600760 中航沈飞 — 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: ¥32.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -67.86%）
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 55 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 |
2015-07-02 |
2015-07-06 |
19.204939753999998 |
18.4815 |
¥-3.5万 |
-3.80% |
跌破0.618止损 |
| 2 |
2015-07-27 |
2015-07-29 |
20.026005999999995 |
17.682299999999998 |
¥-10.9万 |
-11.73% |
跌破0.618止损 |
| 3 |
2015-07-31 |
2015-08-04 |
19.425225819999998 |
16.16 |
¥-14.1万 |
-16.83% |
跌破0.618止损 |
| 4 |
2015-08-19 |
2015-08-25 |
19.134848732999995 |
15.49 |
¥-12.4万 |
-19.07% |
跌破0.618止损 |
| 5 |
2015-10-30 |
2015-12-24 |
18.023405399999998 |
15.914069999999999 |
¥-6.8万 |
-11.73% |
跌破0.618止损 |
| 6 |
2016-03-22 |
2016-03-30 |
12.396097714 |
11.70828 |
¥-2.8万 |
-5.58% |
跌破0.618止损 |
| 7 |
2016-04-06 |
2016-04-22 |
11.935499575999998 |
10.529459999999998 |
¥-5.8万 |
-11.81% |
跌破0.618止损 |
| 8 |
2016-07-22 |
2016-08-02 |
9.282053781 |
8.73126 |
¥-2.6万 |
-5.96% |
跌破0.618止损 |
| 9 |
2016-08-03 |
2016-08-22 |
8.821455643 |
9.4905 |
¥3.1万 |
+7.55% |
重回前高 |
| 10 |
2017-04-18 |
2017-04-25 |
33.643690080000006 |
30.1698 |
¥-4.6万 |
-10.35% |
跌破0.618止损 |
| 11 |
2017-06-19 |
2017-07-18 |
33.94408016999999 |
28.09188 |
¥-6.7万 |
-17.27% |
跌破0.618止损 |
| 12 |
2017-08-23 |
2017-09-04 |
32.852662843000005 |
31.08 |
¥-1.8万 |
-5.42% |
跌破0.618止损 |
| 13 |
2017-09-22 |
2017-10-30 |
32.24186966 |
31.0689 |
¥-1.1万 |
-3.67% |
跌破0.618止损 |
| 14 |
2017-12-19 |
2018-01-16 |
33.463456026 |
31.51845 |
¥-1.7万 |
-5.84% |
跌破0.618止损 |
| 15 |
2018-03-07 |
2018-05-31 |
31.470868428999996 |
33.1 |
¥1.4万 |
+5.15% |
跌破0.618止损 |
| 16 |
2018-06-06 |
2018-06-20 |
36.29713587499999 |
33.31665 |
¥-2.4万 |
-8.24% |
跌破0.618止损 |
| 17 |
2018-06-21 |
2018-06-22 |
35.075549509 |
33.4665 |
¥-1.2万 |
-4.62% |
跌破0.618止损 |
| 18 |
2018-07-05 |
2018-08-03 |
37.869177345999994 |
35.15481 |
¥-1.9万 |
-7.20% |
跌破0.618止损 |
| 19 |
2018-09-04 |
2018-10-10 |
37.59882626499999 |
35.03493 |
¥-1.6万 |
-6.85% |
跌破0.618止损 |
| 20 |
2019-01-22 |
2019-01-23 |
31.229366 |
29.97 |
¥-9,005 |
-4.06% |
跌破0.618止损 |
| 21 |
2019-01-25 |
2019-01-30 |
31.400777407999993 |
