600893 航空动力 — 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: ¥31.5万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -68.50%）
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 48 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 |
2015-06-17 |
2015-06-30 |
62.080618599999994 |
49.94001 |
¥-19.1万 |
-19.58% |
跌破0.618止损 |
| 2 |
2015-07-21 |
2015-08-04 |
55.40194559899999 |
48.48 |
¥-10.0万 |
-12.52% |
跌破0.618止损 |
| 3 |
2015-08-11 |
2015-08-25 |
59.697523886 |
39.65 |
¥-23.7万 |
-33.60% |
跌破0.618止损 |
| 4 |
2015-10-19 |
2015-12-29 |
51.47684842299999 |
43.956 |
¥-6.9万 |
-14.64% |
跌破0.618止损 |
| 5 |
2016-03-04 |
2016-03-11 |
39.801686925 |
36.32364 |
¥-3.5万 |
-8.77% |
跌破0.618止损 |
| 6 |
2016-03-22 |
2016-04-22 |
39.47125782599999 |
36.063900000000004 |
¥-3.1万 |
-8.66% |
跌破0.618止损 |
| 7 |
2016-04-26 |
2016-05-03 |
37.44863122 |
36.963 |
¥-4,421 |
-1.33% |
跌破0.618止损 |
| 8 |
2016-07-19 |
2016-08-01 |
37.34850118999999 |
35.01495 |
¥-2.1万 |
-6.28% |
跌破0.618止损 |
| 9 |
2016-09-02 |
2016-09-13 |
37.34850118999999 |
35.24472 |
¥-1.8万 |
-5.66% |
跌破0.618止损 |
| 10 |
2017-07-14 |
2017-09-18 |
30.219243054 |
31.4685 |
¥1.2万 |
+4.10% |
重回前高 |
| 11 |
2017-09-26 |
2017-11-03 |
30.349412092999998 |
29.31066 |
¥-1.0万 |
-3.45% |
跌破0.618止损 |
| 12 |
2018-02-28 |
2018-05-15 |
25.813521734 |
25.16 |
¥-7,404 |
-2.56% |
跌破0.618止损 |
| 13 |
2018-07-24 |
2018-08-03 |
24.862286448999992 |
22.607369999999996 |
¥-2.6万 |
-9.10% |
跌破0.618止损 |
| 14 |
2018-08-13 |
2018-08-20 |
23.029906899999997 |
21.978 |
¥-1.2万 |
-4.60% |
跌破0.618止损 |
| 15 |
2018-09-11 |
2018-09-14 |
23.290244978 |
24.895080000000004 |
¥1.7万 |
+6.86% |
重回前高 |
| 16 |
2018-10-23 |
2018-12-21 |
23.029906899999993 |
22.11786 |
¥-1.1万 |
-3.99% |
跌破0.618止损 |
| 17 |
2019-01-08 |
2019-01-18 |
22.876861 |
22.35762 |
¥-5,838 |
-2.30% |
跌破0.618止损 |
| 18 |
2019-04-24 |
2019-04-30 |
25.693365697999997 |
24.335639999999998 |
¥-1.3万 |
-5.31% |
跌破0.618止损 |
| 19 |
2020-02-03 |
2020-02-04 |
19.455264828999997 |
19.2807 |
¥-1,966 |
-0.93% |
跌破0.618止损 |
| 20 |
2020-03-03 |
2020-03-31 |
23.971129181999995 |
21.65832 |
¥-2.3万 |
-9.68% |
跌破0.618止损 |
| 21 |
2020-04-09 |
2020-06-16 |
23.310270983999995 |
22.85712 |
¥-4,186 |
-1.97% |
跌破0.618止损 |
| 22 |
2020-06-24 |
2020-07-07 |
23.60708 |
