600025 华能水电 — 斐波那契回调 回测明细
数据区间: 2017-12-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.24M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +23.94%）
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 24 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 |
2019-05-06 |
2019-05-10 |
4.015214202999999 |
3.76623 |
¥-6.1万 |
-6.23% |
跌破0.618止损 |
| 2 |
2019-06-12 |
2019-06-19 |
4.151245000000001 |
4.1058900000000005 |
¥-1.1万 |
-1.12% |
跌破0.618止损 |
| 3 |
2019-07-04 |
2019-07-16 |
4.195448257 |
4.2957 |
¥2.2万 |
+2.36% |
重回前高 |
| 4 |
2019-09-06 |
2019-09-20 |
4.555916364999999 |
4.34565 |
¥-4.4万 |
-4.64% |
跌破0.618止损 |
| 5 |
2019-09-23 |
2019-09-27 |
4.5058513499999995 |
4.36563 |
¥-2.8万 |
-3.14% |
跌破0.618止损 |
| 6 |
2020-07-24 |
2020-07-27 |
3.834980149 |
3.74625 |
¥-2.0万 |
-2.34% |
跌破0.618止损 |
| 7 |
2020-08-04 |
2020-08-20 |
3.8249671459999997 |
4.1058900000000005 |
¥6.2万 |
+7.31% |
重回前高 |
| 8 |
2020-10-20 |
2020-11-23 |
4.095318226999999 |
4.32 |
¥5.0万 |
+5.45% |
重回前高 |
| 9 |
2020-12-14 |
2021-01-13 |
4.40572132 |
4.255739999999999 |
¥-3.3万 |
-3.43% |
跌破0.618止损 |
| 10 |
2021-04-26 |
2021-06-10 |
5.647333691999999 |
5.65434 |
¥869 |
+0.09% |
跌破0.618止损 |
| 11 |
2021-06-29 |
2021-07-05 |
6.071821 |
5.70429 |
¥-5.7万 |
-6.08% |
跌破0.618止损 |
| 12 |
2021-08-09 |
2021-09-09 |
5.557216664999999 |
6.8931000000000004 |
¥21.1万 |
+24.00% |
重回前高 |
| 13 |
2021-10-12 |
2021-10-18 |
7.159297144999999 |
6.43356 |
¥-10.8万 |
-10.16% |
跌破0.618止损 |
| 14 |
2021-10-21 |
2021-11-03 |
6.979063090999999 |
6.43356 |
¥-7.6万 |
-7.84% |
跌破0.618止损 |
| 15 |
2022-04-08 |
2022-05-17 |
6.137970838999999 |
6.7932 |
¥9.6万 |
+10.64% |
重回前高 |
| 16 |
2023-01-04 |
2023-01-20 |
6.748764022 |
6.8931000000000004 |
¥2.1万 |
+2.11% |
重回前高 |
| 17 |
2023-03-27 |
2023-04-04 |
6.928998075999999 |
6.92307 |
¥-1,178 |
-0.12% |
跌破0.618止损 |
| 18 |
2024-01-23 |
2024-02-07 |
8.310792489999999 |
9.02097 |
¥8.7万 |
+8.51% |
重回前高 |
| 19 |
2024-03-25 |
2024-04-16 |
9.282053780999997 |
9.960030000000001 |
¥8.0万 |
+7.27% |
重回前高 |
| 20 |
2024-04-30 |
2024-05-30 |
9.462287835 |
9.960030000000001 |
¥6.2万 |
+5.23% |
重回前高 |
| 21 |
2026-04-01 |
2026-04-13 |
9.942911979 |
9.50049 |
¥-5.6万 |
-4.48% |
跌破0.618止损 |
| 22 |
2026-04-22 |
2026-05-06 |
9.852794951999998 |
9.50049 |
¥-4.3万 |
-3.60% |
跌破0.618止损 |
| 23 |
2026-05-20 |
2026-05-21 |
9.91287297 |
9.42057 |
¥-5.7万 |
-4.99% |
跌破0.618止损 |
| 24 |
2026-07-09 |
2026-10-30 |
9.442261828999996 |
10.699290000000001 |
¥14.4万 |
+13.28% |
重回前高 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-05-06 |
黄金分割买点 |
买入 |
4.014009999999999 |
243600.0 |
¥97.8万 |
|
| 2019-05-10 |
跌破0.618止损 |
卖出 |
3.76623 |
243600.0 |
¥91.7万 |
止损触发 |
| 2019-06-12 |
黄金分割买点 |
买入 |
4.15 |
225500.0 |
¥93.6万 |
|
| 2019-06-19 |
跌破0.618止损 |
卖出 |
4.1058900000000005 |
225500.0 |
¥92.6万 |
止损触发 |
| 2019-07-04 |
黄金分割买点 |
买入 |
4.19419 |
220300.0 |
¥92.4万 |
|
| 2019-07-16 |
重回前高 |
卖出 |
4.2957 |
220300.0 |
¥94.6万 |
|
| 2019-09-06 |
