601669 中国水电 — 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: ¥53.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -46.13%）
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 36 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 |
2015-05-11 |
2015-06-23 |
14.709101406999997 |
12.36762 |
¥-15.9万 |
-15.94% |
跌破0.618止损 |
| 2 |
2015-11-06 |
2015-12-01 |
9.171910748 |
8.01198 |
¥-10.4万 |
-12.67% |
跌破0.618止损 |
| 3 |
2015-12-03 |
2015-12-09 |
8.51105255 |
8.00199 |
¥-4.4万 |
-6.01% |
跌破0.618止损 |
| 4 |
2016-04-06 |
2016-05-13 |
6.688686003999998 |
6.013979999999999 |
¥-6.9万 |
-10.11% |
跌破0.618止损 |
| 5 |
2016-09-02 |
2016-10-24 |
6.157996844999999 |
7.03296 |
¥8.8万 |
+14.17% |
重回前高 |
| 6 |
2016-11-03 |
2016-12-15 |
6.638620989 |
6.883109999999999 |
¥2.6万 |
+3.65% |
跌破0.618止损 |
| 7 |
2017-03-07 |
2017-04-06 |
7.409622219999999 |
8.24175 |
¥8.2万 |
+11.20% |
重回前高 |
| 8 |
2017-04-26 |
2017-05-19 |
7.990376393999998 |
7.812180000000001 |
¥-1.8万 |
-2.26% |
跌破0.618止损 |
| 9 |
2017-06-12 |
2017-06-15 |
8.120545432999998 |
7.9120800000000004 |
¥-2.1万 |
-2.60% |
跌破0.618止损 |
| 10 |
2017-07-14 |
2017-09-11 |
8.200649456999997 |
8.16183 |
¥-3,892 |
-0.50% |
跌破0.618止损 |
| 11 |
2018-02-12 |
2018-03-20 |
7.169310147999998 |
7.0529399999999995 |
¥-1.3万 |
-1.65% |
跌破0.618止损 |
| 12 |
2018-07-25 |
2018-08-06 |
5.781733999999999 |
5.3946000000000005 |
¥-5.1万 |
-6.72% |
跌破0.618止损 |
| 13 |
2018-08-08 |
2018-08-17 |
5.747463722 |
5.544449999999999 |
¥-2.5万 |
-3.56% |
跌破0.618止损 |
| 14 |
2018-12-18 |
2018-12-24 |
4.996488497 |
4.8551400000000005 |
¥-2.0万 |
-2.86% |
跌破0.618止损 |
| 15 |
2020-02-21 |
2020-02-26 |
4.025227205999999 |
3.88 |
¥-2.4万 |
-3.64% |
跌破0.618止损 |
| 16 |
2020-03-09 |
2020-03-20 |
4.245513271999999 |
4.05594 |
¥-2.9万 |
-4.49% |
跌破0.618止损 |
| 17 |
2020-07-27 |
2020-09-08 |
4.265539277999999 |
3.9660300000000004 |
¥-4.3万 |
-7.05% |
跌破0.618止损 |
| 18 |
2020-12-07 |
2020-12-10 |
4.135370238999999 |
3.9860100000000003 |
¥-2.1万 |
-3.64% |
跌破0.618止损 |
| 19 |
2021-03-12 |
2021-04-27 |
3.9351101789999996 |
3.83616 |
¥-1.4万 |
-2.54% |
跌破0.618止损 |
| 20 |
2021-07-30 |
2021-08-02 |
4.40572132 |
4.995 |
¥7.1万 |
+13.34% |
重回前高 |
| 21 |
2021-10-12 |
2021-11-11 |
6.9890760940000005 |
6.7932 |
¥-1.7万 |
-2.83% |
跌破0.618止损 |
| 22 |
2021-12-17 |
2022-02-08 |
8.41092252 |
9.75024 |
¥9.4万 |
+15.89% |
重回前高 |
| 23 |
2022-02-23 |
2022-03-07 |
8.260727475 |
7.74225 |
¥-4.3万 |
-6.30% |
跌破0.618止损 |
| 24 |
2022-06-02 |
2022-07-26 |
7.6799733009999995 |
7.372619999999999 |
¥-2.6万 |
-4.03% |
跌破0.618止损 |
| 25 |
2022-08-23 |
2022-09-21 |
7.730038315999999 |
7.23276 |
¥-4.0万 |
-6.46% |
跌破0.618止损 |
| 26 |
2022-10-24 |
2022-11-01 |
7.599869276999999 |
7.07292 |
¥-4.0万 |
-6.96% |
跌破0.618止损 |
| 27 |
2022-11-24 |
2022-12-13 |
7.509752249999999 |
7.34265 |
¥-1.2万 |
-2.25% |
跌破0.618止损 |
| 28 |
2023-03-22 |
2023-03-28 |
7.589856273999999 |
7.31268 |
¥-1.9万 |
-3.68% |
跌破0.618止损 |
| 29 |
2023-04-24 |
2023-05-15 |
7.619895282999999 |
