600372 中航机载 — 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: ¥32.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -67.46%）
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 56 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 |
2015-04-10 |
2015-04-17 |
29.428215816999998 |
32.967 |
¥12.0万 |
+11.99% |
重回前高 |
| 2 |
2015-06-19 |
2015-06-29 |
41.183481339 |
37.4625 |
¥-10.0万 |
-9.06% |
跌破0.618止损 |
| 3 |
2015-07-31 |
2015-08-04 |
33.743820109999994 |
28.51 |
¥-15.4万 |
-15.54% |
跌破0.618止损 |
| 4 |
2015-08-19 |
2015-08-24 |
31.911440561000003 |
27.971999999999998 |
¥-9.6万 |
-12.37% |
跌破0.618止损 |
| 5 |
2015-10-28 |
2015-11-03 |
27.0351081 |
25.56441 |
¥-4.0万 |
-5.47% |
跌破0.618止损 |
| 6 |
2015-11-18 |
2015-12-31 |
28.398517000000002 |
24.965009999999996 |
¥-8.8万 |
-12.12% |
跌破0.618止损 |
| 7 |
2016-04-12 |
2016-05-10 |
19.645511886 |
18.13185 |
¥-5.0万 |
-7.73% |
跌破0.618止损 |
| 8 |
2016-07-04 |
2016-07-05 |
19.925875969999996 |
22.44753 |
¥7.3万 |
+12.62% |
重回前高 |
| 9 |
2016-07-19 |
2016-08-02 |
20.957215278999996 |
19.71027 |
¥-4.0万 |
-5.98% |
跌破0.618止损 |
| 10 |
2016-08-09 |
2016-09-13 |
20.576721164999995 |
19.57041 |
¥-3.0万 |
-4.92% |
跌破0.618止损 |
| 11 |
2017-08-24 |
2017-10-20 |
16.521454949999995 |
16.01397 |
¥-1.8万 |
-3.10% |
跌破0.618止损 |
| 12 |
2018-02-28 |
2018-03-27 |
13.026916902999998 |
15.384600000000002 |
¥10.2万 |
+18.06% |
重回前高 |
| 13 |
2018-05-02 |
2018-05-29 |
14.398698313999999 |
14.2857 |
¥-5,430 |
-0.81% |
跌破0.618止损 |
| 14 |
2018-07-04 |
2018-07-20 |
13.958126181999999 |
12.597389999999999 |
¥-6.6万 |
-9.78% |
跌破0.618止损 |
| 15 |
2018-07-24 |
2018-08-20 |
13.948113179 |
12.05793 |
¥-8.2万 |
-13.58% |
跌破0.618止损 |
| 16 |
2018-08-24 |
2018-09-14 |
12.566318765 |
14.985 |
¥10.0万 |
+19.21% |
重回前高 |
| 17 |
2018-10-09 |
2018-10-12 |
13.878022157999997 |
12.987000000000002 |
¥-4.0万 |
-6.45% |
跌破0.618止损 |
| 18 |
2018-10-29 |
2018-12-28 |
13.60408 |
13.09689 |
¥-2.2万 |
-3.76% |
跌破0.618止损 |
| 19 |
2019-01-10 |
2019-01-24 |
14.258516272 |
13.75623 |
¥-2.0万 |
-3.55% |
跌破0.618止损 |
| 20 |
2019-02-14 |
2019-03-12 |
14.388685311 |
17.652330000000003 |
¥12.3万 |
+22.65% |
重回前高 |
| 21 |
2019-03-27 |
2019-04-30 |
16.421324919999996 |
15.31467 |
¥-4.5万 |
