600029 南方航空 — 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: ¥81.3万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -18.70%）
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 54 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 |
2015-05-18 |
2015-06-09 |
8.861507654999999 |
12.2877 |
¥38.1万 |
+38.62% |
重回前高 |
| 2 |
2015-07-02 |
2015-07-03 |
12.566318765 |
10.63935 |
¥-20.3万 |
-15.36% |
跌破0.618止损 |
| 3 |
2015-07-28 |
2015-08-04 |
11.514953449999998 |
11.56842 |
¥4,730 |
+0.43% |
跌破0.618止损 |
| 4 |
2015-08-11 |
2015-08-21 |
13.117033929999996 |
10.59939 |
¥-22.3万 |
-19.22% |
跌破0.618止损 |
| 5 |
2015-11-27 |
2015-11-30 |
8.51105255 |
7.8921 |
¥-7.0万 |
-7.30% |
跌破0.618止损 |
| 6 |
2015-12-31 |
2016-01-05 |
8.711312609999998 |
7.4225699999999994 |
¥-13.2万 |
-14.82% |
跌破0.618止损 |
| 7 |
2016-05-26 |
2016-05-31 |
6.748764022 |
6.52 |
¥-2.6万 |
-3.42% |
跌破0.618止损 |
| 8 |
2016-06-01 |
2016-07-13 |
6.858907054999999 |
8.6913 |
¥19.5万 |
+26.68% |
重回前高 |
| 9 |
2016-08-08 |
2016-08-31 |
7.850194351999998 |
7.3726199999999995 |
¥-5.6万 |
-6.11% |
跌破0.618止损 |
| 10 |
2017-01-12 |
2017-03-30 |
7.3295181959999995 |
8.16183 |
¥9.8万 |
+11.32% |
重回前高 |
| 11 |
2017-04-26 |
2017-04-27 |
7.870220358 |
7.5924 |
¥-3.4万 |
-3.56% |
跌破0.618止损 |
| 12 |
2017-05-04 |
2017-06-12 |
7.860207354999999 |
9.020970000000002 |
¥13.7万 |
+14.73% |
重回前高 |
| 13 |
2017-07-11 |
2017-07-27 |
8.340831498999998 |
7.93 |
¥-5.3万 |
-4.95% |
跌破0.618止损 |
| 14 |
2017-09-04 |
2017-09-22 |
8.671260598 |
8.281709999999999 |
¥-4.6万 |
-4.52% |
跌破0.618止损 |
| 15 |
2017-11-10 |
2017-11-23 |
8.921585673 |
10.99899 |
¥22.6万 |
+23.25% |
重回前高 |
| 16 |
2018-01-18 |
2018-02-06 |
10.473601138000001 |
12.4875 |
¥23.0万 |
+19.19% |
重回前高 |
| 17 |
2018-02-09 |
2018-02-12 |
10.874121257999999 |
10.97901 |
¥1.3万 |
+0.93% |
跌破0.618止损 |
| 18 |
2018-03-01 |
2018-03-05 |
11.665148495 |
11.37861 |
¥-3.5万 |
-2.49% |
跌破0.618止损 |
| 19 |
2018-03-13 |
2018-03-20 |
11.795317533999997 |
10.789200000000001 |
¥-12.0万 |
-8.56% |
跌破0.618止损 |
| 20 |
2018-06-07 |
2018-06-26 |
10.814043239999998 |
8.91108 |
¥-22.7万 |
-17.62% |
跌破0.618止损 |
| 21 |
2018-11-12 |
2018-12-04 |
6.558516964999999 |
7.41258 |
¥13.8万 |
+12.99% |
重回前高 |
| 22 |
2018-12-24 |
2019-04-08 |
6.768790028 |
9.35064 |
¥45.0万 |
+38.10% |
重回前高 |
| 23 |
2019-04-16 |
2019-05-07 |
8.581143571 |
7.6923 |
¥-17.0万 |
-10.38% |
跌破0.618止损 |
| 24 |
2020-07-06 |
2020-07-29 |
5.437060629 |
5.2847100000000005 |
¥-4.2万 |
-2.83% |
跌破0.618止损 |
| 25 |
2020-08-04 |
2020-09-07 |
5.467099638 |
6.06393 |
¥15.6万 |
+10.88% |
重回前高 |
| 26 |
2020-09-23 |
2020-09-25 |
