002602 世纪华通 — 威廉指标超卖 回测明细
数据区间: 2015-12-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥19.1万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -80.95%）
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 54 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 |
2016-01-11 |
2016-02-22 |
24.041220202999998 |
23.5 |
¥-2.1万 |
-2.28% |
WR超买 |
| 2 |
2016-03-08 |
2016-03-21 |
21.047332305999998 |
24.08589 |
¥13.8万 |
+14.40% |
WR超买 |
| 3 |
2016-05-11 |
2016-07-05 |
21.988554588 |
19.5804 |
¥-12.2万 |
-10.98% |
WR超买 |
| 4 |
2016-07-28 |
2016-08-15 |
18.313782486999997 |
19.43055 |
¥6.0万 |
+6.07% |
WR超买 |
| 5 |
2017-01-11 |
2017-02-08 |
34.224444254000005 |
34.7652 |
¥1.5万 |
+1.55% |
WR超买 |
| 6 |
2017-03-14 |
2017-04-06 |
34.45474332299999 |
36.793169999999996 |
¥7.1万 |
+6.75% |
WR超买 |
| 7 |
2017-04-21 |
2017-05-18 |
34.54486034999999 |
31.4685 |
¥-10.2万 |
-8.93% |
WR超买 |
| 8 |
2017-07-20 |
2017-10-13 |
35.115601520999995 |
32.32764 |
¥-8.3万 |
-7.97% |
WR超买 |
| 9 |
2017-11-27 |
2017-12-18 |
33.64369008 |
32.767199999999995 |
¥-2.5万 |
-2.63% |
WR超买 |
| 10 |
2018-01-29 |
2018-03-06 |
34.534847346999996 |
33.9 |
¥-1.7万 |
-1.87% |
WR超买 |
| 11 |
2018-03-20 |
2018-04-03 |
32.40207770799999 |
33.78618 |
¥3.8万 |
+4.24% |
WR超买 |
| 12 |
2018-11-08 |
2018-11-27 |
18.594146570999996 |
22.0779 |
¥17.6万 |
+18.70% |
WR超买 |
| 13 |
2018-12-17 |
2019-02-11 |
20.416513117000004 |
19.86012 |
¥-3.1万 |
-2.75% |
WR超买 |
| 14 |
2019-03-04 |
2019-04-02 |
20.296357081 |
19.85013 |
¥-2.4万 |
-2.23% |
WR超买 |
| 15 |
2019-04-10 |
2019-05-06 |
18.624185580000002 |
19.180799999999998 |
¥3.1万 |
+2.96% |
WR超买 |
| 16 |
2019-05-15 |
2019-07-18 |
18.734328613 |
10.95903 |
¥-45.7万 |
-41.52% |
WR超买 |
| 17 |
2019-07-29 |
2019-09-03 |
10.383113999999999 |
9.04095 |
¥-8.4万 |
-12.95% |
WR超买 |
| 18 |
2019-09-27 |
2019-10-23 |
8.951624681999999 |
9.22077 |
¥1.7万 |
+2.98% |
WR超买 |
| 19 |
2020-02-04 |
2020-02-10 |
11.695187503999996 |
14.105879999999999 |
¥11.9万 |
+20.58% |
WR超买 |
| 20 |
2020-02-28 |
2020-03-20 |
13.767879124999997 |
14.3856 |
¥3.1万 |
+4.46% |
WR超买 |
| 21 |
2020-04-01 |
2020-04-10 |
12.396097714 |
14.275709999999998 |
¥11.0万 |
+15.13% |
WR超买 |
| 22 |
2020-05-25 |
2020-06-10 |
13.227176963 |
13.5864 |
¥2.2万 |
+2.68% |
WR超买 |
| 23 |
2020-07-14 |
2020-09-01 |
14.268529275 |
11.0889 |
¥-19.1万 |
-22.31% |
WR超买 |
| 24 |
2020-09-11 |
2020-12-02 |
