002920 德赛西威 — 威廉指标超卖 回测明细
数据区间: 2017-12-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥22.6万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -77.37%）
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 44 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 |
2018-01-19 |
2018-02-27 |
39.060724703 |
37.0629 |
¥-5.1万 |
-5.14% |
WR超买 |
| 2 |
2018-03-26 |
2018-04-03 |
33.964106176 |
38.961 |
¥13.6万 |
+14.68% |
WR超买 |
| 3 |
2018-04-20 |
2018-05-22 |
35.446030619999995 |
34.50546 |
¥-2.9万 |
-2.68% |
WR超买 |
| 4 |
2018-05-30 |
2018-11-05 |
32.779831 |
18.1818 |
¥-45.7万 |
-44.55% |
WR超买 |
| 5 |
2018-12-17 |
2019-01-09 |
18.904549663999994 |
18.65 |
¥-8,221 |
-1.38% |
WR超买 |
| 6 |
2019-04-22 |
2019-06-21 |
29.568397858999997 |
23.55 |
¥-12.0万 |
-20.38% |
WR超买 |
| 7 |
2019-08-08 |
2019-09-10 |
24.431727319999997 |
26.90307 |
¥4.7万 |
+10.08% |
WR超买 |
| 8 |
2019-09-30 |
2019-10-29 |
23.93107717 |
23.89608 |
¥-907 |
-0.18% |
WR超买 |
| 9 |
2019-11-22 |
2019-12-05 |
25.252793565999994 |
27.092879999999997 |
¥3.7万 |
+7.25% |
WR超买 |
| 10 |
2020-03-13 |
2020-04-16 |
36.84785103999999 |
33.4665 |
¥-4.7万 |
-9.20% |
WR超买 |
| 11 |
2020-09-04 |
2020-09-21 |
67.597783253 |
69.21072 |
¥1.2万 |
+2.36% |
WR超买 |
| 12 |
2020-10-20 |
2020-11-05 |
68.72061000000001 |
74.1258 |
¥4.0万 |
+7.83% |
WR超买 |
| 13 |
2020-11-27 |
2020-12-22 |
72.99479187 |
78.06186 |
¥3.8万 |
+6.91% |
WR超买 |
| 14 |
2020-12-28 |
2020-12-31 |
70.801944213 |
84.08583 |
¥11.0万 |
+18.73% |
WR超买 |
| 15 |
2021-02-08 |
2021-04-01 |
110.13301999699998 |
86.2137 |
¥-15.3万 |
-21.74% |
WR超买 |
| 16 |
2021-06-16 |
2021-07-01 |
102.23276062999997 |
109.4904 |
¥3.8万 |
+7.07% |
WR超买 |
| 17 |
2021-07-19 |
2021-10-11 |
100.33029005999998 |
85.90401 |
¥-8.2万 |
-14.40% |
WR超买 |
| 18 |
2022-01-05 |
2022-03-01 |
132.752393774 |
132.98688 |
¥739 |
+0.15% |
WR超买 |
| 19 |
2022-03-07 |
2022-03-23 |
116.82170600099998 |
128.6712 |
¥5.1万 |
+10.11% |
WR超买 |
| 20 |
2022-03-30 |
2022-05-05 |
120.15603600000001 |
118.37151 |
¥-8,372 |
-1.51% |
WR超买 |
| 21 |
2022-08-11 |
2022-12-07 |
168.2184504 |
116.86301999999999 |
¥-16.4万 |
-30.55% |
WR超买 |
| 22 |
2022-12-23 |
2023-01-06 |
110.112993991 |
121.39847999999999 |
¥3.8万 |
+10.22% |
WR超买 |
| 23 |
2023-02-13 |
2023-03-27 |
122.52911771099998 |
111.83805000000001 |
¥-3.6万 |
-8.75% |
WR超买 |
| 24 |
2023-04-17 |
2023-05-22 |
110.74381317999999 |
108.88100999999999 |
¥-6,634 |
-1.71% |
WR超买 |
| 25 |
2023-07-21 |
