← 返回 威廉指标超卖

600030 中信证券 — 威廉指标超卖 回测明细

数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥61.3万
策略: 威廉指标超卖
-38.75%
总收益率
¥-38.7万
盈亏金额
138
总成交笔数
69
交易回合
59%
回合胜率
¥-5,616
平均回合盈亏
K线 & 交易信号(策略收益 -38.75%)
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 69 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 2015-01-27 2015-02-27 28.677240591999997 29.85012 ¥4.1万 +4.06% WR超买
2 2015-03-06 2015-03-19 28.336798489999996 30.049919999999997 ¥6.2万 +6.01% WR超买
3 2015-04-21 2015-04-23 33.39336500499999 37.82214 ¥14.4万 +13.23% WR超买
4 2015-05-05 2015-05-27 33.87398914899999 34.3656 ¥1.8万 +1.42% WR超买
5 2015-05-29 2015-08-17 30.789984224999998 21.98799 ¥-36.1万 -28.61% WR超买
6 2015-08-19 2015-10-12 19.925875969999993 14.53545 ¥-23.9万 -27.07% WR超买
7 2015-11-27 2015-12-18 19.134848733 18.981 ¥-5,297 -0.83% WR超买
8 2016-01-05 2016-02-23 16.82184504 15.54444 ¥-4.8万 -7.62% WR超买
9 2016-04-28 2016-06-01 16.671649994999996 16.77321 ¥3,533 +0.58% WR超买
10 2016-06-14 2016-07-05 15.600258673999999 16.533450000000002 ¥3.6万 +5.95% WR超买
11 2016-07-29 2016-08-15 16.351233899 17.172810000000002 ¥3.2万 +4.99% WR超买
12 2016-08-29 2016-10-11 16.765028000000004 16.39359 ¥-1.5万 -2.24% WR超买
13 2016-12-05 2017-01-17 17.12223513 16.243740000000003 ¥-3.4万 -5.16% WR超买
14 2017-03-01 2017-05-26 16.571519965 16.29 ¥-1.1万 -1.73% WR超买
15 2017-08-10 2017-08-29 17.12223513 18.16182 ¥3.7万 +6.04% WR超买
16 2017-10-17 2017-11-10 17.973340385 18.30168 ¥1.2万 +1.80% WR超买
17 2017-12-13 2018-01-03 18.32379549 18.35 ¥758 +0.11% WR超买
18 2018-02-08 2018-03-12 19.505329844000002 19.03095 ¥-1.6万 -2.46% WR超买
19 2018-03-26 2018-04-04 17.472690234999995 19.23075 ¥6.5万 +10.03% WR超买
20 2018-04-23 2018-05-04 18.283743478 19.45053 ¥4.6万 +6.35% WR超买
21 2018-05-25 2018-07-13 19.385173808 16.6833 ¥-10.7万 -13.96% WR超买
22 2018-08-03 2018-08-28 16.140960835999994 16.30368 ¥6,439 +0.98% WR超买
23 2018-09-07 2018-09-25 15.890635760999995 16.43355 ¥2.3万 +3.39% WR超买
24 2018-10-12 2018-10-23 15.049543508999998 17.4825 ¥11.0万 +16.13% WR超买
25 2018-11-23 2019-01-16 16.982053087999997 17.61237 ¥2.9万 +3.68% WR超买
26 2019-03-18 2019-04-02 23.780882124999998 25.49448 ¥5.9万 +7.17% WR超买
27 2019-04-23 2019-05-28 23.730817109999997 20.46 ¥-12.2万 -13.81% WR超买
28 2019-07-12 2019-08-20 23.170088941999996 22.977 ¥-6,579 -0.86% WR超买
29 2019-09-25 2019-11-08 22.819633836999994 22.93704 ¥3,636 +0.48% WR超买
