600570 恒生电子 — 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: ¥1.16M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +16.26%）
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 48 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 |
2015-04-29 |
2015-06-04 |
106.1378318 |
154.81503 |
¥44.3万 |
+45.82% |
重回前高 |
| 2 |
2015-06-17 |
2015-06-26 |
138.88035160999996 |
117.83205 |
¥-21.7万 |
-15.18% |
跌破0.618止损 |
| 3 |
2015-10-21 |
2015-11-10 |
72.0216 |
79.3206 |
¥12.3万 |
+10.10% |
重回前高 |
| 4 |
2015-11-30 |
2016-01-05 |
64.96436346399999 |
49.49 |
¥-31.9万 |
-23.84% |
跌破0.618止损 |
| 5 |
2016-04-22 |
2016-07-28 |
51.07632830299999 |
57.942 |
¥13.6万 |
+13.41% |
跌破0.618止损 |
| 6 |
2016-08-23 |
2016-08-26 |
62.18074863 |
60.12981 |
¥-3.7万 |
-3.33% |
跌破0.618止损 |
| 7 |
2017-07-13 |
2017-07-18 |
43.146029926999994 |
38.341620000000006 |
¥-12.5万 |
-11.16% |
跌破0.618止损 |
| 8 |
2017-07-31 |
2017-11-24 |
42.084651609 |
49.4505 |
¥17.3万 |
+17.47% |
跌破0.618止损 |
| 9 |
2018-01-15 |
2018-01-18 |
49.95487196699999 |
47.942009999999996 |
¥-4.6万 |
-4.06% |
跌破0.618止损 |
| 10 |
2018-01-23 |
2018-02-06 |
50.36540508999999 |
46.253699999999995 |
¥-9.2万 |
-8.19% |
跌破0.618止损 |
| 11 |
2018-03-26 |
2018-03-28 |
48.663194579999995 |
57.52241999999999 |
¥18.6万 |
+18.17% |
重回前高 |
| 12 |
2018-05-30 |
2018-06-19 |
58.105456409 |
51.79815 |
¥-13.0万 |
-10.88% |
跌破0.618止损 |
| 13 |
2018-08-24 |
2018-10-12 |
53.339266980999994 |
46.62333 |
¥-13.7万 |
-12.62% |
跌破0.618止损 |
| 14 |
2018-10-24 |
2018-10-29 |
51.837316531 |
47.4525 |
¥-8.1万 |
-8.49% |
跌破0.618止损 |
| 15 |
2018-11-07 |
2018-11-09 |
50.76592520999999 |
48.91104 |
¥-3.2万 |
-3.68% |
跌破0.618止损 |
| 16 |
2019-01-02 |
2019-02-11 |
51.795533999999996 |
66.933 |
¥24.3万 |
+29.19% |
重回前高 |
| 17 |
2019-04-23 |
2019-05-07 |
86.502332917 |
75.31461 |
¥-13.9万 |
-12.96% |
跌破0.618止损 |
| 18 |
2019-08-02 |
2019-08-06 |
69.28998075999999 |
64.98495 |
¥-5.7万 |
-6.24% |
跌破0.618止损 |
| 19 |
2019-08-09 |
2019-08-20 |
66.28607986 |
71.8281 |
¥7.4万 |
+8.33% |
重回前高 |
| 20 |
2019-09-27 |
2019-11-19 |
74.747067395 |
75.11480999999999 |
¥4,453 |
+0.46% |
跌破0.618止损 |
| 21 |
2019-12-18 |
2019-12-24 |
80.22418003599999 |
76.3236 |
¥-4.7万 |
-4.89% |
跌破0.618止损 |
| 22 |
2020-01-07 |
2020-02-19 |
80.15408901499998 |
98.7012 |
¥21.1万 |
+23.10% |
