600346 恒力股份 — 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: ¥49.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -50.51%）
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 46 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 |
2015-04-21 |
2015-09-23 |
14.689075400999998 |
6.31 |
¥-56.8万 |
-57.06% |
跌破0.618止损 |
| 2 |
2015-11-24 |
2016-01-19 |
12.513753 |
9.44055 |
¥-10.6万 |
-24.58% |
跌破0.618止损 |
| 3 |
2016-07-29 |
2016-08-10 |
6.268139877999999 |
6.6233699999999995 |
¥1.8万 |
+5.64% |
重回前高 |
| 4 |
2016-10-18 |
2017-03-14 |
7.239401169 |
9.16 |
¥9.1万 |
+26.49% |
重回前高 |
| 5 |
2017-03-21 |
2017-04-17 |
9.221975763000001 |
8.38 |
¥-4.0万 |
-9.16% |
跌破0.618止损 |
| 6 |
2017-06-22 |
2017-07-31 |
7.930298376 |
9.25074 |
¥6.5万 |
+16.62% |
重回前高 |
| 7 |
2017-09-19 |
2017-09-27 |
9.011702699999999 |
8.77122 |
¥-1.2万 |
-2.70% |
跌破0.618止损 |
| 8 |
2017-09-29 |
2017-10-31 |
9.211962759999997 |
9.260729999999999 |
¥2,217 |
+0.50% |
跌破0.618止损 |
| 9 |
2017-11-24 |
2018-01-23 |
9.962937984999996 |
15.84414 |
¥26.0万 |
+58.98% |
重回前高 |
| 10 |
2018-04-12 |
2018-04-18 |
14.949413478999999 |
14.39559 |
¥-2.7万 |
-3.73% |
跌破0.618止损 |
| 11 |
2018-04-25 |
2018-04-27 |
14.80444 |
14.4855 |
¥-1.5万 |
-2.18% |
跌破0.618止损 |
| 12 |
2018-05-29 |
2018-06-20 |
16.160986841999996 |
14.555430000000001 |
¥-6.7万 |
-9.96% |
跌破0.618止损 |
| 13 |
2018-07-26 |
2018-08-07 |
16.140960835999998 |
14.785200000000001 |
¥-5.1万 |
-8.43% |
跌破0.618止损 |
| 14 |
2018-08-09 |
2018-10-12 |
15.620284679999997 |
14.66532 |
¥-3.3万 |
-6.14% |
跌破0.618止损 |
| 15 |
2018-10-15 |
2018-10-16 |
15.319894589999999 |
15.23475 |
¥-3,032 |
-0.59% |
跌破0.618止损 |
| 16 |
2018-11-05 |
2018-11-22 |
15.019504499999998 |
13.8861 |
¥-3.9万 |
-7.57% |
跌破0.618止损 |
| 17 |
2019-02-14 |
2019-02-26 |
13.918074169999999 |
15.13485 |
¥4.1万 |
+8.71% |
重回前高 |
| 18 |
2019-04-12 |
2019-05-23 |
17.0221051 |
16.353630000000003 |
¥-2.0万 |
-3.96% |
跌破0.618止损 |
| 19 |
2019-09-03 |
2019-11-14 |
14.198438254 |
14.37 |
¥5,854 |
+1.18% |
跌破0.618止损 |
| 20 |
2020-02-12 |
2020-02-27 |
16.311181886999996 |
15.35 |
¥-3.0万 |
-5.92% |
跌破0.618止损 |
| 21 |
2020-04-28 |
2020-05-15 |
14.358646302 |
13.526459999999998 |
¥-2.8万 |
-5.82% |
跌破0.618止损 |
| 22 |
