601012 隆基股份 — 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: ¥15.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -84.87%）
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 44 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 |
2015-04-21 |
2015-05-06 |
49.944858964 |
16.5834 |
¥-66.7万 |
-66.81% |
跌破0.618止损 |
| 2 |
2015-10-15 |
2015-12-04 |
12.005590597 |
14.365620000000003 |
¥6.5万 |
+19.62% |
重回前高 |
| 3 |
2016-01-05 |
2016-01-08 |
11.91547357 |
11.608379999999999 |
¥-9,938 |
-2.61% |
跌破0.618止损 |
| 4 |
2016-01-11 |
2016-01-12 |
12.105720626999998 |
11.788200000000003 |
¥-9,985 |
-2.65% |
跌破0.618止损 |
| 5 |
2016-03-31 |
2016-05-27 |
12.81664384 |
11.4885 |
¥-3.9万 |
-10.39% |
跌破0.618止损 |
| 6 |
2016-06-06 |
2016-07-25 |
12.526266753 |
15.934049999999997 |
¥9.2万 |
+27.17% |
重回前高 |
| 7 |
2016-09-09 |
2016-09-22 |
14.809231436999996 |
14.165819999999998 |
¥-1.9万 |
-4.37% |
跌破0.618止损 |
| 8 |
2017-05-09 |
2017-05-23 |
16.160986842 |
14.835149999999999 |
¥-3.4万 |
-8.23% |
跌破0.618止损 |
| 9 |
2017-06-06 |
2017-07-04 |
15.410011616999999 |
17.61237 |
¥5.4万 |
+14.26% |
重回前高 |
| 10 |
2017-12-05 |
2018-01-17 |
34.79518542499999 |
34.01595 |
¥-9,710 |
-2.27% |
跌破0.618止损 |
| 11 |
2018-01-24 |
2018-02-06 |
38.19960644499999 |
32.967 |
¥-5.7万 |
-13.72% |
跌破0.618止损 |
| 12 |
2018-03-05 |
2018-03-29 |
35.74642071 |
33.966 |
¥-1.8万 |
-5.01% |
跌破0.618止损 |
| 13 |
2018-04-25 |
2018-05-14 |
35.05552350299999 |
37.962 |
¥2.8万 |
+8.26% |
重回前高 |
| 14 |
2018-05-25 |
2018-05-30 |
36.04681079999999 |
23.976 |
¥-12.4万 |
-33.51% |
跌破0.618止损 |
| 15 |
2018-10-08 |
2018-10-11 |
13.817944139999998 |
12.7872 |
¥-1.8万 |
-7.49% |
跌破0.618止损 |
| 16 |
2019-03-28 |
2019-04-24 |
25.0325075 |
23.646330000000003 |
¥-1.3万 |
-5.57% |
跌破0.618止损 |
| 17 |
2019-07-17 |
2019-07-29 |
23.280231975 |
25.924049999999998 |
¥2.5万 |
+11.32% |
重回前高 |
| 18 |
2019-10-09 |
2019-10-17 |
25.823534736999996 |
23.976 |
¥-1.7万 |
-7.18% |
跌破0.618止损 |
| 19 |
2019-12-10 |
2020-01-06 |
25.312871584 |
26.74323 |
¥1.3万 |
+5.62% |
重回前高 |
| 20 |
2020-03-04 |
2020-03-16 |
30.499607138 |
27.991979999999998 |
¥-1.9万 |
-8.25% |
跌破0.618止损 |
| 21 |
2020-04-20 |
2020-06-02 |
28.238469 |
32.657309999999995 |
¥3.3万 |
+15.61% |
重回前高 |
| 22 |
2020-10-26 |
2020-11-19 |
67.08712009999999 |
63.0369 |
¥-1.5万 |
-6.07% |
跌破0.618止损 |
| 23 |
2020-12-09 |
2020-12-22 |
72.674375774 |
86.4135 |
¥4.4万 |
+18.87% |
重回前高 |
| 24 |
2021-03-05 |
2021-03-09 |
94.182306218 |
86.72319 |
¥-2.1万 |
-7.95% |
跌破0.618止损 |
| 25 |
2021-05-20 |
2021-06-24 |
100.80090120099999 |
81.5184 |
¥-4.8万 |
-19.15% |
跌破0.618止损 |
| 26 |
2021-08-31 |
2021-09-01 |
