601088 中国神华 — 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: ¥1.22M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +22.16%）
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 56 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 |
2015-05-08 |
20.867098251999995 |
20.59938 |
¥-1.3万 |
-1.31% |
跌破0.618止损 |
| 2 |
2015-05-26 |
2015-06-01 |
22.028606599999996 |
20.7792 |
¥-5.6万 |
-5.70% |
跌破0.618止损 |
| 3 |
2015-06-04 |
2015-06-10 |
22.258905668999997 |
24.8751 |
¥10.9万 |
+11.72% |
重回前高 |
| 4 |
2015-06-16 |
2015-06-23 |
23.029906899999993 |
20.79918 |
¥-9.9万 |
-9.71% |
跌破0.618止损 |
| 5 |
2015-07-13 |
2015-07-15 |
21.527956449999994 |
19.83015 |
¥-7.3万 |
-7.91% |
跌破0.618止损 |
| 6 |
2015-11-20 |
2015-11-30 |
15.72041471 |
14.795190000000002 |
¥-5.1万 |
-5.91% |
跌破0.618止损 |
| 7 |
2016-03-03 |
2016-03-11 |
14.218464259999998 |
13.60638 |
¥-3.5万 |
-4.33% |
跌破0.618止损 |
| 8 |
2016-03-22 |
2016-03-30 |
14.368659304999998 |
13.90608 |
¥-2.5万 |
-3.25% |
跌破0.618止损 |
| 9 |
2016-04-06 |
2016-04-13 |
14.178412247999997 |
15.18 |
¥5.3万 |
+7.03% |
重回前高 |
| 10 |
2016-04-27 |
2016-05-10 |
14.724416 |
13.5 |
¥-6.7万 |
-8.34% |
跌破0.618止损 |
| 11 |
2016-07-26 |
2016-10-19 |
14.699088403999998 |
15.90408 |
¥6.0万 |
+8.17% |
重回前高 |
| 12 |
2016-11-21 |
2016-12-19 |
16.931988073 |
16.07391 |
¥-4.1万 |
-5.10% |
跌破0.618止损 |
| 13 |
2017-01-19 |
2017-03-21 |
17.052144109 |
19.4805 |
¥10.8万 |
+14.21% |
重回前高 |
| 14 |
2017-09-15 |
2017-09-18 |
21.057345308999995 |
20.32965 |
¥-3.0万 |
-3.48% |
跌破0.618止损 |
| 15 |
2017-09-27 |
2017-10-11 |
21.167488342 |
20.44953 |
¥-2.9万 |
-3.42% |
跌破0.618止损 |
| 16 |
2017-11-13 |
2017-12-11 |
21.487904437999997 |
22.0 |
¥1.9万 |
+2.35% |
跌破0.618止损 |
| 17 |
2017-12-21 |
2018-02-12 |
22.429126719999996 |
23.966009999999997 |
¥5.6万 |
+6.82% |
跌破0.618止损 |
| 18 |
2018-02-27 |
2018-02-28 |
25.867758 |
24.16581 |
¥-5.8万 |
-6.61% |
跌破0.618止损 |
| 19 |
2018-09-19 |
2018-09-28 |
18.504029543999994 |
20.309669999999997 |
¥8.0万 |
+9.73% |
重回前高 |
| 20 |
2018-10-19 |
2018-11-27 |
18.984653687999998 |
18.96102 |
¥-1,390 |
-0.15% |
跌破0.618止损 |
| 21 |
2019-01-22 |
2019-02-14 |
19.575420864999998 |
19.98 |
¥1.8万 |
+2.04% |
重回前高 |
| 22 |
2019-03-11 |
2019-04-24 |
20.046032006 |
19.89009 |
¥-7,448 |
-0.81% |
跌破0.618止损 |
| 23 |
2019-06-17 |
2019-07-09 |
19.665537891999996 |
19.090889999999998 |
¥-2.7万 |
-2.95% |
跌破0.618止损 |
| 24 |
2019-09-03 |
2019-09-30 |
19.375160805 |
18.611369999999997 |
¥-3.5万 |
-3.97% |
跌破0.618止损 |
| 25 |
2020-05-06 |
2020-06-10 |
15.690375700999999 |
16.96302 |
¥6.8万 |
+8.08% |
重回前高 |
| 26 |
2020-07-06 |
2020-07-07 |
15.900648764 |
17.23275 |
¥7.7万 |
+8.35% |
