601985 中国核电 — 斐波那契回调 回测明细
数据区间: 2015-06-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥38.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -61.24%）
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 31 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 |
2015-10-13 |
2015-12-09 |
10.31339309 |
9.35064 |
¥-9.1万 |
-9.36% |
跌破0.618止损 |
| 2 |
2016-04-06 |
2016-04-21 |
7.810142339999998 |
7.15284 |
¥-7.7万 |
-8.44% |
跌破0.618止损 |
| 3 |
2019-03-11 |
2019-05-07 |
6.047853812 |
5.65434 |
¥-5.4万 |
-6.53% |
跌破0.618止损 |
| 4 |
2019-12-19 |
2020-02-03 |
5.156696545 |
4.37562 |
¥-11.8万 |
-15.17% |
跌破0.618止损 |
| 5 |
2020-02-19 |
2020-02-26 |
4.786215434 |
4.5954 |
¥-2.6万 |
-4.02% |
跌破0.618止损 |
| 6 |
2020-03-09 |
2020-03-12 |
4.756176425 |
4.6453500000000005 |
¥-1.5万 |
-2.36% |
跌破0.618止损 |
| 7 |
2020-07-30 |
2020-09-25 |
4.365669307999999 |
4.3956 |
¥4,057 |
+0.66% |
跌破0.618止损 |
| 8 |
2021-01-20 |
2021-02-04 |
5.096618526999999 |
4.91508 |
¥-2.2万 |
-3.59% |
跌破0.618止损 |
| 9 |
2021-02-23 |
2021-05-24 |
5.186735553999999 |
5.25474 |
¥7,659 |
+1.28% |
跌破0.618止损 |
| 10 |
2021-08-11 |
2021-08-26 |
5.146683541999999 |
5.26 |
¥1.3万 |
+2.17% |
重回前高 |
| 11 |
2021-10-13 |
2021-11-17 |
6.588555974 |
6.18381 |
¥-3.8万 |
-6.17% |
跌破0.618止损 |
| 12 |
2021-11-24 |
2021-12-13 |
6.828868046 |
6.883109999999999 |
¥4,435 |
+0.76% |
跌破0.618止损 |
| 13 |
2022-01-06 |
2022-01-26 |
7.509752250000001 |
7.172820000000001 |
¥-2.6万 |
-4.52% |
跌破0.618止损 |
| 14 |
2022-02-09 |
2022-02-16 |
7.569830267999998 |
7.192800000000001 |
¥-2.8万 |
-5.01% |
跌破0.618止损 |
| 15 |
2022-03-15 |
2022-03-16 |
7.810142339999998 |
7.4925 |
¥-2.2万 |
-4.10% |
跌破0.618止损 |
| 16 |
2022-03-21 |
2022-03-28 |
8.060467415 |
7.40259 |
¥-4.2万 |
-8.19% |
跌破0.618止损 |
| 17 |
2022-04-15 |
2022-04-22 |
7.669960298 |
7.2927 |
¥-2.3万 |
-4.95% |
跌破0.618止损 |
| 18 |
2022-08-22 |
2022-09-02 |
6.648633991999999 |
6.29 |
¥-2.4万 |
-5.42% |
跌破0.618止损 |
| 19 |
2022-09-07 |
2022-09-19 |
6.588555974 |
6.1438500000000005 |
¥-2.8万 |
-6.78% |
跌破0.618止损 |
| 20 |
2022-10-17 |
2022-10-26 |
6.30819189 |
6.07392 |
¥-1.5万 |
-3.74% |
跌破0.618止损 |
| 21 |
2022-11-24 |
2022-12-20 |
6.308191889999999 |
6.03396 |
¥-1.7万 |
-4.38% |
跌破0.618止损 |
| 22 |
2023-04-10 |
2023-05-05 |
6.568529967999999 |
7.142850000000001 |
¥3.2万 |
+8.71% |
重回前高 |
| 23 |
2023-05-25 |
2023-06-07 |
6.788816034 |
6.6833100000000005 |
¥-6,236 |
-1.58% |
跌破0.618止损 |
| 24 |
2024-03-20 |
2024-04-09 |
8.521065552999998 |
9.4905 |
¥4.4万 |
+11.34% |
重回前高 |
| 25 |
2024-05-16 |
2024-06-05 |
9.071780718000001 |