7.17282 |
¥-3.0万 |
-5.90% |
跌破0.618止损 |
| 30 |
2024-02-01 |
2024-02-06 |
4.9864754940000005 |
4.72527 |
¥-2.5万 |
-5.27% |
跌破0.618止损 |
| 31 |
2024-02-20 |
2024-05-14 |
4.986475494 |
5.2847100000000005 |
¥2.7万 |
+5.95% |
重回前高 |
| 32 |
2024-10-10 |
2024-12-27 |
5.427047625999999 |
5.50449 |
¥6,677 |
+1.40% |
跌破0.618止损 |
| 33 |
2025-04-11 |
2025-07-08 |
4.791437 |
4.94505 |
¥1.5万 |
+3.18% |
重回前高 |
| 34 |
2025-08-04 |
2025-09-02 |
6.468399938 |
5.84415 |
¥-4.8万 |
-9.68% |
跌破0.618止损 |
| 35 |
2026-01-28 |
2026-02-03 |
5.767489727999999 |
5.58441 |
¥-1.4万 |
-3.20% |
跌破0.618止损 |
| 36 |
2026-03-06 |
2026-03-16 |
5.767489727999999 |
7.0929 |
¥10.0万 |
+22.94% |
重回前高 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-11 |
黄金分割买点 |
买入 |
14.704689999999998 |
67800.0 |
¥99.7万 |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
12.36762 |
67800.0 |
¥83.8万 |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
9.16916 |
89400.0 |
¥82.0万 |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
8.01198 |
89400.0 |
¥71.6万 |
止损触发 |
| 2015-12-03 |
黄金分割买点 |
买入 |
8.5085 |
85600.0 |
¥72.9万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
8.00199 |
85600.0 |
¥68.5万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
6.686679999999999 |
102600.0 |
¥68.6万 |
|
| 2016-05-13 |
跌破0.618止损 |
卖出 |
6.013979999999999 |
102600.0 |
¥61.7万 |
止损触发 |
| 2016-09-02 |
黄金分割买点 |
买入 |
6.156149999999999 |
101100.0 |
¥62.3万 |
|
| 2016-10-24 |
重回前高 |
卖出 |
7.03296 |
101100.0 |
¥71.1万 |
|
| 2016-11-03 |
黄金分割买点 |
买入 |
6.636629999999999 |
106700.0 |
¥70.8万 |
|
| 2016-12-15 |
跌破0.618止损 |
卖出 |
6.883109999999999 |
106700.0 |
¥73.4万 |
止损触发 |
| 2017-03-07 |
黄金分割买点 |
买入 |
7.4074 |
99200.0 |
¥73.5万 |
|
| 2017-04-06 |
重回前高 |
卖出 |
8.24175 |
99200.0 |
¥81.7万 |
|
| 2017-04-26 |
黄金分割买点 |
买入 |
7.9879799999999985 |
102400.0 |
¥81.8万 |
|
| 2017-05-19 |
跌破0.618止损 |
卖出 |
7.812180000000001 |
102400.0 |
¥80.0万 |
止损触发 |
| 2017-06-12 |
黄金分割买点 |
买入 |
8.118109999999998 |
98500.0 |
¥80.0万 |
|
| 2017-06-15 |
跌破0.618止损 |
卖出 |
7.9120800000000004 |
98500.0 |
¥77.9万 |
止损触发 |
| 2017-07-14 |
黄金分割买点 |
买入 |
8.198189999999999 |
94300.0 |
¥77.3万 |
|
| 2017-09-11 |
跌破0.618止损 |
卖出 |
8.16183 |
94300.0 |
¥76.9万 |
止损触发 |
| 2018-02-12 |
黄金分割买点 |
买入 |
7.167159999999999 |
106900.0 |
¥76.6万 |
|
| 2018-03-20 |
跌破0.618止损 |
卖出 |
7.0529399999999995 |
106900.0 |
¥75.4万 |
止损触发 |
| 2018-07-25 |
黄金分割买点 |
买入 |
5.78 |
131100.0 |
¥75.8万 |
|
| 2018-08-06 |
跌破0.618止损 |
卖出 |
5.3946000000000005 |
131100.0 |
¥70.7万 |
止损触发 |
| 2018-08-08 |
黄金分割买点 |
买入 |
5.74574 |
123400.0 |
¥70.9万 |
|
| 2018-08-17 |
跌破0.618止损 |
卖出 |
5.544449999999999 |
123400.0 |
¥68.4万 |
止损触发 |
| 2018-12-18 |
黄金分割买点 |
买入 |
4.99499 |
136600.0 |
¥68.3万 |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
4.8551400000000005 |
136600.0 |
¥66.3万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
4.024019999999999 |
164900.0 |
¥66.4万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
3.88 |
164900.0 |
¥64.0万 |
