601939 建设银行 — 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: ¥95.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -4.39%）
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 29 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 |
2015-05-06 |
2015-06-23 |
6.558516964999998 |
6.41358 |
¥-2.2万 |
-2.24% |
跌破0.618止损 |
| 2 |
2015-07-07 |
2015-07-08 |
6.658646995 |
6.993 |
¥4.8万 |
+4.99% |
重回前高 |
| 3 |
2015-07-09 |
2015-07-21 |
6.8488940519999995 |
6.56343 |
¥-4.3万 |
-4.20% |
跌破0.618止损 |
| 4 |
2015-10-27 |
2016-01-05 |
5.571671 |
5.51448 |
¥-1.0万 |
-1.06% |
跌破0.618止损 |
| 5 |
2016-04-15 |
2016-04-22 |
4.836280448999999 |
4.67532 |
¥-3.3万 |
-3.36% |
跌破0.618止损 |
| 6 |
2016-09-13 |
2016-10-14 |
5.176722550999999 |
5.14485 |
¥-6,062 |
-0.65% |
跌破0.618止损 |
| 7 |
2017-08-14 |
2017-08-28 |
6.588555974 |
7.14285 |
¥7.8万 |
+8.38% |
重回前高 |
| 8 |
2017-09-20 |
2017-10-19 |
6.788816033999999 |
7.2 |
¥6.1万 |
+6.02% |
重回前高 |
| 9 |
2018-02-09 |
2018-03-19 |
8.250714472 |
7.90209 |
¥-4.4万 |
-4.25% |
跌破0.618止损 |
| 10 |
2018-08-22 |
2018-09-13 |
6.7187250129999985 |
6.58341 |
¥-2.1万 |
-2.04% |
跌破0.618止损 |
| 11 |
2019-03-11 |
2019-04-17 |
6.918985072999999 |
7.6922999999999995 |
¥11.2万 |
+11.14% |
重回前高 |
| 12 |
2019-04-26 |
2019-05-07 |
7.309492189999999 |
7.16283 |
¥-2.3万 |
-2.04% |
跌破0.618止损 |
| 13 |
2020-12-08 |
2020-12-11 |
6.979063090999999 |
6.5734200000000005 |
¥-6.4万 |
-5.84% |
跌破0.618止损 |
| 14 |
2021-01-20 |
2021-01-25 |
6.939011078999999 |
6.5134799999999995 |
¥-6.3万 |
-6.16% |
跌破0.618止损 |
| 15 |
2021-02-09 |
2021-03-04 |
6.908972069999999 |
7.4225699999999994 |
¥7.1万 |
+7.40% |
重回前高 |
| 16 |
2021-04-21 |
2021-04-28 |
7.159297145 |
6.98301 |
¥-2.6万 |
-2.49% |
跌破0.618止损 |
| 17 |
2021-09-09 |
2021-09-17 |
6.188035853999999 |
6.06393 |
¥-2.0万 |
-2.03% |
跌破0.618止损 |
| 18 |
2021-10-12 |
2021-11-03 |
6.097918827 |
5.90409 |
¥-3.2万 |
-3.21% |
跌破0.618止损 |
| 19 |
2023-05-12 |
2023-05-26 |
6.518464953 |
6.20379 |
¥-4.6万 |
-4.86% |
跌破0.618止损 |
| 20 |
2023-05-30 |
2023-06-15 |
6.4984389469999995 |
6.343649999999999 |
¥-2.2万 |
-2.41% |
跌破0.618止损 |
| 21 |
2023-10-26 |
2023-11-07 |
6.368269907999999 |
6.1938 |
¥-2.5万 |
-2.77% |
跌破0.618止损 |
| 22 |
2023-11-10 |
2023-12-07 |
6.388295913999999 |
6.28371 |
¥-1.4万 |
-1.67% |
跌破0.618止损 |
| 23 |
2024-03-13 |
2024-04-18 |
6.878933060999999 |
7.24275 |
¥4.5万 |
+5.26% |
重回前高 |
| 24 |
