001965 招商公路 — 威廉指标超卖 回测明细
数据区间: 2017-12-25 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.37M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +37.40%）
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 51 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 |
2018-02-02 |
2018-03-13 |
11.064368315 |
10.699290000000001 |
¥-3.3万 |
-3.33% |
WR超买 |
| 2 |
2018-03-16 |
2018-05-25 |
10.013002999999998 |
9.1908 |
¥-8.0万 |
-8.24% |
WR超买 |
| 3 |
2018-06-05 |
2018-07-10 |
8.360857504999998 |
8.11188 |
¥-2.7万 |
-3.01% |
WR超买 |
| 4 |
2018-08-20 |
2018-08-29 |
8.100519426999998 |
8.48151 |
¥4.0万 |
+4.67% |
WR超买 |
| 5 |
2018-09-10 |
2018-09-25 |
8.200649456999999 |
8.30169 |
¥1.1万 |
+1.20% |
WR超买 |
| 6 |
2018-10-18 |
2018-10-29 |
7.710012309999999 |
8.2917 |
¥6.8万 |
+7.51% |
WR超买 |
| 7 |
2018-11-26 |
2019-01-08 |
8.320805493 |
8.15184 |
¥-2.0万 |
-2.06% |
WR超买 |
| 8 |
2019-03-25 |
2019-06-03 |
8.961637684999998 |
8.17182 |
¥-8.3万 |
-8.84% |
WR超买 |
| 9 |
2019-07-12 |
2019-07-30 |
8.010402399999998 |
8.36163 |
¥3.7万 |
+4.35% |
WR超买 |
| 10 |
2019-09-25 |
2019-10-17 |
7.982393999999999 |
8.35164 |
¥4.2万 |
+4.59% |
WR超买 |
| 11 |
2019-11-11 |
2019-12-05 |
8.140571439 |
8.23176 |
¥1.0万 |
+1.09% |
WR超买 |
| 12 |
2020-01-20 |
2020-02-21 |
8.531078555999999 |
7.74225 |
¥-8.9万 |
-9.27% |
WR超买 |
| 13 |
2020-03-13 |
2020-04-21 |
7.209362159999999 |
7.20279 |
¥-1,026 |
-0.12% |
WR超买 |
| 14 |
2020-05-18 |
2020-07-03 |
6.878933061 |
7.00299 |
¥1.5万 |
+1.77% |
WR超买 |
| 15 |
2020-07-24 |
2020-08-14 |
7.139271138999999 |
7.28271 |
¥1.8万 |
+1.98% |
WR超买 |
| 16 |
2020-08-26 |
2020-10-21 |
7.0791931209999985 |
6.87312 |
¥-2.7万 |
-2.94% |
WR超买 |
| 17 |
2020-12-21 |
2021-01-12 |
7.139271138999999 |
7.2127799999999995 |
¥8,754 |
+1.00% |
WR超买 |
| 18 |
2021-01-26 |
2021-02-22 |
6.728738015999999 |
6.90309 |
¥2.3万 |
+2.56% |
WR超买 |
| 19 |
2021-04-14 |
2021-04-19 |
7.399609216999998 |
8.04195 |
¥7.9万 |
+8.65% |
WR超买 |
| 20 |
2021-06-01 |
2021-07-20 |
7.730038315999998 |
7.50249 |
¥-2.9万 |
-2.97% |
WR超买 |
| 21 |
2021-07-28 |
2021-08-19 |
7.109232129999999 |
7.042949999999999 |
¥-9,199 |
-0.96% |
WR超买 |
| 22 |
2021-09-15 |
2021-11-16 |
7.429648225999999 |
7.13286 |
¥-3.8万 |
-4.02% |
WR超买 |
| 23 |
2022-02-25 |
2022-04-01 |
8.110532429999997 |
