601111 中国国航 — 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: ¥1.18M
策略: 斐波那契回调
K线 & 交易信号（策略收益 +17.60%）
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 |
2015-05-07 |
2015-06-25 |
11.134459335999997 |
14.54544 |
¥29.9万 |
+30.60% |
重回前高 |
| 2 |
2015-07-31 |
2015-08-03 |
12.693807000000001 |
11.73825 |
¥-9.5万 |
-7.56% |
跌破0.618止损 |
| 3 |
2015-11-06 |
2015-12-01 |
9.542391858999997 |
8.11188 |
¥-17.6万 |
-15.02% |
跌破0.618止损 |
| 4 |
2015-12-23 |
2015-12-31 |
8.981663691000001 |
8.67132 |
¥-3.6万 |
-3.48% |
跌破0.618止损 |
| 5 |
2016-04-07 |
2016-05-31 |
7.269440178 |
6.75324 |
¥-7.1万 |
-7.13% |
跌破0.618止损 |
| 6 |
2016-06-03 |
2016-06-14 |
7.119245133 |
6.92307 |
¥-2.5万 |
-2.78% |
跌破0.618止损 |
| 7 |
2016-07-25 |
2016-09-01 |
7.71001231 |
7.4925 |
¥-2.5万 |
-2.85% |
跌破0.618止损 |
| 8 |
2017-01-11 |
2017-01-12 |
7.5498042619999985 |
7.40259 |
¥-1.7万 |
-1.98% |
跌破0.618止损 |
| 9 |
2017-01-19 |
2017-02-07 |
7.599869276999999 |
7.392600000000001 |
¥-2.3万 |
-2.76% |
跌破0.618止损 |
| 10 |
2017-02-17 |
2017-03-17 |
7.599869277 |
8.27172 |
¥7.3万 |
+8.81% |
重回前高 |
| 11 |
2017-04-27 |
2017-07-11 |
8.701299607 |
9.08091 |
¥3.9万 |
+4.33% |
跌破0.618止损 |
| 12 |
2017-11-10 |
2017-12-20 |
9.652534892 |
11.6883 |
¥19.8万 |
+21.05% |
重回前高 |
| 13 |
2018-01-22 |
2018-03-21 |
11.284654380999998 |
12.05793 |
¥7.8万 |
+6.82% |
跌破0.618止损 |
| 14 |
2018-11-09 |
2018-12-05 |
7.780103330999999 |
8.70129 |
¥14.3万 |
+11.81% |
重回前高 |
| 15 |
2018-12-21 |
2019-01-03 |
8.050454411999999 |
7.46253 |
¥-10.0万 |
-7.33% |
跌破0.618止损 |
| 16 |
2019-01-16 |
2019-05-07 |
8.010402399999998 |
9.21078 |
¥18.7万 |
+14.95% |
跌破0.618止损 |
| 17 |
2019-10-15 |
2019-10-21 |
8.420935522999999 |
8.17182 |
¥-4.3万 |
-2.99% |
跌破0.618止损 |
| 18 |
2019-11-01 |
2019-11-05 |
8.280753480999998 |
8.80119 |
¥8.7万 |
+6.25% |
重回前高 |
| 19 |
2019-11-13 |
2019-12-27 |
8.491026543999999 |
9.12087 |
¥10.9万 |
+7.39% |
重回前高 |
| 20 |
2020-07-17 |
2020-07-29 |
7.049154111999998 |
6.7932 |
¥-5.8万 |
-3.66% |
跌破0.618止损 |
| 21 |
2020-08-05 |
2020-09-16 |
7.0020999999999995 |
7.92207 |
¥20.1万 |
+13.10% |
重回前高 |
| 22 |
2020-09-24 |
2020-09-25 |
7.4596872350000005 |
7.2727200000000005 |
¥-4.4万 |
-2.54% |
跌破0.618止损 |
| 23 |
2020-12-10 |
2020-12-23 |
7.770090327999998 |
7.1028899999999995 |