26.4735 |
¥2.5万 |
+12.11% |
重回前高 |
| 23 |
2020-08-27 |
2020-10-19 |
41.704157495 |
39.95001 |
¥-9,890 |
-4.23% |
跌破0.618止损 |
| 24 |
2020-11-24 |
2020-12-24 |
42.334976684 |
50.949 |
¥4.5万 |
+20.31% |
重回前高 |
| 25 |
2021-02-01 |
2021-03-09 |
60.268265056999994 |
50.978970000000004 |
¥-4.1万 |
-15.44% |
跌破0.618止损 |
| 26 |
2021-06-01 |
2021-06-09 |
54.04017719099999 |
56.4435 |
¥1.0万 |
+4.42% |
重回前高 |
| 27 |
2021-07-02 |
2021-07-22 |
49.004697 |
57.92202 |
¥4.2万 |
+18.16% |
重回前高 |
| 28 |
2021-09-06 |
2021-09-17 |
58.57606754999999 |
54.535410000000006 |
¥-1.9万 |
-6.93% |
跌破0.618止损 |
| 29 |
2021-11-03 |
2022-01-10 |
59.246938751 |
55.4445 |
¥-1.6万 |
-6.45% |
跌破0.618止损 |
| 30 |
2022-06-07 |
2022-07-08 |
41.754222510000005 |
52.16778 |
¥6.0万 |
+24.90% |
重回前高 |
| 31 |
2022-08-25 |
2022-09-19 |
47.802076322 |
46.46349 |
¥-8,521 |
-2.83% |
跌破0.618止损 |
| 32 |
2022-10-25 |
2022-11-11 |
48.512999535 |
45.924029999999995 |
¥-1.6万 |
-5.37% |
跌破0.618止损 |
| 33 |
2022-12-01 |
2022-12-13 |
45.40896860499999 |
43.45649999999999 |
¥-1.2万 |
-4.33% |
跌破0.618止损 |
| 34 |
2023-01-31 |
2023-03-06 |
45.05851349999999 |
47.79216 |
¥1.6万 |
+6.04% |
重回前高 |
| 35 |
2023-03-17 |
2023-03-30 |
44.858253439999984 |
43.43651999999999 |
¥-9,039 |
-3.20% |
跌破0.618止损 |
| 36 |
2023-11-14 |
2023-11-28 |
37.328475184 |
36.1638 |
¥-8,581 |
-3.15% |
跌破0.618止损 |
| 37 |
2024-01-08 |
2024-01-10 |
35.275809568999996 |
34.12584 |
¥-8,702 |
-3.29% |
跌破0.618止损 |
| 38 |
2024-02-19 |
2024-05-10 |
33.353312992999996 |
37.382580000000004 |
¥3.1万 |
+12.05% |
重回前高 |
| 39 |
2024-05-24 |
2024-07-22 |
35.365926596 |
39.95001 |
¥3.7万 |
+12.93% |
重回前高 |
| 40 |
2024-08-06 |
2024-08-19 |
38.78036061899999 |
36.803160000000005 |
¥-1.7万 |
-5.13% |
跌破0.618止损 |
| 41 |
2024-11-18 |
2024-12-24 |
41.96449557299999 |
39.33 |
¥-1.9万 |
-6.31% |
跌破0.618止损 |
| 42 |
2025-05-09 |
2025-07-01 |
35.030505999999995 |
38.50146 |
¥2.8万 |
+9.88% |
重回前高 |
| 43 |
2025-08-15 |
2025-09-05 |
39.541348847 |
37.202760000000005 |
¥-1.9万 |
-5.94% |
跌破0.618止损 |
| 44 |
2025-09-30 |
2025-10-23 |
40.40246710499999 |
39.55041000000001 |
¥-6,393 |
-2.14% |
跌破0.618止损 |
| 45 |
2025-12-26 |
2026-01-28 |
41.23354635399999 |
50.42952 |
¥6.4万 |
+22.27% |
重回前高 |
| 46 |
2026-03-20 |
2026-03-24 |
51.665495 |
