600031 三一重工 — 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: ¥1.82M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +81.75%）
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 56 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 |
2015-04-30 |
2015-06-23 |
10.433549125999999 |
10.93905 |
¥4.8万 |
+4.81% |
跌破0.618止损 |
| 2 |
2015-11-20 |
2015-11-30 |
7.0691801179999985 |
6.40359 |
¥-9.9万 |
-9.44% |
跌破0.618止损 |
| 3 |
2015-12-03 |
2015-12-07 |
6.758777024999999 |
6.65334 |
¥-1.5万 |
-1.59% |
跌破0.618止损 |
| 4 |
2016-03-22 |
2016-04-18 |
5.707411709999999 |
6.013979999999999 |
¥4.9万 |
+5.34% |
重回前高 |
| 5 |
2016-04-26 |
2016-05-10 |
5.487125644 |
5.024970000000001 |
¥-8.3万 |
-8.45% |
跌破0.618止损 |
| 6 |
2016-07-20 |
2016-08-16 |
5.236800569 |
5.4945 |
¥4.4万 |
+4.89% |
重回前高 |
| 7 |
2016-12-06 |
2017-02-07 |
6.218074862999999 |
6.9430499999999995 |
¥10.9万 |
+11.63% |
重回前高 |
| 8 |
2017-04-13 |
2017-04-18 |
7.0691801179999985 |
6.87312 |
¥-2.9万 |
-2.80% |
跌破0.618止损 |
| 9 |
2017-06-12 |
2017-06-26 |
7.269440177999999 |
7.772219999999999 |
¥7.0万 |
+6.88% |
重回前高 |
| 10 |
2017-08-14 |
2017-09-04 |
8.060467415 |
7.762230000000001 |
¥-4.1万 |
-3.73% |
跌破0.618止损 |
| 11 |
2017-10-27 |
2017-11-03 |
8.310792489999999 |
7.83216 |
¥-6.1万 |
-5.79% |
跌破0.618止损 |
| 12 |
2017-11-28 |
2017-11-30 |
8.300779486999998 |
9.07092 |
¥9.2万 |
+9.25% |
重回前高 |
| 13 |
2017-12-18 |
2018-02-08 |
8.420935523 |
8.72127 |
¥3.8万 |
+3.54% |
跌破0.618止损 |
| 14 |
2018-05-08 |
2018-05-31 |
8.641221589 |
8.05194 |
¥-7.7万 |
-6.85% |
跌破0.618止损 |
| 15 |
2018-07-13 |
2018-08-08 |
8.420935522999999 |
9.4905 |
¥13.2万 |
+12.67% |
重回前高 |
| 16 |
2018-08-24 |
2018-09-14 |
8.941611678999998 |
8.24175 |
¥-9.2万 |
-7.85% |
跌破0.618止损 |
| 17 |
2018-09-25 |
2018-10-10 |
8.721325613 |
8.511479999999999 |
¥-2.6万 |
-2.44% |
跌破0.618止损 |
| 18 |
2018-12-13 |
2019-01-04 |
8.360857504999998 |
7.8621300000000005 |
¥-6.3万 |
-5.99% |
跌破0.618止损 |
| 19 |
2019-01-08 |
2019-01-24 |
8.140571439 |
8.731259999999999 |
¥7.2万 |
+7.22% |
重回前高 |
| 20 |
2019-04-26 |
2019-06-04 |
11.895447563999998 |
12.00798 |
¥9,760 |
+0.92% |
跌破0.618止损 |
| 21 |
2019-06-12 |
2019-07-16 |
12.886734860999995 |
13.446540000000002 |
¥4.6万 |
+4.31% |
重回前高 |
| 22 |
2019-08-16 |
2019-10-16 |
13.307280986999997 |
15.084899999999998 |
¥14.9万 |
+13.32% |
重回前高 |
| 23 |
2019-10-28 |
2019-11-01 |
14.078282217999998 |
13.45653 |
¥-5.6万 |
-4.45% |
跌破0.618止损 |
| 24 |
2019-11-05 |
2019-11-18 |
14.098308223999998 |
13.94604 |
¥-1.3万 |
-1.11% |
跌破0.618止损 |
| 25 |
2020-02-03 |
2020-02-04 |
14.448763328999997 |
14.39 |
¥-4,718 |
-0.44% |
跌破0.618止损 |
| 26 |
2020-02-07 |
2020-03-03 |
15.900648763999998 |
19.2807 |
¥25.2万 |
+21.22% |
重回前高 |
| 27 |
2020-03-12 |
2020-03-17 |