重回前高 |
| 23 |
2020-03-10 |
2020-03-17 |
91.11832729999999 |
86.4135 |
¥-5.9万 |
-5.19% |
跌破0.618止损 |
| 24 |
2020-04-20 |
2020-06-02 |
95.12352849999998 |
111.25863000000001 |
¥18.0万 |
+16.93% |
重回前高 |
| 25 |
2020-06-23 |
2020-09-10 |
97.616766247 |
101.14875 |
¥4.4万 |
+3.59% |
跌破0.618止损 |
| 26 |
2021-01-08 |
2021-01-27 |
98.39778048099997 |
93.3066 |
¥-6.8万 |
-5.20% |
跌破0.618止损 |
| 27 |
2021-02-22 |
2021-02-25 |
98.307663454 |
93.84606 |
¥-5.6万 |
-4.57% |
跌破0.618止损 |
| 28 |
2021-05-21 |
2021-05-26 |
92.510134717 |
98.86103999999999 |
¥8.0万 |
+6.83% |
重回前高 |
| 29 |
2021-06-02 |
2021-06-04 |
92.22977063299999 |
87.4125 |
¥-6.6万 |
-5.25% |
跌破0.618止损 |
| 30 |
2021-06-16 |
2021-06-21 |
90.11702699999998 |
85.5144 |
¥-6.1万 |
-5.14% |
跌破0.618止损 |
| 31 |
2021-06-30 |
2021-07-06 |
92.02951057299998 |
85.81410000000001 |
¥-7.6万 |
-6.78% |
跌破0.618止损 |
| 32 |
2021-10-19 |
2021-11-01 |
57.224312144999985 |
63.38655 |
¥11.3万 |
+10.74% |
重回前高 |
| 33 |
2021-11-22 |
2022-01-10 |
58.62613256499999 |
58.6413 |
¥-48 |
-0.00% |
跌破0.618止损 |
| 34 |
2022-06-07 |
2022-08-19 |
42.254872660000004 |
30.988979999999998 |
¥-31.0万 |
-26.68% |
跌破0.618止损 |
| 35 |
2022-10-28 |
2023-01-20 |
37.428605214 |
46.20375 |
¥20.0万 |
+23.41% |
重回前高 |
| 36 |
2023-02-21 |
2023-04-03 |
44.83822743399999 |
53.946 |
¥21.4万 |
+20.28% |
重回前高 |
| 37 |
2023-04-14 |
2023-04-24 |
50.745899204 |
48.83112 |
¥-4.8万 |
-3.80% |
跌破0.618止损 |
| 38 |
2023-06-21 |
2023-06-27 |
49.774637913 |
45.06489 |
¥-11.3万 |
-9.49% |
跌破0.618止损 |
| 39 |
2024-03-05 |
2024-03-28 |
24.642000382999992 |
21.978 |
¥-11.9万 |
-10.84% |
跌破0.618止损 |
| 40 |
2024-11-26 |
2025-01-02 |
28.136538429999998 |
27.65232 |
¥-1.7万 |
-1.75% |
跌破0.618止损 |
| 41 |
2025-03-05 |
2025-03-24 |
31.040309299999997 |
29.28069 |
¥-5.5万 |
-5.70% |
跌破0.618止损 |
| 42 |
2025-06-16 |
2025-07-30 |
27.786083324999996 |
38.45151 |
¥35.1万 |
+38.34% |
重回前高 |
| 43 |
2025-09-08 |
2025-09-19 |
34.644990379999996 |
33.975989999999996 |
¥-2.5万 |
-1.96% |
跌破0.618止损 |
| 44 |
2026-01-07 |
2026-01-13 |
31.529456 |
34.35561 |
¥11.0万 |
+8.93% |
重回前高 |
| 45 |
2026-01-21 |
2026-02-02 |
32.24186966 |
30.869100000000003 |
¥-5.7万 |
-4.29% |
跌破0.618止损 |
| 46 |
2026-05-12 |
2026-05-15 |
27.926265367 |
26.70327 |
¥-5.7万 |
-4.41% |
跌破0.618止损 |
| 47 |
2026-09-02 |
2026-09-04 |
