600025 华能水电 — 威廉指标超卖 回测明细
数据区间: 2017-12-15 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.04M
策略: 威廉指标超卖
K线 & 交易信号(策略收益 +4.36%)
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 51 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 |
2018-01-15 |
2018-05-16 |
4.761428 |
3.53646 |
¥-25.3万 |
-25.75% |
WR超买 |
| 2 |
2018-06-01 |
2018-07-25 |
3.3042909899999993 |
3.08691 |
¥-4.9万 |
-6.61% |
WR超买 |
| 3 |
2018-08-09 |
2018-10-26 |
2.9538358849999997 |
2.7971999999999997 |
¥-3.7万 |
-5.33% |
WR超买 |
| 4 |
2018-11-26 |
2018-12-14 |
2.933809879 |
2.997 |
¥1.4万 |
+2.12% |
WR超买 |
| 5 |
2019-04-22 |
2019-05-30 |
4.105331229999998 |
3.84615 |
¥-4.3万 |
-6.34% |
WR超买 |
| 6 |
2019-08-15 |
2019-08-20 |
4.485825344 |
4.78521 |
¥4.1万 |
+6.64% |
WR超买 |
| 7 |
2019-09-06 |
2019-10-11 |
4.555916365 |
4.4855100000000006 |
¥-1.1万 |
-1.57% |
WR超买 |
| 8 |
2019-10-21 |
2019-10-31 |
4.285565284 |
4.56543 |
¥4.3万 |
+6.50% |
WR超买 |
| 9 |
2019-11-13 |
2019-12-04 |
4.375682311 |
4.33 |
¥-7,559 |
-1.07% |
WR超买 |
| 10 |
2019-12-23 |
2020-02-19 |
4.265539277999999 |
3.96603 |
¥-4.9万 |
-7.05% |
WR超买 |
| 11 |
2020-02-26 |
2020-04-08 |
3.764889127999999 |
3.5964 |
¥-2.9万 |
-4.50% |
WR超买 |
| 12 |
2020-04-16 |
2020-05-12 |
3.554616065 |
3.6063899999999998 |
¥8,825 |
+1.43% |
WR超买 |
| 13 |
2020-05-25 |
2020-06-02 |
3.4945380470000003 |
3.70629 |
¥3.8万 |
+6.03% |
WR超买 |
| 14 |
2020-06-23 |
2020-07-01 |
3.514564052999999 |
3.78621 |
¥5.1万 |
+7.70% |
WR超买 |
| 15 |
2020-07-24 |
2020-08-17 |
3.8349801489999997 |
3.9260699999999997 |
¥1.7万 |
+2.34% |
WR超买 |
| 16 |
2020-10-28 |
2020-11-11 |
4.085305223999999 |
4.1958 |
¥2.0万 |
+2.67% |
WR超买 |
| 17 |
2021-01-06 |
2021-01-28 |
4.365669307999999 |
4.38561 |
¥3,211 |
+0.43% |
WR超买 |
| 18 |
2021-04-26 |
2021-05-11 |
5.647333691999999 |
6.04395 |
¥5.2万 |
+6.99% |
WR超买 |
| 19 |
2021-05-19 |
2021-06-10 |
5.587255673999999 |
5.65434 |
¥9,435 |
+1.17% |
WR超买 |
| 20 |
2021-07-12 |
2021-08-06 |
5.587255673999999 |
5.52447 |
¥-9,441 |
-1.15% |
WR超买 |
| 21 |
2021-10-13 |
2021-12-08 |
6.778803030999999 |
6.41358 |
¥-4.3万 |
-5.42% |
WR超买 |
| 22 |
2021-12-29 |
2022-02-09 |
6.368269908 |
6.27372 |
¥-1.2万 |
-1.51% |
WR超买 |
| 23 |
2022-02-23 |
2022-03-04 |
6.047853812 |
6.36363 |
¥3.9万 |
+5.19% |
