600089 特变电工 — 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: ¥87.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.30%）
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 36 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 |
2015-06-23 |
16.181012847999998 |
15.83415 |
¥-2.2万 |
-2.17% |
跌破0.618止损 |
| 2 |
2015-11-06 |
2015-12-09 |
12.51625375 |
11.418569999999999 |
¥-8.5万 |
-8.80% |
跌破0.618止损 |
| 3 |
2015-12-21 |
2016-01-04 |
11.925486572999999 |
11.77821 |
¥-1.1万 |
-1.26% |
跌破0.618止损 |
| 4 |
2016-04-19 |
2016-05-10 |
9.171910748 |
8.47152 |
¥-6.8万 |
-7.66% |
跌破0.618止损 |
| 5 |
2016-12-07 |
2016-12-20 |
9.432248825999999 |
9.13086 |
¥-2.6万 |
-3.22% |
跌破0.618止损 |
| 6 |
2017-04-25 |
2017-05-09 |
11.0143033 |
10.109879999999999 |
¥-6.4万 |
-8.24% |
跌破0.618止损 |
| 7 |
2017-08-02 |
2017-08-14 |
10.553705161999998 |
9.85014 |
¥-4.8万 |
-6.69% |
跌破0.618止损 |
| 8 |
2017-11-20 |
2017-11-27 |
10.523666152999997 |
10.21977 |
¥-2.0万 |
-2.92% |
跌破0.618止损 |
| 9 |
2018-09-05 |
2018-09-10 |
6.90897207 |
6.82317 |
¥-8,311 |
-1.27% |
跌破0.618止损 |
| 10 |
2018-10-24 |
2019-01-07 |
6.828868045999999 |
7.302689999999999 |
¥4.5万 |
+6.91% |
重回前高 |
| 11 |
2019-03-28 |
2019-04-29 |
8.180623451 |
7.8021899999999995 |
¥-3.2万 |
-4.65% |
跌破0.618止损 |
| 12 |
2020-02-17 |
2020-03-06 |
6.238100868999999 |
7.4925 |
¥13.2万 |
+20.07% |
重回前高 |
| 13 |
2020-04-01 |
2020-05-29 |
7.269440177999999 |
6.92307 |
¥-3.8万 |
-4.79% |
跌破0.618止损 |
| 14 |
2020-07-10 |
2020-07-17 |
7.542262000000001 |
7.12287 |
¥-4.2万 |
-5.59% |
跌破0.618止损 |
| 15 |
2020-07-29 |
2020-08-10 |
7.840181348999999 |
9.11088 |
¥11.3万 |
+16.17% |
重回前高 |
| 16 |
2020-08-26 |
2020-10-28 |
8.120545432999997 |
8.38161 |
¥2.6万 |
+3.18% |
跌破0.618止损 |
| 17 |
2020-12-17 |
2020-12-28 |
8.801429636999998 |
10.789200000000001 |
¥19.2万 |
+22.55% |
重回前高 |
| 18 |
2021-03-05 |
2021-03-24 |
11.134459335999997 |
11.16882 |
¥2,819 |
+0.28% |
跌破0.618止损 |
| 19 |
2021-04-30 |
2021-05-14 |
12.453735 |
12.13785 |
¥-2.6万 |
-2.57% |
跌破0.618止损 |
| 20 |
2021-05-27 |
2021-06-08 |
11.855395552 |
11.418569999999999 |
¥-3.8万 |
-3.71% |
跌破0.618止损 |
| 21 |
2021-06-15 |
2021-06-16 |
11.81534354 |
11.30868 |
¥-4.2万 |
-4.32% |
跌破0.618止损 |
| 22 |
2021-10-11 |
2021-11-29 |
21.888424557999997 |
21.90807 |
¥561 |
+0.06% |
跌破0.618止损 |
| 23 |
2022-03-24 |
2022-03-28 |
20.236279062999998 |
19.36 |
¥-4.0万 |
-4.36% |
跌破0.618止损 |
| 24 |
2022-04-07 |
2022-04-12 |
20.036019003 |
18.96102 |
¥-4.8万 |
-5.39% |
跌破0.618止损 |
| 25 |
2022-04-15 |
2022-04-22 |
19.575420865 |
18.981 |
¥-2.6万 |
-3.07% |
跌破0.618止损 |
| 26 |
2022-07-27 |
2022-08-04 |
25.513131643999998 |
23.56641 |
¥-6.3万 |
-7.66% |
跌破0.618止损 |
| 27 |
2022-08-30 |
2022-09-01 |
26.888064 |
24.82515 |
¥-5.8万 |
-7.70% |
跌破0.618止损 |
| 28 |
2023-02-17 |
2023-03-07 |
20.686864198 |
21.978 |
¥4.4万 |
+6.21% |
重回前高 |
| 29 |
2023-05-24 |
2023-06-07 |
22.789594828000002 |
21.808169999999997 |