2024-09-26 |
2024-12-25 |
7.760077324999998 |
8.77122 |
¥11.7万 |
+13.00% |
重回前高 |
| 25 |
2025-12-05 |
2025-12-12 |
9.382183810999997 |
8.941049999999999 |
¥-4.8万 |
-4.73% |
跌破0.618止损 |
| 26 |
2025-12-30 |
2026-01-08 |
9.262027775 |
9.030959999999999 |
¥-2.4万 |
-2.52% |
跌破0.618止损 |
| 27 |
2026-06-22 |
2026-07-01 |
9.892846963999999 |
9.56043 |
¥-3.2万 |
-3.39% |
跌破0.618止损 |
| 28 |
2026-07-09 |
2026-07-17 |
9.932898976 |
9.75024 |
¥-1.7万 |
-1.87% |
跌破0.618止损 |
| 29 |
2026-08-12 |
2026-09-01 |
10.21326306 |
10.91 |
¥6.0万 |
+6.79% |
重回前高 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
黄金分割买点 |
买入 |
6.556549999999999 |
152100.0 |
¥99.8万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
6.41358 |
152100.0 |
¥97.5万 |
止损触发 |
| 2015-07-07 |
黄金分割买点 |
买入 |
6.65665 |
143500.0 |
¥95.6万 |
|
| 2015-07-08 |
重回前高 |
卖出 |
6.993 |
143500.0 |
¥1.00M |
|
| 2015-07-09 |
黄金分割买点 |
买入 |
6.846839999999999 |
149400.0 |
¥1.02M |
|
| 2015-07-21 |
跌破0.618止损 |
卖出 |
6.56343 |
149400.0 |
¥98.0万 |
止损触发 |
| 2015-10-27 |
黄金分割买点 |
买入 |
5.57 |
175400.0 |
¥97.7万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
5.51448 |
175400.0 |
¥96.7万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
4.834829999999999 |
200500.0 |
¥97.0万 |
|
| 2016-04-22 |
跌破0.618止损 |
卖出 |
4.67532 |
200500.0 |
¥93.7万 |
止损触发 |
| 2016-09-13 |
黄金分割买点 |
买入 |
5.17517 |
181400.0 |
¥93.9万 |
|
| 2016-10-14 |
跌破0.618止损 |
卖出 |
5.14485 |
181400.0 |
¥93.3万 |
止损触发 |
| 2017-08-14 |
黄金分割买点 |
买入 |
6.58658 |
140700.0 |
¥92.7万 |
|
| 2017-08-28 |
重回前高 |
卖出 |
7.14285 |
140700.0 |
¥1.00M |
|
| 2017-09-20 |
黄金分割买点 |
买入 |
6.786779999999999 |
148600.0 |
¥1.01M |
|
| 2017-10-19 |
重回前高 |
卖出 |
7.2 |
148600.0 |
¥1.07M |
|
| 2018-02-09 |
黄金分割买点 |
买入 |
8.24824 |
125800.0 |
¥1.04M |
|
| 2018-03-19 |
跌破0.618止损 |
卖出 |
7.90209 |
125800.0 |
¥99.4万 |
止损触发 |
| 2018-08-22 |
黄金分割买点 |
买入 |
6.716709999999999 |
152400.0 |
¥1.02M |
|
| 2018-09-13 |
跌破0.618止损 |
卖出 |
6.58341 |
152400.0 |
¥1.00M |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
6.91691 |
145200.0 |
¥1.00M |
|
| 2019-04-17 |
重回前高 |
卖出 |
7.6922999999999995 |
145200.0 |
¥1.12M |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
7.307299999999999 |
152100.0 |
¥1.11M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
7.16283 |
152100.0 |
¥1.09M |
止损触发 |
| 2020-12-08 |
黄金分割买点 |
买入 |
6.976969999999999 |
156700.0 |
¥1.09M |
|
| 2020-12-11 |