重回前高 |
| 27 |
2020-07-16 |
2020-07-20 |
16.181012848 |
15.63 |
¥-3.4万 |
-3.43% |
跌破0.618止损 |
| 28 |
2020-07-22 |
2020-07-27 |
16.231077863 |
15.5844 |
¥-3.9万 |
-4.01% |
跌破0.618止损 |
| 29 |
2020-08-18 |
2020-08-27 |
16.020804799999997 |
15.624360000000001 |
¥-2.3万 |
-2.50% |
跌破0.618止损 |
| 30 |
2020-09-01 |
2020-09-25 |
16.130947832999997 |
16.19 |
¥3,019 |
+0.34% |
跌破0.618止损 |
| 31 |
2020-12-29 |
2021-01-06 |
18.52405555 |
17.60238 |
¥-4.5万 |
-5.00% |
跌破0.618止损 |
| 32 |
2021-01-11 |
2021-01-29 |
18.635589 |
17.75223 |
¥-4.1万 |
-4.77% |
跌破0.618止损 |
| 33 |
2021-02-26 |
2021-03-30 |
18.133548432999994 |
19.98 |
¥8.1万 |
+10.15% |
重回前高 |
| 34 |
2021-05-21 |
2021-06-30 |
19.495316840999998 |
19.51047 |
¥426 |
+0.05% |
跌破0.618止损 |
| 35 |
2021-08-31 |
2021-09-09 |
18.814432637 |
21.978 |
¥15.0万 |
+16.78% |
重回前高 |
| 36 |
2021-10-28 |
2021-11-03 |
20.416513117 |
19.70028 |
¥-3.6万 |
-3.54% |
跌破0.618止损 |
| 37 |
2021-12-08 |
2022-01-19 |
22.118723626999998 |
23.32665 |
¥5.5万 |
+5.43% |
重回前高 |
| 38 |
2022-04-26 |
2022-05-26 |
28.837448639999998 |
33.2667 |
¥16.4万 |
+15.32% |
重回前高 |
| 39 |
2022-06-21 |
2022-07-12 |
31.040309299999997 |
28.980990000000002 |
¥-8.2万 |
-6.66% |
跌破0.618止损 |
| 40 |
2022-08-29 |
2022-10-27 |
30.910140261 |
29.05 |
¥-6.9万 |
-6.05% |
跌破0.618止损 |
| 41 |
2023-05-25 |
2023-05-31 |
30.159165036 |
28.95102 |
¥-4.3万 |
-4.03% |
跌破0.618止损 |
| 42 |
2023-06-15 |
2023-07-06 |
30.059035005999995 |
28.65132 |
¥-4.9万 |
-4.71% |
跌破0.618止损 |
| 43 |
2023-10-31 |
2023-12-05 |
29.728605906999995 |
31.64832 |
¥6.3万 |
+6.43% |
重回前高 |
| 44 |
2024-03-19 |
2024-04-16 |
36.657603982999994 |
41.00895 |
¥12.4万 |
+11.84% |
重回前高 |
| 45 |
2024-04-30 |
2024-05-30 |
39.0507117 |
43.06689 |
¥12.0万 |
+10.25% |
重回前高 |
| 46 |
2024-07-16 |
2024-07-24 |
42.30493767499999 |
40.91904 |
¥-4.3万 |
-3.30% |
跌破0.618止损 |
| 47 |
2024-10-09 |
2024-10-10 |
41.974508576 |
40.5 |
¥-4.4万 |
-3.54% |
跌破0.618止损 |
| 48 |
2024-10-14 |
2024-11-01 |
42.45513271999999 |
40.03 |
¥-6.9万 |
-5.74% |
跌破0.618止损 |
| 49 |
2024-12-05 |
2024-12-23 |
42.044599597 |
41.15880000000001 |
¥-2.4万 |
-2.14% |
跌破0.618止损 |
| 50 |
2025-04-09 |
2025-05-15 |
38.92054266099999 |
39.34 |
¥1.2万 |
+1.05% |
重回前高 |
| 51 |
2025-11-26 |
2025-12-11 |
41.263585363 |
40.42953 |
¥-2.3万 |
-2.05% |
跌破0.618止损 |
| 52 |
2026-04-15 |
2026-05-25 |
45.268786563 |
45.43452 |
¥3,666 |
+0.34% |
跌破0.618止损 |
| 53 |
2026-05-28 |
2026-06-09 |
45.85955373999998 |
49.4505 |
¥8.6万 |
+7.80% |
重回前高 |
| 54 |
2026-07-21 |
2026-08-05 |
46.210008845 |
42.76719000000001 |
¥-8.9万 |
-7.48% |
跌破0.618止损 |
| 55 |
2026-08-24 |
2026-10-13 |
46.440307913999995 |
49.28067 |
¥6.7万 |
+6.08% |