10.253315071999998 |
8.211780000000001 |
¥-13.3万 |
-19.94% |
WR超买 |
| 25 |
2020-12-17 |
2021-02-22 |
7.579843270999999 |
6.80319 |
¥-5.5万 |
-10.27% |
WR超买 |
| 26 |
2021-04-01 |
2021-05-28 |
7.119245133 |
6.6933 |
¥-2.9万 |
-6.01% |
WR超买 |
| 27 |
2021-06-16 |
2021-08-27 |
6.658646995 |
5.81 |
¥-5.8万 |
-12.77% |
WR超买 |
| 28 |
2021-11-30 |
2021-12-02 |
7.289466183999999 |
7.98201 |
¥3.7万 |
+9.47% |
WR超买 |
| 29 |
2022-01-24 |
2022-03-28 |
7.870220357999998 |
6.21378 |
¥-9.1万 |
-21.07% |
WR超买 |
| 30 |
2022-04-11 |
2022-06-07 |
6.121836 |
4.83516 |
¥-7.2万 |
-21.04% |
WR超买 |
| 31 |
2022-07-07 |
2022-08-12 |
4.631389 |
4.65534 |
¥1,313 |
+0.49% |
WR超买 |
| 32 |
2022-08-29 |
2022-10-19 |
4.485825344 |
3.93606 |
¥-3.3万 |
-12.28% |
WR超买 |
| 33 |
2022-10-31 |
2022-11-08 |
3.6046810799999998 |
3.93606 |
¥2.2万 |
+9.16% |
WR超买 |
| 34 |
2022-11-25 |
2022-12-09 |
3.875032161 |
4.12587 |
¥1.7万 |
+6.44% |
WR超买 |
| 35 |
2022-12-20 |
2023-01-20 |
3.8811640000000005 |
3.9560400000000002 |
¥5,254 |
+1.90% |
WR超买 |
| 36 |
2023-03-07 |
2023-03-21 |
4.40132 |
4.465529999999999 |
¥4,030 |
+1.43% |
WR超买 |
| 37 |
2023-05-08 |
2023-05-30 |
5.967749787999999 |
5.73426 |
¥-1.1万 |
-3.94% |
WR超买 |
| 38 |
2023-07-04 |
2023-08-15 |
6.698699007 |
5.62437 |
¥-4.3万 |
-16.06% |
WR超买 |
| 39 |
2023-08-22 |
2023-10-11 |
5.316904592999999 |
5.07492 |
¥-1.1万 |
-4.58% |
WR超买 |
| 40 |
2023-11-24 |
2024-01-17 |
5.7975287369999995 |
5.15484 |
¥-2.5万 |
-11.11% |
WR超买 |
| 41 |
2024-01-23 |
2024-02-26 |
4.666059398 |
4.73526 |
¥2,826 |
+1.45% |
WR超买 |
| 42 |
2024-03-28 |
2024-05-06 |
4.6260073859999995 |
4.74525 |
¥5,054 |
+2.55% |
WR超买 |
| 43 |
2024-05-21 |
2024-09-27 |
4.075292221000001 |
3.64635 |
¥-2.2万 |
-10.55% |
WR超买 |
| 44 |
2024-11-14 |
2024-12-13 |
3.9751621909999995 |
4.47 |
¥2.2万 |
+12.41% |
WR超买 |
| 45 |
2025-01-06 |
2025-02-05 |
4.706111409999999 |
5.08491 |
¥1.6万 |
+8.02% |
WR超买 |
| 46 |
2025-03-31 |
2025-04-16 |
6.678673000999998 |
6.91308 |
¥7,574 |
+3.48% |
WR超买 |
| 47 |
2025-10-17 |
2025-12-24 |
19.004679694 |
17.55243 |
¥-1.7万 |
-7.67% |
WR超买 |
| 48 |
2026-01-29 |
2026-02-04 |
18.664237592 |
20.129849999999998 |
¥1.6万 |
+7.82% |
WR超买 |
| 49 |
2026-03-02 |
2026-04-08 |
18.023405399999998 |
17.792189999999998 |
¥-2,910 |
-1.31% |
WR超买 |
| 50 |
2026-04-27 |
2026-04-30 |
16.411311917 |
16.94304 |
¥7,162 |
+3.21% |
WR超买 |
| 51 |
2026-05-07 |
2026-07-07 |