-6.77% |
跌破0.618止损 |
| 22 |
2019-08-30 |
2019-09-27 |
14.729127412999999 |
14.23575 |
¥-2.1万 |
-3.38% |
跌破0.618止损 |
| 23 |
2019-12-23 |
2020-01-07 |
14.178412247999999 |
15.4845 |
¥5.5万 |
+9.18% |
重回前高 |
| 24 |
2020-01-16 |
2020-02-04 |
14.839270445999999 |
12.3 |
¥-11.2万 |
-17.14% |
跌破0.618止损 |
| 25 |
2020-02-26 |
2020-03-13 |
14.298568283999996 |
12.987 |
¥-4.9万 |
-9.20% |
跌破0.618止损 |
| 26 |
2020-05-08 |
2020-05-26 |
14.098308223999998 |
13.22676 |
¥-3.1万 |
-6.21% |
跌破0.618止损 |
| 27 |
2020-06-03 |
2020-07-09 |
13.574071 |
16.2837 |
¥9.2万 |
+19.93% |
重回前高 |
| 28 |
2020-08-13 |
2020-09-07 |
19.32509579 |
16.94304 |
¥-6.8万 |
-12.35% |
跌破0.618止损 |
| 29 |
2020-11-24 |
2020-12-02 |
17.883223358 |
18.24174 |
¥9,532 |
+1.97% |
重回前高 |
| 30 |
2020-12-10 |
2020-12-16 |
17.082183117999996 |
16.63335 |
¥-1.3万 |
-2.66% |
跌破0.618止损 |
| 31 |
2020-12-21 |
2020-12-31 |
17.312482186999997 |
18.781200000000002 |
¥4.1万 |
+8.45% |
重回前高 |
| 32 |
2021-01-25 |
2021-01-27 |
20.376461104999997 |
18.2817 |
¥-5.4万 |
-10.31% |
跌破0.618止损 |
| 33 |
2021-06-30 |
2021-07-05 |
16.170999844999997 |
14.9 |
¥-3.7万 |
-7.89% |
跌破0.618止损 |
| 34 |
2021-07-13 |
2021-07-15 |
16.080882818 |
15.44454 |
¥-1.7万 |
-3.99% |
跌破0.618止损 |
| 35 |
2021-07-23 |
2021-07-29 |
16.211051857 |
15.84 |
¥-9,583 |
-2.32% |
跌破0.618止损 |
| 36 |
2021-08-17 |
2021-09-29 |
18.293756480999996 |
16.87311 |
¥-3.2万 |
-7.79% |
跌破0.618止损 |
| 37 |
2021-11-03 |
2021-12-06 |
18.574120564999998 |
20.91906 |
¥4.7万 |
+12.59% |
重回前高 |
| 38 |
2022-01-10 |
2022-01-14 |
20.12613603 |
18.92106 |
¥-2.5万 |
-6.02% |
跌破0.618止损 |
| 39 |
2022-03-25 |
2022-04-01 |
19.955914978999996 |
18.491490000000002 |
¥-2.9万 |
-7.37% |
跌破0.618止损 |
| 40 |
2022-05-06 |
2022-06-13 |
17.502729244 |
22.637340000000002 |
¥10.5万 |
+29.30% |
重回前高 |
| 41 |
2022-06-17 |
2022-08-15 |
19.134848733 |
19.23075 |
¥2,208 |
+0.47% |
跌破0.618止损 |
| 42 |
2023-02-22 |
2023-04-20 |
17.32249519 |
16.20378 |
¥-3.1万 |
-6.49% |
跌破0.618止损 |
| 43 |
2023-07-19 |
2023-08-22 |
15.680362697999998 |
14.685300000000002 |
¥-2.8万 |
-6.37% |
跌破0.618止损 |
| 44 |
2024-03-01 |
2024-03-28 |
11.865408554999998 |
11.05 |
¥-2.9万 |
-6.90% |
跌破0.618止损 |
| 45 |
2024-03-29 |
2024-04-30 |
11.695187504 |
