601138 工业富联 — 斐波那契回调 回测明细
数据区间: 2018-06-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.92M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +91.93%）
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 |
2019-01-10 |
2019-01-23 |
12.095707624 |
11.848139999999999 |
¥-2.1万 |
-2.08% |
跌破0.618止损 |
| 2 |
2019-03-14 |
2019-04-18 |
15.304590000000001 |
18.3816 |
¥19.6万 |
+20.07% |
重回前高 |
| 3 |
2019-04-26 |
2019-05-07 |
16.12093483 |
13.94604 |
¥-15.8万 |
-13.52% |
跌破0.618止损 |
| 4 |
2019-08-13 |
2019-08-16 |
12.686474800999997 |
14.235749999999998 |
¥12.2万 |
+12.18% |
重回前高 |
| 5 |
2019-09-18 |
2019-10-23 |
14.188425250999998 |
15.65 |
¥11.7万 |
+10.27% |
重回前高 |
| 6 |
2020-02-04 |
2020-03-02 |
17.12223513 |
17.282700000000002 |
¥1.1万 |
+0.91% |
跌破0.618止损 |
| 7 |
2020-06-10 |
2020-06-29 |
14.578932368 |
15.47451 |
¥7.7万 |
+6.11% |
重回前高 |
| 8 |
2020-07-22 |
2020-07-27 |
15.460076631999998 |
14.215770000000001 |
¥-10.8万 |
-8.08% |
跌破0.618止损 |
| 9 |
2020-08-14 |
2020-08-27 |
15.029517502999997 |
14.5854 |
¥-3.6万 |
-2.98% |
跌破0.618止损 |
| 10 |
2020-11-10 |
2020-11-30 |
14.368659304999996 |
13.756229999999999 |
¥-5.1万 |
-4.29% |
跌破0.618止损 |
| 11 |
2021-01-11 |
2021-01-29 |
14.118334229999999 |
14.385599999999998 |
¥2.1万 |
+1.86% |
跌破0.618止损 |
| 12 |
2021-04-20 |
2021-04-30 |
14.669049394999996 |
14.635349999999999 |
¥-3,017 |
-0.26% |
重回前高 |
| 13 |
2021-08-20 |
2021-08-31 |
11.895447563999998 |
11.518469999999999 |
¥-3.7万 |
-3.20% |
跌破0.618止损 |
| 14 |
2021-09-06 |
2021-10-28 |
12.025616602999998 |
11.13 |
¥-8.4万 |
-7.48% |
跌破0.618止损 |
| 15 |
2022-11-15 |
2022-12-14 |
8.971650688 |
9.47052 |
¥5.8万 |
+5.53% |
重回前高 |
| 16 |
2023-02-27 |
2023-03-03 |
9.592456874 |
10.26972 |
¥7.7万 |
+7.03% |
重回前高 |
| 17 |
2023-03-08 |
2023-03-20 |
10.443562129 |
14.37561 |
¥43.9万 |
+37.61% |
重回前高 |
| 18 |
2023-05-05 |
2023-06-13 |
15.349933599 |
21.1788 |
¥61.0万 |
+37.93% |
重回前高 |
| 19 |
2023-08-10 |
2023-08-28 |
22.006600000000002 |
21.408570000000005 |
¥-6.0万 |
-2.75% |
跌破0.618止损 |
| 20 |
2024-01-26 |
2024-01-30 |
14.849283449 |
13.53645 |
¥-18.9万 |
-8.87% |
跌破0.618止损 |
| 21 |
2024-02-06 |
2024-02-20 |
14.31859429 |
17.882099999999998 |
¥47.5万 |
+24.85% |
重回前高 |
| 22 |
2024-05-31 |
2024-07-10 |
23.700778100999997 |
28.971 |
¥53.7万 |
+22.20% |
重回前高 |
| 23 |
2024-07-19 |
2024-07-24 |
25.002468490999995 |
24.3756 |
¥-7.4万 |
-2.54% |
跌破0.618止损 |
| 24 |
2024-10-14 |
2024-11-29 |
24.571909361999996 |
21.82815 |
¥-32.5万 |
-11.19% |
跌破0.618止损 |
| 25 |
2025-01-27 |
2025-02-05 |
22.579321764999996 |
20.53944 |
¥-22.6万 |
-9.06% |
跌破0.618止损 |
| 26 |
2025-02-18 |
2025-03-03 |
22.929776869999998 |
21.348629999999996 |
¥-16.3万 |
-6.92% |
跌破0.618止损 |
| 27 |
2025-05-15 |
2025-07-04 |
19.565868 |
23.286689999999997 |
¥41.7万 |
+18.98% |
