601898 中煤能源 — 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: ¥1.14M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +14.12%）
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 52 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 |
2015-05-07 |
2015-06-09 |
8.130558436 |
10.32966 |
¥26.5万 |
+27.01% |
重回前高 |
| 2 |
2015-07-02 |
2015-07-03 |
9.992976994 |
8.4915 |
¥-18.4万 |
-15.05% |
跌破0.618止损 |
| 3 |
2015-08-13 |
2015-08-21 |
10.21326306 |
8.08191 |
¥-22.0万 |
-20.89% |
跌破0.618止损 |
| 4 |
2015-11-26 |
2015-11-30 |
6.518464953 |
6.06393 |
¥-6.0万 |
-7.00% |
跌破0.618止损 |
| 5 |
2016-04-12 |
2016-05-10 |
5.326917596 |
4.77 |
¥-8.4万 |
-10.48% |
跌破0.618止损 |
| 6 |
2016-06-30 |
2016-08-09 |
5.186735553999998 |
5.87412 |
¥9.5万 |
+13.22% |
重回前高 |
| 7 |
2016-09-14 |
2016-09-29 |
5.531659 |
5.6 |
¥9,726 |
+1.21% |
跌破0.618止损 |
| 8 |
2016-11-03 |
2016-12-13 |
6.418334922999999 |
5.97402 |
¥-5.7万 |
-6.95% |
跌破0.618止损 |
| 9 |
2017-02-17 |
2017-03-13 |
6.291887 |
5.82417 |
¥-5.6万 |
-7.46% |
跌破0.618止损 |
| 10 |
2017-06-20 |
2017-07-19 |
5.717424712999999 |
6.21378 |
¥6.1万 |
+8.65% |
重回前高 |
| 11 |
2017-08-15 |
2017-09-26 |
6.1479838419999995 |
6.20379 |
¥6,689 |
+0.88% |
跌破0.618止损 |
| 12 |
2018-07-25 |
2018-09-26 |
4.926397475999999 |
5.20479 |
¥4.3万 |
+5.62% |
重回前高 |
| 13 |
2018-10-12 |
2018-10-19 |
4.9764624909999995 |
4.6953000000000005 |
¥-4.6万 |
-5.68% |
跌破0.618止损 |
| 14 |
2018-10-24 |
2018-11-30 |
4.9864754940000005 |
4.8951 |
¥-1.4万 |
-1.86% |
跌破0.618止损 |
| 15 |
2018-12-05 |
2018-12-07 |
4.956436484999999 |
4.88511 |
¥-1.1万 |
-1.47% |
跌破0.618止损 |
| 16 |
2019-03-26 |
2019-04-22 |
5.126657536000001 |
5.50449 |
¥5.5万 |
+7.34% |
重回前高 |
| 17 |
2019-04-29 |
2019-05-07 |
5.096618526999999 |
4.82517 |
¥-4.3万 |
-5.35% |
跌破0.618止损 |
| 18 |
2019-09-24 |
2019-11-21 |
4.846293452 |
4.65534 |
¥-3.0万 |
-3.97% |
跌破0.618止损 |
| 19 |
2019-11-26 |
2019-11-29 |
4.886345463999999 |
4.80519 |
¥-1.2万 |
-1.69% |
跌破0.618止损 |
| 20 |
2020-07-17 |
2020-09-23 |
4.085305224 |
4.0459499999999995 |
¥-7,091 |
-0.99% |
跌破0.618止损 |
| 21 |
2020-12-08 |
2020-12-15 |
4.30559129 |
4.16583 |
¥-2.3万 |
-3.28% |
跌破0.618止损 |
| 22 |
2021-01-06 |
2021-01-08 |
4.30559129 |
4.78521 |
¥7.6万 |
+11.11% |
重回前高 |
| 23 |
2021-01-20 |
2021-01-27 |
4.50135 |
4.305689999999999 |
¥-3.3万 |
-4.38% |
跌破0.618止损 |
| 24 |
2021-06-29 |
2021-07-08 |
7.289466183999999 |
6.7932 |
¥-4.9万 |
-6.84% |
跌破0.618止损 |
| 25 |
2021-08-12 |
2021-08-18 |
7.482244 |
7.16283 |
¥-2.9万 |
