600009 上海机场 — 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: ¥33.6万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -66.41%）
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 51 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 |
2015-06-19 |
2015-06-29 |
33.443430019999994 |
29.950020000000002 |
¥-10.2万 |
-10.47% |
跌破0.618止损 |
| 2 |
2015-08-17 |
2015-08-19 |
32.041609599999994 |
28.41156 |
¥-10.1万 |
-11.36% |
跌破0.618止损 |
| 3 |
2015-09-23 |
2015-12-29 |
27.846161342999995 |
29.42 |
¥4.4万 |
+5.62% |
跌破0.618止损 |
| 4 |
2016-03-08 |
2016-05-16 |
28.817422633999996 |
27.8721 |
¥-2.7万 |
-3.31% |
跌破0.618止损 |
| 5 |
2017-07-12 |
2017-07-28 |
37.481241 |
36.27 |
¥-2.6万 |
-3.26% |
跌破0.618止损 |
| 6 |
2017-09-19 |
2017-09-21 |
39.85175193999999 |
38.5614 |
¥-2.6万 |
-3.27% |
跌破0.618止损 |
| 7 |
2017-10-13 |
2017-10-31 |
40.062025002999995 |
43.146809999999995 |
¥5.8万 |
+7.67% |
重回前高 |
| 8 |
2017-11-28 |
2018-01-24 |
42.85565283999999 |
46.78317 |
¥7.5万 |
+9.13% |
重回前高 |
| 9 |
2018-02-09 |
2018-02-12 |
44.67339799999999 |
43.256699999999995 |
¥-2.8万 |
-3.20% |
跌破0.618止损 |
| 10 |
2018-03-30 |
2018-04-18 |
47.802076322 |
44.805150000000005 |
¥-5.4万 |
-6.30% |
跌破0.618止损 |
| 11 |
2018-04-26 |
2018-05-08 |
47.16124412999999 |
51.0 |
¥6.6万 |
+8.11% |
重回前高 |
| 12 |
2018-08-10 |
2018-08-21 |
58.285690462999995 |
54.4455 |
¥-5.8万 |
-6.62% |
跌破0.618止损 |
| 13 |
2018-08-22 |
2018-08-29 |
58.65617157399999 |
55.244699999999995 |
¥-4.8万 |
-5.84% |
跌破0.618止损 |
| 14 |
2018-09-27 |
2018-10-09 |
58.205586438999994 |
54.945 |
¥-4.3万 |
-5.63% |
跌破0.618止损 |
| 15 |
2018-11-05 |
2018-11-12 |
54.366305 |
49.53042 |
¥-6.5万 |
-8.92% |
跌破0.618止损 |
| 16 |
2018-11-19 |
2018-11-23 |
51.64706947399999 |
48.951 |
¥-3.5万 |
-5.25% |
跌破0.618止损 |
| 17 |
2018-12-05 |
2018-12-24 |
51.556952447 |
49.39056 |
¥-2.6万 |
-4.23% |
跌破0.618止损 |
| 18 |
2018-12-28 |
2019-01-15 |
51.515449999999994 |
47.73222 |
¥-4.4万 |
-7.37% |
跌破0.618止损 |
| 19 |
2019-01-21 |
2019-01-25 |
49.56436485 |
47.0529 |
¥-2.8万 |
-5.10% |
跌破0.618止损 |
| 20 |
2019-02-28 |
2019-04-01 |
56.092842806 |
61.93800000000001 |
¥5.5万 |
+10.39% |
重回前高 |
| 21 |
2019-08-06 |
2019-08-26 |
77.280357154 |
85.99392 |
¥6.3万 |
+11.24% |
重回前高 |
| 22 |
2019-09-16 |
2019-09-24 |
83.63508300000001 |
80.61930000000001 |
¥-2.3万 |
-3.63% |
跌破0.618止损 |
| 23 |
2019-12-11 |
2020-01-07 |
78.65213856499999 |
75.3246 |
¥-2.6万 |
-4.26% |
