002648 卫星化学 — 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: ¥40.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -59.12%）
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 45 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 |
2015-05-27 |
15.329907592999998 |
17.63235 |
¥14.7万 |
+14.98% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-23 |
17.783093328 |
16.43355 |
¥-8.5万 |
-7.62% |
跌破0.618止损 |
| 3 |
2015-11-02 |
2016-01-05 |
11.40342 |
9.42057 |
¥-18.3万 |
-17.41% |
跌破0.618止损 |
| 4 |
2016-04-01 |
2016-05-10 |
9.181923751 |
8.17182 |
¥-9.7万 |
-11.03% |
跌破0.618止损 |
| 5 |
2016-06-13 |
2016-06-14 |
8.811442640000001 |
8.2917 |
¥-4.6万 |
-5.93% |
跌破0.618止损 |
| 6 |
2016-07-05 |
2016-07-29 |
9.141871739 |
9.99 |
¥6.8万 |
+9.24% |
重回前高 |
| 7 |
2016-09-07 |
2016-09-27 |
9.542391859 |
9.290700000000001 |
¥-2.1万 |
-2.67% |
跌破0.618止损 |
| 8 |
2016-10-11 |
2016-11-11 |
9.702599906999998 |
11.63835 |
¥15.5万 |
+19.91% |
重回前高 |
| 9 |
2017-01-13 |
2017-03-14 |
12.426136722999999 |
12.4875 |
¥4,310 |
+0.46% |
跌破0.618止损 |
| 10 |
2017-03-23 |
2017-04-18 |
12.996877893999999 |
12.257729999999999 |
¥-5.4万 |
-5.72% |
跌破0.618止损 |
| 11 |
2017-05-04 |
2017-06-02 |
13.046942908999998 |
12.4875 |
¥-3.8万 |
-4.32% |
跌破0.618止损 |
| 12 |
2017-07-18 |
2017-09-25 |
14.859296451999997 |
16.00398 |
¥6.5万 |
+7.67% |
跌破0.618止损 |
| 13 |
2017-11-30 |
2017-12-06 |
16.221064859999995 |
15.174809999999999 |
¥-5.9万 |
-6.48% |
跌破0.618止损 |
| 14 |
2017-12-11 |
2017-12-21 |
15.670349694999999 |
14.985 |
¥-3.7万 |
-4.40% |
跌破0.618止损 |
| 15 |
2018-02-02 |
2018-02-07 |
17.042131106 |
15.76422 |
¥-6.1万 |
-7.53% |
跌破0.618止损 |
| 16 |
2018-03-13 |
2018-03-26 |
17.022105099999997 |
15.33465 |
¥-7.4万 |
-9.94% |
跌破0.618止损 |
| 17 |
2018-05-23 |
2018-05-29 |
15.049543508999998 |
14.07591 |
¥-4.4万 |
-6.50% |
跌破0.618止损 |
| 18 |
2018-09-10 |
2018-09-25 |
11.10333 |
11.16882 |
¥3,530 |
+0.56% |
重回前高 |
| 19 |
2018-10-24 |
2018-10-30 |
10.51365315 |
9.73026 |
¥-4.8万 |
-7.48% |
跌破0.618止损 |
| 20 |
2018-11-05 |
2018-11-22 |
10.563718165 |
9.99 |
¥-3.2万 |
-5.46% |
跌破0.618止损 |
| 21 |
2018-12-04 |
2018-12-11 |
10.373471107999999 |
10.04 |
¥-1.8万 |
-3.24% |
跌破0.618止损 |
| 22 |
2019-01-18 |
2019-02-12 |
10.073081018 |
11.2887 |
¥6.5万 |
+12.03% |
重回前高 |
| 23 |
2019-09-12 |
2019-09-19 |
14.144241999999998 |
13.4865 |
¥-2.8万 |
-4.68% |
跌破0.618止损 |
| 24 |
2019-10-28 |
2019-11-18 |
13.317293990000001 |
13.08 |
¥-1.0万 |
-1.81% |
跌破0.618止损 |
| 25 |
2020-02-20 |
2020-02-25 |
16.471389934999998 |
17.81217 |
¥4.6万 |
+8.11% |
重回前高 |
| 26 |
2020-03-11 |
2020-03-13 |
16.952014078999998 |
14.47551 |
¥-9.0万 |
-14.63% |
跌破0.618止损 |
| 27 |
2020-06-09 |
2020-06-11 |
