600875 东方电气 — 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: ¥68.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -31.27%）
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 50 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 |
2015-05-06 |
2015-06-23 |
25.833547739999997 |
23.95602 |
¥-7.3万 |
-7.30% |
跌破0.618止损 |
| 2 |
2015-10-20 |
2015-11-03 |
15.640310685999998 |
13.95603 |
¥-9.9万 |
-10.80% |
跌破0.618止损 |
| 3 |
2015-11-10 |
2015-12-10 |
15.049543508999998 |
13.416570000000002 |
¥-8.9万 |
-10.88% |
跌破0.618止损 |
| 4 |
2015-12-18 |
2015-12-29 |
14.298568283999996 |
13.54644 |
¥-3.9万 |
-5.29% |
跌破0.618止损 |
| 5 |
2016-04-15 |
2016-04-21 |
11.294667384 |
10.47951 |
¥-5.1万 |
-7.25% |
跌破0.618止损 |
| 6 |
2017-07-11 |
2017-07-21 |
9.852794951999998 |
9.7902 |
¥-4,286 |
-0.67% |
重回前高 |
| 7 |
2017-09-26 |
2017-10-19 |
10.31339309 |
10.1898 |
¥-7,916 |
-1.23% |
跌破0.618止损 |
| 8 |
2017-11-20 |
2017-11-24 |
10.81404324 |
10.38 |
¥-2.5万 |
-4.04% |
跌破0.618止损 |
| 9 |
2017-12-25 |
2018-01-16 |
10.964238284999999 |
10.699290000000001 |
¥-1.5万 |
-2.45% |
跌破0.618止损 |
| 10 |
2018-01-23 |
2018-02-12 |
10.954225281999998 |
9.50049 |
¥-7.9万 |
-13.30% |
跌破0.618止损 |
| 11 |
2018-05-23 |
2018-05-29 |
9.242001769 |
8.941049999999999 |
¥-1.7万 |
-3.29% |
跌破0.618止损 |
| 12 |
2018-11-01 |
2018-11-15 |
7.239401168999999 |
7.9120800000000004 |
¥4.6万 |
+9.26% |
重回前高 |
| 13 |
2019-04-26 |
2019-04-30 |
12.165798645 |
11.66 |
¥-2.3万 |
-4.19% |
跌破0.618止损 |
| 14 |
2019-09-11 |
2019-09-19 |
10.093107023999998 |
9.65034 |
¥-2.3万 |
-4.42% |
跌破0.618止损 |
| 15 |
2020-02-14 |
2020-02-19 |
8.611182579999998 |
9.620370000000001 |
¥5.8万 |
+11.69% |
重回前高 |
| 16 |
2020-03-23 |
2020-03-31 |
8.861507654999999 |
8.56143 |
¥-1.9万 |
-3.42% |
跌破0.618止损 |
| 17 |
2020-04-17 |
2020-04-28 |
9.101819726999999 |
8.41158 |
¥-4.1万 |
-7.61% |
跌破0.618止损 |
| 18 |
2020-05-11 |
2020-05-26 |
9.41222282 |
8.941049999999999 |
¥-2.5万 |
-5.03% |
跌破0.618止损 |
| 19 |
2020-06-03 |
2020-07-07 |
9.221975763000001 |
9.90009 |
¥3.5万 |
+7.32% |
重回前高 |
| 20 |
2020-07-29 |
2020-08-03 |
9.552404861999998 |
10.479510000000001 |
¥4.9万 |
+9.67% |
重回前高 |
| 21 |
2020-08-13 |
2020-10-09 |
9.902859966999998 |
10.6893 |
¥4.4万 |
+7.91% |
跌破0.618止损 |
| 22 |
2020-10-22 |
2020-11-03 |
10.924186273 |
10.57941 |
¥-1.9万 |
-3.19% |
跌破0.618止损 |
| 23 |
2020-11-10 |
2020-11-12 |
10.894147263999999 |
10.54944 |
¥-1.9万 |
-3.19% |
跌破0.618止损 |
| 24 |
2020-11-26 |
2020-12-01 |
