601021 春秋航空 — 斐波那契回调 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥36.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -63.77%）
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 52 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 |
2015-06-19 |
2015-07-28 |
120.15603599999999 |
100.21968 |
¥-15.8万 |
-16.62% |
跌破0.618止损 |
| 2 |
2015-10-14 |
2015-10-22 |
115.33458999999999 |
59.0 |
¥-40.6万 |
-48.86% |
跌破0.618止损 |
| 3 |
2016-04-07 |
2016-04-11 |
50.205197041999995 |
47.5 |
¥-2.3万 |
-5.42% |
跌破0.618止损 |
| 4 |
2016-05-19 |
2016-07-01 |
47.66189428 |
47.83212 |
¥1,341 |
+0.33% |
跌破0.618止损 |
| 5 |
2017-06-02 |
2017-06-12 |
34.480341 |
32.367599999999996 |
¥-2.5万 |
-6.16% |
跌破0.618止损 |
| 6 |
2017-07-13 |
2017-07-18 |
32.84264983999999 |
31.958009999999998 |
¥-1.1万 |
-2.72% |
跌破0.618止损 |
| 7 |
2017-09-22 |
2017-11-01 |
33.863976146 |
36.173790000000004 |
¥2.6万 |
+6.79% |
重回前高 |
| 8 |
2017-11-24 |
2017-11-27 |
38.059424402999994 |
41.48847 |
¥3.6万 |
+8.98% |
重回前高 |
| 9 |
2017-11-28 |
2018-01-11 |
37.158254133 |
36.3636 |
¥-9,345 |
-2.17% |
跌破0.618止损 |
| 10 |
2018-06-26 |
2018-07-04 |
36.046810799999996 |
34.165800000000004 |
¥-2.2万 |
-5.25% |
跌破0.618止损 |
| 11 |
2018-09-19 |
2018-10-17 |
33.032896897 |
31.0 |
¥-2.5万 |
-6.18% |
跌破0.618止损 |
| 12 |
2018-10-25 |
2018-10-30 |
32.532246747 |
31.42854 |
¥-1.3万 |
-3.42% |
跌破0.618止损 |
| 13 |
2018-11-27 |
2018-12-17 |
34.09427521499999 |
32.4675 |
¥-1.8万 |
-4.80% |
跌破0.618止损 |
| 14 |
2019-02-22 |
2019-03-07 |
33.443430019999994 |
36.70326 |
¥3.4万 |
+9.71% |
重回前高 |
| 15 |
2019-04-23 |
2019-07-03 |
38.930555664 |
47.4525 |
¥8.4万 |
+21.85% |
重回前高 |
| 16 |
2019-07-15 |
2019-08-05 |
43.796875121999996 |
41.958 |
¥-2.0万 |
-4.23% |
跌破0.618止损 |
| 17 |
2019-09-02 |
2019-10-08 |
44.708058394999995 |
42.50745 |
¥-2.2万 |
-4.95% |
跌破0.618止损 |
| 18 |
2020-02-21 |
2020-02-25 |
39.951881969999995 |
37.162800000000004 |
¥-3.0万 |
-7.01% |
跌破0.618止损 |
| 19 |
2020-05-07 |
2020-06-30 |
35.636277676999995 |
35.01 |
¥-7,068 |
-1.79% |
跌破0.618止损 |
| 20 |
2020-07-17 |
2020-08-14 |
38.71026959799999 |
43.51644 |
¥4.8万 |
+12.38% |
重回前高 |
| 21 |
2020-09-30 |
2020-10-26 |
45.258773559999995 |
41.48847 |
¥-3.7万 |
-8.36% |
跌破0.618止损 |
| 22 |
2020-11-12 |
2020-11-20 |
45.92964476099999 |
51.69 |
¥5.0万 |
+12.51% |
重回前高 |
| 23 |
2021-01-15 |
2021-01-27 |
51.07632830299999 |
58.7412 |
¥6.7万 |
+14.97% |
重回前高 |
| 24 |
2021-03-09 |
2021-03-23 |
59.577367849999995 |
66.79314 |
