600011 华能国际 — 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: ¥51.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -48.27%）
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 41 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 |
2015-05-18 |
2015-06-18 |
10.593757173999998 |
12.777209999999998 |
¥20.5万 |
+20.57% |
重回前高 |
| 2 |
2015-07-13 |
2015-07-16 |
12.015603599999999 |
10.27 |
¥-17.3万 |
-14.55% |
跌破0.618止损 |
| 3 |
2015-11-05 |
2015-11-30 |
9.422235823 |
8.76123 |
¥-7.3万 |
-7.04% |
跌破0.618止损 |
| 4 |
2015-12-03 |
2015-12-14 |
9.252014771999999 |
8.65134 |
¥-6.2万 |
-6.52% |
跌破0.618止损 |
| 5 |
2016-04-01 |
2016-05-27 |
7.990376393999999 |
7.3226700000000005 |
¥-7.5万 |
-8.38% |
跌破0.618止损 |
| 6 |
2017-06-19 |
2017-07-03 |
7.730038315999998 |
7.2927 |
¥-4.7万 |
-5.69% |
跌破0.618止损 |
| 7 |
2018-05-07 |
2018-05-14 |
6.428347926 |
6.28371 |
¥-1.7万 |
-2.28% |
跌破0.618止损 |
| 8 |
2018-05-17 |
2018-05-21 |
6.5184649530000005 |
6.37362 |
¥-1.7万 |
-2.25% |
跌破0.618止损 |
| 9 |
2018-05-29 |
2018-06-20 |
6.698699006999999 |
6.1 |
¥-6.6万 |
-8.96% |
跌破0.618止损 |
| 10 |
2018-08-08 |
2018-08-16 |
7.259427174999998 |
6.82317 |
¥-4.0万 |
-6.04% |
跌破0.618止损 |
| 11 |
2018-08-21 |
2018-10-10 |
7.239401169000001 |
7.17282 |
¥-6,007 |
-0.95% |
跌破0.618止损 |
| 12 |
2018-11-13 |
2018-11-27 |
6.898959066999999 |
6.56343 |
¥-3.1万 |
-4.89% |
跌破0.618止损 |
| 13 |
2018-12-03 |
2019-01-28 |
6.898959067 |
6.68 |
¥-1.9万 |
-3.20% |
跌破0.618止损 |
| 14 |
2019-02-19 |
2019-02-25 |
7.049154111999999 |
6.783210000000001 |
¥-2.2万 |
-3.80% |
跌破0.618止损 |
| 15 |
2019-03-08 |
2019-03-14 |
7.109232129999999 |
6.7932 |
¥-2.5万 |
-4.47% |
跌破0.618止损 |
| 16 |
2019-05-08 |
2019-05-09 |
6.788816033999999 |
6.6933 |
¥-7,539 |
-1.44% |
跌破0.618止损 |
| 17 |
2020-07-27 |
2020-08-18 |
4.646033391999999 |
5.0149799999999995 |
¥4.1万 |
+7.91% |
重回前高 |
| 18 |
2020-08-28 |
2020-10-16 |
5.4470736319999995 |
5.1748199999999995 |
¥-2.8万 |
-5.03% |
跌破0.618止损 |
| 19 |
2021-03-09 |
2021-04-16 |
4.355656304999999 |
4.1058900000000005 |
¥-3.1万 |
-5.76% |
跌破0.618止损 |
| 20 |
2021-05-11 |
2021-05-20 |
4.275552280999999 |
4.21578 |
¥-7,215 |
-1.43% |
跌破0.618止损 |
| 21 |
2021-10-14 |
2021-11-17 |
6.508451949999999 |
5.78421 |
¥-5.5万 |
-11.15% |
跌破0.618止损 |
| 22 |
2021-12-07 |
2022-02-07 |
7.289466183999999 |
7.62 |
¥2.0万 |
+4.50% |
跌破0.618止损 |
| 23 |
2022-02-09 |
2022-03-14 |
8.200649456999999 |
8.15184 |
¥-2,881 |
-0.63% |
跌破0.618止损 |
| 24 |
2022-06-22 |
2022-07-08 |
7.169310147999999 |
8.02197 |
¥5.4万 |