重回前高 |
| 28 |
2025-11-17 |
2025-11-25 |
64.473726317 |
56.30364 |
¥-33.2万 |
-12.70% |
跌破0.618止损 |
| 29 |
2025-12-10 |
2025-12-12 |
66.92691205199999 |
60.939 |
¥-20.1万 |
-8.97% |
跌破0.618止损 |
| 30 |
2026-04-09 |
2026-04-23 |
55.071516499999994 |
66.91302 |
¥43.4万 |
+21.47% |
重回前高 |
| 31 |
2026-06-29 |
2026-07-03 |
69.39011079 |
63.43650000000001 |
¥-21.3万 |
-8.61% |
跌破0.618止损 |
| 32 |
2026-08-11 |
2026-08-14 |
68.01832937900001 |
65.53439999999999 |
¥-8.3万 |
-3.68% |
跌破0.618止损 |
| 33 |
2026-09-08 |
2026-09-15 |
66.38620988999999 |
61.18875 |
¥-17.3万 |
-7.86% |
跌破0.618止损 |
| 34 |
2026-09-24 |
2026-09-29 |
62.38100868999999 |
58.361580000000004 |
¥-13.1万 |
-6.47% |
跌破0.618止损 |
逐笔成交记录（共 68 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-01-10 |
黄金分割买点 |
买入 |
12.09208 |
82200.0 |
¥99.4万 |
|
| 2019-01-23 |
跌破0.618止损 |
卖出 |
11.848139999999999 |
82200.0 |
¥97.4万 |
止损触发 |
| 2019-03-14 |
黄金分割买点 |
买入 |
15.3 |
63700.0 |
¥97.5万 |
|
| 2019-04-18 |
重回前高 |
卖出 |
18.3816 |
63700.0 |
¥1.17M |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
16.1161 |
72400.0 |
¥1.17M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
13.94604 |
72400.0 |
¥1.01M |
止损触发 |
| 2019-08-13 |
黄金分割买点 |
买入 |
12.682669999999998 |
78800.0 |
¥100.0万 |
|
| 2019-08-16 |
重回前高 |
卖出 |
14.235749999999998 |
78800.0 |
¥1.12M |
|
| 2019-09-18 |
黄金分割买点 |
买入 |
14.184169999999996 |
80100.0 |
¥1.14M |
|
| 2019-10-23 |
重回前高 |
卖出 |
15.65 |
80100.0 |
¥1.25M |
|
| 2020-02-04 |
黄金分割买点 |
买入 |
17.1171 |
69500.0 |
¥1.19M |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
17.282700000000002 |
69500.0 |
¥1.20M |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
14.57456 |
86700.0 |
¥1.26M |
|
| 2020-06-29 |
重回前高 |
卖出 |
15.47451 |
86700.0 |
¥1.34M |
|
| 2020-07-22 |
黄金分割买点 |
买入 |
15.455439999999998 |
86700.0 |
¥1.34M |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
14.215770000000001 |
86700.0 |
¥1.23M |
止损触发 |
| 2020-08-14 |
黄金分割买点 |
买入 |
15.025009999999996 |
81100.0 |
¥1.22M |
|
| 2020-08-27 |
跌破0.618止损 |
卖出 |
14.5854 |
81100.0 |
¥1.18M |
止损触发 |
| 2020-11-10 |
黄金分割买点 |
买入 |
14.364349999999996 |
82900.0 |
¥1.19M |
|
| 2020-11-30 |
跌破0.618止损 |
卖出 |
13.756229999999999 |
82900.0 |
¥1.14M |
止损触发 |
| 2021-01-11 |
黄金分割买点 |
买入 |
14.1141 |
80300.0 |
¥1.13M |
|
| 2021-01-29 |
跌破0.618止损 |
卖出 |
14.385599999999998 |
80300.0 |
¥1.15M |
止损触发 |
| 2021-04-20 |
黄金分割买点 |
买入 |
14.664649999999998 |
79200.0 |
¥1.16M |
|
| 2021-04-30 |
重回前高 |
卖出 |
14.635349999999999 |
79200.0 |
¥1.16M |
|
| 2021-08-20 |
黄金分割买点 |
买入 |
11.891879999999997 |
98000.0 |
¥1.17M |
|
| 2021-08-31 |
跌破0.618止损 |
卖出 |
11.518469999999999 |
98000.0 |
¥1.13M |
止损触发 |
| 2021-09-06 |
黄金分割买点 |
买入 |
12.022009999999998 |
93700.0 |
¥1.13M |
|
| 2021-10-28 |
跌破0.618止损 |
卖出 |
11.13 |
93700.0 |
¥1.04M |