2020-06-02 |
2020-07-10 |
13.978152188000001 |
15.73425 |
¥5.6万 |
+12.53% |
重回前高 |
| 23 |
2020-09-30 |
2020-11-10 |
18.974640684999997 |
22.827150000000003 |
¥10.2万 |
+20.27% |
重回前高 |
| 24 |
2021-02-26 |
2021-03-10 |
36.847851039999995 |
33.51645 |
¥-5.2万 |
-9.07% |
跌破0.618止损 |
| 25 |
2021-07-19 |
2021-07-21 |
27.73601831 |
26.23374 |
¥-3.0万 |
-5.44% |
跌破0.618止损 |
| 26 |
2021-08-20 |
2021-09-01 |
28.238469 |
26.2737 |
¥-3.6万 |
-6.99% |
跌破0.618止损 |
| 27 |
2021-09-09 |
2021-09-27 |
28.046421403 |
26.873099999999997 |
¥-2.0万 |
-4.21% |
跌破0.618止损 |
| 28 |
2022-01-06 |
2022-01-13 |
23.790895127999995 |
25.374599999999997 |
¥3.1万 |
+6.62% |
重回前高 |
| 29 |
2022-01-25 |
2022-03-03 |
23.540570053 |
22.4775 |
¥-2.2万 |
-4.54% |
跌破0.618止损 |
| 30 |
2022-04-11 |
2022-04-19 |
22.859685848999998 |
21.338639999999998 |
¥-3.2万 |
-6.68% |
跌破0.618止损 |
| 31 |
2022-06-22 |
2022-07-08 |
22.409100713999997 |
21.26871 |
¥-2.3万 |
-5.12% |
跌破0.618止损 |
| 32 |
2022-12-05 |
2023-02-02 |
17.172300144999998 |
17.61237 |
¥1.1万 |
+2.53% |
重回前高 |
| 33 |
2023-03-10 |
2023-03-17 |
17.105130000000003 |
16.55343 |
¥-1.4万 |
-3.25% |
跌破0.618止损 |
| 34 |
2023-04-12 |
2023-04-21 |
17.252404169 |
16.39359 |
¥-2.1万 |
-5.01% |
跌破0.618止损 |
| 35 |
2023-07-28 |
2023-08-21 |
15.199738553999998 |
14.445540000000001 |
¥-2.0万 |
-4.99% |
跌破0.618止损 |
| 36 |
2023-10-31 |
2023-12-04 |
14.568919364999998 |
13.676309999999999 |
¥-2.3万 |
-6.15% |
跌破0.618止损 |
| 37 |
2024-02-21 |
2024-03-21 |
12.696487803999997 |
13.526459999999998 |
¥2.3万 |
+6.51% |
重回前高 |
| 38 |
2024-05-28 |
2024-06-14 |
14.729127412999999 |
13.94604 |
¥-2.0万 |
-5.34% |
跌破0.618止损 |
| 39 |
2024-10-10 |
2024-10-18 |
15.179712547999998 |
13.94604 |
¥-2.9万 |
-8.15% |
跌破0.618止损 |
| 40 |
2024-11-07 |
2025-03-05 |
14.779192428 |
16.14384 |
¥3.0万 |
+9.20% |
重回前高 |
| 41 |
2025-08-06 |
2025-08-21 |
15.229777563 |
16.62336 |
¥3.2万 |
+9.12% |
重回前高 |
| 42 |
2025-09-25 |
2025-11-07 |
16.321194889999997 |
18.44154 |
¥5.0万 |
+12.96% |
重回前高 |
| 43 |
2025-11-21 |
2026-01-20 |
18.874510654999998 |
25.174799999999998 |
¥14.5万 |
+33.34% |
重回前高 |
| 44 |
2026-03-10 |
2026-03-20 |
22.909750863999992 |
21.2787 |
¥-4.2万 |
-7.15% |
跌破0.618止损 |
| 45 |
2026-04-17 |
2026-04-28 |