6.067879818 |
5.81418 |
¥-6.7万 |
-4.21% |
跌破0.618止损 |
| 27 |
2020-10-14 |
2020-10-27 |
6.027827805999999 |
5.73426 |
¥-7.4万 |
-4.90% |
跌破0.618止损 |
| 28 |
2020-11-11 |
2020-12-23 |
6.0178148029999985 |
5.85414 |
¥-3.9万 |
-2.75% |
跌破0.618止损 |
| 29 |
2021-02-09 |
2021-03-16 |
6.188035854 |
7.042949999999999 |
¥19.4万 |
+13.78% |
重回前高 |
| 30 |
2021-04-26 |
2021-05-07 |
6.538490959 |
6.17382 |
¥-9.0万 |
-5.61% |
跌破0.618止损 |
| 31 |
2021-05-21 |
2021-06-01 |
6.70871201 |
6.32367 |
¥-8.7万 |
-5.77% |
跌破0.618止损 |
| 32 |
2021-09-02 |
2021-12-01 |
5.807541739999999 |
6.0939 |
¥6.9万 |
+4.90% |
跌破0.618止损 |
| 33 |
2021-12-08 |
2021-12-16 |
6.478412940999999 |
6.16383 |
¥-7.3万 |
-4.88% |
跌破0.618止损 |
| 34 |
2021-12-28 |
2022-01-06 |
6.538490959 |
7.3226700000000005 |
¥17.0万 |
+11.96% |
重回前高 |
| 35 |
2022-02-18 |
2022-03-08 |
7.229388165999999 |
6.40359 |
¥-18.3万 |
-11.45% |
跌破0.618止损 |
| 36 |
2022-04-13 |
2022-04-26 |
6.8589070549999995 |
6.54345 |
¥-6.4万 |
-4.63% |
跌破0.618止损 |
| 37 |
2022-05-31 |
2022-08-04 |
6.4884259439999985 |
6.1938 |
¥-6.2万 |
-4.57% |
跌破0.618止损 |
| 38 |
2022-10-11 |
2022-10-14 |
6.698699007 |
6.36363 |
¥-6.5万 |
-5.03% |
跌破0.618止损 |
| 39 |
2022-11-17 |
2023-02-02 |
6.969050087999999 |
7.22277 |
¥4.4万 |
+3.61% |
跌破0.618止损 |
| 40 |
2023-04-21 |
2023-04-26 |
7.8001293369999996 |
7.46253 |
¥-5.5万 |
-4.36% |
跌破0.618止损 |
| 41 |
2023-05-04 |
2023-05-05 |
7.682304000000001 |
7.26273 |
¥-6.6万 |
-5.49% |
跌破0.618止损 |
| 42 |
2023-07-26 |
2023-08-11 |
6.848894051999999 |
7.01298 |
¥2.7万 |
+2.37% |
重回前高 |
| 43 |
2023-08-22 |
2023-09-07 |
6.4884259439999985 |
6.20379 |
¥-5.2万 |
-4.42% |
跌破0.618止损 |
| 44 |
2023-11-22 |
2023-12-15 |
6.228087865999999 |
5.88411 |
¥-6.2万 |
-5.55% |
跌破0.618止损 |
| 45 |
2024-01-17 |
2024-01-23 |
5.991797000000001 |
5.6943 |
¥-5.3万 |
-4.99% |
跌破0.618止损 |
| 46 |
2024-01-26 |
2024-02-01 |
5.987775793999999 |
5.74425 |
¥-4.1万 |
-4.10% |
跌破0.618止损 |
| 47 |
2024-02-21 |
2024-03-08 |
5.857606755 |
5.60439 |
¥-4.2万 |
-4.35% |
跌破0.618止损 |
| 48 |
2024-10-09 |
2024-10-10 |
6.258126875 |
5.90409 |
¥-5.1万 |
-5.69% |
跌破0.618止损 |
| 49 |
2024-11-05 |
2025-01-03 |
6.178022850999999 |
6.343649999999999 |
¥2.3万 |
+2.65% |
跌破0.618止损 |
| 50 |
2025-06-18 |
2025-07-07 |
5.80754174 |
5.73426 |
¥-1.2万 |
-1.29% |
跌破0.618止损 |
| 51 |
2025-11-27 |
2025-12-18 |
6.778803031 |
7.39 |
¥7.9万 |
+8.98% |
重回前高 |
| 52 |
2026-01-15 |
2026-01-30 |
7.569830267999998 |
7.2127799999999995 |
¥-4.6万 |
-4.75% |
跌破0.618止损 |
| 53 |
2026-02-27 |
2026-03-03 |
7.609882279999999 |
6.94305 |
¥-8.1万 |
-8.79% |
跌破0.618止损 |
| 54 |
2026-06-26 |
2026-06-29 |
