600027 华电国际 — 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: ¥54.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -45.50%）
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 47 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 |
2015-05-19 |
2015-06-18 |
8.150584442 |
10.709280000000001 |
¥31.0万 |
+31.35% |
重回前高 |
| 2 |
2015-06-23 |
2015-07-06 |
9.171910748 |
8.90109 |
¥-3.9万 |
-2.98% |
跌破0.618止损 |
| 3 |
2015-08-11 |
2015-08-21 |
8.991676694 |
7.9620299999999995 |
¥-14.6万 |
-11.48% |
跌破0.618止损 |
| 4 |
2015-11-23 |
2015-11-30 |
7.359557204999999 |
6.80319 |
¥-8.5万 |
-7.59% |
跌破0.618止损 |
| 5 |
2016-04-06 |
2016-05-10 |
5.697398707 |
5.07492 |
¥-11.4万 |
-10.95% |
跌破0.618止损 |
| 6 |
2018-03-06 |
2018-03-26 |
3.7148241129999997 |
3.58641 |
¥-3.2万 |
-3.49% |
跌破0.618止损 |
| 7 |
2018-03-29 |
2018-04-13 |
3.70481111 |
3.62637 |
¥-1.9万 |
-2.15% |
跌破0.618止损 |
| 8 |
2018-05-07 |
2018-08-13 |
3.70481111 |
3.88611 |
¥4.2万 |
+4.86% |
跌破0.618止损 |
| 9 |
2018-09-19 |
2018-10-16 |
4.105331229999999 |
3.8961 |
¥-4.7万 |
-5.13% |
跌破0.618止损 |
| 10 |
2018-10-23 |
2018-10-24 |
4.041212 |
3.8161799999999997 |
¥-4.9万 |
-5.60% |
跌破0.618止损 |
| 11 |
2019-01-25 |
2019-01-28 |
4.5058513499999995 |
4.32567 |
¥-3.3万 |
-4.03% |
跌破0.618止损 |
| 12 |
2019-02-27 |
2019-03-15 |
4.5058513499999995 |
4.45554 |
¥-9,028 |
-1.15% |
跌破0.618止损 |
| 13 |
2019-04-10 |
2019-04-24 |
4.525877355999999 |
4.40559 |
¥-2.1万 |
-2.69% |
跌破0.618止损 |
| 14 |
2019-09-05 |
2019-09-19 |
3.9250971759999995 |
3.7862100000000005 |
¥-2.7万 |
-3.57% |
跌破0.618止损 |
| 15 |
2020-04-02 |
2020-04-28 |
3.3643690079999997 |
3.58641 |
¥4.8万 |
+6.57% |
重回前高 |
| 16 |
2020-06-15 |
2020-06-29 |
3.4745120409999997 |
3.40659 |
¥-1.5万 |
-1.98% |
跌破0.618止损 |
| 17 |
2020-07-31 |
2020-08-10 |
3.6747721009999994 |
3.5464499999999997 |
¥-2.7万 |
-3.52% |
跌破0.618止损 |
| 18 |
2020-08-31 |
2020-09-08 |
4.065279218 |
3.82617 |
¥-4.4万 |
-5.91% |
跌破0.618止损 |
| 19 |
2021-03-08 |
2021-03-23 |
3.3042909899999993 |
3.56643 |
¥5.5万 |
+7.90% |
重回前高 |
| 20 |
2021-04-15 |
2021-05-21 |
3.491047 |
3.38 |
¥-2.4万 |
-3.21% |
跌破0.618止损 |
| 21 |
2021-05-27 |
2021-06-02 |
3.494538047 |
3.4165799999999997 |
¥-1.6万 |
-2.26% |
跌破0.618止损 |
| 22 |
2021-10-12 |
2021-10-14 |
4.215474262999999 |