10.964238285 |
10.64934 |
¥-1.6万 |
-2.90% |
跌破0.618止损 |
| 25 |
2020-12-02 |
2020-12-07 |
10.924186273 |
10.569420000000001 |
¥-1.8万 |
-3.28% |
跌破0.618止损 |
| 26 |
2021-01-11 |
2021-01-12 |
10.703209999999999 |
10.20978 |
¥-2.4万 |
-4.64% |
跌破0.618止损 |
| 27 |
2021-01-21 |
2021-01-26 |
11.134459335999997 |
12.65733 |
¥6.9万 |
+13.64% |
重回前高 |
| 28 |
2021-02-08 |
2021-04-16 |
11.625096482999998 |
11.92 |
¥1.4万 |
+2.51% |
跌破0.618止损 |
| 29 |
2021-07-23 |
2021-08-02 |
11.304680386999996 |
11.76822 |
¥2.4万 |
+4.07% |
重回前高 |
| 30 |
2021-10-11 |
2022-01-14 |
16.431337922999997 |
17.93205 |
¥5.5万 |
+9.10% |
跌破0.618止损 |
| 31 |
2022-06-01 |
2022-06-14 |
13.888035160999998 |
15.25473 |
¥6.5万 |
+9.81% |
重回前高 |
| 32 |
2022-08-08 |
2022-08-24 |
15.730427712999997 |
18.73125 |
¥13.7万 |
+19.04% |
重回前高 |
| 33 |
2022-10-10 |
2022-12-06 |
20.516643146999996 |
21.888090000000002 |
¥5.8万 |
+6.65% |
跌破0.618止损 |
| 34 |
2023-01-04 |
2023-01-19 |
22.579321764999996 |
21.23874 |
¥-5.5万 |
-5.97% |
跌破0.618止损 |
| 35 |
2023-03-07 |
2023-03-17 |
21.32769639 |
19.930049999999998 |
¥-5.7万 |
-6.58% |
跌破0.618止损 |
| 36 |
2023-06-20 |
2023-06-27 |
18.423925519999994 |
17.882099999999998 |
¥-2.4万 |
-2.97% |
跌破0.618止损 |
| 37 |
2023-07-31 |
2023-08-09 |
18.814432637 |
18.0819 |
¥-3.1万 |
-3.92% |
跌破0.618止损 |
| 38 |
2024-01-04 |
2024-01-18 |
14.699088403999998 |
14.035950000000001 |
¥-3.4万 |
-4.54% |
跌破0.618止损 |
| 39 |
2024-02-01 |
2024-02-05 |
14.268529275 |
13.796190000000001 |
¥-2.4万 |
-3.34% |
跌破0.618止损 |
| 40 |
2024-02-07 |
2024-02-23 |
14.31859429 |
15.45453 |
¥5.5万 |
+7.90% |
重回前高 |
| 41 |
2024-03-28 |
2024-04-16 |
15.189725550999999 |
17.312669999999997 |
¥10.5万 |
+13.94% |
重回前高 |
| 42 |
2024-07-03 |
2024-07-11 |
17.552794259 |
16.34364 |
¥-5.9万 |
-6.92% |
跌破0.618止损 |
| 43 |
2024-10-10 |
2025-01-03 |
14.859296451999997 |
14.985 |
¥6,533 |
+0.82% |
跌破0.618止损 |
| 44 |
2025-02-13 |
2025-02-18 |
15.520154649999998 |
14.95503 |
¥-2.9万 |
-3.67% |
跌破0.618止损 |
| 45 |
2025-03-07 |
2025-04-08 |
15.119634529999997 |
14.085899999999999 |
¥-5.3万 |
-6.86% |
跌破0.618止损 |
| 46 |
2025-07-29 |
2025-09-04 |
20.827046239999998 |
18.95103 |
¥-6.5万 |
-9.03% |
跌破0.618止损 |
| 47 |
2025-10-10 |
2025-10-20 |
21.20636 |
20.009970000000003 |
¥-3.7万 |
-5.67% |
跌破0.618止损 |
| 48 |
2025-11-19 |
2025-11-24 |
21.447852426000004 |
20.52945 |
¥-2.7万 |
-4.31% |
跌破0.618止损 |
| 49 |
2026-02-02 |
2026-02-10 |
24.892325458 |
28.86111 |
¥9.5万 |
+15.91% |
重回前高 |
