600188 兖矿能源 — 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: ¥29.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -71.04%）
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 |
2015-04-16 |
2015-05-08 |
14.779192428 |
14.3856 |
¥-2.7万 |
-2.69% |
跌破0.618止损 |
| 2 |
2015-05-25 |
2015-06-18 |
15.530167653 |
19.0809 |
¥22.1万 |
+22.83% |
重回前高 |
| 3 |
2015-11-10 |
2016-01-04 |
10.433549125999997 |
9.31068 |
¥-12.8万 |
-10.79% |
跌破0.618止损 |
| 4 |
2016-01-07 |
2016-01-08 |
9.502339846999998 |
9.12087 |
¥-4.3万 |
-4.04% |
跌破0.618止损 |
| 5 |
2016-01-28 |
2016-02-02 |
9.221975763000001 |
8.41158 |
¥-8.7万 |
-8.82% |
跌破0.618止损 |
| 6 |
2016-02-25 |
2016-03-03 |
9.282053780999998 |
11.598389999999998 |
¥23.2万 |
+24.92% |
重回前高 |
| 7 |
2016-03-25 |
2016-05-10 |
10.243302068999999 |
8.92107 |
¥-15.0万 |
-12.93% |
跌破0.618止损 |
| 8 |
2016-06-24 |
2016-07-05 |
10.613783179999999 |
12.287700000000001 |
¥15.8万 |
+15.74% |
重回前高 |
| 9 |
2016-07-28 |
2016-09-19 |
11.755265521999998 |
11.3 |
¥-4.5万 |
-3.90% |
跌破0.618止损 |
| 10 |
2016-10-12 |
2016-11-30 |
12.746552819 |
12.207780000000001 |
¥-4.8万 |
-4.26% |
跌破0.618止损 |
| 11 |
2017-03-17 |
2017-03-23 |
10.864108254999998 |
10.55 |
¥-3.1万 |
-2.92% |
跌破0.618止损 |
| 12 |
2017-03-30 |
2017-04-07 |
10.91417327 |
11.76822 |
¥8.1万 |
+7.79% |
重回前高 |
| 13 |
2017-05-08 |
2017-05-09 |
11.084394321 |
10.12 |
¥-9.7万 |
-8.73% |
跌破0.618止损 |
| 14 |
2017-06-08 |
2017-06-27 |
11.113332999999999 |
12.32766 |
¥11.3万 |
+10.89% |
重回前高 |
| 15 |
2017-08-14 |
2017-09-18 |
12.476201737999999 |
12.847140000000001 |
¥3.3万 |
+2.94% |
跌破0.618止损 |
| 16 |
2017-11-21 |
2017-12-08 |
13.307280986999995 |
12.617370000000001 |
¥-6.1万 |
-5.21% |
跌破0.618止损 |
| 17 |
2017-12-11 |
2018-01-03 |
13.147072939 |
15.93405 |
¥23.6万 |
+21.16% |
重回前高 |
| 18 |
2018-02-08 |
2018-02-12 |
17.082183117999996 |
15.134849999999998 |
¥-15.1万 |
-11.43% |
跌破0.618止损 |
| 19 |
2018-02-23 |
2018-03-05 |
16.681662997999997 |
15.134850000000002 |
¥-11.2万 |
-9.30% |
跌破0.618止损 |
| 20 |
2018-05-16 |
2018-05-24 |
14.899348464 |
13.56642 |
¥-9.7万 |
-8.97% |
跌破0.618止损 |
| 21 |
2018-06-06 |
2018-06-27 |
14.248503268999999 |
13.436549999999999 |
¥-5.6万 |
-5.73% |
跌破0.618止损 |
| 22 |
2018-10-08 |
2018-10-17 |
11.354745401999999 |
