600989 宝丰能源 — 斐波那契回调 回测明细
数据区间: 2019-05-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.03M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +3.40%）
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 31 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 |
2020-01-03 |
2020-02-03 |
9.61248288 |
8.17 |
¥-15.0万 |
-15.03% |
跌破0.618止损 |
| 2 |
2020-02-12 |
2020-03-18 |
8.81144264 |
8.90109 |
¥8,350 |
+0.99% |
跌破0.618止损 |
| 3 |
2020-09-08 |
2020-09-25 |
11.384784410999998 |
10.51947 |
¥-6.5万 |
-7.63% |
跌破0.618止损 |
| 4 |
2020-11-20 |
2020-11-25 |
11.865408555 |
13.53645 |
¥11.1万 |
+14.05% |
重回前高 |
| 5 |
2020-12-10 |
2021-02-02 |
11.965538585 |
18.2817 |
¥47.5万 |
+52.74% |
重回前高 |
| 6 |
2021-03-04 |
2021-03-10 |
16.421324919999996 |
14.885100000000001 |
¥-12.8万 |
-9.38% |
跌破0.618止损 |
| 7 |
2021-03-15 |
2021-03-25 |
16.491415940999996 |
14.89509 |
¥-12.1万 |
-9.71% |
跌破0.618止损 |
| 8 |
2021-04-08 |
2021-04-13 |
16.972040084999996 |
15.65433 |
¥-8.6万 |
-7.79% |
跌破0.618止损 |
| 9 |
2021-07-20 |
2021-09-28 |
15.019504499999998 |
15.6843 |
¥4.5万 |
+4.39% |
跌破0.618止损 |
| 10 |
2021-12-03 |
2022-01-26 |
16.982053088 |
15.74424 |
¥-7.9万 |
-7.32% |
跌破0.618止损 |
| 11 |
2022-02-17 |
2022-03-09 |
17.072170115 |
16.43355 |
¥-3.8万 |
-3.77% |
跌破0.618止损 |
| 12 |
2022-03-14 |
2022-03-15 |
17.22236516 |
16.353630000000003 |
¥-4.8万 |
-5.07% |
跌破0.618止损 |
| 13 |
2022-05-31 |
2022-07-14 |
15.319894589999999 |
13.73625 |
¥-9.5万 |
-10.36% |
跌破0.618止损 |
| 14 |
2022-09-26 |
2022-09-27 |
14.118334229999999 |
13.41657 |
¥-4.1万 |
-5.00% |
跌破0.618止损 |
| 15 |
2022-11-08 |
2022-11-23 |
13.367359004999997 |
12.82 |
¥-3.2万 |
-4.12% |
跌破0.618止损 |
| 16 |
2022-11-29 |
2022-12-23 |
13.267228975 |
12.4875 |
¥-4.4万 |
-5.91% |
跌破0.618止损 |
| 17 |
2023-01-17 |
2023-02-10 |
13.006890897 |
14.38 |
¥7.4万 |
+10.52% |
重回前高 |
| 18 |
2023-03-30 |
2023-04-20 |
14.298568283999996 |
14.15583 |
¥-7,996 |
-1.03% |
跌破0.618止损 |
| 19 |
2023-07-17 |
2023-07-24 |
13.494047 |
13.51647 |
¥1,052 |
+0.14% |
重回前高 |
| 20 |
2023-08-25 |
2023-09-12 |
13.547593058999999 |
14.455530000000001 |
¥5.2万 |
+6.67% |
重回前高 |
| 21 |
2024-02-08 |
2024-02-28 |
13.827957142999997 |
15.23475 |
¥8.3万 |
+10.14% |
重回前高 |
| 22 |
2024-05-31 |
2024-07-02 |
16.671649995 |
17.4825 |
¥4.4万 |
+4.83% |
重回前高 |
| 23 |
2024-10-14 |
2024-10-17 |
16.831858042999997 |
15.834150000000001 |
¥-5.7万 |
-5.96% |
跌破0.618止损 |
| 24 |
2024-11-21 |
2024-11-26 |
16.671649994999996 |
16.07391 |
¥-3.2万 |
-3.61% |
跌破0.618止损 |
| 25 |
2025-04-24 |
2025-07-11 |
15.954785000000001 |
