601901 方正证券 — 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: ¥34.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -65.49%）
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 46 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 |
2015-05-05 |
2015-05-19 |
14.889335460999998 |
13.776209999999999 |
¥-7.5万 |
-7.50% |
跌破0.618止损 |
| 2 |
2015-05-20 |
2015-05-29 |
14.618984379999997 |
13.93605 |
¥-4.3万 |
-4.70% |
跌破0.618止损 |
| 3 |
2015-06-08 |
2015-06-17 |
14.81924444 |
14.50548 |
¥-1.9万 |
-2.15% |
跌破0.618止损 |
| 4 |
2015-11-30 |
2016-01-05 |
9.211962759999999 |
8.24175 |
¥-9.1万 |
-10.56% |
跌破0.618止损 |
| 5 |
2016-04-22 |
2016-05-10 |
7.5498042619999985 |
6.93306 |
¥-6.3万 |
-8.20% |
跌破0.618止损 |
| 6 |
2016-06-28 |
2016-08-01 |
7.499739246999999 |
7.15284 |
¥-3.3万 |
-4.65% |
跌破0.618止损 |
| 7 |
2016-08-15 |
2016-09-13 |
7.40962222 |
7.342649999999999 |
¥-6,309 |
-0.93% |
跌破0.618止损 |
| 8 |
2016-12-01 |
2016-12-13 |
8.511052549999999 |
7.82217 |
¥-5.4万 |
-8.12% |
跌破0.618止损 |
| 9 |
2017-02-15 |
2017-06-01 |
8.310792489999999 |
8.931059999999999 |
¥4.6万 |
+7.43% |
重回前高 |
| 10 |
2017-07-19 |
2017-08-08 |
9.131858736 |
8.71128 |
¥-3.1万 |
-4.63% |
跌破0.618止损 |
| 11 |
2018-05-16 |
2018-05-28 |
6.2218659999999995 |
6.06393 |
¥-1.6万 |
-2.57% |
跌破0.618止损 |
| 12 |
2018-08-06 |
2018-08-09 |
6.358256905 |
6.02397 |
¥-3.2万 |
-5.29% |
跌破0.618止损 |
| 13 |
2018-11-05 |
2018-12-26 |
5.567229667999999 |
5.0 |
¥-5.9万 |
-10.22% |
跌破0.618止损 |
| 14 |
2019-01-02 |
2019-01-07 |
5.276852580999999 |
7.05 |
¥17.4万 |
+33.56% |
重回前高 |
| 15 |
2019-01-22 |
2019-02-26 |
6.478412940999999 |
8.091899999999999 |
¥17.3万 |
+24.87% |
重回前高 |
| 16 |
2019-03-29 |
2019-04-30 |
7.2093621599999995 |
6.95304 |
¥-3.1万 |
-3.58% |
跌破0.618止损 |
| 17 |
2019-05-27 |
2019-05-31 |
7.599869276999999 |
7.2927 |
¥-3.4万 |
-4.07% |
跌破0.618止损 |
| 18 |
2019-07-19 |
2019-07-23 |
7.169310148 |
6.88 |
¥-3.2万 |
-4.06% |
跌破0.618止损 |
| 19 |
2019-09-30 |
2019-11-07 |
6.989076094 |
6.65334 |
¥-3.7万 |
-4.83% |
跌破0.618止损 |
| 20 |
2020-02-03 |
2020-02-04 |
7.242172 |
6.66 |
¥-5.3万 |
-8.07% |
跌破0.618止损 |
| 21 |
2020-02-13 |
2020-03-02 |
7.770090328 |
7.40259 |
¥-3.2万 |
-4.76% |
跌破0.618止损 |
| 22 |
2020-03-06 |
2020-03-16 |
8.040441409 |
7.65234 |
¥-3.1万 |
-4.86% |
跌破0.618止损 |
| 23 |
2020-07-23 |
2020-09-15 |
8.771390627999999 |
8.20179 |
¥-3.9万 |
-6.52% |
跌破0.618止损 |
| 24 |
2020-10-23 |
2020-12-10 |
8.932679 |
8.641350000000001 |
¥-1.9万 |
-3.29% |
跌破0.618止损 |
| 25 |
2021-01-06 |
2021-01-11 |
10.163198045 |
9.720270000000001 |
¥-2.4万 |
-4.39% |
跌破0.618止损 |
| 26 |
2021-04-26 |
2021-05-13 |
9.382183810999999 |
8.67132 |
¥-4.1万 |
-7.60% |
跌破0.618止损 |
| 27 |
2021-06-03 |
2021-06-23 |
9.712612909999997 |
9.25074 |
¥-2.4万 |
-4.78% |
跌破0.618止损 |
| 28 |
2022-06-23 |
2022-07-18 |
6.678673000999998 |
6.36363 |
