600426 华鲁恒升 — 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: ¥62.0万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -38.00%）
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 49 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 |
2015-07-01 |
2015-07-03 |
18.52405555 |
15.0849 |
¥-18.5万 |
-18.59% |
跌破0.618止损 |
| 2 |
2015-08-18 |
2015-08-19 |
17.152274138999996 |
14.99499 |
¥-10.1万 |
-12.60% |
跌破0.618止损 |
| 3 |
2015-11-09 |
2015-11-30 |
14.418724319999999 |
13.476509999999998 |
¥-4.6万 |
-6.56% |
跌破0.618止损 |
| 4 |
2015-12-02 |
2015-12-22 |
13.817944139999996 |
15.024959999999997 |
¥5.7万 |
+8.70% |
重回前高 |
| 5 |
2016-01-07 |
2016-01-08 |
13.283984 |
12.297690000000001 |
¥-5.3万 |
-7.45% |
跌破0.618止损 |
| 6 |
2016-05-12 |
2016-05-20 |
11.434849426 |
10.99899 |
¥-2.6万 |
-3.84% |
跌破0.618止损 |
| 7 |
2016-08-16 |
2016-09-29 |
10.363458104999998 |
10.95903 |
¥3.7万 |
+5.72% |
重回前高 |
| 8 |
2016-12-06 |
2016-12-14 |
11.344732399 |
12.5 |
¥6.9万 |
+10.15% |
重回前高 |
| 9 |
2017-01-16 |
2017-02-14 |
12.946812878999998 |
14.0859 |
¥6.6万 |
+8.77% |
重回前高 |
| 10 |
2017-03-10 |
2017-03-16 |
13.407411017000001 |
12.83 |
¥-3.5万 |
-4.34% |
跌破0.618止损 |
| 11 |
2017-09-12 |
2017-09-27 |
11.685174500999999 |
12.83715 |
¥7.6万 |
+9.83% |
重回前高 |
| 12 |
2017-11-24 |
2017-12-14 |
12.766578824999998 |
14.33565 |
¥10.4万 |
+12.26% |
重回前高 |
| 13 |
2018-02-08 |
2018-03-22 |
16.271129875 |
16.7832 |
¥3.0万 |
+3.12% |
跌破0.618止损 |
| 14 |
2018-04-25 |
2018-05-21 |
17.362547202 |
20.55942 |
¥18.0万 |
+18.38% |
重回前高 |
| 15 |
2018-06-11 |
2018-06-28 |
18.934588672999997 |
17.23275 |
¥-10.5万 |
-9.02% |
跌破0.618止损 |
| 16 |
2018-07-11 |
2018-07-30 |
18.023405399999998 |
18.2817 |
¥1.4万 |
+1.40% |
跌破0.618止损 |
| 17 |
2018-08-15 |
2018-08-20 |
19.164887741999998 |
17.73225 |
¥-8.1万 |
-7.50% |
跌破0.618止损 |
| 18 |
2018-08-28 |
2018-08-31 |
18.203639453999997 |
17.56242 |
¥-3.5万 |
-3.55% |
跌破0.618止损 |
| 19 |
2018-09-27 |
2018-10-17 |
16.982053087999997 |
15.8841 |
¥-6.2万 |
-6.49% |
跌破0.618止损 |
| 20 |
2019-02-12 |
2019-02-26 |
12.986864891 |
14.515469999999999 |
¥10.5万 |
+11.74% |
重回前高 |
| 21 |
2019-04-16 |
2019-05-07 |
16.170999844999997 |
14.125860000000001 |
¥-12.6万 |
-12.67% |
跌破0.618止损 |
| 22 |
2019-10-09 |
2019-10-29 |
16.401298913999998 |
16.02396 |
¥-2.0万 |
-2.33% |
跌破0.618止损 |
| 23 |
2019-11-25 |
2019-12-25 |
16.761767021999997 |