WR超买 |
| 24 |
2022-03-28 |
2022-04-07 |
5.727437716 |
6.30369 |
¥7.9万 |
+10.03% |
WR超买 |
| 25 |
2022-05-09 |
2022-05-11 |
5.957736785 |
6.50349 |
¥7.9万 |
+9.13% |
WR超买 |
| 26 |
2022-07-21 |
2022-08-09 |
7.049154111999999 |
7.1128800000000005 |
¥8,309 |
+0.87% |
WR超买 |
| 27 |
2022-09-19 |
2022-11-24 |
7.199349157 |
6.78321 |
¥-5.5万 |
-5.81% |
WR超买 |
| 28 |
2022-12-16 |
2023-01-04 |
6.6185949829999995 |
6.7332600000000005 |
¥1.5万 |
+1.70% |
WR超买 |
| 29 |
2023-02-02 |
2023-02-21 |
6.678673000999999 |
6.94305 |
¥3.6万 |
+3.93% |
WR超买 |
| 30 |
2023-03-23 |
2023-04-18 |
7.0691801179999985 |
7.12287 |
¥6,960 |
+0.73% |
WR超买 |
| 31 |
2023-04-25 |
2023-05-05 |
6.8689200580000005 |
7.15284 |
¥3.9万 |
+4.10% |
WR超买 |
| 32 |
2023-06-02 |
2023-08-02 |
7.319505192999999 |
7.08291 |
¥-3.3万 |
-3.26% |
WR超买 |
| 33 |
2023-10-26 |
2023-11-01 |
7.379583210999999 |
7.68231 |
¥3.9万 |
+4.07% |
WR超买 |
| 34 |
2024-01-12 |
2024-01-29 |
8.440961528999997 |
8.72 |
¥3.3万 |
+3.27% |
WR超买 |
| 35 |
2024-03-25 |
2024-04-09 |
9.282053780999998 |
9.61038 |
¥3.6万 |
+3.51% |
WR超买 |
| 36 |
2024-04-30 |
2024-05-27 |
9.462287835 |
9.70029 |
¥2.7万 |
+2.48% |
WR超买 |
| 37 |
2024-08-30 |
2024-09-30 |
11.134459335999997 |
10.95903 |
¥-1.8万 |
-1.61% |
WR超买 |
| 38 |
2024-10-15 |
2024-12-13 |
10.573731167999998 |
9.64035 |
¥-9.5万 |
-8.85% |
WR超买 |
| 39 |
2025-01-03 |
2025-03-18 |
9.262027775 |
8.7912 |
¥-5.1万 |
-5.11% |
WR超买 |
| 40 |
2025-06-05 |
2025-06-19 |
9.782703930999999 |
9.85014 |
¥6,190 |
+0.66% |
WR超买 |
| 41 |
2025-06-30 |
2025-07-23 |
9.612482879999998 |
9.780209999999999 |
¥1.6万 |
+1.71% |
WR超买 |
| 42 |
2025-07-28 |
2025-08-22 |
9.372170808 |
9.290700000000001 |
¥-8,636 |
-0.90% |
WR超买 |
| 43 |
2025-09-01 |
2025-09-09 |
9.121845732999999 |
9.47052 |
¥3.6万 |
+3.79% |
WR超买 |
| 44 |
2025-11-06 |
2025-12-04 |
9.772690927999998 |
9.65034 |
¥-1.3万 |
-1.28% |
WR超买 |
| 45 |
2025-12-10 |
2026-01-20 |
9.392196813999998 |
9.22077 |
¥-1.8万 |
-1.85% |
WR超买 |
| 46 |
2026-01-26 |
2026-02-12 |
9.101819726999999 |
9.170819999999999 |
¥6,969 |
+0.73% |
WR超买 |
| 47 |
2026-03-31 |
2026-04-22 |
10.11313303 |
9.83016 |
¥-2.7万 |
-2.83% |
WR超买 |
| 48 |
2026-05-22 |
2026-06-01 |
9.342131798999999 |
9.90009 |
¥5.6万 |
+5.94% |
WR超买 |
| 49 |
2026-06-17 |