11.13885 |
¥-1.8万 |
-1.93% |
跌破0.618止损 |
| 23 |
2019-02-14 |
2019-02-18 |
9.422235823 |
9.17 |
¥-2.5万 |
-2.71% |
跌破0.618止损 |
| 24 |
2019-02-19 |
2019-02-26 |
9.432248825999999 |
10.2897 |
¥8.1万 |
+9.06% |
重回前高 |
| 25 |
2019-05-08 |
2019-05-21 |
10.753965221999998 |
10.47951 |
¥-2.5万 |
-2.58% |
跌破0.618止损 |
| 26 |
2019-10-21 |
2019-11-20 |
10.583744171 |
9.16083 |
¥-12.8万 |
-13.47% |
跌破0.618止损 |
| 27 |
2020-01-21 |
2020-02-03 |
10.163048 |
8.71 |
¥-11.7万 |
-14.32% |
跌破0.618止损 |
| 28 |
2020-07-17 |
2020-08-12 |
9.472300838 |
8.941049999999999 |
¥-4.0万 |
-5.64% |
跌破0.618止损 |
| 29 |
2020-09-24 |
2020-09-28 |
9.652534891999998 |
9.57042 |
¥-5,847 |
-0.88% |
跌破0.618止损 |
| 30 |
2020-10-13 |
2020-10-26 |
9.742651919 |
9.34065 |
¥-2.8万 |
-4.15% |
跌破0.618止损 |
| 31 |
2020-12-14 |
2020-12-23 |
10.523156 |
9.9 |
¥-3.7万 |
-5.95% |
跌破0.618止损 |
| 32 |
2020-12-29 |
2020-12-30 |
10.553705162 |
10.009979999999999 |
¥-3.1万 |
-5.18% |
跌破0.618止损 |
| 33 |
2021-05-21 |
2021-07-09 |
12.546292758999996 |
13.7 |
¥5.2万 |
+9.16% |
跌破0.618止损 |
| 34 |
2021-07-12 |
2021-07-15 |
14.568919365 |
17.3826 |
¥11.8万 |
+19.28% |
重回前高 |
| 35 |
2021-08-18 |
2021-08-27 |
16.591545971 |
18.811169999999997 |
¥9.8万 |
+13.34% |
重回前高 |
| 36 |
2021-10-11 |
2021-10-29 |
27.235368159999997 |
23.126849999999997 |
¥-12.6万 |
-15.11% |
跌破0.618止损 |
| 37 |
2022-01-25 |
2022-01-26 |
25.012481494 |
23.63634 |
¥-3.9万 |
-5.53% |
跌破0.618止损 |
| 38 |
2022-04-26 |
2022-06-09 |
32.73250680699999 |
42.907050000000005 |
¥20.7万 |
+31.04% |
重回前高 |
| 39 |
2022-06-28 |
2022-07-15 |
38.19960644499999 |
34.965 |
¥-7.5万 |
-8.50% |
跌破0.618止损 |
| 40 |
2022-07-20 |
2022-08-08 |
38.08946341199999 |
35.5644 |
¥-5.3万 |
-6.66% |
跌破0.618止损 |
| 41 |
2022-10-19 |
2022-10-27 |
47.051101097 |
43.13682 |
¥-6.2万 |
-8.35% |
跌破0.618止损 |
| 42 |
2023-03-29 |
2023-05-26 |
34.284522272 |
32.4675 |
¥-3.6万 |
-5.33% |
跌破0.618止损 |
| 43 |
2023-07-06 |
2023-07-18 |
31.560985455999997 |
18.76122 |
¥-26.3万 |
-40.57% |
跌破0.618止损 |
| 44 |
2023-10-20 |
2023-12-11 |
19.745641916 |
19.49049 |
¥-5,116 |
-1.32% |
跌破0.618止损 |
| 45 |
2023-12-13 |
2024-01-05 |
20.246292065999995 |
21.778200000000002 |
¥2.9万 |
+7.53% |
重回前高 |
| 46 |
2024-03-14 |
2024-04-29 |
24.331597289999998 |
22.96701 |