¥-14.6万 |
-8.61% |
跌破0.618止损 |
| 24 |
2021-02-09 |
2021-03-17 |
7.760077324999999 |
8.86113 |
¥21.9万 |
+14.15% |
重回前高 |
| 25 |
2021-05-07 |
2021-06-01 |
8.230688466 |
8.36163 |
¥2.7万 |
+1.56% |
跌破0.618止损 |
| 26 |
2021-09-03 |
2021-10-12 |
7.339531199 |
8.08191 |
¥18.0万 |
+10.08% |
重回前高 |
| 27 |
2021-11-26 |
2022-02-09 |
8.230688466 |
10.47951 |
¥53.3万 |
+27.28% |
重回前高 |
| 28 |
2022-02-25 |
2022-03-08 |
9.862807955 |
9.01098 |
¥-21.8万 |
-8.66% |
跌破0.618止损 |
| 29 |
2022-04-21 |
2022-04-26 |
10.043042008999999 |
9.420570000000001 |
¥-14.1万 |
-6.23% |
跌破0.618止损 |
| 30 |
2022-05-26 |
2022-08-08 |
9.372170807999998 |
9.51048 |
¥3.1万 |
+1.45% |
跌破0.618止损 |
| 31 |
2022-08-31 |
2022-09-02 |
10.453575132 |
9.8901 |
¥-11.8万 |
-5.42% |
跌破0.618止损 |
| 32 |
2022-09-09 |
2022-11-01 |
10.513653149999998 |
9.53046 |
¥-19.2万 |
-9.38% |
跌破0.618止损 |
| 33 |
2022-11-02 |
2022-11-15 |
10.113133029999998 |
9.85014 |
¥-4.8万 |
-2.63% |
跌破0.618止损 |
| 34 |
2022-12-06 |
2023-02-02 |
10.263328074999999 |
10.21977 |
¥-8,276 |
-0.45% |
跌破0.618止损 |
| 35 |
2023-02-15 |
2023-03-17 |
10.854095251999999 |
10.62936 |
¥-3.8万 |
-2.10% |
跌破0.618止损 |
| 36 |
2023-03-20 |
2023-03-21 |
10.91417327 |
10.61937 |
¥-4.8万 |
-2.73% |
跌破0.618止损 |
| 37 |
2023-08-03 |
2023-08-24 |
9.272040778 |
8.3916 |
¥-16.4万 |
-9.52% |
跌破0.618止损 |
| 38 |
2023-11-20 |
2023-12-19 |
8.150584442 |
7.442549999999999 |
¥-13.7万 |
-8.71% |
跌破0.618止损 |
| 39 |
2024-01-29 |
2024-01-31 |
7.569830267999999 |
7.2727200000000005 |
¥-5.6万 |
-3.95% |
跌破0.618止损 |
| 40 |
2024-02-22 |
2024-03-04 |
7.539791258999999 |
7.2627299999999995 |
¥-5.1万 |
-3.70% |
跌破0.618止损 |
| 41 |
2024-03-14 |
2024-04-15 |
7.4296482259999985 |
7.10289 |
¥-5.8万 |
-4.43% |
跌破0.618止损 |
| 42 |
2024-11-05 |
2025-01-07 |
7.5498042619999985 |
7.582409999999999 |
¥5,032 |
+0.40% |
跌破0.618止损 |
| 43 |
2025-03-26 |
2025-03-31 |
7.609882279999999 |
7.2727200000000005 |
¥-5.6万 |
-4.46% |
跌破0.618止损 |
| 44 |
2025-04-11 |
2025-05-06 |
7.339531199 |
7.17 |
¥-2.8万 |
-2.34% |
跌破0.618止损 |
| 45 |
2025-07-04 |
2025-07-15 |
7.619895283 |
7.48251 |
¥-2.2万 |
-1.83% |
跌破0.618止损 |
| 46 |
2025-07-25 |
2025-07-30 |
7.649934292 |
7.4225699999999994 |
¥-3.5万 |
-3.00% |
跌破0.618止损 |
| 47 |
2025-11-04 |
2025-12-19 |
8.130558436 |