2026-07-09 |
9.572430868 |
9.42057 |
¥-1.6万 |
-1.62% |
WR超买 |
| 50 |
2026-08-07 |
2026-09-03 |
9.752664922 |
9.88011 |
¥1.2万 |
+1.28% |
WR超买 |
| 51 |
2026-09-08 |
2026-10-09 |
9.582443870999999 |
10.07991 |
¥5.1万 |
+5.16% |
WR超买 |
逐笔成交记录(共 102 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2018-01-15 |
WR超卖 |
买入 |
4.76 |
206700.0 |
¥98.4万 |
|
| 2018-05-16 |
WR超买 |
卖出 |
3.53646 |
206700.0 |
¥73.1万 |
|
| 2018-06-01 |
WR超卖 |
买入 |
3.3032999999999992 |
223400.0 |
¥73.8万 |
|
| 2018-07-25 |
WR超买 |
卖出 |
3.08691 |
223400.0 |
¥68.9万 |
|
| 2018-08-09 |
WR超卖 |
买入 |
2.95295 |
235700.0 |
¥69.6万 |
|
| 2018-10-26 |
WR超买 |
卖出 |
2.7971999999999997 |
235700.0 |
¥65.9万 |
|
| 2018-11-26 |
WR超卖 |
买入 |
2.93293 |
223900.0 |
¥65.7万 |
|
| 2018-12-14 |
WR超买 |
卖出 |
2.997 |
223900.0 |
¥67.1万 |
|
| 2019-04-22 |
WR超卖 |
买入 |
4.104099999999999 |
163600.0 |
¥67.2万 |
|
| 2019-05-30 |
WR超买 |
卖出 |
3.84615 |
163600.0 |
¥62.9万 |
|
| 2019-08-15 |
WR超卖 |
买入 |
4.48448 |
139000.0 |
¥62.4万 |
|
| 2019-08-20 |
WR超买 |
卖出 |
4.78521 |
139000.0 |
¥66.5万 |
|
| 2019-09-06 |
WR超卖 |
买入 |
4.554549999999999 |
147500.0 |
¥67.2万 |
|
| 2019-10-11 |
WR超买 |
卖出 |
4.4855100000000006 |
147500.0 |
¥66.1万 |
|
| 2019-10-21 |
WR超卖 |
买入 |
4.28428 |
154300.0 |
¥66.1万 |
|
| 2019-10-31 |
WR超买 |
卖出 |
4.56543 |
154300.0 |
¥70.4万 |
|
| 2019-11-13 |
WR超卖 |
买入 |
4.37437 |
160900.0 |
¥70.4万 |
|
| 2019-12-04 |
WR超买 |
卖出 |
4.33 |
160900.0 |
¥69.6万 |
|
| 2019-12-23 |
WR超卖 |
买入 |
4.264259999999999 |
163300.0 |
¥69.7万 |
|
| 2020-02-19 |
WR超买 |
卖出 |
3.96603 |
163300.0 |
¥64.7万 |
|
| 2020-02-26 |
WR超卖 |
买入 |
3.7637599999999996 |
170700.0 |
¥64.3万 |
|
| 2020-04-08 |
WR超买 |
卖出 |
3.5964 |
170700.0 |
¥61.4万 |
|
| 2020-04-16 |
WR超卖 |
买入 |
3.5535499999999995 |
174100.0 |
¥61.9万 |
|
| 2020-05-12 |
WR超买 |
卖出 |
3.6063899999999998 |
174100.0 |
¥62.8万 |
|
| 2020-05-25 |
WR超卖 |
买入 |
3.49349 |
179600.0 |
¥62.8万 |
|
| 2020-06-02 |
WR超买 |
卖出 |
3.70629 |
179600.0 |
¥66.5万 |
|
| 2020-06-23 |
WR超卖 |
买入 |
3.5135099999999992 |
188800.0 |
¥66.4万 |
|
| 2020-07-01 |
WR超买 |
卖出 |
3.78621 |
188800.0 |
¥71.5万 |
|
| 2020-07-24 |
WR超卖 |
买入 |
3.83383 |
185800.0 |
¥71.3万 |
|
| 2020-08-17 |
WR超买 |
卖出 |
3.9260699999999997 |
185800.0 |
¥72.9万 |
|
| 2020-10-28 |
WR超卖 |
买入 |
4.084079999999999 |
178600.0 |
