600406 国电南瑞 — 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: ¥55.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -45.03%）
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 |
2015-06-19 |
2015-06-26 |
24.631987379999998 |
22.977 |
¥-6.7万 |
-6.75% |
跌破0.618止损 |
| 2 |
2015-10-14 |
2015-12-09 |
16.52145495 |
14.935049999999999 |
¥-8.8万 |
-9.63% |
跌破0.618止损 |
| 3 |
2016-04-06 |
2016-05-10 |
15.049543508999998 |
13.31667 |
¥-9.7万 |
-11.54% |
跌破0.618止损 |
| 4 |
2016-07-13 |
2016-07-29 |
13.968139184999998 |
14.6 |
¥3.4万 |
+4.49% |
重回前高 |
| 5 |
2017-06-22 |
2017-08-09 |
16.881923057999998 |
16.59 |
¥-1.3万 |
-1.76% |
跌破0.618止损 |
| 6 |
2017-08-15 |
2017-08-17 |
17.092196120999997 |
16.71 |
¥-1.7万 |
-2.27% |
跌破0.618止损 |
| 7 |
2017-08-23 |
2017-08-25 |
17.395217000000002 |
16.77321 |
¥-2.7万 |
-3.60% |
跌破0.618止损 |
| 8 |
2017-11-30 |
2017-12-26 |
19.004679694 |
17.91207 |
¥-4.2万 |
-5.78% |
跌破0.618止损 |
| 9 |
2018-03-13 |
2018-05-04 |
17.212352157 |
17.922060000000002 |
¥2.8万 |
+4.09% |
重回前高 |
| 10 |
2018-05-23 |
2018-05-29 |
17.773080325 |
17.132849999999998 |
¥-2.6万 |
-3.63% |
跌破0.618止损 |
| 11 |
2018-08-29 |
2018-10-26 |
15.970739785 |
17.682299999999998 |
¥7.3万 |
+10.68% |
重回前高 |
| 12 |
2019-03-18 |
2019-04-29 |
21.527956449999998 |
19.8801 |
¥-5.8万 |
-7.68% |
跌破0.618止损 |
| 13 |
2019-07-26 |
2019-08-06 |
18.714302606999997 |
17.51247 |
¥-4.5万 |
-6.45% |
跌破0.618止损 |
| 14 |
2020-02-28 |
2020-05-11 |
19.705589903999996 |
20.079900000000002 |
¥1.2万 |
+1.87% |
跌破0.618止损 |
| 15 |
2020-06-19 |
2020-07-09 |
20.416513117 |
21.978 |
¥5.1万 |
+7.62% |
重回前高 |
| 16 |
2020-07-30 |
2020-09-09 |
21.0273063 |
20.68929 |
¥-1.2万 |
-1.64% |
跌破0.618止损 |
| 17 |
2020-12-02 |
2020-12-24 |
23.390375007999996 |
25.983990000000002 |
¥7.7万 |
+11.06% |
重回前高 |
| 18 |
2021-03-04 |
2021-03-09 |
29.137838729999995 |
26.72325 |
¥-6.3万 |
-8.31% |
跌破0.618止损 |
| 19 |
2021-03-15 |
2021-05-14 |
28.246681463 |
28.72125 |
¥1.2万 |
+1.65% |
跌破0.618止损 |
| 20 |
2021-05-21 |
2021-05-25 |
30.109100020999996 |
27.75222 |
¥-5.7万 |
-7.86% |
跌破0.618止损 |
| 21 |
2021-05-28 |
2021-06-15 |
30.579711161999995 |
29.240729999999996 |
¥-3.0万 |
-4.41% |
跌破0.618止损 |
| 22 |
2021-07-28 |
2021-08-26 |
27.315472183999997 |
33.95601 |
¥15.1万 |
+24.27% |
重回前高 |
| 23 |
2021-09-09 |
2021-10-26 |
31.80954 |
39.7602 |
¥19.7万 |
+24.96% |
重回前高 |
| 24 |
2021-11-11 |
2021-11-26 |
35.94668076999999 |
44.4555 |
¥23.3万 |
+23.63% |
重回前高 |
| 25 |
2021-12-28 |
2022-01-06 |
41.55396244999999 |
37.042919999999995 |
¥-13.3万 |
-10.88% |
跌破0.618止损 |
| 26 |
2022-05-09 |
2022-06-23 |
31.040309299999997 |
26.3736 |
¥-16.1万 |
-15.06% |
跌破0.618止损 |
| 27 |
2022-11-07 |
2022-11-11 |
26.734718009999998 |
26.15382 |
¥-2.0万 |
-2.20% |
跌破0.618止损 |
| 28 |
2022-11-24 |
2022-12-15 |
27.285433174999998 |
24.8 |
¥-8.3万 |
-9.14% |
跌破0.618止损 |
| 29 |
2023-04-07 |
2023-04-24 |
26.694665997999994 |
25.974 |
¥-2.2万 |
-2.73% |
跌破0.618止损 |
| 30 |
2024-04-30 |