3.98601 |
¥-3.7万 |
-5.47% |
跌破0.618止损 |
| 23 |
2021-10-22 |
2021-11-05 |
4.4057213200000005 |
4.05594 |
¥-5.2万 |
-7.97% |
跌破0.618止损 |
| 24 |
2021-12-08 |
2022-02-07 |
4.555916364999999 |
4.24575 |
¥-4.1万 |
-6.84% |
跌破0.618止损 |
| 25 |
2022-02-10 |
2022-02-15 |
4.515864352999999 |
4.17582 |
¥-4.4万 |
-7.56% |
跌破0.618止损 |
| 26 |
2022-05-16 |
2022-05-18 |
3.875032161 |
3.6863099999999998 |
¥-2.6万 |
-4.90% |
跌破0.618止损 |
| 27 |
2022-05-23 |
2022-05-25 |
3.824967145999999 |
3.65634 |
¥-2.2万 |
-4.44% |
跌破0.618止损 |
| 28 |
2022-05-27 |
2022-07-05 |
3.8449931519999994 |
4.33566 |
¥6.2万 |
+12.73% |
重回前高 |
| 29 |
2022-07-29 |
2022-08-17 |
4.295578286999999 |
5.20479 |
¥11.6万 |
+21.13% |
重回前高 |
| 30 |
2022-10-10 |
2022-10-31 |
5.957736784999999 |
5.17 |
¥-8.8万 |
-13.25% |
跌破0.618止损 |
| 31 |
2023-01-10 |
2023-02-28 |
6.007801799999998 |
5.60439 |
¥-3.8万 |
-6.74% |
跌破0.618止损 |
| 32 |
2023-03-13 |
2023-03-28 |
5.7975287369999995 |
5.67432 |
¥-1.2万 |
-2.15% |
跌破0.618止损 |
| 33 |
2023-04-24 |
2023-05-30 |
5.937710778999998 |
7.272720000000001 |
¥11.8万 |
+22.45% |
重回前高 |
| 34 |
2023-06-15 |
2023-07-17 |
6.348243901999998 |
6.38361 |
¥3,389 |
+0.53% |
跌破0.618止损 |
| 35 |
2023-12-04 |
2023-12-28 |
5.136670538999999 |
5.264729999999999 |
¥1.6万 |
+2.46% |
重回前高 |
| 36 |
2024-01-22 |
2024-01-26 |
5.286865583999999 |
5.67432 |
¥4.8万 |
+7.30% |
重回前高 |
| 37 |
2024-04-29 |
2024-05-23 |
6.752025000000001 |
6.5234700000000005 |
¥-2.4万 |
-3.41% |
跌破0.618止损 |
| 38 |
2024-05-28 |
2024-06-04 |
6.858907054999998 |
6.71328 |
¥-1.5万 |
-2.15% |
跌破0.618止损 |
| 39 |
2024-07-02 |
2024-07-11 |
7.089206124 |
6.5234700000000005 |
¥-5.4万 |
-8.01% |
跌破0.618止损 |
| 40 |
2024-10-09 |
2024-10-16 |
6.0018 |
5.45454 |
¥-5.5万 |
-9.15% |
跌破0.618止损 |
| 41 |
2024-11-06 |
2024-11-25 |
5.731718999999999 |
5.46453 |
¥-2.6万 |
-4.69% |
跌破0.618止损 |
| 42 |
2024-12-10 |
2024-12-23 |
5.747463722 |
5.57442 |
¥-1.6万 |
-3.04% |
跌破0.618止损 |
| 43 |
2024-12-26 |
2024-12-31 |
5.897658766999999 |
5.62437 |
¥-2.4万 |
-4.66% |
跌破0.618止损 |
| 44 |
2025-02-21 |
2025-06-30 |
5.427047625999999 |
5.42457 |
¥-372 |
-0.08% |
跌破0.618止损 |
| 45 |
2026-04-30 |
2026-05-20 |
5.006501499999999 |
5.4945 |
¥4.8万 |
+9.71% |
重回前高 |
| 46 |
2026-05-25 |
2026-06-11 |
5.116644532999999 |