15.604379999999999 |
¥-1.9万 |
-2.23% |
跌破0.618止损 |
| 26 |
2025-09-17 |
2025-10-10 |
16.962027082 |
17.982 |
¥5.0万 |
+5.98% |
重回前高 |
| 27 |
2025-10-17 |
2025-10-28 |
17.112222127 |
18.451529999999998 |
¥7.0万 |
+7.79% |
重回前高 |
| 28 |
2025-11-21 |
2025-12-12 |
18.113522427 |
17.73225 |
¥-2.0万 |
-2.13% |
跌破0.618止损 |
| 29 |
2025-12-22 |
2026-01-23 |
18.32379549 |
22.3 |
¥20.4万 |
+21.66% |
重回前高 |
| 30 |
2026-04-01 |
2026-05-21 |
29.097786718 |
26.743230000000004 |
¥-9.3万 |
-8.12% |
跌破0.618止损 |
| 31 |
2026-09-18 |
2026-10-14 |
23.059945909 |
22.53744 |
¥-2.4万 |
-2.30% |
跌破0.618止损 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-03 |
黄金分割买点 |
买入 |
9.609599999999999 |
104000.0 |
¥100.0万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
8.17 |
104000.0 |
¥84.9万 |
止损触发 |
| 2020-02-12 |
黄金分割买点 |
买入 |
8.8088 |
96000.0 |
¥84.6万 |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
8.90109 |
96000.0 |
¥85.4万 |
止损触发 |
| 2020-09-08 |
黄金分割买点 |
买入 |
11.381369999999999 |
75200.0 |
¥85.6万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
10.51947 |
75200.0 |
¥79.1万 |
止损触发 |
| 2020-11-20 |
黄金分割买点 |
买入 |
11.861849999999999 |
66400.0 |
¥78.8万 |
|
| 2020-11-25 |
重回前高 |
卖出 |
13.53645 |
66400.0 |
¥89.9万 |
|
| 2020-12-10 |
黄金分割买点 |
买入 |
11.961949999999998 |
75200.0 |
¥90.0万 |
|
| 2021-02-02 |
重回前高 |
卖出 |
18.2817 |
75200.0 |
¥1.37M |
|
| 2021-03-04 |
黄金分割买点 |
买入 |
16.416399999999996 |
83200.0 |
¥1.37M |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
14.885100000000001 |
83200.0 |
¥1.24M |
止损触发 |
| 2021-03-15 |
黄金分割买点 |
买入 |
16.486469999999997 |
75600.0 |
¥1.25M |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
14.89509 |
75600.0 |
¥1.13M |
止损触发 |
| 2021-04-08 |
黄金分割买点 |
买入 |
16.966949999999997 |
65400.0 |
¥1.11M |
|
| 2021-04-13 |
跌破0.618止损 |
卖出 |
15.65433 |
65400.0 |
¥1.02M |
止损触发 |
| 2021-07-20 |
黄金分割买点 |
买入 |
15.014999999999999 |
67900.0 |
¥1.02M |
|
| 2021-09-28 |
跌破0.618止损 |
卖出 |
15.6843 |
67900.0 |
¥1.06M |
止损触发 |
| 2021-12-03 |
黄金分割买点 |
买入 |
16.97696 |
63700.0 |
¥1.08M |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
15.74424 |
63700.0 |
¥1.00M |
止损触发 |
| 2022-02-17 |
黄金分割买点 |
买入 |
17.06705 |
58700.0 |
¥1.00M |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
16.43355 |
58700.0 |
¥96.4万 |
止损触发 |
| 2022-03-14 |
黄金分割买点 |
买入 |
17.2172 |
55300.0 |
¥95.2万 |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
16.353630000000003 |
55300.0 |
¥90.4万 |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
15.315299999999999 |
59800.0 |
¥91.6万 |
|
| 2022-07-14 |