-4.30% |
跌破0.618止损 |
| 26 |
2021-09-30 |
2021-10-15 |
8.691286603999997 |
7.94205 |
¥-5.6万 |
-8.65% |
跌破0.618止损 |
| 27 |
2022-02-09 |
2022-03-04 |
6.628607985999998 |
7.592399999999999 |
¥8.5万 |
+14.51% |
重回前高 |
| 28 |
2022-03-15 |
2022-03-16 |
7.0791931209999985 |
6.56343 |
¥-4.9万 |
-7.31% |
跌破0.618止损 |
| 29 |
2022-03-21 |
2022-04-13 |
7.039141109000001 |
9.0909 |
¥18.3万 |
+29.11% |
重回前高 |
| 30 |
2022-05-11 |
2022-06-09 |
8.861507654999999 |
10.799190000000001 |
¥17.7万 |
+21.83% |
重回前高 |
| 31 |
2022-06-21 |
2022-07-15 |
9.702599907 |
9.34065 |
¥-3.7万 |
-3.76% |
跌破0.618止损 |
| 32 |
2022-08-26 |
2022-09-23 |
10.273341078 |
11.05893 |
¥7.2万 |
+7.61% |
重回前高 |
| 33 |
2022-10-17 |
2022-10-25 |
9.952984999999998 |
9.390600000000001 |
¥-5.7万 |
-5.68% |
跌破0.618止损 |
| 34 |
2023-03-08 |
2023-03-13 |
8.922676 |
8.551440000000001 |
¥-4.0万 |
-4.19% |
跌破0.618止损 |
| 35 |
2023-04-26 |
2023-05-04 |
8.581143571 |
8.881110000000001 |
¥3.2万 |
+3.46% |
重回前高 |
| 36 |
2023-05-26 |
2023-05-30 |
8.891546664 |
8.47152 |
¥-4.5万 |
-4.75% |
跌破0.618止损 |
| 37 |
2023-07-06 |
2023-07-27 |
8.792637 |
8.43156 |
¥-3.8万 |
-4.14% |
跌破0.618止损 |
| 38 |
2024-03-13 |
2024-04-24 |
11.444862428999997 |
11.3886 |
¥-4,506 |
-0.52% |
跌破0.618止损 |
| 39 |
2024-05-08 |
2024-07-12 |
12.175811647999998 |
12.03795 |
¥-1.0万 |
-1.16% |
跌破0.618止损 |
| 40 |
2024-08-22 |
2024-08-28 |
12.776591827999999 |
13.50648 |
¥4.9万 |
+5.68% |
重回前高 |
| 41 |
2024-09-09 |
2024-10-30 |
13.277241978 |
13.16682 |
¥-7,834 |
-0.86% |
跌破0.618止损 |
| 42 |
2025-04-17 |
2025-04-30 |
10.593757174 |
10.16982 |
¥-3.6万 |
-4.03% |
跌破0.618止损 |
| 43 |
2025-05-14 |
2025-05-23 |
10.303380086999999 |
10.95903 |
¥5.5万 |
+6.33% |
重回前高 |
| 44 |
2025-06-04 |
2025-07-23 |
10.373471107999999 |
12.657330000000002 |
¥20.2万 |
+21.98% |
重回前高 |
| 45 |
2025-08-04 |
2025-09-04 |
11.665148495 |
11.118870000000001 |
¥-5.3万 |
-4.71% |
跌破0.618止损 |
| 46 |
2025-09-24 |
2025-09-29 |
11.775291527999999 |
11.3886 |
¥-3.5万 |
-3.31% |
跌破0.618止损 |
| 47 |
2025-10-13 |
2025-10-17 |
11.71521351 |
13.236750000000002 |
¥13.2万 |
+12.95% |
重回前高 |
| 48 |
2025-12-08 |
2025-12-26 |
13.557606062000001 |
12.597389999999999 |
¥-8.2万 |
-7.11% |
跌破0.618止损 |
| 49 |
2026-02-05 |
2026-03-03 |
14.098308223999997 |
16.55343 |
¥18.8万 |
+17.38% |
重回前高 |
| 50 |
2026-04-15 |
2026-05-22 |
17.022105099999997 |
16.183799999999998 |
¥-6.3万 |
-4.95% |
跌破0.618止损 |
| 51 |
2026-08-26 |
2026-09-30 |
14.618984379999997 |
13.816169999999998 |
¥-6.5万 |
