002179 中航光电 — 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: ¥85.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -14.75%）
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 |
2015-06-04 |
2015-06-17 |
48.014399999999995 |
41.358599999999996 |
¥-13.8万 |
-13.89% |
跌破0.618止损 |
| 2 |
2015-07-22 |
2015-08-25 |
45.65929367999999 |
31.99 |
¥-25.4万 |
-29.96% |
跌破0.618止损 |
| 3 |
2015-09-01 |
2015-09-07 |
36.046810799999996 |
32.74722 |
¥-5.2万 |
-9.18% |
跌破0.618止损 |
| 4 |
2015-10-28 |
2015-12-31 |
41.06332530299999 |
38.68128 |
¥-3.2万 |
-5.83% |
跌破0.618止损 |
| 5 |
2016-03-22 |
2016-05-17 |
33.293234975 |
39.4605 |
¥9.5万 |
+18.49% |
重回前高 |
| 6 |
2016-07-25 |
2016-08-29 |
41.25357236 |
41.758199999999995 |
¥7,332 |
+1.19% |
跌破0.618止损 |
| 7 |
2017-01-04 |
2017-03-14 |
38.499996535 |
40.959 |
¥4.0万 |
+6.36% |
重回前高 |
| 8 |
2017-07-13 |
2017-11-21 |
33.533547047 |
39.71025 |
¥12.2万 |
+18.38% |
重回前高 |
| 9 |
2017-11-27 |
2017-12-05 |
37.04811109999999 |
36.3636 |
¥-1.5万 |
-1.88% |
跌破0.618止损 |
| 10 |
2017-12-11 |
2018-01-03 |
37.248371160000005 |
41.24871 |
¥8.3万 |
+10.71% |
重回前高 |
| 11 |
2018-01-10 |
2018-01-16 |
38.67021758599999 |
36.18378 |
¥-5.5万 |
-6.46% |
跌破0.618止损 |
| 12 |
2018-03-01 |
2018-04-02 |
37.09817611499999 |
43.87608 |
¥14.4万 |
+18.23% |
重回前高 |
| 13 |
2018-04-24 |
2018-05-28 |
39.100776714999995 |
39.65031 |
¥1.3万 |
+1.38% |
跌破0.618止损 |
| 14 |
2018-07-05 |
2018-08-06 |
40.15214202999999 |
39.910050000000005 |
¥-5,996 |
-0.63% |
跌破0.618止损 |
| 15 |
2018-08-23 |
2018-10-12 |
40.692844191999995 |
40.7592 |
¥1,250 |
+0.13% |
跌破0.618止损 |
| 16 |
2019-01-14 |
2019-02-25 |
36.988033081999994 |
40.25 |
¥8.4万 |
+8.79% |
重回前高 |
| 17 |
2019-03-28 |
2019-04-15 |
39.901816955 |
39.5 |
¥-1.1万 |
-1.04% |
跌破0.618止损 |
| 18 |
2019-04-16 |
2019-05-20 |
40.70285719499999 |
32.837129999999995 |
¥-19.8万 |
-19.35% |
跌破0.618止损 |
| 19 |
2019-08-02 |
2019-08-13 |
37.34850118999999 |
38.42154 |
¥2.3万 |
+2.84% |
重回前高 |
| 20 |
2019-09-30 |
2019-10-25 |
40.642779176999994 |
38.28168 |
¥-4.9万 |
-5.84% |
跌破0.618止损 |
| 21 |
2020-02-18 |
2020-03-18 |
38.139528427 |
36.65331 |
¥-3.1万 |
-3.93% |
跌破0.618止损 |
| 22 |
2020-06-08 |
2020-06-22 |
35.94668076999999 |
37.12284 |
¥2.5万 |
+3.24% |
重回前高 |
| 23 |
2020-09-11 |
2020-10-21 |
44.507798335 |
51.718230000000005 |
¥12.7万 |
+16.17% |
重回前高 |
| 24 |
2021-01-15 |
2021-02-02 |
73.104934903 |
68.55138000000001 |
¥-5.8万 |
-6.26% |
跌破0.618止损 |
| 25 |
2021-02-08 |
