600118 中国卫星 — 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: ¥53.7万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -46.32%）
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 46 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 |
2015-07-03 |
62.080618599999994 |
46.073879999999996 |
¥-25.3万 |
-25.81% |
跌破0.618止损 |
| 2 |
2015-07-23 |
2015-08-25 |
55.872556739999986 |
42.62 |
¥-17.5万 |
-23.74% |
跌破0.618止损 |
| 3 |
2015-11-05 |
2015-12-31 |
48.512999535000006 |
42.68727 |
¥-6.8万 |
-12.03% |
跌破0.618止损 |
| 4 |
2016-04-06 |
2016-05-09 |
35.84655073999999 |
31.65831 |
¥-5.8万 |
-11.71% |
跌破0.618止损 |
| 5 |
2016-06-29 |
2016-08-02 |
33.84395014 |
32.3 |
¥-2.0万 |
-4.59% |
跌破0.618止损 |
| 6 |
2016-08-09 |
2016-09-09 |
34.0442102 |
33.40656 |
¥-7,966 |
-1.90% |
跌破0.618止损 |
| 7 |
2018-03-28 |
2018-05-29 |
22.058645609 |
21.64833 |
¥-7,711 |
-1.89% |
跌破0.618止损 |
| 8 |
2018-11-20 |
2019-01-14 |
17.412612217 |
19.0809 |
¥3.9万 |
+9.55% |
重回前高 |
| 9 |
2019-01-30 |
2019-02-19 |
17.823145339999996 |
19.380599999999998 |
¥3.9万 |
+8.71% |
重回前高 |
| 10 |
2019-04-26 |
2019-05-07 |
23.590635067999997 |
20.7792 |
¥-5.8万 |
-11.94% |
跌破0.618止损 |
| 11 |
2019-05-17 |
2019-05-21 |
23.33029699 |
23.14683 |
¥-3,446 |
-0.82% |
跌破0.618止损 |
| 12 |
2019-07-05 |
2019-08-05 |
23.700778100999997 |
22.347630000000002 |
¥-2.4万 |
-5.74% |
跌破0.618止损 |
| 13 |
2019-08-23 |
2019-09-03 |
22.479191735 |
24.09588 |
¥2.8万 |
+7.16% |
重回前高 |
| 14 |
2019-09-18 |
2019-09-27 |
23.190114947999998 |
21.85 |
¥-2.5万 |
-5.81% |
跌破0.618止损 |
| 15 |
2020-01-16 |
2020-01-21 |
22.038619603 |
26.963009999999997 |
¥9.0万 |
+22.31% |
重回前高 |
| 16 |
2020-03-23 |
2020-04-28 |
29.938878969999998 |
31.08888 |
¥1.8万 |
+3.81% |
跌破0.618止损 |
| 17 |
2020-06-12 |
2020-06-29 |
32.041609599999994 |
30.7692 |
¥-2.0万 |
-4.00% |
跌破0.618止损 |
| 18 |
2020-07-08 |
2020-07-09 |
33.853963142999994 |
38.0619 |
¥6.1万 |
+12.40% |
重回前高 |
| 19 |
2020-07-16 |
2020-07-17 |
34.05422320299999 |
32.777190000000004 |
¥-2.1万 |
-3.78% |
跌破0.618止损 |
| 20 |
2020-07-22 |
2020-07-28 |
34.795185425 |
33.066900000000004 |
¥-2.7万 |
-5.00% |
跌破0.618止损 |
| 21 |
2020-08-25 |
2020-09-08 |
39.67151788599999 |
36.173790000000004 |
¥-4.5万 |
-8.84% |
跌破0.618止损 |
| 22 |
2020-12-04 |
2020-12-10 |
33.83393713699999 |
31.13 |
¥-3.7万 |
-8.02% |
跌破0.618止损 |
| 23 |
2021-01-15 |
2021-02-01 |
34.24447026000001 |
32.24772 |
¥-2.5万 |
-5.86% |
跌破0.618止损 |
| 24 |
2021-09-01 |
2021-09-30 |
27.736018309999995 |
26.7 |
¥-1.5万 |
-3.76% |
跌破0.618止损 |
| 25 |
2022-01-11 |
2022-01-24 |
26.394275907999997 |
25.13484 |
¥-1.8万 |
-4.80% |
跌破0.618止损 |
| 26 |
2022-06-07 |
2022-07-21 |
20.797007231 |
22.20777 |
¥2.5万 |
+6.75% |
重回前高 |
| 27 |
2022-08-16 |
2022-08-25 |
21.297657380999997 |
20.099880000000002 |
¥-2.2万 |
-5.65% |
跌破0.618止损 |