止损触发 |
| 2020-03-09 |
黄金分割买点 |
买入 |
4.24424 |
149400.0 |
¥63.4万 |
|
| 2020-03-20 |
跌破0.618止损 |
卖出 |
4.05594 |
149400.0 |
¥60.6万 |
止损触发 |
| 2020-07-27 |
黄金分割买点 |
买入 |
4.264259999999999 |
144400.0 |
¥61.6万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
3.9660300000000004 |
144400.0 |
¥57.3万 |
止损触发 |
| 2020-12-07 |
黄金分割买点 |
买入 |
4.13413 |
138200.0 |
¥57.2万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
3.9860100000000003 |
138200.0 |
¥55.1万 |
止损触发 |
| 2021-03-12 |
黄金分割买点 |
买入 |
3.9339299999999993 |
139600.0 |
¥54.9万 |
|
| 2021-04-27 |
跌破0.618止损 |
卖出 |
3.83616 |
139600.0 |
¥53.5万 |
止损触发 |
| 2021-07-30 |
黄金分割买点 |
买入 |
4.4044 |
121000.0 |
¥53.3万 |
|
| 2021-08-02 |
重回前高 |
卖出 |
4.995 |
121000.0 |
¥60.4万 |
|
| 2021-10-12 |
黄金分割买点 |
买入 |
6.98698 |
86900.0 |
¥60.7万 |
|
| 2021-11-11 |
跌破0.618止损 |
卖出 |
6.7932 |
86900.0 |
¥59.0万 |
止损触发 |
| 2021-12-17 |
黄金分割买点 |
买入 |
8.4084 |
70200.0 |
¥59.0万 |
|
| 2022-02-08 |
重回前高 |
卖出 |
9.75024 |
70200.0 |
¥68.4万 |
|
| 2022-02-23 |
黄金分割买点 |
买入 |
8.258249999999999 |
82400.0 |
¥68.1万 |
|
| 2022-03-07 |
跌破0.618止损 |
卖出 |
7.74225 |
82400.0 |
¥63.8万 |
止损触发 |
| 2022-06-02 |
黄金分割买点 |
买入 |
7.677669999999999 |
83500.0 |
¥64.1万 |
|
| 2022-07-26 |
跌破0.618止损 |
卖出 |
7.372619999999999 |
83500.0 |
¥61.5万 |
止损触发 |
| 2022-08-23 |
黄金分割买点 |
买入 |
7.727719999999999 |
79100.0 |
¥61.1万 |
|
| 2022-09-21 |
跌破0.618止损 |
卖出 |
7.23276 |
79100.0 |
¥57.2万 |
止损触发 |
| 2022-10-24 |
黄金分割买点 |
买入 |
7.597589999999999 |
75500.0 |
¥57.4万 |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
7.07292 |
75500.0 |
¥53.4万 |
止损触发 |
| 2022-11-24 |
黄金分割买点 |
买入 |
7.507499999999999 |
69700.0 |
¥52.3万 |
|
| 2022-12-13 |
跌破0.618止损 |
卖出 |
7.34265 |
69700.0 |
¥51.2万 |
止损触发 |
| 2023-03-22 |
黄金分割买点 |
买入 |
7.587579999999999 |
68900.0 |
¥52.3万 |
|
| 2023-03-28 |
跌破0.618止损 |
卖出 |
7.31268 |
68900.0 |
¥50.4万 |
止损触发 |
| 2023-04-24 |
黄金分割买点 |
买入 |
7.617609999999999 |
66400.0 |
¥50.6万 |
|
| 2023-05-15 |
跌破0.618止损 |
卖出 |
7.17282 |
66400.0 |
¥47.6万 |
止损触发 |
| 2024-02-01 |
黄金分割买点 |
买入 |
4.98498 |
94400.0 |
¥47.1万 |
|
| 2024-02-06 |
跌破0.618止损 |
卖出 |
4.72527 |
94400.0 |
¥44.6万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
4.98498 |
90200.0 |
¥45.0万 |
|
| 2024-05-14 |
重回前高 |
卖出 |
5.2847100000000005 |
90200.0 |
¥47.7万 |
|
| 2024-10-10 |
黄金分割买点 |
买入 |
5.425419999999999 |
88100.0 |
¥47.8万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
5.50449 |
88100.0 |
¥48.5万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
4.79 |
100700.0 |
¥48.2万 |
|
| 2025-07-08 |
重回前高 |
卖出 |
4.94505 |
100700.0 |
¥49.8万 |
|
| 2025-08-04 |
黄金分割买点 |
买入 |
6.46646 |
76500.0 |
¥49.5万 |
|
| 2025-09-02 |
跌破0.618止损 |
卖出 |
5.84415 |
76500.0 |
¥44.7万 |
止损触发 |
| 2026-01-28 |
黄金分割买点 |
买入 |
5.765759999999999 |
78000.0 |
¥45.0万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
5.58441 |
78000.0 |
¥43.5万 |
止损触发 |
| 2026-03-06 |
黄金分割买点 |
买入 |
5.765759999999999 |
75900.0 |
¥43.8万 |
|
| 2026-03-16 |
重回前高 |
卖出 |
7.0929 |
75900.0 |
¥53.8万 |
|