601916 浙商银行 — 斐波那契回调 回测明细
数据区间: 2019-11-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.05M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +5.33%）
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 8 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 |
2022-11-30 |
2022-12-23 |
3.023926906 |
2.8871100000000003 |
¥-4.5万 |
-4.55% |
跌破0.618止损 |
| 2 |
2023-01-05 |
2023-01-12 |
2.9738618909999994 |
2.90709 |
¥-2.2万 |
-2.27% |
跌破0.618止损 |
| 3 |
2023-01-19 |
2023-02-06 |
2.963848888 |
2.9470500000000004 |
¥-5,556 |
-0.60% |
跌破0.618止损 |
| 4 |
2023-05-19 |
2023-05-22 |
3.0439529119999995 |
2.997 |
¥-1.4万 |
-1.57% |
跌破0.618止损 |
| 5 |
2024-09-26 |
2024-10-08 |
2.6734718009999994 |
3.18681 |
¥17.5万 |
+19.17% |
重回前高 |
| 6 |
2024-10-11 |
2024-12-30 |
2.9037708699999993 |
2.93706 |
¥1.2万 |
+1.12% |
跌破0.618止损 |
| 7 |
2025-07-23 |
2025-08-12 |
3.4745120410000006 |
3.3766200000000004 |
¥-3.1万 |
-2.85% |
跌破0.618止损 |
| 8 |
2026-07-16 |
2026-09-29 |
2.8637188579999995 |
2.82 |
¥-1.7万 |
-1.56% |
跌破0.618止损 |
逐笔成交记录（共 16 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-11-30 |
黄金分割买点 |
买入 |
3.02302 |
326700.0 |
¥98.8万 |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
2.8871100000000003 |
326700.0 |
¥94.3万 |
止损触发 |
| 2023-01-05 |
黄金分割买点 |
买入 |
2.9729699999999997 |
320400.0 |
¥95.3万 |
|
| 2023-01-12 |
跌破0.618止损 |
卖出 |
2.90709 |
320400.0 |
¥93.1万 |
止损触发 |
| 2023-01-19 |
黄金分割买点 |
买入 |
2.96296 |
314200.0 |
¥93.1万 |
|
| 2023-02-06 |
跌破0.618止损 |
卖出 |
2.9470500000000004 |
314200.0 |
¥92.6万 |
止损触发 |
| 2023-05-19 |
黄金分割买点 |
买入 |
3.0430399999999995 |
285400.0 |
¥86.9万 |
|
| 2023-05-22 |
跌破0.618止损 |
卖出 |
2.997 |
285400.0 |
¥85.5万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
2.6726699999999997 |
341200.0 |
¥91.2万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
3.18681 |
341200.0 |
¥1.09M |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
2.9028999999999994 |
374200.0 |
¥1.09M |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
2.93706 |
374200.0 |
¥1.10M |
止损触发 |
| 2025-07-23 |
黄金分割买点 |
买入 |
3.47347 |
315300.0 |
¥1.10M |
|
| 2025-08-12 |
跌破0.618止损 |
卖出 |
3.3766200000000004 |
315300.0 |
¥1.06M |
止损触发 |
| 2026-07-16 |
黄金分割买点 |
买入 |
2.8628599999999995 |
372800.0 |
¥1.07M |
|
| 2026-09-29 |
跌破0.618止损 |
卖出 |
2.82 |
372800.0 |
¥1.05M |
止损触发 |