000708 中信特钢 — 威廉指标超卖 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.26M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +26.04%）
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 61 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 |
2015-02-09 |
2015-02-27 |
9.772690927999998 |
10.29969 |
¥5.3万 |
+5.36% |
WR超买 |
| 2 |
2015-05-07 |
2015-11-12 |
13.617684079999998 |
11.2887 |
¥-17.9万 |
-17.13% |
WR超买 |
| 3 |
2015-12-11 |
2015-12-21 |
10.673861197999999 |
11.76822 |
¥8.9万 |
+10.22% |
WR超买 |
| 4 |
2016-01-12 |
2016-02-18 |
10.804030236999997 |
9.950040000000001 |
¥-7.3万 |
-7.93% |
WR超买 |
| 5 |
2016-05-09 |
2016-06-01 |
11.474901438 |
10.87911 |
¥-4.5万 |
-5.22% |
WR超买 |
| 6 |
2016-07-25 |
2016-08-09 |
12.095707624 |
12.687299999999999 |
¥4.1万 |
+4.86% |
WR超买 |
| 7 |
2016-08-23 |
2016-10-21 |
12.285954680999998 |
12.1878 |
¥-7,320 |
-0.83% |
WR超买 |
| 8 |
2016-12-26 |
2017-02-09 |
12.746552819 |
13.5864 |
¥5.7万 |
+6.56% |
WR超买 |
| 9 |
2017-03-03 |
2017-06-08 |
13.647723089 |
11.2887 |
¥-16.1万 |
-17.31% |
WR超买 |
| 10 |
2017-08-14 |
2017-08-31 |
12.336019696 |
13.12686 |
¥4.9万 |
+6.38% |
WR超买 |
| 11 |
2017-09-26 |
2017-11-30 |
13.51755405 |
12.42756 |
¥-6.6万 |
-8.09% |
WR超买 |
| 12 |
2017-12-15 |
2018-01-03 |
11.354745401999999 |
11.63835 |
¥1.9万 |
+2.47% |
WR超买 |
| 13 |
2018-01-17 |
2018-01-23 |
11.304680386999998 |
11.868120000000001 |
¥3.8万 |
+4.95% |
WR超买 |
| 14 |
2018-02-14 |
2018-03-08 |
10.743952218999999 |
11.17881 |
¥3.3万 |
+4.02% |
WR超买 |
| 15 |
2018-03-26 |
2018-05-22 |
9.922885973 |
10.23975 |
¥2.7万 |
+3.16% |
WR超买 |
| 16 |
2018-06-01 |
2018-06-12 |
9.912872969999999 |
10.35963 |
¥3.9万 |
+4.48% |
WR超买 |
| 17 |
2018-06-20 |
2018-07-24 |
9.31209279 |
8.96 |
¥-3.4万 |
-3.81% |
WR超买 |
| 18 |
2018-09-06 |
2018-09-20 |
9.462287834999998 |
9.81018 |
¥3.2万 |
+3.65% |
WR超买 |
| 19 |
2018-10-18 |
2018-11-06 |
8.90267 |
9.290700000000001 |
¥3.9万 |
+4.33% |
WR超买 |
| 20 |
2018-11-26 |
2019-01-30 |
9.051754712 |
9.360629999999999 |
¥3.1万 |
+3.38% |
WR超买 |
| 21 |
2019-04-26 |
2019-05-17 |
13.537580055999998 |
14.15583 |
¥4.4万 |
+4.54% |
WR超买 |
| 22 |
2019-05-24 |
2019-06-12 |
12.215863659999998 |
12.987 |
¥6.4万 |
+6.28% |
WR超买 |
| 23 |
2019-07-09 |
2019-07-24 |
12.426136722999997 |
