600438 通威股份 — 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: ¥5.52M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +451.74%）
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 44 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 |
2015-11-02 |
2015-12-28 |
11.795317533999997 |
15.014969999999998 |
¥26.3万 |
+27.26% |
重回前高 |
| 2 |
2016-01-05 |
2016-01-08 |
12.115733629999998 |
11.79819 |
¥-3.1万 |
-2.65% |
跌破0.618止损 |
| 3 |
2016-08-26 |
2016-09-02 |
6.518464952999998 |
6.2537400000000005 |
¥-5.0万 |
-4.09% |
跌破0.618止损 |
| 4 |
2016-12-27 |
2017-01-11 |
6.558516964999998 |
6.24375 |
¥-5.7万 |
-4.83% |
跌破0.618止损 |
| 5 |
2017-03-14 |
2017-03-31 |
6.558516964999998 |
6.18 |
¥-6.5万 |
-5.80% |
跌破0.618止损 |
| 6 |
2017-07-04 |
2017-07-18 |
5.947723782 |
5.724270000000001 |
¥-4.0万 |
-3.79% |
跌破0.618止损 |
| 7 |
2017-07-20 |
2017-08-01 |
5.977762790999999 |
7.232760000000001 |
¥21.4万 |
+20.96% |
重回前高 |
| 8 |
2017-12-01 |
2018-01-18 |
11.214563359999998 |
11.12886 |
¥-9,732 |
-0.79% |
跌破0.618止损 |
| 9 |
2018-01-24 |
2018-02-02 |
12.41612372 |
10.989 |
¥-14.0万 |
-11.52% |
跌破0.618止损 |
| 10 |
2018-04-19 |
2018-05-08 |
10.964238284999999 |
13.17681 |
¥21.6万 |
+20.14% |
重回前高 |
| 11 |
2018-09-06 |
2018-09-20 |
6.528477955999999 |
6.26373 |
¥-5.2万 |
-4.08% |
跌破0.618止损 |
| 12 |
2018-10-08 |
2018-10-11 |
6.548503961999998 |
5.9840100000000005 |
¥-10.5万 |
-8.65% |
跌破0.618止损 |
| 13 |
2018-10-31 |
2018-11-06 |
6.137970839 |
7.9620299999999995 |
¥33.8万 |
+29.68% |
重回前高 |
| 14 |
2019-01-04 |
2019-02-12 |
7.820155342999999 |
10.86912 |
¥56.6万 |
+38.95% |
重回前高 |
| 15 |
2019-03-08 |
2019-07-05 |
11.424836422999999 |
14.32566 |
¥51.4万 |
+25.35% |
跌破0.618止损 |
| 16 |
2019-09-18 |
2019-09-26 |
14.388685310999996 |
13.376610000000001 |
¥-18.0万 |
-7.06% |
跌破0.618止损 |
| 17 |
2019-12-04 |
2020-01-03 |
13.677762097999997 |
14.165820000000002 |
¥8.4万 |
+3.54% |
重回前高 |
| 18 |
2020-02-03 |
2020-02-04 |
12.205850657 |
12.18 |
¥-5,349 |
-0.24% |
跌破0.618止损 |
| 19 |
2020-03-09 |
2020-03-10 |
16.354905000000002 |
15.00498 |
¥-19.7万 |
-8.28% |
跌破0.618止损 |
| 20 |
2020-09-11 |
2020-10-12 |
22.278931674999995 |
29.960009999999997 |
¥76.8万 |
+34.44% |
重回前高 |
| 21 |
2020-10-22 |
2020-12-24 |
27.685953294999997 |
38.1618 |
¥1.13M |
+37.80% |
重回前高 |
| 22 |
2021-03-04 |
2021-03-08 |
41.163455332999995 |
37.492470000000004 |
¥-35.4万 |
-8.95% |
跌破0.618止损 |
| 23 |
2021-05-25 |
2021-06-17 |
40.001946985000004 |
33.56 |
¥-60.6万 |
-16.13% |
跌破0.618止损 |
| 24 |
2021-06-23 |
2021-06-30 |
35.606238667999996 |
42.4575 |
¥61.3万 |
+19.21% |
重回前高 |
| 25 |
2021-07-20 |
2021-08-05 |
39.050711699999994 |
49.95 |
¥1.05M |
+27.87% |
重回前高 |
| 26 |
2021-10-12 |
2021-11-08 |
51.66709547999999 |