8.92107 |
¥10.9万 |
+9.69% |
重回前高 |
| 48 |
2026-01-26 |
2026-01-29 |
8.761377624999998 |
8.31168 |
¥-6.4万 |
-5.16% |
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 |
|---|
| 2015-05-07 |
黄金分割买点 |
买入 |
11.131119999999997 |
87800.0 |
¥97.8万 |
|
| 2015-06-25 |
重回前高 |
卖出 |
14.54544 |
87800.0 |
¥1.28M |
|
| 2015-07-31 |
黄金分割买点 |
买入 |
12.69 |
99200.0 |
¥1.26M |
|
| 2015-08-03 |
跌破0.618止损 |
卖出 |
11.73825 |
99200.0 |
¥1.16M |
止损触发 |
| 2015-11-06 |
黄金分割买点 |
买入 |
9.53953 |
122500.0 |
¥1.17M |
|
| 2015-12-01 |
跌破0.618止损 |
卖出 |
8.11188 |
122500.0 |
¥99.3万 |
止损触发 |
| 2015-12-23 |
黄金分割买点 |
买入 |
8.97897 |
114000.0 |
¥1.02M |
|
| 2015-12-31 |
跌破0.618止损 |
卖出 |
8.67132 |
114000.0 |
¥98.8万 |
止损触发 |
| 2016-04-07 |
黄金分割买点 |
买入 |
7.267259999999999 |
136200.0 |
¥99.0万 |
|
| 2016-05-31 |
跌破0.618止损 |
卖出 |
6.75324 |
136200.0 |
¥92.0万 |
止损触发 |
| 2016-06-03 |
黄金分割买点 |
买入 |
7.117109999999999 |
128100.0 |
¥91.2万 |
|
| 2016-06-14 |
跌破0.618止损 |
卖出 |
6.92307 |
128100.0 |
¥88.7万 |
止损触发 |
| 2016-07-25 |
黄金分割买点 |
买入 |
7.7077 |
116000.0 |
¥89.4万 |
|
| 2016-09-01 |
跌破0.618止损 |
卖出 |
7.4925 |
116000.0 |
¥86.9万 |
止损触发 |
| 2017-01-11 |
黄金分割买点 |
买入 |
7.547539999999999 |
113800.0 |
¥85.9万 |
|
| 2017-01-12 |
跌破0.618止损 |
卖出 |
7.40259 |
113800.0 |
¥84.2万 |
止损触发 |
| 2017-01-19 |
黄金分割买点 |
买入 |
7.5975899999999985 |
111300.0 |
¥84.6万 |
|
| 2017-02-07 |
跌破0.618止损 |
卖出 |
7.392600000000001 |
111300.0 |
¥82.3万 |
止损触发 |
| 2017-02-17 |
黄金分割买点 |
买入 |
7.597589999999999 |
108900.0 |
¥82.8万 |
|
| 2017-03-17 |
重回前高 |
卖出 |
8.27172 |
108900.0 |
¥90.1万 |
|
| 2017-04-27 |
黄金分割买点 |
买入 |
8.69869 |
103100.0 |
¥89.7万 |
|
| 2017-07-11 |
跌破0.618止损 |
卖出 |
9.08091 |
103100.0 |
¥93.6万 |
止损触发 |
| 2017-11-10 |
黄金分割买点 |
买入 |
9.64964 |
97500.0 |
¥94.1万 |
|
| 2017-12-20 |
重回前高 |
卖出 |
11.6883 |
97500.0 |
¥1.14M |
|
| 2018-01-22 |
黄金分割买点 |
买入 |
11.281269999999997 |
100800.0 |
¥1.14M |
|
| 2018-03-21 |
跌破0.618止损 |
卖出 |
12.05793 |
100800.0 |
¥1.22M |
止损触发 |
| 2018-11-09 |
黄金分割买点 |
买入 |
7.777769999999999 |
155600.0 |
¥1.21M |
|
| 2018-12-05 |
重回前高 |
卖出 |
8.70129 |
155600.0 |
¥1.35M |
|
| 2018-12-21 |
黄金分割买点 |
买入 |
8.048039999999999 |
168900.0 |
¥1.36M |
|
| 2019-01-03 |
跌破0.618止损 |
卖出 |
7.46253 |
168900.0 |
¥1.26M |
止损触发 |
| 2019-01-16 |
黄金分割买点 |
买入 |
8.008 |
156000.0 |
