601998 中信银行 — 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: ¥60.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -39.12%）
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 30 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 |
2015-05-19 |
7.529778255999998 |
7.21 |
¥-4.3万 |
-4.28% |
跌破0.618止损 |
| 2 |
2015-05-28 |
2015-06-23 |
7.830168345999999 |
7.4925 |
¥-4.1万 |
-4.34% |
跌破0.618止损 |
| 3 |
2015-11-06 |
2015-11-19 |
6.7187250129999985 |
7.991999999999999 |
¥17.1万 |
+18.92% |
重回前高 |
| 4 |
2015-12-02 |
2016-01-05 |
7.099219126999999 |
6.5134799999999995 |
¥-8.9万 |
-8.28% |
跌破0.618止损 |
| 5 |
2016-04-06 |
2016-05-13 |
6.077892821 |
5.544449999999999 |
¥-8.7万 |
-8.80% |
跌破0.618止损 |
| 6 |
2016-07-27 |
2016-08-15 |
5.897658766999999 |
6.42357 |
¥8.1万 |
+8.88% |
重回前高 |
| 7 |
2016-09-07 |
2016-09-14 |
6.2681398779999995 |
5.934060000000001 |
¥-5.3万 |
-5.36% |
跌破0.618止损 |
| 8 |
2016-11-14 |
2016-12-28 |
6.308191889999999 |
6.42357 |
¥1.7万 |
+1.80% |
跌破0.618止损 |
| 9 |
2017-01-04 |
2017-03-13 |
6.758777025 |
6.6933 |
¥-9,509 |
-1.00% |
跌破0.618止损 |
| 10 |
2017-06-28 |
2017-07-17 |
6.278152880999998 |
6.6933 |
¥6.2万 |
+6.58% |
重回前高 |
| 11 |
2017-07-26 |
2017-08-14 |
6.728738015999999 |
6.27372 |
¥-6.8万 |
-6.79% |
跌破0.618止损 |
| 12 |
2018-02-09 |
2018-02-13 |
7.069180117999999 |
6.74325 |
¥-4.2万 |
-4.64% |
跌破0.618止损 |
| 13 |
2018-05-22 |
2018-05-24 |
6.728738015999999 |
6.5934 |
¥-1.8万 |
-2.04% |
跌破0.618止损 |
| 14 |
2018-08-01 |
2018-08-02 |
6.278152880999999 |
5.91408 |
¥-5.1万 |
-5.83% |
跌破0.618止损 |
| 15 |
2019-03-11 |
2019-05-07 |
6.30819189 |
6.0939 |
¥-2.8万 |
-3.43% |
跌破0.618止损 |
| 16 |
2019-11-15 |
2019-12-05 |
6.097918826999999 |
5.97402 |
¥-1.6万 |
-2.06% |
跌破0.618止损 |
| 17 |
2020-07-13 |
2020-07-16 |
5.687385703999999 |
5.36463 |
¥-4.4万 |
-5.70% |
跌破0.618止损 |
| 18 |
2022-04-26 |
2022-05-09 |
4.916384473 |
4.61538 |
¥-4.5万 |
-6.15% |
跌破0.618止损 |
| 19 |
2022-06-16 |
2022-06-23 |
4.836280448999998 |
4.74525 |
¥-1.3万 |
-1.91% |
跌破0.618止损 |
| 20 |
2023-05-17 |
2023-06-14 |
6.9590370849999985 |
6.24375 |
¥-7.0万 |
-10.31% |
跌破0.618止损 |
| 21 |
2024-03-25 |
2024-04-16 |
6.1479838419999995 |
6.72327 |
¥5.7万 |
+9.32% |
重回前高 |
| 22 |
2024-04-23 |
2024-06-12 |
7.0091021 |
6.6733199999999995 |
¥-3.2万 |
-4.82% |
跌破0.618止损 |
| 23 |
2024-08-26 |
2024-08-30 |
6.658646995 |
6.36363 |
¥-2.8万 |
-4.46% |
跌破0.618止损 |
| 24 |
2024-10-11 |
2025-01-03 |
6.838881048999999 |
6.803189999999999 |