-5.52% |
跌破0.618止损 |
| 52 |
2026-10-12 |
2026-10-28 |
14.418724319999999 |
14.345639999999998 |
¥-6,145 |
-0.54% |
跌破0.618止损 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
8.12812 |
120500.0 |
¥98.0万 |
|
| 2015-06-09 |
重回前高 |
卖出 |
10.32966 |
120500.0 |
¥1.24M |
|
| 2015-07-02 |
黄金分割买点 |
买入 |
9.98998 |
122600.0 |
¥1.23M |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
8.4915 |
122600.0 |
¥1.04M |
止损触发 |
| 2015-08-13 |
黄金分割买点 |
买入 |
10.210199999999999 |
103000.0 |
¥1.05M |
|
| 2015-08-21 |
跌破0.618止损 |
卖出 |
8.08191 |
103000.0 |
¥83.2万 |
止损触发 |
| 2015-11-26 |
黄金分割买点 |
买入 |
6.516509999999999 |
131300.0 |
¥85.6万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
6.06393 |
131300.0 |
¥79.6万 |
止损触发 |
| 2016-04-12 |
黄金分割买点 |
买入 |
5.32532 |
149900.0 |
¥79.9万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
4.77 |
149900.0 |
¥71.5万 |
止损触发 |
| 2016-06-30 |
黄金分割买点 |
买入 |
5.185179999999999 |
137900.0 |
¥71.5万 |
|
| 2016-08-09 |
重回前高 |
卖出 |
5.87412 |
137900.0 |
¥81.0万 |
|
| 2016-09-14 |
黄金分割买点 |
买入 |
5.53 |
145900.0 |
¥80.7万 |
|
| 2016-09-29 |
跌破0.618止损 |
卖出 |
5.6 |
145900.0 |
¥81.7万 |
止损触发 |
| 2016-11-03 |
黄金分割买点 |
买入 |
6.416409999999999 |
127400.0 |
¥81.8万 |
|
| 2016-12-13 |
跌破0.618止损 |
卖出 |
5.97402 |
127400.0 |
¥76.1万 |
止损触发 |
| 2017-02-17 |
黄金分割买点 |
买入 |
6.29 |
120300.0 |
¥75.7万 |
|
| 2017-03-13 |
跌破0.618止损 |
卖出 |
5.82417 |
120300.0 |
¥70.0万 |
止损触发 |
| 2017-06-20 |
黄金分割买点 |
买入 |
5.71571 |
123500.0 |
¥70.6万 |
|
| 2017-07-19 |
重回前高 |
卖出 |
6.21378 |
123500.0 |
¥76.7万 |
|
| 2017-08-15 |
黄金分割买点 |
买入 |
6.146139999999999 |
124000.0 |
¥76.2万 |
|
| 2017-09-26 |
跌破0.618止损 |
卖出 |
6.20379 |
124000.0 |
¥76.9万 |
止损触发 |
| 2018-07-25 |
黄金分割买点 |
买入 |
4.924919999999999 |
157100.0 |
¥77.4万 |
|
| 2018-09-26 |
重回前高 |
卖出 |
5.20479 |
157100.0 |
¥81.7万 |
|
| 2018-10-12 |
黄金分割买点 |
买入 |
4.974969999999999 |
162200.0 |
¥80.7万 |
|
| 2018-10-19 |
跌破0.618止损 |
卖出 |
4.6953000000000005 |
162200.0 |
¥76.1万 |
止损触发 |
| 2018-10-24 |
黄金分割买点 |
买入 |
4.98498 |
153800.0 |
¥76.7万 |
|
| 2018-11-30 |
跌破0.618止损 |
卖出 |
4.8951 |
153800.0 |
¥75.3万 |
止损触发 |
| 2018-12-05 |
黄金分割买点 |
买入 |
4.954949999999999 |
150600.0 |
¥74.6万 |
|
| 2018-12-07 |
跌破0.618止损 |
卖出 |
4.88511 |
150600.0 |
¥73.5万 |
止损触发 |
| 2019-03-26 |
黄金分割买点 |
买入 |
5.12512 |
145800.0 |
¥74.7万 |
|
| 2019-04-22 |
重回前高 |
卖出 |
5.50449 |
145800.0 |
¥80.2万 |
|
| 2019-04-29 |
黄金分割买点 |
买入 |
5.095089999999999 |
157200.0 |
¥80.1万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
4.82517 |
