600690 青岛海尔 — 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: ¥1.09M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +8.61%）
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 |
2015-06-19 |
2015-06-29 |
28.597136567999996 |
28.00197 |
¥-2.1万 |
-2.11% |
跌破0.618止损 |
| 2 |
2015-07-16 |
2015-07-17 |
13.727827112999998 |
13.91607 |
¥6,203 |
+1.34% |
跌破0.618止损 |
| 3 |
2016-03-22 |
2016-03-29 |
8.881533660999997 |
8.46153 |
¥-4.6万 |
-4.76% |
跌破0.618止损 |
| 4 |
2016-05-10 |
2016-06-03 |
8.260727474999998 |
9.28071 |
¥11.5万 |
+12.31% |
重回前高 |
| 5 |
2016-06-22 |
2016-07-08 |
8.811442640000001 |
9.50049 |
¥8.2万 |
+7.79% |
重回前高 |
| 6 |
2016-08-25 |
2016-10-14 |
10.21326306 |
10.139850000000001 |
¥-8,441 |
-0.75% |
跌破0.618止损 |
| 7 |
2017-02-21 |
2017-03-14 |
10.663848194999998 |
11.268719999999998 |
¥6.4万 |
+5.64% |
重回前高 |
| 8 |
2017-08-01 |
2017-08-04 |
13.857996151999998 |
13.14684 |
¥-6.0万 |
-5.16% |
跌破0.618止损 |
| 9 |
2017-09-06 |
2017-09-11 |
14.20426 |
13.84614 |
¥-2.9万 |
-2.55% |
跌破0.618止损 |
| 10 |
2017-09-14 |
2017-09-28 |
14.388685310999996 |
14.80518 |
¥3.2万 |
+2.86% |
重回前高 |
| 11 |
2017-11-30 |
2018-01-15 |
17.32249519 |
21.81 |
¥28.8万 |
+25.87% |
重回前高 |
| 12 |
2018-01-30 |
2018-02-08 |
20.676851194999994 |
18.981 |
¥-11.6万 |
-8.23% |
跌破0.618止损 |
| 13 |
2018-02-23 |
2018-03-22 |
20.446552125999997 |
19.55043 |
¥-5.7万 |
-4.41% |
跌破0.618止损 |
| 14 |
2018-05-16 |
2018-05-18 |
18.714302607 |
18.04194 |
¥-4.5万 |
-3.62% |
跌破0.618止损 |
| 15 |
2018-05-29 |
2018-06-29 |
18.784393627999997 |
18.4 |
¥-2.5万 |
-2.08% |
跌破0.618止损 |
| 16 |
2018-07-02 |
2018-07-05 |
19.244991765999995 |
18.401580000000003 |
¥-5.2万 |
-4.41% |
跌破0.618止损 |
| 17 |
2018-12-04 |
2018-12-10 |
14.754425 |
13.59639 |
¥-8.8万 |
-7.88% |
跌破0.618止损 |
| 18 |
2018-12-14 |
2019-01-04 |
14.378672307999997 |
13.26672 |
¥-8.0万 |
-7.76% |
跌破0.618止损 |
| 19 |
2019-03-11 |
2019-04-04 |
15.750453718999998 |
18.15183 |
¥14.5万 |
+15.21% |
重回前高 |
| 20 |
2019-04-16 |
2019-04-30 |
17.172300144999998 |
16.63335 |
¥-3.5万 |
-3.17% |
跌破0.618止损 |
| 21 |
2019-07-12 |
2019-07-23 |
17.292456180999995 |
16.5834 |
¥-4.4万 |
-4.13% |
跌破0.618止损 |
| 22 |
2019-07-26 |
2019-08-05 |
16.965087999999998 |
16.06392 |
¥-5.4万 |
-5.34% |
跌破0.618止损 |
| 23 |
2019-11-28 |
2019-12-23 |
17.382573207999997 |
18.781200000000002 |
¥7.8万 |
+8.01% |
重回前高 |
| 24 |