24.141350233 |
20.02 |
¥-9.2万 |
-17.10% |
跌破0.618止损 |
| 46 |
2026-08-12 |
2026-08-31 |
17.953314379000002 |
19.6803 |
¥4.3万 |
+9.59% |
重回前高 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
黄金分割买点 |
买入 |
14.684669999999999 |
67800.0 |
¥99.6万 |
|
| 2015-09-23 |
跌破0.618止损 |
卖出 |
6.31 |
67800.0 |
¥42.8万 |
止损触发 |
| 2015-11-24 |
黄金分割买点 |
买入 |
12.51 |
34300.0 |
¥42.9万 |
|
| 2016-01-19 |
跌破0.618止损 |
卖出 |
9.44055 |
34300.0 |
¥32.4万 |
止损触发 |
| 2016-07-29 |
黄金分割买点 |
买入 |
6.266259999999999 |
51600.0 |
¥32.3万 |
|
| 2016-08-10 |
重回前高 |
卖出 |
6.6233699999999995 |
51600.0 |
¥34.2万 |
|
| 2016-10-18 |
黄金分割买点 |
买入 |
7.237229999999999 |
47400.0 |
¥34.3万 |
|
| 2017-03-14 |
重回前高 |
卖出 |
9.16 |
47400.0 |
¥43.4万 |
|
| 2017-03-21 |
黄金分割买点 |
买入 |
9.21921 |
47100.0 |
¥43.4万 |
|
| 2017-04-17 |
跌破0.618止损 |
卖出 |
8.38 |
47100.0 |
¥39.5万 |
止损触发 |
| 2017-06-22 |
黄金分割买点 |
买入 |
7.927919999999999 |
49500.0 |
¥39.3万 |
|
| 2017-07-31 |
重回前高 |
卖出 |
9.25074 |
49500.0 |
¥45.8万 |
|
| 2017-09-19 |
黄金分割买点 |
买入 |
9.008999999999999 |
50700.0 |
¥45.7万 |
|
| 2017-09-27 |
跌破0.618止损 |
卖出 |
8.77122 |
50700.0 |
¥44.5万 |
止损触发 |
| 2017-09-29 |
黄金分割买点 |
买入 |
9.209199999999997 |
48200.0 |
¥44.4万 |
|
| 2017-10-31 |
跌破0.618止损 |
卖出 |
9.260729999999999 |
48200.0 |
¥44.6万 |
止损触发 |
| 2017-11-24 |
黄金分割买点 |
买入 |
9.959949999999997 |
44300.0 |
¥44.1万 |
|
| 2018-01-23 |
重回前高 |
卖出 |
15.84414 |
44300.0 |
¥70.2万 |
|
| 2018-04-12 |
黄金分割买点 |
买入 |
14.94493 |
47500.0 |
¥71.0万 |
|
| 2018-04-18 |
跌破0.618止损 |
卖出 |
14.39559 |
47500.0 |
¥68.4万 |
止损触发 |
| 2018-04-25 |
黄金分割买点 |
买入 |
14.8 |
45800.0 |
¥67.8万 |
|
| 2018-04-27 |
跌破0.618止损 |
卖出 |
14.4855 |
45800.0 |
¥66.3万 |
止损触发 |
| 2018-05-29 |
黄金分割买点 |
买入 |
16.156139999999997 |
41400.0 |
¥66.9万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
14.555430000000001 |
41400.0 |
¥60.2万 |
止损触发 |
| 2018-07-26 |
黄金分割买点 |
买入 |
16.13612 |
37300.0 |
¥60.2万 |
|
| 2018-08-07 |
跌破0.618止损 |
卖出 |
14.785200000000001 |
37300.0 |
¥55.1万 |
止损触发 |
| 2018-08-09 |
黄金分割买点 |
买入 |
15.615599999999999 |
34900.0 |
¥54.5万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
14.66532 |
34900.0 |
¥51.2万 |
止损触发 |
| 2018-10-15 |
黄金分割买点 |
买入 |
15.315299999999999 |
33800.0 |
¥51.8万 |
|
| 2018-10-16 |
