601995 中金公司 — 斐波那契回调 回测明细
数据区间: 2020-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥74.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -25.78%）
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 20 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 |
2021-05-24 |
2021-08-13 |
50.866055239999994 |
53.33661 |
¥4.8万 |
+4.83% |
跌破0.618止损 |
| 2 |
2021-09-07 |
2021-09-28 |
58.65617157399999 |
54.5 |
¥-7.3万 |
-7.11% |
跌破0.618止损 |
| 3 |
2021-09-29 |
2021-10-13 |
57.07411709999999 |
52.1 |
¥-8.4万 |
-8.74% |
跌破0.618止损 |
| 4 |
2021-12-17 |
2021-12-27 |
52.85864283699999 |
49.62033 |
¥-5.5万 |
-6.15% |
跌破0.618止损 |
| 5 |
2022-06-09 |
2022-08-30 |
40.35240208999999 |
41.658300000000004 |
¥2.7万 |
+3.21% |
跌破0.618止损 |
| 6 |
2022-11-16 |
2023-02-02 |
38.770347616 |
42.057900000000004 |
¥7.2万 |
+8.45% |
重回前高 |
| 7 |
2023-03-01 |
2023-03-10 |
41.864365543 |
39.77019 |
¥-4.7万 |
-5.03% |
跌破0.618止损 |
| 8 |
2023-04-18 |
2023-04-24 |
42.134716624 |
39.969989999999996 |
¥-4.5万 |
-5.17% |
跌破0.618止损 |
| 9 |
2023-05-04 |
2023-05-10 |
41.594014462 |
46.953 |
¥10.6万 |
+12.85% |
重回前高 |
| 10 |
2023-05-16 |
2023-05-24 |
44.007148185 |
41.52843 |
¥-5.4万 |
-5.66% |
跌破0.618止损 |
| 11 |
2023-08-07 |
2023-09-01 |
40.70285719499999 |
38.98098 |
¥-3.7万 |
-4.26% |
跌破0.618止损 |
| 12 |
2023-11-15 |
2023-11-28 |
42.485171728999994 |
39.910050000000005 |
¥-5.2万 |
-6.09% |
跌破0.618止损 |
| 13 |
2024-03-19 |
2024-03-26 |
34.955393472999994 |
32.767199999999995 |
¥-5.0万 |
-6.29% |
跌破0.618止损 |
| 14 |
2024-05-17 |
2024-05-27 |
33.15305293299999 |
31.7682 |
¥-3.2万 |
-4.21% |
跌破0.618止损 |
| 15 |
2024-09-20 |
2024-09-27 |
28.59713656799999 |
33.39657 |
¥12.0万 |
+16.75% |
重回前高 |
| 16 |
2024-10-11 |
2024-12-27 |
36.046810799999996 |
35.21475 |
¥-1.9万 |
-2.34% |
跌破0.618止损 |
| 17 |
2025-03-03 |
2025-04-08 |
35.05552350299999 |
31.968 |
¥-7.2万 |
-8.83% |
跌破0.618止损 |
| 18 |
2025-06-17 |
2025-06-26 |
34.644990379999996 |
35.964 |
¥2.8万 |
+3.78% |
重回前高 |
| 19 |
2025-09-09 |
2025-09-19 |
36.988033081999994 |
36.14382 |
¥-1.8万 |
-2.31% |
跌破0.618止损 |
| 20 |
2026-07-14 |
2026-08-20 |
35.04551049999999 |
34.085879999999996 |
¥-2.1万 |
-2.77% |
跌破0.618止损 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-05-24 |
黄金分割买点 |
买入 |
50.85079999999999 |
19400.0 |
¥98.7万 |
|
| 2021-08-13 |
跌破0.618止损 |
卖出 |
53.33661 |
19400.0 |
¥1.03M |
止损触发 |
| 2021-09-07 |
黄金分割买点 |
买入 |
58.63857999999999 |
17600.0 |
¥1.03M |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
54.5 |
17600.0 |
¥95.9万 |
止损触发 |
| 2021-09-29 |
黄金分割买点 |
买入 |
57.056999999999995 |
16800.0 |