157200.0 |
¥75.8万 |
止损触发 |
| 2019-09-24 |
黄金分割买点 |
买入 |
4.84484 |
156100.0 |
¥75.7万 |
|
| 2019-11-21 |
跌破0.618止损 |
卖出 |
4.65534 |
156100.0 |
¥72.6万 |
止损触发 |
| 2019-11-26 |
黄金分割买点 |
买入 |
4.884879999999999 |
148400.0 |
¥72.5万 |
|
| 2019-11-29 |
跌破0.618止损 |
卖出 |
4.80519 |
148400.0 |
¥71.3万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
4.084079999999999 |
174800.0 |
¥71.4万 |
|
| 2020-09-23 |
跌破0.618止损 |
卖出 |
4.0459499999999995 |
174800.0 |
¥70.7万 |
止损触发 |
| 2020-12-08 |
黄金分割买点 |
买入 |
4.3043 |
164300.0 |
¥70.7万 |
|
| 2020-12-15 |
跌破0.618止损 |
卖出 |
4.16583 |
164300.0 |
¥68.4万 |
止损触发 |
| 2021-01-06 |
黄金分割买点 |
买入 |
4.3043 |
158500.0 |
¥68.2万 |
|
| 2021-01-08 |
重回前高 |
卖出 |
4.78521 |
158500.0 |
¥75.8万 |
|
| 2021-01-20 |
黄金分割买点 |
买入 |
4.5 |
167500.0 |
¥75.4万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
4.305689999999999 |
167500.0 |
¥72.1万 |
止损触发 |
| 2021-06-29 |
黄金分割买点 |
买入 |
7.287279999999998 |
99200.0 |
¥72.3万 |
|
| 2021-07-08 |
跌破0.618止损 |
卖出 |
6.7932 |
99200.0 |
¥67.4万 |
止损触发 |
| 2021-08-12 |
黄金分割买点 |
买入 |
7.48 |
90400.0 |
¥67.6万 |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
7.16283 |
90400.0 |
¥64.7万 |
止损触发 |
| 2021-09-30 |
黄金分割买点 |
买入 |
8.688679999999998 |
74700.0 |
¥64.9万 |
|
| 2021-10-15 |
跌破0.618止损 |
卖出 |
7.94205 |
74700.0 |
¥59.3万 |
止损触发 |
| 2022-02-09 |
黄金分割买点 |
买入 |
6.626619999999998 |
88400.0 |
¥58.6万 |
|
| 2022-03-04 |
重回前高 |
卖出 |
7.592399999999999 |
88400.0 |
¥67.1万 |
|
| 2022-03-15 |
黄金分割买点 |
买入 |
7.077069999999998 |
94700.0 |
¥67.0万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
6.56343 |
94700.0 |
¥62.1万 |
止损触发 |
| 2022-03-21 |
黄金分割买点 |
买入 |
7.037030000000001 |
89100.0 |
¥62.7万 |
|
| 2022-04-13 |
重回前高 |
卖出 |
9.0909 |
89100.0 |
¥81.0万 |
|
| 2022-05-11 |
黄金分割买点 |
买入 |
8.858849999999999 |
91300.0 |
¥80.9万 |
|
| 2022-06-09 |
重回前高 |
卖出 |
10.799190000000001 |
91300.0 |
¥98.6万 |
|
| 2022-06-21 |
黄金分割买点 |
买入 |
9.699689999999999 |
101400.0 |
¥98.4万 |
|
| 2022-07-15 |
跌破0.618止损 |
卖出 |
9.34065 |
101400.0 |
¥94.7万 |
止损触发 |
| 2022-08-26 |
黄金分割买点 |
买入 |
10.270259999999999 |
91500.0 |
¥94.0万 |
|
| 2022-09-23 |
重回前高 |
卖出 |
11.05893 |
91500.0 |
¥1.01M |
|
| 2022-10-17 |
黄金分割买点 |
买入 |
9.95 |
101100.0 |
¥1.01M |
|
| 2022-10-25 |
跌破0.618止损 |
卖出 |
9.390600000000001 |
101100.0 |
¥94.9万 |
止损触发 |
| 2023-03-08 |
黄金分割买点 |
买入 |
8.92 |
107200.0 |
¥95.7万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
8.551440000000001 |
107200.0 |
¥91.6万 |
止损触发 |
| 2023-04-26 |
黄金分割买点 |
买入 |
8.57857 |