跌破0.618止损 |
卖出 |
15.23475 |
33800.0 |
¥51.5万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
15.014999999999999 |
34300.0 |
¥51.5万 |
|
| 2018-11-22 |
跌破0.618止损 |
卖出 |
13.8861 |
34300.0 |
¥47.6万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
13.913899999999998 |
34200.0 |
¥47.6万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
15.13485 |
34200.0 |
¥51.7万 |
|
| 2019-04-12 |
黄金分割买点 |
买入 |
17.017 |
29700.0 |
¥50.6万 |
|
| 2019-05-23 |
跌破0.618止损 |
卖出 |
16.353630000000003 |
29700.0 |
¥48.6万 |
止损触发 |
| 2019-09-03 |
黄金分割买点 |
买入 |
14.194179999999998 |
35000.0 |
¥49.7万 |
|
| 2019-11-14 |
跌破0.618止损 |
卖出 |
14.37 |
35000.0 |
¥50.3万 |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
16.306289999999997 |
30600.0 |
¥49.9万 |
|
| 2020-02-27 |
跌破0.618止损 |
卖出 |
15.35 |
30600.0 |
¥47.0万 |
止损触发 |
| 2020-04-28 |
黄金分割买点 |
买入 |
14.354339999999999 |
32900.0 |
¥47.2万 |
|
| 2020-05-15 |
跌破0.618止损 |
卖出 |
13.526459999999998 |
32900.0 |
¥44.5万 |
止损触发 |
| 2020-06-02 |
黄金分割买点 |
买入 |
13.97396 |
31900.0 |
¥44.6万 |
|
| 2020-07-10 |
重回前高 |
卖出 |
15.73425 |
31900.0 |
¥50.2万 |
|
| 2020-09-30 |
黄金分割买点 |
买入 |
18.968949999999996 |
26400.0 |
¥50.1万 |
|
| 2020-11-10 |
重回前高 |
卖出 |
22.827150000000003 |
26400.0 |
¥60.2万 |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
36.8368 |
15700.0 |
¥57.9万 |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
33.51645 |
15700.0 |
¥52.6万 |
止损触发 |
| 2021-07-19 |
黄金分割买点 |
买入 |
27.7277 |
19700.0 |
¥54.6万 |
|
| 2021-07-21 |
跌破0.618止损 |
卖出 |
26.23374 |
19700.0 |
¥51.7万 |
止损触发 |
| 2021-08-20 |
黄金分割买点 |
买入 |
28.23 |
18100.0 |
¥51.1万 |
|
| 2021-09-01 |
跌破0.618止损 |
卖出 |
26.2737 |
18100.0 |
¥47.5万 |
止损触发 |
| 2021-09-09 |
黄金分割买点 |
买入 |
28.03801 |
17200.0 |
¥48.2万 |
|
| 2021-09-27 |
跌破0.618止损 |
卖出 |
26.873099999999997 |
17200.0 |
¥46.2万 |
止损触发 |
| 2022-01-06 |
黄金分割买点 |
买入 |
23.783759999999997 |
19500.0 |
¥46.4万 |
|
| 2022-01-13 |
重回前高 |
卖出 |
25.374599999999997 |
19500.0 |
¥49.5万 |
|
| 2022-01-25 |
黄金分割买点 |
买入 |
23.53351 |
20800.0 |
¥49.0万 |
|
| 2022-03-03 |
跌破0.618止损 |
卖出 |
22.4775 |
20800.0 |
¥46.7万 |
止损触发 |
| 2022-04-11 |
黄金分割买点 |
买入 |
22.852829999999997 |
20700.0 |
¥47.3万 |
|
| 2022-04-19 |
跌破0.618止损 |
卖出 |
21.338639999999998 |
20700.0 |
¥44.2万 |
止损触发 |