+11.86% |
重回前高 |
| 25 |
2022-07-18 |
2022-07-26 |
7.119245132999999 |
6.6833100000000005 |
¥-3.1万 |
-6.15% |
跌破0.618止损 |
| 26 |
2022-08-19 |
2022-10-28 |
7.189336153999999 |
7.1928 |
¥88 |
+0.02% |
跌破0.618止损 |
| 27 |
2022-11-25 |
2022-12-05 |
8.010402399999998 |
7.58241 |
¥-2.6万 |
-5.37% |
跌破0.618止损 |
| 28 |
2023-01-06 |
2023-01-12 |
7.810142339999999 |
7.302689999999999 |
¥-3.0万 |
-6.53% |
跌破0.618止损 |
| 29 |
2023-02-01 |
2023-06-13 |
7.429648225999999 |
8.931059999999999 |
¥8.6万 |
+20.17% |
跌破0.618止损 |
| 30 |
2023-06-29 |
2023-07-17 |
9.332118796 |
9.360629999999999 |
¥1,414 |
+0.28% |
跌破0.618止损 |
| 31 |
2023-12-12 |
2024-01-03 |
7.900259366999999 |
7.9620299999999995 |
¥3,866 |
+0.75% |
重回前高 |
| 32 |
2024-01-22 |
2024-01-26 |
8.160597444999999 |
8.63136 |
¥3.0万 |
+5.74% |
重回前高 |
| 33 |
2024-04-29 |
2024-05-17 |
9.372170807999998 |
8.881110000000001 |
¥-2.9万 |
-5.27% |
跌破0.618止损 |
| 34 |
2024-07-01 |
2024-07-12 |
9.642521889000001 |
8.90109 |
¥-4.0万 |
-7.72% |
跌破0.618止损 |
| 35 |
2024-10-29 |
2024-10-31 |
7.469700237999999 |
7.10289 |
¥-2.4万 |
-4.94% |
跌破0.618止损 |
| 36 |
2025-03-04 |
2025-03-26 |
6.758777024999999 |
7.062930000000001 |
¥2.0万 |
+4.47% |
重回前高 |
| 37 |
2025-11-17 |
2025-12-31 |
7.930298376 |
7.3726199999999995 |
¥-3.4万 |
-7.06% |
跌破0.618止损 |
| 38 |
2026-03-06 |
2026-03-31 |
7.459687235 |
7.15284 |
¥-1.8万 |
-4.14% |
跌破0.618止损 |
| 39 |
2026-05-21 |
2026-06-01 |
7.439661228999999 |
8.991 |
¥8.8万 |
+20.82% |
重回前高 |
| 40 |
2026-06-08 |
2026-06-22 |
8.160597445 |
7.632359999999999 |
¥-3.2万 |
-6.50% |
跌破0.618止损 |
| 41 |
2026-10-26 |
2026-11-13 |
7.259427175 |
7.79 |
¥3.5万 |
+7.28% |
强平 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-18 |
黄金分割买点 |
买入 |
10.59058 |
94200.0 |
¥99.8万 |
|
| 2015-06-18 |
重回前高 |
卖出 |
12.777209999999998 |
94200.0 |
¥1.20M |
|
| 2015-07-13 |
黄金分割买点 |
买入 |
12.011999999999999 |
98700.0 |
¥1.19M |
|
| 2015-07-16 |
跌破0.618止损 |
卖出 |
10.27 |
98700.0 |
¥1.01M |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
9.41941 |
109600.0 |
¥1.03M |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
8.76123 |
109600.0 |
¥96.0万 |
止损触发 |
| 2015-12-03 |
黄金分割买点 |
买入 |
9.249239999999999 |
103300.0 |
¥95.6万 |
|
| 2015-12-14 |
跌破0.618止损 |
卖出 |
8.65134 |
103300.0 |
¥89.3万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
7.987979999999999 |
112200.0 |
¥89.7万 |
|
| 2016-05-27 |
跌破0.618止损 |
卖出 |
7.3226700000000005 |
112200.0 |
¥82.1万 |
止损触发 |
| 2017-06-19 |
黄金分割买点 |
买入 |
7.727719999999998 |
106300.0 |
¥82.2万 |
|