5.03496 |
¥-8,785 |
-1.63% |
跌破0.618止损 |
| 47 |
2026-09-04 |
2026-09-14 |
4.786215434 |
4.87512 |
¥9,732 |
+1.83% |
重回前高 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-19 |
黄金分割买点 |
买入 |
8.14814 |
121400.0 |
¥98.9万 |
|
| 2015-06-18 |
重回前高 |
卖出 |
10.709280000000001 |
121400.0 |
¥1.30M |
|
| 2015-06-23 |
黄金分割买点 |
买入 |
9.16916 |
142700.0 |
¥1.31M |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
8.90109 |
142700.0 |
¥1.27M |
止损触发 |
| 2015-08-11 |
黄金分割买点 |
买入 |
8.98898 |
141200.0 |
¥1.27M |
|
| 2015-08-21 |
跌破0.618止损 |
卖出 |
7.9620299999999995 |
141200.0 |
¥1.12M |
止损触发 |
| 2015-11-23 |
黄金分割买点 |
买入 |
7.357349999999998 |
152400.0 |
¥1.12M |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
6.80319 |
152400.0 |
¥1.04M |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
5.69569 |
181900.0 |
¥1.04M |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
5.07492 |
181900.0 |
¥92.3万 |
止损触发 |
| 2018-03-06 |
黄金分割买点 |
买入 |
3.7137099999999994 |
247600.0 |
¥92.0万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
3.58641 |
247600.0 |
¥88.8万 |
止损触发 |
| 2018-03-29 |
黄金分割买点 |
买入 |
3.7037 |
241000.0 |
¥89.3万 |
|
| 2018-04-13 |
跌破0.618止损 |
卖出 |
3.62637 |
241000.0 |
¥87.4万 |
止损触发 |
| 2018-05-07 |
黄金分割买点 |
买入 |
3.7037 |
234600.0 |
¥86.9万 |
|
| 2018-08-13 |
跌破0.618止损 |
卖出 |
3.88611 |
234600.0 |
¥91.1万 |
止损触发 |
| 2018-09-19 |
黄金分割买点 |
买入 |
4.104099999999999 |
222600.0 |
¥91.4万 |
|
| 2018-10-16 |
跌破0.618止损 |
卖出 |
3.8961 |
222600.0 |
¥86.7万 |
止损触发 |
| 2018-10-23 |
黄金分割买点 |
买入 |
4.04 |
214900.0 |
¥86.8万 |
|
| 2018-10-24 |
跌破0.618止损 |
卖出 |
3.8161799999999997 |
214900.0 |
¥82.0万 |
止损触发 |
| 2019-01-25 |
黄金分割买点 |
买入 |
4.504499999999999 |
181700.0 |
¥81.9万 |
|
| 2019-01-28 |
跌破0.618止损 |
卖出 |
4.32567 |
181700.0 |
¥78.6万 |
止损触发 |
| 2019-02-27 |
黄金分割买点 |
买入 |
4.504499999999999 |
174800.0 |
¥78.8万 |
|
| 2019-03-15 |
跌破0.618止损 |
卖出 |
4.45554 |
174800.0 |
¥77.9万 |
止损触发 |
| 2019-04-10 |
黄金分割买点 |
买入 |
4.524519999999999 |
169800.0 |
¥76.8万 |
|
| 2019-04-24 |
跌破0.618止损 |
卖出 |
4.40559 |
169800.0 |
¥74.8万 |
止损触发 |
| 2019-09-05 |
黄金分割买点 |
买入 |
3.92392 |
193100.0 |
¥75.8万 |
|
| 2019-09-19 |
跌破0.618止损 |
卖出 |
3.7862100000000005 |
193100.0 |
¥73.1万 |
止损触发 |
| 2020-04-02 |
黄金分割买点 |
买入 |
3.3633599999999997 |
216000.0 |
¥72.7万 |
