301269 华大九天 — 威廉指标超卖 回测明细
数据区间: 2022-07-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.13M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +12.55%）
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 27 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 |
2022-08-25 |
2022-09-15 |
111.83354 |
108.5913 |
¥-2.9万 |
-2.93% |
WR超买 |
| 2 |
2022-09-27 |
2022-10-18 |
98.1274294 |
103.896 |
¥5.6万 |
+5.85% |
WR超买 |
| 3 |
2022-11-14 |
2022-12-13 |
99.92976993999999 |
99.4005 |
¥-5,647 |
-0.56% |
WR超买 |
| 4 |
2022-12-20 |
2023-02-02 |
94.52274832 |
96.01389 |
¥1.6万 |
+1.55% |
WR超买 |
| 5 |
2023-02-22 |
2023-03-06 |
93.52144802 |
105.0948 |
¥12.6万 |
+12.34% |
WR超买 |
| 6 |
2023-04-20 |
2023-06-01 |
122.95967683999997 |
118.63125 |
¥-4.1万 |
-3.55% |
WR超买 |
| 7 |
2023-06-26 |
2023-08-08 |
114.74901437999996 |
105.28461 |
¥-9.1万 |
-8.28% |
WR超买 |
| 8 |
2023-08-21 |
2023-09-07 |
100.57060213199999 |
116.13375 |
¥15.8万 |
+15.44% |
WR超买 |
| 9 |
2023-09-21 |
2023-12-06 |
103.33419096 |
99.9 |
¥-3.9万 |
-3.35% |
WR超买 |
| 10 |
2023-12-18 |
2024-01-03 |
99.53926282299999 |
104.3955 |
¥5.5万 |
+4.85% |
WR超买 |
| 11 |
2024-01-10 |
2024-02-19 |
99.42911978999999 |
89.91 |
¥-11.5万 |
-9.60% |
WR超买 |
| 12 |
2024-03-25 |
2024-05-10 |
85.450967602 |
82.6173 |
¥-3.6万 |
-3.35% |
WR超买 |
| 13 |
2024-05-22 |
2024-06-06 |
77.11013610299999 |
81.42849000000001 |
¥5.8万 |
+5.57% |
WR超买 |
| 14 |
2024-06-26 |
2024-07-19 |
77.61078625299999 |
75.0 |
¥-3.8万 |
-3.39% |
WR超买 |
| 15 |
2024-08-15 |
2024-09-20 |
72.564232741 |
73.69623 |
¥1.6万 |
+1.53% |
WR超买 |
| 16 |
2024-12-18 |
2025-02-07 |
122.61923473799997 |
114.39549000000001 |
¥-7.3万 |
-6.73% |
WR超买 |
| 17 |
2025-03-03 |
2025-05-30 |
107.01897606399999 |
131.72814000000002 |
¥23.2万 |
+23.05% |
WR超买 |
| 18 |
2025-06-13 |
2025-07-30 |
117.45252518999999 |
111.60828 |
¥-6.2万 |
-5.00% |
WR超买 |
| 19 |
2025-09-05 |
2025-09-23 |
113.67762305899998 |
121.51835999999999 |
¥8.1万 |
+6.87% |
WR超买 |
| 20 |
2025-10-21 |
2025-12-11 |
122.05850656999998 |
107.10279 |
¥-15.4万 |
-12.28% |
WR超买 |
| 21 |
2025-12-17 |
2025-12-23 |
102.87359282199998 |
106.3935 |
¥3.8万 |
+3.39% |
WR超买 |
| 22 |
2026-01-27 |
2026-04-15 |
110.93406023700001 |
86.7132 |
¥-25.0万 |
-21.86% |
WR超买 |
| 23 |
2026-04-29 |
2026-05-08 |
82.44706670199999 |
91.908 |
¥10.3万 |
+11.44% |
WR超买 |
| 24 |
2026-06-08 |
2026-06-25 |
94.13224120299999 |
109.5903 |
¥15.6万 |
+16.39% |
WR超买 |
| 25 |
2026-07-17 |
2026-08-12 |
106.428208887 |
98.7012 |
¥-8.5万 |
-7.29% |
WR超买 |
| 26 |
2026-08-25 |
2026-10-12 |
90.447456099 |
91.8081 |
¥1.6万 |
+1.47% |
WR超买 |
| 27 |
2026-11-04 |
2026-11-13 |
89.055648682 |
91.72 |
¥3.2万 |
+2.96% |
强平 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-08-25 |
WR超卖 |
买入 |
111.8 |
8900.0 |
¥99.5万 |
|
| 2022-09-15 |
WR超买 |
卖出 |
108.5913 |
8900.0 |
¥96.6万 |
|
| 2022-09-27 |
WR超卖 |
买入 |
98.09799999999998 |
9800.0 |
¥96.2万 |
|
| 2022-10-18 |
WR超买 |
卖出 |
103.896 |
9800.0 |
¥1.02M |
|
| 2022-11-14 |
WR超卖 |
买入 |
99.89979999999998 |
10100.0 |
¥1.01M |
|
| 2022-12-13 |
WR超买 |
卖出 |
99.4005 |