重回前高 |
| 56 |
2026-11-09 |
2026-11-13 |
48.10246641199999 |
50.0 |
¥4.5万 |
+3.91% |
强平 |
逐笔成交记录（共 112 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 |
20.860839999999996 |
47600.0 |
¥99.3万 |
|
| 2015-05-08 |
跌破0.618止损 |
卖出 |
20.59938 |
47600.0 |
¥98.0万 |
止损触发 |
| 2015-05-26 |
黄金分割买点 |
买入 |
22.022 |
44700.0 |
¥98.5万 |
|
| 2015-06-01 |
跌破0.618止损 |
卖出 |
20.7792 |
44700.0 |
¥92.9万 |
止损触发 |
| 2015-06-04 |
黄金分割买点 |
买入 |
22.252229999999997 |
41800.0 |
¥93.0万 |
|
| 2015-06-10 |
重回前高 |
卖出 |
24.8751 |
41800.0 |
¥1.04M |
|
| 2015-06-16 |
黄金分割买点 |
买入 |
23.022999999999996 |
44300.0 |
¥1.02M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
20.79918 |
44300.0 |
¥92.1万 |
止损触发 |
| 2015-07-13 |
黄金分割买点 |
买入 |
21.521499999999996 |
42700.0 |
¥91.9万 |
|
| 2015-07-15 |
跌破0.618止损 |
卖出 |
19.83015 |
42700.0 |
¥84.6万 |
止损触发 |
| 2015-11-20 |
黄金分割买点 |
买入 |
15.715699999999998 |
55100.0 |
¥86.6万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
14.795190000000002 |
55100.0 |
¥81.5万 |
止损触发 |
| 2016-03-03 |
黄金分割买点 |
买入 |
14.214199999999998 |
56800.0 |
¥80.8万 |
|
| 2016-03-11 |
跌破0.618止损 |
卖出 |
13.60638 |
56800.0 |
¥77.3万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
14.364349999999998 |
54000.0 |
¥77.6万 |
|
| 2016-03-30 |
跌破0.618止损 |
卖出 |
13.90608 |
54000.0 |
¥75.1万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
14.174159999999999 |
52900.0 |
¥75.0万 |
|
| 2016-04-13 |
重回前高 |
卖出 |
15.18 |
52900.0 |
¥80.3万 |
|
| 2016-04-27 |
黄金分割买点 |
买入 |
14.72 |
54900.0 |
¥80.8万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
13.5 |
54900.0 |
¥74.1万 |
止损触发 |
| 2016-07-26 |
黄金分割买点 |
买入 |
14.694679999999996 |
50300.0 |
¥73.9万 |
|
| 2016-10-19 |
重回前高 |
卖出 |
15.90408 |
50300.0 |
¥80.0万 |
|
| 2016-11-21 |
黄金分割买点 |
买入 |
16.92691 |
47100.0 |
¥79.7万 |
|
| 2016-12-19 |
跌破0.618止损 |
卖出 |
16.07391 |
47100.0 |
¥75.7万 |
止损触发 |
| 2017-01-19 |
黄金分割买点 |
买入 |
17.04703 |
44500.0 |
¥75.9万 |
|
| 2017-03-21 |
重回前高 |
卖出 |
19.4805 |
44500.0 |
¥86.7万 |
|
| 2017-09-15 |
黄金分割买点 |
买入 |
21.051029999999997 |
40900.0 |
¥86.1万 |
|
| 2017-09-18 |
跌破0.618止损 |
卖出 |
20.32965 |
40900.0 |
¥83.1万 |
止损触发 |
| 2017-09-27 |
黄金分割买点 |
买入 |
21.16114 |
39400.0 |
¥83.4万 |
|
| 2017-10-11 |
跌破0.618止损 |
卖出 |
20.44953 |
39400.0 |
¥80.5万 |
止损触发 |
| 2017-11-13 |
黄金分割买点 |
买入 |
21.48146 |
37400.0 |
¥80.4万 |
|
| 2017-12-11 |
跌破0.618止损 |
卖出 |
22.0 |
37400.0 |
¥82.3万 |
止损触发 |
| 2017-12-21 |
黄金分割买点 |
买入 |
22.422399999999996 |
36600.0 |
¥82.1万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
23.966009999999997 |
36600.0 |
¥87.7万 |
止损触发 |
| 2018-02-27 |
黄金分割买点 |
买入 |
25.86 |
34100.0 |
¥88.2万 |
|
| 2018-02-28 |
跌破0.618止损 |
卖出 |
24.16581 |
34100.0 |
