000651 格力电器 — 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: ¥1.68M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +67.93%）
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 43 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 |
2015-04-16 |
2015-04-22 |
42.95578286999999 |
49.57038000000001 |
¥15.3万 |
+15.36% |
重回前高 |
| 2 |
2015-05-07 |
2015-06-01 |
51.56696545 |
62.26767 |
¥23.6万 |
+20.71% |
重回前高 |
| 3 |
2015-11-20 |
2015-12-03 |
18.794406630999998 |
20.51946 |
¥12.7万 |
+9.15% |
重回前高 |
| 4 |
2016-01-07 |
2016-01-08 |
20.70621 |
20.19978 |
¥-3.7万 |
-2.48% |
跌破0.618止损 |
| 5 |
2016-09-14 |
2016-11-24 |
21.928476569999997 |
25.304669999999998 |
¥22.6万 |
+15.36% |
重回前高 |
| 6 |
2016-12-06 |
2016-12-28 |
25.763456718999997 |
25.06491 |
¥-4.6万 |
-2.74% |
跌破0.618止损 |
| 7 |
2017-02-15 |
2017-03-13 |
26.934978069999996 |
28.971 |
¥12.4万 |
+7.53% |
重回前高 |
| 8 |
2017-05-11 |
2017-06-09 |
31.340699389999997 |
36.21375 |
¥27.4万 |
+15.51% |
重回前高 |
| 9 |
2017-08-14 |
2017-09-04 |
38.249671459999995 |
38.04192 |
¥-1.2万 |
-0.57% |
跌破0.618止损 |
| 10 |
2017-11-30 |
2017-12-08 |
42.55526275 |
40.89 |
¥-8.1万 |
-3.94% |
跌破0.618止损 |
| 11 |
2017-12-12 |
2018-01-08 |
43.65669308 |
48.12183 |
¥20.0万 |
+10.19% |
重回前高 |
| 12 |
2018-02-08 |
2018-03-26 |
50.365405089999996 |
48.0519 |
¥-10.0万 |
-4.62% |
跌破0.618止损 |
| 13 |
2018-06-14 |
2018-06-20 |
49.994923979 |
47.172779999999996 |
¥-11.7万 |
-5.67% |
跌破0.618止损 |
| 14 |
2018-11-16 |
2018-11-26 |
38.610139567999994 |
37.42254 |
¥-6.0万 |
-3.10% |
跌破0.618止损 |
| 15 |
2019-05-08 |
2019-06-05 |
52.06761559999999 |
52.147800000000004 |
¥2,272 |
+0.12% |
跌破0.618止损 |
| 16 |
2019-06-28 |
2019-07-10 |
55.22171154499999 |
56.48346 |
¥4.3万 |
+2.25% |
跌破0.618止损 |
| 17 |
2019-07-25 |
2019-08-02 |
54.83120442799999 |
51.948 |
¥-10.2万 |
-5.29% |
跌破0.618止损 |
| 18 |
2019-08-26 |
2019-09-05 |
53.52951403799999 |
59.850089999999994 |
¥20.9万 |
+11.77% |
重回前高 |
| 19 |
2019-11-18 |
2019-11-22 |
58.866444636999994 |
57.4425 |
¥-5.0万 |
-2.45% |
跌破0.618止损 |
| 20 |
2020-02-03 |
2020-02-04 |
58.07541739999999 |
59.91003 |
¥5.6万 |
+3.13% |
跌破0.618止损 |
| 21 |
2020-02-12 |
2020-02-20 |
63.973076166999995 |
61.8381 |
¥-6.9万 |
-3.37% |
跌破0.618止损 |
| 22 |
2020-02-21 |
2020-02-25 |
63.348999 |
60.78915 |
¥-8.0万 |
-4.07% |
跌破0.618止损 |
| 23 |
2020-05-22 |
2020-06-09 |
57.047109 |
62.54739 |
¥18.1万 |
+9.61% |
重回前高 |
| 24 |
2020-06-23 |
2020-07-17 |
57.074117099999995 |
56.743199999999995 |
¥-1.3万 |
-0.61% |
跌破0.618止损 |
| 25 |
2020-07-22 |
2020-07-27 |
59.07671769999999 |
57.29265 |
¥-6.3万 |
-3.05% |
跌破0.618止损 |
| 26 |
2020-12-15 |
2020-12-28 |