15.249803569 |
15.684299999999999 |
¥1.5万 |
+2.82% |
重回前高 |
| 28 |
2020-09-09 |
2020-10-16 |
18.055415 |
22.077900000000003 |
¥11.8万 |
+22.24% |
重回前高 |
| 29 |
2021-03-17 |
2021-03-25 |
38.560074553 |
33.7662 |
¥-8.1万 |
-12.46% |
跌破0.618止损 |
| 30 |
2021-03-31 |
2021-04-21 |
37.368527196 |
36.753209999999996 |
¥-9,708 |
-1.68% |
跌破0.618止损 |
| 31 |
2021-04-30 |
2021-06-02 |
40.622753171 |
45.954 |
¥7.4万 |
+13.09% |
重回前高 |
| 32 |
2021-08-20 |
2021-09-30 |
41.65409248 |
38.21175 |
¥-5.3万 |
-8.29% |
跌破0.618止损 |
| 33 |
2021-10-26 |
2021-10-29 |
42.87567884599999 |
39.45051 |
¥-4.7万 |
-8.02% |
跌破0.618止损 |
| 34 |
2021-12-28 |
2022-03-16 |
39.41182 |
40.92903 |
¥2.1万 |
+3.82% |
跌破0.618止损 |
| 35 |
2022-03-24 |
2022-03-28 |
43.045899897 |
41.468489999999996 |
¥-2.1万 |
-3.69% |
跌破0.618止损 |
| 36 |
2022-05-31 |
2022-06-07 |
38.37984049899999 |
27.75222 |
¥-14.9万 |
-27.71% |
跌破0.618止损 |
| 37 |
2023-06-15 |
2023-10-24 |
14.568919365000001 |
15.164819999999999 |
¥1.6万 |
+4.06% |
跌破0.618止损 |
| 38 |
2024-02-08 |
2024-02-28 |
14.909361467 |
16.263720000000003 |
¥3.7万 |
+9.05% |
重回前高 |
| 39 |
2024-05-27 |
2024-06-28 |
18.473990535 |
17.62 |
¥-2.1万 |
-4.65% |
跌破0.618止损 |
| 40 |
2024-10-10 |
2024-12-27 |
18.123535429999997 |
18.22176 |
¥2,189 |
+0.51% |
跌破0.618止损 |
| 41 |
2025-07-07 |
2025-09-24 |
17.875360999999998 |
18.451529999999998 |
¥1.4万 |
+3.19% |
跌破0.618止损 |
| 42 |
2025-09-29 |
2025-10-15 |
19.505329844 |
18.541439999999998 |
¥-2.2万 |
-4.97% |
跌破0.618止损 |
| 43 |
2026-05-11 |
2026-05-22 |
26.664626988999995 |
24.96501 |
¥-2.7万 |
-6.40% |
跌破0.618止损 |
| 44 |
2026-07-31 |
2026-08-28 |
24.952403476 |
27.3726 |
¥3.7万 |
+9.67% |
重回前高 |
| 45 |
2026-09-18 |
2026-10-16 |
26.424314916999997 |
24.975 |
¥-2.4万 |
-5.51% |
跌破0.618止损 |
逐笔成交记录（共 90 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 |
15.325309999999998 |
64000.0 |
¥98.1万 |
|
| 2015-05-27 |
重回前高 |
卖出 |
17.63235 |
64000.0 |
¥1.13M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
17.77776 |
62900.0 |
¥1.12M |
|
| 2015-06-23 |
跌破0.618止损 |
卖出 |
16.43355 |
62900.0 |
¥1.03M |
止损触发 |
| 2015-11-02 |
黄金分割买点 |
买入 |
11.4 |
92200.0 |
¥1.05M |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
9.42057 |
92200.0 |
¥86.8万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
9.17917 |
95500.0 |
¥87.7万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
8.17182 |
95500.0 |
¥78.0万 |
止损触发 |
| 2016-06-13 |
黄金分割买点 |
买入 |
8.8088 |
87300.0 |
¥76.9万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
8.2917 |
87300.0 |
¥72.4万 |
止损触发 |
| 2016-07-05 |
黄金分割买点 |
买入 |
9.13913 |
80000.0 |
¥73.1万 |
|
| 2016-07-29 |
重回前高 |
卖出 |
9.99 |
80000.0 |
¥79.9万 |
|
| 2016-09-07 |
黄金分割买点 |
买入 |
9.53953 |
