600886 国投电力 — 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: ¥73.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -26.49%）
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 34 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 |
2015-04-09 |
2015-05-05 |
10.984264290999999 |
14.06592 |
¥28.0万 |
+28.02% |
重回前高 |
| 2 |
2015-05-07 |
2015-05-18 |
12.065668614999998 |
11.27871 |
¥-8.2万 |
-6.55% |
跌破0.618止损 |
| 3 |
2015-05-27 |
2015-05-29 |
12.646422788999999 |
11.498489999999999 |
¥-10.9万 |
-9.10% |
跌破0.618止损 |
| 4 |
2015-06-11 |
2015-09-18 |
12.846682848999999 |
13.38 |
¥4.5万 |
+4.12% |
重回前高 |
| 5 |
2015-09-21 |
2015-09-22 |
12.043611999999998 |
10.84 |
¥-10.2万 |
-10.02% |
跌破0.618止损 |
| 6 |
2016-04-06 |
2016-04-22 |
6.939011078999999 |
6.35364 |
¥-8.7万 |
-8.46% |
跌破0.618止损 |
| 7 |
2016-05-04 |
2016-05-10 |
6.588555973999999 |
6.313680000000001 |
¥-3.9万 |
-4.20% |
跌破0.618止损 |
| 8 |
2016-05-12 |
2016-05-27 |
6.528477955999999 |
6.44355 |
¥-1.2万 |
-1.33% |
跌破0.618止损 |
| 9 |
2016-08-24 |
2016-09-02 |
7.159297145 |
6.7932 |
¥-4.6万 |
-5.14% |
跌破0.618止损 |
| 10 |
2017-04-24 |
2017-06-12 |
7.489726244 |
8.00199 |
¥5.7万 |
+6.81% |
重回前高 |
| 11 |
2018-03-07 |
2018-04-20 |
7.079193120999999 |
6.74325 |
¥-4.3万 |
-4.77% |
跌破0.618止损 |
| 12 |
2018-06-27 |
2018-07-09 |
7.369570208 |
7.01 |
¥-4.2万 |
-4.91% |
跌破0.618止损 |
| 13 |
2018-07-13 |
2018-07-23 |
7.299479186999999 |
7.82217 |
¥5.8万 |
+7.13% |
重回前高 |
| 14 |
2018-11-05 |
2018-11-26 |
7.449674231999999 |
7.13286 |
¥-3.8万 |
-4.28% |
跌破0.618止损 |
| 15 |
2019-03-11 |
2019-04-04 |
8.130558436 |
8.6913 |
¥5.8万 |
+6.86% |
重回前高 |
| 16 |
2019-07-03 |
2019-07-24 |
8.250714471999999 |
8.541450000000001 |
¥3.1万 |
+3.49% |
重回前高 |
| 17 |
2019-09-18 |
2019-10-18 |
9.051754711999997 |
8.76123 |
¥-3.0万 |
-3.24% |
跌破0.618止损 |
| 18 |
2019-12-09 |
2020-01-22 |
8.781403630999998 |
8.451540000000001 |
¥-3.4万 |
-3.79% |
跌破0.618止损 |
| 19 |
2021-03-26 |
2021-06-09 |
9.642521889 |
9.54045 |
¥-9,423 |
-1.09% |
跌破0.618止损 |
| 20 |
2021-08-26 |
2021-09-23 |
9.212763000000002 |
11.69 |
¥22.9万 |
+26.85% |
重回前高 |
| 21 |
2021-10-12 |
2021-11-08 |
10.81404324 |
9.97002 |
¥-8.4万 |
-7.83% |
跌破0.618止损 |
| 22 |
2021-12-28 |
2022-01-10 |
11.344732399 |
9.950040000000001 |
¥-12.3万 |
-12.32% |
跌破0.618止损 |
| 23 |
2022-02-10 |
2022-02-16 |
10.733939216 |
10.23975 |
¥-4.1万 |
-4.63% |
跌破0.618止损 |
| 24 |
2022-05-10 |
2022-06-20 |
9.962937984999996 |
10.53945 |
¥4.8万 |
+5.75% |
重回前高 |
| 25 |
2022-07-27 |
2022-08-01 |
10.663848194999998 |
10.29969 |
¥-3.0万 |
-3.44% |
跌破0.618止损 |
| 26 |
2022-08-24 |
2022-10-24 |
11.043311999999998 |
10.5894 |
¥-3.5万 |
-4.14% |
跌破0.618止损 |
| 27 |
2022-11-29 |
2022-12-09 |
11.063318 |