47.4525 |
¥-2.9万 |
-8.18% |
跌破0.618止损 |
| 47 |
2026-08-28 |
2026-11-02 |
37.749021309999996 |
37.11285 |
¥-5,632 |
-1.71% |
跌破0.618止损 |
| 48 |
2026-11-04 |
2026-11-11 |
38.60012656499999 |
37.65 |
¥-7,980 |
-2.49% |
跌破0.618止损 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-17 |
黄金分割买点 |
买入 |
62.062 |
15700.0 |
¥97.5万 |
|
| 2015-06-30 |
跌破0.618止损 |
卖出 |
49.94001 |
15700.0 |
¥78.4万 |
止损触发 |
| 2015-07-21 |
黄金分割买点 |
买入 |
55.38532999999999 |
14400.0 |
¥79.8万 |
|
| 2015-08-04 |
跌破0.618止损 |
卖出 |
48.48 |
14400.0 |
¥69.8万 |
止损触发 |
| 2015-08-11 |
黄金分割买点 |
买入 |
59.67961999999999 |
11800.0 |
¥70.4万 |
|
| 2015-08-25 |
跌破0.618止损 |
卖出 |
39.65 |
11800.0 |
¥46.8万 |
止损触发 |
| 2015-10-19 |
黄金分割买点 |
买入 |
51.461409999999994 |
9100.0 |
¥46.8万 |
|
| 2015-12-29 |
跌破0.618止损 |
卖出 |
43.956 |
9100.0 |
¥40.0万 |
止损触发 |
| 2016-03-04 |
黄金分割买点 |
买入 |
39.78975 |
10100.0 |
¥40.2万 |
|
| 2016-03-11 |
跌破0.618止损 |
卖出 |
36.32364 |
10100.0 |
¥36.7万 |
止损触发 |
| 2016-03-22 |
黄金分割买点 |
买入 |
39.459419999999994 |
9200.0 |
¥36.3万 |
|
| 2016-04-22 |
跌破0.618止损 |
卖出 |
36.063900000000004 |
9200.0 |
¥33.2万 |
止损触发 |
| 2016-04-26 |
黄金分割买点 |
买入 |
37.4374 |
8900.0 |
¥33.3万 |
|
| 2016-05-03 |
跌破0.618止损 |
卖出 |
36.963 |
8900.0 |
¥32.9万 |
止损触发 |
| 2016-07-19 |
黄金分割买点 |
买入 |
37.33729999999999 |
8900.0 |
¥33.2万 |
|
| 2016-08-01 |
跌破0.618止损 |
卖出 |
35.01495 |
8900.0 |
¥31.2万 |
止损触发 |
| 2016-09-02 |
黄金分割买点 |
买入 |
37.33729999999999 |
8300.0 |
¥31.0万 |
|
| 2016-09-13 |
跌破0.618止损 |
卖出 |
35.24472 |
8300.0 |
¥29.2万 |
止损触发 |
| 2017-07-14 |
黄金分割买点 |
买入 |
30.21018 |
9600.0 |
¥29.0万 |
|
| 2017-09-18 |
重回前高 |
卖出 |
31.4685 |
9600.0 |
¥30.2万 |
|
| 2017-09-26 |
黄金分割买点 |
买入 |
30.34031 |
10000.0 |
¥30.3万 |
|
| 2017-11-03 |
跌破0.618止损 |
卖出 |
29.31066 |
10000.0 |
¥29.3万 |
止损触发 |
| 2018-02-28 |
黄金分割买点 |
买入 |
25.80578 |
11200.0 |
¥28.9万 |
|
| 2018-05-15 |
跌破0.618止损 |
卖出 |
25.16 |
11200.0 |
¥28.2万 |
止损触发 |
| 2018-07-24 |
黄金分割买点 |
买入 |
24.854829999999993 |
11600.0 |
¥28.8万 |
|
| 2018-08-03 |
跌破0.618止损 |
卖出 |
22.607369999999996 |
11600.0 |
¥26.2万 |
止损触发 |
| 2018-08-13 |
黄金分割买点 |
买入 |
23.022999999999996 |
11200.0 |
¥25.8万 |
|
| 2018-08-20 |
跌破0.618止损 |
卖出 |
21.978 |
11200.0 |
¥24.6万 |
止损触发 |
| 2018-09-11 |
黄金分割买点 |
买入 |
23.28326 |
10700.0 |
¥24.9万 |
|
| 2018-09-14 |
重回前高 |
卖出 |