84200.0 |
¥80.3万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
9.290700000000001 |
84200.0 |
¥78.2万 |
止损触发 |
| 2016-10-11 |
黄金分割买点 |
买入 |
9.699689999999999 |
80100.0 |
¥77.7万 |
|
| 2016-11-11 |
重回前高 |
卖出 |
11.63835 |
80100.0 |
¥93.2万 |
|
| 2017-01-13 |
黄金分割买点 |
买入 |
12.42241 |
74800.0 |
¥92.9万 |
|
| 2017-03-14 |
跌破0.618止损 |
卖出 |
12.4875 |
74800.0 |
¥93.4万 |
止损触发 |
| 2017-03-23 |
黄金分割买点 |
买入 |
12.99298 |
72200.0 |
¥93.8万 |
|
| 2017-04-18 |
跌破0.618止损 |
卖出 |
12.257729999999999 |
72200.0 |
¥88.5万 |
止损触发 |
| 2017-05-04 |
黄金分割买点 |
买入 |
13.043029999999998 |
68000.0 |
¥88.7万 |
|
| 2017-06-02 |
跌破0.618止损 |
卖出 |
12.4875 |
68000.0 |
¥84.9万 |
止损触发 |
| 2017-07-18 |
黄金分割买点 |
买入 |
14.854839999999998 |
56700.0 |
¥84.3万 |
|
| 2017-09-25 |
跌破0.618止损 |
卖出 |
16.00398 |
56700.0 |
¥90.7万 |
止损触发 |
| 2017-11-30 |
黄金分割买点 |
买入 |
16.216199999999997 |
55900.0 |
¥90.7万 |
|
| 2017-12-06 |
跌破0.618止损 |
卖出 |
15.174809999999999 |
55900.0 |
¥84.8万 |
止损触发 |
| 2017-12-11 |
黄金分割买点 |
买入 |
15.66565 |
54300.0 |
¥85.1万 |
|
| 2017-12-21 |
跌破0.618止损 |
卖出 |
14.985 |
54300.0 |
¥81.3万 |
止损触发 |
| 2018-02-02 |
黄金分割买点 |
买入 |
17.03702 |
47300.0 |
¥80.6万 |
|
| 2018-02-07 |
跌破0.618止损 |
卖出 |
15.76422 |
47300.0 |
¥74.5万 |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
17.017 |
43600.0 |
¥74.2万 |
|
| 2018-03-26 |
跌破0.618止损 |
卖出 |
15.33465 |
43600.0 |
¥66.8万 |
止损触发 |
| 2018-05-23 |
黄金分割买点 |
买入 |
15.045029999999997 |
44600.0 |
¥67.1万 |
|
| 2018-05-29 |
跌破0.618止损 |
卖出 |
14.07591 |
44600.0 |
¥62.8万 |
止损触发 |
| 2018-09-10 |
黄金分割买点 |
买入 |
11.1 |
56800.0 |
¥63.1万 |
|
| 2018-09-25 |
重回前高 |
卖出 |
11.16882 |
56800.0 |
¥63.4万 |
|
| 2018-10-24 |
黄金分割买点 |
买入 |
10.510499999999999 |
60900.0 |
¥64.0万 |
|
| 2018-10-30 |
跌破0.618止损 |
卖出 |
9.73026 |
60900.0 |
¥59.2万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
10.56055 |
56300.0 |
¥59.5万 |
|
| 2018-11-22 |
跌破0.618止损 |
卖出 |
9.99 |
56300.0 |
¥56.2万 |
止损触发 |
| 2018-12-04 |
黄金分割买点 |
买入 |
10.37036 |
54000.0 |
¥56.0万 |
|
| 2018-12-11 |
跌破0.618止损 |
卖出 |
10.04 |
54000.0 |
¥54.2万 |
止损触发 |
| 2019-01-18 |
黄金分割买点 |
买入 |
10.07006 |
54000.0 |
¥54.4万 |
|
| 2019-02-12 |
重回前高 |
卖出 |
11.2887 |
54000.0 |
¥60.9万 |
|
| 2019-09-12 |
黄金分割买点 |
买入 |
14.14 |
42900.0 |
¥60.7万 |
|
| 2019-09-19 |
跌破0.618止损 |
卖出 |
13.4865 |
42900.0 |
¥57.8万 |
止损触发 |
| 2019-10-28 |
黄金分割买点 |
买入 |
13.313300000000002 |
43500.0 |
¥57.9万 |
|
| 2019-11-18 |
跌破0.618止损 |
卖出 |
13.08 |
43500.0 |
¥56.9万 |
止损触发 |
| 2020-02-20 |
黄金分割买点 |
买入 |
16.46645 |
34700.0 |
¥57.2万 |
|
| 2020-02-25 |
重回前高 |
卖出 |
17.81217 |
34700.0 |
¥61.8万 |
|
| 2020-03-11 |
黄金分割买点 |
买入 |
16.94693 |
36200.0 |
¥61.4万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
14.47551 |
36200.0 |