¥6.3万 |
+12.08% |
重回前高 |
| 25 |
2021-03-25 |
2021-05-27 |
58.505976528999994 |
67.90203 |
¥9.2万 |
+16.03% |
重回前高 |
| 26 |
2021-06-03 |
2021-06-15 |
63.93302415499999 |
61.40852999999999 |
¥-2.7万 |
-3.98% |
跌破0.618止损 |
| 27 |
2021-09-02 |
2021-11-30 |
55.281789563000004 |
54.935010000000005 |
¥-4,214 |
-0.66% |
跌破0.618止损 |
| 28 |
2022-01-05 |
2022-01-17 |
57.27437715999999 |
54.80514 |
¥-2.8万 |
-4.34% |
跌破0.618止损 |
| 29 |
2022-01-20 |
2022-02-24 |
57.534715238 |
53.676269999999995 |
¥-4.1万 |
-6.73% |
跌破0.618止损 |
| 30 |
2022-05-31 |
2022-06-21 |
48.362804489999995 |
49.48047000000001 |
¥1.3万 |
+2.28% |
重回前高 |
| 31 |
2022-07-12 |
2022-08-05 |
51.36670538999999 |
49.5504 |
¥-2.1万 |
-3.56% |
跌破0.618止损 |
| 32 |
2022-09-27 |
2022-11-01 |
51.56696545 |
48.06189 |
¥-3.8万 |
-6.83% |
跌破0.618止损 |
| 33 |
2022-11-14 |
2022-11-22 |
53.356002000000004 |
49.57038 |
¥-3.7万 |
-7.12% |
跌破0.618止损 |
| 34 |
2023-02-02 |
2023-03-13 |
60.128083014999994 |
61.76817 |
¥1.3万 |
+2.70% |
跌破0.618止损 |
| 35 |
2023-04-17 |
2023-04-26 |
62.33094367499999 |
59.670269999999995 |
¥-2.2万 |
-4.30% |
跌破0.618止损 |
| 36 |
2023-06-20 |
2023-06-30 |
59.867955 |
56.98296 |
¥-2.3万 |
-4.85% |
跌破0.618止损 |
| 37 |
2023-08-04 |
2023-08-24 |
59.23692574799999 |
56.55339 |
¥-2.1万 |
-4.56% |
跌破0.618止损 |
| 38 |
2023-09-01 |
2023-09-05 |
59.206886739 |
55.944 |
¥-2.4万 |
-5.54% |
跌破0.618止损 |
| 39 |
2023-11-01 |
2023-12-04 |
55.051490493999985 |
51.2487 |
¥-2.9万 |
-6.94% |
跌破0.618止损 |
| 40 |
2024-01-10 |
2024-02-21 |
51.987511575999996 |
56.86308000000001 |
¥3.5万 |
+9.35% |
重回前高 |
| 41 |
2024-03-05 |
2024-04-11 |
54.36059328699999 |
58.02192 |
¥2.8万 |
+6.70% |
重回前高 |
| 42 |
2024-05-08 |
2024-05-17 |
55.57216664999999 |
55.29 |
¥-2,390 |
-0.54% |
跌破0.618止损 |
| 43 |
2024-10-11 |
2024-10-15 |
57.875157339999994 |
53.746199999999995 |
¥-3.2万 |
-7.16% |
跌破0.618止损 |
| 44 |
2024-11-08 |
2024-11-15 |
59.066704697 |
55.19475 |
¥-2.7万 |
-6.58% |
跌破0.618止损 |
| 45 |
2024-11-19 |
2024-12-20 |
58.035365387999995 |
55.0 |
¥-2.0万 |
-5.26% |
跌破0.618止损 |
| 46 |
2025-01-06 |
2025-01-13 |
56.41692 |
54.16578 |
¥-1.5万 |
-4.02% |
跌破0.618止损 |
| 47 |
2025-04-15 |
2025-05-13 |
53.03887689099999 |
56.44349999999999 |
¥2.2万 |
+6.39% |
重回前高 |
| 48 |
2025-06-18 |
2025-07-11 |
55.17164653 |
55.044900000000005 |
¥-960 |
-0.26% |
跌破0.618止损 |
| 49 |
2025-11-18 |
2025-11-26 |
56.37320689 |
54.53541000000001 |
¥-1.2万 |
-3.29% |
跌破0.618止损 |
| 50 |
2025-12-23 |
2026-02-03 |