|
| 2020-04-28 |
重回前高 |
卖出 |
3.58641 |
216000.0 |
¥77.4万 |
|
| 2020-06-15 |
黄金分割买点 |
买入 |
3.47347 |
222900.0 |
¥77.4万 |
|
| 2020-06-29 |
跌破0.618止损 |
卖出 |
3.40659 |
222900.0 |
¥75.9万 |
止损触发 |
| 2020-07-31 |
黄金分割买点 |
买入 |
3.6736699999999995 |
206600.0 |
¥75.9万 |
|
| 2020-08-10 |
跌破0.618止损 |
卖出 |
3.5464499999999997 |
206600.0 |
¥73.2万 |
止损触发 |
| 2020-08-31 |
黄金分割买点 |
买入 |
4.06406 |
181200.0 |
¥73.7万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
3.82617 |
181200.0 |
¥69.3万 |
止损触发 |
| 2021-03-08 |
黄金分割买点 |
买入 |
3.3032999999999992 |
209800.0 |
¥69.3万 |
|
| 2021-03-23 |
重回前高 |
卖出 |
3.56643 |
209800.0 |
¥74.8万 |
|
| 2021-04-15 |
黄金分割买点 |
买入 |
3.49 |
214700.0 |
¥75.0万 |
|
| 2021-05-21 |
跌破0.618止损 |
卖出 |
3.38 |
214700.0 |
¥72.5万 |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
3.49349 |
206600.0 |
¥72.2万 |
|
| 2021-06-02 |
跌破0.618止损 |
卖出 |
3.4165799999999997 |
206600.0 |
¥70.6万 |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
4.21421 |
162500.0 |
¥68.5万 |
|
| 2021-10-14 |
跌破0.618止损 |
卖出 |
3.98601 |
162500.0 |
¥64.8万 |
止损触发 |
| 2021-10-22 |
黄金分割买点 |
买入 |
4.4044 |
148700.0 |
¥65.5万 |
|
| 2021-11-05 |
跌破0.618止损 |
卖出 |
4.05594 |
148700.0 |
¥60.3万 |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
4.554549999999999 |
132200.0 |
¥60.2万 |
|
| 2022-02-07 |
跌破0.618止损 |
卖出 |
4.24575 |
132200.0 |
¥56.1万 |
止损触发 |
| 2022-02-10 |
黄金分割买点 |
买入 |
4.51451 |
127800.0 |
¥57.7万 |
|
| 2022-02-15 |
跌破0.618止损 |
卖出 |
4.17582 |
127800.0 |
¥53.4万 |
止损触发 |
| 2022-05-16 |
黄金分割买点 |
买入 |
3.8738699999999997 |
137700.0 |
¥53.4万 |
|
| 2022-05-18 |
跌破0.618止损 |
卖出 |
3.6863099999999998 |
137700.0 |
¥50.7万 |
止损触发 |
| 2022-05-23 |
黄金分割买点 |
买入 |
3.8238199999999996 |
132000.0 |
¥50.5万 |
|
| 2022-05-25 |
跌破0.618止损 |
卖出 |
3.65634 |
132000.0 |
¥48.2万 |
止损触发 |
| 2022-05-27 |
黄金分割买点 |
买入 |
3.8438399999999993 |
126200.0 |
¥48.5万 |
|
| 2022-07-05 |
重回前高 |
卖出 |
4.33566 |
126200.0 |
¥54.7万 |
|
| 2022-07-29 |
黄金分割买点 |
买入 |
4.294289999999999 |
127300.0 |
¥54.7万 |
|
| 2022-08-17 |
重回前高 |
卖出 |
5.20479 |
127300.0 |
¥66.2万 |
|
| 2022-10-10 |
黄金分割买点 |
买入 |
5.95595 |
111100.0 |
¥66.2万 |
|
| 2022-10-31 |
跌破0.618止损 |
卖出 |
5.17 |
111100.0 |
¥57.4万 |
止损触发 |
| 2023-01-10 |
黄金分割买点 |
买入 |
6.0059999999999985 |
95000.0 |
¥57.1万 |
|
| 2023-02-28 |