2021-02-23 |
75.0975225 |
64.59534 |
¥-12.0万 |
-14.01% |
跌破0.618止损 |
| 26 |
2021-06-17 |
2021-09-14 |
72.353959678 |
83.46645 |
¥11.3万 |
+15.32% |
跌破0.618止损 |
| 27 |
2021-11-01 |
2022-01-12 |
92.229770633 |
85.8 |
¥-5.9万 |
-7.00% |
跌破0.618止损 |
| 28 |
2022-05-06 |
2022-06-14 |
76.99999307 |
60.939 |
¥-16.1万 |
-20.88% |
跌破0.618止损 |
| 29 |
2022-09-05 |
2022-09-28 |
62.70142478599999 |
62.66726999999999 |
¥-535 |
-0.08% |
跌破0.618止损 |
| 30 |
2022-10-17 |
2022-10-31 |
62.581268749999985 |
67.81212 |
¥5.2万 |
+8.33% |
重回前高 |
| 31 |
2022-11-02 |
2022-11-15 |
63.88295913999999 |
60.839099999999995 |
¥-3.2万 |
-4.79% |
跌破0.618止损 |
| 32 |
2023-04-07 |
2023-04-21 |
56.172946829999994 |
54.535410000000006 |
¥-1.9万 |
-2.94% |
跌破0.618止损 |
| 33 |
2023-05-05 |
2023-05-12 |
55.77242671 |
54.51 |
¥-1.4万 |
-2.29% |
跌破0.618止损 |
| 34 |
2023-05-16 |
2023-05-17 |
43.15604293 |
42.32763 |
¥-9,168 |
-1.95% |
跌破0.618止损 |
| 35 |
2023-08-15 |
2023-08-17 |
43.002897 |
41.83812 |
¥-1.7万 |
-2.74% |
跌破0.618止损 |
| 36 |
2023-08-18 |
2023-09-20 |
43.005847885 |
42.80715 |
¥-2,919 |
-0.49% |
跌破0.618止损 |
| 37 |
2024-01-02 |
2024-01-08 |
39.00064668499999 |
36.563399999999994 |
¥-3.7万 |
-6.28% |
跌破0.618止损 |
| 38 |
2024-03-06 |
2024-04-12 |
35.660695 |
32.17779 |
¥-5.4万 |
-9.79% |
跌破0.618止损 |
| 39 |
2024-04-23 |
2024-06-12 |
34.080221 |
38.331630000000004 |
¥6.2万 |
+12.44% |
重回前高 |
| 40 |
2024-07-09 |
2024-07-29 |
35.546160650000004 |
39.3606 |
¥6.0万 |
+10.70% |
重回前高 |
| 41 |
2024-08-30 |
2024-10-08 |
36.94798106999999 |
47.84211 |
¥18.3万 |
+29.45% |
重回前高 |
| 42 |
2024-11-15 |
2024-12-02 |
42.134716624 |
40.079879999999996 |
¥-3.9万 |
-4.91% |
跌破0.618止损 |
| 43 |
2025-05-06 |
2025-05-27 |
40.742909207 |
39.52044 |
¥-2.3万 |
-3.03% |
跌破0.618止损 |
| 44 |
2026-01-08 |
2026-01-13 |
37.138228127000005 |
41.89806 |
¥9.5万 |
+12.78% |
重回前高 |
| 45 |
2026-01-14 |
2026-01-28 |
38.01937239099999 |
36.1638 |
¥-4.1万 |
-4.91% |
跌破0.618止损 |
| 46 |
2026-03-12 |
2026-03-16 |
37.12821512399999 |
35.4645 |
¥-3.6万 |
-4.51% |
跌破0.618止损 |
| 47 |
2026-04-20 |
2026-05-12 |
35.70636869799999 |
41.72823 |
¥12.8万 |
+16.83% |
重回前高 |
| 48 |
2026-05-28 |
2026-06-02 |
38.71026959799999 |
35.8641 |
¥-6.5万 |
-7.38% |
跌破0.618止损 |
| 49 |
2026-06-08 |
2026-06-09 |
36.817812031 |
35.834129999999995 |
¥-2.2万 |
-2.70% |
跌破0.618止损 |
| 50 |
2026-06-17 |
2026-06-23 |
37.799086325 |
42.69726 |
¥10.3万 |
+12.92% |
重回前高 |
| 51 |
2026-07-09 |
2026-07-13 |
41.343689387 |
