688009 中国通号 — 斐波那契回调 回测明细
数据区间: 2019-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥49.4万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -50.62%）
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 18 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 |
2020-01-22 |
2020-02-03 |
7.20216 |
5.65434 |
¥-21.0万 |
-21.51% |
跌破0.618止损 |
| 2 |
2020-02-12 |
2020-03-02 |
6.6185949829999995 |
6.29 |
¥-3.9万 |
-4.99% |
跌破0.618止损 |
| 3 |
2020-07-22 |
2020-07-27 |
6.448373932 |
6.133859999999999 |
¥-3.5万 |
-4.91% |
跌破0.618止损 |
| 4 |
2021-02-26 |
2021-03-11 |
5.857606755 |
5.67432 |
¥-2.2万 |
-3.16% |
跌破0.618止损 |
| 5 |
2022-06-01 |
2022-07-20 |
4.545903362 |
4.35564 |
¥-2.9万 |
-4.21% |
跌破0.618止损 |
| 6 |
2023-05-12 |
2023-05-24 |
5.887645763999999 |
5.61438 |
¥-3.1万 |
-4.67% |
跌破0.618止损 |
| 7 |
2023-08-01 |
2023-08-25 |
6.007801799999999 |
5.47452 |
¥-5.6万 |
-8.90% |
跌破0.618止损 |
| 8 |
2023-08-31 |
2023-09-08 |
5.657346694999999 |
5.53446 |
¥-1.3万 |
-2.20% |
跌破0.618止损 |
| 9 |
2024-02-05 |
2024-02-06 |
4.515864353 |
4.2957 |
¥-2.8万 |
-4.90% |
跌破0.618止损 |
| 10 |
2024-04-30 |
2024-06-03 |
5.427047625999999 |
5.6043899999999995 |
¥1.7万 |
+3.24% |
跌破0.618止损 |
| 11 |
2024-06-17 |
2024-06-18 |
5.667359698 |
5.6043899999999995 |
¥-6,226 |
-1.14% |
跌破0.618止损 |
| 12 |
2024-06-21 |
2024-07-10 |
5.767489727999999 |
6.35364 |
¥5.5万 |
+10.13% |
重回前高 |
| 13 |
2024-07-29 |
2024-07-31 |
5.887645764 |
5.81418 |
¥-7,626 |
-1.28% |
跌破0.618止损 |
| 14 |
2024-08-02 |
2024-08-08 |
5.977762790999999 |
5.71428 |
¥-2.6万 |
-4.44% |
跌破0.618止损 |
| 15 |
2024-08-20 |
2024-08-22 |
5.957736785 |
5.804189999999999 |
¥-1.5万 |
-2.61% |
跌破0.618止损 |
| 16 |
2024-10-16 |
2024-12-27 |
6.328217896 |
6.153840000000001 |
¥-1.5万 |
-2.78% |
跌破0.618止损 |
| 17 |
2026-03-18 |
2026-03-23 |
5.90767177 |
5.55444 |
¥-3.2万 |
-6.01% |
跌破0.618止损 |
| 18 |
2026-10-26 |
2026-10-29 |
4.9864754940000005 |
4.8551400000000005 |
¥-1.3万 |
-2.66% |
跌破0.618止损 |
逐笔成交记录（共 36 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-22 |
黄金分割买点 |
买入 |
7.2 |
135700.0 |
¥97.7万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
5.65434 |
135700.0 |
¥76.7万 |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
6.61661 |
117800.0 |
¥78.0万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
6.29 |
117800.0 |
¥74.1万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
6.44644 |
110000.0 |
¥70.9万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
6.133859999999999 |
110000.0 |
¥67.5万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
5.855849999999999 |
120700.0 |
¥70.7万 |
|
| 2021-03-11 |
跌破0.618止损 |
卖出 |
5.67432 |
120700.0 |
¥68.5万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
4.54454 |
151600.0 |
¥68.9万 |
|
| 2022-07-20 |
跌破0.618止损 |
卖出 |
4.35564 |
151600.0 |
¥66.0万 |
止损触发 |
| 2023-05-12 |
黄金分割买点 |
买入 |
5.885879999999999 |
111700.0 |
¥65.8万 |
|
| 2023-05-24 |
跌破0.618止损 |
卖出 |
5.61438 |
111700.0 |
¥62.7万 |
止损触发 |
| 2023-08-01 |
黄金分割买点 |
买入 |
6.005999999999999 |
105300.0 |
¥63.3万 |
|
| 2023-08-25 |
跌破0.618止损 |
卖出 |
5.47452 |
105300.0 |
¥57.6万 |
止损触发 |
| 2023-08-31 |
黄金分割买点 |
买入 |
5.65565 |
101500.0 |
¥57.4万 |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
5.53446 |
101500.0 |
¥56.2万 |
止损触发 |
| 2024-02-05 |
黄金分割买点 |
买入 |
4.51451 |
124500.0 |
¥56.2万 |
|
| 2024-02-06 |
跌破0.618止损 |
卖出 |
4.2957 |
124500.0 |
¥53.5万 |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
5.42542 |
98200.0 |
¥53.3万 |
|
| 2024-06-03 |
跌破0.618止损 |
卖出 |
5.6043899999999995 |
98200.0 |
¥55.0万 |
止损触发 |
| 2024-06-17 |
黄金分割买点 |
买入 |
5.66566 |
96300.0 |
¥54.6万 |
|
| 2024-06-18 |
跌破0.618止损 |
卖出 |
5.6043899999999995 |
96300.0 |
¥54.0万 |
止损触发 |
| 2024-06-21 |
黄金分割买点 |
买入 |
5.765759999999999 |
94800.0 |
¥54.7万 |
|
| 2024-07-10 |
重回前高 |
卖出 |
6.35364 |
94800.0 |
¥60.2万 |
|
| 2024-07-29 |
黄金分割买点 |
买入 |
5.885879999999999 |
101400.0 |
¥59.7万 |
|
| 2024-07-31 |
跌破0.618止损 |
卖出 |
5.81418 |
101400.0 |
¥58.9万 |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
5.975969999999999 |
99500.0 |
¥59.5万 |
|
| 2024-08-08 |
跌破0.618止损 |
卖出 |
5.71428 |
99500.0 |
¥56.8万 |
止损触发 |
| 2024-08-20 |
黄金分割买点 |
买入 |
5.95595 |
95100.0 |
¥56.7万 |
|
| 2024-08-22 |
跌破0.618止损 |
卖出 |
5.804189999999999 |
95100.0 |
¥55.2万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
6.32632 |
86800.0 |
¥54.9万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
6.153840000000001 |
86800.0 |
¥53.4万 |
止损触发 |
| 2026-03-18 |
黄金分割买点 |
买入 |
5.905900000000001 |
91300.0 |
¥53.9万 |
|
| 2026-03-23 |
跌破0.618止损 |
卖出 |
5.55444 |
91300.0 |
¥50.7万 |
止损触发 |
| 2026-10-26 |
黄金分割买点 |
买入 |
4.98498 |
101500.0 |
¥50.6万 |
|
| 2026-10-29 |
跌破0.618止损 |
卖出 |
4.8551400000000005 |
101500.0 |
¥49.3万 |
止损触发 |