15.980752787999998 |
14.095889999999999 |
¥-2.7万 |
-11.82% |
WR超买 |
| 52 |
2026-07-21 |
2026-08-05 |
13.317293989999998 |
13.995989999999999 |
¥1.0万 |
+5.06% |
WR超买 |
| 53 |
2026-09-24 |
2026-11-04 |
14.228477263 |
12.7872 |
¥-2.2万 |
-10.16% |
WR超买 |
| 54 |
2026-11-13 |
2026-11-13 |
11.224576362999999 |
11.04 |
¥-3,213 |
-1.67% |
强平 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-01-11 |
WR超卖 |
买入 |
24.03401 |
38900.0 |
¥93.5万 |
|
| 2016-02-22 |
WR超买 |
卖出 |
23.5 |
38900.0 |
¥91.4万 |
|
| 2016-03-08 |
WR超卖 |
买入 |
21.041019999999996 |
45600.0 |
¥96.0万 |
|
| 2016-03-21 |
WR超买 |
卖出 |
24.08589 |
45600.0 |
¥1.10M |
|
| 2016-05-11 |
WR超卖 |
买入 |
21.98196 |
50600.0 |
¥1.11M |
|
| 2016-07-05 |
WR超买 |
卖出 |
19.5804 |
50600.0 |
¥99.0万 |
|
| 2016-07-28 |
WR超卖 |
买入 |
18.308289999999996 |
54000.0 |
¥98.9万 |
|
| 2016-08-15 |
WR超买 |
卖出 |
19.43055 |
54000.0 |
¥1.05M |
|
| 2017-01-11 |
WR超卖 |
买入 |
34.21418 |
27600.0 |
¥94.5万 |
|
| 2017-02-08 |
WR超买 |
卖出 |
34.7652 |
27600.0 |
¥95.9万 |
|
| 2017-03-14 |
WR超卖 |
买入 |
34.44440999999999 |
30400.0 |
¥1.05M |
|
| 2017-04-06 |
WR超买 |
卖出 |
36.793169999999996 |
30400.0 |
¥1.12M |
|
| 2017-04-21 |
WR超卖 |
买入 |
34.534499999999994 |
32900.0 |
¥1.14M |
|
| 2017-05-18 |
WR超买 |
卖出 |
31.4685 |
32900.0 |
¥1.04M |
|
| 2017-07-20 |
WR超卖 |
买入 |
35.10507 |
29500.0 |
¥1.04M |
|
| 2017-10-13 |
WR超买 |
卖出 |
32.32764 |
29500.0 |
¥95.3万 |
|
| 2017-11-27 |
WR超卖 |
买入 |
33.6336 |
28300.0 |
¥95.2万 |
|
| 2017-12-18 |
WR超买 |
卖出 |
32.767199999999995 |
28300.0 |
¥92.7万 |
|
| 2018-01-29 |
WR超卖 |
买入 |
34.52449 |
26900.0 |
¥92.9万 |
|
| 2018-03-06 |
WR超买 |
卖出 |
33.9 |
26900.0 |
¥91.2万 |
|
| 2018-03-20 |
WR超卖 |
买入 |
32.39236 |
27700.0 |
¥89.8万 |
|
| 2018-04-03 |
WR超买 |
卖出 |
33.78618 |
27700.0 |
¥93.6万 |
|
| 2018-11-08 |
WR超卖 |
买入 |
18.588569999999997 |
50500.0 |
¥93.9万 |
|
| 2018-11-27 |
WR超买 |
卖出 |
22.0779 |
50500.0 |
¥1.11M |
|
| 2018-12-17 |
WR超卖 |
买入 |
20.410390000000003 |
54900.0 |
¥1.12M |
|
| 2019-02-11 |
WR超买 |
卖出 |
19.86012 |
54900.0 |
¥1.09M |
|
| 2019-03-04 |
WR超卖 |
买入 |
20.290269999999996 |
54000.0 |
¥1.10M |
|
| 2019-04-02 |
WR超买 |
卖出 |
19.85013 |
54000.0 |
¥1.07M |
|
| 2019-04-10 |
WR超卖 |
买入 |
18.6186 |
57100.0 |
¥1.06M |
|
| 2019-05-06 |
WR超买 |
卖出 |
19.180799999999998 |
57100.0 |
¥1.09M |
|
| 2019-05-15 |
WR超卖 |
买入 |
18.72871 |
58800.0 |
¥1.10M |
|
| 2019-07-18 |
WR超买 |
卖出 |
10.95903 |
58800.0 |
¥64.4万 |
