300803 指南针 — 威廉指标超卖 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥38.7万
策略: 威廉指标超卖
K线 & 交易信号(策略收益 -61.33%)
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 38 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 |
2020-02-04 |
2020-02-18 |
35.145640529999994 |
45.62433 |
¥26.7万 |
+29.78% |
WR超买 |
| 2 |
2020-03-23 |
2020-04-14 |
52.48816172599999 |
57.72222 |
¥11.9万 |
+9.94% |
WR超买 |
| 3 |
2020-04-27 |
2020-06-02 |
50.155132027 |
55.16478 |
¥13.7万 |
+9.96% |
WR超买 |
| 4 |
2020-07-21 |
2020-09-03 |
58.465924517 |
53.2467 |
¥-13.6万 |
-8.95% |
WR超买 |
| 5 |
2020-10-16 |
2020-12-09 |
52.568265749999995 |
33.07689 |
¥-51.3万 |
-37.10% |
WR超买 |
| 6 |
2020-12-25 |
2021-01-21 |
30.749932212999997 |
34.965 |
¥11.8万 |
+13.67% |
WR超买 |
| 7 |
2021-02-04 |
2021-04-29 |
30.009 |
27.99 |
¥-6.7万 |
-6.76% |
WR超买 |
| 8 |
2021-07-14 |
2021-07-22 |
34.494795335 |
38.62134 |
¥11.0万 |
+11.93% |
WR超买 |
| 9 |
2021-07-28 |
2021-09-10 |
35.295835575 |
41.958 |
¥19.3万 |
+18.84% |
WR超买 |
| 10 |
2021-09-28 |
2021-11-10 |
35.64629068 |
34.4 |
¥-4.3万 |
-3.53% |
WR超买 |
| 11 |
2022-01-17 |
2022-01-24 |
37.48868323199999 |
41.828129999999994 |
¥13.3万 |
+11.54% |
WR超买 |
| 12 |
2022-03-01 |
2022-04-19 |
42.264885663 |
43.78617 |
¥4.7万 |
+3.57% |
WR超买 |
| 13 |
2022-05-23 |
2022-06-07 |
42.27489866599999 |
44.395559999999996 |
¥6.7万 |
+4.98% |
WR超买 |
| 14 |
2022-07-06 |
2022-08-08 |
56.84381803099999 |
53.946 |
¥-7.3万 |
-5.13% |
WR超买 |
| 15 |
2022-08-26 |
2022-10-18 |
54.350580283999996 |
45.42453 |
¥-22.3万 |
-16.45% |
WR超买 |
| 16 |
2022-12-19 |
2023-01-09 |
48.10246641199999 |
49.31064 |
¥2.8万 |
+2.48% |
WR超买 |
| 17 |
2023-02-09 |
2023-03-22 |
53.529514037999995 |
53.44649999999999 |
¥-2,139 |
-0.19% |
WR超买 |
| 18 |
2023-04-24 |
2023-06-06 |
51.14641932399999 |
49.260690000000004 |
¥-4.3万 |
-3.72% |
WR超买 |
| 19 |
2023-06-28 |
2023-07-26 |
48.944679 |
50.759190000000004 |
¥4.1万 |
+3.68% |
WR超买 |
| 20 |
2023-08-30 |
2023-09-25 |
69.08972069999999 |
63.636300000000006 |
¥-8.9万 |
-7.92% |
WR超买 |
| 21 |
2023-10-30 |
2023-12-12 |
57.584780253 |
61.84809 |
¥7.8万 |
+7.37% |
WR超买 |
| 22 |
