600674 川投能源 — 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: ¥1.30M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +29.77%）
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 23 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 |
2015-05-07 |
2015-06-03 |
23.917173 |
28.35162 |
¥18.4万 |
+18.51% |
重回前高 |
| 2 |
2015-11-24 |
2015-11-30 |
10.663848194999998 |
10.399590000000002 |
¥-3.0万 |
-2.51% |
跌破0.618止损 |
| 3 |
2016-05-09 |
2016-05-31 |
8.322496000000001 |
8.32167 |
¥-459 |
-0.04% |
跌破0.618止损 |
| 4 |
2016-08-29 |
2016-09-14 |
9.161897744999997 |
8.68131 |
¥-6.1万 |
-5.27% |
跌破0.618止损 |
| 5 |
2019-03-28 |
2019-04-23 |
9.141871738999999 |
9.07092 |
¥-8,782 |
-0.81% |
跌破0.618止损 |
| 6 |
2020-02-21 |
2020-03-16 |
9.151884742 |
8.91108 |
¥-2.9万 |
-2.66% |
跌破0.618止损 |
| 7 |
2020-03-30 |
2020-04-22 |
9.172751 |
8.65134 |
¥-6.0万 |
-5.71% |
跌破0.618止损 |
| 8 |
2020-07-20 |
2020-09-02 |
9.472300837999999 |
10.21977 |
¥7.8万 |
+7.86% |
重回前高 |
| 9 |
2021-02-05 |
2021-02-22 |
10.583744171000001 |
11.20878 |
¥6.3万 |
+5.87% |
重回前高 |
| 10 |
2021-02-26 |
2021-03-15 |
10.613783179999997 |
12.50748 |
¥20.1万 |
+17.81% |
重回前高 |
| 11 |
2021-05-12 |
2021-06-09 |
11.745252518999997 |
11.788200000000002 |
¥4,485 |
+0.34% |
跌破0.618止损 |
| 12 |
2021-10-13 |
2021-11-08 |
12.766578824999998 |
12.4875 |
¥-3.0万 |
-2.22% |
跌破0.618止损 |
| 13 |
2022-01-04 |
2022-01-06 |
12.493747 |
12.01797 |
¥-5.0万 |
-3.84% |
跌破0.618止损 |
| 14 |
2022-04-11 |
2022-04-13 |
11.323396 |
11.07891 |
¥-2.8万 |
-2.19% |
跌破0.618止损 |
| 15 |
2022-05-06 |
2022-06-13 |
11.174511348 |
11.99799 |
¥8.9万 |
+7.34% |
重回前高 |
| 16 |
2022-07-27 |
2022-09-15 |
12.946812879 |
12.83715 |
¥-1.2万 |
-0.88% |
跌破0.618止损 |
| 17 |
2023-06-02 |
2023-07-26 |
14.618984379999997 |
14.4855 |
¥-1.2万 |
-0.94% |
跌破0.618止损 |
| 18 |
2024-08-07 |
2024-08-20 |
18.564107561999997 |
18.16182 |
¥-2.8万 |
-2.20% |
跌破0.618止损 |
| 19 |
2025-04-02 |
2025-04-10 |
16.22106486 |
16.95303 |
¥5.7万 |
+4.48% |
重回前高 |
| 20 |
2025-06-05 |
2025-06-20 |
16.401298913999998 |
16.06392 |
¥-2.8万 |
-2.09% |
跌破0.618止损 |
| 21 |
2026-03-31 |
2026-04-14 |
15.109621527 |
14.435550000000001 |
¥-5.8万 |
-4.49% |
跌破0.618止损 |
| 22 |
2026-04-22 |
2026-05-22 |
15.159686541999998 |
14.785200000000001 |
¥-3.1万 |
-2.50% |
跌破0.618止损 |
| 23 |
2026-08-05 |
2026-09-29 |
15.349933598999996 |
16.443540000000002 |
¥8.6万 |
+7.09% |
重回前高 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
23.91 |
41600.0 |
¥99.5万 |
|
| 2015-06-03 |
重回前高 |
卖出 |
28.35162 |
41600.0 |
¥1.18M |
|
| 2015-11-24 |
黄金分割买点 |
买入 |
10.660649999999999 |
110600.0 |
¥1.18M |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
10.399590000000002 |
110600.0 |
¥1.15M |
止损触发 |
| 2016-05-09 |
黄金分割买点 |
买入 |
8.32 |
138100.0 |
¥1.15M |
|
| 2016-05-31 |
跌破0.618止损 |
卖出 |
8.32167 |
138100.0 |
¥1.15M |
止损触发 |