2024-05-16 |
23.680752095 |
23.35662 |
¥-1.1万 |
-1.40% |
跌破0.618止损 |
| 31 |
2024-06-18 |
2024-08-15 |
24.682052394999992 |
23.28669 |
¥-4.5万 |
-5.68% |
跌破0.618止损 |
| 32 |
2024-10-10 |
2024-11-26 |
27.215342154 |
24.975 |
¥-6.2万 |
-8.26% |
跌破0.618止损 |
| 33 |
2025-11-17 |
2025-11-21 |
23.800908130999996 |
22.58739 |
¥-3.5万 |
-5.13% |
跌破0.618止损 |
| 34 |
2026-03-18 |
2026-04-01 |
28.13653843 |
26.323650000000004 |
¥-4.2万 |
-6.47% |
跌破0.618止损 |
| 35 |
2026-08-05 |
2026-08-17 |
24.907469999999996 |
23.3766 |
¥-3.7万 |
-6.17% |
跌破0.618止损 |
| 36 |
2026-08-20 |
2026-09-03 |
23.480492034999997 |
22.567409999999995 |
¥-2.2万 |
-3.92% |
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 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
24.624599999999997 |
40100.0 |
¥98.8万 |
|
| 2015-06-26 |
跌破0.618止损 |
卖出 |
22.977 |
40100.0 |
¥92.1万 |
止损触发 |
| 2015-10-14 |
黄金分割买点 |
买入 |
16.516499999999997 |
55500.0 |
¥91.7万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
14.935049999999999 |
55500.0 |
¥82.9万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
15.045029999999997 |
56000.0 |
¥84.3万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
13.31667 |
56000.0 |
¥74.6万 |
止损触发 |
| 2016-07-13 |
黄金分割买点 |
买入 |
13.963949999999997 |
53500.0 |
¥74.7万 |
|
| 2016-07-29 |
重回前高 |
卖出 |
14.6 |
53500.0 |
¥78.1万 |
|
| 2017-06-22 |
黄金分割买点 |
买入 |
16.876859999999997 |
45200.0 |
¥76.3万 |
|
| 2017-08-09 |
跌破0.618止损 |
卖出 |
16.59 |
45200.0 |
¥75.0万 |
止损触发 |
| 2017-08-15 |
黄金分割买点 |
买入 |
17.087069999999997 |
44900.0 |
¥76.7万 |
|
| 2017-08-17 |
跌破0.618止损 |
卖出 |
16.71 |
44900.0 |
¥75.0万 |
止损触发 |
| 2017-08-23 |
黄金分割买点 |
买入 |
17.39 |
42800.0 |
¥74.5万 |
|
| 2017-08-25 |
跌破0.618止损 |
卖出 |
16.77321 |
42800.0 |
¥71.8万 |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
18.99898 |
38000.0 |
¥72.2万 |
|
| 2017-12-26 |
跌破0.618止损 |
卖出 |
17.91207 |
38000.0 |
¥68.0万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
17.20719 |
39500.0 |
¥68.0万 |
|
| 2018-05-04 |
重回前高 |
卖出 |
17.922060000000002 |
39500.0 |
¥70.8万 |
|
| 2018-05-23 |
黄金分割买点 |
买入 |
17.76775 |
39800.0 |
¥70.7万 |
|
| 2018-05-29 |
跌破0.618止损 |
卖出 |
17.132849999999998 |
39800.0 |
¥68.2万 |
止损触发 |
| 2018-08-29 |
黄金分割买点 |
买入 |
15.96595 |
42700.0 |
¥68.2万 |
|
| 2018-10-26 |
重回前高 |
卖出 |
17.682299999999998 |
42700.0 |
¥75.5万 |
|
| 2019-03-18 |
黄金分割买点 |
买入 |
21.521499999999996 |
35000.0 |
¥75.3万 |
|
| 2019-04-29 |
跌破0.618止损 |
卖出 |
19.8801 |
35000.0 |
¥69.6万 |
止损触发 |
| 2019-07-26 |
黄金分割买点 |
买入 |
18.70869 |
37100.0 |
¥69.4万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
17.51247 |
37100.0 |
¥65.0万 |
止损触发 |
| 2020-02-28 |
黄金分割买点 |
买入 |
19.699679999999997 |
32100.0 |
¥63.3万 |
|
| 2020-05-11 |
跌破0.618止损 |
卖出 |
20.079900000000002 |
32100.0 |
¥64.4万 |
止损触发 |
| 2020-06-19 |
黄金分割买点 |
买入 |
20.41039 |
32600.0 |
¥66.6万 |
|
| 2020-07-09 |
重回前高 |
卖出 |
21.978 |
32600.0 |
¥71.6万 |
|
| 2020-07-30 |
黄金分割买点 |
买入 |
21.020999999999997 |
33700.0 |
¥70.9万 |
|