止损触发 |
| 2022-11-15 |
黄金分割买点 |
买入 |
8.96896 |
116300.0 |
¥1.04M |
|
| 2022-12-14 |
重回前高 |
卖出 |
9.47052 |
116300.0 |
¥1.10M |
|
| 2023-02-27 |
黄金分割买点 |
买入 |
9.589580000000002 |
114200.0 |
¥1.10M |
|
| 2023-03-03 |
重回前高 |
卖出 |
10.26972 |
114200.0 |
¥1.17M |
|
| 2023-03-08 |
黄金分割买点 |
买入 |
10.440430000000001 |
111800.0 |
¥1.17M |
|
| 2023-03-20 |
重回前高 |
卖出 |
14.37561 |
111800.0 |
¥1.61M |
|
| 2023-05-05 |
黄金分割买点 |
买入 |
15.345329999999999 |
104800.0 |
¥1.61M |
|
| 2023-06-13 |
重回前高 |
卖出 |
21.1788 |
104800.0 |
¥2.22M |
|
| 2023-08-10 |
黄金分割买点 |
买入 |
22.0 |
99800.0 |
¥2.20M |
|
| 2023-08-28 |
跌破0.618止损 |
卖出 |
21.408570000000005 |
99800.0 |
¥2.14M |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
14.84483 |
143300.0 |
¥2.13M |
|
| 2024-01-30 |
跌破0.618止损 |
卖出 |
13.53645 |
143300.0 |
¥1.94M |
止损触发 |
| 2024-02-06 |
黄金分割买点 |
买入 |
14.3143 |
133500.0 |
¥1.91M |
|
| 2024-02-20 |
重回前高 |
卖出 |
17.882099999999998 |
133500.0 |
¥2.39M |
|
| 2024-05-31 |
黄金分割买点 |
买入 |
23.69367 |
102100.0 |
¥2.42M |
|
| 2024-07-10 |
重回前高 |
卖出 |
28.971 |
102100.0 |
¥2.96M |
|
| 2024-07-19 |
黄金分割买点 |
买入 |
24.994969999999995 |
117300.0 |
¥2.93M |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
24.3756 |
117300.0 |
¥2.86M |
止损触发 |
| 2024-10-14 |
黄金分割买点 |
买入 |
24.564539999999997 |
118200.0 |
¥2.90M |
|
| 2024-11-29 |
跌破0.618止损 |
卖出 |
21.82815 |
118200.0 |
¥2.58M |
止损触发 |
| 2025-01-27 |
黄金分割买点 |
买入 |
22.57255 |
110600.0 |
¥2.50M |
|
| 2025-02-05 |
跌破0.618止损 |
卖出 |
20.53944 |
110600.0 |
¥2.27M |
止损触发 |
| 2025-02-18 |
黄金分割买点 |
买入 |
22.9229 |
102900.0 |
¥2.36M |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
21.348629999999996 |
102900.0 |
¥2.20M |
止损触发 |
| 2025-05-15 |
黄金分割买点 |
买入 |
19.56 |
112200.0 |
¥2.20M |
|
| 2025-07-04 |
重回前高 |
卖出 |
23.286689999999997 |
112200.0 |
¥2.61M |
|
| 2025-11-17 |
黄金分割买点 |
买入 |
64.45438999999999 |
40600.0 |
¥2.62M |
|
| 2025-11-25 |
跌破0.618止损 |
卖出 |
56.30364 |
40600.0 |
¥2.29M |
止损触发 |
| 2025-12-10 |
黄金分割买点 |
买入 |
66.90684 |
33500.0 |
¥2.24M |
|
| 2025-12-12 |
跌破0.618止损 |
卖出 |
60.939 |
33500.0 |
¥2.04M |
止损触发 |
| 2026-04-09 |
黄金分割买点 |
买入 |
55.05499999999999 |
36700.0 |
¥2.02M |
|
| 2026-04-23 |
重回前高 |
卖出 |
66.91302 |
36700.0 |
¥2.45M |
|
| 2026-06-29 |
黄金分割买点 |
买入 |
69.3693 |
35700.0 |
¥2.48M |
|
| 2026-07-03 |
跌破0.618止损 |
卖出 |
63.43650000000001 |
35700.0 |
¥2.26M |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
67.99793 |
33200.0 |
¥2.26M |
|
| 2026-08-14 |
跌破0.618止损 |
卖出 |
65.53439999999999 |
33200.0 |
¥2.18M |
止损触发 |
| 2026-09-08 |
黄金分割买点 |
买入 |
66.3663 |
33200.0 |
¥2.20M |
|
| 2026-09-15 |
跌破0.618止损 |
卖出 |
61.18875 |
33200.0 |
¥2.03M |
止损触发 |
| 2026-09-24 |
黄金分割买点 |
买入 |
62.36229999999999 |
32400.0 |
¥2.02M |
|
| 2026-09-29 |
跌破0.618止损 |
卖出 |
58.361580000000004 |
32400.0 |
¥1.89M |
止损触发 |