¥52.4万 |
止损触发 |
| 2020-06-09 |
黄金分割买点 |
买入 |
15.245229999999998 |
34500.0 |
¥52.6万 |
|
| 2020-06-11 |
重回前高 |
卖出 |
15.684299999999999 |
34500.0 |
¥54.1万 |
|
| 2020-09-09 |
黄金分割买点 |
买入 |
18.05 |
29500.0 |
¥53.3万 |
|
| 2020-10-16 |
重回前高 |
卖出 |
22.077900000000003 |
29500.0 |
¥65.1万 |
|
| 2021-03-17 |
黄金分割买点 |
买入 |
38.54850999999999 |
16900.0 |
¥65.2万 |
|
| 2021-03-25 |
跌破0.618止损 |
卖出 |
33.7662 |
16900.0 |
¥57.0万 |
止损触发 |
| 2021-03-31 |
黄金分割买点 |
买入 |
37.357319999999994 |
15500.0 |
¥57.9万 |
|
| 2021-04-21 |
跌破0.618止损 |
卖出 |
36.753209999999996 |
15500.0 |
¥57.0万 |
止损触发 |
| 2021-04-30 |
黄金分割买点 |
买入 |
40.610569999999996 |
14000.0 |
¥56.9万 |
|
| 2021-06-02 |
重回前高 |
卖出 |
45.954 |
14000.0 |
¥64.3万 |
|
| 2021-08-20 |
黄金分割买点 |
买入 |
41.6416 |
15300.0 |
¥63.7万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
38.21175 |
15300.0 |
¥58.4万 |
止损触发 |
| 2021-10-26 |
黄金分割买点 |
买入 |
42.86281999999999 |
13800.0 |
¥59.2万 |
|
| 2021-10-29 |
跌破0.618止损 |
卖出 |
39.45051 |
13800.0 |
¥54.4万 |
止损触发 |
| 2021-12-28 |
黄金分割买点 |
买入 |
39.4 |
13700.0 |
¥54.0万 |
|
| 2022-03-16 |
跌破0.618止损 |
卖出 |
40.92903 |
13700.0 |
¥56.1万 |
止损触发 |
| 2022-03-24 |
黄金分割买点 |
买入 |
43.03299 |
13100.0 |
¥56.4万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
41.468489999999996 |
13100.0 |
¥54.3万 |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
38.36832999999999 |
14000.0 |
¥53.7万 |
|
| 2022-06-07 |
跌破0.618止损 |
卖出 |
27.75222 |
14000.0 |
¥38.8万 |
止损触发 |
| 2023-06-15 |
黄金分割买点 |
买入 |
14.56455 |
27100.0 |
¥39.5万 |
|
| 2023-10-24 |
跌破0.618止损 |
卖出 |
15.164819999999999 |
27100.0 |
¥41.1万 |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
14.90489 |
27500.0 |
¥41.0万 |
|
| 2024-02-28 |
重回前高 |
卖出 |
16.263720000000003 |
27500.0 |
¥44.7万 |
|
| 2024-05-27 |
黄金分割买点 |
买入 |
18.468449999999997 |
24200.0 |
¥44.7万 |
|
| 2024-06-28 |
跌破0.618止损 |
卖出 |
17.62 |
24200.0 |
¥42.6万 |
止损触发 |
| 2024-10-10 |
黄金分割买点 |
买入 |
18.1181 |
23600.0 |
¥42.8万 |
|
| 2024-12-27 |
跌破0.618止损 |
卖出 |
18.22176 |
23600.0 |
¥43.0万 |
止损触发 |
| 2025-07-07 |
黄金分割买点 |
买入 |
17.87 |
24000.0 |
¥42.9万 |
|
| 2025-09-24 |
跌破0.618止损 |
卖出 |
18.451529999999998 |
24000.0 |
¥44.3万 |
止损触发 |
| 2025-09-29 |
黄金分割买点 |
买入 |
19.49948 |
22700.0 |
¥44.3万 |
|
| 2025-10-15 |
跌破0.618止损 |
卖出 |
18.541439999999998 |
22700.0 |
¥42.1万 |
止损触发 |
| 2026-05-11 |
黄金分割买点 |
买入 |
26.656629999999996 |
15700.0 |
¥41.9万 |
|
| 2026-05-22 |
跌破0.618止损 |
卖出 |
24.96501 |
15700.0 |
¥39.2万 |
止损触发 |
| 2026-07-31 |
黄金分割买点 |
买入 |
24.94492 |
15500.0 |
¥38.7万 |
|
| 2026-08-28 |
重回前高 |
卖出 |
27.3726 |
15500.0 |
¥42.4万 |
|
| 2026-09-18 |
黄金分割买点 |
买入 |
26.416389999999996 |
16300.0 |
¥43.1万 |
|
| 2026-10-16 |
跌破0.618止损 |
卖出 |
24.975 |
16300.0 |
¥40.7万 |
止损触发 |