30 2019-11-18 2019-12-06 21.72821651 22.287689999999998 ¥1.9万 +2.54% WR超买
31 2020-02-03 2020-02-21 21.516453 25.26471 ¥12.2万 +17.39% WR超买
32 2020-03-18 2020-04-17 23.059945909 23.666310000000003 ¥2.3万 +2.60% WR超买
33 2020-05-22 2020-06-10 23.036909 23.1768 ¥5,331 +0.58% WR超买
34 2020-07-29 2020-08-07 28.426915517 30.8691 ¥8.0万 +8.56% WR超买
35 2020-08-27 2020-10-13 30.769958219 31.448520000000002 ¥2.2万 +2.17% WR超买
36 2020-10-26 2020-11-10 29.938979 30.35961 ¥1.4万 +1.37% WR超买
37 2020-12-10 2021-01-04 29.237968759999994 29.41056 ¥5,830 +0.56% WR超买
38 2021-01-27 2021-05-06 28.807409631000002 24.09588 ¥-17.2万 -16.38% WR超买
39 2021-06-15 2021-07-23 24.932377469999995 24.06591 ¥-3.1万 -3.50% WR超买
40 2021-07-27 2021-08-16 23.53055705 24.09588 ¥2.0万 +2.37% WR超买
41 2021-09-28 2021-11-01 25.63328768 25.7742 ¥4,501 +0.52% WR超买
42 2021-11-17 2021-12-08 23.941090173 26.32365 ¥8.6万 +9.92% WR超买
43 2021-12-30 2022-03-31 25.883612755 20.86911 ¥-18.6万 -19.40% WR超买
44 2022-04-19 2022-05-19 20.336409092999997 19.23075 ¥-4.2万 -5.47% WR超买
45 2022-07-11 2022-08-12 20.546682155999996 19.98 ¥-2.0万 -2.79% WR超买
46 2022-08-29 2022-11-07 19.305069783999997 18.13185 ¥-4.3万 -6.11% WR超买
47 2022-12-23 2023-01-06 19.755654918999998 20.31966 ¥1.9万 +2.82% WR超买
48 2023-02-13 2023-02-24 20.847072245999996 21.028950000000002 ¥5,741 +0.84% WR超买
49 2023-03-10 2023-03-31 20.146162036 20.389590000000002 ¥8,092 +1.18% WR超买
50 2023-04-25 2023-05-08 20.62678618 21.778200000000002 ¥3.9万 +5.55% WR超买
51 2023-05-24 2023-06-19 20.846252 20.35962 ¥-1.7万 -2.36% WR超买
52 2023-06-26 2023-07-04 19.665898 20.16 ¥1.8万 +2.48% WR超买
53 2023-08-23 2023-09-25 23.140049932999997 22.45752 ¥-2.2万 -2.98% WR超买
54 2023-10-09 2023-10-30 21.447852426 21.83814 ¥1.3万 +1.79% WR超买
55 2023-11-27 2024-01-25 22.016603 20.31966 ¥-5.6万 -7.74% WR超买
56 2024-03-15 2024-04-29 20.736929212999996 19.150830000000003 ¥-5.2万 -7.68% WR超买
57 2024-05-24 2024-07-15 18.82444564 18.341639999999998 ¥-1.6万 -2.59% WR超买
58 2024-08-08 2024-09-02 18.954614679 19.170810000000003 ¥6,734 +1.11% WR超买
59 2024-10-25 2024-11-05 27.315472183999997 29.200770000000002 ¥4.2万 +6.87% WR超买
60 2024-11-26 2025-02-24 29.718592903999994 28.43154 ¥-2.9万 -4.36% WR超买
61 2025-03-03 2025-05-07 27.465667228999997 26.253720000000005 ¥-2.8万 -4.44% WR超买
62 2025-05-26 2025-06-10 25.683352695 26.40357 ¥1.7万 +2.77% WR超买
