600660 福耀玻璃 — 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: ¥1.28M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +27.84%）
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 42 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 |
2015-06-17 |
15.490115641 |
16.333650000000002 |
¥5.4万 |
+5.41% |
跌破0.618止损 |
| 2 |
2015-07-14 |
2015-07-23 |
15.019504499999998 |
14.035950000000001 |
¥-6.7万 |
-6.58% |
跌破0.618止损 |
| 3 |
2015-10-21 |
2015-12-18 |
13.016903899999999 |
15.2847 |
¥17.1万 |
+17.39% |
重回前高 |
| 4 |
2016-01-05 |
2016-01-08 |
14.218464259999996 |
14.2857 |
¥5,036 |
+0.44% |
跌破0.618止损 |
| 5 |
2016-01-11 |
2016-01-14 |
14.508841347 |
13.6863 |
¥-6.5万 |
-5.70% |
跌破0.618止损 |
| 6 |
2016-03-17 |
2016-04-06 |
14.408711316999998 |
14.985 |
¥4.3万 |
+3.97% |
重回前高 |
| 7 |
2016-05-09 |
2016-05-23 |
14.134238999999999 |
13.68 |
¥-3.7万 |
-3.24% |
跌破0.618止损 |
| 8 |
2016-10-31 |
2017-01-12 |
17.512742247 |
18.10188 |
¥3.7万 |
+3.33% |
跌破0.618止损 |
| 9 |
2017-07-10 |
2017-07-28 |
24.581922365 |
23.40657 |
¥-5.5万 |
-4.81% |
跌破0.618止损 |
| 10 |
2017-09-21 |
2017-09-28 |
24.171389241999996 |
25.34 |
¥5.2万 |
+4.80% |
重回前高 |
| 11 |
2017-11-28 |
2018-01-03 |
26.674639992 |
29.8701 |
¥13.4万 |
+11.95% |
重回前高 |
| 12 |
2018-01-18 |
2018-01-30 |
28.216642454 |
26.453520000000005 |
¥-8.0万 |
-6.28% |
跌破0.618止损 |
| 13 |
2018-05-10 |
2018-06-21 |
24.541870353 |
26.35362 |
¥8.8万 |
+7.35% |
重回前高 |
| 14 |
2018-08-27 |
2018-09-18 |
24.531857349999996 |
23.34663 |
¥-6.2万 |
-4.86% |
跌破0.618止损 |
| 15 |
2018-10-10 |
2018-10-16 |
24.712091403999995 |
23.846130000000002 |
¥-4.3万 |
-3.53% |
跌破0.618止损 |
| 16 |
2020-02-07 |
2020-03-02 |
23.957185 |
23.0 |
¥-4.7万 |
-4.02% |
跌破0.618止损 |
| 17 |
2020-06-05 |
2020-07-06 |
20.927176269999997 |
22.067909999999998 |
¥6.1万 |
+5.42% |
重回前高 |
| 18 |
2020-10-20 |
2021-01-12 |
29.798696928 |
55.95398999999999 |
¥1.04M |
+87.72% |
重回前高 |
| 19 |
2021-02-23 |
2021-03-01 |
51.0663153 |
47.752199999999995 |
¥-14.1万 |
-6.52% |
跌破0.618止损 |
| 20 |
2021-03-04 |
2021-03-09 |
51.815540000000006 |
45.20475 |
¥-26.4万 |
-12.78% |
跌破0.618止损 |
| 21 |
2021-05-06 |
2021-05-10 |
51.065315000000005 |
48.44151 |
¥-9.3万 |
-5.17% |
跌破0.618止损 |
| 22 |
2021-05-20 |
2021-06-10 |
50.97619827299999 |
55.28 |
¥14.4万 |
+8.41% |
重回前高 |
| 23 |
2021-07-06 |
2021-07-21 |
52.85864283699999 |
51.27867 |
¥-5.6万 |
-3.02% |
跌破0.618止损 |
| 24 |
2021-08-05 |
2021-08-18 |
53.64967007399999 |
49.250699999999995 |
¥-14.8万 |
-8.23% |
跌破0.618止损 |
| 25 |
2021-10-15 |
2021-11-11 |
49.28400076599999 |