17.12223513 |
15.494489999999999 |
¥-13.5万 |
-9.53% |
跌破0.618止损 |
| 28 |
2020-03-26 |
2020-05-07 |
16.821845040000003 |
20.129849999999998 |
¥25.5万 |
+19.63% |
重回前高 |
| 29 |
2020-05-28 |
2020-07-14 |
18.253704469 |
21.578400000000002 |
¥28.2万 |
+18.18% |
重回前高 |
| 30 |
2020-07-17 |
2020-07-21 |
20.516643147 |
22.76721 |
¥20.2万 |
+10.94% |
重回前高 |
| 31 |
2020-07-27 |
2020-09-03 |
21.12743633 |
23.576400000000003 |
¥23.7万 |
+11.56% |
重回前高 |
| 32 |
2020-10-26 |
2020-11-13 |
24.031207199999997 |
28.25172 |
¥38.8万 |
+17.53% |
重回前高 |
| 33 |
2021-01-20 |
2021-03-10 |
39.35110179 |
37.98198 |
¥-9.4万 |
-3.51% |
跌破0.618止损 |
| 34 |
2021-08-17 |
2021-08-26 |
29.338098789999997 |
26.633339999999997 |
¥-23.8万 |
-9.25% |
跌破0.618止损 |
| 35 |
2021-09-07 |
2021-09-15 |
29.187903744999993 |
26.823150000000002 |
¥-19.0万 |
-8.13% |
跌破0.618止损 |
| 36 |
2022-01-07 |
2022-01-25 |
23.800908130999996 |
22.5774 |
¥-11.1万 |
-5.17% |
跌破0.618止损 |
| 37 |
2022-06-07 |
2022-08-01 |
17.392586211 |
16.983 |
¥-4.9万 |
-2.38% |
跌破0.618止损 |
| 38 |
2022-11-03 |
2022-12-06 |
15.019504499999998 |
16.14384 |
¥14.7万 |
+7.45% |
重回前高 |
| 39 |
2023-02-08 |
2023-02-14 |
16.531467952999996 |
18.0819 |
¥20.0万 |
+9.35% |
重回前高 |
| 40 |
2023-03-10 |
2023-03-27 |
17.863197351999997 |
16.92306 |
¥-12.3万 |
-5.29% |
跌破0.618止损 |
| 41 |
2023-04-04 |
2023-04-10 |
17.652924288999994 |
17.40258 |
¥-3.2万 |
-1.45% |
跌破0.618止损 |
| 42 |
2023-06-26 |
2023-07-20 |
16.521454949999995 |
17.35263 |
¥10.9万 |
+5.00% |
重回前高 |
| 43 |
2023-08-10 |
2023-08-14 |
16.521454949999995 |
15.744239999999998 |
¥-10.9万 |
-4.73% |
跌破0.618止损 |
| 44 |
2023-09-07 |
2023-09-21 |
16.791806030999997 |
15.993990000000002 |
¥-10.4万 |
-4.78% |
跌破0.618止损 |
| 45 |
2024-06-04 |
2024-07-03 |
15.930687772999997 |
15.54444 |
¥-5.1万 |
-2.45% |
跌破0.618止损 |
| 46 |
2024-07-12 |
2024-07-26 |
16.331207893 |
15.75423 |
¥-7.2万 |
-3.56% |
跌破0.618止损 |
| 47 |
2024-10-10 |
2024-11-26 |
17.953314379 |
17.14284 |
¥-8.9万 |
-4.54% |
跌破0.618止损 |
| 48 |
2025-02-17 |
2025-02-25 |
17.472690234999995 |
17.70228 |
¥2.4万 |
+1.28% |
重回前高 |
| 49 |
2025-04-09 |
2025-05-27 |
18.413912516999996 |
18.64134 |
¥2.3万 |
+1.20% |
跌破0.618止损 |
| 50 |
2025-07-09 |
2025-08-26 |
19.014692696999997 |
21.60837 |
¥25.9万 |
+13.61% |
重回前高 |
| 51 |
2025-10-29 |
2025-11-11 |
21.978541584999995 |
21.12885 |
¥-8.5万 |
-3.89% |
跌破0.618止损 |
| 52 |
2026-01-12 |
2026-02-05 |
22.349022696 |
23.22675 |
¥8.2万 |
+3.90% |
重回前高 |
| 53 |
2026-03-04 |
2026-03-10 |
22.028606599999996 |
21.628349999999998 |
¥-4.0万 |
-1.85% |
跌破0.618止损 |
| 54 |
2026-05-12 |
2026-05-15 |
21.718203507 |
20.5794 |
¥-11.2万 |
-5.27% |
跌破0.618止损 |
| 55 |
2026-07-22 |
2026-09-17 |
19.595446871 |
18.16182 |
¥-14.7万 |
-7.34% |
跌破0.618止损 |
| 56 |
2026-11-10 |
