600905 三峡能源 — 斐波那契回调 回测明细
数据区间: 2021-06-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥87.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -12.65%）
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 11 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 |
2021-10-13 |
2021-12-08 |
6.641992 |
6.6933 |
¥7,296 |
+0.74% |
跌破0.618止损 |
| 2 |
2021-12-10 |
2022-01-12 |
6.80884204 |
6.93306 |
¥1.7万 |
+1.79% |
跌破0.618止损 |
| 3 |
2022-05-20 |
2022-06-29 |
6.147983841999999 |
6.45354 |
¥5.0万 |
+4.94% |
重回前高 |
| 4 |
2022-07-27 |
2022-08-03 |
6.258126875 |
5.95404 |
¥-5.2万 |
-4.89% |
跌破0.618止损 |
| 5 |
2022-08-22 |
2022-08-31 |
6.398308917 |
6.18381 |
¥-3.5万 |
-3.38% |
跌破0.618止损 |
| 6 |
2022-10-24 |
2022-10-28 |
6.007801799999999 |
5.7942 |
¥-3.5万 |
-3.58% |
跌破0.618止损 |
| 7 |
2024-01-26 |
2024-03-07 |
4.455786335 |
4.80519 |
¥7.4万 |
+7.81% |
重回前高 |
| 8 |
2024-03-25 |
2024-05-16 |
4.6059813799999985 |
4.66533 |
¥1.3万 |
+1.26% |
跌破0.618止损 |
| 9 |
2024-08-15 |
2024-09-03 |
4.666059398 |
4.275720000000001 |
¥-8.7万 |
-8.39% |
跌破0.618止损 |
| 10 |
2024-10-11 |
2024-10-17 |
4.686085403999999 |
4.515479999999999 |
¥-3.5万 |
-3.67% |
跌破0.618止损 |
| 11 |
2024-10-24 |
2024-12-18 |
4.756176425 |
4.52547 |
¥-4.5万 |
-4.88% |
跌破0.618止损 |
逐笔成交记录（共 22 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-10-13 |
黄金分割买点 |
买入 |
6.64 |
148000.0 |
¥98.3万 |
|
| 2021-12-08 |
跌破0.618止损 |
卖出 |
6.6933 |
148000.0 |
¥99.0万 |
止损触发 |
| 2021-12-10 |
黄金分割买点 |
买入 |
6.806799999999999 |
142800.0 |
¥97.2万 |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
6.93306 |
142800.0 |
¥99.0万 |
止损触发 |
| 2022-05-20 |
黄金分割买点 |
买入 |
6.146139999999999 |
166300.0 |
¥1.02M |
|
| 2022-06-29 |
重回前高 |
卖出 |
6.45354 |
166300.0 |
¥1.07M |
|
| 2022-07-27 |
黄金分割买点 |
买入 |
6.25625 |
170900.0 |
¥1.07M |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
5.95404 |
170900.0 |
¥1.02M |
止损触发 |
| 2022-08-22 |
黄金分割买点 |
买入 |
6.396389999999999 |
159800.0 |
¥1.02M |
|
| 2022-08-31 |
跌破0.618止损 |
卖出 |
6.18381 |
159800.0 |
¥98.8万 |
止损触发 |
| 2022-10-24 |
黄金分割买点 |
买入 |
6.005999999999999 |
164100.0 |
¥98.6万 |
|
| 2022-10-28 |
跌破0.618止损 |
卖出 |
5.7942 |
164100.0 |
¥95.1万 |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
4.45445 |
212500.0 |
¥94.7万 |
|
| 2024-03-07 |
重回前高 |
卖出 |
4.80519 |
212500.0 |
¥1.02M |
|
| 2024-03-25 |
黄金分割买点 |
买入 |
4.604599999999999 |
221000.0 |
¥1.02M |
|
| 2024-05-16 |
跌破0.618止损 |
卖出 |
4.66533 |
221000.0 |
¥1.03M |
止损触发 |
| 2024-08-15 |
黄金分割买点 |
买入 |
4.66466 |
221900.0 |
¥1.04M |
|
| 2024-09-03 |
跌破0.618止损 |
卖出 |
4.275720000000001 |
221900.0 |
¥94.8万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
4.684679999999999 |
202900.0 |
¥95.1万 |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
4.515479999999999 |
202900.0 |
¥91.6万 |
止损触发 |
| 2024-10-24 |
黄金分割买点 |
买入 |
4.75475 |
191800.0 |
¥91.2万 |
|
| 2024-12-18 |
跌破0.618止损 |
卖出 |
4.52547 |
191800.0 |
¥86.8万 |
止损触发 |