62.08061859999999 |
59.160779999999995 |
¥-9.3万 |
-4.73% |
跌破0.618止损 |
| 27 |
2021-01-05 |
2021-01-21 |
62.44108670799999 |
60.819120000000005 |
¥-5.0万 |
-2.63% |
跌破0.618止损 |
| 28 |
2021-03-19 |
2021-04-14 |
62.0186 |
59.45049 |
¥-7.7万 |
-4.17% |
跌破0.618止损 |
| 29 |
2021-04-19 |
2021-04-27 |
60.979188269999995 |
58.441500000000005 |
¥-7.5万 |
-4.19% |
跌破0.618止损 |
| 30 |
2021-12-28 |
2022-03-01 |
37.638878276999996 |
36.6633 |
¥-4.5万 |
-2.62% |
跌破0.618止损 |
| 31 |
2022-07-08 |
2022-08-03 |
33.04290989999999 |
31.7682 |
¥-6.5万 |
-3.89% |
跌破0.618止损 |
| 32 |
2022-09-05 |
2022-10-12 |
33.03289689699999 |
31.908060000000003 |
¥-5.5万 |
-3.43% |
跌破0.618止损 |
| 33 |
2022-11-30 |
2023-01-06 |
32.472168728999996 |
34.12584 |
¥7.8万 |
+5.06% |
重回前高 |
| 34 |
2023-02-20 |
2023-02-22 |
34.014171190999996 |
36.04392 |
¥9.6万 |
+5.94% |
重回前高 |
| 35 |
2023-08-11 |
2023-08-22 |
36.560964999999996 |
34.72524 |
¥-8.7万 |
-5.05% |
跌破0.618止损 |
| 36 |
2024-04-11 |
2024-05-07 |
37.839138336999994 |
43.046910000000004 |
¥22.3万 |
+13.73% |
重回前高 |
| 37 |
2024-05-24 |
2024-06-21 |
41.053312299999995 |
39.6603 |
¥-6.3万 |
-3.42% |
跌破0.618止损 |
| 38 |
2024-08-02 |
2024-08-26 |
40.542649147 |
42.13782 |
¥7.0万 |
+3.90% |
重回前高 |
| 39 |
2024-10-18 |
2024-11-01 |
46.55045094699999 |
43.4565 |
¥-12.4万 |
-6.67% |
跌破0.618止损 |
| 40 |
2025-01-03 |
2025-02-19 |
46.440307913999995 |
42.99696 |
¥-12.9万 |
-7.44% |
跌破0.618止损 |
| 41 |
2025-04-09 |
2025-05-12 |
44.227434251 |
47.13282 |
¥10.4万 |
+6.54% |
重回前高 |
| 42 |
2026-08-10 |
2026-09-02 |
40.132116024 |
38.591370000000005 |
¥-6.6万 |
-3.87% |
跌破0.618止损 |
| 43 |
2026-11-04 |
2026-11-13 |
39.210919747999995 |
39.96 |
¥3.1万 |
+1.88% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
42.942899999999995 |
23200.0 |
¥99.7万 |
|
| 2015-04-22 |
重回前高 |
卖出 |
49.57038000000001 |
23200.0 |
¥1.15M |
|
| 2015-05-07 |
黄金分割买点 |
买入 |
51.5515 |
22100.0 |
¥1.14M |
|
| 2015-06-01 |
重回前高 |
卖出 |
62.26767 |
22100.0 |
¥1.38M |
|
| 2015-11-20 |
黄金分割买点 |
买入 |
18.788769999999996 |
73800.0 |
¥1.39M |
|
| 2015-12-03 |
重回前高 |
卖出 |
20.51946 |
73800.0 |
¥1.51M |
|
| 2016-01-07 |
黄金分割买点 |
买入 |
20.7 |
71800.0 |
¥1.49M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
20.19978 |
71800.0 |
¥1.45M |
止损触发 |
| 2016-09-14 |
黄金分割买点 |
买入 |
21.921899999999997 |
67000.0 |
¥1.47M |
|
| 2016-11-24 |
重回前高 |
卖出 |
25.304669999999998 |
67000.0 |
¥1.69M |
|
| 2016-12-06 |
黄金分割买点 |
买入 |
25.755729999999996 |
65600.0 |
¥1.69M |
|
| 2016-12-28 |
跌破0.618止损 |
卖出 |
25.06491 |
65600.0 |
¥1.64M |
止损触发 |
| 2017-02-15 |
黄金分割买点 |
买入 |
26.926899999999996 |
61400.0 |
¥1.65M |
|
| 2017-03-13 |
重回前高 |
卖出 |
28.971 |
61400.0 |
