← 返回 威廉指标超卖

000166 申万宏源 — 威廉指标超卖 回测明细

数据区间: 2015-01-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥29.1万
策略: 威廉指标超卖
-70.88%
总收益率
¥-70.9万
盈亏金额
128
总成交笔数
64
交易回合
50%
回合胜率
¥-1.1万
平均回合盈亏
K线 & 交易信号(策略收益 -70.88%)
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 64 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 2015-05-04 2015-05-26 18.193626451 18.84114 ¥3.5万 +3.53% WR超买
2 2015-06-19 2015-08-11 17.512742247 13.766219999999999 ¥-22.0万 -21.42% WR超买
3 2015-08-19 2015-10-13 12.576331768 9.270719999999999 ¥-21.0万 -26.31% WR超买
4 2015-11-30 2015-12-18 10.41352312 11.00898 ¥3.4万 +5.69% WR超买
5 2016-01-05 2016-02-23 9.382183810999997 8.41158 ¥-6.4万 -10.37% WR超买
6 2016-04-22 2016-06-01 8.230688466 8.50149 ¥1.9万 +3.26% WR超买
7 2016-06-14 2016-07-01 8.000389397000001 8.43156 ¥3.2万 +5.36% WR超买
8 2016-07-07 2016-10-11 6.308191889999999 6.41358 ¥1.0万 +1.64% WR超买
9 2016-12-05 2017-02-14 6.788816033999999 6.44355 ¥-3.2万 -5.11% WR超买
10 2017-03-02 2017-05-26 6.418334923 5.61438 ¥-7.6万 -12.55% WR超买
11 2017-06-19 2017-07-06 5.537190658999998 5.624369999999999 ¥8,130 +1.54% WR超买
12 2017-09-15 2018-01-09 5.967749788 5.3846099999999995 ¥-5.2万 -9.80% WR超买
13 2018-02-02 2018-03-12 5.306891589999999 5.0949 ¥-1.9万 -4.02% WR超买
14 2018-03-19 2018-05-04 4.996488497 4.88511 ¥-1.0万 -2.26% WR超买
15 2018-05-25 2018-07-13 4.776202430999999 4.37562 ¥-3.8万 -8.41% WR超买
16 2018-08-03 2018-08-22 4.285565284 4.40559 ¥1.1万 +2.77% WR超买
17 2018-09-11 2018-09-14 4.355656304999999 4.47552 ¥1.2万 +2.72% WR超买
18 2018-10-11 2018-10-26 4.2855652840000005 4.515479999999999 ¥2.3万 +5.33% WR超买
19 2018-11-26 2019-01-07 4.445773332 4.3956 ¥-5,324 -1.16% WR超买
20 2019-03-18 2019-04-04 5.537190659 5.84415 ¥2.5万 +5.51% WR超买
21 2019-04-24 2019-06-12 5.487125644000001 4.83516 ¥-5.7万 -11.91% WR超买
22 2019-07-10 2019-08-20 4.8563064549999995 4.8551400000000005 ¥-228 -0.05% WR超买
23 2019-09-24 2019-10-17 4.866319458 4.91508 ¥4,109 +0.97% WR超买
24 2019-11-12 2019-12-06 4.746163421999999 4.845149999999999 ¥8,778 +2.05% WR超买
25 2020-01-22 2020-02-21 4.9864754940000005 4.92507 ¥-5,477 -1.26% WR超买
26 2020-03-13 2020-05-07 4.455786335 4.435560000000001 ¥-1,983 -0.48% WR超买
