600026 中远海能 — 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: ¥21.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -78.37%）
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 51 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 |
2015-07-06 |
11.113332999999999 |
11.33865 |
¥2.0万 |
+2.00% |
跌破0.618止损 |
| 2 |
2015-07-24 |
2015-07-28 |
10.824056243 |
8.971020000000001 |
¥-17.4万 |
-17.14% |
跌破0.618止损 |
| 3 |
2015-12-25 |
2016-01-04 |
10.824056243 |
9.21078 |
¥-12.3万 |
-14.93% |
跌破0.618止损 |
| 4 |
2016-04-21 |
2016-04-29 |
6.738751018999999 |
6.41358 |
¥-3.5万 |
-4.85% |
跌破0.618止损 |
| 5 |
2016-07-19 |
2016-07-28 |
6.358256904999999 |
6.04395 |
¥-3.4万 |
-4.97% |
跌破0.618止损 |
| 6 |
2016-07-29 |
2016-08-22 |
6.157996844999999 |
6.75324 |
¥6.2万 |
+9.63% |
重回前高 |
| 7 |
2016-08-29 |
2016-10-19 |
6.458386934999999 |
6.91308 |
¥5.0万 |
+7.01% |
重回前高 |
| 8 |
2016-11-01 |
2016-12-13 |
6.818855042999998 |
6.97302 |
¥1.7万 |
+2.23% |
跌破0.618止损 |
| 9 |
2017-08-23 |
2017-09-08 |
6.7187250129999985 |
6.5934 |
¥-1.5万 |
-1.89% |
跌破0.618止损 |
| 10 |
2018-05-29 |
2018-05-31 |
5.286865583999999 |
5.024970000000001 |
¥-3.8万 |
-4.98% |
跌破0.618止损 |
| 11 |
2018-10-19 |
2018-11-26 |
4.565929367999999 |
4.58 |
¥1,967 |
+0.28% |
跌破0.618止损 |
| 12 |
2018-11-30 |
2018-12-21 |
4.8563064549999995 |
4.75524 |
¥-1.5万 |
-2.11% |
跌破0.618止损 |
| 13 |
2019-01-31 |
2019-02-26 |
4.9764624909999995 |
5.78421 |
¥11.6万 |
+16.20% |
重回前高 |
| 14 |
2019-05-09 |
2019-05-23 |
6.20806186 |
5.94405 |
¥-3.5万 |
-4.28% |
跌破0.618止损 |
| 15 |
2019-06-24 |
2019-07-09 |
6.518464952999999 |
6.18381 |
¥-4.1万 |
-5.16% |
跌破0.618止损 |
| 16 |
2019-07-17 |
2019-08-05 |
6.458386935 |
6.0939 |
¥-4.3万 |
-5.67% |
跌破0.618止损 |
| 17 |
2019-08-21 |
2019-08-26 |
6.30819189 |
6.77322 |
¥5.2万 |
+7.34% |
重回前高 |
| 18 |
2019-10-08 |
2019-10-09 |
6.117944833 |
5.88 |
¥-2.7万 |
-3.92% |
跌破0.618止损 |
| 19 |
2019-10-16 |
2019-10-21 |
6.888946063999998 |
6.22377 |
¥-7.0万 |
-9.68% |
跌破0.618止损 |
| 20 |
2020-01-03 |
2020-01-22 |
6.7287380159999985 |
6.0839099999999995 |
¥-6.2万 |
-9.61% |
跌破0.618止损 |
| 21 |
2020-03-23 |
2020-03-24 |
6.668659997999999 |
6.3936 |
¥-2.4万 |
-4.15% |
跌破0.618止损 |
| 22 |
2020-05-07 |
2020-05-18 |
7.860207355 |
7.02297 |
¥-6.2万 |
-10.68% |
跌破0.618止损 |
| 23 |
2020-07-14 |
2020-07-17 |
8.010402399999998 |
7.392600000000001 |
¥-4.0万 |
-7.74% |
跌破0.618止损 |
| 24 |
2020-08-05 |
2020-09-25 |
7.419635222999999 |
6.97 |
¥-2.9万 |
-6.09% |
跌破0.618止损 |
| 25 |
2020-12-01 |
