601727 上海电气 — 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: ¥46.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -53.49%）
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 47 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 |
2015-06-19 |
2015-06-29 |
18.624185580000002 |
15.984 |
¥-13.8万 |
-14.20% |
跌破0.618止损 |
| 2 |
2015-12-11 |
2015-12-31 |
12.533759 |
11.56842 |
¥-6.6万 |
-7.73% |
跌破0.618止损 |
| 3 |
2016-04-15 |
2016-04-21 |
9.061767714999998 |
8.31168 |
¥-6.6万 |
-8.31% |
跌破0.618止损 |
| 4 |
2016-07-07 |
2016-08-09 |
8.172451 |
8.191799999999999 |
¥1,505 |
+0.21% |
重回前高 |
| 5 |
2017-07-04 |
2017-08-04 |
7.880233360999998 |
7.5824099999999985 |
¥-2.8万 |
-3.81% |
跌破0.618止损 |
| 6 |
2017-08-17 |
2017-09-01 |
7.539791258999999 |
8.091899999999999 |
¥5.1万 |
+7.29% |
重回前高 |
| 7 |
2017-09-20 |
2017-11-15 |
7.8001293369999996 |
8.03196 |
¥2.2万 |
+2.94% |
跌破0.618止损 |
| 8 |
2018-03-13 |
2018-03-20 |
6.198048857 |
5.9840100000000005 |
¥-2.7万 |
-3.48% |
跌破0.618止损 |
| 9 |
2018-05-11 |
2018-05-22 |
5.927697776 |
6.213779999999999 |
¥3.6万 |
+4.79% |
重回前高 |
| 10 |
2018-11-07 |
2018-11-26 |
5.316904592999999 |
5.07492 |
¥-3.6万 |
-4.58% |
跌破0.618止损 |
| 11 |
2019-03-28 |
2019-04-30 |
5.867619757999999 |
5.83 |
¥-5,035 |
-0.67% |
跌破0.618止损 |
| 12 |
2020-02-19 |
2020-03-02 |
4.756176425 |
4.52547 |
¥-3.6万 |
-4.88% |
跌破0.618止损 |
| 13 |
2020-03-19 |
2020-03-24 |
4.816254442999998 |
4.68531 |
¥-1.9万 |
-2.75% |
跌破0.618止损 |
| 14 |
2020-04-30 |
2020-05-08 |
4.856306454999999 |
4.74525 |
¥-1.6万 |
-2.32% |
跌破0.618止损 |
| 15 |
2020-06-10 |
2020-07-09 |
4.8462934519999985 |
5.95404 |
¥15.4万 |
+22.82% |
重回前高 |
| 16 |
2020-07-17 |
2020-08-04 |
5.386995613999999 |
5.97402 |
¥9.0万 |
+10.86% |
重回前高 |
| 17 |
2020-08-28 |
2020-09-11 |
5.477112640999999 |
5.2847100000000005 |
¥-3.2万 |
-3.54% |
跌破0.618止损 |
| 18 |
2020-11-25 |
2020-12-11 |
5.417034622999999 |
5.724270000000001 |
¥5.0万 |
+5.64% |
重回前高 |
| 19 |
2020-12-15 |
2021-01-11 |
5.487125644 |
5.7642299999999995 |
¥4.7万 |
+5.02% |
重回前高 |
| 20 |
2021-01-12 |
2021-01-20 |
5.4470736319999995 |
5.30469 |
¥-2.5万 |
-2.64% |
跌破0.618止损 |
| 21 |
2021-01-26 |
2021-02-01 |
5.541662 |
5.34465 |
¥-3.4万 |
-3.58% |
跌破0.618止损 |
| 22 |
2021-02-04 |
2021-02-26 |