18.6813 |
¥9.8万 |
+11.42% |
重回前高 |
| 24 |
2020-02-13 |
2020-02-25 |
19.084783717999997 |
17.62236 |
¥-7.4万 |
-7.69% |
跌破0.618止损 |
| 25 |
2020-05-11 |
2020-07-07 |
17.462677231999997 |
19.9 |
¥12.3万 |
+13.92% |
重回前高 |
| 26 |
2020-10-26 |
2020-10-29 |
25.23276756 |
28.63134 |
¥13.3万 |
+13.43% |
重回前高 |
| 27 |
2021-02-26 |
2021-03-05 |
42.18478163899999 |
37.54242 |
¥-12.1万 |
-11.03% |
跌破0.618止损 |
| 28 |
2021-07-09 |
2021-07-28 |
35.185692542 |
30.889080000000003 |
¥-12.3万 |
-12.24% |
跌破0.618止损 |
| 29 |
2021-08-24 |
2021-09-28 |
34.14434023 |
33.5664 |
¥-1.5万 |
-1.72% |
跌破0.618止损 |
| 30 |
2021-12-30 |
2022-01-17 |
31.540959449999995 |
29.19078 |
¥-6.5万 |
-7.48% |
跌破0.618止损 |
| 31 |
2022-01-24 |
2022-02-23 |
30.559685155999997 |
36.1638 |
¥14.8万 |
+18.30% |
重回前高 |
| 32 |
2022-03-30 |
2022-04-19 |
32.84264983999999 |
32.27769 |
¥-1.7万 |
-1.75% |
跌破0.618止损 |
| 33 |
2022-04-20 |
2022-04-22 |
32.992844885000004 |
30.5694 |
¥-7.0万 |
-7.37% |
跌破0.618止损 |
| 34 |
2022-08-09 |
2022-08-22 |
28.797396627999998 |
27.93204 |
¥-2.7万 |
-3.03% |
跌破0.618止损 |
| 35 |
2022-08-23 |
2022-10-25 |
28.887513655 |
27.7722 |
¥-3.3万 |
-3.89% |
跌破0.618止损 |
| 36 |
2022-11-14 |
2022-11-28 |
29.207929750999998 |
31.31865 |
¥5.8万 |
+7.19% |
重回前高 |
| 37 |
2023-03-07 |
2023-03-17 |
35.836537737 |
33.866099999999996 |
¥-4.9万 |
-5.53% |
跌破0.618止损 |
| 38 |
2023-07-12 |
2023-09-25 |
31.991544584999996 |
32.21775 |
¥5,587 |
+0.68% |
跌破0.618止损 |
| 39 |
2024-02-23 |
2024-03-20 |
27.265407169 |
24.975 |
¥-7.0万 |
-8.43% |
跌破0.618止损 |
| 40 |
2024-05-22 |
2024-06-21 |
28.887513655 |
26.95302 |
¥-5.1万 |
-6.72% |
跌破0.618止损 |
| 41 |
2024-10-10 |
2024-10-17 |
24.431727319999993 |
23.15682 |
¥-3.7万 |
-5.25% |
跌破0.618止损 |
| 42 |
2025-03-12 |
2025-04-08 |
22.0286066 |
20.58 |
¥-4.5万 |
-6.60% |
跌破0.618止损 |
| 43 |
2025-04-11 |
2025-04-15 |
21.107410323999993 |
20.849130000000002 |
¥-7,777 |
-1.25% |
跌破0.618止损 |
| 44 |
2025-08-20 |
2025-08-26 |
23.530557050000002 |
26.023949999999996 |
¥6.6万 |
+10.56% |
重回前高 |
| 45 |
2025-09-23 |
2025-10-21 |
25.332897589999998 |
24.2757 |
¥-2.9万 |
-4.20% |
跌破0.618止损 |
| 46 |
2025-11-04 |
2025-11-05 |
25.663326688999994 |
24.485490000000006 |
¥-3.0万 |
-4.62% |
跌破0.618止损 |
| 47 |
2025-11-25 |
2025-12-25 |
27.565797259 |
30.74922 |
¥7.3万 |
+11.51% |
重回前高 |
| 48 |
2026-03-11 |
2026-03-25 |
37.64889128 |