| 28 |
2022-08-30 |
2022-09-29 |
21.017293296999995 |
20.279700000000002 |
¥-1.3万 |
-3.54% |
跌破0.618止损 |
| 29 |
2022-10-18 |
2022-11-03 |
21.277631375000002 |
23.2767 |
¥3.3万 |
+9.36% |
重回前高 |
| 30 |
2022-11-25 |
2022-12-22 |
22.509230743999996 |
21.22875 |
¥-2.2万 |
-5.72% |
跌破0.618止损 |
| 31 |
2023-01-05 |
2023-01-10 |
22.248892666 |
21.95802 |
¥-4,908 |
-1.34% |
跌破0.618止损 |
| 32 |
2023-01-31 |
2023-02-23 |
23.23016696 |
28.231740000000002 |
¥7.8万 |
+21.49% |
重回前高 |
| 33 |
2023-03-27 |
2023-04-25 |
29.047721702999997 |
26.83314 |
¥-3.3万 |
-7.65% |
跌破0.618止损 |
| 34 |
2023-06-20 |
2023-07-05 |
28.867487648999997 |
30.92904 |
¥2.9万 |
+7.11% |
重回前高 |
| 35 |
2023-07-20 |
2023-07-31 |
29.237968759999994 |
27.6723 |
¥-2.3万 |
-5.38% |
跌破0.618止损 |
| 36 |
2023-10-25 |
2023-11-13 |
27.085173114999993 |
28.10187 |
¥1.5万 |
+3.72% |
重回前高 |
| 37 |
2023-11-23 |
2023-12-06 |
27.245381163 |
26.42355 |
¥-1.3万 |
-3.05% |
跌破0.618止损 |
| 38 |
2024-02-20 |
2024-05-17 |
24.511831343999997 |
24.43554 |
¥-1,396 |
-0.34% |
跌破0.618止损 |
| 39 |
2024-07-31 |
2024-08-19 |
23.120023926999995 |
21.35 |
¥-3.2万 |
-7.68% |
跌破0.618止损 |
| 40 |
2024-11-04 |
2025-01-02 |
25.352923596 |
27.22275 |
¥2.8万 |
+7.34% |
跌破0.618止损 |
| 41 |
2025-03-07 |
2025-03-28 |
28.637188579999997 |
26.683290000000003 |
¥-2.8万 |
-6.85% |
跌破0.618止损 |
| 42 |
2025-05-08 |
2025-07-01 |
26.514431944 |
28.4715 |
¥2.8万 |
+7.35% |
重回前高 |
| 43 |
2025-07-10 |
2025-08-26 |
27.736018309999995 |
35.85411 |
¥11.8万 |
+29.23% |
重回前高 |
| 44 |
2025-09-03 |
2025-12-08 |
35.84655073999999 |
49.5504 |
¥20.1万 |
+38.19% |
重回前高 |
| 45 |
2026-01-29 |
2026-03-24 |
92.72040777999999 |
78.97095 |
¥-10.6万 |
-14.85% |
跌破0.618止损 |
| 46 |
2026-05-15 |
2026-05-20 |
99.1287297 |
84.915 |
¥-8.7万 |
-14.36% |
跌破0.618止损 |
逐笔成交记录（共 92 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 |
62.06199999999999 |
15800.0 |
¥98.1万 |
|
| 2015-07-03 |
跌破0.618止损 |
卖出 |
46.073879999999996 |
15800.0 |
¥72.8万 |
止损触发 |
| 2015-07-23 |
黄金分割买点 |
买入 |
55.85579999999999 |
13200.0 |
¥73.8万 |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
42.62 |
13200.0 |
¥56.2万 |
止损触发 |
| 2015-11-05 |
黄金分割买点 |
买入 |
48.49845 |
11600.0 |
¥56.3万 |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
42.68727 |
11600.0 |
¥49.5万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
35.83579999999999 |
13900.0 |
¥49.8万 |
|
| 2016-05-09 |
跌破0.618止损 |
卖出 |
31.65831 |
13900.0 |
¥44.0万 |
止损触发 |
| 2016-06-29 |
黄金分割买点 |
买入 |
33.8338 |
13100.0 |
¥44.3万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
32.3 |
13100.0 |
¥42.3万 |
止损触发 |
| 2016-08-09 |
黄金分割买点 |
买入 |
34.034 |
12300.0 |
¥41.9万 |
|
| 2016-09-09 |
跌破0.618止损 |
卖出 |
33.40656 |
12300.0 |
¥41.1万 |
止损触发 |
| 2018-03-28 |
黄金分割买点 |
买入 |
22.05203 |
18500.0 |
¥40.8万 |
|
| 2018-05-29 |