7.75224 |
¥-4.1万 |
-4.45% |
WR超买 |
| 24 |
2022-04-26 |
2022-05-27 |
7.5498042619999985 |
7.7922 |
¥2.8万 |
+3.18% |
WR超买 |
| 25 |
2022-06-27 |
2022-08-18 |
7.489726243999999 |
7.392600000000002 |
¥-1.2万 |
-1.33% |
WR超买 |
| 26 |
2022-09-26 |
2022-10-19 |
7.439661228999999 |
7.9720200000000006 |
¥6.3万 |
+7.12% |
WR超买 |
| 27 |
2022-11-01 |
2022-11-07 |
7.579843271 |
7.8921 |
¥3.9万 |
+4.09% |
WR超买 |
| 28 |
2022-12-02 |
2022-12-06 |
7.812343 |
8.15184 |
¥4.3万 |
+4.31% |
WR超买 |
| 29 |
2022-12-20 |
2023-01-31 |
7.770090327999999 |
7.87212 |
¥1.3万 |
+1.28% |
WR超买 |
| 30 |
2023-05-11 |
2023-05-30 |
9.011702699999999 |
9.1908 |
¥2.0万 |
+1.96% |
WR超买 |
| 31 |
2023-06-20 |
2023-07-03 |
9.041741708999998 |
9.620370000000001 |
¥6.8万 |
+6.37% |
WR超买 |
| 32 |
2023-07-20 |
2023-08-16 |
9.191936754 |
9.47052 |
¥3.4万 |
+3.00% |
WR超买 |
| 33 |
2023-09-25 |
2023-11-22 |
9.692586903999997 |
9.4905 |
¥-2.5万 |
-2.11% |
WR超买 |
| 34 |
2023-12-29 |
2024-01-03 |
9.722625912999998 |
9.99 |
¥3.1万 |
+2.72% |
WR超买 |
| 35 |
2024-03-13 |
2024-03-26 |
10.383484111 |
11.23875 |
¥9.6万 |
+8.20% |
WR超买 |
| 36 |
2024-04-29 |
2024-05-22 |
11.214563359999998 |
11.538450000000001 |
¥3.5万 |
+2.86% |
WR超买 |
| 37 |
2024-06-18 |
2024-07-03 |
11.374771407999997 |
12.12786 |
¥8.6万 |
+6.59% |
WR超买 |
| 38 |
2024-08-30 |
2024-10-08 |
12.165798644999999 |
13.446540000000002 |
¥14.5万 |
+10.49% |
WR超买 |
| 39 |
2024-10-10 |
2024-12-02 |
11.555005461999999 |
12.05793 |
¥6.6万 |
+4.32% |
WR超买 |
| 40 |
2025-01-14 |
2025-02-18 |
13.117033929999998 |
12.84714 |
¥-3.3万 |
-2.09% |
WR超买 |
| 41 |
2025-03-13 |
2025-03-31 |
12.856695852 |
13.16682 |
¥3.7万 |
+2.38% |
WR超买 |
| 42 |
2025-05-07 |
2025-05-14 |
12.736539815999999 |
13.0869 |
¥4.4万 |
+2.72% |
WR超买 |
| 43 |
2025-05-23 |
2025-07-10 |
12.546292758999996 |
12.11787 |
¥-5.7万 |
-3.44% |
WR超买 |
| 44 |
2025-07-29 |
2025-10-14 |
11.683504000000001 |
10.0899 |
¥-21.8万 |
-13.67% |
WR超买 |
| 45 |
2025-11-17 |
2025-12-19 |
10.123035999999999 |
10.07991 |
¥-6,267 |
-0.46% |
WR超买 |
| 46 |
2026-01-07 |
2026-02-06 |
9.852955000000001 |
9.74025 |
¥-1.6万 |
-1.17% |
WR超买 |
| 47 |
2026-04-02 |
2026-04-27 |
9.832768946 |
9.390600000000001 |
¥-6.1万 |
-4.53% |
WR超买 |
| 48 |
2026-06-04 |
2026-06-23 |
9.662547894999998 |
9.960030000000001 |
¥3.9万 |
+3.05% |