2020-02-12 |
2020-02-26 |
18.453964529 |
17.36 |
¥-6.2万 |
-5.96% |
跌破0.618止损 |
| 25 |
2020-03-06 |
2020-03-09 |
18.273730474999997 |
17.5824 |
¥-3.7万 |
-3.81% |
跌破0.618止损 |
| 26 |
2020-06-02 |
2020-06-29 |
16.631597983 |
17.80218 |
¥6.6万 |
+7.01% |
重回前高 |
| 27 |
2020-09-08 |
2020-11-05 |
21.087384317999998 |
28.22175 |
¥34.2万 |
+33.79% |
重回前高 |
| 28 |
2020-12-14 |
2021-01-13 |
26.33419789 |
35.31465 |
¥46.1万 |
+34.06% |
重回前高 |
| 29 |
2021-04-07 |
2021-05-12 |
31.741219509999993 |
30.2697 |
¥-8.4万 |
-4.66% |
跌破0.618止损 |
| 30 |
2021-05-28 |
2021-06-04 |
31.159345 |
29.42055 |
¥-9.7万 |
-5.61% |
跌破0.618止损 |
| 31 |
2021-08-11 |
2021-08-23 |
27.635888279999996 |
25.70427 |
¥-11.4万 |
-7.02% |
跌破0.618止损 |
| 32 |
2021-09-15 |
2021-09-17 |
26.60798 |
25.72425 |
¥-5.1万 |
-3.35% |
跌破0.618止损 |
| 33 |
2021-09-22 |
2021-09-24 |
26.234067859999993 |
24.96501 |
¥-7.0万 |
-4.87% |
跌破0.618止损 |
| 34 |
2021-10-12 |
2021-10-15 |
26.434327919999994 |
25.66431 |
¥-4.1万 |
-2.94% |
跌破0.618止损 |
| 35 |
2021-10-26 |
2021-11-08 |
26.874900051999997 |
26.053919999999998 |
¥-4.2万 |
-3.08% |
跌破0.618止损 |
| 36 |
2021-11-26 |
2022-02-09 |
27.33549819 |
27.232740000000003 |
¥-5,336 |
-0.41% |
跌破0.618止损 |
| 37 |
2022-05-09 |
2022-07-18 |
25.142650533 |
24.625349999999997 |
¥-2.7万 |
-2.09% |
跌破0.618止损 |
| 38 |
2022-08-31 |
2022-09-23 |
25.392975607999993 |
24.695280000000004 |
¥-3.6万 |
-2.78% |
跌破0.618止损 |
| 39 |
2022-09-28 |
2022-10-14 |
25.382962604999996 |
24.24 |
¥-5.6万 |
-4.53% |
跌破0.618止损 |
| 40 |
2022-11-15 |
2023-01-06 |
24.031207199999997 |
25.69428 |
¥8.2万 |
+6.89% |
重回前高 |
| 41 |
2023-03-02 |
2023-03-07 |
26.063846809000005 |
25.194779999999998 |
¥-4.3万 |
-3.36% |
跌破0.618止损 |
| 42 |
2023-08-14 |
2023-08-22 |
23.430427019999993 |
22.697280000000003 |
¥-3.9万 |
-3.16% |
跌破0.618止损 |
| 43 |
2024-06-24 |
2024-07-03 |
29.197916747999997 |
27.272699999999997 |
¥-7.9万 |
-6.62% |
跌破0.618止损 |
| 44 |
2024-09-20 |
2024-09-27 |
26.914952063999994 |
30.359609999999996 |
¥14.2万 |
+12.76% |
重回前高 |
| 45 |
2024-10-18 |
2024-12-16 |
30.279321071999995 |
28.371599999999997 |
¥-8.0万 |
-6.33% |
跌破0.618止损 |
| 46 |
2026-08-13 |
2026-08-24 |
21.748242515999998 |
20.829150000000002 |
¥-5.0万 |
-4.25% |
跌破0.618止损 |
| 47 |
2026-09-02 |
2026-09-17 |
21.427826419999995 |
20.679299999999998 |
¥-4.0万 |
-3.52% |
跌破0.618止损 |
| 48 |
2026-11-04 |
