600221 海航控股 — 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: ¥99.8万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -0.22%）
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 30 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 |
2015-07-22 |
2015-07-28 |
5.50715165 |
4.90509 |
¥-10.6万 |
-10.96% |
跌破0.618止损 |
| 2 |
2015-08-05 |
2015-08-13 |
5.761728 |
5.27472 |
¥-7.6万 |
-8.48% |
跌破0.618止损 |
| 3 |
2015-11-26 |
2015-11-30 |
4.055266215 |
3.8161799999999997 |
¥-4.8万 |
-5.92% |
跌破0.618止损 |
| 4 |
2016-05-24 |
2016-05-26 |
3.250975 |
3.1468499999999997 |
¥-2.5万 |
-3.23% |
跌破0.618止损 |
| 5 |
2016-07-25 |
2016-09-13 |
3.334329999 |
3.24675 |
¥-2.0万 |
-2.66% |
跌破0.618止损 |
| 6 |
2018-11-09 |
2018-12-24 |
2.0006 |
1.88811 |
¥-4.0万 |
-5.65% |
跌破0.618止损 |
| 7 |
2019-03-11 |
2019-04-30 |
2.242912672 |
2.11788 |
¥-3.8万 |
-5.60% |
跌破0.618止损 |
| 8 |
2019-05-06 |
2019-05-07 |
2.1327696389999997 |
2.08791 |
¥-1.3万 |
-2.13% |
跌破0.618止损 |
| 9 |
2020-03-04 |
2020-03-20 |
1.7522755249999997 |
1.6283699999999999 |
¥-4.4万 |
-7.10% |
跌破0.618止损 |
| 10 |
2020-06-03 |
2020-06-24 |
1.6705009999999998 |
1.50849 |
¥-5.6万 |
-9.73% |
跌破0.618止损 |
| 11 |
2020-07-03 |
2020-09-10 |
1.5920674769999996 |
1.88811 |
¥9.9万 |
+18.56% |
重回前高 |
| 12 |
2020-09-11 |
2020-10-16 |
1.7022105099999996 |
1.6983000000000001 |
¥-1,628 |
-0.26% |
跌破0.618止损 |
| 13 |
2021-01-28 |
2021-02-02 |
1.5304589999999998 |
1.3486500000000001 |
¥-7.5万 |
-11.91% |
跌破0.618止损 |
| 14 |
2021-03-03 |
2021-03-10 |
1.4618984379999997 |
1.35864 |
¥-3.9万 |
-7.09% |
跌破0.618止损 |
| 15 |
2021-03-19 |
2021-03-25 |
1.4118334229999998 |
1.64835 |
¥8.6万 |
+16.72% |
重回前高 |
| 16 |
2021-04-27 |
2021-05-25 |
1.6020804799999997 |
1.9380600000000001 |
¥12.5万 |
+20.94% |
重回前高 |
| 17 |
2021-07-06 |
2021-08-18 |
2.122756636 |
2.10789 |
¥-5,302 |
-0.73% |
跌破0.618止损 |
| 18 |
2021-09-02 |
2021-09-08 |
2.1828346539999997 |
2.5074899999999998 |
¥10.7万 |
+14.84% |
重回前高 |
| 19 |
2022-02-14 |
2022-03-09 |
1.9725615909999998 |
1.8981 |
¥-3.1万 |
-3.80% |
跌破0.618止损 |
| 20 |
2022-08-18 |
2022-12-06 |
1.491937447 |
1.78821 |
¥15.7万 |
+19.82% |
重回前高 |
| 21 |
2023-02-06 |
2023-03-08 |
1.782314534 |
1.76823 |
¥-7,813 |
-0.82% |
跌破0.618止损 |
| 22 |
2024-02-20 |
2024-03-06 |
1.4218464259999999 |
1.38861 |
¥-2.2万 |
-2.37% |
跌破0.618止损 |
| 23 |
2024-10-29 |
2024-11-04 |
1.2616383779999998 |
1.5984 |
¥24.6万 |
+26.65% |
重回前高 |
| 24 |
2024-11-14 |
2025-01-06 |
1.852405555 |
1.5784200000000002 |
