600023 浙能电力 — 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: ¥78.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -21.11%）
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 31 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 |
2015-05-07 |
2015-05-28 |
8.200649456999997 |
10.93905 |
¥32.8万 |
+33.35% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-29 |
11.544992458999996 |
10.039950000000001 |
¥-16.8万 |
-13.06% |
跌破0.618止损 |
| 3 |
2015-11-09 |
2015-12-01 |
8.61118258 |
7.7922 |
¥-11.0万 |
-9.54% |
跌破0.618止损 |
| 4 |
2016-04-15 |
2016-04-21 |
5.787515733999999 |
5.41458 |
¥-6.8万 |
-6.47% |
跌破0.618止损 |
| 5 |
2016-05-05 |
2016-05-10 |
5.517164652999999 |
5.214779999999999 |
¥-5.4万 |
-5.51% |
跌破0.618止损 |
| 6 |
2018-02-01 |
2018-02-13 |
5.787515734 |
5.594399999999999 |
¥-3.1万 |
-3.37% |
跌破0.618止损 |
| 7 |
2018-07-19 |
2018-08-13 |
4.936410479 |
4.5954 |
¥-6.2万 |
-6.94% |
跌破0.618止损 |
| 8 |
2018-08-31 |
2018-10-12 |
4.886345463999999 |
4.71528 |
¥-2.9万 |
-3.53% |
跌破0.618止损 |
| 9 |
2018-10-26 |
2018-10-30 |
4.886345463999999 |
4.72527 |
¥-2.7万 |
-3.33% |
跌破0.618止损 |
| 10 |
2021-04-14 |
2021-04-30 |
3.744863122 |
3.61638 |
¥-2.7万 |
-3.46% |
跌破0.618止损 |
| 11 |
2021-08-30 |
2021-09-09 |
3.451035 |
4.1058900000000005 |
¥14.1万 |
+18.94% |
重回前高 |
| 12 |
2021-09-17 |
2021-10-15 |
3.824967145999999 |
3.6063899999999998 |
¥-5.1万 |
-5.74% |
跌破0.618止损 |
| 13 |
2021-10-21 |
2021-10-25 |
3.80114 |
3.6063899999999998 |
¥-4.3万 |
-5.15% |
跌破0.618止损 |
| 14 |
2021-10-29 |
2021-11-09 |
3.7749021309999997 |
3.7162800000000002 |
¥-1.2万 |
-1.58% |
跌破0.618止损 |
| 15 |
2021-12-16 |
2022-01-14 |
4.015214202999998 |
3.80619 |
¥-4.1万 |
-5.23% |
跌破0.618止损 |
| 16 |
2022-05-16 |
2022-05-20 |
3.5045510500000003 |
3.40659 |
¥-2.1万 |
-2.82% |
跌破0.618止损 |
| 17 |
2022-06-01 |
2022-07-11 |
3.494538047 |
3.7962 |
¥6.2万 |
+8.60% |
重回前高 |
| 18 |
2022-07-21 |
2022-07-27 |
3.631089 |
3.48 |
¥-3.3万 |
-4.19% |
跌破0.618止损 |
| 19 |
2022-08-18 |
2022-09-01 |
3.6447330919999996 |
3.5264699999999998 |
¥-2.5万 |
-3.27% |
跌破0.618止损 |
| 20 |
2022-09-07 |
2022-09-16 |
3.6947981069999996 |
3.53646 |
¥-3.1万 |
-4.31% |
跌破0.618止损 |
| 21 |
2022-11-22 |
2022-12-23 |
3.5245770559999996 |
3.28 |
¥-4.8万 |
-6.97% |
跌破0.618止损 |
| 22 |
2023-07-21 |
2023-07-31 |
4.796228437 |
4.7951999999999995 |
¥-333 |
-0.05% |
跌破0.618止损 |
| 23 |
2023-11-06 |
2023-11-08 |
4.545903362 |
4.38561 |
¥-2.3万 |
-3.56% |
跌破0.618止损 |
| 24 |
2023-11-14 |
2023-12-05 |
4.555916364999998 |
4.68531 |
¥1.7万 |
+2.81% |
重回前高 |
| 25 |
2023-12-22 |
2024-01-04 |
4.525877356 |