¥95.9万 |
|
| 2021-10-13 |
跌破0.618止损 |
卖出 |
52.1 |
16800.0 |
¥87.5万 |
止损触发 |
| 2021-12-17 |
黄金分割买点 |
买入 |
52.842789999999994 |
16800.0 |
¥88.8万 |
|
| 2021-12-27 |
跌破0.618止损 |
卖出 |
49.62033 |
16800.0 |
¥83.3万 |
止损触发 |
| 2022-06-09 |
黄金分割买点 |
买入 |
40.34029999999999 |
20600.0 |
¥83.1万 |
|
| 2022-08-30 |
跌破0.618止损 |
卖出 |
41.658300000000004 |
20600.0 |
¥85.8万 |
止损触发 |
| 2022-11-16 |
黄金分割买点 |
买入 |
38.75872 |
22000.0 |
¥85.3万 |
|
| 2023-02-02 |
重回前高 |
卖出 |
42.057900000000004 |
22000.0 |
¥92.5万 |
|
| 2023-03-01 |
黄金分割买点 |
买入 |
41.85181 |
22200.0 |
¥92.9万 |
|
| 2023-03-10 |
跌破0.618止损 |
卖出 |
39.77019 |
22200.0 |
¥88.3万 |
止损触发 |
| 2023-04-18 |
黄金分割买点 |
买入 |
42.12208 |
20900.0 |
¥88.1万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
39.969989999999996 |
20900.0 |
¥83.5万 |
止损触发 |
| 2023-05-04 |
黄金分割买点 |
买入 |
41.58154 |
19900.0 |
¥82.8万 |
|
| 2023-05-10 |
重回前高 |
卖出 |
46.953 |
19900.0 |
¥93.4万 |
|
| 2023-05-16 |
黄金分割买点 |
买入 |
43.99395 |
21500.0 |
¥94.6万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
41.52843 |
21500.0 |
¥89.3万 |
止损触发 |
| 2023-08-07 |
黄金分割买点 |
买入 |
40.69064999999999 |
21500.0 |
¥87.5万 |
|
| 2023-09-01 |
跌破0.618止损 |
卖出 |
38.98098 |
21500.0 |
¥83.8万 |
止损触发 |
| 2023-11-15 |
黄金分割买点 |
买入 |
42.472429999999996 |
20100.0 |
¥85.4万 |
|
| 2023-11-28 |
跌破0.618止损 |
卖出 |
39.910050000000005 |
20100.0 |
¥80.2万 |
止损触发 |
| 2024-03-19 |
黄金分割买点 |
买入 |
34.94490999999999 |
22900.0 |
¥80.0万 |
|
| 2024-03-26 |
跌破0.618止损 |
卖出 |
32.767199999999995 |
22900.0 |
¥75.0万 |
止损触发 |
| 2024-05-17 |
黄金分割买点 |
买入 |
33.14310999999999 |
22700.0 |
¥75.3万 |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
31.7682 |
22700.0 |
¥72.1万 |
止损触发 |
| 2024-09-20 |
黄金分割买点 |
买入 |
28.58855999999999 |
25100.0 |
¥71.8万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
33.39657 |
25100.0 |
¥83.8万 |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
36.035999999999994 |
23100.0 |
¥83.3万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
35.21475 |
23100.0 |
¥81.3万 |
止损触发 |
| 2025-03-03 |
黄金分割买点 |
买入 |
35.04500999999999 |
23200.0 |
¥81.3万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
31.968 |
23200.0 |
¥74.1万 |
止损触发 |
| 2025-06-17 |
黄金分割买点 |
买入 |
34.6346 |
21700.0 |
¥75.2万 |
|
| 2025-06-26 |
重回前高 |
卖出 |
35.964 |
21700.0 |
¥78.0万 |
|
| 2025-09-09 |
黄金分割买点 |
买入 |
36.97693999999999 |
21000.0 |
¥77.7万 |
|
| 2025-09-19 |
跌破0.618止损 |
卖出 |
36.14382 |
21000.0 |
¥75.9万 |
止损触发 |
| 2026-07-14 |
黄金分割买点 |
买入 |
35.035 |
21500.0 |
¥75.3万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
34.085879999999996 |
21500.0 |
¥73.3万 |
止损触发 |