| 2020-09-09 |
跌破0.618止损 |
卖出 |
20.68929 |
33700.0 |
¥69.7万 |
止损触发 |
| 2020-12-02 |
黄金分割买点 |
买入 |
23.383359999999996 |
29900.0 |
¥69.9万 |
|
| 2020-12-24 |
重回前高 |
卖出 |
25.983990000000002 |
29900.0 |
¥77.7万 |
|
| 2021-03-04 |
黄金分割买点 |
买入 |
29.129099999999998 |
26200.0 |
¥76.3万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
26.72325 |
26200.0 |
¥70.0万 |
止损触发 |
| 2021-03-15 |
黄金分割买点 |
买入 |
28.23821 |
25000.0 |
¥70.6万 |
|
| 2021-05-14 |
跌破0.618止损 |
卖出 |
28.72125 |
25000.0 |
¥71.8万 |
止损触发 |
| 2021-05-21 |
黄金分割买点 |
买入 |
30.100069999999995 |
24200.0 |
¥72.9万 |
|
| 2021-05-25 |
跌破0.618止损 |
卖出 |
27.75222 |
24200.0 |
¥67.1万 |
止损触发 |
| 2021-05-28 |
黄金分割买点 |
买入 |
30.570539999999994 |
22000.0 |
¥67.3万 |
|
| 2021-06-15 |
跌破0.618止损 |
卖出 |
29.240729999999996 |
22000.0 |
¥64.3万 |
止损触发 |
| 2021-07-28 |
黄金分割买点 |
买入 |
27.30728 |
22700.0 |
¥62.0万 |
|
| 2021-08-26 |
重回前高 |
卖出 |
33.95601 |
22700.0 |
¥77.1万 |
|
| 2021-09-09 |
黄金分割买点 |
买入 |
31.8 |
24800.0 |
¥78.9万 |
|
| 2021-10-26 |
重回前高 |
卖出 |
39.7602 |
24800.0 |
¥98.6万 |
|
| 2021-11-11 |
黄金分割买点 |
买入 |
35.9359 |
27400.0 |
¥98.5万 |
|
| 2021-11-26 |
重回前高 |
卖出 |
44.4555 |
27400.0 |
¥1.22M |
|
| 2021-12-28 |
黄金分割买点 |
买入 |
41.54149999999999 |
29400.0 |
¥1.22M |
|
| 2022-01-06 |
跌破0.618止损 |
卖出 |
37.042919999999995 |
29400.0 |
¥1.09M |
止损触发 |
| 2022-05-09 |
黄金分割买点 |
买入 |
31.03099999999999 |
34500.0 |
¥1.07M |
|
| 2022-06-23 |
跌破0.618止损 |
卖出 |
26.3736 |
34500.0 |
¥91.0万 |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
26.726699999999997 |
34700.0 |
¥92.8万 |
|
| 2022-11-11 |
跌破0.618止损 |
卖出 |
26.15382 |
34700.0 |
¥90.7万 |
止损触发 |
| 2022-11-24 |
黄金分割买点 |
买入 |
27.27725 |
33300.0 |
¥90.9万 |
|
| 2022-12-15 |
跌破0.618止损 |
卖出 |
24.8 |
33300.0 |
¥82.6万 |
止损触发 |
| 2023-04-07 |
黄金分割买点 |
买入 |
26.686659999999996 |
30800.0 |
¥82.2万 |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
25.974 |
30800.0 |
¥80.0万 |
止损触发 |
| 2024-04-30 |
黄金分割买点 |
买入 |
23.673649999999995 |
33800.0 |
¥80.0万 |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
23.35662 |
33800.0 |
¥78.9万 |
止损触发 |
| 2024-06-18 |
黄金分割买点 |
买入 |
24.674649999999996 |
31900.0 |
¥78.7万 |
|
| 2024-08-15 |
跌破0.618止损 |
卖出 |
23.28669 |
31900.0 |
¥74.3万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
27.207179999999997 |
27400.0 |
¥74.6万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
24.975 |
27400.0 |
¥68.4万 |
止损触发 |
| 2025-11-17 |
黄金分割买点 |
买入 |
23.793769999999995 |
28700.0 |
¥68.3万 |
|
| 2025-11-21 |
跌破0.618止损 |
卖出 |
22.58739 |
28700.0 |
¥64.8万 |
止损触发 |
| 2026-03-18 |
黄金分割买点 |
买入 |
28.1281 |
23100.0 |
¥65.0万 |
|
| 2026-04-01 |
跌破0.618止损 |
卖出 |
26.323650000000004 |
23100.0 |
¥60.8万 |
止损触发 |
| 2026-08-05 |
黄金分割买点 |
买入 |
24.9 |
24300.0 |
¥60.5万 |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
23.3766 |
24300.0 |
¥56.8万 |
止损触发 |
| 2026-08-20 |
黄金分割买点 |
买入 |
23.473449999999996 |
24200.0 |
¥56.8万 |
|
| 2026-09-03 |
跌破0.618止损 |
卖出 |
22.567409999999995 |
24200.0 |
¥54.6万 |
止损触发 |