跌破0.618止损 |
卖出 |
13.73625 |
59800.0 |
¥82.1万 |
止损触发 |
| 2022-09-26 |
黄金分割买点 |
买入 |
14.114099999999999 |
58300.0 |
¥82.3万 |
|
| 2022-09-27 |
跌破0.618止损 |
卖出 |
13.41657 |
58300.0 |
¥78.2万 |
止损触发 |
| 2022-11-08 |
黄金分割买点 |
买入 |
13.363349999999999 |
58700.0 |
¥78.5万 |
|
| 2022-11-23 |
跌破0.618止损 |
卖出 |
12.82 |
58700.0 |
¥75.2万 |
止损触发 |
| 2022-11-29 |
黄金分割买点 |
买入 |
13.26325 |
56400.0 |
¥74.8万 |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
12.4875 |
56400.0 |
¥70.4万 |
止损触发 |
| 2023-01-17 |
黄金分割买点 |
买入 |
13.002989999999999 |
54400.0 |
¥70.8万 |
|
| 2023-02-10 |
重回前高 |
卖出 |
14.38 |
54400.0 |
¥78.2万 |
|
| 2023-03-30 |
黄金分割买点 |
买入 |
14.294279999999997 |
54400.0 |
¥77.8万 |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
14.15583 |
54400.0 |
¥77.0万 |
止损触发 |
| 2023-07-17 |
黄金分割买点 |
买入 |
13.49 |
57300.0 |
¥77.3万 |
|
| 2023-07-24 |
重回前高 |
卖出 |
13.51647 |
57300.0 |
¥77.4万 |
|
| 2023-08-25 |
黄金分割买点 |
买入 |
13.543529999999999 |
57000.0 |
¥77.2万 |
|
| 2023-09-12 |
重回前高 |
卖出 |
14.455530000000001 |
57000.0 |
¥82.4万 |
|
| 2024-02-08 |
黄金分割买点 |
买入 |
13.823809999999998 |
59100.0 |
¥81.7万 |
|
| 2024-02-28 |
重回前高 |
卖出 |
15.23475 |
59100.0 |
¥90.0万 |
|
| 2024-05-31 |
黄金分割买点 |
买入 |
16.666649999999997 |
54600.0 |
¥91.0万 |
|
| 2024-07-02 |
重回前高 |
卖出 |
17.4825 |
54600.0 |
¥95.4万 |
|
| 2024-10-14 |
黄金分割买点 |
买入 |
16.82681 |
56600.0 |
¥95.3万 |
|
| 2024-10-17 |
跌破0.618止损 |
卖出 |
15.834150000000001 |
56600.0 |
¥89.6万 |
止损触发 |
| 2024-11-21 |
黄金分割买点 |
买入 |
16.666649999999997 |
53800.0 |
¥89.7万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
16.07391 |
53800.0 |
¥86.5万 |
止损触发 |
| 2025-04-24 |
黄金分割买点 |
买入 |
15.95 |
53900.0 |
¥86.0万 |
|
| 2025-07-11 |
跌破0.618止损 |
卖出 |
15.604379999999999 |
53900.0 |
¥84.1万 |
止损触发 |
| 2025-09-17 |
黄金分割买点 |
买入 |
16.95694 |
49700.0 |
¥84.3万 |
|
| 2025-10-10 |
重回前高 |
卖出 |
17.982 |
49700.0 |
¥89.3万 |
|
| 2025-10-17 |
黄金分割买点 |
买入 |
17.10709 |
52200.0 |
¥89.3万 |
|
| 2025-10-28 |
重回前高 |
卖出 |
18.451529999999998 |
52200.0 |
¥96.3万 |
|
| 2025-11-21 |
黄金分割买点 |
买入 |
18.108089999999997 |
52400.0 |
¥94.9万 |
|
| 2025-12-12 |
跌破0.618止损 |
卖出 |
17.73225 |
52400.0 |
¥92.9万 |
止损触发 |
| 2025-12-22 |
黄金分割买点 |
买入 |
18.318299999999997 |
51500.0 |
¥94.4万 |
|
| 2026-01-23 |
重回前高 |
卖出 |
22.3 |
51500.0 |
¥1.15M |
|
| 2026-04-01 |
黄金分割买点 |
买入 |
29.089059999999996 |
39400.0 |
¥1.15M |
|
| 2026-05-21 |
跌破0.618止损 |
卖出 |
26.743230000000004 |
39400.0 |
¥1.05M |
止损触发 |
| 2026-09-18 |
黄金分割买点 |
买入 |
23.05303 |
45300.0 |
¥1.04M |
|
| 2026-10-14 |
跌破0.618止损 |
卖出 |
22.53744 |
45300.0 |
¥1.02M |
止损触发 |