29.750220000000002 |
¥-1.1万 |
-5.28% |
跌破0.618止损 |
| 22 |
2019-02-13 |
2019-02-26 |
31.290634374999996 |
34.21575 |
¥1.9万 |
+9.32% |
重回前高 |
| 23 |
2019-04-16 |
2019-04-26 |
32.672428789 |
30.769199999999998 |
¥-1.3万 |
-5.85% |
跌破0.618止损 |
| 24 |
2019-08-02 |
2019-08-08 |
29.157864735999997 |
28.52145 |
¥-4,579 |
-2.21% |
跌破0.618止损 |
| 25 |
2019-08-20 |
2019-09-02 |
29.768657919 |
33.2667 |
¥2.4万 |
+11.72% |
重回前高 |
| 26 |
2019-09-23 |
2019-09-27 |
33.513521041 |
31.61835 |
¥-1.3万 |
-5.68% |
跌破0.618止损 |
| 27 |
2019-12-17 |
2020-01-22 |
31.961505575999997 |
29.97 |
¥-1.4万 |
-6.26% |
跌破0.618止损 |
| 28 |
2020-02-25 |
2020-03-02 |
29.237968759999994 |
27.85212 |
¥-9,481 |
-4.77% |
跌破0.618止损 |
| 29 |
2020-03-17 |
2020-03-18 |
30.039008999999997 |
28.661310000000004 |
¥-9,011 |
-4.61% |
跌破0.618止损 |
| 30 |
2020-04-08 |
2020-05-07 |
29.718592903999998 |
34.675290000000004 |
¥3.0万 |
+16.64% |
重回前高 |
| 31 |
2020-06-16 |
2020-07-07 |
32.051622603 |
40.6593 |
¥5.8万 |
+26.82% |
重回前高 |
| 32 |
2020-08-25 |
2020-09-29 |
60.728863194999995 |
54.845099999999995 |
¥-2.7万 |
-9.72% |
跌破0.618止损 |
| 33 |
2020-11-30 |
2020-12-22 |
59.877757939999995 |
66.81312 |
¥2.8万 |
+11.55% |
重回前高 |
| 34 |
2021-01-28 |
2021-03-08 |
78.80233361 |
73.39653 |
¥-1.8万 |
-6.89% |
跌破0.618止损 |
| 35 |
2021-05-19 |
2021-06-22 |
72.19375163 |
84.96495 |
¥4.5万 |
+17.65% |
重回前高 |
| 36 |
2021-07-23 |
2021-10-11 |
69.970864964 |
66.98295 |
¥-1.3万 |
-4.30% |
跌破0.618止损 |
| 37 |
2021-11-08 |
2021-11-26 |
74.85721042799999 |
69.61032 |
¥-2.0万 |
-7.04% |
跌破0.618止损 |
| 38 |
2021-12-01 |
2021-12-21 |
73.0949219 |
66.31362 |
¥-2.4万 |
-9.30% |
跌破0.618止损 |
| 39 |
2022-03-24 |
2022-04-07 |
58.075417399999985 |
53.19675 |
¥-2.0万 |
-8.43% |
跌破0.618止损 |
| 40 |
2022-05-06 |
2022-07-05 |
51.196484338999994 |
62.94699 |
¥4.9万 |
+22.91% |
重回前高 |
| 41 |
2022-09-07 |
2022-10-10 |
62.18074863 |
60.939 |
¥-5,418 |
-2.03% |
跌破0.618止损 |
| 42 |
2022-10-17 |
2022-11-01 |
64.76410340400001 |
72.02789999999999 |
¥3.0万 |
+11.18% |
重回前高 |
| 43 |
2022-11-08 |
2022-12-01 |
66.38620988999999 |
61.957980000000006 |
¥-2.0万 |
-6.70% |
跌破0.618止损 |
| 44 |
2023-04-28 |
2023-06-07 |
57.23432514799999 |
56.04390000000001 |