2023-12-21 |
2024-02-23 |
57.74498830099999 |
46.49346 |
¥-22.3万 |
-19.51% |
WR超买 |
| 23 |
2024-03-26 |
2024-04-29 |
46.360203889999994 |
45.0549 |
¥-2.6万 |
-2.84% |
WR超买 |
| 24 |
2024-05-24 |
2024-06-17 |
43.115990917999994 |
42.2577 |
¥-1.8万 |
-2.02% |
WR超买 |
| 25 |
2024-06-24 |
2024-08-01 |
40.25227206 |
39.790169999999996 |
¥-1.0万 |
-1.18% |
WR超买 |
| 26 |
2024-08-21 |
2024-09-20 |
36.978020079 |
35.964 |
¥-2.4万 |
-2.77% |
WR超买 |
| 27 |
2024-11-18 |
2024-12-06 |
93.301161954 |
108.77112 |
¥13.9万 |
+16.55% |
WR超买 |
| 28 |
2024-12-18 |
2025-01-22 |
94.25239723899999 |
92.11779 |
¥-2.2万 |
-2.29% |
WR超买 |
| 29 |
2025-03-03 |
2025-04-29 |
90.21715702999998 |
57.942 |
¥-33.9万 |
-35.79% |
WR超买 |
| 30 |
2025-05-23 |
2025-06-13 |
59.45721181399999 |
61.02 |
¥1.6万 |
+2.60% |
WR超买 |
| 31 |
2025-06-23 |
2025-06-26 |
57.845118330999995 |
80.54937 |
¥24.7万 |
+39.21% |
WR超买 |
| 32 |
2025-10-15 |
2025-12-18 |
147.32131313899995 |
132.37749 |
¥-9.0万 |
-10.17% |
WR超买 |
| 33 |
2026-01-19 |
2026-04-15 |
134.480332 |
104.3955 |
¥-17.5万 |
-22.39% |
WR超买 |
| 34 |
2026-04-27 |
2026-05-08 |
96.635491953 |
102.91698000000001 |
¥4.0万 |
+6.47% |
WR超买 |
| 35 |
2026-05-28 |
2026-06-17 |
96.518947 |
95.904 |
¥-4,313 |
-0.67% |
WR超买 |
| 36 |
2026-07-07 |
2026-08-05 |
84.60987534999998 |
83.40651 |
¥-9,459 |
-1.45% |
WR超买 |
| 37 |
2026-08-21 |
2026-08-28 |
79.10272369999998 |
86.1138 |
¥5.7万 |
+8.83% |
WR超买 |
| 38 |
2026-09-14 |
2026-11-13 |
79.09271069699999 |
42.9 |
¥-31.9万 |
-45.78% |
强平 |
逐笔成交记录(共 76 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-02-04 |
WR超卖 |
买入 |
35.135099999999994 |
25500.0 |
¥89.6万 |
|
| 2020-02-18 |
WR超买 |
卖出 |
45.62433 |
25500.0 |
¥1.16M |
|
| 2020-03-23 |
WR超卖 |
买入 |
52.472419999999985 |
22800.0 |
¥1.20M |
|
| 2020-04-14 |
WR超买 |
卖出 |
57.72222 |
22800.0 |
¥1.32M |
|
| 2020-04-27 |
WR超卖 |
买入 |
50.14009 |
27500.0 |
¥1.38M |
|
| 2020-06-02 |
WR超买 |
卖出 |
55.16478 |
27500.0 |
¥1.52M |
|
| 2020-07-21 |
WR超卖 |
买入 |
58.448389999999996 |
26000.0 |
¥1.52M |
|
| 2020-09-03 |
WR超买 |
卖出 |
53.2467 |
26000.0 |
¥1.38M |
|
| 2020-10-16 |
WR超卖 |
买入 |
52.55249999999999 |