2023-09-13 |
151.306488333 |
148.851 |
¥-6,250 |
-1.65% |
WR超买 |
| 26 |
2023-09-15 |
2023-11-02 |
138.229506415 |
126.37349999999998 |
¥-3.2万 |
-8.60% |
WR超买 |
| 27 |
2023-11-13 |
2023-11-16 |
118.65408554999999 |
135.52434 |
¥4.9万 |
+14.18% |
WR超买 |
| 28 |
2023-12-05 |
2024-02-23 |
126.58438392599999 |
93.07 |
¥-10.1万 |
-26.50% |
WR超买 |
| 29 |
2024-04-22 |
2024-06-13 |
116.35109486000002 |
103.896 |
¥-3.0万 |
-10.73% |
WR超买 |
| 30 |
2024-06-20 |
2024-07-11 |
95.56410063199999 |
102.85703999999998 |
¥2.0万 |
+7.60% |
WR超买 |
| 31 |
2024-07-26 |
2024-09-05 |
89.295960754 |
95.13 |
¥1.8万 |
+6.50% |
WR超买 |
| 32 |
2024-11-27 |
2025-01-22 |
120.156036 |
109.66023000000001 |
¥-2.5万 |
-8.76% |
WR超买 |
| 33 |
2025-03-03 |
2025-04-25 |
124.181263206 |
103.79610000000001 |
¥-4.5万 |
-16.44% |
WR超买 |
| 34 |
2025-05-27 |
2025-05-30 |
102.83354080999999 |
114.885 |
¥2.6万 |
+11.69% |
WR超买 |
| 35 |
2025-06-09 |
2025-07-25 |
99.86969192199999 |
105.1947 |
¥1.3万 |
+5.30% |
WR超买 |
| 36 |
2025-08-01 |
2025-08-13 |
101.73211048 |
112.86702000000001 |
¥2.9万 |
+10.91% |
WR超买 |
| 37 |
2025-09-11 |
2025-09-17 |
118.53392951399998 |
131.74812 |
¥3.3万 |
+11.11% |
WR超买 |
| 38 |
2025-10-15 |
2025-12-08 |
133.95395413399996 |
111.03885000000002 |
¥-5.5万 |
-17.13% |
WR超买 |
| 39 |
2026-01-27 |
2026-02-26 |
128.1664384 |
124.36551 |
¥-8,060 |
-2.99% |
WR超买 |
| 40 |
2026-03-04 |
2026-04-17 |
116.661497953 |
107.3925 |
¥-2.0万 |
-7.97% |
WR超买 |
| 41 |
2026-04-29 |
2026-05-22 |
102.15265660599998 |
106.35354 |
¥9,589 |
+4.08% |
WR超买 |
| 42 |
2026-06-03 |
2026-07-09 |
99.92976993999999 |
85.50441000000001 |
¥-3.6万 |
-14.46% |
WR超买 |
| 43 |
2026-07-27 |
2026-07-31 |
80.80493421 |
87.4125 |
¥1.8万 |
+8.14% |
WR超买 |
| 44 |
2026-08-21 |
2026-10-29 |
84.479706311 |
79.79013 |
¥-1.3万 |
-5.58% |
WR超买 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-01-19 |
WR超卖 |
买入 |
39.049009999999996 |
25500.0 |
¥99.6万 |
|
| 2018-02-27 |
WR超买 |
卖出 |
37.0629 |
25500.0 |
¥94.5万 |
|
| 2018-03-26 |
WR超卖 |
买入 |
33.95392 |
27300.0 |
¥92.7万 |
|
| 2018-04-03 |
WR超买 |
卖出 |
38.961 |
27300.0 |
¥1.06M |
|
| 2018-04-20 |
WR超卖 |
买入 |
35.435399999999994 |
30200.0 |
¥1.07M |
|
| 2018-05-22 |
WR超买 |
卖出 |
34.50546 |
30200.0 |
¥1.04M |
|
| 2018-05-30 |
WR超卖 |
买入 |
32.77 |
31300.0 |
¥1.03M |
|
| 2018-11-05 |
WR超买 |
卖出 |
18.1818 |
31300.0 |
¥56.9万 |
|
| 2018-12-17 |
WR超卖 |
买入 |
18.898879999999995 |
31600.0 |
¥59.7万 |
|
| 2019-01-09 |
WR超买 |
卖出 |
18.65 |