¥-2.2万 |
-4.75% |
跌破0.618止损 |
| 29 |
2022-08-15 |
2022-09-21 |
6.798829037 |
6.5234700000000005 |
¥-1.8万 |
-4.08% |
跌破0.618止损 |
| 30 |
2022-09-26 |
2022-09-30 |
6.628607986 |
6.4935 |
¥-8,813 |
-2.07% |
跌破0.618止损 |
| 31 |
2022-10-18 |
2022-10-20 |
6.708712009999999 |
6.48 |
¥-1.5万 |
-3.44% |
跌破0.618止损 |
| 32 |
2022-11-08 |
2022-11-24 |
6.918985073 |
6.6933 |
¥-1.3万 |
-3.29% |
跌破0.618止损 |
| 33 |
2022-12-06 |
2022-12-12 |
6.949024081999999 |
6.4935 |
¥-2.6万 |
-6.58% |
跌破0.618止损 |
| 34 |
2023-01-31 |
2023-04-18 |
6.9590370849999985 |
7.24275 |
¥1.5万 |
+4.05% |
重回前高 |
| 35 |
2023-08-14 |
2023-09-04 |
7.509752249999999 |
7.172820000000001 |
¥-1.7万 |
-4.52% |
跌破0.618止损 |
| 36 |
2023-11-28 |
2023-12-21 |
8.701299607 |
7.8921 |
¥-3.4万 |
-9.33% |
跌破0.618止损 |
| 37 |
2024-03-05 |
2024-03-15 |
7.750064321999999 |
7.322670000000001 |
¥-1.8万 |
-5.54% |
跌破0.618止损 |
| 38 |
2024-03-20 |
2024-04-29 |
8.0104024 |
9.14085 |
¥4.4万 |
+14.08% |
重回前高 |
| 39 |
2024-05-24 |
2024-06-11 |
8.400909516999999 |
8.00199 |
¥-1.7万 |
-4.78% |
跌破0.618止损 |
| 40 |
2024-06-17 |
2024-06-20 |
8.340831499 |
8.17182 |
¥-6,961 |
-2.06% |
跌破0.618止损 |
| 41 |
2024-09-26 |
2024-09-27 |
7.379583210999999 |
8.02197 |
¥2.9万 |
+8.67% |
重回前高 |
| 42 |
2024-10-11 |
2024-12-27 |
8.691286603999998 |
8.58141 |
¥-4,622 |
-1.29% |
跌破0.618止损 |
| 43 |
2025-03-19 |
2025-03-26 |
8.170610447999998 |
7.90209 |
¥-1.2万 |
-3.32% |
跌破0.618止损 |
| 44 |
2025-05-12 |
2025-06-26 |
7.71001231 |
8.07192 |
¥1.6万 |
+4.66% |
重回前高 |
| 45 |
2025-09-04 |
2025-09-19 |
8.290766483999999 |
8.131860000000001 |
¥-7,067 |
-1.95% |
跌破0.618止损 |
| 46 |
2026-06-30 |
2026-08-17 |
7.129258136000001 |
6.8931000000000004 |
¥-1.2万 |
-3.34% |
跌破0.618止损 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-05 |
黄金分割买点 |
买入 |
14.884869999999998 |
67000.0 |
¥99.8万 |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
13.776209999999999 |
67000.0 |
¥92.3万 |
止损触发 |
| 2015-05-20 |
黄金分割买点 |
买入 |
14.614599999999998 |
63000.0 |
¥92.1万 |
|
| 2015-05-29 |
跌破0.618止损 |
卖出 |
13.93605 |
63000.0 |
¥87.8万 |
止损触发 |
| 2015-06-08 |
黄金分割买点 |
买入 |
14.8148 |
59500.0 |
¥88.2万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
14.50548 |
59500.0 |
¥86.3万 |
止损触发 |
| 2015-11-30 |
黄金分割买点 |
买入 |
9.209199999999997 |
93600.0 |
¥86.2万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
8.24175 |
93600.0 |
¥77.1万 |
止损触发 |
| 2016-04-22 |
黄金分割买点 |
买入 |
7.547539999999999 |
101400.0 |
¥76.6万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
6.93306 |
101400.0 |
¥70.3万 |
止损触发 |
| 2016-06-28 |
黄金分割买点 |
买入 |
7.497489999999999 |
93400.0 |
¥70.0万 |
|
| 2016-08-01 |
跌破0.618止损 |
卖出 |
7.15284 |
93400.0 |
¥66.8万 |
止损触发 |
| 2016-08-15 |
黄金分割买点 |
买入 |
7.4074 |
91200.0 |
¥67.6万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
7.342649999999999 |
91200.0 |
¥66.9万 |
止损触发 |