34.055910000000004 |
¥-6.7万 |
-9.57% |
跌破0.618止损 |
| 49 |
2026-04-08 |
2026-04-16 |
36.54746095 |
35.49447 |
¥-1.8万 |
-2.91% |
跌破0.618止损 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-01 |
黄金分割买点 |
买入 |
18.5185 |
53700.0 |
¥99.5万 |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
15.0849 |
53700.0 |
¥81.0万 |
止损触发 |
| 2015-08-18 |
黄金分割买点 |
买入 |
17.147129999999997 |
46900.0 |
¥80.4万 |
|
| 2015-08-19 |
跌破0.618止损 |
卖出 |
14.99499 |
46900.0 |
¥70.3万 |
止损触发 |
| 2015-11-09 |
黄金分割买点 |
买入 |
14.414399999999999 |
48900.0 |
¥70.5万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
13.476509999999998 |
48900.0 |
¥65.9万 |
止损触发 |
| 2015-12-02 |
黄金分割买点 |
买入 |
13.813799999999997 |
47800.0 |
¥66.0万 |
|
| 2015-12-22 |
重回前高 |
卖出 |
15.024959999999997 |
47800.0 |
¥71.8万 |
|
| 2016-01-07 |
黄金分割买点 |
买入 |
13.28 |
53500.0 |
¥71.1万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
12.297690000000001 |
53500.0 |
¥65.8万 |
止损触发 |
| 2016-05-12 |
黄金分割买点 |
买入 |
11.43142 |
58200.0 |
¥66.6万 |
|
| 2016-05-20 |
跌破0.618止损 |
卖出 |
10.99899 |
58200.0 |
¥64.0万 |
止损触发 |
| 2016-08-16 |
黄金分割买点 |
买入 |
10.360349999999999 |
62200.0 |
¥64.5万 |
|
| 2016-09-29 |
重回前高 |
卖出 |
10.95903 |
62200.0 |
¥68.1万 |
|
| 2016-12-06 |
黄金分割买点 |
买入 |
11.34133 |
60100.0 |
¥68.2万 |
|
| 2016-12-14 |
重回前高 |
卖出 |
12.5 |
60100.0 |
¥75.1万 |
|
| 2017-01-16 |
黄金分割买点 |
买入 |
12.942929999999999 |
57900.0 |
¥75.0万 |
|
| 2017-02-14 |
重回前高 |
卖出 |
14.0859 |
57900.0 |
¥81.5万 |
|
| 2017-03-10 |
黄金分割买点 |
买入 |
13.40339 |
60700.0 |
¥81.4万 |
|
| 2017-03-16 |
跌破0.618止损 |
卖出 |
12.83 |
60700.0 |
¥77.9万 |
止损触发 |
| 2017-09-12 |
黄金分割买点 |
买入 |
11.681669999999999 |
66600.0 |
¥77.8万 |
|
| 2017-09-27 |
重回前高 |
卖出 |
12.83715 |
66600.0 |
¥85.5万 |
|
| 2017-11-24 |
黄金分割买点 |
买入 |
12.762749999999999 |
66400.0 |
¥84.8万 |
|
| 2017-12-14 |
重回前高 |
卖出 |
14.33565 |
66400.0 |
¥95.2万 |
|
| 2018-02-08 |
黄金分割买点 |
买入 |
16.26625 |
58800.0 |
¥95.7万 |
|
| 2018-03-22 |
跌破0.618止损 |
卖出 |
16.7832 |
58800.0 |
¥98.7万 |
止损触发 |
| 2018-04-25 |
黄金分割买点 |
买入 |
17.357339999999997 |
56500.0 |
¥98.1万 |
|
| 2018-05-21 |
重回前高 |
卖出 |
20.55942 |
56500.0 |
¥1.16M |
|
| 2018-06-11 |
黄金分割买点 |
买入 |
18.92891 |
61400.0 |
¥1.16M |
|
| 2018-06-28 |
跌破0.618止损 |
卖出 |
17.23275 |
61400.0 |
¥1.06M |
止损触发 |
| 2018-07-11 |
黄金分割买点 |
买入 |
18.017999999999997 |
57000.0 |
¥1.03M |
|
| 2018-07-30 |
跌破0.618止损 |
卖出 |
18.2817 |
57000.0 |