108100.0 |
¥92.8万 |
|
| 2023-05-04 |
重回前高 |
卖出 |
8.881110000000001 |
108100.0 |
¥96.0万 |
|
| 2023-05-26 |
黄金分割买点 |
买入 |
8.88888 |
107000.0 |
¥95.1万 |
|
| 2023-05-30 |
跌破0.618止损 |
卖出 |
8.47152 |
107000.0 |
¥90.6万 |
止损触发 |
| 2023-07-06 |
黄金分割买点 |
买入 |
8.79 |
103900.0 |
¥91.4万 |
|
| 2023-07-27 |
跌破0.618止损 |
卖出 |
8.43156 |
103900.0 |
¥87.6万 |
止损触发 |
| 2024-03-13 |
黄金分割买点 |
买入 |
11.441429999999999 |
75500.0 |
¥86.4万 |
|
| 2024-04-24 |
跌破0.618止损 |
卖出 |
11.3886 |
75500.0 |
¥86.0万 |
止损触发 |
| 2024-05-08 |
黄金分割买点 |
买入 |
12.172159999999998 |
71500.0 |
¥87.1万 |
|
| 2024-07-12 |
跌破0.618止损 |
卖出 |
12.03795 |
71500.0 |
¥86.0万 |
止损触发 |
| 2024-08-22 |
黄金分割买点 |
买入 |
12.772759999999998 |
67300.0 |
¥86.0万 |
|
| 2024-08-28 |
重回前高 |
卖出 |
13.50648 |
67300.0 |
¥90.9万 |
|
| 2024-09-09 |
黄金分割买点 |
买入 |
13.273259999999999 |
68500.0 |
¥90.9万 |
|
| 2024-10-30 |
跌破0.618止损 |
卖出 |
13.16682 |
68500.0 |
¥90.2万 |
止损触发 |
| 2025-04-17 |
黄金分割买点 |
买入 |
10.59058 |
84900.0 |
¥89.9万 |
|
| 2025-04-30 |
跌破0.618止损 |
卖出 |
10.16982 |
84900.0 |
¥86.3万 |
止损触发 |
| 2025-05-14 |
黄金分割买点 |
买入 |
10.300289999999999 |
84000.0 |
¥86.5万 |
|
| 2025-05-23 |
重回前高 |
卖出 |
10.95903 |
84000.0 |
¥92.0万 |
|
| 2025-06-04 |
黄金分割买点 |
买入 |
10.370359999999998 |
88800.0 |
¥92.1万 |
|
| 2025-07-23 |
重回前高 |
卖出 |
12.657330000000002 |
88800.0 |
¥1.12M |
|
| 2025-08-04 |
黄金分割买点 |
买入 |
11.66165 |
95800.0 |
¥1.12M |
|
| 2025-09-04 |
跌破0.618止损 |
卖出 |
11.118870000000001 |
95800.0 |
¥1.06M |
止损触发 |
| 2025-09-24 |
黄金分割买点 |
买入 |
11.771759999999999 |
90200.0 |
¥1.06M |
|
| 2025-09-29 |
跌破0.618止损 |
卖出 |
11.3886 |
90200.0 |
¥1.03M |
止损触发 |
| 2025-10-13 |
黄金分割买点 |
买入 |
11.711699999999999 |
86800.0 |
¥1.02M |
|
| 2025-10-17 |
重回前高 |
卖出 |
13.236750000000002 |
86800.0 |
¥1.15M |
|
| 2025-12-08 |
黄金分割买点 |
买入 |
13.55354 |
85100.0 |
¥1.15M |
|
| 2025-12-26 |
跌破0.618止损 |
卖出 |
12.597389999999999 |
85100.0 |
¥1.07M |
止损触发 |
| 2026-02-05 |
黄金分割买点 |
买入 |
14.094079999999998 |
76900.0 |
¥1.08M |
|
| 2026-03-03 |
重回前高 |
卖出 |
16.55343 |
76900.0 |
¥1.27M |
|
| 2026-04-15 |
黄金分割买点 |
买入 |
17.017 |
74700.0 |
¥1.27M |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
16.183799999999998 |
74700.0 |
¥1.21M |
止损触发 |
| 2026-08-26 |
黄金分割买点 |
买入 |
14.614599999999998 |
80000.0 |
¥1.17M |
|
| 2026-09-30 |
跌破0.618止损 |
卖出 |
13.816169999999998 |
80000.0 |
¥1.10M |
止损触发 |
| 2026-10-12 |
黄金分割买点 |
买入 |
14.414399999999999 |
79400.0 |
¥1.14M |
|
| 2026-10-28 |
跌破0.618止损 |
卖出 |
14.345639999999998 |
79400.0 |
¥1.14M |
止损触发 |