2026-11-13 |
18.924575669999996 |
18.32 |
¥-6.0万 |
-3.22% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-30 |
黄金分割买点 |
买入 |
10.430419999999998 |
95300.0 |
¥99.4万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
10.93905 |
95300.0 |
¥1.04M |
止损触发 |
| 2015-11-20 |
黄金分割买点 |
买入 |
7.067059999999999 |
147900.0 |
¥1.05M |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
6.40359 |
147900.0 |
¥94.7万 |
止损触发 |
| 2015-12-03 |
黄金分割买点 |
买入 |
6.756749999999999 |
137500.0 |
¥92.9万 |
|
| 2015-12-07 |
跌破0.618止损 |
卖出 |
6.65334 |
137500.0 |
¥91.5万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
5.705699999999999 |
161600.0 |
¥92.2万 |
|
| 2016-04-18 |
重回前高 |
卖出 |
6.013979999999999 |
161600.0 |
¥97.2万 |
|
| 2016-04-26 |
黄金分割买点 |
买入 |
5.48548 |
178900.0 |
¥98.2万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
5.024970000000001 |
178900.0 |
¥89.9万 |
止损触发 |
| 2016-07-20 |
黄金分割买点 |
买入 |
5.23523 |
171300.0 |
¥89.7万 |
|
| 2016-08-16 |
重回前高 |
卖出 |
5.4945 |
171300.0 |
¥94.1万 |
|
| 2016-12-06 |
黄金分割买点 |
买入 |
6.216209999999999 |
151100.0 |
¥94.0万 |
|
| 2017-02-07 |
重回前高 |
卖出 |
6.9430499999999995 |
151100.0 |
¥1.05M |
|
| 2017-04-13 |
黄金分割买点 |
买入 |
7.067059999999999 |
148100.0 |
¥1.05M |
|
| 2017-04-18 |
跌破0.618止损 |
卖出 |
6.87312 |
148100.0 |
¥1.02M |
止损触发 |
| 2017-06-12 |
黄金分割买点 |
买入 |
7.267259999999999 |
139800.0 |
¥1.02M |
|
| 2017-06-26 |
重回前高 |
卖出 |
7.772219999999999 |
139800.0 |
¥1.09M |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
8.05805 |
135300.0 |
¥1.09M |
|
| 2017-09-04 |
跌破0.618止损 |
卖出 |
7.762230000000001 |
135300.0 |
¥1.05M |
止损触发 |
| 2017-10-27 |
黄金分割买点 |
买入 |
8.3083 |
126200.0 |
¥1.05M |
|
| 2017-11-03 |
跌破0.618止损 |
卖出 |
7.83216 |
126200.0 |
¥98.8万 |
止损触发 |
| 2017-11-28 |
黄金分割买点 |
买入 |
8.298289999999998 |
119500.0 |
¥99.2万 |
|
| 2017-11-30 |
重回前高 |
卖出 |
9.07092 |
119500.0 |
¥1.08M |
|
| 2017-12-18 |
黄金分割买点 |
买入 |
8.41841 |
127900.0 |
¥1.08M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
8.72127 |
127900.0 |
¥1.12M |
止损触发 |
| 2018-05-08 |
黄金分割买点 |
买入 |
8.63863 |
129500.0 |
¥1.12M |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
8.05194 |
129500.0 |
¥1.04M |
止损触发 |
| 2018-07-13 |
黄金分割买点 |
买入 |
8.41841 |
123900.0 |
¥1.04M |
|
| 2018-08-08 |
重回前高 |
卖出 |
9.4905 |
123900.0 |
¥1.18M |
|
| 2018-08-24 |
黄金分割买点 |
买入 |
8.93893 |
131600.0 |
¥1.18M |
|
| 2018-09-14 |
跌破0.618止损 |
卖出 |
8.24175 |
131600.0 |
¥1.08M |
止损触发 |
| 2018-09-25 |
黄金分割买点 |
买入 |
8.71871 |
122700.0 |
¥1.07M |
|
| 2018-10-10 |
跌破0.618止损 |
卖出 |
8.511479999999999 |
122700.0 |
¥1.04M |
止损触发 |
| 2018-12-13 |
黄金分割买点 |
买入 |
8.358349999999998 |
126500.0 |
¥1.06M |
|
| 2019-01-04 |
跌破0.618止损 |
卖出 |
7.8621300000000005 |
126500.0 |
¥99.4万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