38.961 |
¥-5.2万 |
-5.79% |
跌破0.618止损 |
| 52 |
2026-11-06 |
2026-11-13 |
33.89401515499999 |
33.78 |
¥-3,042 |
-0.37% |
强平 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-04 |
黄金分割买点 |
买入 |
48.0 |
20700.0 |
¥99.4万 |
|
| 2015-06-17 |
跌破0.618止损 |
卖出 |
41.358599999999996 |
20700.0 |
¥85.6万 |
止损触发 |
| 2015-07-22 |
黄金分割买点 |
买入 |
45.645599999999995 |
18600.0 |
¥84.9万 |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
31.99 |
18600.0 |
¥59.5万 |
止损触发 |
| 2015-09-01 |
黄金分割买点 |
买入 |
36.035999999999994 |
15800.0 |
¥57.0万 |
|
| 2015-09-07 |
跌破0.618止损 |
卖出 |
32.74722 |
15800.0 |
¥51.7万 |
止损触发 |
| 2015-10-28 |
黄金分割买点 |
买入 |
41.05100999999999 |
13300.0 |
¥54.6万 |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
38.68128 |
13300.0 |
¥51.4万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
33.283249999999995 |
15500.0 |
¥51.6万 |
|
| 2016-05-17 |
重回前高 |
卖出 |
39.4605 |
15500.0 |
¥61.1万 |
|
| 2016-07-25 |
黄金分割买点 |
买入 |
41.2412 |
14900.0 |
¥61.5万 |
|
| 2016-08-29 |
跌破0.618止损 |
卖出 |
41.758199999999995 |
14900.0 |
¥62.2万 |
止损触发 |
| 2017-01-04 |
黄金分割买点 |
买入 |
38.48845 |
16200.0 |
¥62.4万 |
|
| 2017-03-14 |
重回前高 |
卖出 |
40.959 |
16200.0 |
¥66.3万 |
|
| 2017-07-13 |
黄金分割买点 |
买入 |
33.523489999999995 |
19800.0 |
¥66.4万 |
|
| 2017-11-21 |
重回前高 |
卖出 |
39.71025 |
19800.0 |
¥78.6万 |
|
| 2017-11-27 |
黄金分割买点 |
买入 |
37.037 |
20900.0 |
¥77.4万 |
|
| 2017-12-05 |
跌破0.618止损 |
卖出 |
36.3636 |
20900.0 |
¥76.0万 |
止损触发 |
| 2017-12-11 |
黄金分割买点 |
买入 |
37.2372 |
20700.0 |
¥77.1万 |
|
| 2018-01-03 |
重回前高 |
卖出 |
41.24871 |
20700.0 |
¥85.4万 |
|
| 2018-01-10 |
黄金分割买点 |
买入 |
38.65861999999999 |
22100.0 |
¥85.5万 |
|
| 2018-01-16 |
跌破0.618止损 |
卖出 |
36.18378 |
22100.0 |
¥79.9万 |
止损触发 |
| 2018-03-01 |
黄金分割买点 |
买入 |
37.08704999999999 |
21300.0 |
¥79.0万 |
|
| 2018-04-02 |
重回前高 |
卖出 |
43.87608 |
21300.0 |
¥93.4万 |
|
| 2018-04-24 |
黄金分割买点 |
买入 |
39.08904999999999 |
23600.0 |
¥92.3万 |
|
| 2018-05-28 |
跌破0.618止损 |
卖出 |
39.65031 |
23600.0 |
¥93.5万 |
止损触发 |
| 2018-07-05 |
黄金分割买点 |
买入 |
40.1401 |
23600.0 |
¥94.8万 |
|
| 2018-08-06 |
跌破0.618止损 |
卖出 |
39.910050000000005 |
23600.0 |
¥94.2万 |
止损触发 |
| 2018-08-23 |
黄金分割买点 |
买入 |
40.68064 |
23100.0 |
¥94.0万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
40.7592 |
23100.0 |
¥94.1万 |
止损触发 |
| 2019-01-14 |
黄金分割买点 |
买入 |
36.97693999999999 |
25700.0 |
¥95.1万 |
|
| 2019-02-25 |
重回前高 |
卖出 |
40.25 |
25700.0 |
¥1.03M |
|
| 2019-03-28 |
黄金分割买点 |
买入 |
39.889849999999996 |
25800.0 |