12.33765 |
¥2.1万 |
+5.46% |
重回前高 |
| 46 |
2024-05-28 |
2024-06-26 |
11.895447564 |
11.538450000000001 |
¥-1.2万 |
-3.03% |
跌破0.618止损 |
| 47 |
2024-07-01 |
2024-07-05 |
11.975551588 |
11.518469999999999 |
¥-1.5万 |
-3.85% |
跌破0.618止损 |
| 48 |
2024-07-15 |
2024-07-31 |
11.905460566999999 |
12.66732 |
¥2.4万 |
+6.37% |
重回前高 |
| 49 |
2024-08-13 |
2024-08-22 |
12.315993689999999 |
11.85813 |
¥-1.5万 |
-3.75% |
跌破0.618止损 |
| 50 |
2024-10-16 |
2024-12-26 |
12.61638378 |
12.26 |
¥-1.1万 |
-2.85% |
跌破0.618止损 |
| 51 |
2025-03-13 |
2025-04-01 |
12.025616602999998 |
11.14884 |
¥-2.8万 |
-7.32% |
跌破0.618止损 |
| 52 |
2025-04-22 |
2025-04-30 |
11.114433329999999 |
10.73925 |
¥-1.2万 |
-3.40% |
跌破0.618止损 |
| 53 |
2025-05-08 |
2025-07-21 |
11.31469339 |
12.207780000000001 |
¥2.7万 |
+7.86% |
重回前高 |
| 54 |
2025-09-09 |
2025-09-17 |
12.143642 |
11.99799 |
¥-4,463 |
-1.23% |
跌破0.618止损 |
| 55 |
2026-01-14 |
2026-03-17 |
14.919374469999998 |
14.105879999999999 |
¥-2.0万 |
-5.48% |
跌破0.618止损 |
| 56 |
2026-08-11 |
2026-08-20 |
11.41482342 |
10.87 |
¥-1.6万 |
-4.80% |
跌破0.618止损 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-10 |
黄金分割买点 |
买入 |
29.419389999999996 |
33900.0 |
¥99.8万 |
|
| 2015-04-17 |
重回前高 |
卖出 |
32.967 |
33900.0 |
¥1.12M |
|
| 2015-06-19 |
黄金分割买点 |
买入 |
41.17113 |
26700.0 |
¥1.10M |
|
| 2015-06-29 |
跌破0.618止损 |
卖出 |
37.4625 |
26700.0 |
¥100.0万 |
止损触发 |
| 2015-07-31 |
黄金分割买点 |
买入 |
33.7337 |
29400.0 |
¥99.2万 |
|
| 2015-08-04 |
跌破0.618止损 |
卖出 |
28.51 |
29400.0 |
¥83.8万 |
止损触发 |
| 2015-08-19 |
黄金分割买点 |
买入 |
31.90187 |
24300.0 |
¥77.5万 |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
27.971999999999998 |
24300.0 |
¥68.0万 |
止损触发 |
| 2015-10-28 |
黄金分割买点 |
买入 |
27.026999999999997 |
27200.0 |
¥73.5万 |
|
| 2015-11-03 |
跌破0.618止损 |
卖出 |
25.56441 |
27200.0 |
¥69.5万 |
止损触发 |
| 2015-11-18 |
黄金分割买点 |
买入 |
28.39 |
25600.0 |
¥72.7万 |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
24.965009999999996 |
25600.0 |
¥63.9万 |
止损触发 |
| 2016-04-12 |
黄金分割买点 |
买入 |
19.639619999999997 |
32600.0 |
¥64.0万 |
|
| 2016-05-10 |
跌破0.618止损 |
卖出 |
18.13185 |
32600.0 |
¥59.1万 |
止损触发 |
| 2016-07-04 |
黄金分割买点 |
买入 |
19.919899999999995 |
29200.0 |
¥58.2万 |
|
| 2016-07-05 |
重回前高 |
卖出 |
22.44753 |
