600460 士兰微 — 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: ¥21.2万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -78.84%）
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 56 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 |
2015-06-23 |
2015-07-22 |
10.51365315 |
8.25174 |
¥-21.3万 |
-21.54% |
WR超买 |
| 2 |
2015-08-24 |
2015-10-12 |
6.832049 |
6.05394 |
¥-8.6万 |
-11.42% |
WR超买 |
| 3 |
2016-01-05 |
2016-02-05 |
7.519765252999999 |
6.2937 |
¥-10.8万 |
-16.33% |
WR超买 |
| 4 |
2016-03-02 |
2016-03-21 |
5.276852580999999 |
5.894100000000001 |
¥6.9万 |
+11.66% |
WR超买 |
| 5 |
2016-04-21 |
2016-05-17 |
5.767489727999999 |
5.85414 |
¥9,746 |
+1.47% |
WR超买 |
| 6 |
2016-06-14 |
2016-06-21 |
6.808842039999998 |
7.77222 |
¥9.4万 |
+14.11% |
WR超买 |
| 7 |
2016-07-18 |
2016-08-17 |
7.389596214 |
7.1028899999999995 |
¥-3.0万 |
-3.91% |
WR超买 |
| 8 |
2016-09-19 |
2016-10-21 |
6.808842039999999 |
6.77322 |
¥-4,059 |
-0.55% |
WR超买 |
| 9 |
2016-10-31 |
2016-11-11 |
6.6185949829999995 |
6.81318 |
¥2.1万 |
+2.91% |
WR超买 |
| 10 |
2016-11-30 |
2017-02-09 |
6.668659997999999 |
6.21 |
¥-5.2万 |
-6.91% |
WR超买 |
| 11 |
2017-04-05 |
2017-05-02 |
6.348243901999998 |
6.3936 |
¥4,796 |
+0.68% |
WR超买 |
| 12 |
2017-10-25 |
2017-11-02 |
9.302079786999997 |
10.26972 |
¥7.3万 |
+10.37% |
WR超买 |
| 13 |
2018-01-26 |
2018-02-23 |
14.749153419 |
14.30568 |
¥-2.3万 |
-3.04% |
WR超买 |
| 14 |
2018-03-23 |
2018-04-19 |
14.81924444 |
16.70328 |
¥9.1万 |
+12.68% |
WR超买 |
| 15 |
2018-05-14 |
2018-07-25 |
15.099608523999997 |
13.2867 |
¥-10.2万 |
-12.03% |
WR超买 |
| 16 |
2018-08-02 |
2018-11-05 |
12.185824650999999 |
9.270719999999999 |
¥-17.5万 |
-23.94% |
WR超买 |
| 17 |
2018-11-30 |
2019-01-10 |
8.91157267 |
9.0909 |
¥1.1万 |
+1.98% |
WR超买 |
| 18 |
2019-04-12 |
2019-05-21 |
15.720414709999998 |
16.533450000000002 |
¥3.0万 |
+5.14% |
WR超买 |
| 19 |
2019-06-11 |
2019-06-25 |
15.680362697999996 |
16.96302 |
¥4.9万 |
+8.15% |
WR超买 |
| 20 |
2019-07-15 |
2019-08-20 |
14.869309454999998 |
14.895090000000001 |
¥940 |
+0.14% |
WR超买 |
| 21 |
2019-09-27 |
2019-11-06 |
15.219764559999996 |
15.2847 |
¥2,607 |
+0.40% |
WR超买 |
| 22 |
2019-11-27 |
2019-12-06 |
14.428737322999996 |
15.73425 |
¥5.9万 |
+9.02% |
WR超买 |
| 23 |
2020-02-04 |
2020-02-14 |
13.767879124999997 |
17.4825 |
¥17.5万 |
+26.94% |
WR超买 |
| 24 |
2020-03-06 |
2020-05-07 |
17.282443177999998 |
14.84514 |
¥-12.4万 |
-14.13% |
WR超买 |
| 25 |
2020-05-27 |
2020-06-23 |
14.398698313999999 |
14.785200000000001 |
¥2.0万 |
+2.65% |
WR超买 |
| 26 |
2020-08-20 |
2020-09-09 |
17.372560204999996 |
17.682299999999998 |
¥1.4万 |
+1.75% |
WR超买 |
| 27 |
2020-09-29 |
2020-11-10 |
16.421324919999996 |
16.443540000000002 |
¥849 |
+0.11% |
WR超买 |
| 28 |
2021-01-21 |
2021-02-19 |
25.773469721999994 |
26.213759999999997 |
¥1.3万 |
+1.68% |
WR超买 |
| 29 |
2021-03-11 |
2021-04-02 |
24.431727319999993 |
26.89308 |
¥8.1万 |
+10.04% |
WR超买 |
| 30 |
2021-08-16 |
2021-09-24 |
59.97788796999999 |
61.14879 |
¥1.7万 |
+1.92% |
WR超买 |
| 31 |
2021-10-13 |
2021-10-18 |
53.11898091499999 |
61.318619999999996 |
¥14.1万 |
+15.40% |