¥1.25M |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
9.21078 |
156000.0 |
¥1.44M |
止损触发 |
| 2019-10-15 |
黄金分割买点 |
买入 |
8.41841 |
170200.0 |
¥1.43M |
|
| 2019-10-21 |
跌破0.618止损 |
卖出 |
8.17182 |
170200.0 |
¥1.39M |
止损触发 |
| 2019-11-01 |
黄金分割买点 |
买入 |
8.27827 |
168800.0 |
¥1.40M |
|
| 2019-11-05 |
重回前高 |
卖出 |
8.80119 |
168800.0 |
¥1.49M |
|
| 2019-11-13 |
黄金分割买点 |
买入 |
8.48848 |
174000.0 |
¥1.48M |
|
| 2019-12-27 |
重回前高 |
卖出 |
9.12087 |
174000.0 |
¥1.59M |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
7.047039999999999 |
226100.0 |
¥1.59M |
|
| 2020-07-29 |
跌破0.618止损 |
卖出 |
6.7932 |
226100.0 |
¥1.54M |
止损触发 |
| 2020-08-05 |
黄金分割买点 |
买入 |
7.0 |
218800.0 |
¥1.53M |
|
| 2020-09-16 |
重回前高 |
卖出 |
7.92207 |
218800.0 |
¥1.73M |
|
| 2020-09-24 |
黄金分割买点 |
买入 |
7.45745 |
231800.0 |
¥1.73M |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
7.2727200000000005 |
231800.0 |
¥1.69M |
止损触发 |
| 2020-12-10 |
黄金分割买点 |
买入 |
7.767759999999999 |
218400.0 |
¥1.70M |
|
| 2020-12-23 |
跌破0.618止损 |
卖出 |
7.1028899999999995 |
218400.0 |
¥1.55M |
止损触发 |
| 2021-02-09 |
黄金分割买点 |
买入 |
7.75775 |
199400.0 |
¥1.55M |
|
| 2021-03-17 |
重回前高 |
卖出 |
8.86113 |
199400.0 |
¥1.77M |
|
| 2021-05-07 |
黄金分割买点 |
买入 |
8.22822 |
214000.0 |
¥1.76M |
|
| 2021-06-01 |
跌破0.618止损 |
卖出 |
8.36163 |
214000.0 |
¥1.79M |
止损触发 |
| 2021-09-03 |
黄金分割买点 |
买入 |
7.33733 |
242900.0 |
¥1.78M |
|
| 2021-10-12 |
重回前高 |
卖出 |
8.08191 |
242900.0 |
¥1.96M |
|
| 2021-11-26 |
黄金分割买点 |
买入 |
8.22822 |
237500.0 |
¥1.95M |
|
| 2022-02-09 |
重回前高 |
卖出 |
10.47951 |
237500.0 |
¥2.49M |
|
| 2022-02-25 |
黄金分割买点 |
买入 |
9.859849999999998 |
254900.0 |
¥2.51M |
|
| 2022-03-08 |
跌破0.618止损 |
卖出 |
9.01098 |
254900.0 |
¥2.30M |
止损触发 |
| 2022-04-21 |
黄金分割买点 |
买入 |
10.040029999999998 |
225500.0 |
¥2.26M |
|
| 2022-04-26 |
跌破0.618止损 |
卖出 |
9.420570000000001 |
225500.0 |
¥2.12M |
止损触发 |
| 2022-05-26 |
黄金分割买点 |
买入 |
9.369359999999999 |
228200.0 |
¥2.14M |
|
| 2022-08-08 |
跌破0.618止损 |
卖出 |
9.51048 |
228200.0 |
¥2.17M |
止损触发 |
| 2022-08-31 |
黄金分割买点 |
买入 |
10.450439999999999 |
208500.0 |
¥2.18M |
|
| 2022-09-02 |
跌破0.618止损 |
卖出 |
9.8901 |
208500.0 |
¥2.06M |
止损触发 |
| 2022-09-09 |
黄金分割买点 |
买入 |
10.510499999999999 |
194800.0 |
¥2.05M |
|
| 2022-11-01 |
跌破0.618止损 |
卖出 |