¥1.03M |
|
| 2019-04-15 |
跌破0.618止损 |
卖出 |
39.5 |
25800.0 |
¥1.02M |
止损触发 |
| 2019-04-16 |
黄金分割买点 |
买入 |
40.69064999999999 |
25100.0 |
¥1.02M |
|
| 2019-05-20 |
跌破0.618止损 |
卖出 |
32.837129999999995 |
25100.0 |
¥82.4万 |
止损触发 |
| 2019-08-02 |
黄金分割买点 |
买入 |
37.33729999999999 |
21700.0 |
¥81.0万 |
|
| 2019-08-13 |
重回前高 |
卖出 |
38.42154 |
21700.0 |
¥83.3万 |
|
| 2019-09-30 |
黄金分割买点 |
买入 |
40.63059 |
20800.0 |
¥84.5万 |
|
| 2019-10-25 |
跌破0.618止损 |
卖出 |
38.28168 |
20800.0 |
¥79.6万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
38.12809 |
21000.0 |
¥80.1万 |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
36.65331 |
21000.0 |
¥76.9万 |
止损触发 |
| 2020-06-08 |
黄金分割买点 |
买入 |
35.9359 |
21400.0 |
¥76.9万 |
|
| 2020-06-22 |
重回前高 |
卖出 |
37.12284 |
21400.0 |
¥79.4万 |
|
| 2020-09-11 |
黄金分割买点 |
买入 |
44.49445 |
17700.0 |
¥78.8万 |
|
| 2020-10-21 |
重回前高 |
卖出 |
51.718230000000005 |
17700.0 |
¥91.5万 |
|
| 2021-01-15 |
黄金分割买点 |
买入 |
73.08301 |
12600.0 |
¥92.1万 |
|
| 2021-02-02 |
跌破0.618止损 |
卖出 |
68.55138000000001 |
12600.0 |
¥86.3万 |
止损触发 |
| 2021-02-08 |
黄金分割买点 |
买入 |
75.07499999999999 |
11400.0 |
¥85.6万 |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
64.59534 |
11400.0 |
¥73.6万 |
止损触发 |
| 2021-06-17 |
黄金分割买点 |
买入 |
72.33225999999999 |
10200.0 |
¥73.8万 |
|
| 2021-09-14 |
跌破0.618止损 |
卖出 |
83.46645 |
10200.0 |
¥85.1万 |
止损触发 |
| 2021-11-01 |
黄金分割买点 |
买入 |
92.20210999999999 |
9200.0 |
¥84.9万 |
|
| 2022-01-12 |
跌破0.618止损 |
卖出 |
85.8 |
9200.0 |
¥78.9万 |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
76.9769 |
10000.0 |
¥77.0万 |
|
| 2022-06-14 |
跌破0.618止损 |
卖出 |
60.939 |
10000.0 |
¥60.9万 |
止损触发 |
| 2022-09-05 |
黄金分割买点 |
买入 |
62.68261999999999 |
10100.0 |
¥63.3万 |
|
| 2022-09-28 |
跌破0.618止损 |
卖出 |
62.66726999999999 |
10100.0 |
¥63.3万 |
止损触发 |
| 2022-10-17 |
黄金分割买点 |
买入 |
62.562499999999986 |
10000.0 |
¥62.6万 |
|
| 2022-10-31 |
重回前高 |
卖出 |
67.81212 |
10000.0 |
¥67.8万 |
|
| 2022-11-02 |
黄金分割买点 |
买入 |
63.86379999999999 |
10600.0 |
¥67.7万 |
|
| 2022-11-15 |
跌破0.618止损 |
卖出 |
60.839099999999995 |
10600.0 |
¥64.5万 |
止损触发 |
| 2023-04-07 |
黄金分割买点 |
买入 |
56.15609999999999 |
11600.0 |
¥65.2万 |
|
| 2023-04-21 |
跌破0.618止损 |
卖出 |
54.535410000000006 |
11600.0 |
¥63.2万 |
止损触发 |
| 2023-05-05 |
黄金分割买点 |
买入 |
55.75569999999999 |
11300.0 |
¥63.0万 |
|
| 2023-05-12 |
跌破0.618止损 |
卖出 |
54.51 |
11300.0 |
¥61.6万 |
止损触发 |
| 2023-05-16 |
黄金分割买点 |
买入 |
43.1431 |
10900.0 |
¥47.0万 |
|
| 2023-05-17 |
跌破0.618止损 |
卖出 |
42.32763 |