2026-11-13 |
21.337709392999997 |
21.23 |
¥-5,807 |
-0.53% |
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 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
28.588559999999994 |
34800.0 |
¥99.5万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
28.00197 |
34800.0 |
¥97.4万 |
止损触发 |
| 2015-07-16 |
黄金分割买点 |
买入 |
13.723709999999999 |
33700.0 |
¥46.3万 |
|
| 2015-07-17 |
跌破0.618止损 |
卖出 |
13.91607 |
33700.0 |
¥46.9万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
8.878869999999997 |
110000.0 |
¥97.7万 |
|
| 2016-03-29 |
跌破0.618止损 |
卖出 |
8.46153 |
110000.0 |
¥93.0万 |
止损触发 |
| 2016-05-10 |
黄金分割买点 |
买入 |
8.258249999999999 |
113400.0 |
¥93.7万 |
|
| 2016-06-03 |
重回前高 |
卖出 |
9.28071 |
113400.0 |
¥1.05M |
|
| 2016-06-22 |
黄金分割买点 |
买入 |
8.8088 |
119100.0 |
¥1.05M |
|
| 2016-07-08 |
重回前高 |
卖出 |
9.50049 |
119100.0 |
¥1.13M |
|
| 2016-08-25 |
黄金分割买点 |
买入 |
10.210199999999999 |
110400.0 |
¥1.13M |
|
| 2016-10-14 |
跌破0.618止损 |
卖出 |
10.139850000000001 |
110400.0 |
¥1.12M |
止损触发 |
| 2017-02-21 |
黄金分割买点 |
买入 |
10.660649999999999 |
105700.0 |
¥1.13M |
|
| 2017-03-14 |
重回前高 |
卖出 |
11.268719999999998 |
105700.0 |
¥1.19M |
|
| 2017-08-01 |
黄金分割买点 |
买入 |
13.853839999999996 |
84500.0 |
¥1.17M |
|
| 2017-08-04 |
跌破0.618止损 |
卖出 |
13.14684 |
84500.0 |
¥1.11M |
止损触发 |
| 2017-09-06 |
黄金分割买点 |
买入 |
14.2 |
79200.0 |
¥1.12M |
|
| 2017-09-11 |
跌破0.618止损 |
卖出 |
13.84614 |
79200.0 |
¥1.10M |
止损触发 |
| 2017-09-14 |
黄金分割买点 |
买入 |
14.384369999999997 |
76500.0 |
¥1.10M |
|
| 2017-09-28 |
重回前高 |
卖出 |
14.80518 |
76500.0 |
¥1.13M |
|
| 2017-11-30 |
黄金分割买点 |
买入 |
17.3173 |
64200.0 |
¥1.11M |
|
| 2018-01-15 |
重回前高 |
卖出 |
21.81 |
64200.0 |
¥1.40M |
|
| 2018-01-30 |
黄金分割买点 |
买入 |
20.670649999999995 |
68100.0 |
¥1.41M |
|
| 2018-02-08 |
跌破0.618止损 |
卖出 |
18.981 |
68100.0 |
¥1.29M |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
20.44042 |
63700.0 |
¥1.30M |
|
| 2018-03-22 |
跌破0.618止损 |
卖出 |
19.55043 |
63700.0 |
¥1.24M |
止损触发 |
| 2018-05-16 |
黄金分割买点 |
买入 |
18.70869 |
66100.0 |
¥1.24M |
|
| 2018-05-18 |
跌破0.618止损 |
卖出 |
18.04194 |
66100.0 |
¥1.19M |
止损触发 |
| 2018-05-29 |
黄金分割买点 |
买入 |
18.77876 |
64000.0 |
¥1.20M |
|
| 2018-06-29 |
跌破0.618止损 |
卖出 |
18.4 |
64000.0 |
¥1.18M |
止损触发 |
| 2018-07-02 |
黄金分割买点 |
买入 |
19.239219999999996 |
60900.0 |
¥1.17M |
|
| 2018-07-05 |
跌破0.618止损 |
卖出 |
18.401580000000003 |