10.0899 |
¥4.8万 |
+11.19% |
重回前高 |
| 26 |
2024-08-05 |
2024-09-04 |
10.864108255 |
10.369620000000001 |
¥-2.2万 |
-4.58% |
跌破0.618止损 |
| 27 |
2024-10-09 |
2024-10-10 |
10.953285 |
10.4 |
¥-2.3万 |
-5.08% |
跌破0.618止损 |
| 28 |
2025-01-02 |
2025-01-13 |
10.413523119999999 |
9.260729999999999 |
¥-4.8万 |
-11.10% |
跌破0.618止损 |
| 29 |
2025-02-12 |
2025-03-03 |
9.81274294 |
9.680309999999999 |
¥-5,305 |
-1.38% |
跌破0.618止损 |
| 30 |
2025-05-16 |
2025-07-11 |
9.532378855999998 |
9.40059 |
¥-5,371 |
-1.41% |
跌破0.618止损 |
| 31 |
2025-10-10 |
2025-10-30 |
9.102730000000001 |
9.360629999999999 |
¥1.1万 |
+2.80% |
重回前高 |
逐笔成交记录（共 62 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-13 |
黄金分割买点 |
买入 |
10.3103 |
94100.0 |
¥97.0万 |
|
| 2015-12-09 |
跌破0.618止损 |
卖出 |
9.35064 |
94100.0 |
¥88.0万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
7.8077999999999985 |
116100.0 |
¥90.7万 |
|
| 2016-04-21 |
跌破0.618止损 |
卖出 |
7.15284 |
116100.0 |
¥83.0万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
6.04604 |
137600.0 |
¥83.2万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
5.65434 |
137600.0 |
¥77.8万 |
止损触发 |
| 2019-12-19 |
黄金分割买点 |
买入 |
5.15515 |
150900.0 |
¥77.8万 |
|
| 2020-02-03 |
跌破0.618止损 |
卖出 |
4.37562 |
150900.0 |
¥66.0万 |
止损触发 |
| 2020-02-19 |
黄金分割买点 |
买入 |
4.78478 |
137000.0 |
¥65.6万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
4.5954 |
137000.0 |
¥62.9万 |
止损触发 |
| 2020-03-09 |
黄金分割买点 |
买入 |
4.75475 |
131300.0 |
¥62.4万 |
|
| 2020-03-12 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
131300.0 |
¥61.0万 |
止损触发 |
| 2020-07-30 |
黄金分割买点 |
买入 |
4.36436 |
141800.0 |
¥61.9万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
4.3956 |
141800.0 |
¥62.3万 |
止损触发 |
| 2021-01-20 |
黄金分割买点 |
买入 |
5.095089999999999 |
121700.0 |
¥62.0万 |
|
| 2021-02-04 |
跌破0.618止损 |
卖出 |
4.91508 |
121700.0 |
¥59.8万 |
止损触发 |
| 2021-02-23 |
黄金分割买点 |
买入 |
5.185179999999999 |
115300.0 |
¥59.8万 |
|
| 2021-05-24 |
跌破0.618止损 |
卖出 |
5.25474 |
115300.0 |
¥60.6万 |
止损触发 |
| 2021-08-11 |
黄金分割买点 |
买入 |
5.145139999999999 |
117900.0 |
¥60.7万 |
|
| 2021-08-26 |
重回前高 |
卖出 |
5.26 |
117900.0 |
¥62.0万 |
|
| 2021-10-13 |
黄金分割买点 |
买入 |
6.5865800000000005 |
94000.0 |
¥61.9万 |
|
| 2021-11-17 |
跌破0.618止损 |
卖出 |
6.18381 |
94000.0 |
¥58.1万 |
止损触发 |
| 2021-11-24 |
黄金分割买点 |
买入 |
6.82682 |
85000.0 |
¥58.0万 |
|
| 2021-12-13 |
跌破0.618止损 |
卖出 |
6.883109999999999 |
85000.0 |
¥58.5万 |
止损触发 |
| 2022-01-06 |
黄金分割买点 |
买入 |
7.5075 |
77100.0 |
¥57.9万 |
|
| 2022-01-26 |
跌破0.618止损 |
卖出 |
7.172820000000001 |
77100.0 |
¥55.3万 |
止损触发 |
| 2022-02-09 |