46.323629999999994 |
¥-10.0万 |
-6.03% |
跌破0.618止损 |
| 26 |
2021-11-16 |
2021-12-02 |
47.892193348999996 |
45.1 |
¥-9.2万 |
-5.86% |
跌破0.618止损 |
| 27 |
2021-12-29 |
2022-01-05 |
48.01234938499999 |
46.8531 |
¥-3.6万 |
-2.44% |
跌破0.618止损 |
| 28 |
2022-01-18 |
2022-02-15 |
48.86345463999999 |
46.013940000000005 |
¥-8.4万 |
-5.86% |
跌破0.618止损 |
| 29 |
2022-05-25 |
2022-06-06 |
37.54876125 |
41.79816 |
¥14.8万 |
+11.28% |
重回前高 |
| 30 |
2022-08-03 |
2022-08-05 |
40.10207701499999 |
39.03093 |
¥-4.0万 |
-2.70% |
跌破0.618止损 |
| 31 |
2022-09-14 |
2022-09-16 |
40.95318227 |
39.2607 |
¥-6.0万 |
-4.16% |
跌破0.618止损 |
| 32 |
2022-11-07 |
2022-11-22 |
38.02938539399999 |
36.10386 |
¥-7.1万 |
-5.09% |
跌破0.618止损 |
| 33 |
2022-12-02 |
2022-12-26 |
37.461235 |
34.99497 |
¥-8.8万 |
-6.61% |
跌破0.618止损 |
| 34 |
2024-03-21 |
2024-04-29 |
42.55526275 |
50.10984 |
¥21.9万 |
+17.72% |
重回前高 |
| 35 |
2024-05-21 |
2024-06-21 |
47.56176424999999 |
45.1548 |
¥-7.4万 |
-5.09% |
跌破0.618止损 |
| 36 |
2024-06-27 |
2024-07-04 |
47.70194629199999 |
46.113839999999996 |
¥-4.7万 |
-3.36% |
跌破0.618止损 |
| 37 |
2024-07-10 |
2024-07-29 |
48.893493648999986 |
45.26469 |
¥-10.0万 |
-7.45% |
跌破0.618止损 |
| 38 |
2024-08-19 |
2024-09-18 |
46.26007385999999 |
49.9 |
¥9.7万 |
+7.84% |
重回前高 |
| 39 |
2024-11-19 |
2025-02-12 |
56.79375301599999 |
57.1428 |
¥7,800 |
+0.58% |
跌破0.618止损 |
| 40 |
2025-04-24 |
2025-07-22 |
56.79375301599999 |
57.4425 |
¥1.5万 |
+1.11% |
跌破0.618止损 |
| 41 |
2025-10-22 |
2025-11-21 |
65.38490958999998 |
64.47546000000001 |
¥-1.9万 |
-1.42% |
跌破0.618止损 |
| 42 |
2026-07-21 |
2026-09-28 |
55.051490494 |
52.32762 |
¥-6.7万 |
-4.98% |
跌破0.618止损 |
逐笔成交记录（共 84 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 |
15.48547 |
64400.0 |
¥99.8万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
16.333650000000002 |
64400.0 |
¥1.05M |
止损触发 |
| 2015-07-14 |
黄金分割买点 |
买入 |
15.014999999999999 |
67800.0 |
¥1.02M |
|
| 2015-07-23 |
跌破0.618止损 |
卖出 |
14.035950000000001 |
67800.0 |
¥95.1万 |
止损触发 |
| 2015-10-21 |
黄金分割买点 |
买入 |
13.012999999999998 |
75500.0 |
¥98.3万 |
|
| 2015-12-18 |
重回前高 |
卖出 |
15.2847 |
75500.0 |
¥1.15M |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
14.214199999999996 |
80000.0 |
¥1.14M |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
14.2857 |
80000.0 |
¥1.14M |
止损触发 |
| 2016-01-11 |
黄金分割买点 |
买入 |
14.50449 |
79200.0 |
¥1.15M |
|
| 2016-01-14 |
跌破0.618止损 |
卖出 |
13.6863 |
79200.0 |
¥1.08M |
止损触发 |
| 2016-03-17 |
黄金分割买点 |
买入 |
14.404389999999998 |
75800.0 |
¥1.09M |
|
| 2016-04-06 |
重回前高 |
卖出 |
14.985 |