WR超买 |
| 49 |
2026-06-29 |
2026-07-15 |
9.51235285 |
9.81018 |
¥4.1万 |
+3.10% |
WR超买 |
| 50 |
2026-08-05 |
2026-08-26 |
9.772690927999998 |
9.680309999999999 |
¥-1.3万 |
-0.98% |
WR超买 |
| 51 |
2026-11-02 |
2026-11-13 |
10.163198045 |
10.26 |
¥1.2万 |
+0.92% |
强平 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-02-02 |
WR超卖 |
买入 |
11.06105 |
89700.0 |
¥99.2万 |
|
| 2018-03-13 |
WR超买 |
卖出 |
10.699290000000001 |
89700.0 |
¥95.9万 |
|
| 2018-03-16 |
WR超卖 |
买入 |
10.009999999999998 |
96500.0 |
¥96.6万 |
|
| 2018-05-25 |
WR超买 |
卖出 |
9.1908 |
96500.0 |
¥88.7万 |
|
| 2018-06-05 |
WR超卖 |
买入 |
8.358349999999998 |
105900.0 |
¥88.5万 |
|
| 2018-07-10 |
WR超买 |
卖出 |
8.11188 |
105900.0 |
¥85.9万 |
|
| 2018-08-20 |
WR超卖 |
买入 |
8.09809 |
106000.0 |
¥85.9万 |
|
| 2018-08-29 |
WR超买 |
卖出 |
8.48151 |
106000.0 |
¥89.9万 |
|
| 2018-09-10 |
WR超卖 |
买入 |
8.198189999999999 |
109600.0 |
¥89.9万 |
|
| 2018-09-25 |
WR超买 |
卖出 |
8.30169 |
109600.0 |
¥91.0万 |
|
| 2018-10-18 |
WR超卖 |
买入 |
7.707699999999999 |
117500.0 |
¥90.6万 |
|
| 2018-10-29 |
WR超买 |
卖出 |
8.2917 |
117500.0 |
¥97.4万 |
|
| 2018-11-26 |
WR超卖 |
买入 |
8.31831 |
117500.0 |
¥97.8万 |
|
| 2019-01-08 |
WR超买 |
卖出 |
8.15184 |
117500.0 |
¥95.8万 |
|
| 2019-03-25 |
WR超卖 |
买入 |
8.958949999999998 |
104600.0 |
¥93.7万 |
|
| 2019-06-03 |
WR超买 |
卖出 |
8.17182 |
104600.0 |
¥85.5万 |
|
| 2019-07-12 |
WR超卖 |
买入 |
8.008 |
105200.0 |
¥84.3万 |
|
| 2019-07-30 |
WR超买 |
卖出 |
8.36163 |
105200.0 |
¥87.9万 |
|
| 2019-09-25 |
WR超卖 |
买入 |
7.98 |
114300.0 |
¥91.2万 |
|
| 2019-10-17 |
WR超买 |
卖出 |
8.35164 |
114300.0 |
¥95.4万 |
|
| 2019-11-11 |
WR超卖 |
买入 |
8.13813 |
116500.0 |
¥94.8万 |
|
| 2019-12-05 |
WR超买 |
卖出 |
8.23176 |
116500.0 |
¥95.9万 |
|
| 2020-01-20 |
WR超卖 |
买入 |
8.528519999999999 |
112900.0 |
¥96.3万 |
|
| 2020-02-21 |
WR超买 |
卖出 |
7.74225 |
112900.0 |
¥87.4万 |
|
| 2020-03-13 |
WR超卖 |
买入 |
7.207199999999999 |
117500.0 |
¥84.7万 |
|
| 2020-04-21 |
WR超买 |
卖出 |
7.20279 |
117500.0 |
¥84.6万 |
|
| 2020-05-18 |
WR超卖 |
买入 |
6.876869999999999 |
126900.0 |
¥87.3万 |
|
| 2020-07-03 |
WR超买 |
卖出 |
7.00299 |
126900.0 |
¥88.8万 |
|
| 2020-07-24 |
WR超卖 |
买入 |
7.137129999999999 |
124300.0 |
¥88.7万 |
|
| 2020-08-14 |
WR超买 |
卖出 |
7.28271 |
124300.0 |
¥90.5万 |
|
| 2020-08-26 |
WR超卖 |
买入 |
7.077069999999999 |
128000.0 |
¥90.6万 |
|
| 2020-10-21 |