63 2025-08-11 2025-08-18 28.927565667 31.158810000000003 ¥4.7万 +7.68% WR超买
64 2025-09-04 2025-10-30 29.798696928 30.15981 ¥7,816 +1.18% WR超买
65 2025-11-05 2025-12-09 28.967617678999996 28.491480000000003 ¥-1.1万 -1.67% WR超买
66 2026-01-09 2026-04-14 28.57711056199999 26.273700000000005 ¥-5.3万 -8.09% WR超买
67 2026-05-18 2026-06-17 26.244080863 27.252720000000004 ¥2.3万 +3.81% WR超买
68 2026-07-14 2026-08-28 28.0364084 27.85212 ¥-4,296 -0.69% WR超买
69 2026-09-14 2026-11-04 26.788034 26.15382 ¥-1.5万 -2.40% WR超买
逐笔成交记录(共 138 笔)
日期操作方向价格数量(股)金额备注
2015-01-27 WR超卖 买入 28.668639999999996 34800.0 ¥99.8万
2015-02-27 WR超买 卖出 29.85012 34800.0 ¥1.04M
2015-03-06 WR超卖 买入 28.3283 36600.0 ¥1.04M
2015-03-19 WR超买 卖出 30.049919999999997 36600.0 ¥1.10M
2015-04-21 WR超卖 买入 33.38335 32600.0 ¥1.09M
2015-04-23 WR超买 卖出 37.82214 32600.0 ¥1.23M
2015-05-05 WR超卖 买入 33.86382999999999 36800.0 ¥1.25M
2015-05-27 WR超买 卖出 34.3656 36800.0 ¥1.26M
2015-05-29 WR超卖 买入 30.78075 41000.0 ¥1.26M
2015-08-17 WR超买 卖出 21.98799 41000.0 ¥90.1万
2015-08-19 WR超卖 买入 19.919899999999995 44300.0 ¥88.3万
2015-10-12 WR超买 卖出 14.53545 44300.0 ¥64.4万
2015-11-27 WR超卖 买入 19.129109999999997 33200.0 ¥63.5万
2015-12-18 WR超买 卖出 18.981 33200.0 ¥63.0万
2016-01-05 WR超卖 买入 16.8168 37600.0 ¥63.3万
2016-02-23 WR超买 卖出 15.54444 37600.0 ¥58.4万
2016-04-28 WR超卖 买入 16.666649999999997 36600.0 ¥61.0万
2016-06-01 WR超买 卖出 16.77321 36600.0 ¥61.4万
2016-06-14 WR超卖 买入 15.595579999999998 39200.0 ¥61.2万
2016-07-05 WR超买 卖出 16.533450000000002 39200.0 ¥64.8万
2016-07-29 WR超卖 买入 16.34633 39700.0 ¥64.9万
2016-08-15 WR超买 卖出 17.172810000000002 39700.0 ¥68.2万
2016-08-29 WR超卖 买入 16.76 40700.0 ¥68.2万
2016-10-11 WR超买 卖出 16.39359 40700.0 ¥66.7万
2016-12-05 WR超卖 买入 17.1171 38300.0 ¥65.6万
2017-01-17 WR超买 卖出 16.243740000000003 38300.0 ¥62.2万
2017-03-01 WR超卖 买入 16.56655 38100.0 ¥63.1万
2017-05-26 WR超买 卖出 16.29 38100.0 ¥62.0万
2017-08-10 WR超卖 买入 17.1171 36200.0 ¥62.0万
2017-08-29 WR超买 卖出 18.16182 36200.0 ¥65.7万
2017-10-17 WR超卖 买入 17.96795 36600.0 ¥65.8万
2017-11-10 WR超买 卖出 18.30168 36600.0 ¥67.0万
2017-12-13 WR超卖 买入 18.318299999999997 36600.0 ¥67.1万
2018-01-03 WR超买 卖出 18.35 36600.0 ¥67.1万
2018-02-08 WR超卖 买入 19.49948 34300.0 ¥66.9万
2018-03-12 WR超买 卖出 19.03095 34300.0 ¥65.3万
2018-03-26 WR超卖 买入 17.467449999999996 36900.0 ¥64.5万
2018-04-04 WR超买 卖出 19.23075 36900.0 ¥70.9万