¥1.04M |
止损触发 |
| 2018-08-15 |
黄金分割买点 |
买入 |
19.159139999999997 |
56400.0 |
¥1.08M |
|
| 2018-08-20 |
跌破0.618止损 |
卖出 |
17.73225 |
56400.0 |
¥100.0万 |
止损触发 |
| 2018-08-28 |
黄金分割买点 |
买入 |
18.198179999999997 |
54800.0 |
¥99.8万 |
|
| 2018-08-31 |
跌破0.618止损 |
卖出 |
17.56242 |
54800.0 |
¥96.2万 |
止损触发 |
| 2018-09-27 |
黄金分割买点 |
买入 |
16.97696 |
56500.0 |
¥95.9万 |
|
| 2018-10-17 |
跌破0.618止损 |
卖出 |
15.8841 |
56500.0 |
¥89.7万 |
止损触发 |
| 2019-02-12 |
黄金分割买点 |
买入 |
12.98297 |
69100.0 |
¥89.7万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
14.515469999999999 |
69100.0 |
¥1.00M |
|
| 2019-04-16 |
黄金分割买点 |
买入 |
16.16615 |
61700.0 |
¥99.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
14.125860000000001 |
61700.0 |
¥87.1万 |
止损触发 |
| 2019-10-09 |
黄金分割买点 |
买入 |
16.396379999999997 |
53600.0 |
¥87.9万 |
|
| 2019-10-29 |
跌破0.618止损 |
卖出 |
16.02396 |
53600.0 |
¥85.9万 |
止损触发 |
| 2019-11-25 |
黄金分割买点 |
买入 |
16.756739999999997 |
51300.0 |
¥86.0万 |
|
| 2019-12-25 |
重回前高 |
卖出 |
18.6813 |
51300.0 |
¥95.8万 |
|
| 2020-02-13 |
黄金分割买点 |
买入 |
19.07906 |
50200.0 |
¥95.8万 |
|
| 2020-02-25 |
跌破0.618止损 |
卖出 |
17.62236 |
50200.0 |
¥88.4万 |
止损触发 |
| 2020-05-11 |
黄金分割买点 |
买入 |
17.45744 |
50600.0 |
¥88.4万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
19.9 |
50600.0 |
¥1.01M |
|
| 2020-10-26 |
黄金分割买点 |
买入 |
25.225199999999997 |
39300.0 |
¥99.2万 |
|
| 2020-10-29 |
重回前高 |
卖出 |
28.63134 |
39300.0 |
¥1.12M |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
42.172129999999996 |
26100.0 |
¥1.10M |
|
| 2021-03-05 |
跌破0.618止损 |
卖出 |
37.54242 |
26100.0 |
¥98.0万 |
止损触发 |
| 2021-07-09 |
黄金分割买点 |
买入 |
35.17514 |
28500.0 |
¥1.00M |
|
| 2021-07-28 |
跌破0.618止损 |
卖出 |
30.889080000000003 |
28500.0 |
¥88.0万 |
止损触发 |
| 2021-08-24 |
黄金分割买点 |
买入 |
34.1341 |
26300.0 |
¥89.8万 |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
33.5664 |
26300.0 |
¥88.3万 |
止损触发 |
| 2021-12-30 |
黄金分割买点 |
买入 |
31.531499999999998 |
27700.0 |
¥87.4万 |
|
| 2022-01-17 |
跌破0.618止损 |
卖出 |
29.19078 |
27700.0 |
¥80.8万 |
止损触发 |
| 2022-01-24 |
黄金分割买点 |
买入 |
30.550519999999995 |
26500.0 |
¥81.0万 |
|
| 2022-02-23 |
重回前高 |
卖出 |
36.1638 |
26500.0 |
¥95.8万 |
|
| 2022-03-30 |
黄金分割买点 |
买入 |
32.83279999999999 |
29100.0 |
¥95.6万 |
|
| 2022-04-19 |
跌破0.618止损 |
卖出 |
32.27769 |
29100.0 |
¥93.9万 |
止损触发 |
| 2022-04-20 |
黄金分割买点 |
买入 |
32.98295 |
28600.0 |