| 50 |
2026-03-27 |
2026-05-22 |
36.327174884 |
36.00396 |
¥-6,280 |
-0.92% |
跌破0.618止损 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-06 |
黄金分割买点 |
买入 |
25.825799999999997 |
38600.0 |
¥99.7万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
23.95602 |
38600.0 |
¥92.4万 |
止损触发 |
| 2015-10-20 |
黄金分割买点 |
买入 |
15.635619999999996 |
58900.0 |
¥92.1万 |
|
| 2015-11-03 |
跌破0.618止损 |
卖出 |
13.95603 |
58900.0 |
¥82.2万 |
止损触发 |
| 2015-11-10 |
黄金分割买点 |
买入 |
15.045029999999999 |
54500.0 |
¥82.0万 |
|
| 2015-12-10 |
跌破0.618止损 |
卖出 |
13.416570000000002 |
54500.0 |
¥73.1万 |
止损触发 |
| 2015-12-18 |
黄金分割买点 |
买入 |
14.294279999999997 |
51500.0 |
¥73.6万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
13.54644 |
51500.0 |
¥69.7万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
11.291279999999999 |
61800.0 |
¥69.8万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
10.47951 |
61800.0 |
¥64.7万 |
止损触发 |
| 2017-07-11 |
黄金分割买点 |
买入 |
9.849839999999999 |
65400.0 |
¥64.4万 |
|
| 2017-07-21 |
重回前高 |
卖出 |
9.7902 |
65400.0 |
¥64.0万 |
|
| 2017-09-26 |
黄金分割买点 |
买入 |
10.3103 |
62500.0 |
¥64.5万 |
|
| 2017-10-19 |
跌破0.618止损 |
卖出 |
10.1898 |
62500.0 |
¥63.7万 |
止损触发 |
| 2017-11-20 |
黄金分割买点 |
买入 |
10.8108 |
58100.0 |
¥62.8万 |
|
| 2017-11-24 |
跌破0.618止损 |
卖出 |
10.38 |
58100.0 |
¥60.3万 |
止损触发 |
| 2017-12-25 |
黄金分割买点 |
买入 |
10.960949999999999 |
55600.0 |
¥61.0万 |
|
| 2018-01-16 |
跌破0.618止损 |
卖出 |
10.699290000000001 |
55600.0 |
¥59.5万 |
止损触发 |
| 2018-01-23 |
黄金分割买点 |
买入 |
10.950939999999997 |
54200.0 |
¥59.4万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
9.50049 |
54200.0 |
¥51.5万 |
止损触发 |
| 2018-05-23 |
黄金分割买点 |
买入 |
9.23923 |
55500.0 |
¥51.3万 |
|
| 2018-05-29 |
跌破0.618止损 |
卖出 |
8.941049999999999 |
55500.0 |
¥49.6万 |
止损触发 |
| 2018-11-01 |
黄金分割买点 |
买入 |
7.237229999999999 |
69100.0 |
¥50.0万 |
|
| 2018-11-15 |
重回前高 |
卖出 |
7.9120800000000004 |
69100.0 |
¥54.7万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
12.162149999999999 |
44400.0 |
¥54.0万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
11.66 |
44400.0 |
¥51.8万 |
止损触发 |
| 2019-09-11 |
黄金分割买点 |
买入 |
10.090079999999999 |
51900.0 |
¥52.4万 |
|
| 2019-09-19 |
跌破0.618止损 |
卖出 |
9.65034 |
51900.0 |
¥50.1万 |
止损触发 |
| 2020-02-14 |
黄金分割买点 |
买入 |
8.6086 |
58000.0 |
¥49.9万 |
|
| 2020-02-19 |
重回前高 |
卖出 |
9.620370000000001 |
58000.0 |
¥55.8万 |
|
| 2020-03-23 |
黄金分割买点 |
买入 |
8.858849999999999 |
61900.0 |
¥54.9万 |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