22.078671614999998 |
21.69828 |
¥-2.2万 |
-1.75% |
跌破0.618止损 |
| 48 |
2026-11-05 |
2026-11-13 |
21.487904437999997 |
20.49 |
¥-5.7万 |
-4.67% |
强平 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-29 |
黄金分割买点 |
买入 |
106.106 |
9100.0 |
¥96.6万 |
|
| 2015-06-04 |
重回前高 |
卖出 |
154.81503 |
9100.0 |
¥1.41M |
|
| 2015-06-17 |
黄金分割买点 |
买入 |
138.83869999999996 |
10300.0 |
¥1.43M |
|
| 2015-06-26 |
跌破0.618止损 |
卖出 |
117.83205 |
10300.0 |
¥1.21M |
止损触发 |
| 2015-10-21 |
黄金分割买点 |
买入 |
72.0 |
16900.0 |
¥1.22M |
|
| 2015-11-10 |
重回前高 |
卖出 |
79.3206 |
16900.0 |
¥1.34M |
|
| 2015-11-30 |
黄金分割买点 |
买入 |
64.94487999999998 |
20600.0 |
¥1.34M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
49.49 |
20600.0 |
¥1.02M |
止损触发 |
| 2016-04-22 |
黄金分割买点 |
买入 |
51.06100999999999 |
19900.0 |
¥1.02M |
|
| 2016-07-28 |
跌破0.618止损 |
卖出 |
57.942 |
19900.0 |
¥1.15M |
止损触发 |
| 2016-08-23 |
黄金分割买点 |
买入 |
62.1621 |
18100.0 |
¥1.13M |
|
| 2016-08-26 |
跌破0.618止损 |
卖出 |
60.12981 |
18100.0 |
¥1.09M |
止损触发 |
| 2017-07-13 |
黄金分割买点 |
买入 |
43.133089999999996 |
26000.0 |
¥1.12M |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
38.341620000000006 |
26000.0 |
¥99.7万 |
止损触发 |
| 2017-07-31 |
黄金分割买点 |
买入 |
42.07203 |
23500.0 |
¥98.9万 |
|
| 2017-11-24 |
跌破0.618止损 |
卖出 |
49.4505 |
23500.0 |
¥1.16M |
止损触发 |
| 2018-01-15 |
黄金分割买点 |
买入 |
49.93988999999999 |
22800.0 |
¥1.14M |
|
| 2018-01-18 |
跌破0.618止损 |
卖出 |
47.942009999999996 |
22800.0 |
¥1.09M |
止损触发 |
| 2018-01-23 |
黄金分割买点 |
买入 |
50.35029999999998 |
22200.0 |
¥1.12M |
|
| 2018-02-06 |
跌破0.618止损 |
卖出 |
46.253699999999995 |
22200.0 |
¥1.03M |
止损触发 |
| 2018-03-26 |
黄金分割买点 |
买入 |
48.648599999999995 |
21000.0 |
¥1.02M |
|
| 2018-03-28 |
重回前高 |
卖出 |
57.52241999999999 |
21000.0 |
¥1.21M |
|
| 2018-05-30 |
黄金分割买点 |
买入 |
58.088029999999996 |
20500.0 |
¥1.19M |
|
| 2018-06-19 |
跌破0.618止损 |
卖出 |
51.79815 |
20500.0 |
¥1.06M |
止损触发 |
| 2018-08-24 |
黄金分割买点 |
买入 |
53.323269999999994 |
20300.0 |
¥1.08M |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
46.62333 |
20300.0 |
¥94.6万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
51.82177 |
18400.0 |
¥95.4万 |
|
| 2018-10-29 |
跌破0.618止损 |
卖出 |
47.4525 |
18400.0 |
¥87.3万 |
止损触发 |
| 2018-11-07 |
黄金分割买点 |
买入 |
50.750699999999995 |
17100.0 |
¥86.8万 |
|
| 2018-11-09 |
跌破0.618止损 |
卖出 |
48.91104 |