29200.0 |
¥65.5万 |
|
| 2016-07-19 |
黄金分割买点 |
买入 |
20.950929999999996 |
31700.0 |
¥66.4万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
19.71027 |
31700.0 |
¥62.5万 |
止损触发 |
| 2016-08-09 |
黄金分割买点 |
买入 |
20.570549999999997 |
30000.0 |
¥61.7万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
19.57041 |
30000.0 |
¥58.7万 |
止损触发 |
| 2017-08-24 |
黄金分割买点 |
买入 |
16.516499999999997 |
35900.0 |
¥59.3万 |
|
| 2017-10-20 |
跌破0.618止损 |
卖出 |
16.01397 |
35900.0 |
¥57.5万 |
止损触发 |
| 2018-02-28 |
黄金分割买点 |
买入 |
13.023009999999998 |
43200.0 |
¥56.3万 |
|
| 2018-03-27 |
重回前高 |
卖出 |
15.384600000000002 |
43200.0 |
¥66.4万 |
|
| 2018-05-02 |
黄金分割买点 |
买入 |
14.39438 |
46300.0 |
¥66.7万 |
|
| 2018-05-29 |
跌破0.618止损 |
卖出 |
14.2857 |
46300.0 |
¥66.1万 |
止损触发 |
| 2018-07-04 |
黄金分割买点 |
买入 |
13.95394 |
48200.0 |
¥67.3万 |
|
| 2018-07-20 |
跌破0.618止损 |
卖出 |
12.597389999999999 |
48200.0 |
¥60.7万 |
止损触发 |
| 2018-07-24 |
黄金分割买点 |
买入 |
13.943929999999998 |
43400.0 |
¥60.5万 |
|
| 2018-08-20 |
跌破0.618止损 |
卖出 |
12.05793 |
43400.0 |
¥52.3万 |
止损触发 |
| 2018-08-24 |
黄金分割买点 |
买入 |
12.56255 |
41400.0 |
¥52.0万 |
|
| 2018-09-14 |
重回前高 |
卖出 |
14.985 |
41400.0 |
¥62.0万 |
|
| 2018-10-09 |
黄金分割买点 |
买入 |
13.873859999999997 |
44900.0 |
¥62.3万 |
|
| 2018-10-12 |
跌破0.618止损 |
卖出 |
12.987000000000002 |
44900.0 |
¥58.3万 |
止损触发 |
| 2018-10-29 |
黄金分割买点 |
买入 |
13.6 |
42800.0 |
¥58.2万 |
|
| 2018-12-28 |
跌破0.618止损 |
卖出 |
13.09689 |
42800.0 |
¥56.0万 |
止损触发 |
| 2019-01-10 |
黄金分割买点 |
买入 |
14.25424 |
39200.0 |
¥55.9万 |
|
| 2019-01-24 |
跌破0.618止损 |
卖出 |
13.75623 |
39200.0 |
¥53.9万 |
止损触发 |
| 2019-02-14 |
黄金分割买点 |
买入 |
14.384369999999997 |
37600.0 |
¥54.1万 |
|
| 2019-03-12 |
重回前高 |
卖出 |
17.652330000000003 |
37600.0 |
¥66.4万 |
|
| 2019-03-27 |
黄金分割买点 |
买入 |
16.416399999999996 |
40500.0 |
¥66.5万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
15.31467 |
40500.0 |
¥62.0万 |
止损触发 |
| 2019-08-30 |
黄金分割买点 |
买入 |
14.724709999999998 |
42000.0 |
¥61.9万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
14.23575 |
42000.0 |
¥59.8万 |
止损触发 |
| 2019-12-23 |
黄金分割买点 |
买入 |
14.174159999999999 |
42000.0 |
¥59.5万 |
|
| 2020-01-07 |
重回前高 |
卖出 |
15.4845 |
42000.0 |
¥65.0万 |
|
| 2020-01-16 |
黄金分割买点 |
买入 |
14.834819999999999 |
44000.0 |
