601919 中国远洋 — 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: ¥59.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -40.20%）
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 34 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 |
2015-07-03 |
12.406110716999999 |
9.99 |
¥-19.4万 |
-19.50% |
跌破0.618止损 |
| 2 |
2015-12-25 |
2015-12-29 |
10.483614141 |
9.590399999999999 |
¥-6.2万 |
-8.55% |
跌破0.618止损 |
| 3 |
2016-04-21 |
2016-05-03 |
6.067879817999999 |
5.68431 |
¥-4.7万 |
-6.35% |
跌破0.618止损 |
| 4 |
2016-11-24 |
2016-12-13 |
5.687385703999999 |
5.37462 |
¥-3.9万 |
-5.53% |
跌破0.618止损 |
| 5 |
2017-02-09 |
2017-04-21 |
5.857606754999999 |
5.594399999999999 |
¥-3.0万 |
-4.52% |
跌破0.618止损 |
| 6 |
2017-09-26 |
2017-10-26 |
7.0791931209999985 |
6.993 |
¥-7,823 |
-1.25% |
跌破0.618止损 |
| 7 |
2018-01-17 |
2018-02-07 |
6.658646995 |
6.6233699999999995 |
¥-3,454 |
-0.56% |
跌破0.618止损 |
| 8 |
2018-06-04 |
2018-06-11 |
6.067879817999998 |
5.74425 |
¥-3.3万 |
-5.36% |
跌破0.618止损 |
| 9 |
2018-11-13 |
2019-02-26 |
3.9150841729999994 |
4.995 |
¥15.8万 |
+27.55% |
重回前高 |
| 10 |
2019-04-26 |
2019-05-10 |
5.627307685999999 |
5.1748199999999995 |
¥-6.0万 |
-8.07% |
跌破0.618止损 |
| 11 |
2019-09-11 |
2019-10-14 |
4.926397475999999 |
5.36463 |
¥6.1万 |
+8.86% |
重回前高 |
| 12 |
2019-11-07 |
2019-11-18 |
4.926397475999999 |
4.74525 |
¥-2.8万 |
-3.71% |
跌破0.618止损 |
| 13 |
2019-12-17 |
2020-01-21 |
5.10663153 |
4.815180000000001 |
¥-4.1万 |
-5.74% |
跌破0.618止损 |
| 14 |
2020-07-17 |
2020-08-04 |
3.955136185 |
4.815180000000001 |
¥14.6万 |
+21.71% |
重回前高 |
| 15 |
2021-01-29 |
2021-02-05 |
12.846682848999999 |
10.759229999999999 |
¥-13.1万 |
-16.27% |
跌破0.618止损 |
| 16 |
2021-02-26 |
2021-03-03 |
12.81664384 |
11.2887 |
¥-7.9万 |
-11.95% |
跌破0.618止损 |
| 17 |
2021-04-02 |
2021-06-11 |
14.0182042 |
25.7742 |
¥50.8万 |
+83.81% |
重回前高 |
| 18 |
2021-12-14 |
2022-01-26 |
18.774380625 |
16.61337 |
¥-12.6万 |
-11.54% |
跌破0.618止损 |
| 19 |
2022-03-07 |
2022-03-09 |
18.023405399999998 |
16.82316 |
¥-6.5万 |
-6.69% |
跌破0.618止损 |
| 20 |
2022-06-08 |
2022-06-22 |
15.950713778999999 |
13.896090000000001 |
¥-11.9万 |
-12.91% |
跌破0.618止损 |
| 21 |
2022-07-12 |
2022-07-18 |
14.749153418999999 |
14.215770000000001 |
¥-2.9万 |
-3.65% |
跌破0.618止损 |
| 22 |
2024-03-14 |
2024-04-26 |
10.343432099000001 |
11.318670000000001 |
¥7.3万 |
+9.40% |
重回前高 |
| 23 |
2024-07-09 |
2024-07-18 |
14.308581286999997 |
13.11687 |
¥-7.0万 |
-8.36% |
跌破0.618止损 |
| 24 |
2024-09-26 |
2024-11-29 |
13.968139184999998 |
13.55643 |
¥-2.3万 |
-2.98% |
跌破0.618止损 |
| 25 |
2024-12-13 |
2024-12-23 |
14.498828344 |
14.49 |
¥-685 |
-0.09% |
跌破0.618止损 |
| 26 |
2024-12-31 |
2025-01-10 |
15.720414709999996 |
14.24574 |
¥-7.1万 |
-9.41% |
跌破0.618止损 |
| 27 |
2025-02-18 |
2025-02-21 |
14.839270445999999 |
14.375610000000002 |
¥-2.2万 |
-3.15% |
跌破0.618止损 |
| 28 |
2025-03-26 |
2025-04-07 |