94.908464 |
87.5124 |
¥-1.6万 |
-7.82% |
跌破0.618止损 |
| 27 |
2021-10-21 |
2021-10-22 |
87.123139103 |
83.79612 |
¥-7,375 |
-3.85% |
跌破0.618止损 |
| 28 |
2021-10-26 |
2021-11-01 |
88.81533661 |
97.39251 |
¥1.8万 |
+9.62% |
重回前高 |
| 29 |
2021-11-04 |
2021-12-02 |
93.1209279 |
83.2167 |
¥-2.2万 |
-10.66% |
跌破0.618止损 |
| 30 |
2022-03-01 |
2022-04-01 |
80.60467414999998 |
70.929 |
¥-2.2万 |
-12.03% |
跌破0.618止损 |
| 31 |
2022-05-12 |
2022-06-07 |
71.32139 |
62.637299999999996 |
¥-1.9万 |
-12.20% |
跌破0.618止损 |
| 32 |
2023-01-31 |
2023-03-10 |
48.16254443 |
42.23772 |
¥-1.7万 |
-12.33% |
跌破0.618止损 |
| 33 |
2023-08-07 |
2023-08-14 |
30.810010230999996 |
28.99098 |
¥-7,494 |
-5.93% |
跌破0.618止损 |
| 34 |
2023-09-06 |
2023-09-08 |
27.766057319 |
26.573400000000003 |
¥-5,043 |
-4.32% |
跌破0.618止损 |
| 35 |
2024-01-19 |
2024-01-23 |
22.669438792 |
21.66831 |
¥-4,937 |
-4.44% |
跌破0.618止损 |
| 36 |
2024-02-23 |
2024-03-28 |
20.646812186 |
19.52046 |
¥-5,887 |
-5.48% |
跌破0.618止损 |
| 37 |
2024-10-14 |
2024-10-28 |
16.371259905000002 |
20.859119999999997 |
¥2.8万 |
+27.37% |
重回前高 |
| 38 |
2024-11-25 |
2024-12-25 |
17.723015309999997 |
16.63335 |
¥-7,991 |
-6.18% |
跌破0.618止损 |
| 39 |
2025-03-03 |
2025-03-19 |
16.721715009999997 |
17.84214 |
¥8,140 |
+6.67% |
重回前高 |
| 40 |
2025-08-01 |
2025-09-01 |
15.790505730999996 |
17.12286 |
¥1.1万 |
+8.41% |
重回前高 |
| 41 |
2025-09-19 |
2025-10-17 |
16.841871046 |
20.06991 |
¥2.7万 |
+19.13% |
重回前高 |
| 42 |
2025-11-21 |
2025-11-24 |
19.725615909999995 |
19.00098 |
¥-6,135 |
-3.70% |
跌破0.618止损 |
| 43 |
2026-03-12 |
2026-03-31 |
18.764367621999995 |
17.882099999999998 |
¥-7,634 |
-4.73% |
跌破0.618止损 |
| 44 |
2026-11-05 |
2026-11-13 |
12.085694620999998 |
11.7 |
¥-5,021 |
-3.22% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
黄金分割买点 |
买入 |
49.92988 |
20000.0 |
¥99.9万 |
|
| 2015-05-06 |
跌破0.618止损 |
卖出 |
16.5834 |
20000.0 |
¥33.2万 |
止损触发 |
| 2015-10-15 |
黄金分割买点 |
买入 |
12.001989999999997 |
27400.0 |
¥32.9万 |
|
| 2015-12-04 |
重回前高 |
卖出 |
14.365620000000003 |
27400.0 |
¥39.3万 |
|
| 2016-01-05 |
黄金分割买点 |
买入 |
11.9119 |
32000.0 |
¥38.1万 |
|
| 2016-01-08 |
跌破0.618止损 |
卖出 |
11.608379999999999 |
32000.0 |
¥37.1万 |
止损触发 |
| 2016-01-11 |
黄金分割买点 |
买入 |
12.102089999999999 |
31100.0 |
¥37.6万 |
|
| 2016-01-12 |
跌破0.618止损 |
卖出 |
11.788200000000003 |
31100.0 |
¥36.7万 |
止损触发 |
| 2016-03-31 |
黄金分割买点 |
买入 |
12.812800000000001 |
29400.0 |
¥37.7万 |
|
| 2016-05-27 |
跌破0.618止损 |
卖出 |
11.4885 |
29400.0 |
¥33.8万 |
止损触发 |
| 2016-06-06 |
黄金分割买点 |
买入 |
12.522509999999999 |
26900.0 |
¥33.7万 |
|
| 2016-07-25 |
重回前高 |
卖出 |
15.934049999999997 |
26900.0 |
¥42.8万 |
|
| 2016-09-09 |
黄金分割买点 |