| 2017-07-03 |
跌破0.618止损 |
卖出 |
7.2927 |
106300.0 |
¥77.5万 |
止损触发 |
| 2018-05-07 |
黄金分割买点 |
买入 |
6.426419999999999 |
118400.0 |
¥76.1万 |
|
| 2018-05-14 |
跌破0.618止损 |
卖出 |
6.28371 |
118400.0 |
¥74.4万 |
止损触发 |
| 2018-05-17 |
黄金分割买点 |
买入 |
6.516509999999999 |
114100.0 |
¥74.4万 |
|
| 2018-05-21 |
跌破0.618止损 |
卖出 |
6.37362 |
114100.0 |
¥72.7万 |
止损触发 |
| 2018-05-29 |
黄金分割买点 |
买入 |
6.696689999999999 |
110300.0 |
¥73.9万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
6.1 |
110300.0 |
¥67.3万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
7.257249999999999 |
91500.0 |
¥66.4万 |
|
| 2018-08-16 |
跌破0.618止损 |
卖出 |
6.82317 |
91500.0 |
¥62.4万 |
止损触发 |
| 2018-08-21 |
黄金分割买点 |
买入 |
7.23723 |
87400.0 |
¥63.3万 |
|
| 2018-10-10 |
跌破0.618止损 |
卖出 |
7.17282 |
87400.0 |
¥62.7万 |
止损触发 |
| 2018-11-13 |
黄金分割买点 |
买入 |
6.896889999999999 |
90500.0 |
¥62.4万 |
|
| 2018-11-27 |
跌破0.618止损 |
卖出 |
6.56343 |
90500.0 |
¥59.4万 |
止损触发 |
| 2018-12-03 |
黄金分割买点 |
买入 |
6.89689 |
86400.0 |
¥59.6万 |
|
| 2019-01-28 |
跌破0.618止损 |
卖出 |
6.68 |
86400.0 |
¥57.7万 |
止损触发 |
| 2019-02-19 |
黄金分割买点 |
买入 |
7.047039999999999 |
82100.0 |
¥57.9万 |
|
| 2019-02-25 |
跌破0.618止损 |
卖出 |
6.783210000000001 |
82100.0 |
¥55.7万 |
止损触发 |
| 2019-03-08 |
黄金分割买点 |
买入 |
7.107099999999999 |
77600.0 |
¥55.2万 |
|
| 2019-03-14 |
跌破0.618止损 |
卖出 |
6.7932 |
77600.0 |
¥52.7万 |
止损触发 |
| 2019-05-08 |
黄金分割买点 |
买入 |
6.786779999999999 |
77300.0 |
¥52.5万 |
|
| 2019-05-09 |
跌破0.618止损 |
卖出 |
6.6933 |
77300.0 |
¥51.7万 |
止损触发 |
| 2020-07-27 |
黄金分割买点 |
买入 |
4.644639999999999 |
112300.0 |
¥52.2万 |
|
| 2020-08-18 |
重回前高 |
卖出 |
5.0149799999999995 |
112300.0 |
¥56.3万 |
|
| 2020-08-28 |
黄金分割买点 |
买入 |
5.4454400000000005 |
104000.0 |
¥56.6万 |
|
| 2020-10-16 |
跌破0.618止损 |
卖出 |
5.1748199999999995 |
104000.0 |
¥53.8万 |
止损触发 |
| 2021-03-09 |
黄金分割买点 |
买入 |
4.354349999999999 |
122200.0 |
¥53.2万 |
|
| 2021-04-16 |
跌破0.618止损 |
卖出 |
4.1058900000000005 |
122200.0 |
¥50.2万 |
止损触发 |
| 2021-05-11 |
黄金分割买点 |
买入 |
4.274269999999999 |
118200.0 |
¥50.5万 |
|
| 2021-05-20 |
跌破0.618止损 |
卖出 |
4.21578 |
118200.0 |
¥49.8万 |
止损触发 |
| 2021-10-14 |
黄金分割买点 |
买入 |
6.506499999999999 |
75600.0 |
¥49.2万 |
|
| 2021-11-17 |
跌破0.618止损 |
卖出 |
5.78421 |
75600.0 |
¥43.7万 |
止损触发 |
| 2021-12-07 |
黄金分割买点 |
买入 |
7.287279999999999 |
60400.0 |
¥44.0万 |
|
| 2022-02-07 |
跌破0.618止损 |
卖出 |
7.62 |
60400.0 |
¥46.0万 |
止损触发 |
| 2022-02-09 |
黄金分割买点 |
买入 |
8.198189999999999 |
56200.0 |
¥46.1万 |
|
| 2022-03-14 |
跌破0.618止损 |
卖出 |
8.15184 |
56200.0 |
¥45.8万 |
止损触发 |
| 2022-06-22 |