27 2020-05-28 2020-06-02 4.345643301999999 4.4955 ¥1.5万 +3.42% WR超买
28 2020-07-28 2020-10-13 5.6773727009999995 5.52447 ¥-1.2万 -2.72% WR超买
29 2020-10-22 2020-11-10 5.336930599 5.37462 ¥2,908 +0.68% WR超买
30 2020-12-10 2020-12-31 5.166709547999999 5.16483 ¥-287 -0.07% WR超买
31 2021-01-21 2021-02-22 5.106631529999999 4.83516 ¥-2.3万 -5.34% WR超买
32 2021-03-10 2021-05-13 4.726137415999999 4.5954 ¥-1.1万 -2.80% WR超买
33 2021-06-15 2021-06-28 4.651395000000001 4.74525 ¥7,921 +1.99% WR超买
34 2021-07-05 2021-08-17 4.555916364999998 4.41558 ¥-1.3万 -3.11% WR超买
35 2021-09-28 2021-10-26 5.587255674 5.45454 ¥-9,445 -2.40% WR超买
36 2021-10-28 2021-11-10 5.226787566 5.56 ¥2.4万 +6.34% WR超买
37 2021-11-19 2021-12-10 5.096618526999999 5.24475 ¥1.2万 +2.88% WR超买
38 2021-12-21 2022-04-06 5.096618526999999 4.42557 ¥-5.6万 -13.19% WR超买
39 2022-04-20 2022-05-27 4.345643301999998 4.065930000000001 ¥-2.4万 -6.46% WR超买
40 2022-07-05 2022-08-12 4.235500269 4.14585 ¥-7,326 -2.15% WR超买
41 2022-09-21 2022-11-07 4.0052012 4.01598 ¥798 +0.24% WR超买
42 2022-12-20 2023-01-16 3.9951881969999996 4.065930000000001 ¥5,826 +1.74% WR超买
43 2023-02-13 2023-03-02 4.175422251 4.24575 ¥5,642 +1.65% WR超买
44 2023-03-13 2023-04-04 4.135370238999999 4.24575 ¥9,132 +2.64% WR超买
45 2023-05-24 2023-07-03 4.595968376999999 4.6353599999999995 ¥2,937 +0.83% WR超买
46 2023-08-15 2023-09-25 4.826267445999999 4.3956 ¥-3.2万 -8.95% WR超买
47 2023-11-30 2024-01-26 4.5058513499999995 4.40559 ¥-7,385 -2.25% WR超买
48 2024-03-15 2024-04-19 4.495838347 4.515479999999999 ¥1,300 +0.41% WR超买
49 2024-05-24 2024-07-22 4.585955374 4.3956 ¥-1.3万 -4.18% WR超买
50 2024-08-27 2024-09-25 4.535890359 4.59 ¥3,575 +1.16% WR超买
51 2024-10-25 2024-11-05 5.266839578 5.51448 ¥1.5万 +4.67% WR超买
52 2024-11-25 2024-12-09 5.286865583999999 5.4945 ¥1.3万 +3.90% WR超买
53 2024-12-20 2024-12-31 5.376982610999999 5.58441 ¥1.3万 +3.83% WR超买
54 2025-01-02 2025-02-10 5.346943602 5.14485 ¥-1.3万 -3.81% WR超买
55 2025-03-03 2025-04-28 5.10663153 4.73526 ¥-2.5万 -7.30% WR超买
56 2025-05-23 2025-06-06 4.7461634219999995 4.8551400000000005 ¥7,096 +2.27% WR超买
57 2025-09-02 2025-10-10 5.431628999999999 5.36463 ¥-4,048 -1.26% WR超买