8.13813 |
122000.0 |
¥99.3万 |
|
| 2019-01-24 |
重回前高 |
卖出 |
8.731259999999999 |
122000.0 |
¥1.06M |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
11.891879999999999 |
89600.0 |
¥1.07M |
|
| 2019-06-04 |
跌破0.618止损 |
卖出 |
12.00798 |
89600.0 |
¥1.08M |
止损触发 |
| 2019-06-12 |
黄金分割买点 |
买入 |
12.882869999999997 |
83100.0 |
¥1.07M |
|
| 2019-07-16 |
重回前高 |
卖出 |
13.446540000000002 |
83100.0 |
¥1.12M |
|
| 2019-08-16 |
黄金分割买点 |
买入 |
13.303289999999997 |
84200.0 |
¥1.12M |
|
| 2019-10-16 |
重回前高 |
卖出 |
15.084899999999998 |
84200.0 |
¥1.27M |
|
| 2019-10-28 |
黄金分割买点 |
买入 |
14.074059999999998 |
90200.0 |
¥1.27M |
|
| 2019-11-01 |
跌破0.618止损 |
卖出 |
13.45653 |
90200.0 |
¥1.21M |
止损触发 |
| 2019-11-05 |
黄金分割买点 |
买入 |
14.094079999999998 |
86000.0 |
¥1.21M |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
13.94604 |
86000.0 |
¥1.20M |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
14.444429999999997 |
74800.0 |
¥1.08M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
14.39 |
74800.0 |
¥1.08M |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
15.895879999999998 |
74600.0 |
¥1.19M |
|
| 2020-03-03 |
重回前高 |
卖出 |
19.2807 |
74600.0 |
¥1.44M |
|
| 2020-03-12 |
黄金分割买点 |
买入 |
17.1171 |
83000.0 |
¥1.42M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
15.494489999999999 |
83000.0 |
¥1.29M |
止损触发 |
| 2020-03-26 |
黄金分割买点 |
买入 |
16.8168 |
77100.0 |
¥1.30M |
|
| 2020-05-07 |
重回前高 |
卖出 |
20.129849999999998 |
77100.0 |
¥1.55M |
|
| 2020-05-28 |
黄金分割买点 |
买入 |
18.24823 |
84900.0 |
¥1.55M |
|
| 2020-07-14 |
重回前高 |
卖出 |
21.578400000000002 |
84900.0 |
¥1.83M |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
20.510489999999997 |
90200.0 |
¥1.85M |
|
| 2020-07-21 |
重回前高 |
卖出 |
22.76721 |
90200.0 |
¥2.05M |
|
| 2020-07-27 |
黄金分割买点 |
买入 |
21.1211 |
97000.0 |
¥2.05M |
|
| 2020-09-03 |
重回前高 |
卖出 |
23.576400000000003 |
97000.0 |
¥2.29M |
|
| 2020-10-26 |
黄金分割买点 |
买入 |
24.023999999999997 |
92100.0 |
¥2.21M |
|
| 2020-11-13 |
重回前高 |
卖出 |
28.25172 |
92100.0 |
¥2.60M |
|
| 2021-01-20 |
黄金分割买点 |
买入 |
39.339299999999994 |
67900.0 |
¥2.67M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
37.98198 |
67900.0 |
¥2.58M |
止损触发 |
| 2021-08-17 |
黄金分割买点 |
买入 |
29.329299999999996 |
87800.0 |
¥2.58M |
|
| 2021-08-26 |
跌破0.618止损 |
卖出 |
26.633339999999997 |
87800.0 |
¥2.34M |
止损触发 |
| 2021-09-07 |
黄金分割买点 |
买入 |
29.179149999999993 |
79900.0 |
¥2.33M |
|
| 2021-09-15 |
跌破0.618止损 |
卖出 |
26.823150000000002 |
79900.0 |
¥2.14M |
止损触发 |
| 2022-01-07 |
黄金分割买点 |
买入 |
23.793769999999995 |
90100.0 |
¥2.14M |
|
| 2022-01-25 |
跌破0.618止损 |
卖出 |
22.5774 |
90100.0 |
¥2.03M |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
17.38737 |
117300.0 |
¥2.04M |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