跌破0.618止损 |
卖出 |
6.5734200000000005 |
156700.0 |
¥1.03M |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
6.936929999999999 |
148000.0 |
¥1.03M |
|
| 2021-01-25 |
跌破0.618止损 |
卖出 |
6.5134799999999995 |
148000.0 |
¥96.4万 |
止损触发 |
| 2021-02-09 |
黄金分割买点 |
买入 |
6.906899999999999 |
139100.0 |
¥96.1万 |
|
| 2021-03-04 |
重回前高 |
卖出 |
7.4225699999999994 |
139100.0 |
¥1.03M |
|
| 2021-04-21 |
黄金分割买点 |
买入 |
7.15715 |
144500.0 |
¥1.03M |
|
| 2021-04-28 |
跌破0.618止损 |
卖出 |
6.98301 |
144500.0 |
¥1.01M |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
6.186179999999999 |
162500.0 |
¥1.01M |
|
| 2021-09-17 |
跌破0.618止损 |
卖出 |
6.06393 |
162500.0 |
¥98.5万 |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
6.096089999999999 |
162100.0 |
¥98.8万 |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
5.90409 |
162100.0 |
¥95.7万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
6.516509999999999 |
146600.0 |
¥95.6万 |
|
| 2023-05-26 |
跌破0.618止损 |
卖出 |
6.20379 |
146600.0 |
¥90.9万 |
止损触发 |
| 2023-05-30 |
黄金分割买点 |
买入 |
6.49649 |
140600.0 |
¥91.4万 |
|
| 2023-06-15 |
跌破0.618止损 |
卖出 |
6.343649999999999 |
140600.0 |
¥89.2万 |
止损触发 |
| 2023-10-26 |
黄金分割买点 |
买入 |
6.366359999999999 |
139600.0 |
¥88.9万 |
|
| 2023-11-07 |
跌破0.618止损 |
卖出 |
6.1938 |
139600.0 |
¥86.4万 |
止损触发 |
| 2023-11-10 |
黄金分割买点 |
买入 |
6.386379999999999 |
135700.0 |
¥86.7万 |
|
| 2023-12-07 |
跌破0.618止损 |
卖出 |
6.28371 |
135700.0 |
¥85.2万 |
止损触发 |
| 2024-03-13 |
黄金分割买点 |
买入 |
6.876869999999999 |
124000.0 |
¥85.3万 |
|
| 2024-04-18 |
重回前高 |
卖出 |
7.24275 |
124000.0 |
¥89.8万 |
|
| 2024-09-26 |
黄金分割买点 |
买入 |
7.757749999999999 |
115800.0 |
¥89.9万 |
|
| 2024-12-25 |
重回前高 |
卖出 |
8.77122 |
115800.0 |
¥1.02M |
|
| 2025-12-05 |
黄金分割买点 |
买入 |
9.379369999999998 |
107800.0 |
¥1.01M |
|
| 2025-12-12 |
跌破0.618止损 |
卖出 |
8.941049999999999 |
107800.0 |
¥96.4万 |
止损触发 |
| 2025-12-30 |
黄金分割买点 |
买入 |
9.25925 |
104100.0 |
¥96.4万 |
|
| 2026-01-08 |
跌破0.618止损 |
卖出 |
9.030959999999999 |
104100.0 |
¥94.0万 |
止损触发 |
| 2026-06-22 |
黄金分割买点 |
买入 |
9.88988 |
94800.0 |
¥93.8万 |
|
| 2026-07-01 |
跌破0.618止损 |
卖出 |
9.56043 |
94800.0 |
¥90.6万 |
止损触发 |
| 2026-07-09 |
黄金分割买点 |
买入 |
9.92992 |
90300.0 |
¥89.7万 |
|
| 2026-07-17 |
跌破0.618止损 |
卖出 |
9.75024 |
90300.0 |
¥88.0万 |
止损触发 |
| 2026-08-12 |
黄金分割买点 |
买入 |
10.210199999999999 |
87200.0 |
¥89.1万 |
|
| 2026-09-01 |
重回前高 |
卖出 |
10.91 |
87200.0 |
¥95.1万 |
|