¥1.78M |
|
| 2017-05-11 |
黄金分割买点 |
买入 |
31.331299999999995 |
56400.0 |
¥1.77M |
|
| 2017-06-09 |
重回前高 |
卖出 |
36.21375 |
56400.0 |
¥2.04M |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
38.2382 |
53700.0 |
¥2.05M |
|
| 2017-09-04 |
跌破0.618止损 |
卖出 |
38.04192 |
53700.0 |
¥2.04M |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
42.5425 |
48000.0 |
¥2.04M |
|
| 2017-12-08 |
跌破0.618止损 |
卖出 |
40.89 |
48000.0 |
¥1.96M |
止损触发 |
| 2017-12-12 |
黄金分割买点 |
买入 |
43.6436 |
45000.0 |
¥1.96M |
|
| 2018-01-08 |
重回前高 |
卖出 |
48.12183 |
45000.0 |
¥2.16M |
|
| 2018-02-08 |
黄金分割买点 |
买入 |
50.35029999999999 |
42900.0 |
¥2.16M |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
48.0519 |
42900.0 |
¥2.06M |
止损触发 |
| 2018-06-14 |
黄金分割买点 |
买入 |
49.979929999999996 |
41200.0 |
¥2.06M |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
47.172779999999996 |
41200.0 |
¥1.94M |
止损触发 |
| 2018-11-16 |
黄金分割买点 |
买入 |
38.59856 |
50400.0 |
¥1.95M |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
37.42254 |
50400.0 |
¥1.89M |
止损触发 |
| 2019-05-08 |
黄金分割买点 |
买入 |
52.05199999999999 |
35200.0 |
¥1.83M |
|
| 2019-06-05 |
跌破0.618止损 |
卖出 |
52.147800000000004 |
35200.0 |
¥1.84M |
止损触发 |
| 2019-06-28 |
黄金分割买点 |
买入 |
55.20514999999999 |
34200.0 |
¥1.89M |
|
| 2019-07-10 |
跌破0.618止损 |
卖出 |
56.48346 |
34200.0 |
¥1.93M |
止损触发 |
| 2019-07-25 |
黄金分割买点 |
买入 |
54.81475999999999 |
35100.0 |
¥1.92M |
|
| 2019-08-02 |
跌破0.618止损 |
卖出 |
51.948 |
35100.0 |
¥1.82M |
止损触发 |
| 2019-08-26 |
黄金分割买点 |
买入 |
53.513459999999995 |
33200.0 |
¥1.78M |
|
| 2019-09-05 |
重回前高 |
卖出 |
59.850089999999994 |
33200.0 |
¥1.99M |
|
| 2019-11-18 |
黄金分割买点 |
买入 |
58.848789999999994 |
34500.0 |
¥2.03M |
|
| 2019-11-22 |
跌破0.618止损 |
卖出 |
57.4425 |
34500.0 |
¥1.98M |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
58.05799999999999 |
31000.0 |
¥1.80M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
59.91003 |
31000.0 |
¥1.86M |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
63.953889999999994 |
31900.0 |
¥2.04M |
|
| 2020-02-20 |
跌破0.618止损 |
卖出 |
61.8381 |
31900.0 |
¥1.97M |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
63.33 |
31000.0 |
¥1.96M |
|
| 2020-02-25 |
跌破0.618止损 |
卖出 |
60.78915 |
31000.0 |
¥1.88M |
止损触发 |
| 2020-05-22 |
黄金分割买点 |
买入 |
57.03 |
33100.0 |
¥1.89M |
|
| 2020-06-09 |
重回前高 |
卖出 |
62.54739 |
33100.0 |
¥2.07M |
|
| 2020-06-23 |
黄金分割买点 |
买入 |
57.056999999999995 |
36200.0 |
¥2.07M |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
56.743199999999995 |
36200.0 |
¥2.05M |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
59.05899999999999 |
34900.0 |
¥2.06M |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