10.59939 |
¥-3.4万 |
-4.22% |
跌破0.618止损 |
| 28 |
2023-06-19 |
2023-08-04 |
12.005590597 |
12.89709 |
¥5.8万 |
+7.39% |
重回前高 |
| 29 |
2024-07-29 |
2024-08-06 |
17.652924288999998 |
16.96302 |
¥-3.3万 |
-3.94% |
跌破0.618止损 |
| 30 |
2025-06-05 |
2025-06-24 |
15.249803569 |
14.70528 |
¥-2.9万 |
-3.60% |
跌破0.618止损 |
| 31 |
2025-11-04 |
2025-11-19 |
14.418724319999999 |
13.666319999999999 |
¥-4.1万 |
-5.25% |
跌破0.618止损 |
| 32 |
2026-04-01 |
2026-04-08 |
14.168399244999998 |
13.516469999999998 |
¥-3.4万 |
-4.63% |
跌破0.618止损 |
| 33 |
2026-08-10 |
2026-08-17 |
14.238490266 |
13.766219999999999 |
¥-2.4万 |
-3.35% |
跌破0.618止损 |
| 34 |
2026-09-03 |
2026-09-29 |
14.178412247999999 |
15.2847 |
¥5.3万 |
+7.77% |
重回前高 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
黄金分割买点 |
买入 |
10.98097 |
91000.0 |
¥100.0万 |
|
| 2015-05-05 |
重回前高 |
卖出 |
14.06592 |
91000.0 |
¥1.28M |
|
| 2015-05-07 |
黄金分割买点 |
买入 |
12.06205 |
104200.0 |
¥1.26M |
|
| 2015-05-18 |
跌破0.618止损 |
卖出 |
11.27871 |
104200.0 |
¥1.17M |
止损触发 |
| 2015-05-27 |
黄金分割买点 |
买入 |
12.642629999999999 |
94500.0 |
¥1.20M |
|
| 2015-05-29 |
跌破0.618止损 |
卖出 |
11.498489999999999 |
94500.0 |
¥1.09M |
止损触发 |
| 2015-06-11 |
黄金分割买点 |
买入 |
12.84283 |
84400.0 |
¥1.08M |
|
| 2015-09-18 |
重回前高 |
卖出 |
13.38 |
84400.0 |
¥1.13M |
|
| 2015-09-21 |
黄金分割买点 |
买入 |
12.04 |
84400.0 |
¥1.02M |
|
| 2015-09-22 |
跌破0.618止损 |
卖出 |
10.84 |
84400.0 |
¥91.5万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
6.936929999999999 |
147700.0 |
¥1.02M |
|
| 2016-04-22 |
跌破0.618止损 |
卖出 |
6.35364 |
147700.0 |
¥93.8万 |
止损触发 |
| 2016-05-04 |
黄金分割买点 |
买入 |
6.58658 |
142400.0 |
¥93.8万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
6.313680000000001 |
142400.0 |
¥89.9万 |
止损触发 |
| 2016-05-12 |
黄金分割买点 |
买入 |
6.526519999999999 |
137100.0 |
¥89.5万 |
|
| 2016-05-27 |
跌破0.618止损 |
卖出 |
6.44355 |
137100.0 |
¥88.3万 |
止损触发 |
| 2016-08-24 |
黄金分割买点 |
买入 |
7.15715 |
124700.0 |
¥89.3万 |
|
| 2016-09-02 |
跌破0.618止损 |
卖出 |
6.7932 |
124700.0 |
¥84.7万 |
止损触发 |
| 2017-04-24 |
黄金分割买点 |
买入 |
7.487480000000001 |
112600.0 |
¥84.3万 |
|
| 2017-06-12 |
重回前高 |
卖出 |
8.00199 |
112600.0 |
¥90.1万 |
|
| 2018-03-07 |
黄金分割买点 |
买入 |
7.077069999999999 |
127200.0 |
¥90.0万 |
|
| 2018-04-20 |
跌破0.618止损 |
卖出 |
6.74325 |
127200.0 |
¥85.7万 |
止损触发 |
| 2018-06-27 |
黄金分割买点 |
买入 |
7.36736 |
116700.0 |
¥86.0万 |
|
| 2018-07-09 |
跌破0.618止损 |
卖出 |
7.01 |
116700.0 |
¥81.8万 |
止损触发 |
| 2018-07-13 |
黄金分割买点 |
买入 |
7.297289999999999 |
112100.0 |
¥81.8万 |
|
| 2018-07-23 |
重回前高 |
卖出 |
7.82217 |
112100.0 |
¥87.7万 |
|
| 2018-11-05 |
黄金分割买点 |
买入 |
7.447439999999999 |
117600.0 |
¥87.6万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
7.13286 |
117600.0 |
¥83.9万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