¥-3,339 |
-0.55% |
跌破0.618止损 |
| 25 |
2025-03-06 |
2025-03-18 |
6.9690500879999995 |
7.262729999999999 |
¥2.5万 |
+4.18% |
重回前高 |
| 26 |
2025-04-09 |
2025-05-12 |
6.982094 |
7.462529999999999 |
¥4.3万 |
+6.85% |
重回前高 |
| 27 |
2025-07-25 |
2025-08-18 |
8.240701469 |
8.02197 |
¥-1.8万 |
-2.68% |
跌破0.618止损 |
| 28 |
2025-10-23 |
2025-12-11 |
7.940311378999999 |
7.50249 |
¥-3.6万 |
-5.54% |
跌破0.618止损 |
| 29 |
2026-05-19 |
2026-05-27 |
7.940311379 |
7.57242 |
¥-2.9万 |
-4.66% |
跌破0.618止损 |
| 30 |
2026-07-29 |
2026-08-20 |
7.770090327999999 |
8.04195 |
¥2.0万 |
+3.47% |
重回前高 |
逐笔成交记录（共 60 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 |
7.527519999999999 |
132700.0 |
¥99.9万 |
|
| 2015-05-19 |
跌破0.618止损 |
卖出 |
7.21 |
132700.0 |
¥95.6万 |
止损触发 |
| 2015-05-28 |
黄金分割买点 |
买入 |
7.827819999999999 |
121800.0 |
¥95.4万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
7.4925 |
121800.0 |
¥91.2万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
6.716709999999999 |
134200.0 |
¥90.2万 |
|
| 2015-11-19 |
重回前高 |
卖出 |
7.991999999999999 |
134200.0 |
¥1.07M |
|
| 2015-12-02 |
黄金分割买点 |
买入 |
7.097089999999998 |
152000.0 |
¥1.08M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
6.5134799999999995 |
152000.0 |
¥99.0万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
6.07607 |
162600.0 |
¥98.8万 |
|
| 2016-05-13 |
跌破0.618止损 |
卖出 |
5.544449999999999 |
162600.0 |
¥90.1万 |
止损触发 |
| 2016-07-27 |
黄金分割买点 |
买入 |
5.895889999999999 |
153700.0 |
¥90.6万 |
|
| 2016-08-15 |
重回前高 |
卖出 |
6.42357 |
153700.0 |
¥98.7万 |
|
| 2016-09-07 |
黄金分割买点 |
买入 |
6.266259999999999 |
157400.0 |
¥98.7万 |
|
| 2016-09-14 |
跌破0.618止损 |
卖出 |
5.934060000000001 |
157400.0 |
¥93.4万 |
止损触发 |
| 2016-11-14 |
黄金分割买点 |
买入 |
6.306299999999999 |
147600.0 |
¥93.1万 |
|
| 2016-12-28 |
跌破0.618止损 |
卖出 |
6.42357 |
147600.0 |
¥94.8万 |
止损触发 |
| 2017-01-04 |
黄金分割买点 |
买入 |
6.756749999999999 |
140900.0 |
¥95.2万 |
|
| 2017-03-13 |
跌破0.618止损 |
卖出 |
6.6933 |
140900.0 |
¥94.3万 |
止损触发 |
| 2017-06-28 |
黄金分割买点 |
买入 |
6.2762699999999985 |
149900.0 |
¥94.1万 |
|
| 2017-07-17 |
重回前高 |
卖出 |
6.6933 |
149900.0 |
¥1.00M |
|
| 2017-07-26 |
黄金分割买点 |
买入 |
6.726719999999999 |
148900.0 |
¥1.00M |
|
| 2017-08-14 |
跌破0.618止损 |
卖出 |
6.27372 |
148900.0 |
¥93.4万 |
止损触发 |
| 2018-02-09 |
黄金分割买点 |
买入 |
7.067059999999999 |
129000.0 |
¥91.2万 |
|
| 2018-02-13 |
跌破0.618止损 |
卖出 |
6.74325 |
129000.0 |
¥87.0万 |
止损触发 |
| 2018-05-22 |
黄金分割买点 |
买入 |
6.726719999999999 |
132500.0 |
¥89.2万 |
|