57.29265 |
34900.0 |
¥2.00M |
止损触发 |
| 2020-12-15 |
黄金分割买点 |
买入 |
62.06199999999999 |
31800.0 |
¥1.97M |
|
| 2020-12-28 |
跌破0.618止损 |
卖出 |
59.160779999999995 |
31800.0 |
¥1.88M |
止损触发 |
| 2021-01-05 |
黄金分割买点 |
买入 |
62.42235999999999 |
30200.0 |
¥1.89M |
|
| 2021-01-21 |
跌破0.618止损 |
卖出 |
60.819120000000005 |
30200.0 |
¥1.84M |
止损触发 |
| 2021-03-19 |
黄金分割买点 |
买入 |
62.0 |
29600.0 |
¥1.84M |
|
| 2021-04-14 |
跌破0.618止损 |
卖出 |
59.45049 |
29600.0 |
¥1.76M |
止损触发 |
| 2021-04-19 |
黄金分割买点 |
买入 |
60.960899999999995 |
29200.0 |
¥1.78M |
|
| 2021-04-27 |
跌破0.618止损 |
卖出 |
58.441500000000005 |
29200.0 |
¥1.71M |
止损触发 |
| 2021-12-28 |
黄金分割买点 |
买入 |
37.62759 |
45300.0 |
¥1.71M |
|
| 2022-03-01 |
跌破0.618止损 |
卖出 |
36.6633 |
45300.0 |
¥1.66M |
止损触发 |
| 2022-07-08 |
黄金分割买点 |
买入 |
33.032999999999994 |
50400.0 |
¥1.67M |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
31.7682 |
50400.0 |
¥1.60M |
止损触发 |
| 2022-09-05 |
黄金分割买点 |
买入 |
33.02299 |
48300.0 |
¥1.60M |
|
| 2022-10-12 |
跌破0.618止损 |
卖出 |
31.908060000000003 |
48300.0 |
¥1.54M |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
32.46243 |
47400.0 |
¥1.54M |
|
| 2023-01-06 |
重回前高 |
卖出 |
34.12584 |
47400.0 |
¥1.62M |
|
| 2023-02-20 |
黄金分割买点 |
买入 |
34.003969999999995 |
47600.0 |
¥1.62M |
|
| 2023-02-22 |
重回前高 |
卖出 |
36.04392 |
47600.0 |
¥1.72M |
|
| 2023-08-11 |
黄金分割买点 |
买入 |
36.55 |
46900.0 |
¥1.71M |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
34.72524 |
46900.0 |
¥1.63M |
止损触发 |
| 2024-04-11 |
黄金分割买点 |
买入 |
37.82778999999999 |
42900.0 |
¥1.62M |
|
| 2024-05-07 |
重回前高 |
卖出 |
43.046910000000004 |
42900.0 |
¥1.85M |
|
| 2024-05-24 |
黄金分割买点 |
买入 |
41.041 |
44800.0 |
¥1.84M |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
39.6603 |
44800.0 |
¥1.78M |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
40.53049 |
44000.0 |
¥1.78M |
|
| 2024-08-26 |
重回前高 |
卖出 |
42.13782 |
44000.0 |
¥1.85M |
|
| 2024-10-18 |
黄金分割买点 |
买入 |
46.53648999999999 |
39800.0 |
¥1.85M |
|
| 2024-11-01 |
跌破0.618止损 |
卖出 |
43.4565 |
39800.0 |
¥1.73M |
止损触发 |
| 2025-01-03 |
黄金分割买点 |
买入 |
46.426379999999995 |
37400.0 |
¥1.74M |
|
| 2025-02-19 |
跌破0.618止损 |
卖出 |
42.99696 |
37400.0 |
¥1.61M |
止损触发 |
| 2025-04-09 |
黄金分割买点 |
买入 |
44.214169999999996 |
35900.0 |
¥1.59M |
|
| 2025-05-12 |
重回前高 |
卖出 |
47.13282 |
35900.0 |
¥1.69M |
|
| 2026-08-10 |
黄金分割买点 |
买入 |
40.120079999999994 |
42600.0 |
¥1.71M |
|
| 2026-09-02 |
跌破0.618止损 |
卖出 |
38.591370000000005 |
42600.0 |
¥1.64M |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
39.19915999999999 |
41900.0 |
¥1.64M |
|
| 2026-11-13 |
强平 |
卖出 |
39.96 |
41900 |
¥1.67M |
回测结束强平 |