¥65.3万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
12.3 |
44000.0 |
¥54.1万 |
止损触发 |
| 2020-02-26 |
黄金分割买点 |
买入 |
14.294279999999997 |
37200.0 |
¥53.2万 |
|
| 2020-03-13 |
跌破0.618止损 |
卖出 |
12.987 |
37200.0 |
¥48.3万 |
止损触发 |
| 2020-05-08 |
黄金分割买点 |
买入 |
14.094079999999998 |
35000.0 |
¥49.3万 |
|
| 2020-05-26 |
跌破0.618止损 |
卖出 |
13.22676 |
35000.0 |
¥46.3万 |
止损触发 |
| 2020-06-03 |
黄金分割买点 |
买入 |
13.57 |
34100.0 |
¥46.3万 |
|
| 2020-07-09 |
重回前高 |
卖出 |
16.2837 |
34100.0 |
¥55.5万 |
|
| 2020-08-13 |
黄金分割买点 |
买入 |
19.3193 |
28600.0 |
¥55.3万 |
|
| 2020-09-07 |
跌破0.618止损 |
卖出 |
16.94304 |
28600.0 |
¥48.4万 |
止损触发 |
| 2020-11-24 |
黄金分割买点 |
买入 |
17.87786 |
27000.0 |
¥48.3万 |
|
| 2020-12-02 |
重回前高 |
卖出 |
18.24174 |
27000.0 |
¥49.2万 |
|
| 2020-12-10 |
黄金分割买点 |
买入 |
17.077059999999996 |
28800.0 |
¥49.2万 |
|
| 2020-12-16 |
跌破0.618止损 |
卖出 |
16.63335 |
28800.0 |
¥47.9万 |
止损触发 |
| 2020-12-21 |
黄金分割买点 |
买入 |
17.30729 |
27900.0 |
¥48.3万 |
|
| 2020-12-31 |
重回前高 |
卖出 |
18.781200000000002 |
27900.0 |
¥52.4万 |
|
| 2021-01-25 |
黄金分割买点 |
买入 |
20.37035 |
25700.0 |
¥52.4万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
18.2817 |
25700.0 |
¥47.0万 |
止损触发 |
| 2021-06-30 |
黄金分割买点 |
买入 |
16.16615 |
28900.0 |
¥46.7万 |
|
| 2021-07-05 |
跌破0.618止损 |
卖出 |
14.9 |
28900.0 |
¥43.0万 |
止损触发 |
| 2021-07-13 |
黄金分割买点 |
买入 |
16.07606 |
26800.0 |
¥43.1万 |
|
| 2021-07-15 |
跌破0.618止损 |
卖出 |
15.44454 |
26800.0 |
¥41.4万 |
止损触发 |
| 2021-07-23 |
黄金分割买点 |
买入 |
16.20619 |
25500.0 |
¥41.3万 |
|
| 2021-07-29 |
跌破0.618止损 |
卖出 |
15.84 |
25500.0 |
¥40.4万 |
止损触发 |
| 2021-08-17 |
黄金分割买点 |
买入 |
18.288269999999997 |
22100.0 |
¥40.4万 |
|
| 2021-09-29 |
跌破0.618止损 |
卖出 |
16.87311 |
22100.0 |
¥37.3万 |
止损触发 |
| 2021-11-03 |
黄金分割买点 |
买入 |
18.56855 |
19900.0 |
¥37.0万 |
|
| 2021-12-06 |
重回前高 |
卖出 |
20.91906 |
19900.0 |
¥41.6万 |
|
| 2022-01-10 |
黄金分割买点 |
买入 |
20.1201 |
20900.0 |
¥42.1万 |
|
| 2022-01-14 |
跌破0.618止损 |
卖出 |
18.92106 |
20900.0 |
¥39.5万 |
止损触发 |
| 2022-03-25 |
黄金分割买点 |
买入 |
19.94993 |
19800.0 |
¥39.5万 |
|
| 2022-04-01 |
跌破0.618止损 |
卖出 |
18.491490000000002 |
19800.0 |
¥36.6万 |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
17.49748 |
20400.0 |
¥35.7万 |
|
| 2022-06-13 |
重回前高 |
卖出 |
22.637340000000002 |