9.53046 |
194800.0 |
¥1.86M |
止损触发 |
| 2022-11-02 |
黄金分割买点 |
买入 |
10.1101 |
181900.0 |
¥1.84M |
|
| 2022-11-15 |
跌破0.618止损 |
卖出 |
9.85014 |
181900.0 |
¥1.79M |
止损触发 |
| 2022-12-06 |
黄金分割买点 |
买入 |
10.26025 |
177500.0 |
¥1.82M |
|
| 2023-02-02 |
跌破0.618止损 |
卖出 |
10.21977 |
177500.0 |
¥1.81M |
止损触发 |
| 2023-02-15 |
黄金分割买点 |
买入 |
10.850839999999998 |
166500.0 |
¥1.81M |
|
| 2023-03-17 |
跌破0.618止损 |
卖出 |
10.62936 |
166500.0 |
¥1.77M |
止损触发 |
| 2023-03-20 |
黄金分割买点 |
买入 |
10.9109 |
162700.0 |
¥1.78M |
|
| 2023-03-21 |
跌破0.618止损 |
卖出 |
10.61937 |
162700.0 |
¥1.73M |
止损触发 |
| 2023-08-03 |
黄金分割买点 |
买入 |
9.26926 |
186300.0 |
¥1.73M |
|
| 2023-08-24 |
跌破0.618止损 |
卖出 |
8.3916 |
186300.0 |
¥1.56M |
止损触发 |
| 2023-11-20 |
黄金分割买点 |
买入 |
8.14814 |
192200.0 |
¥1.57M |
|
| 2023-12-19 |
跌破0.618止损 |
卖出 |
7.442549999999999 |
192200.0 |
¥1.43M |
止损触发 |
| 2024-01-29 |
黄金分割买点 |
买入 |
7.5675599999999985 |
188000.0 |
¥1.42M |
|
| 2024-01-31 |
跌破0.618止损 |
卖出 |
7.2727200000000005 |
188000.0 |
¥1.37M |
止损触发 |
| 2024-02-22 |
黄金分割买点 |
买入 |
7.537529999999999 |
181100.0 |
¥1.37M |
|
| 2024-03-04 |
跌破0.618止损 |
卖出 |
7.2627299999999995 |
181100.0 |
¥1.31M |
止损触发 |
| 2024-03-14 |
黄金分割买点 |
买入 |
7.427419999999999 |
177500.0 |
¥1.32M |
|
| 2024-04-15 |
跌破0.618止损 |
卖出 |
7.10289 |
177500.0 |
¥1.26M |
止损触发 |
| 2024-11-05 |
黄金分割买点 |
买入 |
7.547539999999998 |
165900.0 |
¥1.25M |
|
| 2025-01-07 |
跌破0.618止损 |
卖出 |
7.582409999999999 |
165900.0 |
¥1.26M |
止损触发 |
| 2025-03-26 |
黄金分割买点 |
买入 |
7.6076 |
166300.0 |
¥1.27M |
|
| 2025-03-31 |
跌破0.618止损 |
卖出 |
7.2727200000000005 |
166300.0 |
¥1.21M |
止损触发 |
| 2025-04-11 |
黄金分割买点 |
买入 |
7.33733 |
165000.0 |
¥1.21M |
|
| 2025-05-06 |
跌破0.618止损 |
卖出 |
7.17 |
165000.0 |
¥1.18M |
止损触发 |
| 2025-07-04 |
黄金分割买点 |
买入 |
7.617609999999999 |
155600.0 |
¥1.19M |
|
| 2025-07-15 |
跌破0.618止损 |
卖出 |
7.48251 |
155600.0 |
¥1.16M |
止损触发 |
| 2025-07-25 |
黄金分割买点 |
买入 |
7.64764 |
152200.0 |
¥1.16M |
|
| 2025-07-30 |
跌破0.618止损 |
卖出 |
7.4225699999999994 |
152200.0 |
¥1.13M |
止损触发 |
| 2025-11-04 |
黄金分割买点 |
买入 |
8.12812 |
138700.0 |
¥1.13M |
|
| 2025-12-19 |
重回前高 |
卖出 |
8.92107 |
138700.0 |
¥1.24M |
|
| 2026-01-26 |
黄金分割买点 |
买入 |
8.75875 |
140800.0 |
¥1.23M |
|
| 2026-01-29 |
跌破0.618止损 |
卖出 |
8.31168 |
140800.0 |
¥1.17M |
止损触发 |