12.99699 |
¥5.0万 |
+4.56% |
WR超买 |
| 24 |
2019-10-22 |
2019-10-25 |
15.980752788 |
18.22176 |
¥15.8万 |
+13.99% |
WR超买 |
| 25 |
2019-12-24 |
2020-02-12 |
22.749542815999995 |
23.756220000000003 |
¥5.7万 |
+4.39% |
WR超买 |
| 26 |
2020-03-17 |
2020-04-08 |
24.962416478999998 |
27.462509999999995 |
¥13.5万 |
+9.98% |
WR超买 |
| 27 |
2020-05-06 |
2020-06-01 |
15.890635760999997 |
15.91407 |
¥1,728 |
+0.12% |
WR超买 |
| 28 |
2020-08-14 |
2020-11-09 |
18.203639453999994 |
17.4825 |
¥-5.9万 |
-3.99% |
WR超买 |
| 29 |
2020-12-24 |
2021-01-05 |
20.436539123 |
23.1768 |
¥19.0万 |
+13.37% |
WR超买 |
| 30 |
2021-03-01 |
2021-05-19 |
28.206629450999998 |
26.68329 |
¥-8.8万 |
-5.43% |
WR超买 |
| 31 |
2021-06-02 |
2021-07-26 |
23.540570052999996 |
22.86711 |
¥-4.4万 |
-2.89% |
WR超买 |
| 32 |
2021-08-27 |
2021-09-08 |
23.680752094999992 |
26.783189999999998 |
¥19.2万 |
+13.07% |
WR超买 |
| 33 |
2021-09-22 |
2021-11-18 |
23.70711 |
20.16 |
¥-24.7万 |
-14.99% |
WR超买 |
| 34 |
2021-12-15 |
2022-01-05 |
19.425225819999994 |
20.90907 |
¥10.9万 |
+7.61% |
WR超买 |
| 35 |
2022-02-28 |
2022-04-01 |
22.759555819 |
19.6803 |
¥-20.8万 |
-13.56% |
WR超买 |
| 36 |
2022-04-21 |
2022-06-01 |
18.644211585999997 |
19.420560000000002 |
¥5.4万 |
+4.13% |
WR超买 |
| 37 |
2022-06-23 |
2022-07-15 |
19.174900744999995 |
20.669310000000003 |
¥10.7万 |
+7.76% |
WR超买 |
| 38 |
2022-08-04 |
2022-08-11 |
19.295056780999996 |
21.15882 |
¥14.4万 |
+9.63% |
WR超买 |
| 39 |
2022-08-18 |
2022-09-09 |
19.295787 |
19.75023 |
¥3.8万 |
+2.32% |
WR超买 |
| 40 |
2022-09-20 |
2022-11-08 |
18.674250594999997 |
16.95303 |
¥-15.4万 |
-9.24% |
WR超买 |
| 41 |
2022-12-16 |
2023-01-06 |
17.522755249999996 |
18.05193 |
¥4.5万 |
+2.99% |
WR超买 |
| 42 |
2023-03-21 |
2023-06-28 |
18.433938523000002 |
15.6 |
¥-24.1万 |
-15.40% |
WR超买 |
| 43 |
2023-07-24 |
2023-07-27 |
15.744722000000001 |
16.383599999999998 |
¥5.3万 |
+4.03% |
WR超买 |
| 44 |
2023-08-14 |
2023-09-05 |
15.520154649999998 |
15.634350000000001 |
¥9,636 |
+0.71% |
WR超买 |
| 45 |
2023-10-20 |
2023-10-26 |
14.268529275 |
15.09489 |
¥8.0万 |
+5.76% |
WR超买 |
| 46 |
2023-11-03 |
2023-11-27 |
14.438750325999996 |
14.3856 |
¥-5,839 |
-0.40% |
WR超买 |
| 47 |
2023-12-06 |
2023-12-29 |
13.847983149 |
13.96602 |
¥1.2万 |
+0.82% |
WR超买 |
| 48 |
2024-01-18 |