75800.0 |
¥1.14M |
|
| 2016-05-09 |
黄金分割买点 |
买入 |
14.13 |
80500.0 |
¥1.14M |
|
| 2016-05-23 |
跌破0.618止损 |
卖出 |
13.68 |
80500.0 |
¥1.10M |
止损触发 |
| 2016-10-31 |
黄金分割买点 |
买入 |
17.507489999999997 |
62900.0 |
¥1.10M |
|
| 2017-01-12 |
跌破0.618止损 |
卖出 |
18.10188 |
62900.0 |
¥1.14M |
止损触发 |
| 2017-07-10 |
黄金分割买点 |
买入 |
24.57455 |
46200.0 |
¥1.14M |
|
| 2017-07-28 |
跌破0.618止损 |
卖出 |
23.40657 |
46200.0 |
¥1.08M |
止损触发 |
| 2017-09-21 |
黄金分割买点 |
买入 |
24.16414 |
44900.0 |
¥1.09M |
|
| 2017-09-28 |
重回前高 |
卖出 |
25.34 |
44900.0 |
¥1.14M |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
26.666639999999997 |
42200.0 |
¥1.13M |
|
| 2018-01-03 |
重回前高 |
卖出 |
29.8701 |
42200.0 |
¥1.26M |
|
| 2018-01-18 |
黄金分割买点 |
买入 |
28.208179999999995 |
45000.0 |
¥1.27M |
|
| 2018-01-30 |
跌破0.618止损 |
卖出 |
26.453520000000005 |
45000.0 |
¥1.19M |
止损触发 |
| 2018-05-10 |
黄金分割买点 |
买入 |
24.53451 |
48600.0 |
¥1.19M |
|
| 2018-06-21 |
重回前高 |
卖出 |
26.35362 |
48600.0 |
¥1.28M |
|
| 2018-08-27 |
黄金分割买点 |
买入 |
24.524499999999996 |
52000.0 |
¥1.28M |
|
| 2018-09-18 |
跌破0.618止损 |
卖出 |
23.34663 |
52000.0 |
¥1.21M |
止损触发 |
| 2018-10-10 |
黄金分割买点 |
买入 |
24.704679999999996 |
49200.0 |
¥1.22M |
|
| 2018-10-16 |
跌破0.618止损 |
卖出 |
23.846130000000002 |
49200.0 |
¥1.17M |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
23.95 |
48900.0 |
¥1.17M |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
23.0 |
48900.0 |
¥1.12M |
止损触发 |
| 2020-06-05 |
黄金分割买点 |
买入 |
20.920899999999996 |
53800.0 |
¥1.13M |
|
| 2020-07-06 |
重回前高 |
卖出 |
22.067909999999998 |
53800.0 |
¥1.19M |
|
| 2020-10-20 |
黄金分割买点 |
买入 |
29.789759999999998 |
39800.0 |
¥1.19M |
|
| 2021-01-12 |
重回前高 |
卖出 |
55.95398999999999 |
39800.0 |
¥2.23M |
|
| 2021-02-23 |
黄金分割买点 |
买入 |
51.051 |
42500.0 |
¥2.17M |
|
| 2021-03-01 |
跌破0.618止损 |
卖出 |
47.752199999999995 |
42500.0 |
¥2.03M |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
51.8 |
39900.0 |
¥2.07M |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
45.20475 |
39900.0 |
¥1.80M |
止损触发 |
| 2021-05-06 |
黄金分割买点 |
买入 |
51.05 |
35400.0 |
¥1.81M |
|
| 2021-05-10 |
跌破0.618止损 |
卖出 |
48.44151 |
35400.0 |
¥1.71M |
止损触发 |
| 2021-05-20 |
黄金分割买点 |
买入 |
50.96090999999999 |
33600.0 |
¥1.71M |
|
| 2021-06-10 |
重回前高 |
卖出 |
55.28 |
33600.0 |
¥1.86M |
|
| 2021-07-06 |
黄金分割买点 |
买入 |
52.842789999999994 |
35200.0 |
¥1.86M |
|
| 2021-07-21 |
跌破0.618止损 |
卖出 |
51.27867 |
35200.0 |
¥1.80M |
止损触发 |
| 2021-08-05 |
黄金分割买点 |
买入 |
53.633579999999995 |
33600.0 |
¥1.80M |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