56.17294683 |
55.79415 |
¥-2,531 |
-0.70% |
跌破0.618止损 |
| 51 |
2026-06-01 |
2026-06-04 |
48.56306455 |
45.954 |
¥-1.9万 |
-5.40% |
跌破0.618止损 |
| 52 |
2026-11-04 |
2026-11-11 |
42.455132719999995 |
45.0549 |
¥2.1万 |
+6.09% |
重回前高 |
逐笔成交记录（共 104 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
120.11999999999999 |
7900.0 |
¥94.9万 |
|
| 2015-07-28 |
跌破0.618止损 |
卖出 |
100.21968 |
7900.0 |
¥79.1万 |
止损触发 |
| 2015-10-14 |
黄金分割买点 |
买入 |
115.3 |
7200.0 |
¥83.0万 |
|
| 2015-10-22 |
跌破0.618止损 |
卖出 |
59.0 |
7200.0 |
¥42.5万 |
止损触发 |
| 2016-04-07 |
黄金分割买点 |
买入 |
50.19013999999999 |
8500.0 |
¥42.7万 |
|
| 2016-04-11 |
跌破0.618止损 |
卖出 |
47.5 |
8500.0 |
¥40.4万 |
止损触发 |
| 2016-05-19 |
黄金分割买点 |
买入 |
47.6476 |
8600.0 |
¥41.0万 |
|
| 2016-07-01 |
跌破0.618止损 |
卖出 |
47.83212 |
8600.0 |
¥41.1万 |
止损触发 |
| 2017-06-02 |
黄金分割买点 |
买入 |
34.47 |
11900.0 |
¥41.0万 |
|
| 2017-06-12 |
跌破0.618止损 |
卖出 |
32.367599999999996 |
11900.0 |
¥38.5万 |
止损触发 |
| 2017-07-13 |
黄金分割买点 |
买入 |
32.83279999999999 |
11800.0 |
¥38.8万 |
|
| 2017-07-18 |
跌破0.618止损 |
卖出 |
31.958009999999998 |
11800.0 |
¥37.7万 |
止损触发 |
| 2017-09-22 |
黄金分割买点 |
买入 |
33.85382 |
11100.0 |
¥37.6万 |
|
| 2017-11-01 |
重回前高 |
卖出 |
36.173790000000004 |
11100.0 |
¥40.1万 |
|
| 2017-11-24 |
黄金分割买点 |
买入 |
38.04800999999999 |
10500.0 |
¥40.0万 |
|
| 2017-11-27 |
重回前高 |
卖出 |
41.48847 |
10500.0 |
¥43.5万 |
|
| 2017-11-28 |
黄金分割买点 |
买入 |
37.14711 |
11600.0 |
¥43.1万 |
|
| 2018-01-11 |
跌破0.618止损 |
卖出 |
36.3636 |
11600.0 |
¥42.2万 |
止损触发 |
| 2018-06-26 |
黄金分割买点 |
买入 |
36.035999999999994 |
11800.0 |
¥42.5万 |
|
| 2018-07-04 |
跌破0.618止损 |
卖出 |
34.165800000000004 |
11800.0 |
¥40.3万 |
止损触发 |
| 2018-09-19 |
黄金分割买点 |
买入 |
33.02299 |
12200.0 |
¥40.3万 |
|
| 2018-10-17 |
跌破0.618止损 |
卖出 |
31.0 |
12200.0 |
¥37.8万 |
止损触发 |
| 2018-10-25 |
黄金分割买点 |
买入 |
32.52249 |
11400.0 |
¥37.1万 |
|
| 2018-10-30 |
跌破0.618止损 |
卖出 |
31.42854 |
11400.0 |
¥35.8万 |
止损触发 |
| 2018-11-27 |
黄金分割买点 |
买入 |
34.08404999999999 |
10800.0 |
¥36.8万 |
|
| 2018-12-17 |
跌破0.618止损 |
卖出 |
32.4675 |
10800.0 |
¥35.1万 |
止损触发 |
| 2019-02-22 |
黄金分割买点 |
买入 |
33.43339999999999 |
10400.0 |
¥34.8万 |
|
| 2019-03-07 |
重回前高 |
卖出 |
36.70326 |
10400.0 |
¥38.2万 |
|
| 2019-04-23 |
黄金分割买点 |
买入 |
38.91888 |
9900.0 |
¥38.5万 |
|
| 2019-07-03 |
重回前高 |
卖出 |
47.4525 |
9900.0 |
¥47.0万 |
|
| 2019-07-15 |
黄金分割买点 |
买入 |
43.783739999999995 |
10700.0 |
¥46.9万 |
|
| 2019-08-05 |
跌破0.618止损 |
卖出 |
41.958 |
10700.0 |
¥44.9万 |
止损触发 |
| 2019-09-02 |
黄金分割买点 |
买入 |