2024-01-29 |
13.287254980999998 |
13.82616 |
¥5.9万 |
+4.02% |
WR超买 |
| 49 |
2024-03-21 |
2024-04-08 |
14.839270445999999 |
15.26472 |
¥4.3万 |
+2.84% |
WR超买 |
| 50 |
2024-05-23 |
2024-09-25 |
15.319894589999997 |
11.968020000000001 |
¥-34.1万 |
-21.90% |
WR超买 |
| 51 |
2024-10-25 |
2025-02-05 |
12.41612372 |
11.6883 |
¥-7.3万 |
-5.89% |
WR超买 |
| 52 |
2025-04-08 |
2025-05-08 |
11.615083479999997 |
11.988 |
¥3.7万 |
+3.18% |
WR超买 |
| 53 |
2025-05-12 |
2025-06-12 |
11.474901438000002 |
11.61837 |
¥1.5万 |
+1.22% |
WR超买 |
| 54 |
2025-08-08 |
2025-08-26 |
12.796617834000001 |
13.17681 |
¥3.6万 |
+2.94% |
WR超买 |
| 55 |
2025-09-11 |
2025-09-29 |
12.806630836999997 |
13.27671 |
¥4.5万 |
+3.64% |
WR超买 |
| 56 |
2025-11-24 |
2025-12-02 |
14.839270446 |
15.814170000000003 |
¥8.5万 |
+6.54% |
WR超买 |
| 57 |
2026-01-15 |
2026-02-02 |
15.660336691999996 |
16.11387 |
¥3.9万 |
+2.87% |
WR超买 |
| 58 |
2026-03-20 |
2026-04-09 |
16.110921827 |
16.5834 |
¥4.1万 |
+2.90% |
WR超买 |
| 59 |
2026-04-24 |
2026-07-16 |
15.670349695 |
13.6863 |
¥-18.4万 |
-12.69% |
WR超买 |
| 60 |
2026-08-13 |
2026-10-15 |
13.794137 |
13.19679 |
¥-5.5万 |
-4.36% |
WR超买 |
| 61 |
2026-10-23 |
2026-11-13 |
12.025616602999998 |
12.44 |
¥3.9万 |
+3.41% |
强平 |
逐笔成交记录（共 122 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-09 |
WR超卖 |
买入 |
9.769759999999998 |
102100.0 |
¥99.8万 |
|
| 2015-02-27 |
WR超买 |
卖出 |
10.29969 |
102100.0 |
¥1.05M |
|
| 2015-05-07 |
WR超卖 |
买入 |
13.613599999999998 |
76800.0 |
¥1.05M |
|
| 2015-11-12 |
WR超买 |
卖出 |
11.2887 |
76800.0 |
¥86.7万 |
|
| 2015-12-11 |
WR超卖 |
买入 |
10.67066 |
81200.0 |
¥86.7万 |
|
| 2015-12-21 |
WR超买 |
卖出 |
11.76822 |
81200.0 |
¥95.5万 |
|
| 2016-01-12 |
WR超卖 |
买入 |
10.800789999999997 |
85300.0 |
¥92.2万 |
|
| 2016-02-18 |
WR超买 |
卖出 |
9.950040000000001 |
85300.0 |
¥84.8万 |
|
| 2016-05-09 |
WR超卖 |
买入 |
11.47146 |
75900.0 |
¥87.1万 |
|
| 2016-06-01 |
WR超买 |
卖出 |
10.87911 |
75900.0 |
¥82.5万 |
|
| 2016-07-25 |
WR超卖 |
买入 |
12.09208 |
69500.0 |
¥84.1万 |
|
| 2016-08-09 |
WR超买 |
卖出 |
12.687299999999999 |
69500.0 |
¥88.2万 |
|
| 2016-08-23 |
WR超卖 |
买入 |
12.282269999999999 |
71900.0 |
¥88.3万 |
|
| 2016-10-21 |
WR超买 |
卖出 |
12.1878 |
71900.0 |
¥87.6万 |
|
| 2016-12-26 |
WR超卖 |
买入 |
12.74273 |
67900.0 |
¥86.5万 |
|
| 2017-02-09 |