5.50715165 |
5.34465 |
¥-2.5万 |
-2.98% |
跌破0.618止损 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-18 |
黄金分割买点 |
买入 |
8.858849999999999 |
111200.0 |
¥98.5万 |
|
| 2015-06-09 |
重回前高 |
卖出 |
12.2877 |
111200.0 |
¥1.37M |
|
| 2015-07-02 |
黄金分割买点 |
买入 |
12.562549999999998 |
105100.0 |
¥1.32M |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
10.63935 |
105100.0 |
¥1.12M |
止损触发 |
| 2015-07-28 |
黄金分割买点 |
买入 |
11.5115 |
94600.0 |
¥1.09M |
|
| 2015-08-04 |
跌破0.618止损 |
卖出 |
11.56842 |
94600.0 |
¥1.09M |
止损触发 |
| 2015-08-11 |
黄金分割买点 |
买入 |
13.113099999999996 |
88600.0 |
¥1.16M |
|
| 2015-08-21 |
跌破0.618止损 |
卖出 |
10.59939 |
88600.0 |
¥93.9万 |
止损触发 |
| 2015-11-27 |
黄金分割买点 |
买入 |
8.5085 |
111900.0 |
¥95.2万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
7.8921 |
111900.0 |
¥88.3万 |
止损触发 |
| 2015-12-31 |
黄金分割买点 |
买入 |
8.708699999999999 |
101900.0 |
¥88.8万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
7.4225699999999994 |
101900.0 |
¥75.6万 |
止损触发 |
| 2016-05-26 |
黄金分割买点 |
买入 |
6.746739999999999 |
110700.0 |
¥74.7万 |
|
| 2016-05-31 |
跌破0.618止损 |
卖出 |
6.52 |
110700.0 |
¥72.2万 |
止损触发 |
| 2016-06-01 |
黄金分割买点 |
买入 |
6.856849999999999 |
106700.0 |
¥73.2万 |
|
| 2016-07-13 |
重回前高 |
卖出 |
8.6913 |
106700.0 |
¥92.7万 |
|
| 2016-08-08 |
黄金分割买点 |
买入 |
7.847839999999999 |
116100.0 |
¥91.1万 |
|
| 2016-08-31 |
跌破0.618止损 |
卖出 |
7.3726199999999995 |
116100.0 |
¥85.6万 |
止损触发 |
| 2017-01-12 |
黄金分割买点 |
买入 |
7.327319999999999 |
118000.0 |
¥86.5万 |
|
| 2017-03-30 |
重回前高 |
卖出 |
8.16183 |
118000.0 |
¥96.3万 |
|
| 2017-04-26 |
黄金分割买点 |
买入 |
7.86786 |
122800.0 |
¥96.6万 |
|
| 2017-04-27 |
跌破0.618止损 |
卖出 |
7.5924 |
122800.0 |
¥93.2万 |
止损触发 |
| 2017-05-04 |
黄金分割买点 |
买入 |
7.857849999999999 |
118600.0 |
¥93.2万 |
|
| 2017-06-12 |
重回前高 |
卖出 |
9.020970000000002 |
118600.0 |
¥1.07M |
|
| 2017-07-11 |
黄金分割买点 |
买入 |
8.33833 |
127700.0 |
¥1.07M |
|
| 2017-07-27 |
跌破0.618止损 |
卖出 |
7.93 |
127700.0 |
¥1.01M |
止损触发 |
| 2017-09-04 |
黄金分割买点 |
买入 |
8.66866 |
117500.0 |
¥1.02M |
|
| 2017-09-22 |
跌破0.618止损 |
卖出 |
8.281709999999999 |
117500.0 |
¥97.3万 |
止损触发 |
| 2017-11-10 |
黄金分割买点 |
买入 |
8.918909999999999 |
108900.0 |
¥97.2万 |
|
| 2017-11-23 |
重回前高 |
卖出 |
10.99899 |
108900.0 |
¥1.20M |
|
| 2018-01-18 |
黄金分割买点 |
买入 |
10.47046 |
114500.0 |
¥1.20M |
|
| 2018-02-06 |
重回前高 |
卖出 |
12.4875 |
114500.0 |
¥1.43M |
|
| 2018-02-09 |
黄金分割买点 |
买入 |
10.870859999999999 |
124100.0 |
¥1.35M |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
10.97901 |
124100.0 |
¥1.36M |
止损触发 |
| 2018-03-01 |
黄金分割买点 |
买入 |
11.66165 |
121700.0 |
¥1.42M |
|
| 2018-03-05 |
跌破0.618止损 |
卖出 |
11.37861 |