49.67027999999999 |
¥-18.9万 |
-3.89% |
跌破0.618止损 |
| 27 |
2022-02-24 |
2022-04-12 |
42.05461259999999 |
38.961 |
¥-33.6万 |
-7.38% |
跌破0.618止损 |
| 28 |
2022-05-19 |
2022-06-06 |
41.35370238999999 |
46.98297 |
¥57.8万 |
+13.58% |
重回前高 |
| 29 |
2022-07-29 |
2022-08-04 |
54.000125179 |
50.499449999999996 |
¥-31.8万 |
-6.51% |
跌破0.618止损 |
| 30 |
2022-08-25 |
2022-08-31 |
58.12548241499999 |
55.184760000000004 |
¥-23.2万 |
-5.09% |
跌破0.618止损 |
| 31 |
2023-02-22 |
2023-03-13 |
41.45383241999999 |
39.09 |
¥-24.7万 |
-5.73% |
跌破0.618止损 |
| 32 |
2023-08-07 |
2023-08-16 |
35.566186656 |
32.97699 |
¥-30.0万 |
-7.31% |
跌破0.618止损 |
| 33 |
2024-01-17 |
2024-01-30 |
26.0078 |
24.22575 |
¥-26.1万 |
-6.88% |
跌破0.618止损 |
| 34 |
2024-03-25 |
2024-03-28 |
25.453053626 |
24.625349999999997 |
¥-11.6万 |
-3.28% |
跌破0.618止损 |
| 35 |
2024-09-04 |
2024-09-24 |
18.994666691 |
17.5824 |
¥-25.5万 |
-7.46% |
跌破0.618止损 |
| 36 |
2024-09-26 |
2024-09-30 |
18.343821496 |
21.778200000000002 |
¥59.2万 |
+18.69% |
重回前高 |
| 37 |
2024-10-11 |
2024-10-18 |
21.42782641999999 |
19.89009 |
¥-27.0万 |
-7.20% |
跌破0.618止损 |
| 38 |
2024-10-22 |
2024-10-28 |
21.728216509999996 |
28.951019999999996 |
¥1.16M |
+33.20% |
重回前高 |
| 39 |
2024-11-25 |
2024-12-23 |
25.713391703999996 |
22.5774 |
¥-56.2万 |
-12.22% |
跌破0.618止损 |
| 40 |
2025-08-15 |
2025-09-08 |
19.505329844 |
24.3756 |
¥1.02M |
+24.93% |
重回前高 |
| 41 |
2025-09-23 |
2025-10-17 |
21.097397320999995 |
24.7752 |
¥88.0万 |
+17.40% |
重回前高 |
| 42 |
2025-10-23 |
2025-11-24 |
22.339009692999994 |
23.10687 |
¥20.2万 |
+3.41% |
跌破0.618止损 |
| 43 |
2026-08-13 |
2026-08-20 |
13.417424019999999 |
12.30768 |
¥-51.0万 |
-8.30% |
跌破0.618止损 |
| 44 |
2026-11-06 |
2026-11-12 |
12.075681617999999 |
11.698290000000002 |
¥-17.4万 |
-3.15% |
跌破0.618止损 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-11-02 |
黄金分割买点 |
买入 |
11.791779999999997 |
81700.0 |
¥96.4万 |
|
| 2015-12-28 |
重回前高 |
卖出 |
15.014969999999998 |
81700.0 |
¥1.23M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
12.112099999999998 |
97600.0 |
¥1.18M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
11.79819 |
97600.0 |
¥1.15M |
止损触发 |
| 2016-08-26 |
黄金分割买点 |
买入 |
6.5165099999999985 |
186200.0 |
¥1.21M |
|
| 2016-09-02 |
跌破0.618止损 |
卖出 |
6.2537400000000005 |
186200.0 |
¥1.16M |
止损触发 |
| 2016-12-27 |
黄金分割买点 |
买入 |
6.556549999999999 |
179800.0 |
¥1.18M |
|
| 2017-01-11 |
跌破0.618止损 |
卖出 |
6.24375 |
179800.0 |
¥1.12M |
止损触发 |
| 2017-03-14 |
黄金分割买点 |
买入 |
6.556549999999998 |
171400.0 |
¥1.12M |
|
| 2017-03-31 |
跌破0.618止损 |
卖出 |
6.18 |
171400.0 |
¥1.06M |
止损触发 |
| 2017-07-04 |
黄金分割买点 |
买入 |
5.945939999999999 |
176600.0 |
¥1.05M |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
5.724270000000001 |