黄金分割买点 |
买入 |
7.167159999999999 |
63800.0 |
¥45.7万 |
|
| 2022-07-08 |
重回前高 |
卖出 |
8.02197 |
63800.0 |
¥51.2万 |
|
| 2022-07-18 |
黄金分割买点 |
买入 |
7.117109999999999 |
71100.0 |
¥50.6万 |
|
| 2022-07-26 |
跌破0.618止损 |
卖出 |
6.6833100000000005 |
71100.0 |
¥47.5万 |
止损触发 |
| 2022-08-19 |
黄金分割买点 |
买入 |
7.187179999999999 |
67200.0 |
¥48.3万 |
|
| 2022-10-28 |
跌破0.618止损 |
卖出 |
7.1928 |
67200.0 |
¥48.3万 |
止损触发 |
| 2022-11-25 |
黄金分割买点 |
买入 |
8.008 |
60500.0 |
¥48.5万 |
|
| 2022-12-05 |
跌破0.618止损 |
卖出 |
7.58241 |
60500.0 |
¥45.9万 |
止损触发 |
| 2023-01-06 |
黄金分割买点 |
买入 |
7.8077999999999985 |
58200.0 |
¥45.5万 |
|
| 2023-01-12 |
跌破0.618止损 |
卖出 |
7.302689999999999 |
58200.0 |
¥42.5万 |
止损触发 |
| 2023-02-01 |
黄金分割买点 |
买入 |
7.427419999999999 |
57200.0 |
¥42.5万 |
|
| 2023-06-13 |
跌破0.618止损 |
卖出 |
8.931059999999999 |
57200.0 |
¥51.1万 |
止损触发 |
| 2023-06-29 |
黄金分割买点 |
买入 |
9.32932 |
55000.0 |
¥51.3万 |
|
| 2023-07-17 |
跌破0.618止损 |
卖出 |
9.360629999999999 |
55000.0 |
¥51.5万 |
止损触发 |
| 2023-12-12 |
黄金分割买点 |
买入 |
7.8978899999999985 |
65100.0 |
¥51.4万 |
|
| 2024-01-03 |
重回前高 |
卖出 |
7.9620299999999995 |
65100.0 |
¥51.8万 |
|
| 2024-01-22 |
黄金分割买点 |
买入 |
8.15815 |
63400.0 |
¥51.7万 |
|
| 2024-01-26 |
重回前高 |
卖出 |
8.63136 |
63400.0 |
¥54.7万 |
|
| 2024-04-29 |
黄金分割买点 |
买入 |
9.369359999999997 |
58200.0 |
¥54.5万 |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
8.881110000000001 |
58200.0 |
¥51.7万 |
止损触发 |
| 2024-07-01 |
黄金分割买点 |
买入 |
9.63963 |
54000.0 |
¥52.1万 |
|
| 2024-07-12 |
跌破0.618止损 |
卖出 |
8.90109 |
54000.0 |
¥48.1万 |
止损触发 |
| 2024-10-29 |
黄金分割买点 |
买入 |
7.467459999999999 |
64100.0 |
¥47.9万 |
|
| 2024-10-31 |
跌破0.618止损 |
卖出 |
7.10289 |
64100.0 |
¥45.5万 |
止损触发 |
| 2025-03-04 |
黄金分割买点 |
买入 |
6.756749999999999 |
67600.0 |
¥45.7万 |
|
| 2025-03-26 |
重回前高 |
卖出 |
7.062930000000001 |
67600.0 |
¥47.7万 |
|
| 2025-11-17 |
黄金分割买点 |
买入 |
7.927919999999999 |
60200.0 |
¥47.7万 |
|
| 2025-12-31 |
跌破0.618止损 |
卖出 |
7.3726199999999995 |
60200.0 |
¥44.4万 |
止损触发 |
| 2026-03-06 |
黄金分割买点 |
买入 |
7.45745 |
59200.0 |
¥44.2万 |
|
| 2026-03-31 |
跌破0.618止损 |
卖出 |
7.15284 |
59200.0 |
¥42.3万 |
止损触发 |
| 2026-05-21 |
黄金分割买点 |
买入 |
7.437429999999999 |
56900.0 |
¥42.3万 |
|
| 2026-06-01 |
重回前高 |
卖出 |
8.991 |
56900.0 |
¥51.1万 |
|
| 2026-06-08 |
黄金分割买点 |
买入 |
8.15815 |
61100.0 |
¥49.9万 |
|
| 2026-06-22 |
跌破0.618止损 |
卖出 |
7.632359999999999 |
61100.0 |
¥46.6万 |
止损触发 |
| 2026-10-26 |
黄金分割买点 |
买入 |
7.257249999999999 |
66200.0 |
¥48.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
7.79 |
66200 |
¥51.6万 |
回测结束强平 |