| 2022-06-22 |
黄金分割买点 |
买入 |
22.402379999999997 |
19700.0 |
¥44.1万 |
|
| 2022-07-08 |
跌破0.618止损 |
卖出 |
21.26871 |
19700.0 |
¥41.9万 |
止损触发 |
| 2022-12-05 |
黄金分割买点 |
买入 |
17.167149999999996 |
24200.0 |
¥41.6万 |
|
| 2023-02-02 |
重回前高 |
卖出 |
17.61237 |
24200.0 |
¥42.6万 |
|
| 2023-03-10 |
黄金分割买点 |
买入 |
17.1 |
25000.0 |
¥42.8万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
16.55343 |
25000.0 |
¥41.4万 |
止损触发 |
| 2023-04-12 |
黄金分割买点 |
买入 |
17.24723 |
24000.0 |
¥41.4万 |
|
| 2023-04-21 |
跌破0.618止损 |
卖出 |
16.39359 |
24000.0 |
¥39.3万 |
止损触发 |
| 2023-07-28 |
黄金分割买点 |
买入 |
15.195179999999999 |
25900.0 |
¥39.4万 |
|
| 2023-08-21 |
跌破0.618止损 |
卖出 |
14.445540000000001 |
25900.0 |
¥37.4万 |
止损触发 |
| 2023-10-31 |
黄金分割买点 |
买入 |
14.564549999999997 |
25700.0 |
¥37.4万 |
|
| 2023-12-04 |
跌破0.618止损 |
卖出 |
13.676309999999999 |
25700.0 |
¥35.1万 |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
12.692679999999998 |
27600.0 |
¥35.0万 |
|
| 2024-03-21 |
重回前高 |
卖出 |
13.526459999999998 |
27600.0 |
¥37.3万 |
|
| 2024-05-28 |
黄金分割买点 |
买入 |
14.72471 |
25500.0 |
¥37.6万 |
|
| 2024-06-14 |
跌破0.618止损 |
卖出 |
13.94604 |
25500.0 |
¥35.6万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
15.175159999999998 |
23400.0 |
¥35.5万 |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
13.94604 |
23400.0 |
¥32.6万 |
止损触发 |
| 2024-11-07 |
黄金分割买点 |
买入 |
14.77476 |
22100.0 |
¥32.7万 |
|
| 2025-03-05 |
重回前高 |
卖出 |
16.14384 |
22100.0 |
¥35.7万 |
|
| 2025-08-06 |
黄金分割买点 |
买入 |
15.225209999999999 |
23300.0 |
¥35.5万 |
|
| 2025-08-21 |
重回前高 |
卖出 |
16.62336 |
23300.0 |
¥38.7万 |
|
| 2025-09-25 |
黄金分割买点 |
买入 |
16.3163 |
23800.0 |
¥38.8万 |
|
| 2025-11-07 |
重回前高 |
卖出 |
18.44154 |
23800.0 |
¥43.9万 |
|
| 2025-11-21 |
黄金分割买点 |
买入 |
18.86885 |
23000.0 |
¥43.4万 |
|
| 2026-01-20 |
重回前高 |
卖出 |
25.174799999999998 |
23000.0 |
¥57.9万 |
|
| 2026-03-10 |
黄金分割买点 |
买入 |
22.902879999999996 |
25400.0 |
¥58.2万 |
|
| 2026-03-20 |
跌破0.618止损 |
卖出 |
21.2787 |
25400.0 |
¥54.0万 |
止损触发 |
| 2026-04-17 |
黄金分割买点 |
买入 |
24.13411 |
22200.0 |
¥53.6万 |
|
| 2026-04-28 |
跌破0.618止损 |
卖出 |
20.02 |
22200.0 |
¥44.4万 |
止损触发 |
| 2026-08-12 |
黄金分割买点 |
买入 |
17.94793 |
25100.0 |
¥45.1万 |
|
| 2026-08-31 |
重回前高 |
卖出 |
19.6803 |
25100.0 |
¥49.4万 |
|