300896 爱美客 — 威廉指标超卖 回测明细
数据区间: 2020-09-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥21.6万
策略: 威廉指标超卖
K线 & 交易信号(策略收益 -78.37%)
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 36 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 |
2020-11-25 |
2020-12-09 |
534.574204164 |
595.404 |
¥10.9万 |
+11.35% |
WR超买 |
| 2 |
2021-03-01 |
2021-04-06 |
846.0987534999999 |
474.53499 |
¥-48.3万 |
-43.93% |
WR超买 |
| 3 |
2021-06-17 |
2021-06-22 |
610.803196003 |
689.31 |
¥7.8万 |
+12.82% |
WR超买 |
| 4 |
2021-07-27 |
2021-09-27 |
619.194092517 |
569.43 |
¥-5.5万 |
-8.06% |
WR超买 |
| 5 |
2021-11-02 |
2021-12-13 |
580.7541739999999 |
609.38001 |
¥3.1万 |
+4.90% |
WR超买 |
| 6 |
2021-12-24 |
2022-02-24 |
555.3812243979999 |
461.12841 |
¥-11.3万 |
-17.00% |
WR超买 |
| 7 |
2022-03-15 |
2022-03-31 |
424.45119717 |
473.526 |
¥6.4万 |
+11.53% |
WR超买 |
| 8 |
2022-04-26 |
2022-04-28 |
465.594626497 |
498.38112 |
¥4.2万 |
+7.01% |
WR超买 |
| 9 |
2022-05-09 |
2022-05-23 |
468.898917487 |
503.46603000000005 |
¥4.8万 |
+7.34% |
WR超买 |
| 10 |
2022-07-13 |
2022-07-21 |
556.9933178809999 |
602.54685 |
¥5.4万 |
+8.15% |
WR超买 |
| 11 |
2022-08-09 |
2022-11-04 |
575.577451449 |
474.525 |
¥-13.2万 |
-17.58% |
WR超买 |
| 12 |
2022-11-22 |
2022-12-06 |
457.59423709999993 |
506.0 |
¥6.8万 |
+10.55% |
WR超买 |
| 13 |
2023-02-07 |
2023-03-30 |
589.886032736 |
554.95 |
¥-4.2万 |
-5.95% |
WR超买 |
| 14 |
2023-04-19 |
2023-06-16 |
543.7060628999999 |
463.53599999999994 |
¥-9.6万 |
-14.77% |
WR超买 |
| 15 |
2023-07-18 |
2023-07-26 |
439.58084470299985 |
465.18435 |
¥3.3万 |
+5.79% |
WR超买 |
| 16 |
2023-08-11 |
2023-09-05 |
452.7879956599999 |
449.55 |
¥-4,385 |
-0.74% |
WR超买 |
| 17 |
2023-09-20 |
2023-11-21 |
409.0311725499999 |
334.59507 |
¥-10.4万 |
-18.22% |
WR超买 |
| 18 |
2023-11-28 |
2023-12-29 |
314.788788314 |
300.699 |
¥-2.1万 |
-4.50% |
WR超买 |
| 19 |
2024-01-30 |
2024-02-07 |
281.36538429999996 |
318.26142 |
¥5.9万 |
+13.08% |
WR超买 |
| 20 |
2024-04-08 |
2024-07-18 |
315.074494 |
169.83 |
¥-23.2万 |
-46.11% |
WR超买 |
| 21 |
2024-07-31 |
2024-08-01 |
161.639907429 |
173.826 |
¥2.2万 |
+7.51% |
WR超买 |
| 22 |
2024-08-21 |
2024-09-25 |
163.51233899 |
148.21164000000002 |
¥-2.9万 |
-9.38% |
WR超买 |
| 23 |
2024-10-25 |
2024-11-08 |
207.44939615399997 |
244.755 |
¥5.2万 |
+17.95% |
WR超买 |
| 24 |
2024-11-18 |
2025-02-10 |
214.27826419999997 |
175.824 |
¥-6.2万 |
-17.97% |
WR超买 |
| 25 |
2025-03-03 |
2025-03-12 |
170.02079094 |
199.72007999999997 |
¥4.7万 |
+17.43% |
WR超买 |
| 26 |
2025-03-31 |
2025-04-16 |
180.23405399999996 |
183.816 |
¥6,348 |
+1.96% |
WR超买 |
| 27 |
2025-05-06 |
2025-06-05 |
172.22365159999995 |
178.28154 |
¥1.1万 |
+3.49% |
WR超买 |
| 28 |
2025-06-20 |