¥-17.1万 |
-14.82% |
跌破0.618止损 |
| 25 |
2025-07-29 |
2025-09-17 |
1.542002462 |
1.6783200000000003 |
¥8.8万 |
+8.81% |
重回前高 |
| 26 |
2025-09-23 |
2025-12-19 |
1.632119489 |
1.6883099999999998 |
¥3.7万 |
+3.41% |
跌破0.618止损 |
| 27 |
2025-12-26 |
2026-01-09 |
1.752275525 |
1.72827 |
¥-1.6万 |
-1.40% |
跌破0.618止损 |
| 28 |
2026-05-11 |
2026-05-18 |
1.5920674769999996 |
1.4985 |
¥-6.5万 |
-5.91% |
跌破0.618止损 |
| 29 |
2026-06-02 |
2026-06-05 |
1.511963453 |
1.48851 |
¥-1.6万 |
-1.58% |
跌破0.618止损 |
| 30 |
2026-06-16 |
2026-06-18 |
1.511963453 |
1.46853 |
¥-3.0万 |
-2.90% |
跌破0.618止损 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-22 |
黄金分割买点 |
买入 |
5.5055 |
175700.0 |
¥96.8万 |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
4.90509 |
175700.0 |
¥86.2万 |
止损触发 |
| 2015-08-05 |
黄金分割买点 |
买入 |
5.76 |
154900.0 |
¥89.2万 |
|
| 2015-08-13 |
跌破0.618止损 |
卖出 |
5.27472 |
154900.0 |
¥81.7万 |
止损触发 |
| 2015-11-26 |
黄金分割买点 |
买入 |
4.054049999999999 |
200800.0 |
¥81.4万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
3.8161799999999997 |
200800.0 |
¥76.6万 |
止损触发 |
| 2016-05-24 |
黄金分割买点 |
买入 |
3.25 |
236100.0 |
¥76.8万 |
|
| 2016-05-26 |
跌破0.618止损 |
卖出 |
3.1468499999999997 |
236100.0 |
¥74.3万 |
止损触发 |
| 2016-07-25 |
黄金分割买点 |
买入 |
3.3333299999999997 |
222300.0 |
¥74.1万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
3.24675 |
222300.0 |
¥72.2万 |
止损触发 |
| 2018-11-09 |
黄金分割买点 |
买入 |
2.0 |
357900.0 |
¥71.6万 |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
1.88811 |
357900.0 |
¥67.6万 |
止损触发 |
| 2019-03-11 |
黄金分割买点 |
买入 |
2.24224 |
304800.0 |
¥68.4万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
2.11788 |
304800.0 |
¥64.5万 |
止损触发 |
| 2019-05-06 |
黄金分割买点 |
买入 |
2.1321299999999996 |
294300.0 |
¥62.8万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
2.08791 |
294300.0 |
¥61.4万 |
止损触发 |
| 2020-03-04 |
黄金分割买点 |
买入 |
1.7517499999999997 |
354600.0 |
¥62.1万 |
|
| 2020-03-20 |
跌破0.618止损 |
卖出 |
1.6283699999999999 |
354600.0 |
¥57.7万 |
止损触发 |
| 2020-06-03 |
黄金分割买点 |
买入 |
1.67 |
345400.0 |
¥57.7万 |
|
| 2020-06-24 |
跌破0.618止损 |
卖出 |
1.50849 |
345400.0 |
¥52.1万 |
止损触发 |
| 2020-07-03 |
黄金分割买点 |
买入 |
1.5915899999999998 |
334200.0 |
¥53.2万 |
|
| 2020-09-10 |
重回前高 |
卖出 |
1.88811 |
334200.0 |
¥63.1万 |
|
| 2020-09-11 |
黄金分割买点 |
买入 |
1.7016999999999995 |
368300.0 |
¥62.7万 |
|
| 2020-10-16 |
跌破0.618止损 |
卖出 |
1.6983000000000001 |
368300.0 |
¥62.5万 |
止损触发 |
| 2021-01-28 |
黄金分割买点 |
买入 |
1.53 |
410500.0 |
¥62.8万 |