8.56143 |
61900.0 |
¥53.0万 |
止损触发 |
| 2020-04-17 |
黄金分割买点 |
买入 |
9.099089999999999 |
59300.0 |
¥54.0万 |
|
| 2020-04-28 |
跌破0.618止损 |
卖出 |
8.41158 |
59300.0 |
¥49.9万 |
止损触发 |
| 2020-05-11 |
黄金分割买点 |
买入 |
9.4094 |
53100.0 |
¥50.0万 |
|
| 2020-05-26 |
跌破0.618止损 |
卖出 |
8.941049999999999 |
53100.0 |
¥47.5万 |
止损触发 |
| 2020-06-03 |
黄金分割买点 |
买入 |
9.21921 |
51400.0 |
¥47.4万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
9.90009 |
51400.0 |
¥50.9万 |
|
| 2020-07-29 |
黄金分割买点 |
买入 |
9.549539999999999 |
53000.0 |
¥50.6万 |
|
| 2020-08-03 |
重回前高 |
卖出 |
10.479510000000001 |
53000.0 |
¥55.5万 |
|
| 2020-08-13 |
黄金分割买点 |
买入 |
9.89989 |
56300.0 |
¥55.8万 |
|
| 2020-10-09 |
跌破0.618止损 |
卖出 |
10.6893 |
56300.0 |
¥60.2万 |
止损触发 |
| 2020-10-22 |
黄金分割买点 |
买入 |
10.92091 |
54600.0 |
¥59.6万 |
|
| 2020-11-03 |
跌破0.618止损 |
卖出 |
10.57941 |
54600.0 |
¥57.7万 |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
10.89088 |
53400.0 |
¥58.2万 |
|
| 2020-11-12 |
跌破0.618止损 |
卖出 |
10.54944 |
53400.0 |
¥56.3万 |
止损触发 |
| 2020-11-26 |
黄金分割买点 |
买入 |
10.960949999999999 |
51500.0 |
¥56.5万 |
|
| 2020-12-01 |
跌破0.618止损 |
卖出 |
10.64934 |
51500.0 |
¥54.8万 |
止损触发 |
| 2020-12-02 |
黄金分割买点 |
买入 |
10.920910000000001 |
50100.0 |
¥54.7万 |
|
| 2020-12-07 |
跌破0.618止损 |
卖出 |
10.569420000000001 |
50100.0 |
¥52.9万 |
止损触发 |
| 2021-01-11 |
黄金分割买点 |
买入 |
10.7 |
48800.0 |
¥52.2万 |
|
| 2021-01-12 |
跌破0.618止损 |
卖出 |
10.20978 |
48800.0 |
¥49.8万 |
止损触发 |
| 2021-01-21 |
黄金分割买点 |
买入 |
11.131119999999997 |
45200.0 |
¥50.3万 |
|
| 2021-01-26 |
重回前高 |
卖出 |
12.65733 |
45200.0 |
¥57.2万 |
|
| 2021-02-08 |
黄金分割买点 |
买入 |
11.621609999999999 |
48200.0 |
¥56.0万 |
|
| 2021-04-16 |
跌破0.618止损 |
卖出 |
11.92 |
48200.0 |
¥57.4万 |
止损触发 |
| 2021-07-23 |
黄金分割买点 |
买入 |
11.301289999999996 |
52000.0 |
¥58.8万 |
|
| 2021-08-02 |
重回前高 |
卖出 |
11.76822 |
52000.0 |
¥61.2万 |
|
| 2021-10-11 |
黄金分割买点 |
买入 |
16.426409999999997 |
37000.0 |
¥60.8万 |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
17.93205 |
37000.0 |
¥66.3万 |
止损触发 |
| 2022-06-01 |
黄金分割买点 |
买入 |
13.883869999999998 |
47600.0 |
¥66.1万 |
|
| 2022-06-14 |
重回前高 |
卖出 |
15.25473 |
47600.0 |
¥72.6万 |
|
| 2022-08-08 |
黄金分割买点 |
买入 |
15.725709999999998 |
45800.0 |
¥72.0万 |
|
| 2022-08-24 |
重回前高 |
卖出 |
18.73125 |
45800.0 |
¥85.8万 |
|
| 2022-10-10 |
黄金分割买点 |
买入 |
20.510489999999997 |
42400.0 |
¥87.0万 |
|
| 2022-12-06 |
跌破0.618止损 |
卖出 |
21.888090000000002 |
42400.0 |
¥92.8万 |
止损触发 |
| 2023-01-04 |
黄金分割买点 |
买入 |