¥-5,795 |
-2.11% |
跌破0.618止损 |
| 45 |
2024-03-06 |
2024-03-25 |
38.940568666999994 |
37.262699999999995 |
¥-1.2万 |
-4.34% |
跌破0.618止损 |
| 46 |
2024-04-22 |
2024-05-08 |
36.52743494399999 |
39.63033 |
¥2.2万 |
+8.46% |
重回前高 |
| 47 |
2024-06-26 |
2024-07-22 |
38.85045163999999 |
42.90705 |
¥2.9万 |
+10.41% |
重回前高 |
| 48 |
2024-10-17 |
2024-11-06 |
45.75942371 |
58.940999999999995 |
¥9.0万 |
+28.77% |
重回前高 |
| 49 |
2024-11-15 |
2024-12-30 |
51.927433558000004 |
50.539410000000004 |
¥-1.1万 |
-2.70% |
跌破0.618止损 |
| 50 |
2025-04-11 |
2025-04-29 |
44.65799337999999 |
41.4585 |
¥-2.8万 |
-7.19% |
跌破0.618止损 |
| 51 |
2025-08-15 |
2025-09-04 |
59.62743286499999 |
55.32462 |
¥-2.6万 |
-7.24% |
跌破0.618止损 |
| 52 |
2025-10-21 |
2025-11-03 |
64.53380433499999 |
61.01892 |
¥-1.8万 |
-5.47% |
跌破0.618止损 |
| 53 |
2026-01-12 |
2026-01-27 |
63.0819189 |
56.85308999999999 |
¥-3.1万 |
-9.90% |
跌破0.618止损 |
| 54 |
2026-09-16 |
2026-11-04 |
44.76813641299999 |
49.40055 |
¥2.9万 |
+10.31% |
重回前高 |
| 55 |
2026-11-12 |
2026-11-13 |
46.70064599199999 |
47.42 |
¥4,724 |
+1.51% |
强平 |
逐笔成交记录（共 110 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-02 |
黄金分割买点 |
买入 |
19.19918 |
47500.0 |
¥91.2万 |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
18.4815 |
47500.0 |
¥87.8万 |
止损触发 |
| 2015-07-27 |
黄金分割买点 |
买入 |
20.019999999999996 |
46200.0 |
¥92.5万 |
|
| 2015-07-29 |
跌破0.618止损 |
卖出 |
17.682299999999998 |
46200.0 |
¥81.7万 |
止损触发 |
| 2015-07-31 |
黄金分割买点 |
买入 |
19.419399999999996 |
43000.0 |
¥83.5万 |
|
| 2015-08-04 |
跌破0.618止损 |
卖出 |
16.16 |
43000.0 |
¥69.5万 |
止损触发 |
| 2015-08-19 |
黄金分割买点 |
买入 |
19.129109999999997 |
34000.0 |
¥65.1万 |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
15.49 |
34000.0 |
¥52.7万 |
止损触发 |
| 2015-10-30 |
黄金分割买点 |
买入 |
18.017999999999997 |
32300.0 |
¥58.2万 |
|
| 2015-12-24 |
跌破0.618止损 |
卖出 |
15.914069999999999 |
32300.0 |
¥51.4万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
12.39238 |
40800.0 |
¥50.6万 |
|
| 2016-03-30 |
跌破0.618止损 |
卖出 |
11.70828 |
40800.0 |
¥47.8万 |
止损触发 |
| 2016-04-06 |
黄金分割买点 |
买入 |
11.931919999999998 |
41000.0 |
¥48.9万 |
|
| 2016-04-22 |
跌破0.618止损 |
卖出 |
10.529459999999998 |
41000.0 |
¥43.2万 |
止损触发 |