5.637320688999999 |
5.3946000000000005 |
¥-3.9万 |
-4.33% |
跌破0.618止损 |
| 23 |
2021-03-23 |
2021-03-26 |
5.6973987070000005 |
5.44 |
¥-4.0万 |
-4.55% |
跌破0.618止损 |
| 24 |
2021-03-29 |
2021-03-31 |
5.667359698 |
5.47452 |
¥-2.9万 |
-3.43% |
跌破0.618止损 |
| 25 |
2021-08-11 |
2021-11-17 |
4.465799338 |
4.75524 |
¥5.2万 |
+6.45% |
跌破0.618止损 |
| 26 |
2021-11-24 |
2021-11-30 |
5.0065015 |
4.80519 |
¥-3.5万 |
-4.05% |
跌破0.618止损 |
| 27 |
2021-12-24 |
2022-01-12 |
5.046553511999999 |
4.6953000000000005 |
¥-5.8万 |
-6.99% |
跌破0.618止损 |
| 28 |
2022-06-02 |
2022-06-29 |
4.1553962449999995 |
4.26573 |
¥2.0万 |
+2.62% |
重回前高 |
| 29 |
2022-08-08 |
2022-09-01 |
4.285565284 |
4.26573 |
¥-3,904 |
-0.49% |
跌破0.618止损 |
| 30 |
2022-09-16 |
2022-09-20 |
4.455786334999999 |
4.26573 |
¥-3.4万 |
-4.29% |
跌破0.618止损 |
| 31 |
2022-11-28 |
2022-12-23 |
4.2012599999999996 |
3.95604 |
¥-4.4万 |
-5.87% |
跌破0.618止损 |
| 32 |
2023-04-03 |
2023-04-17 |
4.425747325999999 |
4.70529 |
¥4.5万 |
+6.28% |
重回前高 |
| 33 |
2023-05-22 |
2023-05-25 |
4.555916364999999 |
4.35564 |
¥-3.3万 |
-4.42% |
跌破0.618止损 |
| 34 |
2023-06-06 |
2023-06-14 |
4.636020389 |
4.55544 |
¥-1.3万 |
-1.77% |
跌破0.618止损 |
| 35 |
2023-09-14 |
2023-09-27 |
4.776202430999999 |
4.6453500000000005 |
¥-2.0万 |
-2.77% |
跌破0.618止损 |
| 36 |
2023-10-12 |
2023-10-19 |
4.786215434 |
4.57542 |
¥-3.1万 |
-4.43% |
跌破0.618止损 |
| 37 |
2024-02-27 |
2024-03-12 |
4.165409248 |
4.2957 |
¥2.0万 |
+3.10% |
重回前高 |
| 38 |
2024-09-24 |
2024-09-27 |
3.764889127999999 |
4.095899999999999 |
¥5.9万 |
+8.76% |
重回前高 |
| 39 |
2024-11-19 |
2025-01-06 |
8.491026544 |
6.96303 |
¥-12.9万 |
-18.02% |
跌破0.618止损 |
| 40 |
2025-02-21 |
2025-04-01 |
8.951624682 |
7.64 |
¥-9.0万 |
-14.68% |
跌破0.618止损 |
| 41 |
2025-05-27 |
2025-07-09 |
7.800129336999999 |
7.3726199999999995 |
¥-2.8万 |
-5.51% |
跌破0.618止损 |
| 42 |
2025-08-04 |
2025-09-05 |
7.880233360999998 |
7.98201 |
¥6,231 |
+1.26% |
跌破0.618止损 |
| 43 |
2025-09-24 |
2025-09-26 |
8.531078555999999 |
9.75024 |
¥7.1万 |
+14.26% |
重回前高 |
| 44 |
2025-10-17 |
2025-11-13 |
9.602469877 |
9.13086 |
¥-2.8万 |
-4.94% |
跌破0.618止损 |
| 45 |
2026-01-12 |
2026-01-28 |
9.332118796000001 |
8.931059999999999 |
¥-2.3万 |
-4.33% |
跌破0.618止损 |
| 46 |
2026-02-25 |
2026-03-04 |
