600515 海南机场 — 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: ¥69.9万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -30.10%）
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 39 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 |
2016-01-04 |
2016-01-06 |
16.341220895999996 |
14.99499 |
¥-8.1万 |
-8.27% |
跌破0.618止损 |
| 2 |
2016-02-18 |
2016-02-29 |
16.080882818 |
13.3866 |
¥-15.2万 |
-16.78% |
跌破0.618止损 |
| 3 |
2016-04-01 |
2016-04-29 |
13.847983148999997 |
12.907079999999999 |
¥-5.2万 |
-6.82% |
跌破0.618止损 |
| 4 |
2016-06-16 |
2016-09-02 |
13.297267983999998 |
12.957030000000001 |
¥-1.8万 |
-2.59% |
跌破0.618止损 |
| 5 |
2017-02-13 |
2017-04-25 |
12.035629605999999 |
11.22876 |
¥-4.7万 |
-6.73% |
跌破0.618止损 |
| 6 |
2017-07-25 |
2017-08-08 |
10.653835191999999 |
11.62836 |
¥5.9万 |
+9.11% |
重回前高 |
| 7 |
2017-10-18 |
2017-11-15 |
13.237189965999997 |
13.386600000000001 |
¥7,750 |
+1.10% |
跌破0.618止损 |
| 8 |
2018-01-17 |
2018-01-22 |
13.086994921 |
11.94804 |
¥-6.2万 |
-8.73% |
跌破0.618止损 |
| 9 |
2018-11-21 |
2018-12-11 |
5.5572166649999994 |
5.2347600000000005 |
¥-3.7万 |
-5.83% |
跌破0.618止损 |
| 10 |
2019-04-26 |
2019-05-07 |
6.0178148029999985 |
5.264729999999999 |
¥-7.7万 |
-12.54% |
跌破0.618止损 |
| 11 |
2020-02-18 |
2020-03-12 |
4.766189427999999 |
5.994 |
¥13.8万 |
+25.72% |
重回前高 |
| 12 |
2020-03-19 |
2020-04-14 |
5.256826574999999 |
4.8951 |
¥-4.6万 |
-6.91% |
跌破0.618止损 |
| 13 |
2020-06-03 |
2020-06-05 |
5.346943601999999 |
5.07492 |
¥-3.1万 |
-5.12% |
跌破0.618止损 |
| 14 |
2020-06-17 |
2020-06-23 |
5.376982610999999 |
4.995 |
¥-4.2万 |
-7.13% |
跌破0.618止损 |
| 15 |
2020-07-03 |
2020-07-08 |
5.477112641 |
6.883109999999999 |
¥14.3万 |
+25.63% |
重回前高 |
| 16 |
2020-07-28 |
2020-09-15 |
7.0091021 |
9.90009 |
¥28.9万 |
+41.20% |
重回前高 |
| 17 |
2021-01-27 |
2021-02-23 |
6.748764021999999 |
6.50349 |
¥-3.5万 |
-3.66% |
跌破0.618止损 |
| 18 |
2021-03-10 |
2021-04-12 |
8.120545432999997 |
9.74025 |
¥19.0万 |
+19.91% |
重回前高 |
| 19 |
2021-06-11 |
2021-06-30 |
10.954225281999998 |
9.97002 |
¥-10.3万 |
-9.01% |
跌破0.618止损 |
| 20 |
2021-07-27 |
2021-08-10 |
11.354745401999999 |
10.31967 |
¥-9.5万 |
-9.14% |
跌破0.618止损 |
| 21 |
2021-08-13 |
2021-08-31 |
11.354745401999999 |
11.938049999999999 |
¥4.8万 |
+5.11% |
重回前高 |
| 22 |
2021-09-15 |
2021-09-17 |
11.084394320999998 |
10.3896 |
¥-5.9万 |
-6.30% |
跌破0.618止损 |
| 23 |
2021-09-30 |
2021-10-11 |
11.41482342 |