| 2016-07-22 |
黄金分割买点 |
买入 |
9.279269999999999 |
47000.0 |
¥43.6万 |
|
| 2016-08-02 |
跌破0.618止损 |
卖出 |
8.73126 |
47000.0 |
¥41.0万 |
止损触发 |
| 2016-08-03 |
黄金分割买点 |
买入 |
8.81881 |
46500.0 |
¥41.0万 |
|
| 2016-08-22 |
重回前高 |
卖出 |
9.4905 |
46500.0 |
¥44.1万 |
|
| 2017-04-18 |
黄金分割买点 |
买入 |
33.6336 |
13100.0 |
¥44.1万 |
|
| 2017-04-25 |
跌破0.618止损 |
卖出 |
30.1698 |
13100.0 |
¥39.5万 |
止损触发 |
| 2017-06-19 |
黄金分割买点 |
买入 |
33.933899999999994 |
11500.0 |
¥39.0万 |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
28.09188 |
11500.0 |
¥32.3万 |
止损触发 |
| 2017-08-23 |
黄金分割买点 |
买入 |
32.84281 |
9900.0 |
¥32.5万 |
|
| 2017-09-04 |
跌破0.618止损 |
卖出 |
31.08 |
9900.0 |
¥30.8万 |
止损触发 |
| 2017-09-22 |
黄金分割买点 |
买入 |
32.2322 |
9600.0 |
¥31.0万 |
|
| 2017-10-30 |
跌破0.618止损 |
卖出 |
31.0689 |
9600.0 |
¥29.8万 |
止损触发 |
| 2017-12-19 |
黄金分割买点 |
买入 |
33.45342 |
8900.0 |
¥29.8万 |
|
| 2018-01-16 |
跌破0.618止损 |
卖出 |
31.51845 |
8900.0 |
¥28.0万 |
止损触发 |
| 2018-03-07 |
黄金分割买点 |
买入 |
31.461429999999996 |
8900.0 |
¥28.0万 |
|
| 2018-05-31 |
跌破0.618止损 |
卖出 |
33.1 |
8900.0 |
¥29.5万 |
止损触发 |
| 2018-06-06 |
黄金分割买点 |
买入 |
36.286249999999995 |
8100.0 |
¥29.4万 |
|
| 2018-06-20 |
跌破0.618止损 |
卖出 |
33.31665 |
8100.0 |
¥27.0万 |
止损触发 |
| 2018-06-21 |
黄金分割买点 |
买入 |
35.06503 |
7600.0 |
¥26.7万 |
|
| 2018-06-22 |
跌破0.618止损 |
卖出 |
33.4665 |
7600.0 |
¥25.4万 |
止损触发 |
| 2018-07-05 |
黄金分割买点 |
买入 |
37.85782 |
6800.0 |
¥25.8万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
35.15481 |
6800.0 |
¥23.9万 |
止损触发 |
| 2018-09-04 |
黄金分割买点 |
买入 |
37.58754999999999 |
6400.0 |
¥24.1万 |
|
| 2018-10-10 |
跌破0.618止损 |
卖出 |
35.03493 |
6400.0 |
¥22.4万 |
止损触发 |
| 2019-01-22 |
黄金分割买点 |
买入 |
31.22 |
7100.0 |
¥22.2万 |
|
| 2019-01-23 |
跌破0.618止损 |
卖出 |
29.97 |
7100.0 |
¥21.3万 |
止损触发 |
| 2019-01-25 |
黄金分割买点 |
买入 |
31.391359999999995 |
6900.0 |
¥21.7万 |
|
| 2019-01-30 |
跌破0.618止损 |
卖出 |
29.750220000000002 |
6900.0 |
¥20.5万 |
止损触发 |
| 2019-02-13 |
黄金分割买点 |
买入 |
31.281249999999996 |
6500.0 |
¥20.3万 |
|
| 2019-02-26 |
重回前高 |
卖出 |
34.21575 |
6500.0 |
¥22.2万 |
|
| 2019-04-16 |
黄金分割买点 |
买入 |
32.66263 |
6800.0 |
¥22.2万 |
|
| 2019-04-26 |
跌破0.618止损 |
卖出 |
30.769199999999998 |
6800.0 |
¥20.9万 |
止损触发 |
| 2019-08-02 |