|
| 2019-07-29 |
WR超卖 |
买入 |
10.38 |
62200.0 |
¥64.6万 |
|
| 2019-09-03 |
WR超买 |
卖出 |
9.04095 |
62200.0 |
¥56.2万 |
|
| 2019-09-27 |
WR超卖 |
买入 |
8.948939999999999 |
62100.0 |
¥55.6万 |
|
| 2019-10-23 |
WR超买 |
卖出 |
9.22077 |
62100.0 |
¥57.2万 |
|
| 2020-02-04 |
WR超卖 |
买入 |
11.691679999999996 |
49400.0 |
¥57.8万 |
|
| 2020-02-10 |
WR超买 |
卖出 |
14.105879999999999 |
49400.0 |
¥69.7万 |
|
| 2020-02-28 |
WR超卖 |
买入 |
13.763749999999998 |
49800.0 |
¥68.6万 |
|
| 2020-03-20 |
WR超买 |
卖出 |
14.3856 |
49800.0 |
¥71.6万 |
|
| 2020-04-01 |
WR超卖 |
买入 |
12.39238 |
58700.0 |
¥72.8万 |
|
| 2020-04-10 |
WR超买 |
卖出 |
14.275709999999998 |
58700.0 |
¥83.8万 |
|
| 2020-05-25 |
WR超卖 |
买入 |
13.22321 |
62600.0 |
¥82.8万 |
|
| 2020-06-10 |
WR超买 |
卖出 |
13.5864 |
62600.0 |
¥85.0万 |
|
| 2020-07-14 |
WR超卖 |
买入 |
14.264249999999999 |
59900.0 |
¥85.5万 |
|
| 2020-09-01 |
WR超买 |
卖出 |
11.0889 |
59900.0 |
¥66.4万 |
|
| 2020-09-11 |
WR超卖 |
买入 |
10.25024 |
65100.0 |
¥66.7万 |
|
| 2020-12-02 |
WR超买 |
卖出 |
8.211780000000001 |
65100.0 |
¥53.4万 |
|
| 2020-12-17 |
WR超卖 |
买入 |
7.57757 |
70400.0 |
¥53.4万 |
|
| 2021-02-22 |
WR超买 |
卖出 |
6.80319 |
70400.0 |
¥47.9万 |
|
| 2021-04-01 |
WR超卖 |
买入 |
7.117109999999999 |
67400.0 |
¥48.0万 |
|
| 2021-05-28 |
WR超买 |
卖出 |
6.6933 |
67400.0 |
¥45.1万 |
|
| 2021-06-16 |
WR超卖 |
买入 |
6.65665 |
68000.0 |
¥45.3万 |
|
| 2021-08-27 |
WR超买 |
卖出 |
5.81 |
68000.0 |
¥39.5万 |
|
| 2021-11-30 |
WR超卖 |
买入 |
7.287279999999999 |
54100.0 |
¥39.4万 |
|
| 2021-12-02 |
WR超买 |
卖出 |
7.98201 |
54100.0 |
¥43.2万 |
|
| 2022-01-24 |
WR超卖 |
买入 |
7.867859999999999 |
54600.0 |
¥43.0万 |
|
| 2022-03-28 |
WR超买 |
卖出 |
6.21378 |
54600.0 |
¥33.9万 |
|
| 2022-04-11 |
WR超卖 |
买入 |
6.12 |
55800.0 |
¥34.2万 |
|
| 2022-06-07 |
WR超买 |
卖出 |
4.83516 |
55800.0 |
¥27.0万 |
|
| 2022-07-07 |
WR超卖 |
买入 |
4.63 |
58200.0 |
¥27.0万 |
|
| 2022-08-12 |
WR超买 |
卖出 |
4.65534 |
58200.0 |
¥27.1万 |
|
| 2022-08-29 |
WR超卖 |
买入 |
4.48448 |
60000.0 |
¥26.9万 |
|
| 2022-10-19 |
WR超买 |
卖出 |
3.93606 |
60000.0 |
¥23.6万 |
|
| 2022-10-31 |
WR超卖 |
买入 |
3.6035999999999997 |
66000.0 |
¥23.8万 |
|
| 2022-11-08 |
WR超买 |
卖出 |
3.93606 |
66000.0 |
¥26.0万 |
|
| 2022-11-25 |
WR超卖 |
买入 |
3.8738699999999997 |
66900.0 |
¥25.9万 |
|
| 2022-12-09 |
WR超买 |
卖出 |
4.12587 |
66900.0 |
¥27.6万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
3.88 |
71300.0 |
¥27.7万 |
|
| 2023-01-20 |
WR超买 |
卖出 |
3.9560400000000002 |
71300.0 |
¥28.2万 |