16.983 |
117300.0 |
¥1.99M |
止损触发 |
| 2022-11-03 |
黄金分割买点 |
买入 |
15.014999999999999 |
131300.0 |
¥1.97M |
|
| 2022-12-06 |
重回前高 |
卖出 |
16.14384 |
131300.0 |
¥2.12M |
|
| 2023-02-08 |
黄金分割买点 |
买入 |
16.52651 |
129300.0 |
¥2.14M |
|
| 2023-02-14 |
重回前高 |
卖出 |
18.0819 |
129300.0 |
¥2.34M |
|
| 2023-03-10 |
黄金分割买点 |
买入 |
17.85784 |
130100.0 |
¥2.32M |
|
| 2023-03-27 |
跌破0.618止损 |
卖出 |
16.92306 |
130100.0 |
¥2.20M |
止损触发 |
| 2023-04-04 |
黄金分割买点 |
买入 |
17.647629999999996 |
125100.0 |
¥2.21M |
|
| 2023-04-10 |
跌破0.618止损 |
卖出 |
17.40258 |
125100.0 |
¥2.18M |
止损触发 |
| 2023-06-26 |
黄金分割买点 |
买入 |
16.516499999999997 |
131600.0 |
¥2.17M |
|
| 2023-07-20 |
重回前高 |
卖出 |
17.35263 |
131600.0 |
¥2.28M |
|
| 2023-08-10 |
黄金分割买点 |
买入 |
16.516499999999997 |
138900.0 |
¥2.29M |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
15.744239999999998 |
138900.0 |
¥2.19M |
止损触发 |
| 2023-09-07 |
黄金分割买点 |
买入 |
16.786769999999997 |
130000.0 |
¥2.18M |
|
| 2023-09-21 |
跌破0.618止损 |
卖出 |
15.993990000000002 |
130000.0 |
¥2.08M |
止损触发 |
| 2024-06-04 |
黄金分割买点 |
买入 |
15.925909999999998 |
130600.0 |
¥2.08M |
|
| 2024-07-03 |
跌破0.618止损 |
卖出 |
15.54444 |
130600.0 |
¥2.03M |
止损触发 |
| 2024-07-12 |
黄金分割买点 |
买入 |
16.326309999999996 |
124200.0 |
¥2.03M |
|
| 2024-07-26 |
跌破0.618止损 |
卖出 |
15.75423 |
124200.0 |
¥1.96M |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
17.94793 |
109000.0 |
¥1.96M |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
17.14284 |
109000.0 |
¥1.87M |
止损触发 |
| 2025-02-17 |
黄金分割买点 |
买入 |
17.467449999999996 |
106900.0 |
¥1.87M |
|
| 2025-02-25 |
重回前高 |
卖出 |
17.70228 |
106900.0 |
¥1.89M |
|
| 2025-04-09 |
黄金分割买点 |
买入 |
18.408389999999997 |
101900.0 |
¥1.88M |
|
| 2025-05-27 |
跌破0.618止损 |
卖出 |
18.64134 |
101900.0 |
¥1.90M |
止损触发 |
| 2025-07-09 |
黄金分割买点 |
买入 |
19.008989999999997 |
100300.0 |
¥1.91M |
|
| 2025-08-26 |
重回前高 |
卖出 |
21.60837 |
100300.0 |
¥2.17M |
|
| 2025-10-29 |
黄金分割买点 |
买入 |
21.971949999999996 |
98900.0 |
¥2.17M |
|
| 2025-11-11 |
跌破0.618止损 |
卖出 |
21.12885 |
98900.0 |
¥2.09M |
止损触发 |
| 2026-01-12 |
黄金分割买点 |
买入 |
22.342319999999997 |
93600.0 |
¥2.09M |
|
| 2026-02-05 |
重回前高 |
卖出 |
23.22675 |
93600.0 |
¥2.17M |
|
| 2026-03-04 |
黄金分割买点 |
买入 |
22.022 |
97700.0 |
¥2.15M |
|
| 2026-03-10 |
跌破0.618止损 |
卖出 |
21.628349999999998 |
97700.0 |
¥2.11M |
止损触发 |
| 2026-05-12 |
黄金分割买点 |
买入 |
21.711689999999997 |
97400.0 |
¥2.12M |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
20.5794 |
97400.0 |
¥2.00M |
止损触发 |
| 2026-07-22 |
黄金分割买点 |
买入 |
19.58957 |
102400.0 |
¥2.01M |
|
| 2026-09-17 |
跌破0.618止损 |
卖出 |
18.16182 |
102400.0 |
¥1.86M |
止损触发 |
| 2026-11-10 |
黄金分割买点 |
买入 |
18.918899999999997 |
98700.0 |
¥1.87M |
|
| 2026-11-13 |
强平 |
卖出 |
18.32 |
98700 |
¥1.81M |
回测结束强平 |