WR超买 |
卖出 |
6.87312 |
128000.0 |
¥87.9万 |
|
| 2020-12-21 |
WR超卖 |
买入 |
7.137129999999999 |
122700.0 |
¥87.6万 |
|
| 2021-01-12 |
WR超买 |
卖出 |
7.2127799999999995 |
122700.0 |
¥88.5万 |
|
| 2021-01-26 |
WR超卖 |
买入 |
6.726719999999999 |
131400.0 |
¥88.4万 |
|
| 2021-02-22 |
WR超买 |
卖出 |
6.90309 |
131400.0 |
¥90.7万 |
|
| 2021-04-14 |
WR超卖 |
买入 |
7.397389999999998 |
122900.0 |
¥90.9万 |
|
| 2021-04-19 |
WR超买 |
卖出 |
8.04195 |
122900.0 |
¥98.8万 |
|
| 2021-06-01 |
WR超卖 |
买入 |
7.727719999999999 |
127200.0 |
¥98.3万 |
|
| 2021-07-20 |
WR超买 |
卖出 |
7.50249 |
127200.0 |
¥95.4万 |
|
| 2021-07-28 |
WR超卖 |
买入 |
7.107099999999999 |
134500.0 |
¥95.6万 |
|
| 2021-08-19 |
WR超买 |
卖出 |
7.042949999999999 |
134500.0 |
¥94.7万 |
|
| 2021-09-15 |
WR超卖 |
买入 |
7.427419999999999 |
127800.0 |
¥95.0万 |
|
| 2021-11-16 |
WR超买 |
卖出 |
7.13286 |
127800.0 |
¥91.1万 |
|
| 2022-02-25 |
WR超卖 |
买入 |
8.108099999999999 |
112400.0 |
¥91.2万 |
|
| 2022-04-01 |
WR超买 |
卖出 |
7.75224 |
112400.0 |
¥87.1万 |
|
| 2022-04-26 |
WR超卖 |
买入 |
7.547539999999999 |
115600.0 |
¥87.3万 |
|
| 2022-05-27 |
WR超买 |
卖出 |
7.7922 |
115600.0 |
¥90.1万 |
|
| 2022-06-27 |
WR超卖 |
买入 |
7.48748 |
120300.0 |
¥90.1万 |
|
| 2022-08-18 |
WR超买 |
卖出 |
7.392600000000002 |
120300.0 |
¥88.9万 |
|
| 2022-09-26 |
WR超卖 |
买入 |
7.437429999999999 |
118100.0 |
¥87.9万 |
|
| 2022-10-19 |
WR超买 |
卖出 |
7.9720200000000006 |
118100.0 |
¥94.1万 |
|
| 2022-11-01 |
WR超卖 |
买入 |
7.57757 |
125400.0 |
¥95.1万 |
|
| 2022-11-07 |
WR超买 |
卖出 |
7.8921 |
125400.0 |
¥98.9万 |
|
| 2022-12-02 |
WR超卖 |
买入 |
7.81 |
126500.0 |
¥98.8万 |
|
| 2022-12-06 |
WR超买 |
卖出 |
8.15184 |
126500.0 |
¥1.03M |
|
| 2022-12-20 |
WR超卖 |
买入 |
7.767759999999999 |
132600.0 |
¥1.03M |
|
| 2023-01-31 |
WR超买 |
卖出 |
7.87212 |
132600.0 |
¥1.04M |
|
| 2023-05-11 |
WR超卖 |
买入 |
9.008999999999999 |
115800.0 |
¥1.04M |
|
| 2023-05-30 |
WR超买 |
卖出 |
9.1908 |
115800.0 |
¥1.06M |
|
| 2023-06-20 |
WR超卖 |
买入 |
9.039029999999999 |
117500.0 |
¥1.06M |
|
| 2023-07-03 |
WR超买 |
卖出 |
9.620370000000001 |
117500.0 |
¥1.13M |
|
| 2023-07-20 |
WR超卖 |
买入 |
9.189179999999999 |
123400.0 |
¥1.13M |
|
| 2023-08-16 |
WR超买 |
卖出 |
9.47052 |
123400.0 |
¥1.17M |
|
| 2023-09-25 |
WR超卖 |
买入 |
9.68968 |
120400.0 |
¥1.17M |
|
| 2023-11-22 |
WR超买 |
卖出 |
9.4905 |
120400.0 |
¥1.14M |
|
| 2023-12-29 |
WR超卖 |
买入 |