2020-12-10 |
7.0091021 |
6.4935 |
¥-3.3万 |
-7.38% |
跌破0.618止损 |
| 26 |
2021-01-08 |
2021-01-29 |
6.828868045999999 |
6.4935 |
¥-2.0万 |
-4.94% |
跌破0.618止损 |
| 27 |
2021-04-08 |
2021-04-09 |
6.8320490000000005 |
6.5234700000000005 |
¥-1.8万 |
-4.55% |
跌破0.618止损 |
| 28 |
2021-09-10 |
2021-09-29 |
5.877632760999998 |
6.6 |
¥4.6万 |
+12.26% |
重回前高 |
| 29 |
2021-10-14 |
2021-10-29 |
6.528477956 |
5.8 |
¥-4.8万 |
-11.19% |
跌破0.618止损 |
| 30 |
2022-01-05 |
2022-01-25 |
6.107931829999999 |
5.0949 |
¥-6.3万 |
-16.61% |
跌破0.618止损 |
| 31 |
2022-03-11 |
2022-03-16 |
5.887645763999998 |
5.804189999999999 |
¥-4,481 |
-1.45% |
跌破0.618止损 |
| 32 |
2022-04-27 |
2022-06-02 |
6.90897207 |
10.93905 |
¥18.1万 |
+58.28% |
重回前高 |
| 33 |
2022-07-07 |
2022-07-13 |
9.011702699999997 |
8.68131 |
¥-1.7万 |
-3.70% |
跌破0.618止损 |
| 34 |
2022-10-31 |
2022-12-01 |
16.52145495 |
15.04494 |
¥-4.0万 |
-8.96% |
跌破0.618止损 |
| 35 |
2023-03-15 |
2023-04-04 |
14.578932367999997 |
12.3876 |
¥-6.5万 |
-15.06% |
跌破0.618止损 |
| 36 |
2023-06-20 |
2023-06-30 |
13.414023 |
12.20778 |
¥-3.3万 |
-9.02% |
跌破0.618止损 |
| 37 |
2023-08-25 |
2023-09-07 |
13.107020926999997 |
12.407580000000001 |
¥-1.8万 |
-5.36% |
跌破0.618止损 |
| 38 |
2023-09-28 |
2023-10-11 |
13.968139184999998 |
13.11687 |
¥-1.9万 |
-6.12% |
跌破0.618止损 |
| 39 |
2023-10-18 |
2023-10-24 |
13.908061166999998 |
13.17681 |
¥-1.6万 |
-5.29% |
跌破0.618止损 |
| 40 |
2023-11-14 |
2023-12-01 |
13.697788103999999 |
13.236749999999999 |
¥-9,579 |
-3.39% |
跌破0.618止损 |
| 41 |
2024-01-18 |
2024-02-06 |
13.327306992999999 |
12.167819999999999 |
¥-2.4万 |
-8.73% |
跌破0.618止损 |
| 42 |
2024-06-17 |
2024-06-18 |
16.201038854 |
15.89409 |
¥-4,738 |
-1.92% |
跌破0.618止损 |
| 43 |
2024-10-11 |
2024-10-14 |
14.754425000000001 |
14.085899999999999 |
¥-1.1万 |
-4.56% |
跌破0.618止损 |
| 44 |
2025-01-09 |
2025-01-10 |
12.235889666 |
11.988 |
¥-4,627 |
-2.06% |
跌破0.618止损 |
| 45 |
2025-01-27 |
2025-02-17 |
12.523756 |
11.99799 |
¥-9,529 |
-4.23% |
跌破0.618止损 |
| 46 |
2025-06-19 |
2025-06-25 |
10.784004230999999 |
10.3896 |
¥-7,911 |
-3.69% |
跌破0.618止损 |
| 47 |
2025-10-10 |
2025-12-05 |
11.755265521999998 |
11.56842 |
¥-3,426 |
-1.62% |
跌破0.618止损 |
| 48 |
2026-04-17 |
2026-05-26 |
21.908450563999995 |
21.54843 |
¥-3,445 |
-1.67% |
跌破0.618止损 |
| 49 |
2026-06-26 |
2026-06-29 |
20.827046239999998 |
19.360619999999997 |
¥-1.4万 |
-7.07% |
跌破0.618止损 |
| 50 |
2026-08-26 |
2026-09-22 |
18.62418558 |
22.307669999999998 |
¥3.7万 |
+19.74% |
重回前高 |
| 51 |
2026-10-20 |