买入 |
14.804789999999997 |
28900.0 |
¥42.8万 |
|
| 2016-09-22 |
跌破0.618止损 |
卖出 |
14.165819999999998 |
28900.0 |
¥40.9万 |
止损触发 |
| 2017-05-09 |
黄金分割买点 |
买入 |
16.156139999999997 |
25300.0 |
¥40.9万 |
|
| 2017-05-23 |
跌破0.618止损 |
卖出 |
14.835149999999999 |
25300.0 |
¥37.5万 |
止损触发 |
| 2017-06-06 |
黄金分割买点 |
买入 |
15.405389999999997 |
24400.0 |
¥37.6万 |
|
| 2017-07-04 |
重回前高 |
卖出 |
17.61237 |
24400.0 |
¥43.0万 |
|
| 2017-12-05 |
黄金分割买点 |
买入 |
34.784749999999995 |
12300.0 |
¥42.8万 |
|
| 2018-01-17 |
跌破0.618止损 |
卖出 |
34.01595 |
12300.0 |
¥41.8万 |
止损触发 |
| 2018-01-24 |
黄金分割买点 |
买入 |
38.18814999999999 |
10900.0 |
¥41.6万 |
|
| 2018-02-06 |
跌破0.618止损 |
卖出 |
32.967 |
10900.0 |
¥35.9万 |
止损触发 |
| 2018-03-05 |
黄金分割买点 |
买入 |
35.7357 |
10100.0 |
¥36.1万 |
|
| 2018-03-29 |
跌破0.618止损 |
卖出 |
33.966 |
10100.0 |
¥34.3万 |
止损触发 |
| 2018-04-25 |
黄金分割买点 |
买入 |
35.04500999999999 |
9700.0 |
¥34.0万 |
|
| 2018-05-14 |
重回前高 |
卖出 |
37.962 |
9700.0 |
¥36.8万 |
|
| 2018-05-25 |
黄金分割买点 |
买入 |
36.035999999999994 |
10300.0 |
¥37.1万 |
|
| 2018-05-30 |
跌破0.618止损 |
卖出 |
23.976 |
10300.0 |
¥24.7万 |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
13.813799999999999 |
17500.0 |
¥24.2万 |
|
| 2018-10-11 |
跌破0.618止损 |
卖出 |
12.7872 |
17500.0 |
¥22.4万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
25.025 |
9100.0 |
¥22.8万 |
|
| 2019-04-24 |
跌破0.618止损 |
卖出 |
23.646330000000003 |
9100.0 |
¥21.5万 |
止损触发 |
| 2019-07-17 |
黄金分割买点 |
买入 |
23.273249999999997 |
9400.0 |
¥21.9万 |
|
| 2019-07-29 |
重回前高 |
卖出 |
25.924049999999998 |
9400.0 |
¥24.4万 |
|
| 2019-10-09 |
黄金分割买点 |
买入 |
25.815789999999996 |
9400.0 |
¥24.3万 |
|
| 2019-10-17 |
跌破0.618止损 |
卖出 |
23.976 |
9400.0 |
¥22.5万 |
止损触发 |
| 2019-12-10 |
黄金分割买点 |
买入 |
25.30528 |
8900.0 |
¥22.5万 |
|
| 2020-01-06 |
重回前高 |
卖出 |
26.74323 |
8900.0 |
¥23.8万 |
|
| 2020-03-04 |
黄金分割买点 |
买入 |
30.49046 |
7600.0 |
¥23.2万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
27.991979999999998 |
7600.0 |
¥21.3万 |
止损触发 |
| 2020-04-20 |
黄金分割买点 |
买入 |
28.23 |
7500.0 |
¥21.2万 |
|
| 2020-06-02 |
重回前高 |
卖出 |
32.657309999999995 |
7500.0 |
¥24.5万 |
|
| 2020-10-26 |
黄金分割买点 |
买入 |
67.067 |
3700.0 |
¥24.8万 |
|
| 2020-11-19 |
跌破0.618止损 |
卖出 |
63.0369 |
3700.0 |
¥23.3万 |
止损触发 |
| 2020-12-09 |
黄金分割买点 |
买入 |
72.65257999999999 |
3200.0 |
¥23.3万 |
|
| 2020-12-22 |
重回前高 |
卖出 |
86.4135 |
3200.0 |
¥27.6万 |
|
| 2021-03-05 |
黄金分割买点 |
买入 |
94.15405999999999 |
2800.0 |
¥26.4万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
86.72319 |
2800.0 |
¥24.3万 |
止损触发 |
| 2021-05-20 |
黄金分割买点 |
买入 |
100.77067 |
2500.0 |
¥25.2万 |
|
| 2021-06-24 |
跌破0.618止损 |
卖出 |
81.5184 |
2500.0 |
¥20.4万 |
止损触发 |
| 2021-08-31 |
