688303 大全能源 — 斐波那契回调 回测明细
数据区间: 2021-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥54.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -45.87%）
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 20 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 |
2021-11-01 |
2021-11-04 |
80.92509024599997 |
73.43649 |
¥-9.2万 |
-9.28% |
跌破0.618止损 |
| 2 |
2022-03-02 |
2022-03-28 |
59.877757939999995 |
53.346599999999995 |
¥-9.9万 |
-10.93% |
跌破0.618止损 |
| 3 |
2022-03-31 |
2022-04-06 |
55.63224466799999 |
54.0459 |
¥-2.3万 |
-2.88% |
跌破0.618止损 |
| 4 |
2022-05-13 |
2022-05-17 |
56.42327190499999 |
53.676269999999995 |
¥-3.8万 |
-4.90% |
跌破0.618止损 |
| 5 |
2022-07-21 |
2022-07-26 |
66.39622289299999 |
60.42951 |
¥-6.7万 |
-9.01% |
跌破0.618止损 |
| 6 |
2022-11-22 |
2022-12-22 |
55.81674 |
50.5494 |
¥-6.4万 |
-9.46% |
跌破0.618止损 |
| 7 |
2023-09-06 |
2023-09-08 |
41.754222510000005 |
40.339620000000004 |
¥-2.1万 |
-3.42% |
跌破0.618止损 |
| 8 |
2024-02-29 |
2024-03-12 |
28.537058549999998 |
30.3696 |
¥3.8万 |
+6.39% |
重回前高 |
| 9 |
2024-03-22 |
2024-03-28 |
28.23666846 |
26.83314 |
¥-3.1万 |
-5.00% |
跌破0.618止损 |
| 10 |
2024-06-06 |
2024-06-07 |
27.035108099999995 |
25.974 |
¥-2.4万 |
-3.95% |
跌破0.618止损 |
| 11 |
2024-09-19 |
2024-09-27 |
19.315082786999998 |
21.16881 |
¥5.5万 |
+9.56% |
重回前高 |
| 12 |
2024-10-18 |
2024-10-24 |
24.23146726 |
30.4695 |
¥16.2万 |
+25.71% |
重回前高 |
| 13 |
2024-11-11 |
2024-12-17 |
29.638488879999997 |
25.404570000000003 |
¥-11.2万 |
-14.31% |
跌破0.618止损 |
| 14 |
2025-05-16 |
2025-05-28 |
20.236279062999998 |
19.260720000000003 |
¥-3.3万 |
-4.85% |
跌破0.618止损 |
| 15 |
2025-08-15 |
2025-09-01 |
24.441740322999994 |
29.97 |
¥14.6万 |
+22.58% |
重回前高 |
| 16 |
2025-09-19 |
2025-10-13 |
29.328085786999992 |
25.88 |
¥-9.3万 |
-11.78% |
跌破0.618止损 |
| 17 |
2025-10-30 |
2025-11-21 |
30.039009000000004 |
27.872100000000003 |
¥-5.0万 |
-7.24% |
跌破0.618止损 |
| 18 |
2026-05-08 |
2026-05-18 |
22.52925675 |
20.99898 |
¥-4.4万 |
-6.82% |
跌破0.618止损 |
| 19 |
2026-08-04 |
2026-08-19 |
19.485303838 |
18.0819 |
¥-4.4万 |
-7.23% |
跌破0.618止损 |
| 20 |
2026-11-06 |
2026-11-13 |
17.502729244 |
16.6833 |
¥-2.6万 |
-4.71% |
跌破0.618止损 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-11-01 |
黄金分割买点 |
买入 |
80.90081999999998 |
12200.0 |
¥98.7万 |
|
| 2021-11-04 |
跌破0.618止损 |
卖出 |
73.43649 |
12200.0 |
¥89.6万 |
止损触发 |
| 2022-03-02 |
黄金分割买点 |
买入 |
59.85979999999999 |
15100.0 |
¥90.4万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
53.346599999999995 |
