999999 |
12.267719999999999 |
¥-1.0万 |
-1.86% |
跌破0.618止损 |
| 32 |
2023-10-31 |
2023-11-07 |
12.416123719999998 |
11.868120000000001 |
¥-2.4万 |
-4.44% |
跌破0.618止损 |
| 33 |
2024-06-05 |
2024-06-14 |
17.0221051 |
16.5834 |
¥-1.3万 |
-2.61% |
跌破0.618止损 |
| 34 |
2024-07-05 |
2024-07-23 |
18.193626451 |
17.56242 |
¥-1.8万 |
-3.50% |
跌破0.618止损 |
| 35 |
2024-10-16 |
2024-11-13 |
17.102209123999994 |
15.914069999999999 |
¥-3.4万 |
-6.98% |
跌破0.618止损 |
| 36 |
2025-02-18 |
2025-02-26 |
16.431337922999997 |
15.81417 |
¥-1.7万 |
-3.78% |
跌破0.618止损 |
| 37 |
2025-03-07 |
2025-03-17 |
16.351233899 |
17.47251 |
¥3.0万 |
+6.83% |
重回前高 |
| 38 |
2025-04-07 |
2025-04-08 |
15.420024619999998 |
15.524459999999998 |
¥2,764 |
+0.65% |
跌破0.618止损 |
| 39 |
2025-05-19 |
2025-06-13 |
17.452664228999996 |
19.240740000000002 |
¥4.9万 |
+10.21% |
重回前高 |
| 40 |
2025-07-10 |
2025-08-08 |
18.944601676 |
20.33964 |
¥3.9万 |
+7.33% |
重回前高 |
| 41 |
2026-02-06 |
2026-03-16 |
35.596225665 |
35.00496 |
¥-9,027 |
-1.69% |
跌破0.618止损 |
| 42 |
2026-09-22 |
2026-09-28 |
31.430816417 |
29.570400000000003 |
¥-3.3万 |
-5.95% |
跌破0.618止损 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
黄金分割买点 |
买入 |
5.585579999999999 |
177900.0 |
¥99.4万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
4.5954 |
177900.0 |
¥81.7万 |
止损触发 |
| 2015-12-15 |
黄金分割买点 |
买入 |
3.5835799999999995 |
224200.0 |
¥80.4万 |
|
| 2015-12-16 |
跌破0.618止损 |
卖出 |
3.57642 |
224200.0 |
¥80.2万 |
止损触发 |
| 2016-02-16 |
黄金分割买点 |
买入 |
3.2832799999999995 |
246500.0 |
¥81.0万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
3.05694 |
246500.0 |
¥75.3万 |
止损触发 |
| 2016-06-22 |
黄金分割买点 |
买入 |
3.23323 |
233100.0 |
¥75.4万 |
|
| 2016-07-12 |
重回前高 |
卖出 |
3.9660300000000004 |
233100.0 |
¥92.4万 |
|
| 2016-07-25 |
黄金分割买点 |
买入 |
3.5135099999999992 |
261800.0 |
¥92.0万 |
|
| 2016-08-26 |
跌破0.618止损 |
卖出 |
3.35 |
261800.0 |
¥87.7万 |
止损触发 |
| 2016-11-03 |
黄金分割买点 |
买入 |
3.44 |
259100.0 |
¥89.2万 |
|
| 2016-12-26 |
跌破0.618止损 |
卖出 |
3.32667 |
259100.0 |
¥86.2万 |
止损触发 |
| 2017-02-06 |
黄金分割买点 |
买入 |
3.5735699999999992 |
240600.0 |
¥86.0万 |
|
| 2017-03-10 |
跌破0.618止损 |
卖出 |
3.37662 |
240600.0 |
¥81.2万 |
止损触发 |
| 2017-08-16 |
黄金分割买点 |
买入 |
3.713709999999999 |
217500.0 |
¥80.8万 |
|
| 2017-09-05 |
重回前高 |
卖出 |
4.23576 |
217500.0 |
¥92.1万 |
|
| 2017-09-18 |
黄金分割买点 |
买入 |
3.9739699999999996 |
230400.0 |
¥91.6万 |
|
| 2017-10-27 |
跌破0.618止损 |
卖出 |
3.84615 |
230400.0 |