¥-2.3万 |
-5.64% |
跌破0.618止损 |
| 47 |
2024-05-22 |
2024-06-05 |
25.052533505999996 |
23.60637 |
¥-2.3万 |
-5.80% |
跌破0.618止损 |
| 48 |
2024-06-13 |
2024-06-18 |
24.581922365 |
23.42655 |
¥-1.7万 |
-4.73% |
跌破0.618止损 |
| 49 |
2024-10-15 |
2024-11-27 |
16.030817803 |
14.575409999999998 |
¥-3.2万 |
-9.11% |
跌破0.618止损 |
| 50 |
2025-05-22 |
2025-06-06 |
13.107020926999997 |
12.70728 |
¥-9,806 |
-3.08% |
跌破0.618止损 |
| 51 |
2025-06-18 |
2025-06-19 |
12.51625375 |
12.197790000000001 |
¥-7,634 |
-2.57% |
跌破0.618止损 |
| 52 |
2025-11-19 |
2025-11-25 |
14.348633298999998 |
13.886099999999999 |
¥-9,754 |
-3.25% |
跌破0.618止损 |
| 53 |
2026-02-02 |
2026-02-03 |
14.40432 |
13.94604 |
¥-9,157 |
-3.21% |
跌破0.618止损 |
| 54 |
2026-04-09 |
2026-06-02 |
18.964627682 |
24.46551 |
¥8.1万 |
+28.97% |
重回前高 |
| 55 |
2026-06-12 |
2026-06-16 |
22.539269753 |
20.729250000000004 |
¥-2.9万 |
-8.06% |
跌破0.618止损 |
| 56 |
2026-08-28 |
2026-09-21 |
22.709490803999998 |
19.5804 |
¥-4.6万 |
-13.80% |
跌破0.618止损 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-16 |
黄金分割买点 |
买入 |
14.774759999999999 |
67400.0 |
¥99.6万 |
|
| 2015-05-08 |
跌破0.618止损 |
卖出 |
14.3856 |
67400.0 |
¥96.9万 |
止损触发 |
| 2015-05-25 |
黄金分割买点 |
买入 |
15.525509999999999 |
62300.0 |
¥96.8万 |
|
| 2015-06-18 |
重回前高 |
卖出 |
19.0809 |
62300.0 |
¥1.19M |
|
| 2015-11-10 |
黄金分割买点 |
买入 |
10.430419999999998 |
113500.0 |
¥1.18M |
|
| 2016-01-04 |
跌破0.618止损 |
卖出 |
9.31068 |
113500.0 |
¥1.06M |
止损触发 |
| 2016-01-07 |
黄金分割买点 |
买入 |
9.49949 |
111000.0 |
¥1.05M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
9.12087 |
111000.0 |
¥1.01M |
止损触发 |
| 2016-01-28 |
黄金分割买点 |
买入 |
9.21921 |
107500.0 |
¥99.1万 |
|
| 2016-02-02 |
跌破0.618止损 |
卖出 |
8.41158 |
107500.0 |
¥90.4万 |
止损触发 |
| 2016-02-25 |
黄金分割买点 |
买入 |
9.279269999999999 |
100100.0 |
¥92.9万 |
|
| 2016-03-03 |
重回前高 |
卖出 |
11.598389999999998 |
100100.0 |
¥1.16M |
|
| 2016-03-25 |
黄金分割买点 |
买入 |
10.240229999999999 |
113100.0 |
¥1.16M |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
8.92107 |
113100.0 |
¥1.01M |
止损触发 |
| 2016-06-24 |
黄金分割买点 |
买入 |
10.610599999999998 |
94600.0 |
¥1.00M |
|
| 2016-07-05 |
重回前高 |
卖出 |
12.287700000000001 |
94600.0 |
¥1.16M |
|
| 2016-07-28 |
黄金分割买点 |
买入 |
11.751739999999998 |
98900.0 |
¥1.16M |
|