44.694649999999996 |
10000.0 |
¥44.7万 |
|
| 2019-10-08 |
跌破0.618止损 |
卖出 |
42.50745 |
10000.0 |
¥42.5万 |
止损触发 |
| 2020-02-21 |
黄金分割买点 |
买入 |
39.939899999999994 |
10700.0 |
¥42.7万 |
|
| 2020-02-25 |
跌破0.618止损 |
卖出 |
37.162800000000004 |
10700.0 |
¥39.8万 |
止损触发 |
| 2020-05-07 |
黄金分割买点 |
买入 |
35.62559 |
11100.0 |
¥39.6万 |
|
| 2020-06-30 |
跌破0.618止损 |
卖出 |
35.01 |
11100.0 |
¥38.8万 |
止损触发 |
| 2020-07-17 |
黄金分割买点 |
买入 |
38.69865999999999 |
10100.0 |
¥39.1万 |
|
| 2020-08-14 |
重回前高 |
卖出 |
43.51644 |
10100.0 |
¥43.9万 |
|
| 2020-09-30 |
黄金分割买点 |
买入 |
45.2452 |
9700.0 |
¥43.9万 |
|
| 2020-10-26 |
跌破0.618止损 |
卖出 |
41.48847 |
9700.0 |
¥40.2万 |
止损触发 |
| 2020-11-12 |
黄金分割买点 |
买入 |
45.91586999999999 |
8700.0 |
¥40.0万 |
|
| 2020-11-20 |
重回前高 |
卖出 |
51.69 |
8700.0 |
¥45.0万 |
|
| 2021-01-15 |
黄金分割买点 |
买入 |
51.06100999999999 |
8800.0 |
¥44.9万 |
|
| 2021-01-27 |
重回前高 |
卖出 |
58.7412 |
8800.0 |
¥51.7万 |
|
| 2021-03-09 |
黄金分割买点 |
买入 |
59.55949999999999 |
8700.0 |
¥51.8万 |
|
| 2021-03-23 |
重回前高 |
卖出 |
66.79314 |
8700.0 |
¥58.1万 |
|
| 2021-03-25 |
黄金分割买点 |
买入 |
58.488429999999994 |
9800.0 |
¥57.3万 |
|
| 2021-05-27 |
重回前高 |
卖出 |
67.90203 |
9800.0 |
¥66.5万 |
|
| 2021-06-03 |
黄金分割买点 |
买入 |
63.91385 |
10500.0 |
¥67.1万 |
|
| 2021-06-15 |
跌破0.618止损 |
卖出 |
61.40852999999999 |
10500.0 |
¥64.5万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
55.265209999999996 |
11600.0 |
¥64.1万 |
|
| 2021-11-30 |
跌破0.618止损 |
卖出 |
54.935010000000005 |
11600.0 |
¥63.7万 |
止损触发 |
| 2022-01-05 |
黄金分割买点 |
买入 |
57.25719999999999 |
11100.0 |
¥63.6万 |
|
| 2022-01-17 |
跌破0.618止损 |
卖出 |
54.80514 |
11100.0 |
¥60.8万 |
止损触发 |
| 2022-01-20 |
黄金分割买点 |
买入 |
57.51745999999999 |
10700.0 |
¥61.6万 |
|
| 2022-02-24 |
跌破0.618止损 |
卖出 |
53.676269999999995 |
10700.0 |
¥57.4万 |
止损触发 |
| 2022-05-31 |
黄金分割买点 |
买入 |
48.348299999999995 |
11800.0 |
¥57.1万 |
|
| 2022-06-21 |
重回前高 |
卖出 |
49.48047000000001 |
11800.0 |
¥58.4万 |
|
| 2022-07-12 |
黄金分割买点 |
买入 |
51.351299999999995 |
11400.0 |
¥58.6万 |
|
| 2022-08-05 |
跌破0.618止损 |
卖出 |
49.5504 |
11400.0 |
¥56.5万 |
止损触发 |
| 2022-09-27 |
黄金分割买点 |
买入 |
51.5515 |
10900.0 |
¥56.2万 |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
48.06189 |
10900.0 |
¥52.4万 |
止损触发 |
| 2022-11-14 |
黄金分割买点 |
买入 |
53.34 |
9800.0 |
¥52.3万 |
|
| 2022-11-22 |
跌破0.618止损 |
卖出 |
49.57038 |
9800.0 |
¥48.6万 |
止损触发 |
| 2023-02-02 |
黄金分割买点 |
买入 |
60.110049999999994 |
8100.0 |
¥48.7万 |
|
| 2023-03-13 |
跌破0.618止损 |
卖出 |
61.76817 |
8100.0 |
¥50.0万 |
止损触发 |
