601988 中国银行 — 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: ¥76.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -23.66%）
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 17 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 |
2015-04-10 |
2015-05-19 |
4.495838347 |
4.305689999999999 |
¥-4.2万 |
-4.26% |
跌破0.618止损 |
| 2 |
2015-05-27 |
2015-06-01 |
4.686085403999999 |
4.33566 |
¥-7.2万 |
-7.51% |
跌破0.618止损 |
| 3 |
2015-06-16 |
2015-06-23 |
4.926397475999999 |
4.54545 |
¥-6.8万 |
-7.76% |
跌破0.618止损 |
| 4 |
2015-07-01 |
2015-07-06 |
4.876332461 |
4.845149999999999 |
¥-5,437 |
-0.67% |
跌破0.618止损 |
| 5 |
2015-07-07 |
2015-07-09 |
4.806241439999999 |
5.58441 |
¥12.8万 |
+16.16% |
重回前高 |
| 6 |
2015-07-14 |
2015-07-28 |
5.0966185269999995 |
4.4955 |
¥-10.8万 |
-11.82% |
跌破0.618止损 |
| 7 |
2015-11-06 |
2015-12-31 |
3.975162191 |
4.02597 |
¥1.0万 |
+1.25% |
跌破0.618止损 |
| 8 |
2017-09-20 |
2017-10-27 |
4.075292221 |
3.98601 |
¥-1.9万 |
-2.22% |
跌破0.618止损 |
| 9 |
2018-02-09 |
2018-02-13 |
4.30559129 |
4.23576 |
¥-1.3万 |
-1.65% |
跌破0.618止损 |
| 10 |
2018-02-27 |
2018-03-01 |
4.40132 |
4.1958 |
¥-3.8万 |
-4.70% |
跌破0.618止损 |
| 11 |
2023-05-12 |
2023-06-21 |
4.1553962449999995 |
3.8661300000000005 |
¥-5.4万 |
-6.99% |
跌破0.618止损 |
| 12 |
2024-03-14 |
2024-04-17 |
4.355656304999998 |
4.61538 |
¥4.2万 |
+5.93% |
重回前高 |
| 13 |
2024-09-02 |
2024-09-10 |
4.776202430999999 |
4.6953000000000005 |
¥-1.3万 |
-1.72% |
跌破0.618止损 |
| 14 |
2024-10-16 |
2024-10-31 |
5.036540509 |
4.83516 |
¥-3.0万 |
-4.03% |
跌破0.618止损 |
| 15 |
2024-11-19 |
2024-12-24 |
5.016514502999999 |
5.37462 |
¥5.1万 |
+7.11% |
重回前高 |
| 16 |
2025-02-10 |
2025-02-19 |
5.276852580999999 |
5.52447 |
¥3.6万 |
+4.66% |
重回前高 |
| 17 |
2025-12-05 |
2025-12-15 |
5.887645763999998 |
5.58441 |
¥-4.2万 |
-5.18% |
跌破0.618止损 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-10 |
黄金分割买点 |
买入 |
4.49449 |
221900.0 |
¥99.8万 |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
4.305689999999999 |
221900.0 |
¥95.5万 |
止损触发 |
| 2015-05-27 |
黄金分割买点 |
买入 |
4.684679999999999 |
203900.0 |
¥95.5万 |
|
| 2015-06-01 |
跌破0.618止损 |
卖出 |
4.33566 |
203900.0 |
¥88.4万 |
止损触发 |
| 2015-06-16 |
黄金分割买点 |
买入 |
4.924919999999999 |
178000.0 |
¥87.7万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
4.54545 |
178000.0 |
¥80.9万 |
止损触发 |
| 2015-07-01 |
黄金分割买点 |
买入 |
4.87487 |
166600.0 |
¥81.2万 |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
4.845149999999999 |
166600.0 |
¥80.7万 |
止损触发 |
| 2015-07-07 |
黄金分割买点 |
买入 |
4.804799999999999 |
165200.0 |
¥79.4万 |
|
| 2015-07-09 |
重回前高 |
卖出 |
5.58441 |
165200.0 |
¥92.2万 |
|
| 2015-07-14 |
黄金分割买点 |
买入 |
5.095089999999999 |
179900.0 |
¥91.7万 |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
4.4955 |
179900.0 |
¥80.8万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
3.9739699999999996 |
207300.0 |
¥82.4万 |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
4.02597 |
207300.0 |
¥83.4万 |
止损触发 |
| 2017-09-20 |
黄金分割买点 |
买入 |
4.07407 |
205800.0 |
¥83.9万 |
|
| 2017-10-27 |
跌破0.618止损 |
卖出 |
3.98601 |
205800.0 |
¥82.0万 |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
4.3043 |
185700.0 |
¥80.0万 |
|
| 2018-02-13 |
跌破0.618止损 |
卖出 |
4.23576 |
185700.0 |
¥78.6万 |
止损触发 |
| 2018-02-27 |
黄金分割买点 |
买入 |
4.4 |
183600.0 |
¥80.8万 |
|
| 2018-03-01 |
跌破0.618止损 |
卖出 |
4.1958 |
183600.0 |
¥77.0万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
4.15415 |
185100.0 |
¥76.9万 |
|
| 2023-06-21 |
跌破0.618止损 |
卖出 |
3.8661300000000005 |
185100.0 |
¥71.5万 |
止损触发 |
| 2024-03-14 |
黄金分割买点 |
买入 |
4.354349999999999 |
164300.0 |
¥71.6万 |
|
| 2024-04-17 |
重回前高 |
卖出 |
4.61538 |
164300.0 |
¥75.8万 |
|
| 2024-09-02 |
黄金分割买点 |
买入 |
4.774769999999999 |
158400.0 |
¥75.7万 |
|
| 2024-09-10 |
跌破0.618止损 |
卖出 |
4.6953000000000005 |
158400.0 |
¥74.4万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
5.03503 |
148500.0 |
¥74.8万 |
|
| 2024-10-31 |
跌破0.618止损 |
卖出 |
4.83516 |
148500.0 |
¥71.8万 |
止损触发 |
| 2024-11-19 |
黄金分割买点 |
买入 |
5.015009999999999 |
143100.0 |
¥71.8万 |
|
| 2024-12-24 |
重回前高 |
卖出 |
5.37462 |
143100.0 |
¥76.9万 |
|
| 2025-02-10 |
黄金分割买点 |
买入 |
5.275269999999999 |
145200.0 |
¥76.6万 |
|
| 2025-02-19 |
重回前高 |
卖出 |
5.52447 |
145200.0 |
¥80.2万 |
|
| 2025-12-05 |
黄金分割买点 |
买入 |
5.885879999999999 |
136400.0 |
¥80.3万 |
|
| 2025-12-15 |
跌破0.618止损 |
卖出 |
5.58441 |
136400.0 |
¥76.1万 |
止损触发 |