2025-07-21 |
170.48138907799998 |
177.40242 |
¥1.4万 |
+4.03% |
WR超买 |
| 29 |
2025-08-11 |
2025-08-21 |
183.79868306799997 |
187.812 |
¥7,518 |
+2.15% |
WR超买 |
| 30 |
2025-09-05 |
2025-09-09 |
184.309346221 |
198.58122 |
¥2.8万 |
+7.71% |
WR超买 |
| 31 |
2025-09-23 |
2025-12-22 |
182.33678462999998 |
144.855 |
¥-7.9万 |
-20.58% |
WR超买 |
| 32 |
2026-01-23 |
2026-02-05 |
141.93431752499998 |
149.5503 |
¥1.7万 |
+5.33% |
WR超买 |
| 33 |
2026-02-27 |
2026-04-24 |
143.1859429 |
116.39349 |
¥-6.2万 |
-18.74% |
WR超买 |
| 34 |
2026-05-18 |
2026-07-16 |
113.04390299999999 |
94.905 |
¥-4.4万 |
-16.07% |
WR超买 |
| 35 |
2026-08-17 |
2026-09-22 |
101.020297 |
93.7062 |
¥-1.7万 |
-7.27% |
WR超买 |
| 36 |
2026-10-30 |
2026-11-13 |
85.71130567999998 |
85.55 |
¥-467 |
-0.22% |
强平 |
逐笔成交记录(共 72 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-11-25 |
WR超卖 |
买入 |
534.41388 |
1800.0 |
¥96.2万 |
|
| 2020-12-09 |
WR超买 |
卖出 |
595.404 |
1800.0 |
¥1.07M |
|
| 2021-03-01 |
WR超卖 |
买入 |
845.845 |
1300.0 |
¥1.10M |
|
| 2021-04-06 |
WR超买 |
卖出 |
474.53499 |
1300.0 |
¥61.7万 |
|
| 2021-06-17 |
WR超卖 |
买入 |
610.62001 |
1000.0 |
¥61.1万 |
|
| 2021-06-22 |
WR超买 |
卖出 |
689.31 |
1000.0 |
¥68.9万 |
|
| 2021-07-27 |
WR超卖 |
买入 |
619.00839 |
1100.0 |
¥68.1万 |
|
| 2021-09-27 |
WR超买 |
卖出 |
569.43 |
1100.0 |
¥62.6万 |
|
| 2021-11-02 |
WR超卖 |
买入 |
580.5799999999999 |
1100.0 |
¥63.9万 |
|
| 2021-12-13 |
WR超买 |
卖出 |
609.38001 |
1100.0 |
¥67.0万 |
|
| 2021-12-24 |
WR超卖 |
买入 |
555.2146599999999 |
1200.0 |
¥66.6万 |
|
| 2022-02-24 |
WR超买 |
卖出 |
461.12841 |
1200.0 |
¥55.3万 |
|
| 2022-03-15 |
WR超卖 |
买入 |
424.3239 |
1300.0 |
¥55.2万 |
|
| 2022-03-31 |
WR超买 |
卖出 |
473.526 |
1300.0 |
¥61.5万 |
|
| 2022-04-26 |
WR超卖 |
买入 |
465.45498999999995 |
1300.0 |
¥60.5万 |
|
| 2022-04-28 |
WR超买 |
卖出 |
498.38112 |
1300.0 |
¥64.8万 |
|
| 2022-05-09 |
WR超卖 |
买入 |
468.75829000000004 |
1400.0 |
¥65.6万 |
|
| 2022-05-23 |
WR超买 |
卖出 |
503.46603000000005 |
1400.0 |
¥70.5万 |
|
| 2022-07-13 |
WR超卖 |
买入 |
556.8262699999999 |
1200.0 |
¥66.8万 |
|
| 2022-07-21 |
WR超买 |
卖出 |
602.54685 |
1200.0 |
¥72.3万 |
|
| 2022-08-09 |
WR超卖 |
买入 |
575.40483 |
1300.0 |
¥74.8万 |
|
| 2022-11-04 |
WR超买 |
卖出 |
474.525 |
1300.0 |
¥61.7万 |
|
| 2022-11-22 |
WR超卖 |
买入 |
457.45699999999994 |
1400.0 |
¥64.1万 |
|
| 2022-12-06 |
WR超买 |
卖出 |
506.0 |
1400.0 |
¥70.8万 |
|
| 2023-02-07 |
WR超卖 |
买入 |
589.70912 |
1200.0 |
¥70.8万 |
|
| 2023-03-30 |
WR超买 |
卖出 |
554.95 |
1200.0 |
¥66.6万 |
|
| 2023-04-19 |
WR超卖 |
买入 |
543.5429999999999 |
1200.0 |
¥65.2万 |
|
| 2023-06-16 |
WR超买 |
卖出 |
463.53599999999994 |
1200.0 |
¥55.6万 |
|
| 2023-07-18 |
WR超卖 |
买入 |
439.44900999999993 |
1300.0 |
¥57.1万 |
|
| 2023-07-26 |
WR超买 |
卖出 |
465.18435 |
1300.0 |