26300.0 |
¥1.38M |
|
| 2020-12-09 |
WR超买 |
卖出 |
33.07689 |
26300.0 |
¥87.0万 |
|
| 2020-12-25 |
WR超卖 |
买入 |
30.740709999999996 |
28000.0 |
¥86.1万 |
|
| 2021-01-21 |
WR超买 |
卖出 |
34.965 |
28000.0 |
¥97.9万 |
|
| 2021-02-04 |
WR超卖 |
买入 |
30.0 |
33000.0 |
¥99.0万 |
|
| 2021-04-29 |
WR超买 |
卖出 |
27.99 |
33000.0 |
¥92.3万 |
|
| 2021-07-14 |
WR超卖 |
买入 |
34.48445 |
26700.0 |
¥92.1万 |
|
| 2021-07-22 |
WR超买 |
卖出 |
38.62134 |
26700.0 |
¥1.03M |
|
| 2021-07-28 |
WR超卖 |
买入 |
35.28525 |
29000.0 |
¥1.02M |
|
| 2021-09-10 |
WR超买 |
卖出 |
41.958 |
29000.0 |
¥1.22M |
|
| 2021-09-28 |
WR超卖 |
买入 |
35.6356 |
34300.0 |
¥1.22M |
|
| 2021-11-10 |
WR超买 |
卖出 |
34.4 |
34300.0 |
¥1.18M |
|
| 2022-01-17 |
WR超卖 |
买入 |
37.477439999999994 |
30800.0 |
¥1.15M |
|
| 2022-01-24 |
WR超买 |
卖出 |
41.828129999999994 |
30800.0 |
¥1.29M |
|
| 2022-03-01 |
WR超卖 |
买入 |
42.25221 |
31100.0 |
¥1.31M |
|
| 2022-04-19 |
WR超买 |
卖出 |
43.78617 |
31100.0 |
¥1.36M |
|
| 2022-05-23 |
WR超卖 |
买入 |
42.26221999999999 |
31900.0 |
¥1.35M |
|
| 2022-06-07 |
WR超买 |
卖出 |
44.395559999999996 |
31900.0 |
¥1.42M |
|
| 2022-07-06 |
WR超卖 |
买入 |
56.826769999999996 |
25100.0 |
¥1.43M |
|
| 2022-08-08 |
WR超买 |
卖出 |
53.946 |
25100.0 |
¥1.35M |
|
| 2022-08-26 |
WR超卖 |
买入 |
54.33427999999999 |
25000.0 |
¥1.36M |
|
| 2022-10-18 |
WR超买 |
卖出 |
45.42453 |
25000.0 |
¥1.14M |
|
| 2022-12-19 |
WR超卖 |
买入 |
48.088039999999985 |
23500.0 |
¥1.13M |
|
| 2023-01-09 |
WR超买 |
卖出 |
49.31064 |
23500.0 |
¥1.16M |
|
| 2023-02-09 |
WR超卖 |
买入 |
53.51345999999999 |
21600.0 |
¥1.16M |
|
| 2023-03-22 |
WR超买 |
卖出 |
53.44649999999999 |
21600.0 |
¥1.15M |
|
| 2023-04-24 |
WR超卖 |
买入 |
51.13107999999999 |
22500.0 |
¥1.15M |
|
| 2023-06-06 |
WR超买 |
卖出 |
49.260690000000004 |
22500.0 |
¥1.11M |
|
| 2023-06-28 |
WR超卖 |
买入 |
48.93 |
22700.0 |
¥1.11M |
|
| 2023-07-26 |
WR超买 |
卖出 |
50.759190000000004 |
22700.0 |
¥1.15M |
|
| 2023-08-30 |
WR超卖 |
买入 |
69.06899999999999 |
16300.0 |
¥1.13M |
|
| 2023-09-25 |
WR超买 |
卖出 |
63.636300000000006 |
16300.0 |
¥1.04M |
|
| 2023-10-30 |
WR超卖 |
买入 |
57.56751 |
18300.0 |
¥1.05M |
|
| 2023-12-12 |
WR超买 |
卖出 |
61.84809 |
18300.0 |
¥1.13M |
|