2026-10-23 |
19.044731705999997 |
17.982 |
¥-1.2万 |
-5.61% |
跌破0.618止损 |
逐笔成交记录（共 102 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 |
11.11 |
89600.0 |
¥99.6万 |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
11.33865 |
89600.0 |
¥1.02M |
止损触发 |
| 2015-07-24 |
黄金分割买点 |
买入 |
10.82081 |
93600.0 |
¥1.01M |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
8.971020000000001 |
93600.0 |
¥83.9万 |
止损触发 |
| 2015-12-25 |
黄金分割买点 |
买入 |
10.82081 |
76100.0 |
¥82.4万 |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
9.21078 |
76100.0 |
¥70.1万 |
止损触发 |
| 2016-04-21 |
黄金分割买点 |
买入 |
6.73673 |
106900.0 |
¥72.0万 |
|
| 2016-04-29 |
跌破0.618止损 |
卖出 |
6.41358 |
106900.0 |
¥68.5万 |
止损触发 |
| 2016-07-19 |
黄金分割买点 |
买入 |
6.356349999999999 |
108000.0 |
¥68.7万 |
|
| 2016-07-28 |
跌破0.618止损 |
卖出 |
6.04395 |
108000.0 |
¥65.3万 |
止损触发 |
| 2016-07-29 |
黄金分割买点 |
买入 |
6.1561499999999985 |
105100.0 |
¥64.7万 |
|
| 2016-08-22 |
重回前高 |
卖出 |
6.75324 |
105100.0 |
¥71.0万 |
|
| 2016-08-29 |
黄金分割买点 |
买入 |
6.456449999999999 |
110800.0 |
¥71.6万 |
|
| 2016-10-19 |
重回前高 |
卖出 |
6.91308 |
110800.0 |
¥76.6万 |
|
| 2016-11-01 |
黄金分割买点 |
买入 |
6.8168099999999985 |
112300.0 |
¥76.6万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
6.97302 |
112300.0 |
¥78.3万 |
止损触发 |
| 2017-08-23 |
黄金分割买点 |
买入 |
6.716709999999999 |
116000.0 |
¥77.9万 |
|
| 2017-09-08 |
跌破0.618止损 |
卖出 |
6.5934 |
116000.0 |
¥76.5万 |
止损触发 |
| 2018-05-29 |
黄金分割买点 |
买入 |
5.285279999999999 |
144300.0 |
¥76.3万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
5.024970000000001 |
144300.0 |
¥72.5万 |
止损触发 |
| 2018-10-19 |
黄金分割买点 |
买入 |
4.564559999999999 |
154900.0 |
¥70.7万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
4.58 |
154900.0 |
¥70.9万 |
止损触发 |
| 2018-11-30 |
黄金分割买点 |
买入 |
4.854849999999999 |
149900.0 |
¥72.8万 |
|
| 2018-12-21 |
跌破0.618止损 |
卖出 |
4.75524 |
149900.0 |
¥71.3万 |
止损触发 |
| 2019-01-31 |
黄金分割买点 |
买入 |
4.974969999999999 |
143300.0 |
¥71.3万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
5.78421 |
143300.0 |
¥82.9万 |
|
| 2019-05-09 |
黄金分割买点 |
买入 |
6.2062 |
133200.0 |
¥82.7万 |
|
| 2019-05-23 |
跌破0.618止损 |
卖出 |
5.94405 |
133200.0 |
¥79.2万 |
止损触发 |
| 2019-06-24 |
黄金分割买点 |
买入 |
6.516509999999999 |
121700.0 |
¥79.3万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
6.18381 |
121700.0 |
¥75.2万 |
止损触发 |
| 2019-07-17 |
黄金分割买点 |
买入 |
6.456449999999999 |
117100.0 |
¥75.6万 |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
6.0939 |
117100.0 |
¥71.3万 |
止损触发 |