跌破0.618止损 |
| 24 |
2020-02-07 |
2020-02-26 |
71.242516345 |
67.81212 |
¥-2.9万 |
-4.84% |
跌破0.618止损 |
| 25 |
2020-03-05 |
2020-03-16 |
71.11234730599998 |
68.2317 |
¥-2.3万 |
-4.08% |
跌破0.618止损 |
| 26 |
2020-04-20 |
2020-06-10 |
67.818069319 |
75.94398 |
¥6.5万 |
+11.95% |
重回前高 |
| 27 |
2020-07-16 |
2020-07-17 |
72.954739858 |
70.3296 |
¥-2.2万 |
-3.63% |
跌破0.618止损 |
| 28 |
2020-07-21 |
2020-07-27 |
73.46203200000001 |
68.30163 |
¥-4.1万 |
-7.05% |
跌破0.618止损 |
| 29 |
2020-08-14 |
2020-09-23 |
72.974765864 |
69.29064 |
¥-2.8万 |
-5.08% |
跌破0.618止损 |
| 30 |
2020-12-22 |
2021-02-02 |
73.19505192999999 |
63.99 |
¥-6.5万 |
-12.60% |
跌破0.618止损 |
| 31 |
2021-09-06 |
2021-09-16 |
44.888292449 |
42.69726 |
¥-2.2万 |
-4.91% |
跌破0.618止损 |
| 32 |
2021-11-29 |
2021-11-30 |
45.008448485 |
43.98597 |
¥-9,425 |
-2.30% |
跌破0.618止损 |
| 33 |
2022-01-06 |
2022-02-11 |
49.25396175699999 |
57.712230000000005 |
¥7.3万 |
+17.14% |
重回前高 |
| 34 |
2022-03-01 |
2022-03-15 |
52.41807070499999 |
46.7532 |
¥-5.3万 |
-10.83% |
跌破0.618止损 |
| 35 |
2022-03-18 |
2022-03-28 |
51.37671839299999 |
47.21 |
¥-3.6万 |
-8.14% |
跌破0.618止损 |
| 36 |
2022-04-13 |
2022-04-20 |
51.76722551 |
50.11983 |
¥-1.3万 |
-3.21% |
跌破0.618止损 |
| 37 |
2022-06-21 |
2022-07-12 |
50.065014999999995 |
50.11983 |
¥314 |
+0.08% |
跌破0.618止损 |
| 38 |
2022-07-15 |
2022-08-15 |
52.247849653999985 |
57.52242 |
¥3.9万 |
+10.06% |
重回前高 |
| 39 |
2022-09-02 |
2022-09-21 |
54.991412475999994 |
60.54939 |
¥4.4万 |
+10.07% |
重回前高 |
| 40 |
2022-10-10 |
2022-10-25 |
57.17424712999999 |
54.1 |
¥-2.5万 |
-5.41% |
跌破0.618止损 |
| 41 |
2022-10-27 |
2022-11-01 |
57.634845268 |
53.35659 |
¥-3.3万 |
-7.45% |
跌破0.618止损 |
| 42 |
2022-11-02 |
2022-11-15 |
57.284390163 |
53.89605 |
¥-2.5万 |
-5.94% |
跌破0.618止损 |
| 43 |
2022-12-09 |
2023-03-08 |
58.24563845099999 |
57.85209 |
¥-2,794 |
-0.71% |
跌破0.618止损 |
| 44 |
2023-08-14 |
2023-08-16 |
47.00103608199999 |
46.083870000000005 |
¥-7,727 |
-1.98% |
跌破0.618止损 |
| 45 |
2024-01-30 |
2024-02-01 |
34.785172422 |
33.0 |
¥-2.0万 |
-5.16% |
跌破0.618止损 |
| 46 |
2024-02-08 |
2024-03-13 |
34.85526344299999 |
35.8641 |
¥1.0万 |
+2.86% |
重回前高 |
| 47 |
2024-03-28 |
2024-04-29 |
34.955393472999994 |
37.48248 |
¥2.7万 |
+7.20% |
重回前高 |
| 48 |
2024-07-18 |
2024-07-30 |
35.105588518 |
33.6663 |
¥-1.7万 |
-4.13% |
跌破0.618止损 |
| 49 |
2024-08-06 |
2024-08-15 |
34.835237436999996 |
33.4 |
¥-1.6万 |
-4.15% |
跌破0.618止损 |
| 50 |