黄金分割买点 |
买入 |
4.554549999999999 |
208100.0 |
¥94.8万 |
|
| 2019-09-20 |
跌破0.618止损 |
卖出 |
4.34565 |
208100.0 |
¥90.4万 |
止损触发 |
| 2019-09-23 |
黄金分割买点 |
买入 |
4.504499999999999 |
201100.0 |
¥90.6万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
4.36563 |
201100.0 |
¥87.8万 |
止损触发 |
| 2020-07-24 |
黄金分割买点 |
买入 |
3.83383 |
227200.0 |
¥87.1万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
3.74625 |
227200.0 |
¥85.1万 |
止损触发 |
| 2020-08-04 |
黄金分割买点 |
买入 |
3.8238199999999996 |
223100.0 |
¥85.3万 |
|
| 2020-08-20 |
重回前高 |
卖出 |
4.1058900000000005 |
223100.0 |
¥91.6万 |
|
| 2020-10-20 |
黄金分割买点 |
买入 |
4.09409 |
224100.0 |
¥91.8万 |
|
| 2020-11-23 |
重回前高 |
卖出 |
4.32 |
224100.0 |
¥96.8万 |
|
| 2020-12-14 |
黄金分割买点 |
买入 |
4.4044 |
219700.0 |
¥96.8万 |
|
| 2021-01-13 |
跌破0.618止损 |
卖出 |
4.255739999999999 |
219700.0 |
¥93.5万 |
止损触发 |
| 2021-04-26 |
黄金分割买点 |
买入 |
5.645639999999999 |
163700.0 |
¥92.4万 |
|
| 2021-06-10 |
跌破0.618止损 |
卖出 |
5.65434 |
163700.0 |
¥92.5万 |
止损触发 |
| 2021-06-29 |
黄金分割买点 |
买入 |
6.07 |
153900.0 |
¥93.4万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
5.70429 |
153900.0 |
¥87.8万 |
止损触发 |
| 2021-08-09 |
黄金分割买点 |
买入 |
5.555549999999999 |
158100.0 |
¥87.9万 |
|
| 2021-09-09 |
重回前高 |
卖出 |
6.8931000000000004 |
158100.0 |
¥1.09M |
|
| 2021-10-12 |
黄金分割买点 |
买入 |
7.157149999999999 |
149000.0 |
¥1.07M |
|
| 2021-10-18 |
跌破0.618止损 |
卖出 |
6.43356 |
149000.0 |
¥95.8万 |
止损触发 |
| 2021-10-21 |
黄金分割买点 |
买入 |
6.976969999999999 |
139000.0 |
¥97.0万 |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
6.43356 |
139000.0 |
¥89.4万 |
止损触发 |
| 2022-04-08 |
黄金分割买点 |
买入 |
6.13613 |
146700.0 |
¥90.0万 |
|
| 2022-05-17 |
重回前高 |
卖出 |
6.7932 |
146700.0 |
¥99.6万 |
|
| 2023-01-04 |
黄金分割买点 |
买入 |
6.746739999999999 |
148300.0 |
¥1.00M |
|
| 2023-01-20 |
重回前高 |
卖出 |
6.8931000000000004 |
148300.0 |
¥1.02M |
|
| 2023-03-27 |
黄金分割买点 |
买入 |
6.926919999999999 |
147200.0 |
¥1.02M |
|
| 2023-04-04 |
跌破0.618止损 |
卖出 |
6.92307 |
147200.0 |
¥1.02M |
止损触发 |
| 2024-01-23 |
黄金分割买点 |
买入 |
8.3083 |
122600.0 |
¥1.02M |
|
| 2024-02-07 |
重回前高 |
卖出 |
9.02097 |
122600.0 |
¥1.11M |
|
| 2024-03-25 |
黄金分割买点 |
买入 |
9.279269999999999 |
118900.0 |
¥1.10M |
|
| 2024-04-16 |
重回前高 |
卖出 |
9.960030000000001 |
118900.0 |
¥1.18M |
|
| 2024-04-30 |
黄金分割买点 |
买入 |
9.459449999999999 |
125000.0 |
¥1.18M |
|
| 2024-05-30 |
重回前高 |
卖出 |
9.960030000000001 |
125000.0 |
¥1.24M |
|
| 2026-04-01 |
黄金分割买点 |
买入 |
9.939929999999999 |
125800.0 |
¥1.25M |
|
| 2026-04-13 |
跌破0.618止损 |
卖出 |
9.50049 |
125800.0 |
¥1.19M |
止损触发 |
| 2026-04-22 |
黄金分割买点 |
买入 |
9.849839999999999 |
121100.0 |
¥1.19M |
|
| 2026-05-06 |
跌破0.618止损 |
卖出 |
9.50049 |
121100.0 |
¥1.15M |
止损触发 |
| 2026-05-20 |
黄金分割买点 |
买入 |
9.909899999999999 |
116000.0 |
¥1.15M |
|
| 2026-05-21 |
跌破0.618止损 |
卖出 |
9.42057 |
116000.0 |
¥1.09M |
止损触发 |
| 2026-07-09 |
黄金分割买点 |
买入 |
9.439429999999998 |
115000.0 |
¥1.09M |
|
| 2026-10-30 |
重回前高 |
卖出 |
10.699290000000001 |
115000.0 |
¥1.23M |
|