| 2016-12-01 |
黄金分割买点 |
买入 |
8.5085 |
78300.0 |
¥66.6万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
7.82217 |
78300.0 |
¥61.2万 |
止损触发 |
| 2017-02-15 |
黄金分割买点 |
买入 |
8.3083 |
73800.0 |
¥61.3万 |
|
| 2017-06-01 |
重回前高 |
卖出 |
8.931059999999999 |
73800.0 |
¥65.9万 |
|
| 2017-07-19 |
黄金分割买点 |
买入 |
9.129119999999999 |
72300.0 |
¥66.0万 |
|
| 2017-08-08 |
跌破0.618止损 |
卖出 |
8.71128 |
72300.0 |
¥63.0万 |
止损触发 |
| 2018-05-16 |
黄金分割买点 |
买入 |
6.22 |
100600.0 |
¥62.6万 |
|
| 2018-05-28 |
跌破0.618止损 |
卖出 |
6.06393 |
100600.0 |
¥61.0万 |
止损触发 |
| 2018-08-06 |
黄金分割买点 |
买入 |
6.35635 |
95900.0 |
¥61.0万 |
|
| 2018-08-09 |
跌破0.618止损 |
卖出 |
6.02397 |
95900.0 |
¥57.8万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
5.565559999999999 |
104000.0 |
¥57.9万 |
|
| 2018-12-26 |
跌破0.618止损 |
卖出 |
5.0 |
104000.0 |
¥52.0万 |
止损触发 |
| 2019-01-02 |
黄金分割买点 |
买入 |
5.275269999999999 |
98200.0 |
¥51.8万 |
|
| 2019-01-07 |
重回前高 |
卖出 |
7.05 |
98200.0 |
¥69.2万 |
|
| 2019-01-22 |
黄金分割买点 |
买入 |
6.476469999999999 |
107600.0 |
¥69.7万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
8.091899999999999 |
107600.0 |
¥87.0万 |
|
| 2019-03-29 |
黄金分割买点 |
买入 |
7.207199999999999 |
120300.0 |
¥86.7万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
6.95304 |
120300.0 |
¥83.6万 |
止损触发 |
| 2019-05-27 |
黄金分割买点 |
买入 |
7.597589999999999 |
109100.0 |
¥82.9万 |
|
| 2019-05-31 |
跌破0.618止损 |
卖出 |
7.2927 |
109100.0 |
¥79.5万 |
止损触发 |
| 2019-07-19 |
黄金分割买点 |
买入 |
7.16716 |
111400.0 |
¥79.9万 |
|
| 2019-07-23 |
跌破0.618止损 |
卖出 |
6.88 |
111400.0 |
¥76.6万 |
止损触发 |
| 2019-09-30 |
黄金分割买点 |
买入 |
6.986979999999999 |
110400.0 |
¥77.2万 |
|
| 2019-11-07 |
跌破0.618止损 |
卖出 |
6.65334 |
110400.0 |
¥73.4万 |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
7.24 |
91200.0 |
¥66.0万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
6.66 |
91200.0 |
¥60.7万 |
止损触发 |
| 2020-02-13 |
黄金分割买点 |
买入 |
7.767759999999999 |
87100.0 |
¥67.7万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
7.40259 |
87100.0 |
¥64.5万 |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
8.03803 |
80200.0 |
¥64.5万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
7.65234 |
80200.0 |
¥61.4万 |
止损触发 |
| 2020-07-23 |
黄金分割买点 |
买入 |
8.768759999999999 |
68800.0 |
¥60.3万 |
|
| 2020-09-15 |
跌破0.618止损 |
卖出 |
8.20179 |
68800.0 |
¥56.4万 |
止损触发 |
| 2020-10-23 |
黄金分割买点 |
买入 |
8.93 |
64600.0 |
¥57.7万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
8.641350000000001 |
64600.0 |
¥55.8万 |
止损触发 |
| 2021-01-06 |
黄金分割买点 |
买入 |
10.16015 |
53800.0 |
¥54.7万 |
|
| 2021-01-11 |
跌破0.618止损 |
卖出 |
9.720270000000001 |
53800.0 |
¥52.3万 |
止损触发 |
| 2021-04-26 |
黄金分割买点 |
买入 |
9.379369999999998 |
56900.0 |
¥53.4万 |
|
| 2021-05-13 |
跌破0.618止损 |
卖出 |
8.67132 |
56900.0 |
¥49.3万 |
止损触发 |
| 2021-06-03 |
黄金分割买点 |
买入 |
9.709699999999998 |
51000.0 |
¥49.5万 |
|