17100.0 |
¥83.6万 |
止损触发 |
| 2019-01-02 |
黄金分割买点 |
买入 |
51.78 |
16100.0 |
¥83.4万 |
|
| 2019-02-11 |
重回前高 |
卖出 |
66.933 |
16100.0 |
¥1.08M |
|
| 2019-04-23 |
黄金分割买点 |
买入 |
86.47639000000001 |
12400.0 |
¥1.07M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
75.31461 |
12400.0 |
¥93.4万 |
止损触发 |
| 2019-08-02 |
黄金分割买点 |
买入 |
69.2692 |
13200.0 |
¥91.5万 |
|
| 2019-08-06 |
跌破0.618止损 |
卖出 |
64.98495 |
13200.0 |
¥85.8万 |
止损触发 |
| 2019-08-09 |
黄金分割买点 |
买入 |
66.2662 |
13400.0 |
¥88.8万 |
|
| 2019-08-20 |
重回前高 |
卖出 |
71.8281 |
13400.0 |
¥96.2万 |
|
| 2019-09-27 |
黄金分割买点 |
买入 |
74.72465 |
12900.0 |
¥96.4万 |
|
| 2019-11-19 |
跌破0.618止损 |
卖出 |
75.11480999999999 |
12900.0 |
¥96.9万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
80.20012 |
12000.0 |
¥96.3万 |
|
| 2019-12-24 |
跌破0.618止损 |
卖出 |
76.3236 |
12000.0 |
¥91.6万 |
止损触发 |
| 2020-01-07 |
黄金分割买点 |
买入 |
80.13004999999998 |
11400.0 |
¥91.4万 |
|
| 2020-02-19 |
重回前高 |
卖出 |
98.7012 |
11400.0 |
¥1.12M |
|
| 2020-03-10 |
黄金分割买点 |
买入 |
91.091 |
12400.0 |
¥1.13M |
|
| 2020-03-17 |
跌破0.618止损 |
卖出 |
86.4135 |
12400.0 |
¥1.07M |
止损触发 |
| 2020-04-20 |
黄金分割买点 |
买入 |
95.09499999999998 |
11200.0 |
¥1.07M |
|
| 2020-06-02 |
重回前高 |
卖出 |
111.25863000000001 |
11200.0 |
¥1.25M |
|
| 2020-06-23 |
黄金分割买点 |
买入 |
97.58748999999999 |
12700.0 |
¥1.24M |
|
| 2020-09-10 |
跌破0.618止损 |
卖出 |
101.14875 |
12700.0 |
¥1.28M |
止损触发 |
| 2021-01-08 |
黄金分割买点 |
买入 |
98.36826999999997 |
13200.0 |
¥1.30M |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
93.3066 |
13200.0 |
¥1.23M |
止损触发 |
| 2021-02-22 |
黄金分割买点 |
买入 |
98.27818 |
12500.0 |
¥1.23M |
|
| 2021-02-25 |
跌破0.618止损 |
卖出 |
93.84606 |
12500.0 |
¥1.17M |
止损触发 |
| 2021-05-21 |
黄金分割买点 |
买入 |
92.48239 |
12700.0 |
¥1.17M |
|
| 2021-05-26 |
重回前高 |
卖出 |
98.86103999999999 |
12700.0 |
¥1.26M |
|
| 2021-06-02 |
黄金分割买点 |
买入 |
92.20210999999998 |
13600.0 |
¥1.25M |
|
| 2021-06-04 |
跌破0.618止损 |
卖出 |
87.4125 |
13600.0 |
¥1.19M |
止损触发 |
| 2021-06-16 |
黄金分割买点 |
买入 |
90.08999999999999 |
13100.0 |
¥1.18M |
|
| 2021-06-21 |
跌破0.618止损 |
卖出 |
85.5144 |
13100.0 |
¥1.12M |
止损触发 |
| 2021-06-30 |
黄金分割买点 |
买入 |
92.00190999999998 |
12100.0 |
¥1.11M |
|
| 2021-07-06 |
跌破0.618止损 |
卖出 |
85.81410000000001 |
12100.0 |
¥1.04M |
止损触发 |
| 2021-10-19 |
黄金分割买点 |
买入 |
57.20714999999999 |
18400.0 |
¥1.05M |