2024-11-11 |
2024-11-26 |
36.347200889999996 |
34.41555 |
¥-2.0万 |
-5.34% |
跌破0.618止损 |
| 51 |
2024-12-13 |
2024-12-20 |
36.016771791 |
34.41555 |
¥-1.5万 |
-4.47% |
跌破0.618止损 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
33.43339999999999 |
29200.0 |
¥97.7万 |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
29.950020000000002 |
29200.0 |
¥87.4万 |
止损触发 |
| 2015-08-17 |
黄金分割买点 |
买入 |
32.032 |
27800.0 |
¥89.1万 |
|
| 2015-08-19 |
跌破0.618止损 |
卖出 |
28.41156 |
27800.0 |
¥79.0万 |
止损触发 |
| 2015-09-23 |
黄金分割买点 |
买入 |
27.837809999999994 |
28000.0 |
¥78.0万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
29.42 |
28000.0 |
¥82.4万 |
止损触发 |
| 2016-03-08 |
黄金分割买点 |
买入 |
28.80878 |
28700.0 |
¥82.7万 |
|
| 2016-05-16 |
跌破0.618止损 |
卖出 |
27.8721 |
28700.0 |
¥80.0万 |
止损触发 |
| 2017-07-12 |
黄金分割买点 |
买入 |
37.47 |
21600.0 |
¥81.0万 |
|
| 2017-07-28 |
跌破0.618止损 |
卖出 |
36.27 |
21600.0 |
¥78.3万 |
止损触发 |
| 2017-09-19 |
黄金分割买点 |
买入 |
39.83979999999999 |
19600.0 |
¥78.1万 |
|
| 2017-09-21 |
跌破0.618止损 |
卖出 |
38.5614 |
19600.0 |
¥75.6万 |
止损触发 |
| 2017-10-13 |
黄金分割买点 |
买入 |
40.05000999999999 |
18900.0 |
¥75.7万 |
|
| 2017-10-31 |
重回前高 |
卖出 |
43.146809999999995 |
18900.0 |
¥81.5万 |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
42.84279999999999 |
19100.0 |
¥81.9万 |
|
| 2018-01-24 |
重回前高 |
卖出 |
46.78317 |
19100.0 |
¥89.3万 |
|
| 2018-02-09 |
黄金分割买点 |
买入 |
44.66 |
19300.0 |
¥86.2万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
43.256699999999995 |
19300.0 |
¥83.5万 |
止损触发 |
| 2018-03-30 |
黄金分割买点 |
买入 |
47.78774 |
18100.0 |
¥86.5万 |
|
| 2018-04-18 |
跌破0.618止损 |
卖出 |
44.805150000000005 |
18100.0 |
¥81.1万 |
止损触发 |
| 2018-04-26 |
黄金分割买点 |
买入 |
47.147099999999995 |
17200.0 |
¥81.1万 |
|
| 2018-05-08 |
重回前高 |
卖出 |
51.0 |
17200.0 |
¥87.7万 |
|
| 2018-08-10 |
黄金分割买点 |
买入 |
58.268209999999996 |
15000.0 |
¥87.4万 |
|
| 2018-08-21 |
跌破0.618止损 |
卖出 |
54.4455 |
15000.0 |
¥81.6万 |
止损触发 |
| 2018-08-22 |
黄金分割买点 |
买入 |
58.63857999999999 |
13900.0 |
¥81.5万 |
|
| 2018-08-29 |
跌破0.618止损 |
卖出 |
55.244699999999995 |
13900.0 |
¥76.8万 |
止损触发 |
| 2018-09-27 |
黄金分割买点 |
买入 |
58.188129999999994 |
13200.0 |
¥76.8万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
54.945 |
13200.0 |
¥72.5万 |
止损触发 |
| 2018-11-05 |
黄金分割买点 |
买入 |
54.35 |
13400.0 |
¥72.9万 |
|
| 2018-11-12 |
跌破0.618止损 |
卖出 |
49.53042 |
13400.0 |
¥66.4万 |
止损触发 |
| 2018-11-19 |
黄金分割买点 |
买入 |
51.63157999999999 |
12800.0 |