31600.0 |
¥58.9万 |
|
| 2019-04-22 |
WR超卖 |
买入 |
29.55953 |
19900.0 |
¥58.8万 |
|
| 2019-06-21 |
WR超买 |
卖出 |
23.55 |
19900.0 |
¥46.9万 |
|
| 2019-08-08 |
WR超卖 |
买入 |
24.424399999999995 |
19100.0 |
¥46.7万 |
|
| 2019-09-10 |
WR超买 |
卖出 |
26.90307 |
19100.0 |
¥51.4万 |
|
| 2019-09-30 |
WR超卖 |
买入 |
23.923899999999996 |
21500.0 |
¥51.5万 |
|
| 2019-10-29 |
WR超买 |
卖出 |
23.89608 |
21500.0 |
¥51.4万 |
|
| 2019-11-22 |
WR超卖 |
买入 |
25.245219999999996 |
20400.0 |
¥51.5万 |
|
| 2019-12-05 |
WR超买 |
卖出 |
27.092879999999997 |
20400.0 |
¥55.3万 |
|
| 2020-03-13 |
WR超卖 |
买入 |
36.83679999999999 |
13900.0 |
¥51.2万 |
|
| 2020-04-16 |
WR超买 |
卖出 |
33.4665 |
13900.0 |
¥46.5万 |
|
| 2020-09-04 |
WR超卖 |
买入 |
67.57751 |
7300.0 |
¥49.3万 |
|
| 2020-09-21 |
WR超买 |
卖出 |
69.21072 |
7300.0 |
¥50.5万 |
|
| 2020-10-20 |
WR超卖 |
买入 |
68.7 |
7500.0 |
¥51.5万 |
|
| 2020-11-05 |
WR超买 |
卖出 |
74.1258 |
7500.0 |
¥55.6万 |
|
| 2020-11-27 |
WR超卖 |
买入 |
72.9729 |
7500.0 |
¥54.7万 |
|
| 2020-12-22 |
WR超买 |
卖出 |
78.06186 |
7500.0 |
¥58.5万 |
|
| 2020-12-28 |
WR超卖 |
买入 |
70.78070999999998 |
8300.0 |
¥58.8万 |
|
| 2020-12-31 |
WR超买 |
卖出 |
84.08583 |
8300.0 |
¥69.8万 |
|
| 2021-02-08 |
WR超卖 |
买入 |
110.09998999999998 |
6400.0 |
¥70.5万 |
|
| 2021-04-01 |
WR超买 |
卖出 |
86.2137 |
6400.0 |
¥55.2万 |
|
| 2021-06-16 |
WR超卖 |
买入 |
102.20209999999997 |
5300.0 |
¥54.2万 |
|
| 2021-07-01 |
WR超买 |
卖出 |
109.4904 |
5300.0 |
¥58.0万 |
|
| 2021-07-19 |
WR超卖 |
买入 |
100.30019999999998 |
5700.0 |
¥57.2万 |
|
| 2021-10-11 |
WR超买 |
卖出 |
85.90401 |
5700.0 |
¥49.0万 |
|
| 2022-01-05 |
WR超卖 |
买入 |
132.71258 |
3800.0 |
¥50.4万 |
|
| 2022-03-01 |
WR超买 |
卖出 |
132.98688 |
3800.0 |
¥50.5万 |
|
| 2022-03-07 |
WR超卖 |
买入 |
116.78666999999999 |
4300.0 |
¥50.2万 |
|
| 2022-03-23 |
WR超买 |
卖出 |
128.6712 |
4300.0 |
¥55.3万 |
|
| 2022-03-30 |
WR超卖 |
买入 |
120.12 |
4600.0 |
¥55.3万 |
|
| 2022-05-05 |
WR超买 |
卖出 |
118.37151 |
4600.0 |
¥54.4万 |
|
| 2022-08-11 |
WR超卖 |
买入 |
168.168 |
3200.0 |
¥53.8万 |
|
| 2022-12-07 |
WR超买 |
卖出 |
116.86301999999999 |
3200.0 |
¥37.4万 |
|
| 2022-12-23 |
WR超卖 |
买入 |
110.07997 |
3400.0 |
¥37.4万 |
|
| 2023-01-06 |
WR超买 |
卖出 |
121.39847999999999 |
3400.0 |
¥41.3万 |
|
| 2023-02-13 |
WR超卖 |
买入 |
122.49237 |
3400.0 |
¥41.7万 |
|
| 2023-03-27 |
WR超买 |
卖出 |
111.83805000000001 |
3400.0 |
¥38.0万 |
|
| 2023-04-17 |
WR超卖 |
买入 |
110.7106 |
3500.0 |
¥38.8万 |
|
| 2023-05-22 |
WR超买 |
卖出 |
108.88100999999999 |
3500.0 |
¥38.1万 |
|
| 2023-07-21 |
WR超卖 |
买入 |
151.26111 |
2500.0 |
¥37.8万 |
|