|
| 2021-11-01 |
重回前高 |
卖出 |
63.38655 |
18400.0 |
¥1.17M |
|
| 2021-11-22 |
黄金分割买点 |
买入 |
58.60854999999999 |
19800.0 |
¥1.16M |
|
| 2022-01-10 |
跌破0.618止损 |
卖出 |
58.6413 |
19800.0 |
¥1.16M |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
42.2422 |
27500.0 |
¥1.16M |
|
| 2022-08-19 |
跌破0.618止损 |
卖出 |
30.988979999999998 |
27500.0 |
¥85.2万 |
止损触发 |
| 2022-10-28 |
黄金分割买点 |
买入 |
37.41738 |
22800.0 |
¥85.3万 |
|
| 2023-01-20 |
重回前高 |
卖出 |
46.20375 |
22800.0 |
¥1.05M |
|
| 2023-02-21 |
黄金分割买点 |
买入 |
44.82477999999999 |
23500.0 |
¥1.05M |
|
| 2023-04-03 |
重回前高 |
卖出 |
53.946 |
23500.0 |
¥1.27M |
|
| 2023-04-14 |
黄金分割买点 |
买入 |
50.73067999999999 |
24900.0 |
¥1.26M |
|
| 2023-04-24 |
跌破0.618止损 |
卖出 |
48.83112 |
24900.0 |
¥1.22M |
止损触发 |
| 2023-06-21 |
黄金分割买点 |
买入 |
49.75971 |
23900.0 |
¥1.19M |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
45.06489 |
23900.0 |
¥1.08M |
止损触发 |
| 2024-03-05 |
黄金分割买点 |
买入 |
24.63460999999999 |
44600.0 |
¥1.10M |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
21.978 |
44600.0 |
¥98.0万 |
止损触发 |
| 2024-11-26 |
黄金分割买点 |
买入 |
28.1281 |
35100.0 |
¥98.8万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
27.65232 |
35100.0 |
¥97.0万 |
止损触发 |
| 2025-03-05 |
黄金分割买点 |
买入 |
31.030999999999995 |
31300.0 |
¥97.2万 |
|
| 2025-03-24 |
跌破0.618止损 |
卖出 |
29.28069 |
31300.0 |
¥91.6万 |
止损触发 |
| 2025-06-16 |
黄金分割买点 |
买入 |
27.777749999999997 |
32900.0 |
¥91.4万 |
|
| 2025-07-30 |
重回前高 |
卖出 |
38.45151 |
32900.0 |
¥1.26M |
|
| 2025-09-08 |
黄金分割买点 |
买入 |
34.6346 |
36600.0 |
¥1.27M |
|
| 2025-09-19 |
跌破0.618止损 |
卖出 |
33.975989999999996 |
36600.0 |
¥1.24M |
止损触发 |
| 2026-01-07 |
黄金分割买点 |
买入 |
31.52 |
39200.0 |
¥1.24M |
|
| 2026-01-13 |
重回前高 |
卖出 |
34.35561 |
39200.0 |
¥1.35M |
|
| 2026-01-21 |
黄金分割买点 |
买入 |
32.2322 |
41600.0 |
¥1.34M |
|
| 2026-02-02 |
跌破0.618止损 |
卖出 |
30.869100000000003 |
41600.0 |
¥1.28M |
止损触发 |
| 2026-05-12 |
黄金分割买点 |
买入 |
27.917889999999996 |
46100.0 |
¥1.29M |
|
| 2026-05-15 |
跌破0.618止损 |
卖出 |
26.70327 |
46100.0 |
¥1.23M |
止损触发 |
| 2026-09-02 |
黄金分割买点 |
买入 |
22.072049999999994 |
55600.0 |
¥1.23M |
|
| 2026-09-04 |
跌破0.618止损 |
卖出 |
21.69828 |
55600.0 |
¥1.21M |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
21.48146 |
56300.0 |
¥1.21M |
|
| 2026-11-13 |
强平 |
卖出 |
20.49 |
56300 |
¥1.15M |
回测结束强平 |