8.981663691000001 |
8.3916 |
¥-3.4万 |
-6.60% |
跌破0.618止损 |
| 47 |
2026-05-15 |
2026-05-28 |
8.731338615999999 |
8.35164 |
¥-2.1万 |
-4.38% |
跌破0.618止损 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
18.6186 |
52000.0 |
¥96.8万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
15.984 |
52000.0 |
¥83.1万 |
止损触发 |
| 2015-12-11 |
黄金分割买点 |
买入 |
12.53 |
68100.0 |
¥85.4万 |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
11.56842 |
68100.0 |
¥78.8万 |
止损触发 |
| 2016-04-15 |
黄金分割买点 |
买入 |
9.05905 |
87800.0 |
¥79.6万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
8.31168 |
87800.0 |
¥73.0万 |
止损触发 |
| 2016-07-07 |
黄金分割买点 |
买入 |
8.17 |
89100.0 |
¥72.8万 |
|
| 2016-08-09 |
重回前高 |
卖出 |
8.191799999999999 |
89100.0 |
¥73.0万 |
|
| 2017-07-04 |
黄金分割买点 |
买入 |
7.877869999999998 |
92400.0 |
¥72.8万 |
|
| 2017-08-04 |
跌破0.618止损 |
卖出 |
7.5824099999999985 |
92400.0 |
¥70.0万 |
止损触发 |
| 2017-08-17 |
黄金分割买点 |
买入 |
7.537529999999999 |
93200.0 |
¥70.3万 |
|
| 2017-09-01 |
重回前高 |
卖出 |
8.091899999999999 |
93200.0 |
¥75.4万 |
|
| 2017-09-20 |
黄金分割买点 |
买入 |
7.79779 |
96600.0 |
¥75.3万 |
|
| 2017-11-15 |
跌破0.618止损 |
卖出 |
8.03196 |
96600.0 |
¥77.6万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
6.19619 |
124800.0 |
¥77.4万 |
|
| 2018-03-20 |
跌破0.618止损 |
卖出 |
5.9840100000000005 |
124800.0 |
¥74.7万 |
止损触发 |
| 2018-05-11 |
黄金分割买点 |
买入 |
5.92592 |
126500.0 |
¥75.0万 |
|
| 2018-05-22 |
重回前高 |
卖出 |
6.213779999999999 |
126500.0 |
¥78.6万 |
|
| 2018-11-07 |
黄金分割买点 |
买入 |
5.315309999999999 |
147300.0 |
¥78.3万 |
|
| 2018-11-26 |
跌破0.618止损 |
卖出 |
5.07492 |
147300.0 |
¥74.7万 |
止损触发 |
| 2019-03-28 |
黄金分割买点 |
买入 |
5.86586 |
127900.0 |
¥75.0万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
5.83 |
127900.0 |
¥74.5万 |
止损触发 |
| 2020-02-19 |
黄金分割买点 |
买入 |
4.75475 |
156100.0 |
¥74.2万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
4.52547 |
156100.0 |
¥70.6万 |
止损触发 |
| 2020-03-19 |
黄金分割买点 |
买入 |
4.814809999999999 |
146400.0 |
¥70.5万 |
|
| 2020-03-24 |
跌破0.618止损 |
卖出 |
4.68531 |
146400.0 |
¥68.6万 |
止损触发 |
| 2020-04-30 |
黄金分割买点 |
买入 |
4.854849999999999 |
141200.0 |
¥68.6万 |
|
| 2020-05-08 |
跌破0.618止损 |
卖出 |
4.74525 |
141200.0 |
¥67.0万 |
止损触发 |
| 2020-06-10 |
黄金分割买点 |
买入 |
4.84484 |
138800.0 |
¥67.3万 |
|
| 2020-07-09 |