WR超买 |
卖出 |
13.5864 |
67900.0 |
¥92.2万 |
|
| 2017-03-03 |
WR超卖 |
买入 |
13.64363 |
68000.0 |
¥92.8万 |
|
| 2017-06-08 |
WR超买 |
卖出 |
11.2887 |
68000.0 |
¥76.7万 |
|
| 2017-08-14 |
WR超卖 |
买入 |
12.33232 |
62300.0 |
¥76.9万 |
|
| 2017-08-31 |
WR超买 |
卖出 |
13.12686 |
62300.0 |
¥81.8万 |
|
| 2017-09-26 |
WR超卖 |
买入 |
13.513499999999999 |
60700.0 |
¥82.1万 |
|
| 2017-11-30 |
WR超买 |
卖出 |
12.42756 |
60700.0 |
¥75.4万 |
|
| 2017-12-15 |
WR超卖 |
买入 |
11.351339999999999 |
66100.0 |
¥75.1万 |
|
| 2018-01-03 |
WR超买 |
卖出 |
11.63835 |
66100.0 |
¥76.9万 |
|
| 2018-01-17 |
WR超卖 |
买入 |
11.301289999999998 |
68400.0 |
¥77.3万 |
|
| 2018-01-23 |
WR超买 |
卖出 |
11.868120000000001 |
68400.0 |
¥81.2万 |
|
| 2018-02-14 |
WR超卖 |
买入 |
10.74073 |
75400.0 |
¥81.0万 |
|
| 2018-03-08 |
WR超买 |
卖出 |
11.17881 |
75400.0 |
¥84.3万 |
|
| 2018-03-26 |
WR超卖 |
买入 |
9.91991 |
84700.0 |
¥84.0万 |
|
| 2018-05-22 |
WR超买 |
卖出 |
10.23975 |
84700.0 |
¥86.7万 |
|
| 2018-06-01 |
WR超卖 |
买入 |
9.909899999999999 |
87600.0 |
¥86.8万 |
|
| 2018-06-12 |
WR超买 |
卖出 |
10.35963 |
87600.0 |
¥90.7万 |
|
| 2018-06-20 |
WR超卖 |
买入 |
9.3093 |
96800.0 |
¥90.1万 |
|
| 2018-07-24 |
WR超买 |
卖出 |
8.96 |
96800.0 |
¥86.7万 |
|
| 2018-09-06 |
WR超卖 |
买入 |
9.459449999999999 |
92600.0 |
¥87.6万 |
|
| 2018-09-20 |
WR超买 |
卖出 |
9.81018 |
92600.0 |
¥90.8万 |
|
| 2018-10-18 |
WR超卖 |
买入 |
8.9 |
101000.0 |
¥89.9万 |
|
| 2018-11-06 |
WR超买 |
卖出 |
9.290700000000001 |
101000.0 |
¥93.8万 |
|
| 2018-11-26 |
WR超卖 |
买入 |
9.049039999999998 |
102600.0 |
¥92.9万 |
|
| 2019-01-30 |
WR超买 |
卖出 |
9.360629999999999 |
102600.0 |
¥96.0万 |
|
| 2019-04-26 |
WR超卖 |
买入 |
13.533519999999998 |
72000.0 |
¥97.5万 |
|
| 2019-05-17 |
WR超买 |
卖出 |
14.15583 |
72000.0 |
¥1.02M |
|
| 2019-05-24 |
WR超卖 |
买入 |
12.212199999999998 |
83600.0 |
¥1.02M |
|
| 2019-06-12 |
WR超买 |
卖出 |
12.987 |
83600.0 |
¥1.09M |
|
| 2019-07-09 |
WR超卖 |
买入 |
12.422409999999998 |
87400.0 |
¥1.09M |
|
| 2019-07-24 |
WR超买 |
卖出 |
12.99699 |
87400.0 |
¥1.14M |
|
| 2019-10-22 |
WR超卖 |
买入 |
15.975959999999999 |
70700.0 |
¥1.13M |
|
| 2019-10-25 |
WR超买 |
卖出 |
18.22176 |
70700.0 |
¥1.29M |
|
| 2019-12-24 |
WR超卖 |
买入 |
22.742719999999995 |
56800.0 |
¥1.29M |
|
| 2020-02-12 |
WR超买 |
卖出 |
23.756220000000003 |
56800.0 |
¥1.35M |
|
| 2020-03-17 |
WR超卖 |
买入 |
24.95493 |