黄金分割买点 |
买入 |
29.149119999999996 |
7100.0 |
¥20.7万 |
|
| 2019-08-08 |
跌破0.618止损 |
卖出 |
28.52145 |
7100.0 |
¥20.2万 |
止损触发 |
| 2019-08-20 |
黄金分割买点 |
买入 |
29.759729999999998 |
6900.0 |
¥20.5万 |
|
| 2019-09-02 |
重回前高 |
卖出 |
33.2667 |
6900.0 |
¥22.9万 |
|
| 2019-09-23 |
黄金分割买点 |
买入 |
33.50346999999999 |
6800.0 |
¥22.8万 |
|
| 2019-09-27 |
跌破0.618止损 |
卖出 |
31.61835 |
6800.0 |
¥21.5万 |
止损触发 |
| 2019-12-17 |
黄金分割买点 |
买入 |
31.951919999999998 |
6800.0 |
¥21.7万 |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
29.97 |
6800.0 |
¥20.4万 |
止损触发 |
| 2020-02-25 |
黄金分割买点 |
买入 |
29.229199999999995 |
6800.0 |
¥19.9万 |
|
| 2020-03-02 |
跌破0.618止损 |
卖出 |
27.85212 |
6800.0 |
¥18.9万 |
止损触发 |
| 2020-03-17 |
黄金分割买点 |
买入 |
30.029999999999994 |
6500.0 |
¥19.5万 |
|
| 2020-03-18 |
跌破0.618止损 |
卖出 |
28.661310000000004 |
6500.0 |
¥18.6万 |
止损触发 |
| 2020-04-08 |
黄金分割买点 |
买入 |
29.709679999999995 |
6100.0 |
¥18.1万 |
|
| 2020-05-07 |
重回前高 |
卖出 |
34.675290000000004 |
6100.0 |
¥21.1万 |
|
| 2020-06-16 |
黄金分割买点 |
买入 |
32.04201 |
6700.0 |
¥21.5万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
40.6593 |
6700.0 |
¥27.2万 |
|
| 2020-08-25 |
黄金分割买点 |
买入 |
60.710649999999994 |
4500.0 |
¥27.3万 |
|
| 2020-09-29 |
跌破0.618止损 |
卖出 |
54.845099999999995 |
4500.0 |
¥24.7万 |
止损触发 |
| 2020-11-30 |
黄金分割买点 |
买入 |
59.85979999999999 |
4100.0 |
¥24.5万 |
|
| 2020-12-22 |
重回前高 |
卖出 |
66.81312 |
4100.0 |
¥27.4万 |
|
| 2021-01-28 |
黄金分割买点 |
买入 |
78.7787 |
3400.0 |
¥26.8万 |
|
| 2021-03-08 |
跌破0.618止损 |
卖出 |
73.39653 |
3400.0 |
¥24.9万 |
止损触发 |
| 2021-05-19 |
黄金分割买点 |
买入 |
72.17209999999999 |
3500.0 |
¥25.3万 |
|
| 2021-06-22 |
重回前高 |
卖出 |
84.96495 |
3500.0 |
¥29.7万 |
|
| 2021-07-23 |
黄金分割买点 |
买入 |
69.94988 |
4300.0 |
¥30.1万 |
|
| 2021-10-11 |
跌破0.618止损 |
卖出 |
66.98295 |
4300.0 |
¥28.8万 |
止损触发 |
| 2021-11-08 |
黄金分割买点 |
买入 |
74.83476 |
3800.0 |
¥28.4万 |
|
| 2021-11-26 |
跌破0.618止损 |
卖出 |
69.61032 |
3800.0 |
¥26.4万 |
止损触发 |
| 2021-12-01 |
黄金分割买点 |
买入 |
73.073 |
3600.0 |
¥26.3万 |
|
| 2021-12-21 |
跌破0.618止损 |
卖出 |
66.31362 |
3600.0 |
¥23.9万 |
止损触发 |
| 2022-03-24 |
黄金分割买点 |
买入 |
58.05799999999999 |
4100.0 |
¥23.8万 |
|
| 2022-04-07 |
跌破0.618止损 |
卖出 |
53.19675 |
4100.0 |
¥21.8万 |
止损触发 |