| 2016-08-29 |
黄金分割买点 |
买入 |
9.159149999999999 |
125500.0 |
¥1.15M |
|
| 2016-09-14 |
跌破0.618止损 |
卖出 |
8.68131 |
125500.0 |
¥1.09M |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
9.139129999999998 |
119200.0 |
¥1.09M |
|
| 2019-04-23 |
跌破0.618止损 |
卖出 |
9.07092 |
119200.0 |
¥1.08M |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
9.14914 |
118100.0 |
¥1.08M |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
8.91108 |
118100.0 |
¥1.05M |
止损触发 |
| 2020-03-30 |
黄金分割买点 |
买入 |
9.17 |
114100.0 |
¥1.05M |
|
| 2020-04-22 |
跌破0.618止损 |
卖出 |
8.65134 |
114100.0 |
¥98.7万 |
止损触发 |
| 2020-07-20 |
黄金分割买点 |
买入 |
9.46946 |
105100.0 |
¥99.6万 |
|
| 2020-09-02 |
重回前高 |
卖出 |
10.21977 |
105100.0 |
¥1.07M |
|
| 2021-02-05 |
黄金分割买点 |
买入 |
10.58057 |
101000.0 |
¥1.07M |
|
| 2021-02-22 |
重回前高 |
卖出 |
11.20878 |
101000.0 |
¥1.13M |
|
| 2021-02-26 |
黄金分割买点 |
买入 |
10.610599999999998 |
106200.0 |
¥1.13M |
|
| 2021-03-15 |
重回前高 |
卖出 |
12.50748 |
106200.0 |
¥1.33M |
|
| 2021-05-12 |
黄金分割买点 |
买入 |
11.741729999999999 |
113800.0 |
¥1.34M |
|
| 2021-06-09 |
跌破0.618止损 |
卖出 |
11.788200000000002 |
113800.0 |
¥1.34M |
止损触发 |
| 2021-10-13 |
黄金分割买点 |
买入 |
12.762749999999999 |
104400.0 |
¥1.33M |
|
| 2021-11-08 |
跌破0.618止损 |
卖出 |
12.4875 |
104400.0 |
¥1.30M |
止损触发 |
| 2022-01-04 |
黄金分割买点 |
买入 |
12.49 |
104600.0 |
¥1.31M |
|
| 2022-01-06 |
跌破0.618止损 |
卖出 |
12.01797 |
104600.0 |
¥1.26M |
止损触发 |
| 2022-04-11 |
黄金分割买点 |
买入 |
11.32 |
111400.0 |
¥1.26M |
|
| 2022-04-13 |
跌破0.618止损 |
卖出 |
11.07891 |
111400.0 |
¥1.23M |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
11.171159999999999 |
109000.0 |
¥1.22M |
|
| 2022-06-13 |
重回前高 |
卖出 |
11.99799 |
109000.0 |
¥1.31M |
|
| 2022-07-27 |
黄金分割买点 |
买入 |
12.942929999999999 |
102100.0 |
¥1.32M |
|
| 2022-09-15 |
跌破0.618止损 |
卖出 |
12.83715 |
102100.0 |
¥1.31M |
止损触发 |
| 2023-06-02 |
黄金分割买点 |
买入 |
14.614599999999996 |
89600.0 |
¥1.31M |
|
| 2023-07-26 |
跌破0.618止损 |
卖出 |
14.4855 |
89600.0 |
¥1.30M |
止损触发 |
| 2024-08-07 |
黄金分割买点 |
买入 |
18.558539999999997 |
69800.0 |
¥1.30M |
|
| 2024-08-20 |
跌破0.618止损 |
卖出 |
18.16182 |
69800.0 |
¥1.27M |
止损触发 |
| 2025-04-02 |
黄金分割买点 |
买入 |
16.216199999999997 |
78200.0 |
¥1.27M |
|
| 2025-04-10 |
重回前高 |
卖出 |
16.95303 |
78200.0 |
¥1.33M |
|
| 2025-06-05 |
黄金分割买点 |
买入 |
16.396379999999997 |
80900.0 |
¥1.33M |
|
| 2025-06-20 |
跌破0.618止损 |
卖出 |
16.06392 |
80900.0 |
¥1.30M |
止损触发 |
| 2026-03-31 |
黄金分割买点 |
买入 |
15.10509 |
85700.0 |
¥1.29M |
|
| 2026-04-14 |
跌破0.618止损 |
卖出 |
14.435550000000001 |
85700.0 |
¥1.24M |
止损触发 |
| 2026-04-22 |
黄金分割买点 |
买入 |
15.15514 |
81600.0 |
¥1.24M |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
14.785200000000001 |
81600.0 |
¥1.21M |
止损触发 |
| 2026-08-05 |
黄金分割买点 |
买入 |
15.345329999999999 |
78600.0 |
¥1.21M |
|
| 2026-09-29 |
重回前高 |
卖出 |
16.443540000000002 |
78600.0 |
¥1.29M |
|