58 2025-11-13 2025-12-18 5.4270476259999985 5.32467 ¥-6,062 -1.92% WR超买
59 2026-01-19 2026-04-15 5.186735553999999 4.77522 ¥-2.5万 -7.96% WR超买
60 2026-04-27 2026-05-07 4.636020389 4.7951999999999995 ¥9,717 +3.40% WR超买
61 2026-05-18 2026-06-15 4.525877356 4.54545 ¥1,184 +0.40% WR超买
62 2026-08-07 2026-08-27 4.535890359000001 4.54545 ¥534 +0.18% WR超买
63 2026-09-14 2026-10-16 4.435760328999999 4.45554 ¥1,232 +0.42% WR超买
64 2026-10-22 2026-11-13 4.355656305 4.24 ¥-8,010 -2.68% 强平
逐笔成交记录(共 128 笔)
日期操作方向价格数量(股)金额备注
2015-05-04 WR超卖 买入 18.18817 54800.0 ¥99.7万
2015-05-26 WR超买 卖出 18.84114 54800.0 ¥1.03M
2015-06-19 WR超卖 买入 17.507489999999997 58600.0 ¥1.03M
2015-08-11 WR超买 卖出 13.766219999999999 58600.0 ¥80.6万
2015-08-19 WR超卖 买入 12.57256 63500.0 ¥79.9万
2015-10-13 WR超买 卖出 9.270719999999999 63500.0 ¥58.9万
2015-11-30 WR超卖 买入 10.4104 57500.0 ¥59.9万
2015-12-18 WR超买 卖出 11.00898 57500.0 ¥63.3万
2016-01-05 WR超卖 买入 9.379369999999998 65700.0 ¥61.6万
2016-02-23 WR超买 卖出 8.41158 65700.0 ¥55.2万
2016-04-22 WR超卖 买入 8.22822 69200.0 ¥57.0万
2016-06-01 WR超买 卖出 8.50149 69200.0 ¥58.8万
2016-06-14 WR超卖 买入 7.99799 73900.0 ¥59.1万
2016-07-01 WR超买 卖出 8.43156 73900.0 ¥62.3万
2016-07-07 WR超卖 买入 6.306299999999999 98300.0 ¥62.0万
2016-10-11 WR超买 卖出 6.41358 98300.0 ¥63.0万
2016-12-05 WR超卖 买入 6.786779999999999 92600.0 ¥62.9万
2017-02-14 WR超买 卖出 6.44355 92600.0 ¥59.6万
2017-03-02 WR超卖 买入 6.416409999999999 94000.0 ¥60.3万
2017-05-26 WR超买 卖出 5.61438 94000.0 ¥52.8万
2017-06-19 WR超卖 买入 5.53553 95100.0 ¥52.7万
2017-07-06 WR超买 卖出 5.624369999999999 95100.0 ¥53.5万
2017-09-15 WR超卖 买入 5.965959999999999 89600.0 ¥53.5万
2018-01-09 WR超买 卖出 5.3846099999999995 89600.0 ¥48.2万
2018-02-02 WR超卖 买入 5.305299999999999 90600.0 ¥48.1万
2018-03-12 WR超买 卖出 5.0949 90600.0 ¥46.1万
2018-03-19 WR超卖 买入 4.99499 92700.0 ¥46.3万
2018-05-04 WR超买 卖出 4.88511 92700.0 ¥45.3万
2018-05-25 WR超卖 买入 4.774769999999999 94800.0 ¥45.3万
2018-07-13 WR超买 卖出 4.37562 94800.0 ¥41.5万
2018-08-03 WR超卖 买入 4.28428 96800.0 ¥41.5万
2018-08-22 WR超买 卖出 4.40559 96800.0 ¥42.6万
2018-09-11 WR超卖 买入 4.354349999999999 97600.0 ¥42.5万
2018-09-14 WR超买 卖出 4.47552 97600.0 ¥43.7万
2018-10-11 WR超卖 买入 4.28428 100000.0 ¥42.9万