15100.0 |
¥80.5万 |
止损触发 |
| 2022-03-31 |
黄金分割买点 |
买入 |
55.615559999999995 |
14200.0 |
¥79.0万 |
|
| 2022-04-06 |
跌破0.618止损 |
卖出 |
54.0459 |
14200.0 |
¥76.7万 |
止损触发 |
| 2022-05-13 |
黄金分割买点 |
买入 |
56.40634999999999 |
13900.0 |
¥78.4万 |
|
| 2022-05-17 |
跌破0.618止损 |
卖出 |
53.676269999999995 |
13900.0 |
¥74.6万 |
止损触发 |
| 2022-07-21 |
黄金分割买点 |
买入 |
66.37630999999999 |
11200.0 |
¥74.4万 |
|
| 2022-07-26 |
跌破0.618止损 |
卖出 |
60.42951 |
11200.0 |
¥67.7万 |
止损触发 |
| 2022-11-22 |
黄金分割买点 |
买入 |
55.8 |
12100.0 |
¥67.5万 |
|
| 2022-12-22 |
跌破0.618止损 |
卖出 |
50.5494 |
12100.0 |
¥61.1万 |
止损触发 |
| 2023-09-06 |
黄金分割买点 |
买入 |
41.7417 |
14600.0 |
¥61.0万 |
|
| 2023-09-08 |
跌破0.618止损 |
卖出 |
40.339620000000004 |
14600.0 |
¥58.9万 |
止损触发 |
| 2024-02-29 |
黄金分割买点 |
买入 |
28.528499999999998 |
20800.0 |
¥59.4万 |
|
| 2024-03-12 |
重回前高 |
卖出 |
30.3696 |
20800.0 |
¥63.1万 |
|
| 2024-03-22 |
黄金分割买点 |
买入 |
28.2282 |
22300.0 |
¥63.0万 |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
26.83314 |
22300.0 |
¥59.8万 |
止损触发 |
| 2024-06-06 |
黄金分割买点 |
买入 |
27.026999999999997 |
22100.0 |
¥59.7万 |
|
| 2024-06-07 |
跌破0.618止损 |
卖出 |
25.974 |
22100.0 |
¥57.4万 |
止损触发 |
| 2024-09-19 |
黄金分割买点 |
买入 |
19.309289999999997 |
29900.0 |
¥57.8万 |
|
| 2024-09-27 |
重回前高 |
卖出 |
21.16881 |
29900.0 |
¥63.3万 |
|
| 2024-10-18 |
黄金分割买点 |
买入 |
24.2242 |
26000.0 |
¥63.0万 |
|
| 2024-10-24 |
重回前高 |
卖出 |
30.4695 |
26000.0 |
¥79.2万 |
|
| 2024-11-11 |
黄金分割买点 |
买入 |
29.629599999999996 |
26400.0 |
¥78.2万 |
|
| 2024-12-17 |
跌破0.618止损 |
卖出 |
25.404570000000003 |
26400.0 |
¥67.0万 |
止损触发 |
| 2025-05-16 |
黄金分割买点 |
买入 |
20.23021 |
33700.0 |
¥68.2万 |
|
| 2025-05-28 |
跌破0.618止损 |
卖出 |
19.260720000000003 |
33700.0 |
¥64.9万 |
止损触发 |
| 2025-08-15 |
黄金分割买点 |
买入 |
24.434409999999996 |
26400.0 |
¥64.5万 |
|
| 2025-09-01 |
重回前高 |
卖出 |
29.97 |
26400.0 |
¥79.1万 |
|
| 2025-09-19 |
黄金分割买点 |
买入 |
29.319289999999995 |
26800.0 |
¥78.6万 |
|
| 2025-10-13 |
跌破0.618止损 |
卖出 |
25.88 |
26800.0 |
¥69.3万 |
止损触发 |
| 2025-10-30 |
黄金分割买点 |
买入 |
30.03 |
23000.0 |
¥69.1万 |
|
| 2025-11-21 |
跌破0.618止损 |
卖出 |
27.872100000000003 |
23000.0 |
¥64.1万 |
止损触发 |
| 2026-05-08 |
黄金分割买点 |
买入 |
22.522499999999997 |
28400.0 |
¥64.0万 |
|
| 2026-05-18 |
跌破0.618止损 |
卖出 |
20.99898 |
28400.0 |
¥59.6万 |
止损触发 |
| 2026-08-04 |
黄金分割买点 |
买入 |
19.47946 |
31100.0 |
¥60.6万 |
|
| 2026-08-19 |
跌破0.618止损 |
卖出 |
18.0819 |
31100.0 |
¥56.2万 |
止损触发 |
| 2026-11-06 |
黄金分割买点 |
买入 |
17.49748 |
31400.0 |
¥55.0万 |
|
| 2026-11-13 |
跌破0.618止损 |
卖出 |
16.6833 |
31400.0 |
¥52.4万 |
止损触发 |