¥82.4万 |
止损触发 |
| 2018-09-19 |
黄金分割买点 |
买入 |
18.498479999999997 |
44300.0 |
¥82.0万 |
|
| 2018-09-28 |
重回前高 |
卖出 |
20.309669999999997 |
44300.0 |
¥89.9万 |
|
| 2018-10-19 |
黄金分割买点 |
买入 |
18.978959999999997 |
47400.0 |
¥90.0万 |
|
| 2018-11-27 |
跌破0.618止损 |
卖出 |
18.96102 |
47400.0 |
¥89.8万 |
止损触发 |
| 2019-01-22 |
黄金分割买点 |
买入 |
19.56955 |
46100.0 |
¥90.2万 |
|
| 2019-02-14 |
重回前高 |
卖出 |
19.98 |
46100.0 |
¥92.1万 |
|
| 2019-03-11 |
黄金分割买点 |
买入 |
20.04002 |
46000.0 |
¥92.2万 |
|
| 2019-04-24 |
跌破0.618止损 |
卖出 |
19.89009 |
46000.0 |
¥91.5万 |
止损触发 |
| 2019-06-17 |
黄金分割买点 |
买入 |
19.65964 |
46300.0 |
¥91.1万 |
|
| 2019-07-09 |
跌破0.618止损 |
卖出 |
19.090889999999998 |
46300.0 |
¥88.4万 |
止损触发 |
| 2019-09-03 |
黄金分割买点 |
买入 |
19.36935 |
45700.0 |
¥88.5万 |
|
| 2019-09-30 |
跌破0.618止损 |
卖出 |
18.611369999999997 |
45700.0 |
¥85.0万 |
止损触发 |
| 2020-05-06 |
黄金分割买点 |
买入 |
15.685669999999998 |
53400.0 |
¥83.8万 |
|
| 2020-06-10 |
重回前高 |
卖出 |
16.96302 |
53400.0 |
¥90.6万 |
|
| 2020-07-06 |
黄金分割买点 |
买入 |
15.895879999999998 |
57800.0 |
¥91.9万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
17.23275 |
57800.0 |
¥99.6万 |
|
| 2020-07-16 |
黄金分割买点 |
买入 |
16.17616 |
61600.0 |
¥99.7万 |
|
| 2020-07-20 |
跌破0.618止损 |
卖出 |
15.63 |
61600.0 |
¥96.3万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
16.22621 |
59400.0 |
¥96.4万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
15.5844 |
59400.0 |
¥92.5万 |
止损触发 |
| 2020-08-18 |
黄金分割买点 |
买入 |
16.016 |
57600.0 |
¥92.3万 |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
15.624360000000001 |
57600.0 |
¥90.0万 |
止损触发 |
| 2020-09-01 |
黄金分割买点 |
买入 |
16.126109999999997 |
55700.0 |
¥89.8万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
16.19 |
55700.0 |
¥90.2万 |
止损触发 |
| 2020-12-29 |
黄金分割买点 |
买入 |
18.5185 |
48600.0 |
¥90.0万 |
|
| 2021-01-06 |
跌破0.618止损 |
卖出 |
17.60238 |
48600.0 |
¥85.5万 |
止损触发 |
| 2021-01-11 |
黄金分割买点 |
买入 |
18.63 |
46000.0 |
¥85.7万 |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
17.75223 |
46000.0 |
¥81.6万 |
止损触发 |
| 2021-02-26 |
黄金分割买点 |
买入 |
18.128109999999996 |
44100.0 |
¥80.0万 |
|
| 2021-03-30 |
重回前高 |
卖出 |
19.98 |
44100.0 |
¥88.1万 |
|
| 2021-05-21 |
黄金分割买点 |
买入 |
19.489469999999997 |
45800.0 |
¥89.3万 |
|
| 2021-06-30 |
跌破0.618止损 |
卖出 |
19.51047 |
45800.0 |
¥89.3万 |
止损触发 |
| 2021-08-31 |
黄金分割买点 |
买入 |
18.80879 |
47400.0 |
¥89.2万 |
|
| 2021-09-09 |
重回前高 |
卖出 |
21.978 |
47400.0 |
¥1.04M |
|
| 2021-10-28 |
黄金分割买点 |
买入 |
20.41039 |
49900.0 |
¥1.02M |
|
| 2021-11-03 |
跌破0.618止损 |
卖出 |
19.70028 |
49900.0 |
¥98.3万 |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
22.11209 |
45800.0 |
¥1.01M |
|
| 2022-01-19 |
重回前高 |
卖出 |
23.32665 |