¥73.0万 |
|
| 2020-11-11 |
WR超买 |
卖出 |
4.1958 |
178600.0 |
¥74.9万 |
|
| 2021-01-06 |
WR超卖 |
买入 |
4.36436 |
172400.0 |
¥75.3万 |
|
| 2021-01-28 |
WR超买 |
卖出 |
4.38561 |
172400.0 |
¥75.6万 |
|
| 2021-04-26 |
WR超卖 |
买入 |
5.645639999999999 |
132400.0 |
¥74.8万 |
|
| 2021-05-11 |
WR超买 |
卖出 |
6.04395 |
132400.0 |
¥80.0万 |
|
| 2021-05-19 |
WR超卖 |
买入 |
5.585579999999999 |
144300.0 |
¥80.6万 |
|
| 2021-06-10 |
WR超买 |
卖出 |
5.65434 |
144300.0 |
¥81.6万 |
|
| 2021-07-12 |
WR超卖 |
买入 |
5.585579999999999 |
146500.0 |
¥81.9万 |
|
| 2021-08-06 |
WR超买 |
卖出 |
5.52447 |
146500.0 |
¥80.9万 |
|
| 2021-10-13 |
WR超卖 |
买入 |
6.776769999999999 |
118100.0 |
¥80.1万 |
|
| 2021-12-08 |
WR超买 |
卖出 |
6.41358 |
118100.0 |
¥75.7万 |
|
| 2021-12-29 |
WR超卖 |
买入 |
6.366359999999999 |
120000.0 |
¥76.4万 |
|
| 2022-02-09 |
WR超买 |
卖出 |
6.27372 |
120000.0 |
¥75.3万 |
|
| 2022-02-23 |
WR超卖 |
买入 |
6.04604 |
124700.0 |
¥75.4万 |
|
| 2022-03-04 |
WR超买 |
卖出 |
6.36363 |
124700.0 |
¥79.3万 |
|
| 2022-03-28 |
WR超卖 |
买入 |
5.725719999999999 |
137800.0 |
¥78.9万 |
|
| 2022-04-07 |
WR超买 |
卖出 |
6.30369 |
137800.0 |
¥86.8万 |
|
| 2022-05-09 |
WR超卖 |
买入 |
5.95595 |
145500.0 |
¥86.7万 |
|
| 2022-05-11 |
WR超买 |
卖出 |
6.50349 |
145500.0 |
¥94.6万 |
|
| 2022-07-21 |
WR超卖 |
买入 |
7.047039999999999 |
134900.0 |
¥95.1万 |
|
| 2022-08-09 |
WR超买 |
卖出 |
7.1128800000000005 |
134900.0 |
¥95.9万 |
|
| 2022-09-19 |
WR超卖 |
买入 |
7.19719 |
132400.0 |
¥95.3万 |
|
| 2022-11-24 |
WR超买 |
卖出 |
6.78321 |
132400.0 |
¥89.8万 |
|
| 2022-12-16 |
WR超卖 |
买入 |
6.61661 |
136400.0 |
¥90.3万 |
|
| 2023-01-04 |
WR超买 |
卖出 |
6.7332600000000005 |
136400.0 |
¥91.8万 |
|
| 2023-02-02 |
WR超卖 |
买入 |
6.676669999999999 |
137500.0 |
¥91.8万 |
|
| 2023-02-21 |
WR超买 |
卖出 |
6.94305 |
137500.0 |
¥95.4万 |
|
| 2023-03-23 |
WR超卖 |
买入 |
7.067059999999999 |
135000.0 |
¥95.4万 |
|
| 2023-04-18 |
WR超买 |
卖出 |
7.12287 |
135000.0 |
¥96.1万 |
|
| 2023-04-25 |
WR超卖 |
买入 |
6.86686 |
139900.0 |
¥96.1万 |
|
| 2023-05-05 |
WR超买 |
卖出 |
7.15284 |
139900.0 |
¥1.00M |
|
| 2023-06-02 |
WR超卖 |
买入 |
7.317309999999999 |
136900.0 |
¥1.00M |
|
| 2023-08-02 |
WR超买 |
卖出 |
7.08291 |
136900.0 |
¥96.9万 |
|
| 2023-10-26 |
WR超卖 |
买入 |
7.377369999999999 |
131000.0 |
¥96.7万 |
|
| 2023-11-01 |
WR超买 |
卖出 |
7.68231 |
131000.0 |
¥1.01M |
|
| 2024-01-12 |
WR超卖 |
买入 |