54000.0 |
¥1.35M |
|
| 2020-04-08 |
WR超买 |
卖出 |
27.462509999999995 |
54000.0 |
¥1.48M |
|
| 2020-05-06 |
WR超卖 |
买入 |
15.885869999999997 |
92600.0 |
¥1.47M |
|
| 2020-06-01 |
WR超买 |
卖出 |
15.91407 |
92600.0 |
¥1.47M |
|
| 2020-08-14 |
WR超卖 |
买入 |
18.198179999999997 |
81500.0 |
¥1.48M |
|
| 2020-11-09 |
WR超买 |
卖出 |
17.4825 |
81500.0 |
¥1.42M |
|
| 2020-12-24 |
WR超卖 |
买入 |
20.43041 |
69600.0 |
¥1.42M |
|
| 2021-01-05 |
WR超买 |
卖出 |
23.1768 |
69600.0 |
¥1.61M |
|
| 2021-03-01 |
WR超卖 |
买入 |
28.198169999999998 |
57300.0 |
¥1.62M |
|
| 2021-05-19 |
WR超买 |
卖出 |
26.68329 |
57300.0 |
¥1.53M |
|
| 2021-06-02 |
WR超卖 |
买入 |
23.53351 |
64900.0 |
¥1.53M |
|
| 2021-07-26 |
WR超买 |
卖出 |
22.86711 |
64900.0 |
¥1.48M |
|
| 2021-08-27 |
WR超卖 |
买入 |
23.673649999999995 |
62000.0 |
¥1.47M |
|
| 2021-09-08 |
WR超买 |
卖出 |
26.783189999999998 |
62000.0 |
¥1.66M |
|
| 2021-09-22 |
WR超卖 |
买入 |
23.7 |
69500.0 |
¥1.65M |
|
| 2021-11-18 |
WR超买 |
卖出 |
20.16 |
69500.0 |
¥1.40M |
|
| 2021-12-15 |
WR超卖 |
买入 |
19.419399999999996 |
73500.0 |
¥1.43M |
|
| 2022-01-05 |
WR超买 |
卖出 |
20.90907 |
73500.0 |
¥1.54M |
|
| 2022-02-28 |
WR超卖 |
买入 |
22.75273 |
67500.0 |
¥1.54M |
|
| 2022-04-01 |
WR超买 |
卖出 |
19.6803 |
67500.0 |
¥1.33M |
|
| 2022-04-21 |
WR超卖 |
买入 |
18.63862 |
70500.0 |
¥1.31M |
|
| 2022-06-01 |
WR超买 |
卖出 |
19.420560000000002 |
70500.0 |
¥1.37M |
|
| 2022-06-23 |
WR超卖 |
买入 |
19.169149999999995 |
72200.0 |
¥1.38M |
|
| 2022-07-15 |
WR超买 |
卖出 |
20.669310000000003 |
72200.0 |
¥1.49M |
|
| 2022-08-04 |
WR超卖 |
买入 |
19.28927 |
77300.0 |
¥1.49M |
|
| 2022-08-11 |
WR超买 |
卖出 |
21.15882 |
77300.0 |
¥1.64M |
|
| 2022-08-18 |
WR超卖 |
买入 |
19.29 |
84500.0 |
¥1.63M |
|
| 2022-09-09 |
WR超买 |
卖出 |
19.75023 |
84500.0 |
¥1.67M |
|
| 2022-09-20 |
WR超卖 |
买入 |
18.668649999999996 |
89400.0 |
¥1.67M |
|
| 2022-11-08 |
WR超买 |
卖出 |
16.95303 |
89400.0 |
¥1.52M |
|
| 2022-12-16 |
WR超卖 |
买入 |
17.5175 |
86100.0 |
¥1.51M |
|
| 2023-01-06 |
WR超买 |
卖出 |
18.05193 |
86100.0 |
¥1.55M |
|
| 2023-03-21 |
WR超卖 |
买入 |
18.42841 |
84800.0 |
¥1.56M |
|
| 2023-06-28 |
WR超买 |
卖出 |
15.6 |
84800.0 |
¥1.32M |
|
| 2023-07-24 |
WR超卖 |
买入 |
15.74 |
83900.0 |
¥1.32M |
|
| 2023-07-27 |
WR超买 |
卖出 |
16.383599999999998 |
83900.0 |
¥1.37M |
|
| 2023-08-14 |
WR超卖 |
买入 |
15.515499999999998 |