121700.0 |
¥1.38M |
止损触发 |
| 2018-03-13 |
黄金分割买点 |
买入 |
11.791779999999997 |
118500.0 |
¥1.40M |
|
| 2018-03-20 |
跌破0.618止损 |
卖出 |
10.789200000000001 |
118500.0 |
¥1.28M |
止损触发 |
| 2018-06-07 |
黄金分割买点 |
买入 |
10.8108 |
119000.0 |
¥1.29M |
|
| 2018-06-26 |
跌破0.618止损 |
卖出 |
8.91108 |
119000.0 |
¥1.06M |
止损触发 |
| 2018-11-12 |
黄金分割买点 |
买入 |
6.556549999999999 |
161700.0 |
¥1.06M |
|
| 2018-12-04 |
重回前高 |
卖出 |
7.41258 |
161700.0 |
¥1.20M |
|
| 2018-12-24 |
黄金分割买点 |
买入 |
6.766759999999999 |
174600.0 |
¥1.18M |
|
| 2019-04-08 |
重回前高 |
卖出 |
9.35064 |
174600.0 |
¥1.63M |
|
| 2019-04-16 |
黄金分割买点 |
买入 |
8.57857 |
191300.0 |
¥1.64M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
7.6923 |
191300.0 |
¥1.47M |
止损触发 |
| 2020-07-06 |
黄金分割买点 |
买入 |
5.435429999999999 |
271900.0 |
¥1.48M |
|
| 2020-07-29 |
跌破0.618止损 |
卖出 |
5.2847100000000005 |
271900.0 |
¥1.44M |
止损触发 |
| 2020-08-04 |
黄金分割买点 |
买入 |
5.465459999999999 |
262200.0 |
¥1.43M |
|
| 2020-09-07 |
重回前高 |
卖出 |
6.06393 |
262200.0 |
¥1.59M |
|
| 2020-09-23 |
黄金分割买点 |
买入 |
6.066059999999999 |
262400.0 |
¥1.59M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
5.81418 |
262400.0 |
¥1.53M |
止损触发 |
| 2020-10-14 |
黄金分割买点 |
买入 |
6.026019999999999 |
251300.0 |
¥1.51M |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
5.73426 |
251300.0 |
¥1.44M |
止损触发 |
| 2020-11-11 |
黄金分割买点 |
买入 |
6.016009999999999 |
237100.0 |
¥1.43M |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
5.85414 |
237100.0 |
¥1.39M |
止损触发 |
| 2021-02-09 |
黄金分割买点 |
买入 |
6.186179999999999 |
227400.0 |
¥1.41M |
|
| 2021-03-16 |
重回前高 |
卖出 |
7.042949999999999 |
227400.0 |
¥1.60M |
|
| 2021-04-26 |
黄金分割买点 |
买入 |
6.53653 |
244400.0 |
¥1.60M |
|
| 2021-05-07 |
跌破0.618止损 |
卖出 |
6.17382 |
244400.0 |
¥1.51M |
止损触发 |
| 2021-05-21 |
黄金分割买点 |
买入 |
6.7067 |
225600.0 |
¥1.51M |
|
| 2021-06-01 |
跌破0.618止损 |
卖出 |
6.32367 |
225600.0 |
¥1.43M |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
5.805799999999999 |
243900.0 |
¥1.42M |
|
| 2021-12-01 |
跌破0.618止损 |
卖出 |
6.0939 |
243900.0 |
¥1.49M |
止损触发 |
| 2021-12-08 |
黄金分割买点 |
买入 |
6.476469999999999 |
230800.0 |
¥1.50M |
|
| 2021-12-16 |
跌破0.618止损 |
卖出 |
6.16383 |
230800.0 |
¥1.42M |
止损触发 |
| 2021-12-28 |
黄金分割买点 |
买入 |
6.53653 |
217600.0 |
¥1.42M |
|
| 2022-01-06 |
重回前高 |
卖出 |
7.3226700000000005 |
217600.0 |
¥1.59M |
|
| 2022-02-18 |
黄金分割买点 |
买入 |
7.227219999999999 |
220600.0 |
¥1.59M |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
6.40359 |
220600.0 |
¥1.41M |
止损触发 |
| 2022-04-13 |
黄金分割买点 |
买入 |
6.856849999999999 |
201800.0 |
¥1.38M |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