| 2021-06-23 |
跌破0.618止损 |
卖出 |
9.25074 |
51000.0 |
¥47.2万 |
止损触发 |
| 2022-06-23 |
黄金分割买点 |
买入 |
6.676669999999999 |
70300.0 |
¥47.0万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
6.36363 |
70300.0 |
¥44.7万 |
止损触发 |
| 2022-08-15 |
黄金分割买点 |
买入 |
6.79679 |
65300.0 |
¥44.4万 |
|
| 2022-09-21 |
跌破0.618止损 |
卖出 |
6.5234700000000005 |
65300.0 |
¥42.6万 |
止损触发 |
| 2022-09-26 |
黄金分割买点 |
买入 |
6.626619999999999 |
64300.0 |
¥42.6万 |
|
| 2022-09-30 |
跌破0.618止损 |
卖出 |
6.4935 |
64300.0 |
¥41.7万 |
止损触发 |
| 2022-10-18 |
黄金分割买点 |
买入 |
6.7067 |
63100.0 |
¥42.3万 |
|
| 2022-10-20 |
跌破0.618止损 |
卖出 |
6.48 |
63100.0 |
¥40.9万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
6.91691 |
58500.0 |
¥40.5万 |
|
| 2022-11-24 |
跌破0.618止损 |
卖出 |
6.6933 |
58500.0 |
¥39.1万 |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
6.94694 |
56700.0 |
¥39.4万 |
|
| 2022-12-12 |
跌破0.618止损 |
卖出 |
6.4935 |
56700.0 |
¥36.8万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
6.956949999999998 |
53100.0 |
¥37.0万 |
|
| 2023-04-18 |
重回前高 |
卖出 |
7.24275 |
53100.0 |
¥38.4万 |
|
| 2023-08-14 |
黄金分割买点 |
买入 |
7.5074999999999985 |
50200.0 |
¥37.7万 |
|
| 2023-09-04 |
跌破0.618止损 |
卖出 |
7.172820000000001 |
50200.0 |
¥36.0万 |
止损触发 |
| 2023-11-28 |
黄金分割买点 |
买入 |
8.69869 |
42200.0 |
¥36.7万 |
|
| 2023-12-21 |
跌破0.618止损 |
卖出 |
7.8921 |
42200.0 |
¥33.3万 |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
7.747739999999999 |
42400.0 |
¥32.9万 |
|
| 2024-03-15 |
跌破0.618止损 |
卖出 |
7.322670000000001 |
42400.0 |
¥31.0万 |
止损触发 |
| 2024-03-20 |
黄金分割买点 |
买入 |
8.008 |
39100.0 |
¥31.3万 |
|
| 2024-04-29 |
重回前高 |
卖出 |
9.14085 |
39100.0 |
¥35.7万 |
|
| 2024-05-24 |
黄金分割买点 |
买入 |
8.39839 |
42400.0 |
¥35.6万 |
|
| 2024-06-11 |
跌破0.618止损 |
卖出 |
8.00199 |
42400.0 |
¥33.9万 |
止损触发 |
| 2024-06-17 |
黄金分割买点 |
买入 |
8.33833 |
40600.0 |
¥33.9万 |
|
| 2024-06-20 |
跌破0.618止损 |
卖出 |
8.17182 |
40600.0 |
¥33.2万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
7.37737 |
45100.0 |
¥33.3万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
8.02197 |
45100.0 |
¥36.2万 |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
8.688679999999998 |
41100.0 |
¥35.7万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
8.58141 |
41100.0 |
¥35.3万 |
止损触发 |
| 2025-03-19 |
黄金分割买点 |
买入 |
8.168159999999999 |
43800.0 |
¥35.8万 |
|
| 2025-03-26 |
跌破0.618止损 |
卖出 |
7.90209 |
43800.0 |
¥34.6万 |
止损触发 |
| 2025-05-12 |
黄金分割买点 |
买入 |
7.707699999999999 |
45100.0 |
¥34.8万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
8.07192 |
45100.0 |
¥36.4万 |
|
| 2025-09-04 |
黄金分割买点 |
买入 |
8.288279999999999 |
43800.0 |
¥36.3万 |
|
| 2025-09-19 |
跌破0.618止损 |
卖出 |
8.131860000000001 |
43800.0 |
¥35.6万 |
止损触发 |
| 2026-06-30 |
黄金分割买点 |
买入 |
7.12712 |
49700.0 |
¥35.4万 |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
6.8931000000000004 |
49700.0 |
¥34.2万 |
止损触发 |