¥60.5万 |
|
| 2023-08-11 |
WR超卖 |
买入 |
452.6521999999999 |
1300.0 |
¥58.9万 |
|
| 2023-09-05 |
WR超买 |
卖出 |
449.55 |
1300.0 |
¥58.4万 |
|
| 2023-09-20 |
WR超卖 |
买入 |
408.90849999999995 |
1400.0 |
¥57.3万 |
|
| 2023-11-21 |
WR超买 |
卖出 |
334.59507 |
1400.0 |
¥46.8万 |
|
| 2023-11-28 |
WR超卖 |
买入 |
314.69437999999997 |
1500.0 |
¥47.2万 |
|
| 2023-12-29 |
WR超买 |
卖出 |
300.699 |
1500.0 |
¥45.1万 |
|
| 2024-01-30 |
WR超卖 |
买入 |
281.28099999999995 |
1600.0 |
¥45.0万 |
|
| 2024-02-07 |
WR超买 |
卖出 |
318.26142 |
1600.0 |
¥50.9万 |
|
| 2024-04-08 |
WR超卖 |
买入 |
314.98 |
1600.0 |
¥50.4万 |
|
| 2024-07-18 |
WR超买 |
卖出 |
169.83 |
1600.0 |
¥27.2万 |
|
| 2024-07-31 |
WR超卖 |
买入 |
161.59143 |
1800.0 |
¥29.1万 |
|
| 2024-08-01 |
WR超买 |
卖出 |
173.826 |
1800.0 |
¥31.3万 |
|
| 2024-08-21 |
WR超卖 |
买入 |
163.4633 |
1900.0 |
¥31.1万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
148.21164000000002 |
1900.0 |
¥28.2万 |
|
| 2024-10-25 |
WR超卖 |
买入 |
207.38717999999997 |
1400.0 |
¥29.0万 |
|
| 2024-11-08 |
WR超买 |
卖出 |
244.755 |
1400.0 |
¥34.3万 |
|
| 2024-11-18 |
WR超卖 |
买入 |
214.21399999999997 |
1600.0 |
¥34.3万 |
|
| 2025-02-10 |
WR超买 |
卖出 |
175.824 |
1600.0 |
¥28.1万 |
|
| 2025-03-03 |
WR超卖 |
买入 |
169.9698 |
1600.0 |
¥27.2万 |
|
| 2025-03-12 |
WR超买 |
卖出 |
199.72007999999997 |
1600.0 |
¥31.9万 |
|
| 2025-03-31 |
WR超卖 |
买入 |
180.17999999999998 |
1800.0 |
¥32.4万 |
|
| 2025-04-16 |
WR超买 |
卖出 |
183.816 |
1800.0 |
¥33.1万 |
|
| 2025-05-06 |
WR超卖 |
买入 |
172.17199999999997 |
1900.0 |
¥32.7万 |
|
| 2025-06-05 |
WR超买 |
卖出 |
178.28154 |
1900.0 |
¥33.9万 |
|
| 2025-06-20 |
WR超卖 |
买入 |
170.43025999999998 |
2000.0 |
¥34.1万 |
|
| 2025-07-21 |
WR超买 |
卖出 |
177.40242 |
2000.0 |
¥35.5万 |
|
| 2025-08-11 |
WR超卖 |
买入 |
183.74355999999997 |
1900.0 |
¥34.9万 |
|
| 2025-08-21 |
WR超买 |
卖出 |
187.812 |
1900.0 |
¥35.7万 |
|
| 2025-09-05 |
WR超卖 |
买入 |
184.25406999999998 |
2000.0 |
¥36.9万 |
|
| 2025-09-09 |
WR超买 |
卖出 |
198.58122 |
2000.0 |
¥39.7万 |
|
| 2025-09-23 |
WR超卖 |
买入 |
182.28209999999999 |
2100.0 |
¥38.3万 |
|
| 2025-12-22 |
WR超买 |
卖出 |
144.855 |
2100.0 |
¥30.4万 |
|
| 2026-01-23 |
WR超卖 |
买入 |
141.89174999999997 |
2200.0 |
¥31.2万 |
|
| 2026-02-05 |
WR超买 |
卖出 |
149.5503 |
2200.0 |
¥32.9万 |
|
| 2026-02-27 |
WR超卖 |
买入 |
143.14299999999997 |
2300.0 |
¥32.9万 |
|
| 2026-04-24 |
WR超买 |
卖出 |
116.39349 |
2300.0 |
¥26.8万 |
|
| 2026-05-18 |
WR超卖 |
买入 |
113.01 |
2400.0 |
¥27.1万 |
|
| 2026-07-16 |
WR超买 |
卖出 |
94.905 |
2400.0 |
¥22.8万 |
|
| 2026-08-17 |
WR超卖 |
买入 |
100.99 |
2300.0 |
¥23.2万 |
|
| 2026-09-22 |
WR超买 |
卖出 |
93.7062 |
2300.0 |
¥21.5万 |
|
| 2026-10-30 |
WR超卖 |
买入 |
85.68559999999998 |
2500.0 |
¥21.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
85.55 |
2500 |
¥21.4万 |
回测结束强平 |