24.895080000000004 |
10700.0 |
¥26.6万 |
|
| 2018-10-23 |
黄金分割买点 |
买入 |
23.022999999999996 |
11500.0 |
¥26.5万 |
|
| 2018-12-21 |
跌破0.618止损 |
卖出 |
22.11786 |
11500.0 |
¥25.4万 |
止损触发 |
| 2019-01-08 |
黄金分割买点 |
买入 |
22.87 |
11100.0 |
¥25.4万 |
|
| 2019-01-18 |
跌破0.618止损 |
卖出 |
22.35762 |
11100.0 |
¥24.8万 |
止损触发 |
| 2019-04-24 |
黄金分割买点 |
买入 |
25.68566 |
9700.0 |
¥24.9万 |
|
| 2019-04-30 |
跌破0.618止损 |
卖出 |
24.335639999999998 |
9700.0 |
¥23.6万 |
止损触发 |
| 2020-02-03 |
黄金分割买点 |
买入 |
19.449429999999996 |
10900.0 |
¥21.2万 |
|
| 2020-02-04 |
跌破0.618止损 |
卖出 |
19.2807 |
10900.0 |
¥21.0万 |
止损触发 |
| 2020-03-03 |
黄金分割买点 |
买入 |
23.963939999999997 |
9800.0 |
¥23.5万 |
|
| 2020-03-31 |
跌破0.618止损 |
卖出 |
21.65832 |
9800.0 |
¥21.2万 |
止损触发 |
| 2020-04-09 |
黄金分割买点 |
买入 |
23.303279999999997 |
9100.0 |
¥21.2万 |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
22.85712 |
9100.0 |
¥20.8万 |
止损触发 |
| 2020-06-24 |
黄金分割买点 |
买入 |
23.6 |
8800.0 |
¥20.8万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
26.4735 |
8800.0 |
¥23.3万 |
|
| 2020-08-27 |
黄金分割买点 |
买入 |
41.691649999999996 |
5600.0 |
¥23.4万 |
|
| 2020-10-19 |
跌破0.618止损 |
卖出 |
39.95001 |
5600.0 |
¥22.4万 |
止损触发 |
| 2020-11-24 |
黄金分割买点 |
买入 |
42.32228 |
5200.0 |
¥22.0万 |
|
| 2020-12-24 |
重回前高 |
卖出 |
50.949 |
5200.0 |
¥26.5万 |
|
| 2021-02-01 |
黄金分割买点 |
买入 |
60.25018999999999 |
4400.0 |
¥26.5万 |
|
| 2021-03-09 |
跌破0.618止损 |
卖出 |
50.978970000000004 |
4400.0 |
¥22.4万 |
止损触发 |
| 2021-06-01 |
黄金分割买点 |
买入 |
54.02396999999999 |
4200.0 |
¥22.7万 |
|
| 2021-06-09 |
重回前高 |
卖出 |
56.4435 |
4200.0 |
¥23.7万 |
|
| 2021-07-02 |
黄金分割买点 |
买入 |
48.99 |
4700.0 |
¥23.0万 |
|
| 2021-07-22 |
重回前高 |
卖出 |
57.92202 |
4700.0 |
¥27.2万 |
|
| 2021-09-06 |
黄金分割买点 |
买入 |
58.55849999999999 |
4700.0 |
¥27.5万 |
|
| 2021-09-17 |
跌破0.618止损 |
卖出 |
54.535410000000006 |
4700.0 |
¥25.6万 |
止损触发 |
| 2021-11-03 |
黄金分割买点 |
买入 |
59.229169999999996 |
4200.0 |
¥24.9万 |
|
| 2022-01-10 |
跌破0.618止损 |
卖出 |
55.4445 |
4200.0 |
¥23.3万 |
止损触发 |
| 2022-06-07 |
黄金分割买点 |
买入 |
41.7417 |
5800.0 |
¥24.2万 |
|
| 2022-07-08 |
重回前高 |
卖出 |
52.16778 |
5800.0 |
¥30.2万 |
|
| 2022-08-25 |
黄金分割买点 |
买入 |
47.78774 |
6300.0 |
¥30.1万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
46.46349 |
6300.0 |
¥29.3万 |
止损触发 |
| 2022-10-25 |
黄金分割买点 |
买入 |
48.49845 |
6100.0 |