黄金分割买点 |
买入 |
7.5675599999999985 |
73900.0 |
¥55.9万 |
|
| 2022-02-16 |
跌破0.618止损 |
卖出 |
7.192800000000001 |
73900.0 |
¥53.1万 |
止损触发 |
| 2022-03-15 |
黄金分割买点 |
买入 |
7.8077999999999985 |
67500.0 |
¥52.7万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
7.4925 |
67500.0 |
¥50.6万 |
止损触发 |
| 2022-03-21 |
黄金分割买点 |
买入 |
8.05805 |
63500.0 |
¥51.2万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
7.40259 |
63500.0 |
¥47.0万 |
止损触发 |
| 2022-04-15 |
黄金分割买点 |
买入 |
7.667660000000001 |
61000.0 |
¥46.8万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
7.2927 |
61000.0 |
¥44.5万 |
止损触发 |
| 2022-08-22 |
黄金分割买点 |
买入 |
6.646639999999999 |
67200.0 |
¥44.7万 |
|
| 2022-09-02 |
跌破0.618止损 |
卖出 |
6.29 |
67200.0 |
¥42.3万 |
止损触发 |
| 2022-09-07 |
黄金分割买点 |
买入 |
6.58658 |
63800.0 |
¥42.0万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
6.1438500000000005 |
63800.0 |
¥39.2万 |
止损触发 |
| 2022-10-17 |
黄金分割买点 |
买入 |
6.306299999999999 |
62100.0 |
¥39.2万 |
|
| 2022-10-26 |
跌破0.618止损 |
卖出 |
6.07392 |
62100.0 |
¥37.7万 |
止损触发 |
| 2022-11-24 |
黄金分割买点 |
买入 |
6.3062999999999985 |
59800.0 |
¥37.7万 |
|
| 2022-12-20 |
跌破0.618止损 |
卖出 |
6.03396 |
59800.0 |
¥36.1万 |
止损触发 |
| 2023-04-10 |
黄金分割买点 |
买入 |
6.566559999999999 |
55100.0 |
¥36.2万 |
|
| 2023-05-05 |
重回前高 |
卖出 |
7.142850000000001 |
55100.0 |
¥39.3万 |
|
| 2023-05-25 |
黄金分割买点 |
买入 |
6.78678 |
58000.0 |
¥39.4万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
6.6833100000000005 |
58000.0 |
¥38.8万 |
止损触发 |
| 2024-03-20 |
黄金分割买点 |
买入 |
8.51851 |
45500.0 |
¥38.8万 |
|
| 2024-04-09 |
重回前高 |
卖出 |
9.4905 |
45500.0 |
¥43.2万 |
|
| 2024-05-16 |
黄金分割买点 |
买入 |
9.06906 |
47500.0 |
¥43.1万 |
|
| 2024-06-05 |
重回前高 |
卖出 |
10.0899 |
47500.0 |
¥47.9万 |
|
| 2024-08-05 |
黄金分割买点 |
买入 |
10.86085 |
43700.0 |
¥47.5万 |
|
| 2024-09-04 |
跌破0.618止损 |
卖出 |
10.369620000000001 |
43700.0 |
¥45.3万 |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
10.95 |
41500.0 |
¥45.5万 |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
10.4 |
41500.0 |
¥43.1万 |
止损触发 |
| 2025-01-02 |
黄金分割买点 |
买入 |
10.4104 |
41600.0 |
¥43.3万 |
|
| 2025-01-13 |
跌破0.618止损 |
卖出 |
9.260729999999999 |
41600.0 |
¥38.5万 |
止损触发 |
| 2025-02-12 |
黄金分割买点 |
买入 |
9.8098 |
39200.0 |
¥38.5万 |
|
| 2025-03-03 |
跌破0.618止损 |
卖出 |
9.680309999999999 |
39200.0 |
¥37.9万 |
止损触发 |
| 2025-05-16 |
黄金分割买点 |
买入 |
9.529519999999998 |
39900.0 |
¥38.0万 |
|
| 2025-07-11 |
跌破0.618止损 |
卖出 |
9.40059 |
39900.0 |
¥37.5万 |
止损触发 |
| 2025-10-10 |
黄金分割买点 |
买入 |
9.1 |
41200.0 |
¥37.5万 |
|
| 2025-10-30 |
重回前高 |
卖出 |
9.360629999999999 |
41200.0 |
¥38.6万 |
|