5.024970000000001 |
¥7.0万 |
+10.99% |
重回前高 |
| 26 |
2024-01-23 |
2024-01-29 |
4.856306454999999 |
5.214779999999999 |
¥5.2万 |
+7.35% |
重回前高 |
| 27 |
2024-05-09 |
2024-05-28 |
6.137970838999999 |
6.883109999999999 |
¥9.2万 |
+12.11% |
重回前高 |
| 28 |
2024-07-18 |
2024-07-24 |
6.949024082 |
6.53346 |
¥-5.1万 |
-6.01% |
跌破0.618止损 |
| 29 |
2025-02-19 |
2025-03-10 |
5.547203661999999 |
5.354640000000001 |
¥-2.8万 |
-3.50% |
跌破0.618止损 |
| 30 |
2025-03-14 |
2025-04-02 |
5.5472036619999985 |
5.81418 |
¥3.7万 |
+4.78% |
重回前高 |
| 31 |
2026-05-21 |
2026-06-22 |
5.90767177 |
5.71428 |
¥-2.6万 |
-3.30% |
跌破0.618止损 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
8.198189999999999 |
120000.0 |
¥98.4万 |
|
| 2015-05-28 |
重回前高 |
卖出 |
10.93905 |
120000.0 |
¥1.31M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
11.541529999999996 |
111600.0 |
¥1.29M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
10.039950000000001 |
111600.0 |
¥1.12M |
止损触发 |
| 2015-11-09 |
黄金分割买点 |
买入 |
8.6086 |
133900.0 |
¥1.15M |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
7.7922 |
133900.0 |
¥1.04M |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
5.78578 |
181000.0 |
¥1.05M |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
5.41458 |
181000.0 |
¥98.0万 |
止损触发 |
| 2016-05-05 |
黄金分割买点 |
买入 |
5.515509999999999 |
177600.0 |
¥98.0万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
5.214779999999999 |
177600.0 |
¥92.6万 |
止损触发 |
| 2018-02-01 |
黄金分割买点 |
买入 |
5.78578 |
159500.0 |
¥92.3万 |
|
| 2018-02-13 |
跌破0.618止损 |
卖出 |
5.594399999999999 |
159500.0 |
¥89.2万 |
止损触发 |
| 2018-07-19 |
黄金分割买点 |
买入 |
4.93493 |
181700.0 |
¥89.7万 |
|
| 2018-08-13 |
跌破0.618止损 |
卖出 |
4.5954 |
181700.0 |
¥83.5万 |
止损触发 |
| 2018-08-31 |
黄金分割买点 |
买入 |
4.884879999999999 |
170800.0 |
¥83.5万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
4.71528 |
170800.0 |
¥80.5万 |
止损触发 |
| 2018-10-26 |
黄金分割买点 |
买入 |
4.884879999999999 |
164100.0 |
¥80.2万 |
|
| 2018-10-30 |
跌破0.618止损 |
卖出 |
4.72527 |
164100.0 |
¥77.5万 |
止损触发 |
| 2021-04-14 |
黄金分割买点 |
买入 |
3.74374 |
206900.0 |
¥77.5万 |
|
| 2021-04-30 |
跌破0.618止损 |
卖出 |
3.61638 |
206900.0 |
¥74.8万 |
止损触发 |
| 2021-08-30 |
黄金分割买点 |
买入 |
3.45 |
215300.0 |
¥74.3万 |
|
| 2021-09-09 |
重回前高 |
卖出 |
4.1058900000000005 |
215300.0 |
¥88.4万 |
|
| 2021-09-17 |
黄金分割买点 |
买入 |
3.823819999999999 |
232900.0 |
¥89.1万 |
|
| 2021-10-15 |
跌破0.618止损 |
卖出 |
3.6063899999999998 |
232900.0 |
¥84.0万 |
止损触发 |
| 2021-10-21 |
黄金分割买点 |
买入 |
3.8 |
221300.0 |
¥84.1万 |
|
| 2021-10-25 |
跌破0.618止损 |
卖出 |
3.6063899999999998 |
221300.0 |
¥79.8万 |
止损触发 |