| 2023-12-21 |
WR超卖 |
买入 |
57.727669999999996 |
19800.0 |
¥1.14M |
|
| 2024-02-23 |
WR超买 |
卖出 |
46.49346 |
19800.0 |
¥92.0万 |
|
| 2024-03-26 |
WR超卖 |
买入 |
46.34629999999999 |
19900.0 |
¥92.3万 |
|
| 2024-04-29 |
WR超买 |
卖出 |
45.0549 |
19900.0 |
¥89.6万 |
|
| 2024-05-24 |
WR超卖 |
买入 |
43.10306 |
20700.0 |
¥89.3万 |
|
| 2024-06-17 |
WR超买 |
卖出 |
42.2577 |
20700.0 |
¥87.4万 |
|
| 2024-06-24 |
WR超卖 |
买入 |
40.2402 |
21500.0 |
¥86.5万 |
|
| 2024-08-01 |
WR超买 |
卖出 |
39.790169999999996 |
21500.0 |
¥85.5万 |
|
| 2024-08-21 |
WR超卖 |
买入 |
36.96693 |
23400.0 |
¥86.5万 |
|
| 2024-09-20 |
WR超买 |
卖出 |
35.964 |
23400.0 |
¥84.1万 |
|
| 2024-11-18 |
WR超卖 |
买入 |
93.27318 |
9000.0 |
¥84.0万 |
|
| 2024-12-06 |
WR超买 |
卖出 |
108.77112 |
9000.0 |
¥97.9万 |
|
| 2024-12-18 |
WR超卖 |
买入 |
94.22412999999999 |
10400.0 |
¥98.0万 |
|
| 2025-01-22 |
WR超买 |
卖出 |
92.11779 |
10400.0 |
¥95.8万 |
|
| 2025-03-03 |
WR超卖 |
买入 |
90.19009999999999 |
10500.0 |
¥94.7万 |
|
| 2025-04-29 |
WR超买 |
卖出 |
57.942 |
10500.0 |
¥60.8万 |
|
| 2025-05-23 |
WR超卖 |
买入 |
59.43937999999999 |
10400.0 |
¥61.8万 |
|
| 2025-06-13 |
WR超买 |
卖出 |
61.02 |
10400.0 |
¥63.4万 |
|
| 2025-06-23 |
WR超卖 |
买入 |
57.827769999999994 |
10900.0 |
¥63.1万 |
|
| 2025-06-26 |
WR超买 |
卖出 |
80.54937 |
10900.0 |
¥87.8万 |
|
| 2025-10-15 |
WR超卖 |
买入 |
147.27712999999997 |
6000.0 |
¥88.4万 |
|
| 2025-12-18 |
WR超买 |
卖出 |
132.37749 |
6000.0 |
¥79.4万 |
|
| 2026-01-19 |
WR超卖 |
买入 |
134.44 |
5800.0 |
¥78.0万 |
|
| 2026-04-15 |
WR超买 |
卖出 |
104.3955 |
5800.0 |
¥60.5万 |
|
| 2026-04-27 |
WR超卖 |
买入 |
96.60651 |
6400.0 |
¥61.8万 |
|
| 2026-05-08 |
WR超买 |
卖出 |
102.91698000000001 |
6400.0 |
¥65.8万 |
|
| 2026-05-28 |
WR超卖 |
买入 |
96.49 |
6700.0 |
¥64.7万 |
|
| 2026-06-17 |
WR超买 |
卖出 |
95.904 |
6700.0 |
¥64.2万 |
|
| 2026-07-07 |
WR超卖 |
买入 |
84.58449999999999 |
7700.0 |
¥65.1万 |
|
| 2026-08-05 |
WR超买 |
卖出 |
83.40651 |
7700.0 |
¥64.2万 |
|
| 2026-08-21 |
WR超卖 |
买入 |
79.079 |
8100.0 |
¥64.1万 |
|
| 2026-08-28 |
WR超买 |
卖出 |
86.1138 |
8100.0 |
¥69.7万 |
|
| 2026-09-14 |
WR超卖 |
买入 |
79.06898999999999 |
8800.0 |
¥69.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
42.9 |
8800 |
¥37.7万 |
回测结束强平 |