10100.0 |
¥1.00M |
|
| 2022-12-20 |
WR超卖 |
买入 |
94.4944 |
10800.0 |
¥1.02M |
|
| 2023-02-02 |
WR超买 |
卖出 |
96.01389 |
10800.0 |
¥1.04M |
|
| 2023-02-22 |
WR超卖 |
买入 |
93.4934 |
10900.0 |
¥1.02M |
|
| 2023-03-06 |
WR超买 |
卖出 |
105.0948 |
10900.0 |
¥1.15M |
|
| 2023-04-20 |
WR超卖 |
买入 |
122.92279999999998 |
9400.0 |
¥1.16M |
|
| 2023-06-01 |
WR超买 |
卖出 |
118.63125 |
9400.0 |
¥1.11M |
|
| 2023-06-26 |
WR超卖 |
买入 |
114.71459999999996 |
9600.0 |
¥1.10M |
|
| 2023-08-08 |
WR超买 |
卖出 |
105.28461 |
9600.0 |
¥1.01M |
|
| 2023-08-21 |
WR超卖 |
买入 |
100.54043999999999 |
10200.0 |
¥1.03M |
|
| 2023-09-07 |
WR超买 |
卖出 |
116.13375 |
10200.0 |
¥1.18M |
|
| 2023-09-21 |
WR超卖 |
买入 |
103.3032 |
11400.0 |
¥1.18M |
|
| 2023-12-06 |
WR超买 |
卖出 |
99.9 |
11400.0 |
¥1.14M |
|
| 2023-12-18 |
WR超卖 |
买入 |
99.50940999999999 |
11500.0 |
¥1.14M |
|
| 2024-01-03 |
WR超买 |
卖出 |
104.3955 |
11500.0 |
¥1.20M |
|
| 2024-01-10 |
WR超卖 |
买入 |
99.39929999999998 |
12000.0 |
¥1.19M |
|
| 2024-02-19 |
WR超买 |
卖出 |
89.91 |
12000.0 |
¥1.08M |
|
| 2024-03-25 |
WR超卖 |
买入 |
85.42534 |
12600.0 |
¥1.08M |
|
| 2024-05-10 |
WR超买 |
卖出 |
82.6173 |
12600.0 |
¥1.04M |
|
| 2024-05-22 |
WR超卖 |
买入 |
77.08700999999999 |
13600.0 |
¥1.05M |
|
| 2024-06-06 |
WR超买 |
卖出 |
81.42849000000001 |
13600.0 |
¥1.11M |
|
| 2024-06-26 |
WR超卖 |
买入 |
77.58751 |
14300.0 |
¥1.11M |
|
| 2024-07-19 |
WR超买 |
卖出 |
75.0 |
14300.0 |
¥1.07M |
|
| 2024-08-15 |
WR超卖 |
买入 |
72.54247 |
14700.0 |
¥1.07M |
|
| 2024-09-20 |
WR超买 |
卖出 |
73.69623 |
14700.0 |
¥1.08M |
|
| 2024-12-18 |
WR超卖 |
买入 |
122.58245999999998 |
8800.0 |
¥1.08M |
|
| 2025-02-07 |
WR超买 |
卖出 |
114.39549000000001 |
8800.0 |
¥1.01M |
|
| 2025-03-03 |
WR超卖 |
买入 |
106.98687999999999 |
9400.0 |
¥1.01M |
|
| 2025-05-30 |
WR超买 |
卖出 |
131.72814000000002 |
9400.0 |
¥1.24M |
|
| 2025-06-13 |
WR超卖 |
买入 |
117.41729999999998 |
10600.0 |
¥1.24M |
|
| 2025-07-30 |
WR超买 |
卖出 |
111.60828 |
10600.0 |
¥1.18M |
|
| 2025-09-05 |
WR超卖 |
买入 |
113.64352999999998 |
10400.0 |
¥1.18M |
|
| 2025-09-23 |
WR超买 |
卖出 |
121.51835999999999 |
10400.0 |
¥1.26M |
|
| 2025-10-21 |
WR超卖 |
买入 |
122.02189999999999 |
10300.0 |
¥1.26M |
|
| 2025-12-11 |
WR超买 |
卖出 |
107.10279 |
10300.0 |
¥1.10M |
|
| 2025-12-17 |
WR超卖 |
买入 |
102.84273999999998 |
10800.0 |
¥1.11M |
|
| 2025-12-23 |
WR超买 |
卖出 |
106.3935 |
10800.0 |
¥1.15M |
|
| 2026-01-27 |
WR超卖 |
买入 |
110.90079000000001 |
10300.0 |
¥1.14M |
|
| 2026-04-15 |
WR超买 |
卖出 |
86.7132 |
10300.0 |
¥89.3万 |
|
| 2026-04-29 |
WR超卖 |
买入 |
82.42233999999999 |
10900.0 |
¥89.9万 |
|
| 2026-05-08 |
WR超买 |
卖出 |
91.908 |
10900.0 |
¥1.00M |
|
| 2026-06-08 |
WR超卖 |
买入 |
94.10400999999999 |
10100.0 |
¥95.1万 |
|
| 2026-06-25 |
WR超买 |
卖出 |
109.5903 |
10100.0 |
¥1.11M |
|
| 2026-07-17 |
WR超卖 |
买入 |
106.39629 |
10900.0 |
¥1.16M |
|
| 2026-08-12 |
WR超买 |
卖出 |
98.7012 |
10900.0 |
¥1.08M |
|
| 2026-08-25 |
WR超卖 |
买入 |
90.42032999999998 |
11700.0 |
¥1.06M |
|
| 2026-10-12 |
WR超买 |
卖出 |
91.8081 |
11700.0 |
¥1.07M |
|
| 2026-11-04 |
WR超卖 |
买入 |
89.02893999999999 |
12200.0 |
¥1.09M |
|
| 2026-11-13 |
强平 |
卖出 |
91.72 |
12200 |
¥1.12M |
回测结束强平 |