2018-04-23 WR超卖 买入 18.27826 39300.0 ¥71.9万
2018-05-04 WR超买 卖出 19.45053 39300.0 ¥76.4万
2018-05-25 WR超卖 买入 19.37936 39400.0 ¥76.4万
2018-07-13 WR超买 卖出 16.6833 39400.0 ¥65.7万
2018-08-03 WR超卖 买入 16.13612 40800.0 ¥65.9万
2018-08-28 WR超买 卖出 16.30368 40800.0 ¥66.5万
2018-09-07 WR超卖 买入 15.885869999999997 41900.0 ¥66.6万
2018-09-25 WR超买 卖出 16.43355 41900.0 ¥68.8万
2018-10-12 WR超卖 买入 15.045029999999999 45200.0 ¥68.0万
2018-10-23 WR超买 卖出 17.4825 45200.0 ¥79.0万
2018-11-23 WR超卖 买入 16.97696 46700.0 ¥79.3万
2019-01-16 WR超买 卖出 17.61237 46700.0 ¥82.2万
2019-03-18 WR超卖 买入 23.773749999999996 34600.0 ¥82.3万
2019-04-02 WR超买 卖出 25.49448 34600.0 ¥88.2万
2019-04-23 WR超卖 买入 23.723699999999997 37100.0 ¥88.0万
2019-05-28 WR超买 卖出 20.46 37100.0 ¥75.9万
2019-07-12 WR超卖 买入 23.16314 32900.0 ¥76.2万
2019-08-20 WR超买 卖出 22.977 32900.0 ¥75.6万
2019-09-25 WR超卖 买入 22.812789999999996 32900.0 ¥75.1万
2019-11-08 WR超买 卖出 22.93704 32900.0 ¥75.4万
2019-11-18 WR超卖 买入 21.7217 35000.0 ¥76.0万
2019-12-06 WR超买 卖出 22.287689999999998 35000.0 ¥78.0万
2020-02-03 WR超卖 买入 21.51 32600.0 ¥70.1万
2020-02-21 WR超买 卖出 25.26471 32600.0 ¥82.3万
2020-03-18 WR超卖 买入 23.05303 39200.0 ¥90.4万
2020-04-17 WR超买 卖出 23.666310000000003 39200.0 ¥92.7万
2020-05-22 WR超卖 买入 23.03 40100.0 ¥92.4万
2020-06-10 WR超买 卖出 23.1768 40100.0 ¥92.9万
2020-07-29 WR超卖 买入 28.41839 32700.0 ¥93.0万
2020-08-07 WR超买 卖出 30.8691 32700.0 ¥1.01M
2020-08-27 WR超卖 买入 30.76073 32800.0 ¥1.01M
2020-10-13 WR超买 卖出 31.448520000000002 32800.0 ¥1.03M
2020-10-26 WR超卖 买入 29.93 34200.0 ¥1.02M
2020-11-10 WR超买 卖出 30.35961 34200.0 ¥1.04M
2020-12-10 WR超卖 买入 29.229199999999995 35600.0 ¥1.04M
2021-01-04 WR超买 卖出 29.41056 35600.0 ¥1.05M
2021-01-27 WR超卖 买入 28.79877 36500.0 ¥1.05M
2021-05-06 WR超买 卖出 24.09588 36500.0 ¥87.9万
2021-06-15 WR超卖 买入 24.924899999999997 35200.0 ¥87.8万
2021-07-23 WR超买 卖出 24.06591 35200.0 ¥84.7万
2021-07-27 WR超卖 买入 23.5235 36100.0 ¥84.9万
2021-08-16 WR超买 卖出 24.09588 36100.0 ¥87.0万
2021-09-28 WR超卖 买入 25.6256 33800.0 ¥86.6万
2021-11-01 WR超买 卖出 25.7742 33800.0 ¥87.1万
2021-11-17 WR超卖 买入 23.933909999999997 36300.0 ¥86.9万
2021-12-08 WR超买 卖出 26.32365 36300.0 ¥95.5万
2021-12-30 WR超卖 买入 25.87585 37000.0 ¥95.8万
2022-03-31 WR超买 卖出 20.86911 37000.0 ¥77.2万
2022-04-19 WR超卖 买入 20.330309999999997 38100.0 ¥77.5万
2022-05-19 WR超买 卖出 19.23075 38100.0 ¥73.2万
2022-07-11 WR超卖 买入 20.540519999999997 35300.0 ¥72.5万
2022-08-12 WR超买 卖出 19.98 35300.0 ¥70.5万