2018-10-26 WR超买 卖出 4.515479999999999 100000.0 ¥45.1万
2018-11-26 WR超卖 买入 4.44444 103400.0 ¥46.0万
2019-01-07 WR超买 卖出 4.3956 103400.0 ¥45.4万
2019-03-18 WR超卖 买入 5.53553 82200.0 ¥45.5万
2019-04-04 WR超买 卖出 5.84415 82200.0 ¥48.0万
2019-04-24 WR超卖 买入 5.48548 87500.0 ¥48.0万
2019-06-12 WR超买 卖出 4.83516 87500.0 ¥42.3万
2019-07-10 WR超卖 买入 4.854849999999999 87100.0 ¥42.3万
2019-08-20 WR超买 卖出 4.8551400000000005 87100.0 ¥42.3万
2019-09-24 WR超卖 买入 4.86486 86900.0 ¥42.3万
2019-10-17 WR超买 卖出 4.91508 86900.0 ¥42.7万
2019-11-12 WR超卖 买入 4.744739999999999 90000.0 ¥42.7万
2019-12-06 WR超买 卖出 4.845149999999999 90000.0 ¥43.6万
2020-01-22 WR超卖 买入 4.98498 87100.0 ¥43.4万
2020-02-21 WR超买 卖出 4.92507 87100.0 ¥42.9万
2020-03-13 WR超卖 买入 4.45445 92000.0 ¥41.0万
2020-05-07 WR超买 卖出 4.435560000000001 92000.0 ¥40.8万
2020-05-28 WR超卖 买入 4.344339999999999 98800.0 ¥42.9万
2020-06-02 WR超买 卖出 4.4955 98800.0 ¥44.4万
2020-07-28 WR超卖 买入 5.675669999999999 78200.0 ¥44.4万
2020-10-13 WR超买 卖出 5.52447 78200.0 ¥43.2万
2020-10-22 WR超卖 买入 5.33533 80600.0 ¥43.0万
2020-11-10 WR超买 卖出 5.37462 80600.0 ¥43.3万
2020-12-10 WR超卖 买入 5.165159999999999 83800.0 ¥43.3万
2020-12-31 WR超买 卖出 5.16483 83800.0 ¥43.3万
2021-01-21 WR超卖 买入 5.105099999999999 84900.0 ¥43.4万
2021-02-22 WR超买 卖出 4.83516 84900.0 ¥41.0万
2021-03-10 WR超卖 买入 4.72472 87000.0 ¥41.1万
2021-05-13 WR超买 卖出 4.5954 87000.0 ¥40.0万
2021-06-15 WR超卖 买入 4.65 85700.0 ¥39.9万
2021-06-28 WR超买 卖出 4.74525 85700.0 ¥40.7万
2021-07-05 WR超卖 买入 4.554549999999999 89300.0 ¥40.7万
2021-08-17 WR超买 卖出 4.41558 89300.0 ¥39.4万
2021-09-28 WR超卖 买入 5.585579999999999 70300.0 ¥39.3万
2021-10-26 WR超买 卖出 5.45454 70300.0 ¥38.3万
2021-10-28 WR超卖 买入 5.225219999999999 73800.0 ¥38.6万
2021-11-10 WR超买 卖出 5.56 73800.0 ¥41.0万
2021-11-19 WR超卖 买入 5.095089999999999 80300.0 ¥40.9万
2021-12-10 WR超买 卖出 5.24475 80300.0 ¥42.1万
2021-12-21 WR超卖 买入 5.095089999999999 82600.0 ¥42.1万
2022-04-06 WR超买 卖出 4.42557 82600.0 ¥36.5万
2022-04-20 WR超卖 买入 4.344339999999999 84100.0 ¥36.5万
2022-05-27 WR超买 卖出 4.065930000000001 84100.0 ¥34.2万
2022-07-05 WR超卖 买入 4.23423 80600.0 ¥34.1万
2022-08-12 WR超买 卖出 4.14585 80600.0 ¥33.4万
2022-09-21 WR超卖 买入 4.004 83400.0 ¥33.4万
2022-11-07 WR超买 卖出 4.01598 83400.0 ¥33.5万
2022-12-20 WR超卖 买入 3.9939899999999997 83800.0 ¥33.5万