176600.0 |
¥1.01M |
止损触发 |
| 2017-07-20 |
黄金分割买点 |
买入 |
5.975969999999999 |
170500.0 |
¥1.02M |
|
| 2017-08-01 |
重回前高 |
卖出 |
7.232760000000001 |
170500.0 |
¥1.23M |
|
| 2017-12-01 |
黄金分割买点 |
买入 |
11.211199999999996 |
109300.0 |
¥1.23M |
|
| 2018-01-18 |
跌破0.618止损 |
卖出 |
11.12886 |
109300.0 |
¥1.22M |
止损触发 |
| 2018-01-24 |
黄金分割买点 |
买入 |
12.4124 |
98100.0 |
¥1.22M |
|
| 2018-02-02 |
跌破0.618止损 |
卖出 |
10.989 |
98100.0 |
¥1.08M |
止损触发 |
| 2018-04-19 |
黄金分割买点 |
买入 |
10.960949999999999 |
97800.0 |
¥1.07M |
|
| 2018-05-08 |
重回前高 |
卖出 |
13.17681 |
97800.0 |
¥1.29M |
|
| 2018-09-06 |
黄金分割买点 |
买入 |
6.526519999999999 |
196200.0 |
¥1.28M |
|
| 2018-09-20 |
跌破0.618止损 |
卖出 |
6.26373 |
196200.0 |
¥1.23M |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
6.5465399999999985 |
186300.0 |
¥1.22M |
|
| 2018-10-11 |
跌破0.618止损 |
卖出 |
5.9840100000000005 |
186300.0 |
¥1.11M |
止损触发 |
| 2018-10-31 |
黄金分割买点 |
买入 |
6.13613 |
185600.0 |
¥1.14M |
|
| 2018-11-06 |
重回前高 |
卖出 |
7.9620299999999995 |
185600.0 |
¥1.48M |
|
| 2019-01-04 |
黄金分割买点 |
买入 |
7.817809999999999 |
185700.0 |
¥1.45M |
|
| 2019-02-12 |
重回前高 |
卖出 |
10.86912 |
185700.0 |
¥2.02M |
|
| 2019-03-08 |
黄金分割买点 |
买入 |
11.421409999999998 |
177500.0 |
¥2.03M |
|
| 2019-07-05 |
跌破0.618止损 |
卖出 |
14.32566 |
177500.0 |
¥2.54M |
止损触发 |
| 2019-09-18 |
黄金分割买点 |
买入 |
14.384369999999997 |
177300.0 |
¥2.55M |
|
| 2019-09-26 |
跌破0.618止损 |
卖出 |
13.376610000000001 |
177300.0 |
¥2.37M |
止损触发 |
| 2019-12-04 |
黄金分割买点 |
买入 |
13.673659999999998 |
173200.0 |
¥2.37M |
|
| 2020-01-03 |
重回前高 |
卖出 |
14.165820000000002 |
173200.0 |
¥2.45M |
|
| 2020-02-03 |
黄金分割买点 |
买入 |
12.202189999999998 |
181300.0 |
¥2.21M |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
12.18 |
181300.0 |
¥2.21M |
止损触发 |
| 2020-03-09 |
黄金分割买点 |
买入 |
16.35 |
145300.0 |
¥2.38M |
|
| 2020-03-10 |
跌破0.618止损 |
卖出 |
15.00498 |
145300.0 |
¥2.18M |
止损触发 |
| 2020-09-11 |
黄金分割买点 |
买入 |
22.272249999999996 |
100100.0 |
¥2.23M |
|
| 2020-10-12 |
重回前高 |
卖出 |
29.960009999999997 |
100100.0 |
¥3.00M |
|
| 2020-10-22 |
黄金分割买点 |
买入 |
27.67765 |
107700.0 |
¥2.98M |
|
| 2020-12-24 |
重回前高 |
卖出 |
38.1618 |
107700.0 |
¥4.11M |
|
| 2021-03-04 |
黄金分割买点 |
买入 |
41.151109999999996 |
96100.0 |
¥3.96M |
|
| 2021-03-08 |
跌破0.618止损 |
卖出 |
37.492470000000004 |
96100.0 |
¥3.60M |
止损触发 |
| 2021-05-25 |
黄金分割买点 |
买入 |
39.98995 |
93900.0 |
¥3.76M |
|
| 2021-06-17 |
跌破0.618止损 |
卖出 |
33.56 |
93900.0 |
¥3.15M |
止损触发 |
| 2021-06-23 |
黄金分割买点 |
买入 |
35.59556 |
89700.0 |
¥3.19M |
|
| 2021-06-30 |
重回前高 |
卖出 |
42.4575 |
89700.0 |
¥3.81M |
|
| 2021-07-20 |
黄金分割买点 |
买入 |
39.038999999999994 |
96100.0 |
¥3.75M |
|
| 2021-08-05 |
重回前高 |
卖出 |
49.95 |
96100.0 |
¥4.80M |
|
| 2021-10-12 |
黄金分割买点 |
买入 |
51.651599999999995 |