14.684404 |
12.96702 |
¥-7.8万 |
-11.72% |
跌破0.618止损 |
| 29 |
2025-04-11 |
2025-05-08 |
14.124236 |
14.725259999999999 |
¥2.5万 |
+4.22% |
重回前高 |
| 30 |
2025-06-26 |
2025-07-18 |
14.979452488 |
15.18 |
¥7,918 |
+1.31% |
跌破0.618止损 |
| 31 |
2025-07-22 |
2025-08-04 |
15.650323689 |
15.334650000000002 |
¥-1.3万 |
-2.05% |
跌破0.618止损 |
| 32 |
2026-03-05 |
2026-03-26 |
15.730427713 |
15.2847 |
¥-1.7万 |
-2.86% |
跌破0.618止损 |
| 33 |
2026-10-23 |
2026-10-26 |
15.750453718999998 |
15.914069999999997 |
¥5,734 |
+1.01% |
跌破0.618止损 |
| 34 |
2026-11-11 |
2026-11-13 |
16.952014078999998 |
17.03 |
¥2,551 |
+0.43% |
强平 |
逐笔成交记录（共 68 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 |
12.402389999999999 |
80300.0 |
¥99.6万 |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
9.99 |
80300.0 |
¥80.2万 |
止损触发 |
| 2015-12-25 |
黄金分割买点 |
买入 |
10.480469999999999 |
69000.0 |
¥72.3万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
9.590399999999999 |
69000.0 |
¥66.2万 |
止损触发 |
| 2016-04-21 |
黄金分割买点 |
买入 |
6.0660599999999985 |
120900.0 |
¥73.4万 |
|
| 2016-05-03 |
跌破0.618止损 |
卖出 |
5.68431 |
120900.0 |
¥68.7万 |
止损触发 |
| 2016-11-24 |
黄金分割买点 |
买入 |
5.685679999999999 |
122500.0 |
¥69.7万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
5.37462 |
122500.0 |
¥65.8万 |
止损触发 |
| 2017-02-09 |
黄金分割买点 |
买入 |
5.855849999999999 |
112200.0 |
¥65.7万 |
|
| 2017-04-21 |
跌破0.618止损 |
卖出 |
5.594399999999999 |
112200.0 |
¥62.8万 |
止损触发 |
| 2017-09-26 |
黄金分割买点 |
买入 |
7.077069999999999 |
88600.0 |
¥62.7万 |
|
| 2017-10-26 |
跌破0.618止损 |
卖出 |
6.993 |
88600.0 |
¥61.9万 |
止损触发 |
| 2018-01-17 |
黄金分割买点 |
买入 |
6.65665 |
92700.0 |
¥61.7万 |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
6.6233699999999995 |
92700.0 |
¥61.4万 |
止损触发 |
| 2018-06-04 |
黄金分割买点 |
买入 |
6.0660599999999985 |
101600.0 |
¥61.6万 |
|
| 2018-06-11 |
跌破0.618止损 |
卖出 |
5.74425 |
101600.0 |
¥58.3万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
3.913909999999999 |
146800.0 |
¥57.5万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
4.995 |
146800.0 |
¥73.3万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
5.62562 |
131500.0 |
¥74.0万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
5.1748199999999995 |
131500.0 |
¥68.0万 |
止损触发 |
| 2019-09-11 |
黄金分割买点 |
买入 |
4.924919999999999 |
138700.0 |
¥68.3万 |
|
| 2019-10-14 |
重回前高 |
卖出 |
5.36463 |
138700.0 |
¥74.4万 |
|
| 2019-11-07 |
黄金分割买点 |
买入 |
4.924919999999999 |
150700.0 |
¥74.2万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
4.74525 |
150700.0 |
¥71.5万 |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
5.105099999999999 |
140000.0 |
¥71.5万 |
|
| 2020-01-21 |
跌破0.618止损 |
卖出 |
4.815180000000001 |
140000.0 |
¥67.4万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
3.95395 |
170400.0 |
¥67.4万 |
|
| 2020-08-04 |
重回前高 |
卖出 |
4.815180000000001 |
170400.0 |
¥82.0万 |
|
| 2021-01-29 |
黄金分割买点 |
买入 |
12.84283 |