60900.0 |
¥1.12M |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
14.75 |
75700.0 |
¥1.12M |
|
| 2018-12-10 |
跌破0.618止损 |
卖出 |
13.59639 |
75700.0 |
¥1.03M |
止损触发 |
| 2018-12-14 |
黄金分割买点 |
买入 |
14.374359999999998 |
71300.0 |
¥1.03M |
|
| 2019-01-04 |
跌破0.618止损 |
卖出 |
13.26672 |
71300.0 |
¥94.6万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
15.745729999999998 |
60700.0 |
¥95.6万 |
|
| 2019-04-04 |
重回前高 |
卖出 |
18.15183 |
60700.0 |
¥1.10M |
|
| 2019-04-16 |
黄金分割买点 |
买入 |
17.167149999999996 |
64100.0 |
¥1.10M |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
16.63335 |
64100.0 |
¥1.07M |
止损触发 |
| 2019-07-12 |
黄金分割买点 |
买入 |
17.287269999999996 |
61500.0 |
¥1.06M |
|
| 2019-07-23 |
跌破0.618止损 |
卖出 |
16.5834 |
61500.0 |
¥1.02M |
止损触发 |
| 2019-07-26 |
黄金分割买点 |
买入 |
16.96 |
60100.0 |
¥1.02M |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
16.06392 |
60100.0 |
¥96.5万 |
止损触发 |
| 2019-11-28 |
黄金分割买点 |
买入 |
17.377359999999996 |
55800.0 |
¥97.0万 |
|
| 2019-12-23 |
重回前高 |
卖出 |
18.781200000000002 |
55800.0 |
¥1.05M |
|
| 2020-02-12 |
黄金分割买点 |
买入 |
18.44843 |
56300.0 |
¥1.04M |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
17.36 |
56300.0 |
¥97.7万 |
止损触发 |
| 2020-03-06 |
黄金分割买点 |
买入 |
18.26825 |
53100.0 |
¥97.0万 |
|
| 2020-03-09 |
跌破0.618止损 |
卖出 |
17.5824 |
53100.0 |
¥93.3万 |
止损触发 |
| 2020-06-02 |
黄金分割买点 |
买入 |
16.626609999999996 |
56900.0 |
¥94.6万 |
|
| 2020-06-29 |
重回前高 |
卖出 |
17.80218 |
56900.0 |
¥1.01M |
|
| 2020-09-08 |
黄金分割买点 |
买入 |
21.081059999999997 |
48000.0 |
¥1.01M |
|
| 2020-11-05 |
重回前高 |
卖出 |
28.22175 |
48000.0 |
¥1.35M |
|
| 2020-12-14 |
黄金分割买点 |
买入 |
26.326299999999996 |
51400.0 |
¥1.35M |
|
| 2021-01-13 |
重回前高 |
卖出 |
35.31465 |
51400.0 |
¥1.81M |
|
| 2021-04-07 |
黄金分割买点 |
买入 |
31.731699999999996 |
56900.0 |
¥1.81M |
|
| 2021-05-12 |
跌破0.618止损 |
卖出 |
30.2697 |
56900.0 |
¥1.72M |
止损触发 |
| 2021-05-28 |
黄金分割买点 |
买入 |
31.15 |
55400.0 |
¥1.73M |
|
| 2021-06-04 |
跌破0.618止损 |
卖出 |
29.42055 |
55400.0 |
¥1.63M |
止损触发 |
| 2021-08-11 |
黄金分割买点 |
买入 |
27.627599999999997 |
58700.0 |
¥1.62M |
|
| 2021-08-23 |
跌破0.618止损 |
卖出 |
25.70427 |
58700.0 |
¥1.51M |
止损触发 |
| 2021-09-15 |
黄金分割买点 |
买入 |
26.6 |
57000.0 |
¥1.52M |
|
| 2021-09-17 |
跌破0.618止损 |
卖出 |
25.72425 |
57000.0 |
¥1.47M |
止损触发 |
| 2021-09-22 |
黄金分割买点 |
买入 |
26.226199999999995 |
54700.0 |
¥1.44M |
|
| 2021-09-24 |