88000.0 |
¥1.37M |
|
| 2023-09-05 |
WR超买 |
卖出 |
15.634350000000001 |
88000.0 |
¥1.38M |
|
| 2023-10-20 |
WR超卖 |
买入 |
14.264249999999999 |
96900.0 |
¥1.38M |
|
| 2023-10-26 |
WR超买 |
卖出 |
15.09489 |
96900.0 |
¥1.46M |
|
| 2023-11-03 |
WR超卖 |
买入 |
14.434419999999998 |
101600.0 |
¥1.47M |
|
| 2023-11-27 |
WR超买 |
卖出 |
14.3856 |
101600.0 |
¥1.46M |
|
| 2023-12-06 |
WR超卖 |
买入 |
13.843829999999999 |
105100.0 |
¥1.46M |
|
| 2023-12-29 |
WR超买 |
卖出 |
13.96602 |
105100.0 |
¥1.47M |
|
| 2024-01-18 |
WR超卖 |
买入 |
13.283269999999998 |
109600.0 |
¥1.46M |
|
| 2024-01-29 |
WR超买 |
卖出 |
13.82616 |
109600.0 |
¥1.51M |
|
| 2024-03-21 |
WR超卖 |
买入 |
14.834819999999999 |
103100.0 |
¥1.53M |
|
| 2024-04-08 |
WR超买 |
卖出 |
15.26472 |
103100.0 |
¥1.57M |
|
| 2024-05-23 |
WR超卖 |
买入 |
15.315299999999997 |
101700.0 |
¥1.56M |
|
| 2024-09-25 |
WR超买 |
卖出 |
11.968020000000001 |
101700.0 |
¥1.22M |
|
| 2024-10-25 |
WR超卖 |
买入 |
12.4124 |
99300.0 |
¥1.23M |
|
| 2025-02-05 |
WR超买 |
卖出 |
11.6883 |
99300.0 |
¥1.16M |
|
| 2025-04-08 |
WR超卖 |
买入 |
11.6116 |
99900.0 |
¥1.16M |
|
| 2025-05-08 |
WR超买 |
卖出 |
11.988 |
99900.0 |
¥1.20M |
|
| 2025-05-12 |
WR超卖 |
买入 |
11.47146 |
104500.0 |
¥1.20M |
|
| 2025-06-12 |
WR超买 |
卖出 |
11.61837 |
104500.0 |
¥1.21M |
|
| 2025-08-08 |
WR超卖 |
买入 |
12.79278 |
94500.0 |
¥1.21M |
|
| 2025-08-26 |
WR超买 |
卖出 |
13.17681 |
94500.0 |
¥1.24M |
|
| 2025-09-11 |
WR超卖 |
买入 |
12.802789999999996 |
97300.0 |
¥1.25M |
|
| 2025-09-29 |
WR超买 |
卖出 |
13.27671 |
97300.0 |
¥1.29M |
|
| 2025-11-24 |
WR超卖 |
买入 |
14.834819999999999 |
87100.0 |
¥1.29M |
|
| 2025-12-02 |
WR超买 |
卖出 |
15.814170000000003 |
87100.0 |
¥1.38M |
|
| 2026-01-15 |
WR超卖 |
买入 |
15.655639999999998 |
87500.0 |
¥1.37M |
|
| 2026-02-02 |
WR超买 |
卖出 |
16.11387 |
87500.0 |
¥1.41M |
|
| 2026-03-20 |
WR超卖 |
买入 |
16.10609 |
88000.0 |
¥1.42M |
|
| 2026-04-09 |
WR超买 |
卖出 |
16.5834 |
88000.0 |
¥1.46M |
|
| 2026-04-24 |
WR超卖 |
买入 |
15.66565 |
92600.0 |
¥1.45M |
|
| 2026-07-16 |
WR超买 |
卖出 |
13.6863 |
92600.0 |
¥1.27M |
|
| 2026-08-13 |
WR超卖 |
买入 |
13.79 |
92200.0 |
¥1.27M |
|
| 2026-10-15 |
WR超买 |
卖出 |
13.19679 |
92200.0 |
¥1.22M |
|
| 2026-10-23 |
WR超卖 |
买入 |
12.022009999999998 |
96100.0 |
¥1.16M |
|
| 2026-11-13 |
强平 |
卖出 |
12.44 |
96100 |
¥1.20M |
回测结束强平 |