| 2016-09-19 |
跌破0.618止损 |
卖出 |
11.3 |
98900.0 |
¥1.12M |
止损触发 |
| 2016-10-12 |
黄金分割买点 |
买入 |
12.74273 |
87600.0 |
¥1.12M |
|
| 2016-11-30 |
跌破0.618止损 |
卖出 |
12.207780000000001 |
87600.0 |
¥1.07M |
止损触发 |
| 2017-03-17 |
黄金分割买点 |
买入 |
10.860849999999997 |
99200.0 |
¥1.08M |
|
| 2017-03-23 |
跌破0.618止损 |
卖出 |
10.55 |
99200.0 |
¥1.05M |
止损触发 |
| 2017-03-30 |
黄金分割买点 |
买入 |
10.9109 |
95300.0 |
¥1.04M |
|
| 2017-04-07 |
重回前高 |
卖出 |
11.76822 |
95300.0 |
¥1.12M |
|
| 2017-05-08 |
黄金分割买点 |
买入 |
11.081069999999999 |
100500.0 |
¥1.11M |
|
| 2017-05-09 |
跌破0.618止损 |
卖出 |
10.12 |
100500.0 |
¥1.02M |
止损触发 |
| 2017-06-08 |
黄金分割买点 |
买入 |
11.11 |
93100.0 |
¥1.03M |
|
| 2017-06-27 |
重回前高 |
卖出 |
12.32766 |
93100.0 |
¥1.15M |
|
| 2017-08-14 |
黄金分割买点 |
买入 |
12.47246 |
91200.0 |
¥1.14M |
|
| 2017-09-18 |
跌破0.618止损 |
卖出 |
12.847140000000001 |
91200.0 |
¥1.17M |
止损触发 |
| 2017-11-21 |
黄金分割买点 |
买入 |
13.303289999999997 |
88400.0 |
¥1.18M |
|
| 2017-12-08 |
跌破0.618止损 |
卖出 |
12.617370000000001 |
88400.0 |
¥1.12M |
止损触发 |
| 2017-12-11 |
黄金分割买点 |
买入 |
13.143130000000001 |
85000.0 |
¥1.12M |
|
| 2018-01-03 |
重回前高 |
卖出 |
15.93405 |
85000.0 |
¥1.35M |
|
| 2018-02-08 |
黄金分割买点 |
买入 |
17.077059999999996 |
77400.0 |
¥1.32M |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
15.134849999999998 |
77400.0 |
¥1.17M |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
16.67666 |
71900.0 |
¥1.20M |
|
| 2018-03-05 |
跌破0.618止损 |
卖出 |
15.134850000000002 |
71900.0 |
¥1.09M |
止损触发 |
| 2018-05-16 |
黄金分割买点 |
买入 |
14.89488 |
72300.0 |
¥1.08M |
|
| 2018-05-24 |
跌破0.618止损 |
卖出 |
13.56642 |
72300.0 |
¥98.1万 |
止损触发 |
| 2018-06-06 |
黄金分割买点 |
买入 |
14.244229999999998 |
69200.0 |
¥98.6万 |
|
| 2018-06-27 |
跌破0.618止损 |
卖出 |
13.436549999999999 |
69200.0 |
¥93.0万 |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
11.351339999999999 |
81400.0 |
¥92.4万 |
|
| 2018-10-17 |
跌破0.618止损 |
卖出 |
11.13885 |
81400.0 |
¥90.6万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
9.41941 |
97400.0 |
¥91.8万 |
|
| 2019-02-18 |
跌破0.618止损 |
卖出 |
9.17 |
97400.0 |
¥89.3万 |
止损触发 |
| 2019-02-19 |
黄金分割买点 |
买入 |
9.429419999999999 |
95000.0 |
¥89.6万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
10.2897 |
95000.0 |
¥97.7万 |
|
| 2019-05-08 |
黄金分割买点 |
买入 |