| 2019-08-21 |
黄金分割买点 |
买入 |
6.306299999999999 |
113100.0 |
¥71.3万 |
|
| 2019-08-26 |
重回前高 |
卖出 |
6.77322 |
113100.0 |
¥76.6万 |
|
| 2019-10-08 |
黄金分割买点 |
买入 |
6.11611 |
113600.0 |
¥69.5万 |
|
| 2019-10-09 |
跌破0.618止损 |
卖出 |
5.88 |
113600.0 |
¥66.8万 |
止损触发 |
| 2019-10-16 |
黄金分割买点 |
买入 |
6.886879999999999 |
105500.0 |
¥72.7万 |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
6.22377 |
105500.0 |
¥65.6万 |
止损触发 |
| 2020-01-03 |
黄金分割买点 |
买入 |
6.726719999999999 |
96100.0 |
¥64.7万 |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
6.0839099999999995 |
96100.0 |
¥58.4万 |
止损触发 |
| 2020-03-23 |
黄金分割买点 |
买入 |
6.666659999999999 |
87400.0 |
¥58.3万 |
|
| 2020-03-24 |
跌破0.618止损 |
卖出 |
6.3936 |
87400.0 |
¥55.9万 |
止损触发 |
| 2020-05-07 |
黄金分割买点 |
买入 |
7.85785 |
73900.0 |
¥58.1万 |
|
| 2020-05-18 |
跌破0.618止损 |
卖出 |
7.02297 |
73900.0 |
¥51.9万 |
止损触发 |
| 2020-07-14 |
黄金分割买点 |
买入 |
8.008 |
64100.0 |
¥51.3万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
7.392600000000001 |
64100.0 |
¥47.4万 |
止损触发 |
| 2020-08-05 |
黄金分割买点 |
买入 |
7.417409999999999 |
64200.0 |
¥47.6万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
6.97 |
64200.0 |
¥44.7万 |
止损触发 |
| 2020-12-01 |
黄金分割买点 |
买入 |
7.007 |
63500.0 |
¥44.5万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
6.4935 |
63500.0 |
¥41.2万 |
止损触发 |
| 2021-01-08 |
黄金分割买点 |
买入 |
6.82682 |
60100.0 |
¥41.0万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
6.4935 |
60100.0 |
¥39.0万 |
止损触发 |
| 2021-04-08 |
黄金分割买点 |
买入 |
6.83 |
56700.0 |
¥38.7万 |
|
| 2021-04-09 |
跌破0.618止损 |
卖出 |
6.5234700000000005 |
56700.0 |
¥37.0万 |
止损触发 |
| 2021-09-10 |
黄金分割买点 |
买入 |
5.875869999999999 |
64500.0 |
¥37.9万 |
|
| 2021-09-29 |
重回前高 |
卖出 |
6.6 |
64500.0 |
¥42.6万 |
|
| 2021-10-14 |
黄金分割买点 |
买入 |
6.526519999999999 |
65100.0 |
¥42.5万 |
|
| 2021-10-29 |
跌破0.618止损 |
卖出 |
5.8 |
65100.0 |
¥37.7万 |
止损触发 |
| 2022-01-05 |
黄金分割买点 |
买入 |
6.106099999999999 |
61900.0 |
¥37.8万 |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
5.0949 |
61900.0 |
¥31.5万 |
止损触发 |
| 2022-03-11 |
黄金分割买点 |
买入 |
5.885879999999999 |
52600.0 |
¥31.0万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
5.804189999999999 |
52600.0 |
¥30.5万 |
止损触发 |
| 2022-04-27 |
黄金分割买点 |
买入 |
6.9069 |
44900.0 |
¥31.0万 |
|
| 2022-06-02 |
重回前高 |
卖出 |
10.93905 |
44900.0 |
¥49.1万 |
|
| 2022-07-07 |
黄金分割买点 |
买入 |
9.008999999999999 |
52100.0 |
¥47.0万 |
|
| 2022-07-13 |
跌破0.618止损 |
卖出 |
8.68131 |
52100.0 |
¥45.2万 |
止损触发 |
| 2022-10-31 |
黄金分割买点 |
买入 |