10.59939 |
¥-6.6万 |
-7.17% |
跌破0.618止损 |
| 24 |
2022-04-11 |
2022-04-22 |
3.9951881969999996 |
3.48651 |
¥-11.0万 |
-12.76% |
跌破0.618止损 |
| 25 |
2022-11-01 |
2023-02-08 |
3.8349801489999997 |
4.44555 |
¥12.0万 |
+15.89% |
跌破0.618止损 |
| 26 |
2023-04-14 |
2023-05-10 |
4.646033391999999 |
4.35564 |
¥-5.5万 |
-6.28% |
跌破0.618止损 |
| 27 |
2023-12-13 |
2023-12-18 |
3.951185 |
3.7862099999999996 |
¥-3.5万 |
-4.20% |
跌破0.618止损 |
| 28 |
2024-03-18 |
2024-03-26 |
3.7348501189999994 |
3.5564400000000003 |
¥-3.8万 |
-4.81% |
跌破0.618止损 |
| 29 |
2024-05-20 |
2024-05-27 |
3.6247070859999995 |
3.46653 |
¥-3.3万 |
-4.39% |
跌破0.618止损 |
| 30 |
2024-07-22 |
2024-07-24 |
3.384395013999999 |
3.27672 |
¥-2.3万 |
-3.21% |
跌破0.618止损 |
| 31 |
2024-08-02 |
2024-08-28 |
3.384395014 |
3.1568400000000003 |
¥-4.7万 |
-6.75% |
跌破0.618止损 |
| 32 |
2024-09-26 |
2024-09-30 |
3.2542259749999993 |
3.62 |
¥7.3万 |
+11.21% |
重回前高 |
| 33 |
2024-12-19 |
2025-01-03 |
3.784915133999999 |
3.6263699999999996 |
¥-3.0万 |
-4.22% |
跌破0.618止损 |
| 34 |
2025-03-07 |
2025-04-08 |
3.834980149 |
3.3366599999999997 |
¥-9.0万 |
-13.02% |
跌破0.618止损 |
| 35 |
2025-04-17 |
2025-04-28 |
3.6247070859999995 |
3.5464499999999997 |
¥-1.3万 |
-2.19% |
跌破0.618止损 |
| 36 |
2025-07-09 |
2025-07-18 |
3.654746094999999 |
3.7062900000000005 |
¥8,079 |
+1.38% |
重回前高 |
| 37 |
2025-08-01 |
2025-11-04 |
3.925097175999999 |
5.3846099999999995 |
¥22.1万 |
+37.14% |
重回前高 |
| 38 |
2025-11-20 |
2025-12-17 |
4.986475494 |
4.6453500000000005 |
¥-5.6万 |
-6.87% |
跌破0.618止损 |
| 39 |
2025-12-31 |
2026-01-14 |
5.166709547999999 |
4.74525 |
¥-6.2万 |
-8.18% |
跌破0.618止损 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-01-04 |
黄金分割买点 |
买入 |
16.336319999999997 |
59600.0 |
¥97.4万 |
|
| 2016-01-06 |
跌破0.618止损 |
卖出 |
14.99499 |
59600.0 |
¥89.3万 |
止损触发 |
| 2016-02-18 |
黄金分割买点 |
买入 |
16.07606 |
56300.0 |
¥90.5万 |
|
| 2016-02-29 |
跌破0.618止损 |
卖出 |
13.3866 |
56300.0 |
¥75.3万 |
止损触发 |
| 2016-04-01 |
黄金分割买点 |
买入 |
13.843829999999999 |
55300.0 |
¥76.6万 |
|
| 2016-04-29 |
跌破0.618止损 |
卖出 |
12.907079999999999 |
55300.0 |
¥71.4万 |
止损触发 |
| 2016-06-16 |
黄金分割买点 |
买入 |
13.293279999999998 |
53000.0 |
¥70.5万 |
|
| 2016-09-02 |
跌破0.618止损 |
卖出 |
12.957030000000001 |
53000.0 |
¥68.7万 |
止损触发 |
| 2017-02-13 |
黄金分割买点 |
买入 |
12.032019999999997 |
57600.0 |
¥69.3万 |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
11.22876 |
57600.0 |
¥64.7万 |
止损触发 |