¥66.1万 |
|
| 2018-11-23 |
跌破0.618止损 |
卖出 |
48.951 |
12800.0 |
¥62.6万 |
止损触发 |
| 2018-12-05 |
黄金分割买点 |
买入 |
51.54149 |
12000.0 |
¥61.9万 |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
49.39056 |
12000.0 |
¥59.3万 |
止损触发 |
| 2018-12-28 |
黄金分割买点 |
买入 |
51.5 |
11600.0 |
¥59.8万 |
|
| 2019-01-15 |
跌破0.618止损 |
卖出 |
47.73222 |
11600.0 |
¥55.4万 |
止损触发 |
| 2019-01-21 |
黄金分割买点 |
买入 |
49.549499999999995 |
11100.0 |
¥55.0万 |
|
| 2019-01-25 |
跌破0.618止损 |
卖出 |
47.0529 |
11100.0 |
¥52.2万 |
止损触发 |
| 2019-02-28 |
黄金分割买点 |
买入 |
56.07602 |
9400.0 |
¥52.7万 |
|
| 2019-04-01 |
重回前高 |
卖出 |
61.93800000000001 |
9400.0 |
¥58.2万 |
|
| 2019-08-06 |
黄金分割买点 |
买入 |
77.25718 |
7300.0 |
¥56.4万 |
|
| 2019-08-26 |
重回前高 |
卖出 |
85.99392 |
7300.0 |
¥62.8万 |
|
| 2019-09-16 |
黄金分割买点 |
买入 |
83.61 |
7700.0 |
¥64.4万 |
|
| 2019-09-24 |
跌破0.618止损 |
卖出 |
80.61930000000001 |
7700.0 |
¥62.1万 |
止损触发 |
| 2019-12-11 |
黄金分割买点 |
买入 |
78.62854999999999 |
7900.0 |
¥62.1万 |
|
| 2020-01-07 |
跌破0.618止损 |
卖出 |
75.3246 |
7900.0 |
¥59.5万 |
止损触发 |
| 2020-02-07 |
黄金分割买点 |
买入 |
71.22115 |
8300.0 |
¥59.1万 |
|
| 2020-02-26 |
跌破0.618止损 |
卖出 |
67.81212 |
8300.0 |
¥56.3万 |
止损触发 |
| 2020-03-05 |
黄金分割买点 |
买入 |
71.09101999999999 |
7900.0 |
¥56.2万 |
|
| 2020-03-16 |
跌破0.618止损 |
卖出 |
68.2317 |
7900.0 |
¥53.9万 |
止损触发 |
| 2020-04-20 |
黄金分割买点 |
买入 |
67.79773 |
8000.0 |
¥54.3万 |
|
| 2020-06-10 |
重回前高 |
卖出 |
75.94398 |
8000.0 |
¥60.7万 |
|
| 2020-07-16 |
黄金分割买点 |
买入 |
72.93285999999999 |
8300.0 |
¥60.6万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
70.3296 |
8300.0 |
¥58.4万 |
止损触发 |
| 2020-07-21 |
黄金分割买点 |
买入 |
73.44 |
8000.0 |
¥58.8万 |
|
| 2020-07-27 |
跌破0.618止损 |
卖出 |
68.30163 |
8000.0 |
¥54.6万 |
止损触发 |
| 2020-08-14 |
黄金分割买点 |
买入 |
72.95288 |
7500.0 |
¥54.7万 |
|
| 2020-09-23 |
跌破0.618止损 |
卖出 |
69.29064 |
7500.0 |
¥52.0万 |
止损触发 |
| 2020-12-22 |
黄金分割买点 |
买入 |
73.17309999999999 |
7000.0 |
¥51.2万 |
|
| 2021-02-02 |
跌破0.618止损 |
卖出 |
63.99 |
7000.0 |
¥44.8万 |
止损触发 |
| 2021-09-06 |
黄金分割买点 |
买入 |
44.874829999999996 |
10000.0 |
¥44.9万 |
|
| 2021-09-16 |
跌破0.618止损 |
卖出 |
42.69726 |
10000.0 |
¥42.7万 |
止损触发 |
| 2021-11-29 |
黄金分割买点 |
买入 |
44.994949999999996 |
9100.0 |
¥41.0万 |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
43.98597 |
9100.0 |
¥40.0万 |
止损触发 |
| 2022-01-06 |
黄金分割买点 |
买入 |
49.239189999999994 |
8600.0 |
¥42.4万 |
|
| 2022-02-11 |
重回前高 |
卖出 |
57.712230000000005 |
8600.0 |
¥49.6万 |
|
| 2022-03-01 |