9.719709999999997 |
116800.0 |
¥1.14M |
|
| 2024-01-03 |
WR超买 |
卖出 |
9.99 |
116800.0 |
¥1.17M |
|
| 2024-03-13 |
WR超卖 |
买入 |
10.38037 |
113000.0 |
¥1.17M |
|
| 2024-03-26 |
WR超买 |
卖出 |
11.23875 |
113000.0 |
¥1.27M |
|
| 2024-04-29 |
WR超卖 |
买入 |
11.211199999999998 |
110600.0 |
¥1.24M |
|
| 2024-05-22 |
WR超买 |
卖出 |
11.538450000000001 |
110600.0 |
¥1.28M |
|
| 2024-06-18 |
WR超卖 |
买入 |
11.371359999999997 |
114600.0 |
¥1.30M |
|
| 2024-07-03 |
WR超买 |
卖出 |
12.12786 |
114600.0 |
¥1.39M |
|
| 2024-08-30 |
WR超卖 |
买入 |
12.162149999999999 |
113400.0 |
¥1.38M |
|
| 2024-10-08 |
WR超买 |
卖出 |
13.446540000000002 |
113400.0 |
¥1.52M |
|
| 2024-10-10 |
WR超卖 |
买入 |
11.551539999999997 |
132100.0 |
¥1.53M |
|
| 2024-12-02 |
WR超买 |
卖出 |
12.05793 |
132100.0 |
¥1.59M |
|
| 2025-01-14 |
WR超卖 |
买入 |
13.113099999999998 |
121500.0 |
¥1.59M |
|
| 2025-02-18 |
WR超买 |
卖出 |
12.84714 |
121500.0 |
¥1.56M |
|
| 2025-03-13 |
WR超卖 |
买入 |
12.852839999999999 |
121900.0 |
¥1.57M |
|
| 2025-03-31 |
WR超买 |
卖出 |
13.16682 |
121900.0 |
¥1.60M |
|
| 2025-05-07 |
WR超卖 |
买入 |
12.732719999999999 |
126100.0 |
¥1.61M |
|
| 2025-05-14 |
WR超买 |
卖出 |
13.0869 |
126100.0 |
¥1.65M |
|
| 2025-05-23 |
WR超卖 |
买入 |
12.542529999999998 |
131600.0 |
¥1.65M |
|
| 2025-07-10 |
WR超买 |
卖出 |
12.11787 |
131600.0 |
¥1.59M |
|
| 2025-07-29 |
WR超卖 |
买入 |
11.68 |
136300.0 |
¥1.59M |
|
| 2025-10-14 |
WR超买 |
卖出 |
10.0899 |
136300.0 |
¥1.37M |
|
| 2025-11-17 |
WR超卖 |
买入 |
10.12 |
135800.0 |
¥1.37M |
|
| 2025-12-19 |
WR超买 |
卖出 |
10.07991 |
135800.0 |
¥1.37M |
|
| 2026-01-07 |
WR超卖 |
买入 |
9.85 |
139000.0 |
¥1.37M |
|
| 2026-02-06 |
WR超买 |
卖出 |
9.74025 |
139000.0 |
¥1.35M |
|
| 2026-04-02 |
WR超卖 |
买入 |
9.82982 |
137500.0 |
¥1.35M |
|
| 2026-04-27 |
WR超买 |
卖出 |
9.390600000000001 |
137500.0 |
¥1.29M |
|
| 2026-06-04 |
WR超卖 |
买入 |
9.65965 |
133100.0 |
¥1.29M |
|
| 2026-06-23 |
WR超买 |
卖出 |
9.960030000000001 |
133100.0 |
¥1.33M |
|
| 2026-06-29 |
WR超卖 |
买入 |
9.5095 |
139800.0 |
¥1.33M |
|
| 2026-07-15 |
WR超买 |
卖出 |
9.81018 |
139800.0 |
¥1.37M |
|
| 2026-08-05 |
WR超卖 |
买入 |
9.769759999999998 |
140000.0 |
¥1.37M |
|
| 2026-08-26 |
WR超买 |
卖出 |
9.680309999999999 |
140000.0 |
¥1.35M |
|
| 2026-11-02 |
WR超卖 |
买入 |
10.16015 |
133100.0 |
¥1.35M |
|
| 2026-11-13 |
强平 |
卖出 |
10.26 |
133100 |
¥1.37M |
回测结束强平 |