| 2017-07-25 |
黄金分割买点 |
买入 |
10.65064 |
60700.0 |
¥64.7万 |
|
| 2017-08-08 |
重回前高 |
卖出 |
11.62836 |
60700.0 |
¥70.6万 |
|
| 2017-10-18 |
黄金分割买点 |
买入 |
13.23322 |
53300.0 |
¥70.6万 |
|
| 2017-11-15 |
跌破0.618止损 |
卖出 |
13.386600000000001 |
53300.0 |
¥71.3万 |
止损触发 |
| 2018-01-17 |
黄金分割买点 |
买入 |
13.08307 |
54600.0 |
¥71.5万 |
|
| 2018-01-22 |
跌破0.618止损 |
卖出 |
11.94804 |
54600.0 |
¥65.2万 |
止损触发 |
| 2018-11-21 |
黄金分割买点 |
买入 |
5.555549999999998 |
115200.0 |
¥64.0万 |
|
| 2018-12-11 |
跌破0.618止损 |
卖出 |
5.2347600000000005 |
115200.0 |
¥60.3万 |
止损触发 |
| 2019-04-26 |
黄金分割买点 |
买入 |
6.016009999999999 |
102000.0 |
¥61.4万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
5.264729999999999 |
102000.0 |
¥53.7万 |
止损触发 |
| 2020-02-18 |
黄金分割买点 |
买入 |
4.764759999999999 |
112400.0 |
¥53.6万 |
|
| 2020-03-12 |
重回前高 |
卖出 |
5.994 |
112400.0 |
¥67.4万 |
|
| 2020-03-19 |
黄金分割买点 |
买入 |
5.255249999999999 |
127700.0 |
¥67.1万 |
|
| 2020-04-14 |
跌破0.618止损 |
卖出 |
4.8951 |
127700.0 |
¥62.5万 |
止损触发 |
| 2020-06-03 |
黄金分割买点 |
买入 |
5.345339999999999 |
114000.0 |
¥61.0万 |
|
| 2020-06-05 |
跌破0.618止损 |
卖出 |
5.07492 |
114000.0 |
¥57.8万 |
止损触发 |
| 2020-06-17 |
黄金分割买点 |
买入 |
5.375369999999999 |
110600.0 |
¥59.5万 |
|
| 2020-06-23 |
跌破0.618止损 |
卖出 |
4.995 |
110600.0 |
¥55.2万 |
止损触发 |
| 2020-07-03 |
黄金分割买点 |
买入 |
5.475469999999999 |
101700.0 |
¥55.7万 |
|
| 2020-07-08 |
重回前高 |
卖出 |
6.883109999999999 |
101700.0 |
¥70.0万 |
|
| 2020-07-28 |
黄金分割买点 |
买入 |
7.007 |
99900.0 |
¥70.0万 |
|
| 2020-09-15 |
重回前高 |
卖出 |
9.90009 |
99900.0 |
¥98.9万 |
|
| 2021-01-27 |
黄金分割买点 |
买入 |
6.746739999999999 |
142100.0 |
¥95.9万 |
|
| 2021-02-23 |
跌破0.618止损 |
卖出 |
6.50349 |
142100.0 |
¥92.4万 |
止损触发 |
| 2021-03-10 |
黄金分割买点 |
买入 |
8.118109999999998 |
117400.0 |
¥95.3万 |
|
| 2021-04-12 |
重回前高 |
卖出 |
9.74025 |
117400.0 |
¥1.14M |
|
| 2021-06-11 |
黄金分割买点 |
买入 |
10.950939999999997 |
104300.0 |
¥1.14M |
|
| 2021-06-30 |
跌破0.618止损 |
卖出 |
9.97002 |
104300.0 |
¥1.04M |
止损触发 |
| 2021-07-27 |
黄金分割买点 |
买入 |
11.351339999999999 |
91400.0 |
¥1.04M |
|
| 2021-08-10 |
跌破0.618止损 |
卖出 |
10.31967 |
91400.0 |
¥94.3万 |
止损触发 |
| 2021-08-13 |
黄金分割买点 |
买入 |
11.351339999999999 |
83300.0 |
¥94.6万 |
|
| 2021-08-31 |
重回前高 |
卖出 |
11.938049999999999 |
83300.0 |
¥99.4万 |
|
| 2021-09-15 |
黄金分割买点 |
买入 |
11.081069999999999 |
85000.0 |
¥94.2万 |
|
| 2021-09-17 |
跌破0.618止损 |
卖出 |
10.3896 |
85000.0 |
¥88.3万 |
止损触发 |
| 2021-09-30 |
黄金分割买点 |