10.750739999999999 |
89200.0 |
¥95.9万 |
|
| 2019-05-21 |
跌破0.618止损 |
卖出 |
10.47951 |
89200.0 |
¥93.4万 |
止损触发 |
| 2019-10-21 |
黄金分割买点 |
买入 |
10.58057 |
90000.0 |
¥95.3万 |
|
| 2019-11-20 |
跌破0.618止损 |
卖出 |
9.16083 |
90000.0 |
¥82.4万 |
止损触发 |
| 2020-01-21 |
黄金分割买点 |
买入 |
10.16 |
80700.0 |
¥82.0万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
8.71 |
80700.0 |
¥70.3万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
9.46946 |
74600.0 |
¥70.7万 |
|
| 2020-08-12 |
跌破0.618止损 |
卖出 |
8.941049999999999 |
74600.0 |
¥66.7万 |
止损触发 |
| 2020-09-24 |
黄金分割买点 |
买入 |
9.64964 |
68800.0 |
¥66.4万 |
|
| 2020-09-28 |
跌破0.618止损 |
卖出 |
9.57042 |
68800.0 |
¥65.8万 |
止损触发 |
| 2020-10-13 |
黄金分割买点 |
买入 |
9.73973 |
68000.0 |
¥66.3万 |
|
| 2020-10-26 |
跌破0.618止损 |
卖出 |
9.34065 |
68000.0 |
¥63.5万 |
止损触发 |
| 2020-12-14 |
黄金分割买点 |
买入 |
10.52 |
59200.0 |
¥62.3万 |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
9.9 |
59200.0 |
¥58.6万 |
止损触发 |
| 2020-12-29 |
黄金分割买点 |
买入 |
10.550539999999998 |
56600.0 |
¥59.7万 |
|
| 2020-12-30 |
跌破0.618止损 |
卖出 |
10.009979999999999 |
56600.0 |
¥56.6万 |
止损触发 |
| 2021-05-21 |
黄金分割买点 |
买入 |
12.542529999999998 |
45100.0 |
¥56.6万 |
|
| 2021-07-09 |
跌破0.618止损 |
卖出 |
13.7 |
45100.0 |
¥61.8万 |
止损触发 |
| 2021-07-12 |
黄金分割买点 |
买入 |
14.564549999999999 |
42100.0 |
¥61.3万 |
|
| 2021-07-15 |
重回前高 |
卖出 |
17.3826 |
42100.0 |
¥73.2万 |
|
| 2021-08-18 |
黄金分割买点 |
买入 |
16.58657 |
44400.0 |
¥73.7万 |
|
| 2021-08-27 |
重回前高 |
卖出 |
18.811169999999997 |
44400.0 |
¥83.5万 |
|
| 2021-10-11 |
黄金分割买点 |
买入 |
27.227199999999996 |
30600.0 |
¥83.3万 |
|
| 2021-10-29 |
跌破0.618止损 |
卖出 |
23.126849999999997 |
30600.0 |
¥70.7万 |
止损触发 |
| 2022-01-25 |
黄金分割买点 |
买入 |
25.00498 |
28000.0 |
¥70.0万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
23.63634 |
28000.0 |
¥66.2万 |
止损触发 |
| 2022-04-26 |
黄金分割买点 |
买入 |
32.72268999999999 |
20400.0 |
¥66.8万 |
|
| 2022-06-09 |
重回前高 |
卖出 |
42.907050000000005 |
20400.0 |
¥87.5万 |
|
| 2022-06-28 |
黄金分割买点 |
买入 |
38.18814999999999 |
23000.0 |
¥87.9万 |
|
| 2022-07-15 |
跌破0.618止损 |
卖出 |
34.965 |
23000.0 |
¥80.4万 |
止损触发 |
| 2022-07-20 |
黄金分割买点 |
买入 |
38.078039999999994 |
21000.0 |
¥80.0万 |
|
| 2022-08-08 |
跌破0.618止损 |
卖出 |
35.5644 |
21000.0 |
¥74.7万 |
止损触发 |
| 2022-10-19 |
黄金分割买点 |
买入 |