跌破0.618止损 |
卖出 |
24.96501 |
54700.0 |
¥1.37M |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
26.426399999999994 |
52300.0 |
¥1.38M |
|
| 2021-10-15 |
跌破0.618止损 |
卖出 |
25.66431 |
52300.0 |
¥1.34M |
止损触发 |
| 2021-10-26 |
黄金分割买点 |
买入 |
26.866839999999996 |
50400.0 |
¥1.35M |
|
| 2021-11-08 |
跌破0.618止损 |
卖出 |
26.053919999999998 |
50400.0 |
¥1.31M |
止损触发 |
| 2021-11-26 |
黄金分割买点 |
买入 |
27.327299999999997 |
48100.0 |
¥1.31M |
|
| 2022-02-09 |
跌破0.618止损 |
卖出 |
27.232740000000003 |
48100.0 |
¥1.31M |
止损触发 |
| 2022-05-09 |
黄金分割买点 |
买入 |
25.135109999999997 |
51300.0 |
¥1.29M |
|
| 2022-07-18 |
跌破0.618止损 |
卖出 |
24.625349999999997 |
51300.0 |
¥1.26M |
止损触发 |
| 2022-08-31 |
黄金分割买点 |
买入 |
25.385359999999995 |
50500.0 |
¥1.28M |
|
| 2022-09-23 |
跌破0.618止损 |
卖出 |
24.695280000000004 |
50500.0 |
¥1.25M |
止损触发 |
| 2022-09-28 |
黄金分割买点 |
买入 |
25.375349999999997 |
48700.0 |
¥1.24M |
|
| 2022-10-14 |
跌破0.618止损 |
卖出 |
24.24 |
48700.0 |
¥1.18M |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
24.023999999999997 |
49600.0 |
¥1.19M |
|
| 2023-01-06 |
重回前高 |
卖出 |
25.69428 |
49600.0 |
¥1.27M |
|
| 2023-03-02 |
黄金分割买点 |
买入 |
26.056030000000003 |
48700.0 |
¥1.27M |
|
| 2023-03-07 |
跌破0.618止损 |
卖出 |
25.194779999999998 |
48700.0 |
¥1.23M |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
23.423399999999994 |
52200.0 |
¥1.22M |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
22.697280000000003 |
52200.0 |
¥1.18M |
止损触发 |
| 2024-06-24 |
黄金分割买点 |
买入 |
29.189159999999998 |
40900.0 |
¥1.19M |
|
| 2024-07-03 |
跌破0.618止损 |
卖出 |
27.272699999999997 |
40900.0 |
¥1.12M |
止损触发 |
| 2024-09-20 |
黄金分割买点 |
买入 |
26.906879999999997 |
41300.0 |
¥1.11M |
|
| 2024-09-27 |
重回前高 |
卖出 |
30.359609999999996 |
41300.0 |
¥1.25M |
|
| 2024-10-18 |
黄金分割买点 |
买入 |
30.270239999999994 |
41500.0 |
¥1.26M |
|
| 2024-12-16 |
跌破0.618止损 |
卖出 |
28.371599999999997 |
41500.0 |
¥1.18M |
止损触发 |
| 2026-08-13 |
黄金分割买点 |
买入 |
21.741719999999997 |
54100.0 |
¥1.18M |
|
| 2026-08-24 |
跌破0.618止损 |
卖出 |
20.829150000000002 |
54100.0 |
¥1.13M |
止损触发 |
| 2026-09-02 |
黄金分割买点 |
买入 |
21.421399999999995 |
52600.0 |
¥1.13M |
|
| 2026-09-17 |
跌破0.618止损 |
卖出 |
20.679299999999998 |
52600.0 |
¥1.09M |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
21.331309999999995 |
50900.0 |
¥1.09M |
|
| 2026-11-13 |
强平 |
卖出 |
21.23 |
50900 |
¥1.08M |
回测结束强平 |