买入 |
11.411399999999999 |
80400.0 |
¥91.8万 |
|
| 2021-10-11 |
跌破0.618止损 |
卖出 |
10.59939 |
80400.0 |
¥85.2万 |
止损触发 |
| 2022-04-11 |
黄金分割买点 |
买入 |
3.9939899999999997 |
216600.0 |
¥86.5万 |
|
| 2022-04-22 |
跌破0.618止损 |
卖出 |
3.48651 |
216600.0 |
¥75.5万 |
止损触发 |
| 2022-11-01 |
黄金分割买点 |
买入 |
3.83383 |
196500.0 |
¥75.4万 |
|
| 2023-02-08 |
跌破0.618止损 |
卖出 |
4.44555 |
196500.0 |
¥87.3万 |
止损触发 |
| 2023-04-14 |
黄金分割买点 |
买入 |
4.644639999999999 |
189100.0 |
¥87.9万 |
|
| 2023-05-10 |
跌破0.618止损 |
卖出 |
4.35564 |
189100.0 |
¥82.3万 |
止损触发 |
| 2023-12-13 |
黄金分割买点 |
买入 |
3.95 |
207800.0 |
¥82.1万 |
|
| 2023-12-18 |
跌破0.618止损 |
卖出 |
3.7862099999999996 |
207800.0 |
¥78.7万 |
止损触发 |
| 2024-03-18 |
黄金分割买点 |
买入 |
3.7337299999999995 |
210800.0 |
¥78.7万 |
|
| 2024-03-26 |
跌破0.618止损 |
卖出 |
3.5564400000000003 |
210800.0 |
¥74.9万 |
止损触发 |
| 2024-05-20 |
黄金分割买点 |
买入 |
3.62362 |
205700.0 |
¥74.6万 |
|
| 2024-05-27 |
跌破0.618止损 |
卖出 |
3.46653 |
205700.0 |
¥71.3万 |
止损触发 |
| 2024-07-22 |
黄金分割买点 |
买入 |
3.3833799999999994 |
211800.0 |
¥71.7万 |
|
| 2024-07-24 |
跌破0.618止损 |
卖出 |
3.27672 |
211800.0 |
¥69.4万 |
止损触发 |
| 2024-08-02 |
黄金分割买点 |
买入 |
3.3833799999999994 |
203900.0 |
¥69.0万 |
|
| 2024-08-28 |
跌破0.618止损 |
卖出 |
3.1568400000000003 |
203900.0 |
¥64.3万 |
止损触发 |
| 2024-09-26 |
黄金分割买点 |
买入 |
3.2532499999999995 |
199000.0 |
¥64.8万 |
|
| 2024-09-30 |
重回前高 |
卖出 |
3.62 |
199000.0 |
¥72.0万 |
|
| 2024-12-19 |
黄金分割买点 |
买入 |
3.7837799999999993 |
188700.0 |
¥71.4万 |
|
| 2025-01-03 |
跌破0.618止损 |
卖出 |
3.6263699999999996 |
188700.0 |
¥68.4万 |
止损触发 |
| 2025-03-07 |
黄金分割买点 |
买入 |
3.83383 |
179900.0 |
¥69.0万 |
|
| 2025-04-08 |
跌破0.618止损 |
卖出 |
3.3366599999999997 |
179900.0 |
¥60.0万 |
止损触发 |
| 2025-04-17 |
黄金分割买点 |
买入 |
3.62362 |
164200.0 |
¥59.5万 |
|
| 2025-04-28 |
跌破0.618止损 |
卖出 |
3.5464499999999997 |
164200.0 |
¥58.2万 |
止损触发 |
| 2025-07-09 |
黄金分割买点 |
买入 |
3.653649999999999 |
160200.0 |
¥58.5万 |
|
| 2025-07-18 |
重回前高 |
卖出 |
3.7062900000000005 |
160200.0 |
¥59.4万 |
|
| 2025-08-01 |
黄金分割买点 |
买入 |
3.9239199999999994 |
151300.0 |
¥59.4万 |
|
| 2025-11-04 |
重回前高 |
卖出 |
5.3846099999999995 |
151300.0 |
¥81.4万 |
|
| 2025-11-20 |
黄金分割买点 |
买入 |
4.98498 |
163200.0 |
¥81.4万 |
|
| 2025-12-17 |
跌破0.618止损 |
卖出 |
4.6453500000000005 |
163200.0 |
¥75.8万 |
止损触发 |
| 2025-12-31 |
黄金分割买点 |
买入 |
5.165159999999999 |
147300.0 |
¥76.1万 |
|
| 2026-01-14 |
跌破0.618止损 |
卖出 |
4.74525 |
147300.0 |
¥69.9万 |
止损触发 |