20400.0 |
¥46.2万 |
|
| 2022-06-17 |
黄金分割买点 |
买入 |
19.129109999999997 |
24500.0 |
¥46.9万 |
|
| 2022-08-15 |
跌破0.618止损 |
卖出 |
19.23075 |
24500.0 |
¥47.1万 |
止损触发 |
| 2023-02-22 |
黄金分割买点 |
买入 |
17.3173 |
27200.0 |
¥47.1万 |
|
| 2023-04-20 |
跌破0.618止损 |
卖出 |
16.20378 |
27200.0 |
¥44.1万 |
止损触发 |
| 2023-07-19 |
黄金分割买点 |
买入 |
15.675659999999999 |
28200.0 |
¥44.2万 |
|
| 2023-08-22 |
跌破0.618止损 |
卖出 |
14.685300000000002 |
28200.0 |
¥41.4万 |
止损触发 |
| 2024-03-01 |
黄金分割买点 |
买入 |
11.861849999999999 |
34900.0 |
¥41.4万 |
|
| 2024-03-28 |
跌破0.618止损 |
卖出 |
11.05 |
34900.0 |
¥38.6万 |
止损触发 |
| 2024-03-29 |
黄金分割买点 |
买入 |
11.691679999999998 |
32900.0 |
¥38.5万 |
|
| 2024-04-30 |
重回前高 |
卖出 |
12.33765 |
32900.0 |
¥40.6万 |
|
| 2024-05-28 |
黄金分割买点 |
买入 |
11.891879999999999 |
34000.0 |
¥40.4万 |
|
| 2024-06-26 |
跌破0.618止损 |
卖出 |
11.538450000000001 |
34000.0 |
¥39.2万 |
止损触发 |
| 2024-07-01 |
黄金分割买点 |
买入 |
11.97196 |
32900.0 |
¥39.4万 |
|
| 2024-07-05 |
跌破0.618止损 |
卖出 |
11.518469999999999 |
32900.0 |
¥37.9万 |
止损触发 |
| 2024-07-15 |
黄金分割买点 |
买入 |
11.90189 |
31900.0 |
¥38.0万 |
|
| 2024-07-31 |
重回前高 |
卖出 |
12.66732 |
31900.0 |
¥40.4万 |
|
| 2024-08-13 |
黄金分割买点 |
买入 |
12.312299999999999 |
32700.0 |
¥40.3万 |
|
| 2024-08-22 |
跌破0.618止损 |
卖出 |
11.85813 |
32700.0 |
¥38.8万 |
止损触发 |
| 2024-10-16 |
黄金分割买点 |
买入 |
12.6126 |
30500.0 |
¥38.5万 |
|
| 2024-12-26 |
跌破0.618止损 |
卖出 |
12.26 |
30500.0 |
¥37.4万 |
止损触发 |
| 2025-03-13 |
黄金分割买点 |
买入 |
12.022009999999998 |
31300.0 |
¥37.6万 |
|
| 2025-04-01 |
跌破0.618止损 |
卖出 |
11.14884 |
31300.0 |
¥34.9万 |
止损触发 |
| 2025-04-22 |
黄金分割买点 |
买入 |
11.111099999999999 |
31400.0 |
¥34.9万 |
|
| 2025-04-30 |
跌破0.618止损 |
卖出 |
10.73925 |
31400.0 |
¥33.7万 |
止损触发 |
| 2025-05-08 |
黄金分割买点 |
买入 |
11.3113 |
29800.0 |
¥33.7万 |
|
| 2025-07-21 |
重回前高 |
卖出 |
12.207780000000001 |
29800.0 |
¥36.4万 |
|
| 2025-09-09 |
黄金分割买点 |
买入 |
12.14 |
29900.0 |
¥36.3万 |
|
| 2025-09-17 |
跌破0.618止损 |
卖出 |
11.99799 |
29900.0 |
¥35.9万 |
止损触发 |
| 2026-01-14 |
黄金分割买点 |
买入 |
14.9149 |
24100.0 |
¥36.0万 |
|
| 2026-03-17 |
跌破0.618止损 |
卖出 |
14.105879999999999 |
24100.0 |
¥34.0万 |
止损触发 |
| 2026-08-11 |
黄金分割买点 |
买入 |
11.411399999999999 |
29400.0 |
¥33.6万 |
|
| 2026-08-20 |
跌破0.618止损 |
卖出 |
10.87 |
29400.0 |
¥31.9万 |
止损触发 |