8.438429999999999 |
119000.0 |
¥1.00M |
|
| 2024-01-29 |
WR超买 |
卖出 |
8.72 |
119000.0 |
¥1.04M |
|
| 2024-03-25 |
WR超卖 |
买入 |
9.279269999999999 |
111700.0 |
¥1.04M |
|
| 2024-04-09 |
WR超买 |
卖出 |
9.61038 |
111700.0 |
¥1.07M |
|
| 2024-04-30 |
WR超卖 |
买入 |
9.459449999999999 |
113400.0 |
¥1.07M |
|
| 2024-05-27 |
WR超买 |
卖出 |
9.70029 |
113400.0 |
¥1.10M |
|
| 2024-08-30 |
WR超卖 |
买入 |
11.131119999999997 |
98700.0 |
¥1.10M |
|
| 2024-09-30 |
WR超买 |
卖出 |
10.95903 |
98700.0 |
¥1.08M |
|
| 2024-10-15 |
WR超卖 |
买入 |
10.570559999999999 |
102000.0 |
¥1.08M |
|
| 2024-12-13 |
WR超买 |
卖出 |
9.64035 |
102000.0 |
¥98.3万 |
|
| 2025-01-03 |
WR超卖 |
买入 |
9.25925 |
106900.0 |
¥99.0万 |
|
| 2025-03-18 |
WR超买 |
卖出 |
8.7912 |
106900.0 |
¥93.9万 |
|
| 2025-06-05 |
WR超卖 |
买入 |
9.77977 |
96000.0 |
¥93.9万 |
|
| 2025-06-19 |
WR超买 |
卖出 |
9.85014 |
96000.0 |
¥94.5万 |
|
| 2025-06-30 |
WR超卖 |
买入 |
9.609599999999999 |
98200.0 |
¥94.4万 |
|
| 2025-07-23 |
WR超买 |
卖出 |
9.780209999999999 |
98200.0 |
¥96.0万 |
|
| 2025-07-28 |
WR超卖 |
买入 |
9.369359999999999 |
102500.0 |
¥96.1万 |
|
| 2025-08-22 |
WR超买 |
卖出 |
9.290700000000001 |
102500.0 |
¥95.2万 |
|
| 2025-09-01 |
WR超卖 |
买入 |
9.11911 |
104400.0 |
¥95.2万 |
|
| 2025-09-09 |
WR超买 |
卖出 |
9.47052 |
104400.0 |
¥98.8万 |
|
| 2025-11-06 |
WR超卖 |
买入 |
9.769759999999998 |
101300.0 |
¥99.0万 |
|
| 2025-12-04 |
WR超买 |
卖出 |
9.65034 |
101300.0 |
¥97.7万 |
|
| 2025-12-10 |
WR超卖 |
买入 |
9.38938 |
104100.0 |
¥97.8万 |
|
| 2026-01-20 |
WR超买 |
卖出 |
9.22077 |
104100.0 |
¥96.0万 |
|
| 2026-01-26 |
WR超卖 |
买入 |
9.099089999999999 |
105200.0 |
¥95.8万 |
|
| 2026-02-12 |
WR超买 |
卖出 |
9.170819999999999 |
105200.0 |
¥96.4万 |
|
| 2026-03-31 |
WR超卖 |
买入 |
10.1101 |
95400.0 |
¥96.5万 |
|
| 2026-04-22 |
WR超买 |
卖出 |
9.83016 |
95400.0 |
¥93.8万 |
|
| 2026-05-22 |
WR超卖 |
买入 |
9.339329999999999 |
100400.0 |
¥93.8万 |
|
| 2026-06-01 |
WR超买 |
卖出 |
9.90009 |
100400.0 |
¥99.4万 |
|
| 2026-06-17 |
WR超卖 |
买入 |
9.56956 |
104000.0 |
¥99.6万 |
|
| 2026-07-09 |
WR超买 |
卖出 |
9.42057 |
104000.0 |
¥97.9万 |
|
| 2026-08-07 |
WR超卖 |
买入 |
9.74974 |
100100.0 |
¥97.6万 |
|
| 2026-09-03 |
WR超买 |
卖出 |
9.88011 |
100100.0 |
¥98.9万 |
|
| 2026-09-08 |
WR超卖 |
买入 |
9.579569999999999 |
103200.0 |
¥98.9万 |
|
| 2026-10-09 |
WR超买 |
卖出 |
10.07991 |
103200.0 |
¥1.04M |
|