跌破0.618止损 |
卖出 |
21.64833 |
18500.0 |
¥40.0万 |
止损触发 |
| 2018-11-20 |
黄金分割买点 |
买入 |
17.40739 |
23200.0 |
¥40.4万 |
|
| 2019-01-14 |
重回前高 |
卖出 |
19.0809 |
23200.0 |
¥44.3万 |
|
| 2019-01-30 |
黄金分割买点 |
买入 |
17.8178 |
25000.0 |
¥44.6万 |
|
| 2019-02-19 |
重回前高 |
卖出 |
19.380599999999998 |
25000.0 |
¥48.4万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
23.583559999999995 |
20500.0 |
¥48.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
20.7792 |
20500.0 |
¥42.6万 |
止损触发 |
| 2019-05-17 |
黄金分割买点 |
买入 |
23.3233 |
18100.0 |
¥42.2万 |
|
| 2019-05-21 |
跌破0.618止损 |
卖出 |
23.14683 |
18100.0 |
¥41.9万 |
止损触发 |
| 2019-07-05 |
黄金分割买点 |
买入 |
23.693669999999997 |
17900.0 |
¥42.4万 |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
22.347630000000002 |
17900.0 |
¥40.0万 |
止损触发 |
| 2019-08-23 |
黄金分割买点 |
买入 |
22.47245 |
17700.0 |
¥39.8万 |
|
| 2019-09-03 |
重回前高 |
卖出 |
24.09588 |
17700.0 |
¥42.6万 |
|
| 2019-09-18 |
黄金分割买点 |
买入 |
23.183159999999997 |
18400.0 |
¥42.7万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
21.85 |
18400.0 |
¥40.2万 |
止损触发 |
| 2020-01-16 |
黄金分割买点 |
买入 |
22.03201 |
18300.0 |
¥40.3万 |
|
| 2020-01-21 |
重回前高 |
卖出 |
26.963009999999997 |
18300.0 |
¥49.3万 |
|
| 2020-03-23 |
黄金分割买点 |
买入 |
29.929899999999996 |
15700.0 |
¥47.0万 |
|
| 2020-04-28 |
跌破0.618止损 |
卖出 |
31.08888 |
15700.0 |
¥48.8万 |
止损触发 |
| 2020-06-12 |
黄金分割买点 |
买入 |
32.032 |
15500.0 |
¥49.7万 |
|
| 2020-06-29 |
跌破0.618止损 |
卖出 |
30.7692 |
15500.0 |
¥47.7万 |
止损触发 |
| 2020-07-08 |
黄金分割买点 |
买入 |
33.84381 |
14500.0 |
¥49.1万 |
|
| 2020-07-09 |
重回前高 |
卖出 |
38.0619 |
14500.0 |
¥55.2万 |
|
| 2020-07-16 |
黄金分割买点 |
买入 |
34.04400999999999 |
16100.0 |
¥54.8万 |
|
| 2020-07-17 |
跌破0.618止损 |
卖出 |
32.777190000000004 |
16100.0 |
¥52.8万 |
止损触发 |
| 2020-07-22 |
黄金分割买点 |
买入 |
34.784749999999995 |
15300.0 |
¥53.2万 |
|
| 2020-07-28 |
跌破0.618止损 |
卖出 |
33.066900000000004 |
15300.0 |
¥50.6万 |
止损触发 |
| 2020-08-25 |
黄金分割买点 |
买入 |
39.65961999999999 |
12700.0 |
¥50.4万 |
|
| 2020-09-08 |
跌破0.618止损 |
卖出 |
36.173790000000004 |
12700.0 |
¥45.9万 |
止损触发 |
| 2020-12-04 |
黄金分割买点 |
买入 |
33.823789999999995 |
13500.0 |
¥45.7万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
31.13 |
13500.0 |
¥42.0万 |
止损触发 |
| 2021-01-15 |
黄金分割买点 |
买入 |
34.2342 |
12300.0 |
¥42.1万 |
|
| 2021-02-01 |
跌破0.618止损 |
卖出 |
32.24772 |
12300.0 |
¥39.7万 |
止损触发 |
| 2021-09-01 |
黄金分割买点 |
买入 |
27.727699999999995 |
14200.0 |
¥39.4万 |
|
| 2021-09-30 |
跌破0.618止损 |
卖出 |
26.7 |
14200.0 |
¥37.9万 |
止损触发 |
| 2022-01-11 |
黄金分割买点 |
买入 |
26.38636 |
14500.0 |
¥38.3万 |
|
| 2022-01-24 |
跌破0.618止损 |
卖出 |
25.13484 |
14500.0 |
¥36.4万 |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
20.79077 |
17500.0 |
¥36.4万 |
|
| 2022-07-21 |
重回前高 |
卖出 |
22.20777 |
17500.0 |
¥38.9万 |
|
| 2022-08-16 |
黄金分割买点 |
买入 |
21.291269999999997 |
18300.0 |