¥-3.2万 |
-4.34% |
跌破0.618止损 |
| 30 |
2023-12-29 |
2024-01-15 |
13.837970145999998 |
14.185799999999999 |
¥1.8万 |
+2.48% |
重回前高 |
| 31 |
2024-03-27 |
2024-04-10 |
15.379972607999996 |
14.425559999999999 |
¥-4.6万 |
-6.23% |
跌破0.618止损 |
| 32 |
2024-10-24 |
2024-12-03 |
13.964188 |
13.31667 |
¥-3.2万 |
-4.67% |
跌破0.618止损 |
| 33 |
2025-05-14 |
2025-05-29 |
11.915473569999998 |
11.6 |
¥-1.7万 |
-2.68% |
跌破0.618止损 |
| 34 |
2025-07-29 |
2025-09-18 |
13.857996151999998 |
16.02396 |
¥9.9万 |
+15.60% |
重回前高 |
| 35 |
2025-11-26 |
2026-01-14 |
22.128736629999995 |
28.2717 |
¥20.4万 |
+27.72% |
重回前高 |
| 36 |
2026-01-29 |
2026-04-03 |
28.156564435999996 |
26.183790000000002 |
¥-6.6万 |
-7.03% |
跌破0.618止损 |
逐笔成交记录（共 72 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 |
16.17616 |
61300.0 |
¥99.2万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
15.83415 |
61300.0 |
¥97.0万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
12.5125 |
77500.0 |
¥97.0万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
11.418569999999999 |
77500.0 |
¥88.5万 |
止损触发 |
| 2015-12-21 |
黄金分割买点 |
买入 |
11.921909999999999 |
74800.0 |
¥89.2万 |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
11.77821 |
74800.0 |
¥88.1万 |
止损触发 |
| 2016-04-19 |
黄金分割买点 |
买入 |
9.16916 |
96100.0 |
¥88.1万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
8.47152 |
96100.0 |
¥81.4万 |
止损触发 |
| 2016-12-07 |
黄金分割买点 |
买入 |
9.429419999999999 |
85700.0 |
¥80.8万 |
|
| 2016-12-20 |
跌破0.618止损 |
卖出 |
9.13086 |
85700.0 |
¥78.2万 |
止损触发 |
| 2017-04-25 |
黄金分割买点 |
买入 |
11.011 |
70500.0 |
¥77.7万 |
|
| 2017-05-09 |
跌破0.618止损 |
卖出 |
10.109879999999999 |
70500.0 |
¥71.3万 |
止损触发 |
| 2017-08-02 |
黄金分割买点 |
买入 |
10.550539999999998 |
68200.0 |
¥72.0万 |
|
| 2017-08-14 |
跌破0.618止损 |
卖出 |
9.85014 |
68200.0 |
¥67.2万 |
止损触发 |
| 2017-11-20 |
黄金分割买点 |
买入 |
10.520509999999998 |
63600.0 |
¥66.9万 |
|
| 2017-11-27 |
跌破0.618止损 |
卖出 |
10.21977 |
63600.0 |
¥65.0万 |
止损触发 |
| 2018-09-05 |
黄金分割买点 |
买入 |
6.9069 |
94600.0 |
¥65.4万 |
|
| 2018-09-10 |
跌破0.618止损 |
卖出 |
6.82317 |
94600.0 |
¥64.5万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
6.82682 |
94700.0 |
¥64.7万 |
|
| 2019-01-07 |
重回前高 |
卖出 |
7.302689999999999 |
94700.0 |
¥69.1万 |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
8.17817 |
84600.0 |
¥69.2万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
7.8021899999999995 |
84600.0 |
¥66.0万 |
止损触发 |
| 2020-02-17 |
黄金分割买点 |
买入 |
6.23623 |
105300.0 |
¥65.7万 |
|
| 2020-03-06 |
重回前高 |
卖出 |
7.4925 |
105300.0 |
¥78.9万 |
|
| 2020-04-01 |
黄金分割买点 |
买入 |
7.267259999999999 |
108200.0 |
¥78.7万 |
|
| 2020-05-29 |
跌破0.618止损 |
卖出 |
6.92307 |
108200.0 |
¥74.9万 |
止损触发 |
| 2020-07-10 |
黄金分割买点 |
买入 |
7.54 |
99600.0 |
¥75.1万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
7.12287 |
99600.0 |
¥70.9万 |
止损触发 |
| 2020-07-29 |
黄金分割买点 |
买入 |
7.837829999999999 |
89500.0 |
¥70.2万 |
|
| 2020-08-10 |
重回前高 |
卖出 |
9.11088 |
89500.0 |