重回前高 |
卖出 |
5.95404 |
138800.0 |
¥82.6万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
5.38538 |
153300.0 |
¥82.6万 |
|
| 2020-08-04 |
重回前高 |
卖出 |
5.97402 |
153300.0 |
¥91.6万 |
|
| 2020-08-28 |
黄金分割买点 |
买入 |
5.475469999999999 |
166500.0 |
¥91.2万 |
|
| 2020-09-11 |
跌破0.618止损 |
卖出 |
5.2847100000000005 |
166500.0 |
¥88.0万 |
止损触发 |
| 2020-11-25 |
黄金分割买点 |
买入 |
5.41541 |
163300.0 |
¥88.5万 |
|
| 2020-12-11 |
重回前高 |
卖出 |
5.724270000000001 |
163300.0 |
¥93.4万 |
|
| 2020-12-15 |
黄金分割买点 |
买入 |
5.48548 |
170000.0 |
¥93.3万 |
|
| 2021-01-11 |
重回前高 |
卖出 |
5.7642299999999995 |
170000.0 |
¥98.0万 |
|
| 2021-01-12 |
黄金分割买点 |
买入 |
5.44544 |
176300.0 |
¥96.0万 |
|
| 2021-01-20 |
跌破0.618止损 |
卖出 |
5.30469 |
176300.0 |
¥93.5万 |
止损触发 |
| 2021-01-26 |
黄金分割买点 |
买入 |
5.54 |
170200.0 |
¥94.3万 |
|
| 2021-02-01 |
跌破0.618止损 |
卖出 |
5.34465 |
170200.0 |
¥90.9万 |
止损触发 |
| 2021-02-04 |
黄金分割买点 |
买入 |
5.635629999999999 |
161600.0 |
¥91.1万 |
|
| 2021-02-26 |
跌破0.618止损 |
卖出 |
5.3946000000000005 |
161600.0 |
¥87.2万 |
止损触发 |
| 2021-03-23 |
黄金分割买点 |
买入 |
5.69569 |
154100.0 |
¥87.8万 |
|
| 2021-03-26 |
跌破0.618止损 |
卖出 |
5.44 |
154100.0 |
¥83.8万 |
止损触发 |
| 2021-03-29 |
黄金分割买点 |
买入 |
5.66566 |
146900.0 |
¥83.3万 |
|
| 2021-03-31 |
跌破0.618止损 |
卖出 |
5.47452 |
146900.0 |
¥80.4万 |
止损触发 |
| 2021-08-11 |
黄金分割买点 |
买入 |
4.46446 |
181200.0 |
¥80.9万 |
|
| 2021-11-17 |
跌破0.618止损 |
卖出 |
4.75524 |
181200.0 |
¥86.1万 |
止损触发 |
| 2021-11-24 |
黄金分割买点 |
买入 |
5.004999999999999 |
172100.0 |
¥86.2万 |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
4.80519 |
172100.0 |
¥82.7万 |
止损触发 |
| 2021-12-24 |
黄金分割买点 |
买入 |
5.045039999999999 |
164500.0 |
¥83.0万 |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
4.6953000000000005 |
164500.0 |
¥77.2万 |
止损触发 |
| 2022-06-02 |
黄金分割买点 |
买入 |
4.15415 |
185400.0 |
¥77.0万 |
|
| 2022-06-29 |
重回前高 |
卖出 |
4.26573 |
185400.0 |
¥79.1万 |
|
| 2022-08-08 |
黄金分割买点 |
买入 |
4.28428 |
184900.0 |
¥79.2万 |
|
| 2022-09-01 |
跌破0.618止损 |
卖出 |
4.26573 |
184900.0 |
¥78.8万 |
止损触发 |
| 2022-09-16 |
黄金分割买点 |
买入 |
4.45445 |
176600.0 |
¥78.7万 |
|
| 2022-09-20 |
跌破0.618止损 |
卖出 |
4.26573 |
176600.0 |
¥75.3万 |
止损触发 |
| 2022-11-28 |
黄金分割买点 |
买入 |
4.2 |
177400.0 |
¥74.5万 |
|
| 2022-12-23 |
跌破0.618止损 |
卖出 |
3.95604 |
177400.0 |
