688223 晶科能源 — 斐波那契回调 回测明细
数据区间: 2022-01-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥47.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -52.53%）
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 17 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 |
2022-07-21 |
2022-07-28 |
13.677762097999997 |
16.97301 |
¥23.9万 |
+24.05% |
重回前高 |
| 2 |
2022-08-25 |
2022-11-01 |
16.992066090999995 |
16.2837 |
¥-5.2万 |
-4.20% |
跌破0.618止损 |
| 3 |
2022-11-03 |
2022-11-17 |
17.803119333999998 |
16.7832 |
¥-6.8万 |
-5.76% |
跌破0.618止损 |
| 4 |
2023-01-13 |
2023-02-08 |
16.040830806 |
14.59539 |
¥-10.1万 |
-9.04% |
跌破0.618止损 |
| 5 |
2023-02-24 |
2023-03-17 |
15.119634529999999 |
13.81617 |
¥-8.8万 |
-8.65% |
跌破0.618止损 |
| 6 |
2023-07-07 |
2023-07-19 |
12.963888 |
12.36762 |
¥-4.3万 |
-4.63% |
跌破0.618止损 |
| 7 |
2023-11-16 |
2023-11-21 |
10.253315072 |
9.77 |
¥-4.2万 |
-4.74% |
跌破0.618止损 |
| 8 |
2024-04-02 |
2024-04-08 |
8.380883510999999 |
8.00199 |
¥-3.8万 |
-4.55% |
跌破0.618止损 |
| 9 |
2024-06-04 |
2024-06-26 |
8.531078555999999 |
7.4925 |
¥-9.8万 |
-12.20% |
跌破0.618止损 |
| 10 |
2024-10-15 |
2024-12-24 |
8.841481649 |
7.802189999999999 |
¥-8.3万 |
-11.78% |
跌破0.618止损 |
| 11 |
2025-07-09 |
2025-08-01 |
5.50715165 |
5.23 |
¥-3.1万 |
-5.06% |
跌破0.618止损 |
| 12 |
2025-08-08 |
2025-08-25 |
5.3369305989999996 |
5.6943 |
¥4.0万 |
+6.66% |
重回前高 |
| 13 |
2025-10-13 |
2025-10-21 |
5.457086634999999 |
5.4445500000000004 |
¥-1,584 |
-0.26% |
跌破0.618止损 |
| 14 |
2025-11-21 |
2025-11-24 |
5.787515733999999 |
5.62437 |
¥-1.8万 |
-2.85% |
跌破0.618止损 |
| 15 |
2026-01-07 |
2026-01-21 |
6.007801799999999 |
5.57442 |
¥-4.4万 |
-7.24% |
跌破0.618止损 |
| 16 |
2026-02-25 |
2026-04-01 |
7.609882279999998 |
6.643350000000001 |
¥-7.3万 |
-12.73% |
跌破0.618止损 |
| 17 |
2026-11-12 |
2026-11-13 |
4.125357235999999 |
3.93 |
¥-2.4万 |
-4.76% |
强平 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-07-21 |
黄金分割买点 |
买入 |
13.673659999999998 |
72700.0 |
¥99.4万 |
|
| 2022-07-28 |
重回前高 |
卖出 |
16.97301 |
72700.0 |
¥1.23M |
|
| 2022-08-25 |
黄金分割买点 |
买入 |
16.986969999999996 |
72700.0 |
¥1.24M |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
16.2837 |
72700.0 |
¥1.18M |
止损触发 |
| 2022-11-03 |
黄金分割买点 |
买入 |
17.79778 |
66500.0 |
¥1.18M |
|
| 2022-11-17 |
跌破0.618止损 |
卖出 |
16.7832 |
66500.0 |
¥1.12M |
止损触发 |
| 2023-01-13 |
黄金分割买点 |
买入 |
16.036019999999997 |
69600.0 |
¥1.12M |
|
| 2023-02-08 |
跌破0.618止损 |
卖出 |
14.59539 |
69600.0 |
¥1.02M |
止损触发 |
| 2023-02-24 |
黄金分割买点 |
买入 |
15.115099999999998 |
67300.0 |
¥1.02M |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
13.81617 |
67300.0 |
¥93.0万 |
止损触发 |
| 2023-07-07 |
黄金分割买点 |
买入 |
12.96 |
71500.0 |
¥92.7万 |
|
| 2023-07-19 |
跌破0.618止损 |
卖出 |
12.36762 |
71500.0 |
¥88.4万 |
止损触发 |
| 2023-11-16 |
黄金分割买点 |
买入 |
10.25024 |
85800.0 |
¥88.0万 |
|
| 2023-11-21 |
跌破0.618止损 |
卖出 |
9.77 |
85800.0 |
¥83.8万 |
止损触发 |
| 2024-04-02 |
黄金分割买点 |
买入 |
8.378369999999999 |
100500.0 |
¥84.2万 |
|
| 2024-04-08 |
跌破0.618止损 |
卖出 |
8.00199 |
100500.0 |
¥80.4万 |
止损触发 |
| 2024-06-04 |
黄金分割买点 |
买入 |
8.528519999999999 |
94200.0 |
¥80.4万 |
|
| 2024-06-26 |
跌破0.618止损 |
卖出 |
7.4925 |
94200.0 |
¥70.6万 |
止损触发 |
| 2024-10-15 |
黄金分割买点 |
买入 |
8.83883 |
79900.0 |
¥70.6万 |
|
| 2024-12-24 |
跌破0.618止损 |
卖出 |
7.802189999999999 |
79900.0 |
¥62.3万 |
止损触发 |
| 2025-07-09 |
黄金分割买点 |
买入 |
5.5055 |
112600.0 |
¥62.0万 |
|
| 2025-08-01 |
跌破0.618止损 |
卖出 |
5.23 |
112600.0 |
¥58.9万 |
止损触发 |
| 2025-08-08 |
黄金分割买点 |
买入 |
5.33533 |
111400.0 |
¥59.5万 |
|
| 2025-08-25 |
重回前高 |
卖出 |
5.6943 |
111400.0 |
¥63.4万 |
|
| 2025-10-13 |
黄金分割买点 |
买入 |
5.455449999999999 |
111800.0 |
¥61.0万 |
|
| 2025-10-21 |
跌破0.618止损 |
卖出 |
5.4445500000000004 |
111800.0 |
¥60.9万 |
止损触发 |
| 2025-11-21 |
黄金分割买点 |
买入 |
5.78578 |
107400.0 |
¥62.2万 |
|
| 2025-11-24 |
跌破0.618止损 |
卖出 |
5.62437 |
107400.0 |
¥60.4万 |
止损触发 |
| 2026-01-07 |
黄金分割买点 |
买入 |
6.005999999999999 |
101800.0 |
¥61.2万 |
|
| 2026-01-21 |
跌破0.618止损 |
卖出 |
5.57442 |
101800.0 |
¥56.7万 |
止损触发 |
| 2026-02-25 |
黄金分割买点 |
买入 |
7.607599999999998 |
74900.0 |
¥57.0万 |
|
| 2026-04-01 |
跌破0.618止损 |
卖出 |
6.643350000000001 |
74900.0 |
¥49.7万 |
止损触发 |
| 2026-11-12 |
黄金分割买点 |
买入 |
4.12412 |
120200.0 |
¥49.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
3.93 |
120200 |
¥47.2万 |
回测结束强平 |