| 2021-10-29 |
黄金分割买点 |
买入 |
3.7737699999999994 |
208200.0 |
¥78.6万 |
|
| 2021-11-09 |
跌破0.618止损 |
卖出 |
3.7162800000000002 |
208200.0 |
¥77.3万 |
止损触发 |
| 2021-12-16 |
黄金分割买点 |
买入 |
4.014009999999999 |
194800.0 |
¥78.2万 |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
3.80619 |
194800.0 |
¥74.1万 |
止损触发 |
| 2022-05-16 |
黄金分割买点 |
买入 |
3.5035000000000003 |
211400.0 |
¥74.1万 |
|
| 2022-05-20 |
跌破0.618止损 |
卖出 |
3.40659 |
211400.0 |
¥72.0万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
3.49349 |
206100.0 |
¥72.0万 |
|
| 2022-07-11 |
重回前高 |
卖出 |
3.7962 |
206100.0 |
¥78.2万 |
|
| 2022-07-21 |
黄金分割买点 |
买入 |
3.63 |
215700.0 |
¥78.3万 |
|
| 2022-07-27 |
跌破0.618止损 |
卖出 |
3.48 |
215700.0 |
¥75.0万 |
止损触发 |
| 2022-08-18 |
黄金分割买点 |
买入 |
3.6436399999999995 |
206100.0 |
¥75.1万 |
|
| 2022-09-01 |
跌破0.618止损 |
卖出 |
3.5264699999999998 |
206100.0 |
¥72.7万 |
止损触发 |
| 2022-09-07 |
黄金分割买点 |
买入 |
3.6936899999999997 |
196700.0 |
¥72.7万 |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
3.53646 |
196700.0 |
¥69.5万 |
止损触发 |
| 2022-11-22 |
黄金分割买点 |
买入 |
3.5235199999999995 |
197300.0 |
¥69.5万 |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
3.28 |
197300.0 |
¥64.7万 |
止损触发 |
| 2023-07-21 |
黄金分割买点 |
买入 |
4.79479 |
134900.0 |
¥64.7万 |
|
| 2023-07-31 |
跌破0.618止损 |
卖出 |
4.7951999999999995 |
134900.0 |
¥64.7万 |
止损触发 |
| 2023-11-06 |
黄金分割买点 |
买入 |
4.54454 |
142600.0 |
¥64.8万 |
|
| 2023-11-08 |
跌破0.618止损 |
卖出 |
4.38561 |
142600.0 |
¥62.5万 |
止损触发 |
| 2023-11-14 |
黄金分割买点 |
买入 |
4.554549999999999 |
136300.0 |
¥62.1万 |
|
| 2023-12-05 |
重回前高 |
卖出 |
4.68531 |
136300.0 |
¥63.8万 |
|
| 2023-12-22 |
黄金分割买点 |
买入 |
4.524519999999999 |
141400.0 |
¥64.0万 |
|
| 2024-01-04 |
重回前高 |
卖出 |
5.024970000000001 |
141400.0 |
¥71.0万 |
|
| 2024-01-23 |
黄金分割买点 |
买入 |
4.854849999999999 |
146200.0 |
¥71.0万 |
|
| 2024-01-29 |
重回前高 |
卖出 |
5.214779999999999 |
146200.0 |
¥76.2万 |
|
| 2024-05-09 |
黄金分割买点 |
买入 |
6.13613 |
124200.0 |
¥76.2万 |
|
| 2024-05-28 |
重回前高 |
卖出 |
6.883109999999999 |
124200.0 |
¥85.5万 |
|
| 2024-07-18 |
黄金分割买点 |
买入 |
6.94694 |
122400.0 |
¥85.1万 |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
6.53346 |
122400.0 |
¥79.9万 |
止损触发 |
| 2025-02-19 |
黄金分割买点 |
买入 |
5.545539999999999 |
144500.0 |
¥80.2万 |
|
| 2025-03-10 |
跌破0.618止损 |
卖出 |
5.354640000000001 |
144500.0 |
¥77.4万 |
止损触发 |
| 2025-03-14 |
黄金分割买点 |
买入 |
5.545539999999999 |
139000.0 |
¥77.1万 |
|
| 2025-04-02 |
重回前高 |
卖出 |
5.81418 |
139000.0 |
¥80.8万 |
|
| 2026-05-21 |
黄金分割买点 |
买入 |
5.9059 |
134700.0 |
¥79.6万 |
|
| 2026-06-22 |
跌破0.618止损 |
卖出 |
5.71428 |
134700.0 |
¥76.9万 |
止损触发 |