|
| 2023-03-07 |
WR超卖 |
买入 |
4.4 |
64100.0 |
¥28.2万 |
|
| 2023-03-21 |
WR超买 |
卖出 |
4.465529999999999 |
64100.0 |
¥28.6万 |
|
| 2023-05-08 |
WR超卖 |
买入 |
5.965959999999999 |
47900.0 |
¥28.6万 |
|
| 2023-05-30 |
WR超买 |
卖出 |
5.73426 |
47900.0 |
¥27.5万 |
|
| 2023-07-04 |
WR超卖 |
买入 |
6.696689999999999 |
40100.0 |
¥26.9万 |
|
| 2023-08-15 |
WR超买 |
卖出 |
5.62437 |
40100.0 |
¥22.5万 |
|
| 2023-08-22 |
WR超卖 |
买入 |
5.315309999999999 |
43600.0 |
¥23.2万 |
|
| 2023-10-11 |
WR超买 |
卖出 |
5.07492 |
43600.0 |
¥22.1万 |
|
| 2023-11-24 |
WR超卖 |
买入 |
5.795789999999999 |
38100.0 |
¥22.1万 |
|
| 2024-01-17 |
WR超买 |
卖出 |
5.15484 |
38100.0 |
¥19.6万 |
|
| 2024-01-23 |
WR超卖 |
买入 |
4.66466 |
41700.0 |
¥19.5万 |
|
| 2024-02-26 |
WR超买 |
卖出 |
4.73526 |
41700.0 |
¥19.7万 |
|
| 2024-03-28 |
WR超卖 |
买入 |
4.624619999999999 |
42900.0 |
¥19.8万 |
|
| 2024-05-06 |
WR超买 |
卖出 |
4.74525 |
42900.0 |
¥20.4万 |
|
| 2024-05-21 |
WR超卖 |
买入 |
4.07407 |
50100.0 |
¥20.4万 |
|
| 2024-09-27 |
WR超买 |
卖出 |
3.64635 |
50100.0 |
¥18.3万 |
|
| 2024-11-14 |
WR超卖 |
买入 |
3.9739699999999996 |
43600.0 |
¥17.3万 |
|
| 2024-12-13 |
WR超买 |
卖出 |
4.47 |
43600.0 |
¥19.5万 |
|
| 2025-01-06 |
WR超卖 |
买入 |
4.7047 |
43500.0 |
¥20.5万 |
|
| 2025-02-05 |
WR超买 |
卖出 |
5.08491 |
43500.0 |
¥22.1万 |
|
| 2025-03-31 |
WR超卖 |
买入 |
6.676669999999999 |
32600.0 |
¥21.8万 |
|
| 2025-04-16 |
WR超买 |
卖出 |
6.91308 |
32600.0 |
¥22.5万 |
|
| 2025-10-17 |
WR超卖 |
买入 |
18.99898 |
11800.0 |
¥22.4万 |
|
| 2025-12-24 |
WR超买 |
卖出 |
17.55243 |
11800.0 |
¥20.7万 |
|
| 2026-01-29 |
WR超卖 |
买入 |
18.65864 |
11200.0 |
¥20.9万 |
|
| 2026-02-04 |
WR超买 |
卖出 |
20.129849999999998 |
11200.0 |
¥22.5万 |
|
| 2026-03-02 |
WR超卖 |
买入 |
18.017999999999997 |
12300.0 |
¥22.2万 |
|
| 2026-04-08 |
WR超买 |
卖出 |
17.792189999999998 |
12300.0 |
¥21.9万 |
|
| 2026-04-27 |
WR超卖 |
买入 |
16.40639 |
13600.0 |
¥22.3万 |
|
| 2026-04-30 |
WR超买 |
卖出 |
16.94304 |
13600.0 |
¥23.0万 |
|
| 2026-05-07 |
WR超卖 |
买入 |
15.975959999999999 |
14400.0 |
¥23.0万 |
|
| 2026-07-07 |
WR超买 |
卖出 |
14.095889999999999 |
14400.0 |
¥20.3万 |
|
| 2026-07-21 |
WR超卖 |
买入 |
13.3133 |
15300.0 |
¥20.4万 |
|
| 2026-08-05 |
WR超买 |
卖出 |
13.995989999999999 |
15300.0 |
¥21.4万 |
|
| 2026-09-24 |
WR超卖 |
买入 |
14.22421 |
14900.0 |
¥21.2万 |
|
| 2026-11-04 |
WR超买 |
卖出 |
12.7872 |
14900.0 |
¥19.0万 |
|
| 2026-11-13 |
WR超卖 |
买入 |
11.22121 |
17100.0 |
¥19.2万 |
|
| 2026-11-13 |
强平 |
卖出 |
11.04 |
17100 |
¥18.9万 |
回测结束强平 |