| 2023-09-13 |
WR超买 |
卖出 |
148.851 |
2500.0 |
¥37.2万 |
|
| 2023-09-15 |
WR超卖 |
买入 |
138.18805 |
2700.0 |
¥37.3万 |
|
| 2023-11-02 |
WR超买 |
卖出 |
126.37349999999998 |
2700.0 |
¥34.1万 |
|
| 2023-11-13 |
WR超卖 |
买入 |
118.61849999999998 |
2900.0 |
¥34.4万 |
|
| 2023-11-16 |
WR超买 |
卖出 |
135.52434 |
2900.0 |
¥39.3万 |
|
| 2023-12-05 |
WR超卖 |
买入 |
126.54641999999998 |
3000.0 |
¥38.0万 |
|
| 2024-02-23 |
WR超买 |
卖出 |
93.07 |
3000.0 |
¥27.9万 |
|
| 2024-04-22 |
WR超卖 |
买入 |
116.3162 |
2400.0 |
¥27.9万 |
|
| 2024-06-13 |
WR超买 |
卖出 |
103.896 |
2400.0 |
¥24.9万 |
|
| 2024-06-20 |
WR超卖 |
买入 |
95.53544 |
2700.0 |
¥25.8万 |
|
| 2024-07-11 |
WR超买 |
卖出 |
102.85703999999998 |
2700.0 |
¥27.8万 |
|
| 2024-07-26 |
WR超卖 |
买入 |
89.26917999999999 |
3100.0 |
¥27.7万 |
|
| 2024-09-05 |
WR超买 |
卖出 |
95.13 |
3100.0 |
¥29.5万 |
|
| 2024-11-27 |
WR超卖 |
买入 |
120.12 |
2400.0 |
¥28.8万 |
|
| 2025-01-22 |
WR超买 |
卖出 |
109.66023000000001 |
2400.0 |
¥26.3万 |
|
| 2025-03-03 |
WR超卖 |
买入 |
124.14402 |
2200.0 |
¥27.3万 |
|
| 2025-04-25 |
WR超买 |
卖出 |
103.79610000000001 |
2200.0 |
¥22.8万 |
|
| 2025-05-27 |
WR超卖 |
买入 |
102.80269999999999 |
2200.0 |
¥22.6万 |
|
| 2025-05-30 |
WR超买 |
卖出 |
114.885 |
2200.0 |
¥25.3万 |
|
| 2025-06-09 |
WR超卖 |
买入 |
99.83973999999998 |
2400.0 |
¥24.0万 |
|
| 2025-07-25 |
WR超买 |
卖出 |
105.1947 |
2400.0 |
¥25.2万 |
|
| 2025-08-01 |
WR超卖 |
买入 |
101.70159999999998 |
2600.0 |
¥26.5万 |
|
| 2025-08-13 |
WR超买 |
卖出 |
112.86702000000001 |
2600.0 |
¥29.3万 |
|
| 2025-09-11 |
WR超卖 |
买入 |
118.49837999999998 |
2500.0 |
¥29.6万 |
|
| 2025-09-17 |
WR超买 |
卖出 |
131.74812 |
2500.0 |
¥32.9万 |
|
| 2025-10-15 |
WR超卖 |
买入 |
133.91377999999997 |
2400.0 |
¥32.1万 |
|
| 2025-12-08 |
WR超买 |
卖出 |
111.03885000000002 |
2400.0 |
¥26.6万 |
|
| 2026-01-27 |
WR超卖 |
买入 |
128.128 |
2100.0 |
¥26.9万 |
|
| 2026-02-26 |
WR超买 |
卖出 |
124.36551 |
2100.0 |
¥26.1万 |
|
| 2026-03-04 |
WR超卖 |
买入 |
116.62651 |
2200.0 |
¥25.7万 |
|
| 2026-04-17 |
WR超买 |
卖出 |
107.3925 |
2200.0 |
¥23.6万 |
|
| 2026-04-29 |
WR超卖 |
买入 |
102.12201999999998 |
2300.0 |
¥23.5万 |
|
| 2026-05-22 |
WR超买 |
卖出 |
106.35354 |
2300.0 |
¥24.5万 |
|
| 2026-06-03 |
WR超卖 |
买入 |
99.89979999999998 |
2500.0 |
¥25.0万 |
|
| 2026-07-09 |
WR超买 |
卖出 |
85.50441000000001 |
2500.0 |
¥21.4万 |
|
| 2026-07-27 |
WR超卖 |
买入 |
80.7807 |
2700.0 |
¥21.8万 |
|
| 2026-07-31 |
WR超买 |
卖出 |
87.4125 |
2700.0 |
¥23.6万 |
|
| 2026-08-21 |
WR超卖 |
买入 |
84.45437 |
2800.0 |
¥23.7万 |
|
| 2026-10-29 |
WR超买 |
卖出 |
79.79013 |
2800.0 |
¥22.3万 |
|