49.250699999999995 |
33600.0 |
¥1.65M |
止损触发 |
| 2021-10-15 |
黄金分割买点 |
买入 |
49.26921999999999 |
33700.0 |
¥1.66M |
|
| 2021-11-11 |
跌破0.618止损 |
卖出 |
46.323629999999994 |
33700.0 |
¥1.56M |
止损触发 |
| 2021-11-16 |
黄金分割买点 |
买入 |
47.877829999999996 |
32700.0 |
¥1.57M |
|
| 2021-12-02 |
跌破0.618止损 |
卖出 |
45.1 |
32700.0 |
¥1.47M |
止损触发 |
| 2021-12-29 |
黄金分割买点 |
买入 |
47.997949999999996 |
30600.0 |
¥1.47M |
|
| 2022-01-05 |
跌破0.618止损 |
卖出 |
46.8531 |
30600.0 |
¥1.43M |
止损触发 |
| 2022-01-18 |
黄金分割买点 |
买入 |
48.84879999999999 |
29400.0 |
¥1.44M |
|
| 2022-02-15 |
跌破0.618止损 |
卖出 |
46.013940000000005 |
29400.0 |
¥1.35M |
止损触发 |
| 2022-05-25 |
黄金分割买点 |
买入 |
37.537499999999994 |
34900.0 |
¥1.31M |
|
| 2022-06-06 |
重回前高 |
卖出 |
41.79816 |
34900.0 |
¥1.46M |
|
| 2022-08-03 |
黄金分割买点 |
买入 |
40.09004999999999 |
37400.0 |
¥1.50M |
|
| 2022-08-05 |
跌破0.618止损 |
卖出 |
39.03093 |
37400.0 |
¥1.46M |
止损触发 |
| 2022-09-14 |
黄金分割买点 |
买入 |
40.94089999999999 |
35300.0 |
¥1.45M |
|
| 2022-09-16 |
跌破0.618止损 |
卖出 |
39.2607 |
35300.0 |
¥1.39M |
止损触发 |
| 2022-11-07 |
黄金分割买点 |
买入 |
38.017979999999994 |
36700.0 |
¥1.40M |
|
| 2022-11-22 |
跌破0.618止损 |
卖出 |
36.10386 |
36700.0 |
¥1.32M |
止损触发 |
| 2022-12-02 |
黄金分割买点 |
买入 |
37.45 |
35500.0 |
¥1.33M |
|
| 2022-12-26 |
跌破0.618止损 |
卖出 |
34.99497 |
35500.0 |
¥1.24M |
止损触发 |
| 2024-03-21 |
黄金分割买点 |
买入 |
42.5425 |
29100.0 |
¥1.24M |
|
| 2024-04-29 |
重回前高 |
卖出 |
50.10984 |
29100.0 |
¥1.46M |
|
| 2024-05-21 |
黄金分割买点 |
买入 |
47.54749999999999 |
30600.0 |
¥1.46M |
|
| 2024-06-21 |
跌破0.618止损 |
卖出 |
45.1548 |
30600.0 |
¥1.38M |
止损触发 |
| 2024-06-27 |
黄金分割买点 |
买入 |
47.687639999999995 |
29100.0 |
¥1.39M |
|
| 2024-07-04 |
跌破0.618止损 |
卖出 |
46.113839999999996 |
29100.0 |
¥1.34M |
止损触发 |
| 2024-07-10 |
黄金分割买点 |
买入 |
48.87882999999999 |
27500.0 |
¥1.34M |
|
| 2024-07-29 |
跌破0.618止损 |
卖出 |
45.26469 |
27500.0 |
¥1.24M |
止损触发 |
| 2024-08-19 |
黄金分割买点 |
买入 |
46.246199999999995 |
26700.0 |
¥1.24M |
|
| 2024-09-18 |
重回前高 |
卖出 |
49.9 |
26700.0 |
¥1.33M |
|
| 2024-11-19 |
黄金分割买点 |
买入 |
56.77671999999999 |
23500.0 |
¥1.33M |
|
| 2025-02-12 |
跌破0.618止损 |
卖出 |
57.1428 |
23500.0 |
¥1.34M |
止损触发 |
| 2025-04-24 |
黄金分割买点 |
买入 |
56.77671999999999 |
23600.0 |
¥1.34M |
|
| 2025-07-22 |
跌破0.618止损 |
卖出 |
57.4425 |
23600.0 |
¥1.36M |
止损触发 |
| 2025-10-22 |
黄金分割买点 |
买入 |
65.36529999999999 |
20600.0 |
¥1.35M |
|
| 2025-11-21 |
跌破0.618止损 |
卖出 |
64.47546000000001 |
20600.0 |
¥1.33M |
止损触发 |
| 2026-07-21 |
黄金分割买点 |
买入 |
55.03498 |
24400.0 |
¥1.34M |
|
| 2026-09-28 |
跌破0.618止损 |
卖出 |
52.32762 |
24400.0 |
¥1.28M |
止损触发 |