¥88.6万 |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
4.46446 |
190600.0 |
¥85.1万 |
|
| 2018-03-23 |
跌破0.618止损 |
卖出 |
4.40559 |
190600.0 |
¥83.9万 |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
3.4834799999999997 |
252100.0 |
¥87.8万 |
|
| 2018-10-31 |
跌破0.618止损 |
卖出 |
3.40659 |
252100.0 |
¥85.9万 |
止损触发 |
| 2018-11-09 |
黄金分割买点 |
买入 |
3.4534499999999997 |
247900.0 |
¥85.6万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
3.3666300000000002 |
247900.0 |
¥83.4万 |
止损触发 |
| 2019-03-15 |
黄金分割买点 |
买入 |
3.4534499999999997 |
243600.0 |
¥84.2万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
3.17682 |
243600.0 |
¥77.4万 |
止损触发 |
| 2019-07-10 |
黄金分割买点 |
买入 |
3.6236200000000003 |
211800.0 |
¥76.8万 |
|
| 2019-09-05 |
跌破0.618止损 |
卖出 |
3.5964 |
211800.0 |
¥76.1万 |
止损触发 |
| 2019-11-07 |
黄金分割买点 |
买入 |
3.583579999999999 |
213600.0 |
¥76.6万 |
|
| 2019-11-26 |
重回前高 |
卖出 |
3.73626 |
213600.0 |
¥79.8万 |
|
| 2020-02-03 |
黄金分割买点 |
买入 |
3.863859999999999 |
186200.0 |
¥72.0万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
3.86 |
186200.0 |
¥71.9万 |
止损触发 |
| 2020-02-11 |
黄金分割买点 |
买入 |
4.18418 |
189900.0 |
¥79.5万 |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
3.95604 |
189900.0 |
¥75.1万 |
止损触发 |
| 2020-04-16 |
黄金分割买点 |
买入 |
4.2042 |
177000.0 |
¥74.4万 |
|
| 2020-04-28 |
跌破0.618止损 |
卖出 |
3.8361599999999996 |
177000.0 |
¥67.9万 |
止损触发 |
| 2020-05-19 |
黄金分割买点 |
买入 |
4.084079999999999 |
166300.0 |
¥67.9万 |
|
| 2020-06-29 |
重回前高 |
卖出 |
4.36563 |
166300.0 |
¥72.6万 |
|
| 2020-08-13 |
黄金分割买点 |
买入 |
5.71571 |
128900.0 |
¥73.7万 |
|
| 2020-11-10 |
重回前高 |
卖出 |
7.74225 |
128900.0 |
¥99.8万 |
|
| 2021-03-02 |
黄金分割买点 |
买入 |
12.1 |
80700.0 |
¥97.7万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
10.6893 |
80700.0 |
¥86.2万 |
止损触发 |
| 2021-05-11 |
黄金分割买点 |
买入 |
11.9 |
71300.0 |
¥84.9万 |
|
| 2021-05-14 |
跌破0.618止损 |
卖出 |
10.99899 |
71300.0 |
¥78.4万 |
止损触发 |
| 2021-06-01 |
黄金分割买点 |
买入 |
11.16115 |
72600.0 |
¥81.1万 |
|
| 2021-06-16 |
跌破0.618止损 |
卖出 |
10.25973 |
72600.0 |
¥74.5万 |
止损触发 |
| 2021-08-09 |
黄金分割买点 |
买入 |
10.3103 |
70200.0 |
¥72.4万 |
|
| 2021-08-23 |
跌破0.618止损 |
卖出 |
10.11987 |
70200.0 |
¥71.0万 |
止损触发 |
| 2021-08-31 |
黄金分割买点 |
买入 |
10.8108 |
67600.0 |
¥73.1万 |
|
| 2021-09-23 |
跌破0.618止损 |
卖出 |
10.779209999999999 |
67600.0 |
¥72.8万 |
止损触发 |
| 2021-10-22 |
黄金分割买点 |
买入 |
11.111099999999999 |
64700.0 |
¥71.9万 |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