¥39.0万 |
|
| 2022-08-25 |
跌破0.618止损 |
卖出 |
20.099880000000002 |
18300.0 |
¥36.8万 |
止损触发 |
| 2022-08-30 |
黄金分割买点 |
买入 |
21.010989999999996 |
17500.0 |
¥36.8万 |
|
| 2022-09-29 |
跌破0.618止损 |
卖出 |
20.279700000000002 |
17500.0 |
¥35.5万 |
止损触发 |
| 2022-10-18 |
黄金分割买点 |
买入 |
21.27125 |
16700.0 |
¥35.5万 |
|
| 2022-11-03 |
重回前高 |
卖出 |
23.2767 |
16700.0 |
¥38.9万 |
|
| 2022-11-25 |
黄金分割买点 |
买入 |
22.50248 |
17200.0 |
¥38.7万 |
|
| 2022-12-22 |
跌破0.618止损 |
卖出 |
21.22875 |
17200.0 |
¥36.5万 |
止损触发 |
| 2023-01-05 |
黄金分割买点 |
买入 |
22.242219999999996 |
16500.0 |
¥36.7万 |
|
| 2023-01-10 |
跌破0.618止损 |
卖出 |
21.95802 |
16500.0 |
¥36.2万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
23.223199999999995 |
15600.0 |
¥36.2万 |
|
| 2023-02-23 |
重回前高 |
卖出 |
28.231740000000002 |
15600.0 |
¥44.0万 |
|
| 2023-03-27 |
黄金分割买点 |
买入 |
29.039009999999998 |
14900.0 |
¥43.3万 |
|
| 2023-04-25 |
跌破0.618止损 |
卖出 |
26.83314 |
14900.0 |
¥40.0万 |
止损触发 |
| 2023-06-20 |
黄金分割买点 |
买入 |
28.858829999999994 |
14000.0 |
¥40.4万 |
|
| 2023-07-05 |
重回前高 |
卖出 |
30.92904 |
14000.0 |
¥43.3万 |
|
| 2023-07-20 |
黄金分割买点 |
买入 |
29.22919999999999 |
14900.0 |
¥43.6万 |
|
| 2023-07-31 |
跌破0.618止损 |
卖出 |
27.6723 |
14900.0 |
¥41.2万 |
止损触发 |
| 2023-10-25 |
黄金分割买点 |
买入 |
27.077049999999993 |
15200.0 |
¥41.2万 |
|
| 2023-11-13 |
重回前高 |
卖出 |
28.10187 |
15200.0 |
¥42.7万 |
|
| 2023-11-23 |
黄金分割买点 |
买入 |
27.237209999999997 |
15700.0 |
¥42.8万 |
|
| 2023-12-06 |
跌破0.618止损 |
卖出 |
26.42355 |
15700.0 |
¥41.5万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
24.504479999999997 |
16700.0 |
¥40.9万 |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
24.43554 |
16700.0 |
¥40.8万 |
止损触发 |
| 2024-07-31 |
黄金分割买点 |
买入 |
23.113089999999996 |
17900.0 |
¥41.4万 |
|
| 2024-08-19 |
跌破0.618止损 |
卖出 |
21.35 |
17900.0 |
¥38.2万 |
止损触发 |
| 2024-11-04 |
黄金分割买点 |
买入 |
25.34532 |
15000.0 |
¥38.0万 |
|
| 2025-01-02 |
跌破0.618止损 |
卖出 |
27.22275 |
15000.0 |
¥40.8万 |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
28.6286 |
14300.0 |
¥41.0万 |
|
| 2025-03-28 |
跌破0.618止损 |
卖出 |
26.683290000000003 |
14300.0 |
¥38.1万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
26.506479999999996 |
14200.0 |
¥37.7万 |
|
| 2025-07-01 |
重回前高 |
卖出 |
28.4715 |
14200.0 |
¥40.4万 |
|
| 2025-07-10 |
黄金分割买点 |
买入 |
27.727699999999995 |
14600.0 |
¥40.5万 |
|
| 2025-08-26 |
重回前高 |
卖出 |
35.85411 |
14600.0 |
¥52.3万 |
|
| 2025-09-03 |
黄金分割买点 |
买入 |
35.83579999999999 |
14700.0 |
¥52.7万 |
|
| 2025-12-08 |
重回前高 |
卖出 |
49.5504 |
14700.0 |
¥72.8万 |
|
| 2026-01-29 |
黄金分割买点 |
买入 |
92.69259999999998 |
7700.0 |
¥71.4万 |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
78.97095 |
7700.0 |
¥60.8万 |
止损触发 |
| 2026-05-15 |
黄金分割买点 |
买入 |
99.09899999999999 |
6100.0 |
¥60.5万 |
|
| 2026-05-20 |
跌破0.618止损 |
卖出 |
84.915 |
6100.0 |
¥51.8万 |
止损触发 |