黄金分割买点 |
买入 |
52.40235 |
9400.0 |
¥49.3万 |
|
| 2022-03-15 |
跌破0.618止损 |
卖出 |
46.7532 |
9400.0 |
¥43.9万 |
止损触发 |
| 2022-03-18 |
黄金分割买点 |
买入 |
51.361309999999996 |
8500.0 |
¥43.7万 |
|
| 2022-03-28 |
跌破0.618止损 |
卖出 |
47.21 |
8500.0 |
¥40.1万 |
止损触发 |
| 2022-04-13 |
黄金分割买点 |
买入 |
51.75170000000001 |
7700.0 |
¥39.9万 |
|
| 2022-04-20 |
跌破0.618止损 |
卖出 |
50.11983 |
7700.0 |
¥38.6万 |
止损触发 |
| 2022-06-21 |
黄金分割买点 |
买入 |
50.05 |
7900.0 |
¥39.6万 |
|
| 2022-07-12 |
跌破0.618止损 |
卖出 |
50.11983 |
7900.0 |
¥39.6万 |
止损触发 |
| 2022-07-15 |
黄金分割买点 |
买入 |
52.23217999999999 |
7500.0 |
¥39.2万 |
|
| 2022-08-15 |
重回前高 |
卖出 |
57.52242 |
7500.0 |
¥43.1万 |
|
| 2022-09-02 |
黄金分割买点 |
买入 |
54.97492 |
7900.0 |
¥43.4万 |
|
| 2022-09-21 |
重回前高 |
卖出 |
60.54939 |
7900.0 |
¥47.8万 |
|
| 2022-10-10 |
黄金分割买点 |
买入 |
57.15709999999999 |
8200.0 |
¥46.9万 |
|
| 2022-10-25 |
跌破0.618止损 |
卖出 |
54.1 |
8200.0 |
¥44.3万 |
止损触发 |
| 2022-10-27 |
黄金分割买点 |
买入 |
57.61756 |
7800.0 |
¥45.0万 |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
53.35659 |
7800.0 |
¥41.6万 |
止损触发 |
| 2022-11-02 |
黄金分割买点 |
买入 |
57.26720999999999 |
7200.0 |
¥41.2万 |
|
| 2022-11-15 |
跌破0.618止损 |
卖出 |
53.89605 |
7200.0 |
¥38.8万 |
止损触发 |
| 2022-12-09 |
黄金分割买点 |
买入 |
58.22817 |
6800.0 |
¥39.6万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
57.85209 |
6800.0 |
¥39.3万 |
止损触发 |
| 2023-08-14 |
黄金分割买点 |
买入 |
46.98693999999999 |
8300.0 |
¥39.0万 |
|
| 2023-08-16 |
跌破0.618止损 |
卖出 |
46.083870000000005 |
8300.0 |
¥38.2万 |
止损触发 |
| 2024-01-30 |
黄金分割买点 |
买入 |
34.77474 |
10900.0 |
¥37.9万 |
|
| 2024-02-01 |
跌破0.618止损 |
卖出 |
33.0 |
10900.0 |
¥36.0万 |
止损触发 |
| 2024-02-08 |
黄金分割买点 |
买入 |
34.844809999999995 |
10500.0 |
¥36.6万 |
|
| 2024-03-13 |
重回前高 |
卖出 |
35.8641 |
10500.0 |
¥37.6万 |
|
| 2024-03-28 |
黄金分割买点 |
买入 |
34.94490999999999 |
10700.0 |
¥37.4万 |
|
| 2024-04-29 |
重回前高 |
卖出 |
37.48248 |
10700.0 |
¥40.1万 |
|
| 2024-07-18 |
黄金分割买点 |
买入 |
35.09506 |
11400.0 |
¥40.0万 |
|
| 2024-07-30 |
跌破0.618止损 |
卖出 |
33.6663 |
11400.0 |
¥38.4万 |
止损触发 |
| 2024-08-06 |
黄金分割买点 |
买入 |
34.82478999999999 |
11100.0 |
¥38.7万 |
|
| 2024-08-15 |
跌破0.618止损 |
卖出 |
33.4 |
11100.0 |
¥37.1万 |
止损触发 |
| 2024-11-11 |
黄金分割买点 |
买入 |
36.336299999999994 |
10100.0 |
¥36.7万 |
|
| 2024-11-26 |
跌破0.618止损 |
卖出 |
34.41555 |
10100.0 |
¥34.7万 |
止损触发 |
| 2024-12-13 |
黄金分割买点 |
买入 |
36.00597 |
9600.0 |
¥34.6万 |
|
| 2024-12-20 |
跌破0.618止损 |
卖出 |
34.41555 |
9600.0 |
¥33.0万 |
止损触发 |