22.57255 |
41000.0 |
¥92.6万 |
|
| 2023-01-19 |
跌破0.618止损 |
卖出 |
21.23874 |
41000.0 |
¥87.1万 |
止损触发 |
| 2023-03-07 |
黄金分割买点 |
买入 |
21.321299999999997 |
40600.0 |
¥86.6万 |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
19.930049999999998 |
40600.0 |
¥80.9万 |
止损触发 |
| 2023-06-20 |
黄金分割买点 |
买入 |
18.418399999999995 |
44100.0 |
¥81.2万 |
|
| 2023-06-27 |
跌破0.618止损 |
卖出 |
17.882099999999998 |
44100.0 |
¥78.8万 |
止损触发 |
| 2023-07-31 |
黄金分割买点 |
买入 |
18.80879 |
42000.0 |
¥79.0万 |
|
| 2023-08-09 |
跌破0.618止损 |
卖出 |
18.0819 |
42000.0 |
¥75.9万 |
止损触发 |
| 2024-01-04 |
黄金分割买点 |
买入 |
14.694679999999998 |
51300.0 |
¥75.4万 |
|
| 2024-01-18 |
跌破0.618止损 |
卖出 |
14.035950000000001 |
51300.0 |
¥72.0万 |
止损触发 |
| 2024-02-01 |
黄金分割买点 |
买入 |
14.264249999999999 |
50400.0 |
¥71.9万 |
|
| 2024-02-05 |
跌破0.618止损 |
卖出 |
13.796190000000001 |
50400.0 |
¥69.5万 |
止损触发 |
| 2024-02-07 |
黄金分割买点 |
买入 |
14.3143 |
49000.0 |
¥70.2万 |
|
| 2024-02-23 |
重回前高 |
卖出 |
15.45453 |
49000.0 |
¥75.7万 |
|
| 2024-03-28 |
黄金分割买点 |
买入 |
15.185169999999998 |
49800.0 |
¥75.6万 |
|
| 2024-04-16 |
重回前高 |
卖出 |
17.312669999999997 |
49800.0 |
¥86.2万 |
|
| 2024-07-03 |
黄金分割买点 |
买入 |
17.54753 |
49000.0 |
¥86.0万 |
|
| 2024-07-11 |
跌破0.618止损 |
卖出 |
16.34364 |
49000.0 |
¥80.1万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
14.854839999999996 |
53900.0 |
¥80.1万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
14.985 |
53900.0 |
¥80.7万 |
止损触发 |
| 2025-02-13 |
黄金分割买点 |
买入 |
15.515499999999998 |
51500.0 |
¥79.9万 |
|
| 2025-02-18 |
跌破0.618止损 |
卖出 |
14.95503 |
51500.0 |
¥77.0万 |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
15.115099999999998 |
51300.0 |
¥77.6万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
14.085899999999999 |
51300.0 |
¥72.2万 |
止损触发 |
| 2025-07-29 |
黄金分割买点 |
买入 |
20.8208 |
34700.0 |
¥72.3万 |
|
| 2025-09-04 |
跌破0.618止损 |
卖出 |
18.95103 |
34700.0 |
¥65.7万 |
止损触发 |
| 2025-10-10 |
黄金分割买点 |
买入 |
21.2 |
31100.0 |
¥66.0万 |
|
| 2025-10-20 |
跌破0.618止损 |
卖出 |
20.009970000000003 |
31100.0 |
¥62.2万 |
止损触发 |
| 2025-11-19 |
黄金分割买点 |
买入 |
21.44142 |
28900.0 |
¥62.0万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
20.52945 |
28900.0 |
¥59.3万 |
止损触发 |
| 2026-02-02 |
黄金分割买点 |
买入 |
24.884859999999996 |
24000.0 |
¥59.7万 |
|
| 2026-02-10 |
重回前高 |
卖出 |
28.86111 |
24000.0 |
¥69.2万 |
|
| 2026-03-27 |
黄金分割买点 |
买入 |
36.31628 |
18800.0 |
¥68.3万 |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
36.00396 |
18800.0 |
¥67.7万 |
止损触发 |