6.54345 |
201800.0 |
¥1.32M |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
6.4864799999999985 |
207800.0 |
¥1.35M |
|
| 2022-08-04 |
跌破0.618止损 |
卖出 |
6.1938 |
207800.0 |
¥1.29M |
止损触发 |
| 2022-10-11 |
黄金分割买点 |
买入 |
6.69669 |
192100.0 |
¥1.29M |
|
| 2022-10-14 |
跌破0.618止损 |
卖出 |
6.36363 |
192100.0 |
¥1.22M |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
6.9669599999999985 |
174800.0 |
¥1.22M |
|
| 2023-02-02 |
跌破0.618止损 |
卖出 |
7.22277 |
174800.0 |
¥1.26M |
止损触发 |
| 2023-04-21 |
黄金分割买点 |
买入 |
7.797789999999999 |
161600.0 |
¥1.26M |
|
| 2023-04-26 |
跌破0.618止损 |
卖出 |
7.46253 |
161600.0 |
¥1.21M |
止损触发 |
| 2023-05-04 |
黄金分割买点 |
买入 |
7.68 |
155800.0 |
¥1.20M |
|
| 2023-05-05 |
跌破0.618止损 |
卖出 |
7.26273 |
155800.0 |
¥1.13M |
止损触发 |
| 2023-07-26 |
黄金分割买点 |
买入 |
6.8468399999999985 |
167000.0 |
¥1.14M |
|
| 2023-08-11 |
重回前高 |
卖出 |
7.01298 |
167000.0 |
¥1.17M |
|
| 2023-08-22 |
黄金分割买点 |
买入 |
6.486479999999999 |
180400.0 |
¥1.17M |
|
| 2023-09-07 |
跌破0.618止损 |
卖出 |
6.20379 |
180400.0 |
¥1.12M |
止损触发 |
| 2023-11-22 |
黄金分割买点 |
买入 |
6.22622 |
179100.0 |
¥1.12M |
|
| 2023-12-15 |
跌破0.618止损 |
卖出 |
5.88411 |
179100.0 |
¥1.05M |
止损触发 |
| 2024-01-17 |
黄金分割买点 |
买入 |
5.99 |
176000.0 |
¥1.05M |
|
| 2024-01-23 |
跌破0.618止损 |
卖出 |
5.6943 |
176000.0 |
¥1.00M |
止损触发 |
| 2024-01-26 |
黄金分割买点 |
买入 |
5.98598 |
167200.0 |
¥1.00M |
|
| 2024-02-01 |
跌破0.618止损 |
卖出 |
5.74425 |
167200.0 |
¥96.0万 |
止损触发 |
| 2024-02-21 |
黄金分割买点 |
买入 |
5.855849999999999 |
164000.0 |
¥96.1万 |
|
| 2024-03-08 |
跌破0.618止损 |
卖出 |
5.60439 |
164000.0 |
¥91.9万 |
止损触发 |
| 2024-10-09 |
黄金分割买点 |
买入 |
6.25625 |
144100.0 |
¥90.2万 |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
5.90409 |
144100.0 |
¥85.1万 |
止损触发 |
| 2024-11-05 |
黄金分割买点 |
买入 |
6.176169999999999 |
140300.0 |
¥86.7万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
6.343649999999999 |
140300.0 |
¥89.0万 |
止损触发 |
| 2025-06-18 |
黄金分割买点 |
买入 |
5.805799999999999 |
153400.0 |
¥89.1万 |
|
| 2025-07-07 |
跌破0.618止损 |
卖出 |
5.73426 |
153400.0 |
¥87.9万 |
止损触发 |
| 2025-11-27 |
黄金分割买点 |
买入 |
6.776769999999999 |
130300.0 |
¥88.3万 |
|
| 2025-12-18 |
重回前高 |
卖出 |
7.39 |
130300.0 |
¥96.3万 |
|
| 2026-01-15 |
黄金分割买点 |
买入 |
7.5675599999999985 |
127000.0 |
¥96.1万 |
|
| 2026-01-30 |
跌破0.618止损 |
卖出 |
7.2127799999999995 |
127000.0 |
¥91.6万 |
止损触发 |
| 2026-02-27 |
黄金分割买点 |
买入 |
7.607599999999999 |
120500.0 |
¥91.7万 |
|
| 2026-03-03 |
跌破0.618止损 |
卖出 |
6.94305 |
120500.0 |
¥83.6万 |
止损触发 |
| 2026-06-26 |
黄金分割买点 |
买入 |
5.5055 |
149600.0 |
¥82.4万 |
|
| 2026-06-29 |
跌破0.618止损 |
卖出 |
5.34465 |
149600.0 |
¥79.9万 |
止损触发 |