2023-01-16 WR超买 卖出 4.065930000000001 83800.0 ¥34.1万
2023-02-13 WR超卖 买入 4.174169999999999 81700.0 ¥34.1万
2023-03-02 WR超买 卖出 4.24575 81700.0 ¥34.7万
2023-03-13 WR超卖 买入 4.13413 83700.0 ¥34.6万
2023-04-04 WR超买 卖出 4.24575 83700.0 ¥35.5万
2023-05-24 WR超卖 买入 4.594589999999999 77300.0 ¥35.5万
2023-07-03 WR超买 卖出 4.6353599999999995 77300.0 ¥35.8万
2023-08-15 WR超卖 买入 4.82482 74200.0 ¥35.8万
2023-09-25 WR超买 卖出 4.3956 74200.0 ¥32.6万
2023-11-30 WR超卖 买入 4.504499999999999 72700.0 ¥32.8万
2024-01-26 WR超买 卖出 4.40559 72700.0 ¥32.0万
2024-03-15 WR超卖 买入 4.49449 71100.0 ¥32.0万
2024-04-19 WR超买 卖出 4.515479999999999 71100.0 ¥32.1万
2024-05-24 WR超卖 买入 4.58458 69800.0 ¥32.0万
2024-07-22 WR超买 卖出 4.3956 69800.0 ¥30.7万
2024-08-27 WR超卖 买入 4.53453 67800.0 ¥30.8万
2024-09-25 WR超买 卖出 4.59 67800.0 ¥31.1万
2024-10-25 WR超卖 买入 5.26526 59100.0 ¥31.1万
2024-11-05 WR超买 卖出 5.51448 59100.0 ¥32.6万
2024-11-25 WR超卖 买入 5.285279999999999 61600.0 ¥32.6万
2024-12-09 WR超买 卖出 5.4945 61600.0 ¥33.8万
2024-12-20 WR超卖 买入 5.375369999999998 62900.0 ¥33.8万
2024-12-31 WR超买 卖出 5.58441 62900.0 ¥35.1万
2025-01-02 WR超卖 买入 5.345339999999999 65600.0 ¥35.1万
2025-02-10 WR超买 卖出 5.14485 65600.0 ¥33.7万
2025-03-03 WR超卖 买入 5.105099999999999 66200.0 ¥33.8万
2025-04-28 WR超买 卖出 4.73526 66200.0 ¥31.3万
2025-05-23 WR超卖 买入 4.744739999999999 66000.0 ¥31.3万
2025-06-06 WR超买 卖出 4.8551400000000005 66000.0 ¥32.0万
2025-09-02 WR超卖 买入 5.43 59000.0 ¥32.0万
2025-10-10 WR超买 卖出 5.36463 59000.0 ¥31.6万
2025-11-13 WR超卖 买入 5.425419999999999 58300.0 ¥31.6万
2025-12-18 WR超买 卖出 5.32467 58300.0 ¥31.0万
2026-01-19 WR超卖 买入 5.185179999999999 59800.0 ¥31.0万
2026-04-15 WR超买 卖出 4.77522 59800.0 ¥28.5万
2026-04-27 WR超卖 买入 4.63463 61600.0 ¥28.6万
2026-05-07 WR超买 卖出 4.7951999999999995 61600.0 ¥29.5万
2026-05-18 WR超卖 买入 4.524519999999999 65000.0 ¥29.4万
2026-06-15 WR超买 卖出 4.54545 65000.0 ¥29.5万
2026-08-07 WR超卖 买入 4.53453 65200.0 ¥29.6万
2026-08-27 WR超买 卖出 4.54545 65200.0 ¥29.6万
2026-09-14 WR超卖 买入 4.434429999999999 66800.0 ¥29.6万
2026-10-16 WR超买 卖出 4.45554 66800.0 ¥29.8万
2026-10-22 WR超卖 买入 4.354349999999999 68500.0 ¥29.8万
2026-11-13 强平 卖出 4.24 68500 ¥29.0万 回测结束强平
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