16.516499999999997 |
27200.0 |
¥44.9万 |
|
| 2022-12-01 |
跌破0.618止损 |
卖出 |
15.04494 |
27200.0 |
¥40.9万 |
止损触发 |
| 2023-03-15 |
黄金分割买点 |
买入 |
14.574559999999996 |
29800.0 |
¥43.4万 |
|
| 2023-04-04 |
跌破0.618止损 |
卖出 |
12.3876 |
29800.0 |
¥36.9万 |
止损触发 |
| 2023-06-20 |
黄金分割买点 |
买入 |
13.41 |
27500.0 |
¥36.9万 |
|
| 2023-06-30 |
跌破0.618止损 |
卖出 |
12.20778 |
27500.0 |
¥33.6万 |
止损触发 |
| 2023-08-25 |
黄金分割买点 |
买入 |
13.103089999999998 |
25600.0 |
¥33.6万 |
|
| 2023-09-07 |
跌破0.618止损 |
卖出 |
12.407580000000001 |
25600.0 |
¥31.8万 |
止损触发 |
| 2023-09-28 |
黄金分割买点 |
买入 |
13.963949999999997 |
22800.0 |
¥31.8万 |
|
| 2023-10-11 |
跌破0.618止损 |
卖出 |
13.11687 |
22800.0 |
¥29.9万 |
止损触发 |
| 2023-10-18 |
黄金分割买点 |
买入 |
13.903889999999997 |
21500.0 |
¥29.9万 |
|
| 2023-10-24 |
跌破0.618止损 |
卖出 |
13.17681 |
21500.0 |
¥28.3万 |
止损触发 |
| 2023-11-14 |
黄金分割买点 |
买入 |
13.693679999999999 |
20600.0 |
¥28.2万 |
|
| 2023-12-01 |
跌破0.618止损 |
卖出 |
13.236749999999999 |
20600.0 |
¥27.3万 |
止损触发 |
| 2024-01-18 |
黄金分割买点 |
买入 |
13.32331 |
20300.0 |
¥27.1万 |
|
| 2024-02-06 |
跌破0.618止损 |
卖出 |
12.167819999999999 |
20300.0 |
¥24.7万 |
止损触发 |
| 2024-06-17 |
黄金分割买点 |
买入 |
16.19618 |
15200.0 |
¥24.6万 |
|
| 2024-06-18 |
跌破0.618止损 |
卖出 |
15.89409 |
15200.0 |
¥24.2万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
14.75 |
16500.0 |
¥24.3万 |
|
| 2024-10-14 |
跌破0.618止损 |
卖出 |
14.085899999999999 |
16500.0 |
¥23.2万 |
止损触发 |
| 2025-01-09 |
黄金分割买点 |
买入 |
12.23222 |
18400.0 |
¥22.5万 |
|
| 2025-01-10 |
跌破0.618止损 |
卖出 |
11.988 |
18400.0 |
¥22.1万 |
止损触发 |
| 2025-01-27 |
黄金分割买点 |
买入 |
12.52 |
18000.0 |
¥22.5万 |
|
| 2025-02-17 |
跌破0.618止损 |
卖出 |
11.99799 |
18000.0 |
¥21.6万 |
止损触发 |
| 2025-06-19 |
黄金分割买点 |
买入 |
10.780769999999999 |
19900.0 |
¥21.5万 |
|
| 2025-06-25 |
跌破0.618止损 |
卖出 |
10.3896 |
19900.0 |
¥20.7万 |
止损触发 |
| 2025-10-10 |
黄金分割买点 |
买入 |
11.751739999999998 |
18000.0 |
¥21.2万 |
|
| 2025-12-05 |
跌破0.618止损 |
卖出 |
11.56842 |
18000.0 |
¥20.8万 |
止损触发 |
| 2026-04-17 |
黄金分割买点 |
买入 |
21.901879999999995 |
9400.0 |
¥20.6万 |
|
| 2026-05-26 |
跌破0.618止损 |
卖出 |
21.54843 |
9400.0 |
¥20.2万 |
止损触发 |
| 2026-06-26 |
黄金分割买点 |
买入 |
20.8208 |
9400.0 |
¥19.6万 |
|
| 2026-06-29 |
跌破0.618止损 |
卖出 |
19.360619999999997 |
9400.0 |
¥18.2万 |
止损触发 |
| 2026-08-26 |
黄金分割买点 |
买入 |
18.6186 |
10000.0 |
¥18.6万 |
|
| 2026-09-22 |
重回前高 |
卖出 |
22.307669999999998 |
10000.0 |
¥22.3万 |
|
| 2026-10-20 |
黄金分割买点 |
买入 |
19.039019999999997 |
11400.0 |
¥21.7万 |
|
| 2026-10-23 |
跌破0.618止损 |
卖出 |
17.982 |
11400.0 |
¥20.5万 |
止损触发 |