| 2023-04-17 |
黄金分割买点 |
买入 |
62.31224999999999 |
8100.0 |
¥50.5万 |
|
| 2023-04-26 |
跌破0.618止损 |
卖出 |
59.670269999999995 |
8100.0 |
¥48.3万 |
止损触发 |
| 2023-06-20 |
黄金分割买点 |
买入 |
59.85 |
8000.0 |
¥47.9万 |
|
| 2023-06-30 |
跌破0.618止损 |
卖出 |
56.98296 |
8000.0 |
¥45.6万 |
止损触发 |
| 2023-08-04 |
黄金分割买点 |
买入 |
59.21915999999999 |
7700.0 |
¥45.6万 |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
56.55339 |
7700.0 |
¥43.5万 |
止损触发 |
| 2023-09-01 |
黄金分割买点 |
买入 |
59.18913 |
7400.0 |
¥43.8万 |
|
| 2023-09-05 |
跌破0.618止损 |
卖出 |
55.944 |
7400.0 |
¥41.4万 |
止损触发 |
| 2023-11-01 |
黄金分割买点 |
买入 |
55.03497999999999 |
7500.0 |
¥41.3万 |
|
| 2023-12-04 |
跌破0.618止损 |
卖出 |
51.2487 |
7500.0 |
¥38.4万 |
止损触发 |
| 2024-01-10 |
黄金分割买点 |
买入 |
51.97192 |
7300.0 |
¥38.0万 |
|
| 2024-02-21 |
重回前高 |
卖出 |
56.86308000000001 |
7300.0 |
¥41.5万 |
|
| 2024-03-05 |
黄金分割买点 |
买入 |
54.344289999999994 |
7700.0 |
¥41.9万 |
|
| 2024-04-11 |
重回前高 |
卖出 |
58.02192 |
7700.0 |
¥44.7万 |
|
| 2024-05-08 |
黄金分割买点 |
买入 |
55.555499999999995 |
8000.0 |
¥44.5万 |
|
| 2024-05-17 |
跌破0.618止损 |
卖出 |
55.29 |
8000.0 |
¥44.2万 |
止损触发 |
| 2024-10-11 |
黄金分割买点 |
买入 |
57.85779999999999 |
7700.0 |
¥44.6万 |
|
| 2024-10-15 |
跌破0.618止损 |
卖出 |
53.746199999999995 |
7700.0 |
¥41.4万 |
止损触发 |
| 2024-11-08 |
黄金分割买点 |
买入 |
59.048989999999996 |
7000.0 |
¥41.3万 |
|
| 2024-11-15 |
跌破0.618止损 |
卖出 |
55.19475 |
7000.0 |
¥38.6万 |
止损触发 |
| 2024-11-19 |
黄金分割买点 |
买入 |
58.017959999999995 |
6600.0 |
¥38.3万 |
|
| 2024-12-20 |
跌破0.618止损 |
卖出 |
55.0 |
6600.0 |
¥36.3万 |
止损触发 |
| 2025-01-06 |
黄金分割买点 |
买入 |
56.4 |
6500.0 |
¥36.7万 |
|
| 2025-01-13 |
跌破0.618止损 |
卖出 |
54.16578 |
6500.0 |
¥35.2万 |
止损触发 |
| 2025-04-15 |
黄金分割买点 |
买入 |
53.022969999999994 |
6600.0 |
¥35.0万 |
|
| 2025-05-13 |
重回前高 |
卖出 |
56.44349999999999 |
6600.0 |
¥37.2万 |
|
| 2025-06-18 |
黄金分割买点 |
买入 |
55.1551 |
6700.0 |
¥37.0万 |
|
| 2025-07-11 |
跌破0.618止损 |
卖出 |
55.044900000000005 |
6700.0 |
¥36.9万 |
止损触发 |
| 2025-11-18 |
黄金分割买点 |
买入 |
56.35629999999999 |
6600.0 |
¥37.2万 |
|
| 2025-11-26 |
跌破0.618止损 |
卖出 |
54.53541000000001 |
6600.0 |
¥36.0万 |
止损触发 |
| 2025-12-23 |
黄金分割买点 |
买入 |
56.156099999999995 |
6400.0 |
¥36.0万 |
|
| 2026-02-03 |
跌破0.618止损 |
卖出 |
55.79415 |
6400.0 |
¥35.7万 |
止损触发 |
| 2026-06-01 |
黄金分割买点 |
买入 |
48.5485 |
7300.0 |
¥35.5万 |
|
| 2026-06-04 |
跌破0.618止损 |
卖出 |
45.954 |
7300.0 |
¥33.5万 |
止损触发 |
| 2026-11-04 |
黄金分割买点 |
买入 |
42.44239999999999 |
8000.0 |
¥34.0万 |
|
| 2026-11-11 |
重回前高 |
卖出 |
45.0549 |
8000.0 |
¥36.0万 |
|