8.12812 |
103400.0 |
¥84.1万 |
|
| 2019-04-04 |
重回前高 |
卖出 |
8.6913 |
103400.0 |
¥89.8万 |
|
| 2019-07-03 |
黄金分割买点 |
买入 |
8.24824 |
108800.0 |
¥89.8万 |
|
| 2019-07-24 |
重回前高 |
卖出 |
8.541450000000001 |
108800.0 |
¥92.9万 |
|
| 2019-09-18 |
黄金分割买点 |
买入 |
9.049039999999998 |
102500.0 |
¥92.8万 |
|
| 2019-10-18 |
跌破0.618止损 |
卖出 |
8.76123 |
102500.0 |
¥89.8万 |
止损触发 |
| 2019-12-09 |
黄金分割买点 |
买入 |
8.778769999999998 |
101900.0 |
¥89.5万 |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
8.451540000000001 |
101900.0 |
¥86.1万 |
止损触发 |
| 2021-03-26 |
黄金分割买点 |
买入 |
9.63963 |
89800.0 |
¥86.6万 |
|
| 2021-06-09 |
跌破0.618止损 |
卖出 |
9.54045 |
89800.0 |
¥85.6万 |
止损触发 |
| 2021-08-26 |
黄金分割买点 |
买入 |
9.21 |
92600.0 |
¥85.3万 |
|
| 2021-09-23 |
重回前高 |
卖出 |
11.69 |
92600.0 |
¥1.08M |
|
| 2021-10-12 |
黄金分割买点 |
买入 |
10.8108 |
99100.0 |
¥1.07M |
|
| 2021-11-08 |
跌破0.618止损 |
卖出 |
9.97002 |
99100.0 |
¥98.8万 |
止损触发 |
| 2021-12-28 |
黄金分割买点 |
买入 |
11.34133 |
88100.0 |
¥99.9万 |
|
| 2022-01-10 |
跌破0.618止损 |
卖出 |
9.950040000000001 |
88100.0 |
¥87.6万 |
止损触发 |
| 2022-02-10 |
黄金分割买点 |
买入 |
10.73072 |
81700.0 |
¥87.7万 |
|
| 2022-02-16 |
跌破0.618止损 |
卖出 |
10.23975 |
81700.0 |
¥83.6万 |
止损触发 |
| 2022-05-10 |
黄金分割买点 |
买入 |
9.959949999999997 |
83100.0 |
¥82.8万 |
|
| 2022-06-20 |
重回前高 |
卖出 |
10.53945 |
83100.0 |
¥87.6万 |
|
| 2022-07-27 |
黄金分割买点 |
买入 |
10.660649999999999 |
82600.0 |
¥88.1万 |
|
| 2022-08-01 |
跌破0.618止损 |
卖出 |
10.29969 |
82600.0 |
¥85.0万 |
止损触发 |
| 2022-08-24 |
黄金分割买点 |
买入 |
11.04 |
77400.0 |
¥85.5万 |
|
| 2022-10-24 |
跌破0.618止损 |
卖出 |
10.5894 |
77400.0 |
¥81.9万 |
止损触发 |
| 2022-11-29 |
黄金分割买点 |
买入 |
11.06 |
73800.0 |
¥81.6万 |
|
| 2022-12-09 |
跌破0.618止损 |
卖出 |
10.59939 |
73800.0 |
¥78.2万 |
止损触发 |
| 2023-06-19 |
黄金分割买点 |
买入 |
12.00199 |
65100.0 |
¥78.2万 |
|
| 2023-08-04 |
重回前高 |
卖出 |
12.89709 |
65100.0 |
¥83.9万 |
|
| 2024-07-29 |
黄金分割买点 |
买入 |
17.647629999999996 |
47600.0 |
¥84.0万 |
|
| 2024-08-06 |
跌破0.618止损 |
卖出 |
16.96302 |
47600.0 |
¥80.7万 |
止损触发 |
| 2025-06-05 |
黄金分割买点 |
买入 |
15.24523 |
53100.0 |
¥81.0万 |
|
| 2025-06-24 |
跌破0.618止损 |
卖出 |
14.70528 |
53100.0 |
¥78.1万 |
止损触发 |
| 2025-11-04 |
黄金分割买点 |
买入 |
14.414399999999999 |
54000.0 |
¥77.9万 |
|
| 2025-11-19 |
跌破0.618止损 |
卖出 |
13.666319999999999 |
54000.0 |
¥73.8万 |
止损触发 |
| 2026-04-01 |
黄金分割买点 |
买入 |
14.16415 |
52000.0 |
¥73.7万 |
|
| 2026-04-08 |
跌破0.618止损 |
卖出 |
13.516469999999998 |
52000.0 |
¥70.3万 |
止损触发 |
| 2026-08-10 |
黄金分割买点 |
买入 |
14.23422 |
49400.0 |
¥70.3万 |
|
| 2026-08-17 |
跌破0.618止损 |
卖出 |
13.766219999999999 |
49400.0 |
¥68.0万 |
止损触发 |
| 2026-09-03 |
黄金分割买点 |
买入 |
14.174159999999999 |
47900.0 |
¥67.9万 |
|
| 2026-09-29 |
重回前高 |
卖出 |
15.2847 |
47900.0 |
¥73.2万 |
|