47.036989999999996 |
15800.0 |
¥74.3万 |
|
| 2022-10-27 |
跌破0.618止损 |
卖出 |
43.13682 |
15800.0 |
¥68.1万 |
止损触发 |
| 2023-03-29 |
黄金分割买点 |
买入 |
34.27424 |
19900.0 |
¥68.2万 |
|
| 2023-05-26 |
跌破0.618止损 |
卖出 |
32.4675 |
19900.0 |
¥64.6万 |
止损触发 |
| 2023-07-06 |
黄金分割买点 |
买入 |
31.551519999999996 |
20500.0 |
¥64.7万 |
|
| 2023-07-18 |
跌破0.618止损 |
卖出 |
18.76122 |
20500.0 |
¥38.4万 |
止损触发 |
| 2023-10-20 |
黄金分割买点 |
买入 |
19.73972 |
19600.0 |
¥38.7万 |
|
| 2023-12-11 |
跌破0.618止损 |
卖出 |
19.49049 |
19600.0 |
¥38.2万 |
止损触发 |
| 2023-12-13 |
黄金分割买点 |
买入 |
20.240219999999997 |
18900.0 |
¥38.3万 |
|
| 2024-01-05 |
重回前高 |
卖出 |
21.778200000000002 |
18900.0 |
¥41.1万 |
|
| 2024-03-14 |
黄金分割买点 |
买入 |
24.324299999999997 |
16800.0 |
¥40.9万 |
|
| 2024-04-29 |
跌破0.618止损 |
卖出 |
22.96701 |
16800.0 |
¥38.6万 |
止损触发 |
| 2024-05-22 |
黄金分割买点 |
买入 |
25.045019999999997 |
15500.0 |
¥38.8万 |
|
| 2024-06-05 |
跌破0.618止损 |
卖出 |
23.60637 |
15500.0 |
¥36.6万 |
止损触发 |
| 2024-06-13 |
黄金分割买点 |
买入 |
24.57455 |
14900.0 |
¥36.6万 |
|
| 2024-06-18 |
跌破0.618止损 |
卖出 |
23.42655 |
14900.0 |
¥34.9万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
16.02601 |
21600.0 |
¥34.6万 |
|
| 2024-11-27 |
跌破0.618止损 |
卖出 |
14.575409999999998 |
21600.0 |
¥31.5万 |
止损触发 |
| 2025-05-22 |
黄金分割买点 |
买入 |
13.103089999999998 |
24300.0 |
¥31.9万 |
|
| 2025-06-06 |
跌破0.618止损 |
卖出 |
12.70728 |
24300.0 |
¥30.9万 |
止损触发 |
| 2025-06-18 |
黄金分割买点 |
买入 |
12.5125 |
23700.0 |
¥29.7万 |
|
| 2025-06-19 |
跌破0.618止损 |
卖出 |
12.197790000000001 |
23700.0 |
¥28.9万 |
止损触发 |
| 2025-11-19 |
黄金分割买点 |
买入 |
14.34433 |
20900.0 |
¥30.0万 |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
13.886099999999999 |
20900.0 |
¥29.0万 |
止损触发 |
| 2026-02-02 |
黄金分割买点 |
买入 |
14.4 |
19800.0 |
¥28.5万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
13.94604 |
19800.0 |
¥27.6万 |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
18.95894 |
14800.0 |
¥28.1万 |
|
| 2026-06-02 |
重回前高 |
卖出 |
24.46551 |
14800.0 |
¥36.2万 |
|
| 2026-06-12 |
黄金分割买点 |
买入 |
22.532509999999995 |
15700.0 |
¥35.4万 |
|
| 2026-06-16 |
跌破0.618止损 |
卖出 |
20.729250000000004 |
15700.0 |
¥32.5万 |
止损触发 |
| 2026-08-28 |
黄金分割买点 |
买入 |
22.702679999999997 |
14700.0 |
¥33.4万 |
|
| 2026-09-21 |
跌破0.618止损 |
卖出 |
19.5804 |
14700.0 |
¥28.8万 |
止损触发 |