| 2022-05-06 |
黄金分割买点 |
买入 |
51.181129999999996 |
4200.0 |
¥21.5万 |
|
| 2022-07-05 |
重回前高 |
卖出 |
62.94699 |
4200.0 |
¥26.4万 |
|
| 2022-09-07 |
黄金分割买点 |
买入 |
62.162099999999995 |
4300.0 |
¥26.7万 |
|
| 2022-10-10 |
跌破0.618止损 |
卖出 |
60.939 |
4300.0 |
¥26.2万 |
止损触发 |
| 2022-10-17 |
黄金分割买点 |
买入 |
64.74468 |
4100.0 |
¥26.6万 |
|
| 2022-11-01 |
重回前高 |
卖出 |
72.02789999999999 |
4100.0 |
¥29.5万 |
|
| 2022-11-08 |
黄金分割买点 |
买入 |
66.3663 |
4400.0 |
¥29.2万 |
|
| 2022-12-01 |
跌破0.618止损 |
卖出 |
61.957980000000006 |
4400.0 |
¥27.3万 |
止损触发 |
| 2023-04-28 |
黄金分割买点 |
买入 |
57.21715999999999 |
4800.0 |
¥27.5万 |
|
| 2023-06-07 |
跌破0.618止损 |
卖出 |
56.04390000000001 |
4800.0 |
¥26.9万 |
止损触发 |
| 2024-03-06 |
黄金分割买点 |
买入 |
38.928889999999996 |
6900.0 |
¥26.9万 |
|
| 2024-03-25 |
跌破0.618止损 |
卖出 |
37.262699999999995 |
6900.0 |
¥25.7万 |
止损触发 |
| 2024-04-22 |
黄金分割买点 |
买入 |
36.516479999999994 |
7100.0 |
¥25.9万 |
|
| 2024-05-08 |
重回前高 |
卖出 |
39.63033 |
7100.0 |
¥28.1万 |
|
| 2024-06-26 |
黄金分割买点 |
买入 |
38.83879999999999 |
7200.0 |
¥28.0万 |
|
| 2024-07-22 |
重回前高 |
卖出 |
42.90705 |
7200.0 |
¥30.9万 |
|
| 2024-10-17 |
黄金分割买点 |
买入 |
45.7457 |
6800.0 |
¥31.1万 |
|
| 2024-11-06 |
重回前高 |
卖出 |
58.940999999999995 |
6800.0 |
¥40.1万 |
|
| 2024-11-15 |
黄金分割买点 |
买入 |
51.91186 |
7600.0 |
¥39.5万 |
|
| 2024-12-30 |
跌破0.618止损 |
卖出 |
50.539410000000004 |
7600.0 |
¥38.4万 |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
44.6446 |
8700.0 |
¥38.9万 |
|
| 2025-04-29 |
跌破0.618止损 |
卖出 |
41.4585 |
8700.0 |
¥36.1万 |
止损触发 |
| 2025-08-15 |
黄金分割买点 |
买入 |
59.60954999999999 |
6000.0 |
¥35.8万 |
|
| 2025-09-04 |
跌破0.618止损 |
卖出 |
55.32462 |
6000.0 |
¥33.2万 |
止损触发 |
| 2025-10-21 |
黄金分割买点 |
买入 |
64.51445 |
5200.0 |
¥33.6万 |
|
| 2025-11-03 |
跌破0.618止损 |
卖出 |
61.01892 |
5200.0 |
¥31.7万 |
止损触发 |
| 2026-01-12 |
黄金分割买点 |
买入 |
63.063 |
5000.0 |
¥31.5万 |
|
| 2026-01-27 |
跌破0.618止损 |
卖出 |
56.85308999999999 |
5000.0 |
¥28.4万 |
止损触发 |
| 2026-09-16 |
黄金分割买点 |
买入 |
44.754709999999996 |
6300.0 |
¥28.2万 |
|
| 2026-11-04 |
重回前高 |
卖出 |
49.40055 |
6300.0 |
¥31.1万 |
|
| 2026-11-12 |
黄金分割买点 |
买入 |
46.68663999999999 |
6700.0 |
¥31.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
47.42 |
6700 |
¥31.8万 |
回测结束强平 |