45800.0 |
¥1.07M |
|
| 2022-04-26 |
黄金分割买点 |
买入 |
28.8288 |
37100.0 |
¥1.07M |
|
| 2022-05-26 |
重回前高 |
卖出 |
33.2667 |
37100.0 |
¥1.23M |
|
| 2022-06-21 |
黄金分割买点 |
买入 |
31.030999999999995 |
39600.0 |
¥1.23M |
|
| 2022-07-12 |
跌破0.618止损 |
卖出 |
28.980990000000002 |
39600.0 |
¥1.15M |
止损触发 |
| 2022-08-29 |
黄金分割买点 |
买入 |
30.90087 |
36700.0 |
¥1.13M |
|
| 2022-10-27 |
跌破0.618止损 |
卖出 |
29.05 |
36700.0 |
¥1.07M |
止损触发 |
| 2023-05-25 |
黄金分割买点 |
买入 |
30.15012 |
35700.0 |
¥1.08M |
|
| 2023-05-31 |
跌破0.618止损 |
卖出 |
28.95102 |
35700.0 |
¥1.03M |
止损触发 |
| 2023-06-15 |
黄金分割买点 |
买入 |
30.050019999999996 |
34500.0 |
¥1.04M |
|
| 2023-07-06 |
跌破0.618止损 |
卖出 |
28.65132 |
34500.0 |
¥98.8万 |
止损触发 |
| 2023-10-31 |
黄金分割买点 |
买入 |
29.719689999999996 |
33200.0 |
¥98.7万 |
|
| 2023-12-05 |
重回前高 |
卖出 |
31.64832 |
33200.0 |
¥1.05M |
|
| 2024-03-19 |
黄金分割买点 |
买入 |
36.646609999999995 |
28600.0 |
¥1.05M |
|
| 2024-04-16 |
重回前高 |
卖出 |
41.00895 |
28600.0 |
¥1.17M |
|
| 2024-04-30 |
黄金分割买点 |
买入 |
39.038999999999994 |
30100.0 |
¥1.18M |
|
| 2024-05-30 |
重回前高 |
卖出 |
43.06689 |
30100.0 |
¥1.30M |
|
| 2024-07-16 |
黄金分割买点 |
买入 |
42.292249999999996 |
30500.0 |
¥1.29M |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
40.91904 |
30500.0 |
¥1.25M |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
41.96192 |
29500.0 |
¥1.24M |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
40.5 |
29500.0 |
¥1.19M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
42.44239999999999 |
28300.0 |
¥1.20M |
|
| 2024-11-01 |
跌破0.618止损 |
卖出 |
40.03 |
28300.0 |
¥1.13M |
止损触发 |
| 2024-12-05 |
黄金分割买点 |
买入 |
42.03199 |
27000.0 |
¥1.14M |
|
| 2024-12-23 |
跌破0.618止损 |
卖出 |
41.15880000000001 |
27000.0 |
¥1.11M |
止损触发 |
| 2025-04-09 |
黄金分割买点 |
买入 |
38.90886999999999 |
28400.0 |
¥1.11M |
|
| 2025-05-15 |
重回前高 |
卖出 |
39.34 |
28400.0 |
¥1.12M |
|
| 2025-11-26 |
黄金分割买点 |
买入 |
41.25120999999999 |
27300.0 |
¥1.13M |
|
| 2025-12-11 |
跌破0.618止损 |
卖出 |
40.42953 |
27300.0 |
¥1.10M |
止损触发 |
| 2026-04-15 |
黄金分割买点 |
买入 |
45.25521 |
24100.0 |
¥1.09M |
|
| 2026-05-25 |
跌破0.618止损 |
卖出 |
45.43452 |
24100.0 |
¥1.09M |
止损触发 |
| 2026-05-28 |
黄金分割买点 |
买入 |
45.84579999999999 |
24000.0 |
¥1.10M |
|
| 2026-06-09 |
重回前高 |
卖出 |
49.4505 |
24000.0 |
¥1.19M |
|
| 2026-07-21 |
黄金分割买点 |
买入 |
46.196149999999996 |
25800.0 |
¥1.19M |
|
| 2026-08-05 |
跌破0.618止损 |
卖出 |
42.76719000000001 |
25800.0 |
¥1.10M |
止损触发 |
| 2026-08-24 |
黄金分割买点 |
买入 |
46.426379999999995 |
23800.0 |
¥1.11M |
|
| 2026-10-13 |
重回前高 |
卖出 |
49.28067 |
23800.0 |
¥1.17M |
|
| 2026-11-09 |
黄金分割买点 |
买入 |
48.08803999999999 |
24100.0 |
¥1.16M |
|
| 2026-11-13 |
强平 |
卖出 |
50.0 |
24100 |
¥1.20M |
回测结束强平 |