2022-08-29 WR超卖 买入 19.29928 36600.0 ¥70.7万
2022-11-07 WR超买 卖出 18.13185 36600.0 ¥66.3万
2022-12-23 WR超卖 买入 19.74973 33600.0 ¥66.4万
2023-01-06 WR超买 卖出 20.31966 33600.0 ¥68.3万
2023-02-13 WR超卖 买入 20.840819999999997 32700.0 ¥68.2万
2023-02-24 WR超买 卖出 21.028950000000002 32700.0 ¥68.7万
2023-03-10 WR超卖 买入 20.14012 34100.0 ¥68.7万
2023-03-31 WR超买 卖出 20.389590000000002 34100.0 ¥69.5万
2023-04-25 WR超卖 买入 20.6206 33900.0 ¥69.9万
2023-05-08 WR超买 卖出 21.778200000000002 33900.0 ¥73.8万
2023-05-24 WR超卖 买入 20.84 35400.0 ¥73.8万
2023-06-19 WR超买 卖出 20.35962 35400.0 ¥72.1万
2023-06-26 WR超卖 买入 19.66 36300.0 ¥71.4万
2023-07-04 WR超买 卖出 20.16 36300.0 ¥73.2万
2023-08-23 WR超卖 买入 23.13311 31800.0 ¥73.6万
2023-09-25 WR超买 卖出 22.45752 31800.0 ¥71.4万
2023-10-09 WR超卖 买入 21.44142 33100.0 ¥71.0万
2023-10-30 WR超买 卖出 21.83814 33100.0 ¥72.3万
2023-11-27 WR超卖 买入 22.01 33100.0 ¥72.9万
2024-01-25 WR超买 卖出 20.31966 33100.0 ¥67.2万
2024-03-15 WR超卖 买入 20.73071 32400.0 ¥67.2万
2024-04-29 WR超买 卖出 19.150830000000003 32400.0 ¥62.0万
2024-05-24 WR超卖 买入 18.8188 33000.0 ¥62.1万
2024-07-15 WR超买 卖出 18.341639999999998 33000.0 ¥60.5万
2024-08-08 WR超卖 买入 18.948929999999997 32000.0 ¥60.7万
2024-09-02 WR超买 卖出 19.170810000000003 32000.0 ¥61.3万
2024-10-25 WR超卖 买入 27.30728 22500.0 ¥61.5万
2024-11-05 WR超买 卖出 29.200770000000002 22500.0 ¥65.7万
2024-11-26 WR超卖 买入 29.70967999999999 22100.0 ¥65.7万
2025-02-24 WR超买 卖出 28.43154 22100.0 ¥62.8万
2025-03-03 WR超卖 买入 27.457429999999995 22900.0 ¥62.9万
2025-05-07 WR超买 卖出 26.253720000000005 22900.0 ¥60.1万
2025-05-26 WR超卖 买入 25.675649999999997 23300.0 ¥59.8万
2025-06-10 WR超买 卖出 26.40357 23300.0 ¥61.5万
2025-08-11 WR超卖 买入 28.918889999999998 21300.0 ¥61.6万
2025-08-18 WR超买 卖出 31.158810000000003 21300.0 ¥66.3万
2025-09-04 WR超卖 买入 29.789759999999994 22200.0 ¥66.2万
2025-10-30 WR超买 卖出 30.15981 22200.0 ¥66.9万
2025-11-05 WR超卖 买入 28.958929999999995 23000.0 ¥66.6万
2025-12-09 WR超买 卖出 28.491480000000003 23000.0 ¥65.5万
2026-01-09 WR超卖 买入 28.568539999999995 23100.0 ¥66.0万
2026-04-14 WR超买 卖出 26.273700000000005 23100.0 ¥60.7万
2026-05-18 WR超卖 买入 26.23621 23000.0 ¥60.4万
2026-06-17 WR超买 卖出 27.252720000000004 23000.0 ¥62.7万
2026-07-14 WR超卖 买入 28.028000000000002 22300.0 ¥62.5万
2026-08-28 WR超买 卖出 27.85212 22300.0 ¥62.1万
2026-09-14 WR超卖 买入 26.78 23200.0 ¥62.1万
2026-11-04 WR超买 卖出 26.15382 23200.0 ¥60.7万
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