62800.0 |
¥80.7万 |
|
| 2021-02-05 |
跌破0.618止损 |
卖出 |
10.759229999999999 |
62800.0 |
¥67.5万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
12.8128 |
51700.0 |
¥66.3万 |
|
| 2021-03-03 |
跌破0.618止损 |
卖出 |
11.2887 |
51700.0 |
¥58.3万 |
止损触发 |
| 2021-04-02 |
黄金分割买点 |
买入 |
14.013999999999998 |
43200.0 |
¥60.6万 |
|
| 2021-06-11 |
重回前高 |
卖出 |
25.7742 |
43200.0 |
¥1.11M |
|
| 2021-12-14 |
黄金分割买点 |
买入 |
18.768749999999997 |
58300.0 |
¥1.09M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
16.61337 |
58300.0 |
¥96.8万 |
止损触发 |
| 2022-03-07 |
黄金分割买点 |
买入 |
18.017999999999997 |
54200.0 |
¥97.7万 |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
16.82316 |
54200.0 |
¥91.2万 |
止损触发 |
| 2022-06-08 |
黄金分割买点 |
买入 |
15.945929999999999 |
58000.0 |
¥92.5万 |
|
| 2022-06-22 |
跌破0.618止损 |
卖出 |
13.896090000000001 |
58000.0 |
¥80.6万 |
止损触发 |
| 2022-07-12 |
黄金分割买点 |
买入 |
14.744729999999999 |
54700.0 |
¥80.7万 |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
14.215770000000001 |
54700.0 |
¥77.7万 |
止损触发 |
| 2024-03-14 |
黄金分割买点 |
买入 |
10.34033 |
74800.0 |
¥77.4万 |
|
| 2024-04-26 |
重回前高 |
卖出 |
11.318670000000001 |
74800.0 |
¥84.6万 |
|
| 2024-07-09 |
黄金分割买点 |
买入 |
14.304289999999998 |
58900.0 |
¥84.3万 |
|
| 2024-07-18 |
跌破0.618止损 |
卖出 |
13.11687 |
58900.0 |
¥77.2万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
13.963949999999997 |
55400.0 |
¥77.4万 |
|
| 2024-11-29 |
跌破0.618止损 |
卖出 |
13.55643 |
55400.0 |
¥75.1万 |
止损触发 |
| 2024-12-13 |
黄金分割买点 |
买入 |
14.49448 |
52000.0 |
¥75.4万 |
|
| 2024-12-23 |
跌破0.618止损 |
卖出 |
14.49 |
52000.0 |
¥75.3万 |
止损触发 |
| 2024-12-31 |
黄金分割买点 |
买入 |
15.715699999999996 |
48000.0 |
¥75.5万 |
|
| 2025-01-10 |
跌破0.618止损 |
卖出 |
14.24574 |
48000.0 |
¥68.4万 |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
14.834819999999999 |
46100.0 |
¥68.4万 |
|
| 2025-02-21 |
跌破0.618止损 |
卖出 |
14.375610000000002 |
46100.0 |
¥66.3万 |
止损触发 |
| 2025-03-26 |
黄金分割买点 |
买入 |
14.68 |
45100.0 |
¥66.2万 |
|
| 2025-04-07 |
跌破0.618止损 |
卖出 |
12.96702 |
45100.0 |
¥58.5万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
14.12 |
41400.0 |
¥58.5万 |
|
| 2025-05-08 |
重回前高 |
卖出 |
14.725259999999999 |
41400.0 |
¥60.9万 |
|
| 2025-06-26 |
黄金分割买点 |
买入 |
14.97496 |
40400.0 |
¥60.5万 |
|
| 2025-07-18 |
跌破0.618止损 |
卖出 |
15.18 |
40400.0 |
¥61.3万 |
止损触发 |
| 2025-07-22 |
黄金分割买点 |
买入 |
15.64563 |
39500.0 |
¥61.8万 |
|
| 2025-08-04 |
跌破0.618止损 |
卖出 |
15.334650000000002 |
39500.0 |
¥60.6万 |
止损触发 |
| 2026-03-05 |
黄金分割买点 |
买入 |
15.72571 |
38100.0 |
¥59.9万 |
|
| 2026-03-26 |
跌破0.618止损 |
卖出 |
15.2847 |
38100.0 |
¥58.2万 |
止损触发 |
| 2026-10-23 |
黄金分割买点 |
买入 |
15.745729999999996 |
36100.0 |
¥56.9万 |
|
| 2026-10-26 |
跌破0.618止损 |
卖出 |
15.914069999999997 |
36100.0 |
¥57.4万 |
止损触发 |
| 2026-11-11 |
黄金分割买点 |
买入 |
16.94693 |
35000.0 |
¥59.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
17.03 |
35000 |
¥59.6万 |
回测结束强平 |