跌破0.618止损 |
卖出 |
5.60439 |
95000.0 |
¥53.2万 |
止损触发 |
| 2023-03-13 |
黄金分割买点 |
买入 |
5.795789999999999 |
92100.0 |
¥53.4万 |
|
| 2023-03-28 |
跌破0.618止损 |
卖出 |
5.67432 |
92100.0 |
¥52.2万 |
止损触发 |
| 2023-04-24 |
黄金分割买点 |
买入 |
5.935929999999999 |
88300.0 |
¥52.4万 |
|
| 2023-05-30 |
重回前高 |
卖出 |
7.272720000000001 |
88300.0 |
¥64.2万 |
|
| 2023-06-15 |
黄金分割买点 |
买入 |
6.346339999999999 |
101300.0 |
¥64.3万 |
|
| 2023-07-17 |
跌破0.618止损 |
卖出 |
6.38361 |
101300.0 |
¥64.6万 |
止损触发 |
| 2023-12-04 |
黄金分割买点 |
买入 |
5.135129999999999 |
125200.0 |
¥64.3万 |
|
| 2023-12-28 |
重回前高 |
卖出 |
5.264729999999999 |
125200.0 |
¥65.9万 |
|
| 2024-01-22 |
黄金分割买点 |
买入 |
5.285279999999999 |
124400.0 |
¥65.8万 |
|
| 2024-01-26 |
重回前高 |
卖出 |
5.67432 |
124400.0 |
¥70.6万 |
|
| 2024-04-29 |
黄金分割买点 |
买入 |
6.75 |
104300.0 |
¥70.4万 |
|
| 2024-05-23 |
跌破0.618止损 |
卖出 |
6.5234700000000005 |
104300.0 |
¥68.0万 |
止损触发 |
| 2024-05-28 |
黄金分割买点 |
买入 |
6.856849999999998 |
99900.0 |
¥68.5万 |
|
| 2024-06-04 |
跌破0.618止损 |
卖出 |
6.71328 |
99900.0 |
¥67.0万 |
止损触发 |
| 2024-07-02 |
黄金分割买点 |
买入 |
7.087079999999999 |
94300.0 |
¥66.9万 |
|
| 2024-07-11 |
跌破0.618止损 |
卖出 |
6.5234700000000005 |
94300.0 |
¥61.5万 |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
6.0 |
100700.0 |
¥60.4万 |
|
| 2024-10-16 |
跌破0.618止损 |
卖出 |
5.45454 |
100700.0 |
¥54.9万 |
止损触发 |
| 2024-11-06 |
黄金分割买点 |
买入 |
5.73 |
97700.0 |
¥56.0万 |
|
| 2024-11-25 |
跌破0.618止损 |
卖出 |
5.46453 |
97700.0 |
¥53.4万 |
止损触发 |
| 2024-12-10 |
黄金分割买点 |
买入 |
5.7457400000000005 |
93300.0 |
¥53.6万 |
|
| 2024-12-23 |
跌破0.618止损 |
卖出 |
5.57442 |
93300.0 |
¥52.0万 |
止损触发 |
| 2024-12-26 |
黄金分割买点 |
买入 |
5.895889999999999 |
87800.0 |
¥51.8万 |
|
| 2024-12-31 |
跌破0.618止损 |
卖出 |
5.62437 |
87800.0 |
¥49.4万 |
止损触发 |
| 2025-02-21 |
黄金分割买点 |
买入 |
5.425419999999999 |
90700.0 |
¥49.2万 |
|
| 2025-06-30 |
跌破0.618止损 |
卖出 |
5.42457 |
90700.0 |
¥49.2万 |
止损触发 |
| 2026-04-30 |
黄金分割买点 |
买入 |
5.004999999999999 |
98500.0 |
¥49.3万 |
|
| 2026-05-20 |
重回前高 |
卖出 |
5.4945 |
98500.0 |
¥54.1万 |
|
| 2026-05-25 |
黄金分割买点 |
买入 |
5.11511 |
105600.0 |
¥54.0万 |
|
| 2026-06-11 |
跌破0.618止损 |
卖出 |
5.03496 |
105600.0 |
¥53.2万 |
止损触发 |
| 2026-09-04 |
黄金分割买点 |
买入 |
4.78478 |
111300.0 |
¥53.3万 |
|
| 2026-09-14 |
重回前高 |
卖出 |
4.87512 |
111300.0 |
¥54.2万 |
|