93900.0 |
¥4.85M |
|
| 2021-11-08 |
跌破0.618止损 |
卖出 |
49.67027999999999 |
93900.0 |
¥4.66M |
止损触发 |
| 2022-02-24 |
黄金分割买点 |
买入 |
42.041999999999994 |
108200.0 |
¥4.55M |
|
| 2022-04-12 |
跌破0.618止损 |
卖出 |
38.961 |
108200.0 |
¥4.21M |
止损触发 |
| 2022-05-19 |
黄金分割买点 |
买入 |
41.34129999999999 |
102900.0 |
¥4.26M |
|
| 2022-06-06 |
重回前高 |
卖出 |
46.98297 |
102900.0 |
¥4.83M |
|
| 2022-07-29 |
黄金分割买点 |
买入 |
53.98393 |
90400.0 |
¥4.88M |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
50.499449999999996 |
90400.0 |
¥4.56M |
止损触发 |
| 2022-08-25 |
黄金分割买点 |
买入 |
58.10804999999999 |
78300.0 |
¥4.55M |
|
| 2022-08-31 |
跌破0.618止损 |
卖出 |
55.184760000000004 |
78300.0 |
¥4.32M |
止损触发 |
| 2023-02-22 |
黄金分割买点 |
买入 |
41.44139999999999 |
103900.0 |
¥4.31M |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
39.09 |
103900.0 |
¥4.06M |
止损触发 |
| 2023-08-07 |
黄金分割买点 |
买入 |
35.55552 |
115400.0 |
¥4.10M |
|
| 2023-08-16 |
跌破0.618止损 |
卖出 |
32.97699 |
115400.0 |
¥3.80M |
止损触发 |
| 2024-01-17 |
黄金分割买点 |
买入 |
26.0 |
146000.0 |
¥3.80M |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
24.22575 |
146000.0 |
¥3.54M |
止损触发 |
| 2024-03-25 |
黄金分割买点 |
买入 |
25.44542 |
138600.0 |
¥3.53M |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
24.625349999999997 |
138600.0 |
¥3.41M |
止损触发 |
| 2024-09-04 |
黄金分割买点 |
买入 |
18.98897 |
180200.0 |
¥3.42M |
|
| 2024-09-24 |
跌破0.618止损 |
卖出 |
17.5824 |
180200.0 |
¥3.17M |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
18.33832 |
172800.0 |
¥3.17M |
|
| 2024-09-30 |
重回前高 |
卖出 |
21.778200000000002 |
172800.0 |
¥3.76M |
|
| 2024-10-11 |
黄金分割买点 |
买入 |
21.421399999999995 |
174600.0 |
¥3.74M |
|
| 2024-10-18 |
跌破0.618止损 |
卖出 |
19.89009 |
174600.0 |
¥3.47M |
止损触发 |
| 2024-10-22 |
黄金分割买点 |
买入 |
21.7217 |
161200.0 |
¥3.50M |
|
| 2024-10-28 |
重回前高 |
卖出 |
28.951019999999996 |
161200.0 |
¥4.67M |
|
| 2024-11-25 |
黄金分割买点 |
买入 |
25.705679999999997 |
178900.0 |
¥4.60M |
|
| 2024-12-23 |
跌破0.618止损 |
卖出 |
22.5774 |
178900.0 |
¥4.04M |
止损触发 |
| 2025-08-15 |
黄金分割买点 |
买入 |
19.49948 |
209000.0 |
¥4.08M |
|
| 2025-09-08 |
重回前高 |
卖出 |
24.3756 |
209000.0 |
¥5.09M |
|
| 2025-09-23 |
黄金分割买点 |
买入 |
21.09107 |
239700.0 |
¥5.06M |
|
| 2025-10-17 |
重回前高 |
卖出 |
24.7752 |
239700.0 |
¥5.94M |
|
| 2025-10-23 |
黄金分割买点 |
买入 |
22.332309999999996 |
266100.0 |
¥5.94M |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
23.10687 |
266100.0 |
¥6.15M |
止损触发 |
| 2026-08-13 |
黄金分割买点 |
买入 |
13.4134 |
458200.0 |
¥6.15M |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
12.30768 |
458200.0 |
¥5.64M |
止损触发 |
| 2026-11-06 |
黄金分割买点 |
买入 |
12.072059999999999 |
457800.0 |
¥5.53M |
|
| 2026-11-12 |
跌破0.618止损 |
卖出 |
11.698290000000002 |
457800.0 |
¥5.35M |
止损触发 |