¥70.2万 |
止损触发 |
| 2023-04-03 |
黄金分割买点 |
买入 |
4.42442 |
160700.0 |
¥71.1万 |
|
| 2023-04-17 |
重回前高 |
卖出 |
4.70529 |
160700.0 |
¥75.6万 |
|
| 2023-05-22 |
黄金分割买点 |
买入 |
4.554549999999999 |
165900.0 |
¥75.6万 |
|
| 2023-05-25 |
跌破0.618止损 |
卖出 |
4.35564 |
165900.0 |
¥72.2万 |
止损触发 |
| 2023-06-06 |
黄金分割买点 |
买入 |
4.63463 |
155500.0 |
¥72.1万 |
|
| 2023-06-14 |
跌破0.618止损 |
卖出 |
4.55544 |
155500.0 |
¥70.8万 |
止损触发 |
| 2023-09-14 |
黄金分割买点 |
买入 |
4.774769999999999 |
148000.0 |
¥70.7万 |
|
| 2023-09-27 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
148000.0 |
¥68.7万 |
止损触发 |
| 2023-10-12 |
黄金分割买点 |
买入 |
4.78478 |
144200.0 |
¥69.0万 |
|
| 2023-10-19 |
跌破0.618止损 |
卖出 |
4.57542 |
144200.0 |
¥66.0万 |
止损触发 |
| 2024-02-27 |
黄金分割买点 |
买入 |
4.16416 |
156800.0 |
¥65.3万 |
|
| 2024-03-12 |
重回前高 |
卖出 |
4.2957 |
156800.0 |
¥67.3万 |
|
| 2024-09-24 |
黄金分割买点 |
买入 |
3.763759999999999 |
180100.0 |
¥67.8万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
4.095899999999999 |
180100.0 |
¥73.7万 |
|
| 2024-11-19 |
黄金分割买点 |
买入 |
8.48848 |
84000.0 |
¥71.3万 |
|
| 2025-01-06 |
跌破0.618止损 |
卖出 |
6.96303 |
84000.0 |
¥58.5万 |
止损触发 |
| 2025-02-21 |
黄金分割买点 |
买入 |
8.948939999999999 |
68300.0 |
¥61.1万 |
|
| 2025-04-01 |
跌破0.618止损 |
卖出 |
7.64 |
68300.0 |
¥52.2万 |
止损触发 |
| 2025-05-27 |
黄金分割买点 |
买入 |
7.797789999999999 |
64800.0 |
¥50.5万 |
|
| 2025-07-09 |
跌破0.618止损 |
卖出 |
7.3726199999999995 |
64800.0 |
¥47.8万 |
止损触发 |
| 2025-08-04 |
黄金分割买点 |
买入 |
7.877869999999999 |
62700.0 |
¥49.4万 |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
7.98201 |
62700.0 |
¥50.0万 |
止损触发 |
| 2025-09-24 |
黄金分割买点 |
买入 |
8.528519999999999 |
58500.0 |
¥49.9万 |
|
| 2025-09-26 |
重回前高 |
卖出 |
9.75024 |
58500.0 |
¥57.0万 |
|
| 2025-10-17 |
黄金分割买点 |
买入 |
9.59959 |
59100.0 |
¥56.8万 |
|
| 2025-11-13 |
跌破0.618止损 |
卖出 |
9.13086 |
59100.0 |
¥53.9万 |
止损触发 |
| 2026-01-12 |
黄金分割买点 |
买入 |
9.32932 |
58200.0 |
¥54.3万 |
|
| 2026-01-28 |
跌破0.618止损 |
卖出 |
8.931059999999999 |
58200.0 |
¥52.0万 |
止损触发 |
| 2026-02-25 |
黄金分割买点 |
买入 |
8.97897 |
57900.0 |
¥52.0万 |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
8.3916 |
57900.0 |
¥48.6万 |
止损触发 |
| 2026-05-15 |
黄金分割买点 |
买入 |
8.72872 |
55000.0 |
¥48.0万 |
|
| 2026-05-28 |
跌破0.618止损 |
卖出 |
8.35164 |
55000.0 |
¥45.9万 |
止损触发 |