¥94.4万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
30.5694 |
28600.0 |
¥87.4万 |
止损触发 |
| 2022-08-09 |
黄金分割买点 |
买入 |
28.78876 |
30400.0 |
¥87.5万 |
|
| 2022-08-22 |
跌破0.618止损 |
卖出 |
27.93204 |
30400.0 |
¥84.9万 |
止损触发 |
| 2022-08-23 |
黄金分割买点 |
买入 |
28.878849999999996 |
29400.0 |
¥84.9万 |
|
| 2022-10-25 |
跌破0.618止损 |
卖出 |
27.7722 |
29400.0 |
¥81.6万 |
止损触发 |
| 2022-11-14 |
黄金分割买点 |
买入 |
29.19917 |
27800.0 |
¥81.2万 |
|
| 2022-11-28 |
重回前高 |
卖出 |
31.31865 |
27800.0 |
¥87.0万 |
|
| 2023-03-07 |
黄金分割买点 |
买入 |
35.82579 |
24500.0 |
¥87.8万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
33.866099999999996 |
24500.0 |
¥82.9万 |
止损触发 |
| 2023-07-12 |
黄金分割买点 |
买入 |
31.981949999999994 |
25800.0 |
¥82.5万 |
|
| 2023-09-25 |
跌破0.618止损 |
卖出 |
32.21775 |
25800.0 |
¥83.1万 |
止损触发 |
| 2024-02-23 |
黄金分割买点 |
买入 |
27.257229999999996 |
30600.0 |
¥83.4万 |
|
| 2024-03-20 |
跌破0.618止损 |
卖出 |
24.975 |
30600.0 |
¥76.4万 |
止损触发 |
| 2024-05-22 |
黄金分割买点 |
买入 |
28.87885 |
26400.0 |
¥76.3万 |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
26.95302 |
26400.0 |
¥71.1万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
24.424399999999995 |
29100.0 |
¥71.1万 |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
23.15682 |
29100.0 |
¥67.4万 |
止损触发 |
| 2025-03-12 |
黄金分割买点 |
买入 |
22.022 |
30600.0 |
¥67.4万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
20.58 |
30600.0 |
¥63.0万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
21.101079999999996 |
29400.0 |
¥62.1万 |
|
| 2025-04-15 |
跌破0.618止损 |
卖出 |
20.849130000000002 |
29400.0 |
¥61.3万 |
止损触发 |
| 2025-08-20 |
黄金分割买点 |
买入 |
23.5235 |
26500.0 |
¥62.4万 |
|
| 2025-08-26 |
重回前高 |
卖出 |
26.023949999999996 |
26500.0 |
¥68.9万 |
|
| 2025-09-23 |
黄金分割买点 |
买入 |
25.3253 |
27000.0 |
¥68.4万 |
|
| 2025-10-21 |
跌破0.618止损 |
卖出 |
24.2757 |
27000.0 |
¥65.5万 |
止损触发 |
| 2025-11-04 |
黄金分割买点 |
买入 |
25.655629999999995 |
25400.0 |
¥65.2万 |
|
| 2025-11-05 |
跌破0.618止损 |
卖出 |
24.485490000000006 |
25400.0 |
¥62.2万 |
止损触发 |
| 2025-11-25 |
黄金分割买点 |
买入 |
27.55753 |
22900.0 |
¥63.1万 |
|
| 2025-12-25 |
重回前高 |
卖出 |
30.74922 |
22900.0 |
¥70.4万 |
|
| 2026-03-11 |
黄金分割买点 |
买入 |
37.6376 |
18600.0 |
¥70.0万 |
|
| 2026-03-25 |
跌破0.618止损 |
卖出 |
34.055910000000004 |
18600.0 |
¥63.3万 |
止损触发 |
| 2026-04-08 |
黄金分割买点 |
买入 |
36.5365 |
16500.0 |
¥60.3万 |
|
| 2026-04-16 |
跌破0.618止损 |
卖出 |
35.49447 |
16500.0 |
¥58.5万 |
止损触发 |