黄金分割买点 |
买入 |
94.88 |
2100.0 |
¥19.9万 |
|
| 2021-09-01 |
跌破0.618止损 |
卖出 |
87.5124 |
2100.0 |
¥18.4万 |
止损触发 |
| 2021-10-21 |
黄金分割买点 |
买入 |
87.09701 |
2200.0 |
¥19.2万 |
|
| 2021-10-22 |
跌破0.618止损 |
卖出 |
83.79612 |
2200.0 |
¥18.4万 |
止损触发 |
| 2021-10-26 |
黄金分割买点 |
买入 |
88.78869999999999 |
2100.0 |
¥18.7万 |
|
| 2021-11-01 |
重回前高 |
卖出 |
97.39251 |
2100.0 |
¥20.4万 |
|
| 2021-11-04 |
黄金分割买点 |
买入 |
93.09299999999999 |
2200.0 |
¥20.5万 |
|
| 2021-12-02 |
跌破0.618止损 |
卖出 |
83.2167 |
2200.0 |
¥18.3万 |
止损触发 |
| 2022-03-01 |
黄金分割买点 |
买入 |
80.58049999999999 |
2300.0 |
¥18.5万 |
|
| 2022-04-01 |
跌破0.618止损 |
卖出 |
70.929 |
2300.0 |
¥16.3万 |
止损触发 |
| 2022-05-12 |
黄金分割买点 |
买入 |
71.3 |
2200.0 |
¥15.7万 |
|
| 2022-06-07 |
跌破0.618止损 |
卖出 |
62.637299999999996 |
2200.0 |
¥13.8万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
48.1481 |
2900.0 |
¥14.0万 |
|
| 2023-03-10 |
跌破0.618止损 |
卖出 |
42.23772 |
2900.0 |
¥12.2万 |
止损触发 |
| 2023-08-07 |
黄金分割买点 |
买入 |
30.800769999999996 |
4100.0 |
¥12.6万 |
|
| 2023-08-14 |
跌破0.618止损 |
卖出 |
28.99098 |
4100.0 |
¥11.9万 |
止损触发 |
| 2023-09-06 |
黄金分割买点 |
买入 |
27.75773 |
4200.0 |
¥11.7万 |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
26.573400000000003 |
4200.0 |
¥11.2万 |
止损触发 |
| 2024-01-19 |
黄金分割买点 |
买入 |
22.66264 |
4900.0 |
¥11.1万 |
|
| 2024-01-23 |
跌破0.618止损 |
卖出 |
21.66831 |
4900.0 |
¥10.6万 |
止损触发 |
| 2024-02-23 |
黄金分割买点 |
买入 |
20.64062 |
5200.0 |
¥10.7万 |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
19.52046 |
5200.0 |
¥10.1万 |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
16.36635 |
6300.0 |
¥10.3万 |
|
| 2024-10-28 |
重回前高 |
卖出 |
20.859119999999997 |
6300.0 |
¥13.1万 |
|
| 2024-11-25 |
黄金分割买点 |
买入 |
17.717699999999997 |
7300.0 |
¥12.9万 |
|
| 2024-12-25 |
跌破0.618止损 |
卖出 |
16.63335 |
7300.0 |
¥12.1万 |
止损触发 |
| 2025-03-03 |
黄金分割买点 |
买入 |
16.716699999999996 |
7300.0 |
¥12.2万 |
|
| 2025-03-19 |
重回前高 |
卖出 |
17.84214 |
7300.0 |
¥13.0万 |
|
| 2025-08-01 |
黄金分割买点 |
买入 |
15.785769999999998 |
8300.0 |
¥13.1万 |
|
| 2025-09-01 |
重回前高 |
卖出 |
17.12286 |
8300.0 |
¥14.2万 |
|
| 2025-09-19 |
黄金分割买点 |
买入 |
16.83682 |
8400.0 |
¥14.1万 |
|
| 2025-10-17 |
重回前高 |
卖出 |
20.06991 |
8400.0 |
¥16.9万 |
|
| 2025-11-21 |
黄金分割买点 |
买入 |
19.719699999999996 |
8400.0 |
¥16.6万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
19.00098 |
8400.0 |
¥16.0万 |
止损触发 |
| 2026-03-12 |
黄金分割买点 |
买入 |
18.758739999999996 |
8600.0 |
¥16.1万 |
|
| 2026-03-31 |
跌破0.618止损 |
卖出 |
17.882099999999998 |
8600.0 |
¥15.4万 |
止损触发 |
| 2026-11-05 |
黄金分割买点 |
买入 |
12.082069999999998 |
12900.0 |
¥15.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
11.7 |
12900 |
¥15.1万 |
回测结束强平 |