10900.0 |
¥46.1万 |
止损触发 |
| 2023-08-15 |
黄金分割买点 |
买入 |
42.99 |
14200.0 |
¥61.1万 |
|
| 2023-08-17 |
跌破0.618止损 |
卖出 |
41.83812 |
14200.0 |
¥59.4万 |
止损触发 |
| 2023-08-18 |
黄金分割买点 |
买入 |
42.99295 |
13800.0 |
¥59.3万 |
|
| 2023-09-20 |
跌破0.618止损 |
卖出 |
42.80715 |
13800.0 |
¥59.1万 |
止损触发 |
| 2024-01-02 |
黄金分割买点 |
买入 |
38.988949999999996 |
15100.0 |
¥58.9万 |
|
| 2024-01-08 |
跌破0.618止损 |
卖出 |
36.563399999999994 |
15100.0 |
¥55.2万 |
止损触发 |
| 2024-03-06 |
黄金分割买点 |
买入 |
35.65 |
15500.0 |
¥55.3万 |
|
| 2024-04-12 |
跌破0.618止损 |
卖出 |
32.17779 |
15500.0 |
¥49.9万 |
止损触发 |
| 2024-04-23 |
黄金分割买点 |
买入 |
34.07 |
14700.0 |
¥50.1万 |
|
| 2024-06-12 |
重回前高 |
卖出 |
38.331630000000004 |
14700.0 |
¥56.3万 |
|
| 2024-07-09 |
黄金分割买点 |
买入 |
35.5355 |
15800.0 |
¥56.2万 |
|
| 2024-07-29 |
重回前高 |
卖出 |
39.3606 |
15800.0 |
¥62.2万 |
|
| 2024-08-30 |
黄金分割买点 |
买入 |
36.936899999999994 |
16800.0 |
¥62.1万 |
|
| 2024-10-08 |
重回前高 |
卖出 |
47.84211 |
16800.0 |
¥80.4万 |
|
| 2024-11-15 |
黄金分割买点 |
买入 |
42.12208 |
19100.0 |
¥80.5万 |
|
| 2024-12-02 |
跌破0.618止损 |
卖出 |
40.079879999999996 |
19100.0 |
¥76.5万 |
止损触发 |
| 2025-05-06 |
黄金分割买点 |
买入 |
40.730689999999996 |
18800.0 |
¥76.6万 |
|
| 2025-05-27 |
跌破0.618止损 |
卖出 |
39.52044 |
18800.0 |
¥74.3万 |
止损触发 |
| 2026-01-08 |
黄金分割买点 |
买入 |
37.12709 |
20000.0 |
¥74.3万 |
|
| 2026-01-13 |
重回前高 |
卖出 |
41.89806 |
20000.0 |
¥83.8万 |
|
| 2026-01-14 |
黄金分割买点 |
买入 |
38.00796999999999 |
21900.0 |
¥83.3万 |
|
| 2026-01-28 |
跌破0.618止损 |
卖出 |
36.1638 |
21900.0 |
¥79.2万 |
止损触发 |
| 2026-03-12 |
黄金分割买点 |
买入 |
37.117079999999994 |
21300.0 |
¥79.1万 |
|
| 2026-03-16 |
跌破0.618止损 |
卖出 |
35.4645 |
21300.0 |
¥75.5万 |
止损触发 |
| 2026-04-20 |
黄金分割买点 |
买入 |
35.69565999999999 |
21300.0 |
¥76.1万 |
|
| 2026-05-12 |
重回前高 |
卖出 |
41.72823 |
21300.0 |
¥88.9万 |
|
| 2026-05-28 |
黄金分割买点 |
买入 |
38.69865999999999 |
22900.0 |
¥88.6万 |
|
| 2026-06-02 |
跌破0.618止损 |
卖出 |
35.8641 |
22900.0 |
¥82.1万 |
止损触发 |
| 2026-06-08 |
黄金分割买点 |
买入 |
36.80677 |
21800.0 |
¥80.3万 |
|
| 2026-06-09 |
跌破0.618止损 |
卖出 |
35.834129999999995 |
21800.0 |
¥78.1万 |
止损触发 |
| 2026-06-17 |
黄金分割买点 |
买入 |
37.787749999999996 |
21000.0 |
¥79.4万 |
|
| 2026-06-23 |
重回前高 |
卖出 |
42.69726 |
21000.0 |
¥89.6万 |
|
| 2026-07-09 |
黄金分割买点 |
买入 |
41.331289999999996 |
21900.0 |
¥90.5万 |
|
| 2026-07-13 |
跌破0.618止损 |
卖出 |
38.961 |
21900.0 |
¥85.3万 |
止损触发 |
| 2026-11-06 |
黄金分割买点 |
买入 |
33.883849999999995 |
24500.0 |
¥83.0万 |
|
| 2026-11-13 |
强平 |
卖出 |
33.78 |
24500 |
¥82.7万 |
回测结束强平 |