|
| 2021-02-02 |
跌破0.618止损 |
卖出 |
1.3486500000000001 |
410500.0 |
¥55.3万 |
止损触发 |
| 2021-03-03 |
黄金分割买点 |
买入 |
1.4614599999999998 |
376600.0 |
¥55.1万 |
|
| 2021-03-10 |
跌破0.618止损 |
卖出 |
1.35864 |
376600.0 |
¥51.2万 |
止损触发 |
| 2021-03-19 |
黄金分割买点 |
买入 |
1.4114099999999998 |
365000.0 |
¥51.5万 |
|
| 2021-03-25 |
重回前高 |
卖出 |
1.64835 |
365000.0 |
¥60.1万 |
|
| 2021-04-27 |
黄金分割买点 |
买入 |
1.6016 |
373000.0 |
¥59.8万 |
|
| 2021-05-25 |
重回前高 |
卖出 |
1.9380600000000001 |
373000.0 |
¥72.3万 |
|
| 2021-07-06 |
黄金分割买点 |
买入 |
2.12212 |
342100.0 |
¥72.6万 |
|
| 2021-08-18 |
跌破0.618止损 |
卖出 |
2.10789 |
342100.0 |
¥72.1万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
2.18218 |
330200.0 |
¥72.1万 |
|
| 2021-09-08 |
重回前高 |
卖出 |
2.5074899999999998 |
330200.0 |
¥82.8万 |
|
| 2022-02-14 |
黄金分割买点 |
买入 |
1.9719699999999998 |
417400.0 |
¥82.3万 |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
1.8981 |
417400.0 |
¥79.2万 |
止损触发 |
| 2022-08-18 |
黄金分割买点 |
买入 |
1.4914899999999998 |
530200.0 |
¥79.1万 |
|
| 2022-12-06 |
重回前高 |
卖出 |
1.78821 |
530200.0 |
¥94.8万 |
|
| 2023-02-06 |
黄金分割买点 |
买入 |
1.78178 |
534600.0 |
¥95.3万 |
|
| 2023-03-08 |
跌破0.618止损 |
卖出 |
1.76823 |
534600.0 |
¥94.5万 |
止损触发 |
| 2024-02-20 |
黄金分割买点 |
买入 |
1.4214199999999997 |
660000.0 |
¥93.8万 |
|
| 2024-03-06 |
跌破0.618止损 |
卖出 |
1.38861 |
660000.0 |
¥91.6万 |
止损触发 |
| 2024-10-29 |
黄金分割买点 |
买入 |
1.2612599999999998 |
731500.0 |
¥92.3万 |
|
| 2024-11-04 |
重回前高 |
卖出 |
1.5984 |
731500.0 |
¥1.17M |
|
| 2024-11-14 |
黄金分割买点 |
买入 |
1.8518499999999998 |
624000.0 |
¥1.16M |
|
| 2025-01-06 |
跌破0.618止损 |
卖出 |
1.5784200000000002 |
624000.0 |
¥98.5万 |
止损触发 |
| 2025-07-29 |
黄金分割买点 |
买入 |
1.54154 |
646900.0 |
¥99.8万 |
|
| 2025-09-17 |
重回前高 |
卖出 |
1.6783200000000003 |
646900.0 |
¥1.09M |
|
| 2025-09-23 |
黄金分割买点 |
买入 |
1.6316299999999997 |
660800.0 |
¥1.08M |
|
| 2025-12-19 |
跌破0.618止损 |
卖出 |
1.6883099999999998 |
660800.0 |
¥1.12M |
止损触发 |
| 2025-12-26 |
黄金分割买点 |
买入 |
1.7517500000000001 |
636600.0 |
¥1.12M |
|
| 2026-01-09 |
跌破0.618止损 |
卖出 |
1.72827 |
636600.0 |
¥1.10M |
止损触发 |
| 2026-05-11 |
黄金分割买点 |
买入 |
1.5915899999999996 |
690500.0 |
¥1.10M |
|
| 2026-05-18 |
跌破0.618止损 |
卖出 |
1.4985 |
690500.0 |
¥1.03M |
止损触发 |
| 2026-06-02 |
黄金分割买点 |
买入 |
1.51151 |
684300.0 |
¥1.03M |
|
| 2026-06-05 |
跌破0.618止损 |
卖出 |
1.48851 |
684300.0 |
¥1.02M |
止损触发 |
| 2026-06-16 |
黄金分割买点 |
买入 |
1.51151 |
673600.0 |
¥1.02M |
|
| 2026-06-18 |
跌破0.618止损 |
卖出 |
1.46853 |
673600.0 |
¥98.9万 |
止损触发 |