¥81.5万 |
|
| 2020-08-26 |
黄金分割买点 |
买入 |
8.118109999999998 |
101100.0 |
¥82.1万 |
|
| 2020-10-28 |
跌破0.618止损 |
卖出 |
8.38161 |
101100.0 |
¥84.7万 |
止损触发 |
| 2020-12-17 |
黄金分割买点 |
买入 |
8.798789999999999 |
96700.0 |
¥85.1万 |
|
| 2020-12-28 |
重回前高 |
卖出 |
10.789200000000001 |
96700.0 |
¥1.04M |
|
| 2021-03-05 |
黄金分割买点 |
买入 |
11.131119999999997 |
90900.0 |
¥1.01M |
|
| 2021-03-24 |
跌破0.618止损 |
卖出 |
11.16882 |
90900.0 |
¥1.01M |
止损触发 |
| 2021-04-30 |
黄金分割买点 |
买入 |
12.45 |
81400.0 |
¥1.01M |
|
| 2021-05-14 |
跌破0.618止损 |
卖出 |
12.13785 |
81400.0 |
¥98.8万 |
止损触发 |
| 2021-05-27 |
黄金分割买点 |
买入 |
11.85184 |
85800.0 |
¥1.02M |
|
| 2021-06-08 |
跌破0.618止损 |
卖出 |
11.418569999999999 |
85800.0 |
¥97.9万 |
止损触发 |
| 2021-06-15 |
黄金分割买点 |
买入 |
11.8118 |
82900.0 |
¥97.9万 |
|
| 2021-06-16 |
跌破0.618止损 |
卖出 |
11.30868 |
82900.0 |
¥93.7万 |
止损触发 |
| 2021-10-11 |
黄金分割买点 |
买入 |
21.881859999999996 |
42900.0 |
¥93.9万 |
|
| 2021-11-29 |
跌破0.618止损 |
卖出 |
21.90807 |
42900.0 |
¥94.0万 |
止损触发 |
| 2022-03-24 |
黄金分割买点 |
买入 |
20.23021 |
45900.0 |
¥92.9万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
19.36 |
45900.0 |
¥88.8万 |
止损触发 |
| 2022-04-07 |
黄金分割买点 |
买入 |
20.03001 |
44600.0 |
¥89.4万 |
|
| 2022-04-12 |
跌破0.618止损 |
卖出 |
18.96102 |
44600.0 |
¥84.5万 |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
19.56955 |
43100.0 |
¥84.4万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
18.981 |
43100.0 |
¥81.8万 |
止损触发 |
| 2022-07-27 |
黄金分割买点 |
买入 |
25.50548 |
32400.0 |
¥82.7万 |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
23.56641 |
32400.0 |
¥76.3万 |
止损触发 |
| 2022-08-30 |
黄金分割买点 |
买入 |
26.88 |
28200.0 |
¥75.8万 |
|
| 2022-09-01 |
跌破0.618止损 |
卖出 |
24.82515 |
28200.0 |
¥70.0万 |
止损触发 |
| 2023-02-17 |
黄金分割买点 |
买入 |
20.68066 |
34000.0 |
¥70.3万 |
|
| 2023-03-07 |
重回前高 |
卖出 |
21.978 |
34000.0 |
¥74.7万 |
|
| 2023-05-24 |
黄金分割买点 |
买入 |
22.78276 |
32700.0 |
¥74.5万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
21.808169999999997 |
32700.0 |
¥71.3万 |
止损触发 |
| 2023-12-29 |
黄金分割买点 |
买入 |
13.83382 |
51500.0 |
¥71.3万 |
|
| 2024-01-15 |
重回前高 |
卖出 |
14.185799999999999 |
51500.0 |
¥73.0万 |
|
| 2024-03-27 |
黄金分割买点 |
买入 |
15.375359999999997 |
47600.0 |
¥73.2万 |
|
| 2024-04-10 |
跌破0.618止损 |
卖出 |
14.425559999999999 |
47600.0 |
¥68.6万 |
止损触发 |
| 2024-10-24 |
黄金分割买点 |
买入 |
13.96 |
48700.0 |
¥68.0万 |
|
| 2024-12-03 |
跌破0.618止损 |
卖出 |
13.31667 |
48700.0 |
¥64.8万 |
止损触发 |
| 2025-05-14 |
黄金分割买点 |
买入 |
11.9119 |
54700.0 |
¥65.2万 |
|
| 2025-05-29 |
跌破0.618止损 |
卖出 |
11.6 |
54700.0 |
¥63.4万 |
止损触发 |
| 2025-07-29 |
黄金分割买点 |
买入 |
13.853839999999998 |
46000.0 |
¥63.7万 |
|
| 2025-09-18 |
重回前高 |
卖出 |
16.02396 |
46000.0 |
¥73.7万 |
|
| 2025-11-26 |
黄金分割买点 |
买入 |
22.1221 |
33300.0 |
¥73.7万 |
|
| 2026-01-14 |
重回前高 |
卖出 |
28.2717 |
33300.0 |
¥94.1万 |
|
| 2026-01-29 |
黄金分割买点 |
买入 |
28.14812 |
33500.0 |
¥94.3万 |
|
| 2026-04-03 |
跌破0.618止损 |
卖出 |
26.183790000000002 |
33500.0 |
¥87.7万 |
止损触发 |