¥29.6万 |
|
| 2022-11-11 |
跌破0.618止损 |
卖出 |
45.924029999999995 |
6100.0 |
¥28.0万 |
止损触发 |
| 2022-12-01 |
黄金分割买点 |
买入 |
45.39534999999999 |
6100.0 |
¥27.7万 |
|
| 2022-12-13 |
跌破0.618止损 |
卖出 |
43.45649999999999 |
6100.0 |
¥26.5万 |
止损触发 |
| 2023-01-31 |
黄金分割买点 |
买入 |
45.04499999999999 |
5900.0 |
¥26.6万 |
|
| 2023-03-06 |
重回前高 |
卖出 |
47.79216 |
5900.0 |
¥28.2万 |
|
| 2023-03-17 |
黄金分割买点 |
买入 |
44.84479999999999 |
6300.0 |
¥28.3万 |
|
| 2023-03-30 |
跌破0.618止损 |
卖出 |
43.43651999999999 |
6300.0 |
¥27.4万 |
止损触发 |
| 2023-11-14 |
黄金分割买点 |
买入 |
37.31728 |
7300.0 |
¥27.2万 |
|
| 2023-11-28 |
跌破0.618止损 |
卖出 |
36.1638 |
7300.0 |
¥26.4万 |
止损触发 |
| 2024-01-08 |
黄金分割买点 |
买入 |
35.265229999999995 |
7500.0 |
¥26.5万 |
|
| 2024-01-10 |
跌破0.618止损 |
卖出 |
34.12584 |
7500.0 |
¥25.6万 |
止损触发 |
| 2024-02-19 |
黄金分割买点 |
买入 |
33.343309999999995 |
7700.0 |
¥25.7万 |
|
| 2024-05-10 |
重回前高 |
卖出 |
37.382580000000004 |
7700.0 |
¥28.8万 |
|
| 2024-05-24 |
黄金分割买点 |
买入 |
35.35532 |
8100.0 |
¥28.6万 |
|
| 2024-07-22 |
重回前高 |
卖出 |
39.95001 |
8100.0 |
¥32.3万 |
|
| 2024-08-06 |
黄金分割买点 |
买入 |
38.76872999999999 |
8400.0 |
¥32.6万 |
|
| 2024-08-19 |
跌破0.618止损 |
卖出 |
36.803160000000005 |
8400.0 |
¥30.9万 |
止损触发 |
| 2024-11-18 |
黄金分割买点 |
买入 |
41.95190999999999 |
7300.0 |
¥30.6万 |
|
| 2024-12-24 |
跌破0.618止损 |
卖出 |
39.33 |
7300.0 |
¥28.7万 |
止损触发 |
| 2025-05-09 |
黄金分割买点 |
买入 |
35.02 |
8200.0 |
¥28.7万 |
|
| 2025-07-01 |
重回前高 |
卖出 |
38.50146 |
8200.0 |
¥31.6万 |
|
| 2025-08-15 |
黄金分割买点 |
买入 |
39.529489999999996 |
8000.0 |
¥31.6万 |
|
| 2025-09-05 |
跌破0.618止损 |
卖出 |
37.202760000000005 |
8000.0 |
¥29.8万 |
止损触发 |
| 2025-09-30 |
黄金分割买点 |
买入 |
40.39035 |
7400.0 |
¥29.9万 |
|
| 2025-10-23 |
跌破0.618止损 |
卖出 |
39.55041000000001 |
7400.0 |
¥29.3万 |
止损触发 |
| 2025-12-26 |
黄金分割买点 |
买入 |
41.22117999999999 |
7000.0 |
¥28.9万 |
|
| 2026-01-28 |
重回前高 |
卖出 |
50.42952 |
7000.0 |
¥35.3万 |
|
| 2026-03-20 |
黄金分割买点 |
买入 |
51.65 |
6900.0 |
¥35.6万 |
|
| 2026-03-24 |
跌破0.618止损 |
卖出 |
47.4525 |
6900.0 |
¥32.7万 |
止损触发 |
| 2026-08-28 |
黄金分割买点 |
买入 |
37.7377 |
8700.0 |
¥32.8万 |
|
| 2026-11-02 |
跌破0.618止损 |
卖出 |
37.11285 |
8700.0 |
¥32.3万 |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
38.58854999999999 |
8300.0 |
¥32.0万 |
|
| 2026-11-11 |
跌破0.618止损 |
卖出 |
37.65 |
8300.0 |
¥31.2万 |
止损触发 |