10.6893 |
64700.0 |
¥69.1万 |
止损触发 |
| 2022-01-24 |
黄金分割买点 |
买入 |
10.14013 |
68800.0 |
¥69.8万 |
|
| 2022-01-28 |
跌破0.618止损 |
卖出 |
9.87012 |
68800.0 |
¥67.9万 |
止损触发 |
| 2022-03-11 |
黄金分割买点 |
买入 |
10.900889999999999 |
62600.0 |
¥68.3万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
9.690299999999999 |
62600.0 |
¥60.6万 |
止损触发 |
| 2022-03-22 |
黄金分割买点 |
买入 |
10.950939999999997 |
55600.0 |
¥60.9万 |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
10.609379999999998 |
55600.0 |
¥59.0万 |
止损触发 |
| 2023-04-26 |
黄金分割买点 |
买入 |
12.67266 |
46000.0 |
¥58.3万 |
|
| 2023-05-11 |
跌破0.618止损 |
卖出 |
12.027959999999998 |
46000.0 |
¥55.3万 |
止损触发 |
| 2023-07-17 |
黄金分割买点 |
买入 |
12.492479999999999 |
44700.0 |
¥55.9万 |
|
| 2023-10-10 |
跌破0.618止损 |
卖出 |
12.267719999999999 |
44700.0 |
¥54.8万 |
止损触发 |
| 2023-10-31 |
黄金分割买点 |
买入 |
12.412399999999998 |
44400.0 |
¥55.1万 |
|
| 2023-11-07 |
跌破0.618止损 |
卖出 |
11.868120000000001 |
44400.0 |
¥52.7万 |
止损触发 |
| 2024-06-05 |
黄金分割买点 |
买入 |
17.017 |
30300.0 |
¥51.6万 |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
16.5834 |
30300.0 |
¥50.2万 |
止损触发 |
| 2024-07-05 |
黄金分割买点 |
买入 |
18.18817 |
28300.0 |
¥51.5万 |
|
| 2024-07-23 |
跌破0.618止损 |
卖出 |
17.56242 |
28300.0 |
¥49.7万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
17.097079999999995 |
28900.0 |
¥49.4万 |
|
| 2024-11-13 |
跌破0.618止损 |
卖出 |
15.914069999999999 |
28900.0 |
¥46.0万 |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
16.426409999999997 |
28000.0 |
¥46.0万 |
|
| 2025-02-26 |
跌破0.618止损 |
卖出 |
15.81417 |
28000.0 |
¥44.3万 |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
16.34633 |
27200.0 |
¥44.5万 |
|
| 2025-03-17 |
重回前高 |
卖出 |
17.47251 |
27200.0 |
¥47.5万 |
|
| 2025-04-07 |
黄金分割买点 |
买入 |
15.415399999999998 |
27700.0 |
¥42.7万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
15.524459999999998 |
27700.0 |
¥43.0万 |
止损触发 |
| 2025-05-19 |
黄金分割买点 |
买入 |
17.447429999999997 |
27400.0 |
¥47.8万 |
|
| 2025-06-13 |
重回前高 |
卖出 |
19.240740000000002 |
27400.0 |
¥52.7万 |
|
| 2025-07-10 |
黄金分割买点 |
买入 |
18.93892 |
27800.0 |
¥52.7万 |
|
| 2025-08-08 |
重回前高 |
卖出 |
20.33964 |
27800.0 |
¥56.5万 |
|
| 2026-02-06 |
黄金分割买点 |
买入 |
35.58554999999999 |
15000.0 |
¥53.4万 |
|
| 2026-03-16 |
跌破0.618止损 |
卖出 |
35.00496 |
15000.0 |
¥52.5万 |
止损触发 |
| 2026-09-22 |
黄金分割买点 |
买入 |
31.42139 |
17700.0 |
¥55.6万 |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
29.570400000000003 |
17700.0 |
¥52.3万 |
止损触发 |