| 2018-05-24 |
跌破0.618止损 |
卖出 |
6.5934 |
132500.0 |
¥87.3万 |
止损触发 |
| 2018-08-01 |
黄金分割买点 |
买入 |
6.2762699999999985 |
139600.0 |
¥87.6万 |
|
| 2018-08-02 |
跌破0.618止损 |
卖出 |
5.91408 |
139600.0 |
¥82.5万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
6.306299999999999 |
130200.0 |
¥82.1万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
6.0939 |
130200.0 |
¥79.3万 |
止损触发 |
| 2019-11-15 |
黄金分割买点 |
买入 |
6.096089999999999 |
131000.0 |
¥79.9万 |
|
| 2019-12-05 |
跌破0.618止损 |
卖出 |
5.97402 |
131000.0 |
¥78.2万 |
止损触发 |
| 2020-07-13 |
黄金分割买点 |
买入 |
5.685679999999999 |
136300.0 |
¥77.5万 |
|
| 2020-07-16 |
跌破0.618止损 |
卖出 |
5.36463 |
136300.0 |
¥73.1万 |
止损触发 |
| 2022-04-26 |
黄金分割买点 |
买入 |
4.91491 |
150200.0 |
¥73.8万 |
|
| 2022-05-09 |
跌破0.618止损 |
卖出 |
4.61538 |
150200.0 |
¥69.3万 |
止损触发 |
| 2022-06-16 |
黄金分割买点 |
买入 |
4.834829999999999 |
143300.0 |
¥69.3万 |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
4.74525 |
143300.0 |
¥68.0万 |
止损触发 |
| 2023-05-17 |
黄金分割买点 |
买入 |
6.956949999999999 |
97300.0 |
¥67.7万 |
|
| 2023-06-14 |
跌破0.618止损 |
卖出 |
6.24375 |
97300.0 |
¥60.7万 |
止损触发 |
| 2024-03-25 |
黄金分割买点 |
买入 |
6.146139999999999 |
99100.0 |
¥60.9万 |
|
| 2024-04-16 |
重回前高 |
卖出 |
6.72327 |
99100.0 |
¥66.6万 |
|
| 2024-04-23 |
黄金分割买点 |
买入 |
7.007 |
94600.0 |
¥66.3万 |
|
| 2024-06-12 |
跌破0.618止损 |
卖出 |
6.6733199999999995 |
94600.0 |
¥63.1万 |
止损触发 |
| 2024-08-26 |
黄金分割买点 |
买入 |
6.65665 |
95000.0 |
¥63.3万 |
|
| 2024-08-30 |
跌破0.618止损 |
卖出 |
6.36363 |
95000.0 |
¥60.4万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
6.83683 |
88500.0 |
¥60.5万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
6.803189999999999 |
88500.0 |
¥60.2万 |
止损触发 |
| 2025-03-06 |
黄金分割买点 |
买入 |
6.966959999999999 |
86000.0 |
¥59.9万 |
|
| 2025-03-18 |
重回前高 |
卖出 |
7.262729999999999 |
86000.0 |
¥62.4万 |
|
| 2025-04-09 |
黄金分割买点 |
买入 |
6.98 |
89600.0 |
¥62.6万 |
|
| 2025-05-12 |
重回前高 |
卖出 |
7.462529999999999 |
89600.0 |
¥66.8万 |
|
| 2025-07-25 |
黄金分割买点 |
买入 |
8.23823 |
81100.0 |
¥66.8万 |
|
| 2025-08-18 |
跌破0.618止损 |
卖出 |
8.02197 |
81100.0 |
¥65.0万 |
止损触发 |
| 2025-10-23 |
黄金分割买点 |
买入 |
7.93793 |
82100.0 |
¥65.2万 |
|
| 2025-12-11 |
跌破0.618止损 |
卖出 |
7.50249 |
82100.0 |
¥61.6万 |
止损触发 |
| 2026-05-19 |
黄金分割买点 |
买入 |
7.93793 |
77700.0 |
¥61.7万 |
|
| 2026-05-27 |
跌破0.618止损 |
卖出 |
7.57242 |
77700.0 |
¥58.8万 |
止损触发 |
| 2026-07-29 |
黄金分割买点 |
买入 |
7.767759999999999 |
75400.0 |
¥58.6万 |
|
| 2026-08-20 |
重回前高 |
卖出 |
8.04195 |
75400.0 |
¥60.6万 |
|