WR超买 |
| 32 |
2021-11-25 |
2022-01-25 |
62.08061859999999 |
52.01 |
¥-16.8万 |
-16.25% |
WR超买 |
| 33 |
2022-02-15 |
2022-02-23 |
49.324052778 |
52.67727 |
¥6.0万 |
+6.77% |
WR超买 |
| 34 |
2022-03-24 |
2022-05-12 |
54.570866349999996 |
43.39656 |
¥-19.2万 |
-20.50% |
WR超买 |
| 35 |
2022-07-14 |
2022-08-08 |
46.530424941 |
47.01294 |
¥7,588 |
+1.01% |
WR超买 |
| 36 |
2022-08-24 |
2022-11-04 |
41.754222510000005 |
34.3656 |
¥-13.5万 |
-17.72% |
WR超买 |
| 37 |
2022-12-20 |
2023-01-17 |
35.145640529999994 |
34.10586 |
¥-1.9万 |
-2.99% |
WR超买 |
| 38 |
2023-02-20 |
2023-03-15 |
34.24447026 |
34.6653 |
¥7,306 |
+1.20% |
WR超买 |
| 39 |
2023-04-24 |
2023-07-05 |
35.385952602 |
31.53843 |
¥-6.7万 |
-10.90% |
WR超买 |
| 40 |
2023-07-24 |
2023-09-07 |
29.838748939999995 |
26.06391 |
¥-7.0万 |
-12.68% |
WR超买 |
| 41 |
2023-09-20 |
2023-11-06 |
25.002468490999995 |
25.22475 |
¥4,144 |
+0.86% |
WR超买 |
| 42 |
2023-11-24 |
2024-02-27 |
24.80744 |
19.950029999999998 |
¥-9.5万 |
-19.60% |
WR超买 |
| 43 |
2024-03-26 |
2024-04-30 |
20.146162036 |
19.55043 |
¥-1.2万 |
-2.99% |
WR超买 |
| 44 |
2024-05-17 |
2024-06-18 |
18.604159573999993 |
19.22076 |
¥1.3万 |
+3.28% |
WR超买 |
| 45 |
2024-06-26 |
2024-07-15 |
17.422625219999997 |
18.0819 |
¥1.5万 |
+3.75% |
WR超买 |
| 46 |
2024-08-13 |
2024-09-27 |
20.246292066 |
19.840139999999998 |
¥-8,283 |
-2.04% |
WR超买 |
| 47 |
2024-11-19 |
2025-01-22 |
28.366837498999995 |
25.2747 |
¥-4.3万 |
-10.93% |
WR超买 |
| 48 |
2025-03-04 |
2025-04-15 |
25.242780562999997 |
23.976 |
¥-1.8万 |
-5.05% |
WR超买 |
| 49 |
2025-05-26 |
2025-06-25 |
24.431727319999993 |
24.43554 |
¥-49 |
-0.01% |
WR超买 |
| 50 |
2025-09-05 |
2025-09-25 |
28.587123564999995 |
31.2687 |
¥3.2万 |
+9.35% |
WR超买 |
| 51 |
2025-11-05 |
2025-12-09 |
29.838748939999995 |
28.411559999999998 |
¥-1.7万 |
-4.81% |
WR超买 |
| 52 |
2025-12-16 |
2026-01-05 |
27.505719240999998 |
28.55 |
¥1.3万 |
+3.77% |
WR超买 |
| 53 |
2026-02-05 |
2026-04-13 |
29.898826957999994 |
26.21 |
¥-4.4万 |
-12.36% |
WR超买 |
| 54 |
2026-07-13 |
2026-08-13 |
43.83692713400001 |
33.35661 |
¥-7.6万 |
-23.93% |
WR超买 |
| 55 |
2026-09-02 |
2026-09-22 |
31.550972453 |
33.81615 |
¥1.7万 |
+7.15% |
WR超买 |
| 56 |
2026-10-09 |
2026-11-13 |
29.237968759999998 |
23.29 |
¥-5.2万 |
-20.37% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-23 |
WR超卖 |
买入 |
10.510499999999999 |
94200.0 |
¥99.0万 |
|
| 2015-07-22 |
WR超买 |
卖出 |
8.25174 |
94200.0 |
¥77.7万 |
|
| 2015-08-24 |
WR超卖 |
买入 |
6.83 |
109800.0 |
¥75.0万 |
|
| 2015-10-12 |
WR超买 |
卖出 |
6.05394 |
109800.0 |
¥66.5万 |
|
| 2016-01-05 |
WR超卖 |
买入 |
7.517509999999999 |
87600.0 |
¥65.9万 |
|
| 2016-02-05 |
WR超买 |
卖出 |
6.2937 |
87600.0 |
¥55.1万 |
|
| 2016-03-02 |
WR超卖 |
买入 |
5.275269999999999 |
112000.0 |
¥59.1万 |
|
| 2016-03-21 |
WR超买 |
卖出 |
5.894100000000001 |
112000.0 |
¥66.0万 |
|
| 2016-04-21 |
WR超卖 |
买入 |
5.765759999999999 |
114800.0 |
¥66.2万 |
|
| 2016-05-17 |
WR超买 |
卖出 |
5.85414 |
114800.0 |
¥67.2万 |
|
| 2016-06-14 |
WR超卖 |
买入 |
6.806799999999999 |
97500.0 |
¥66.4万 |
|
| 2016-06-21 |
WR超买 |
卖出 |
7.77222 |
97500.0 |
¥75.8万 |
|
| 2016-07-18 |
WR超卖 |
买入 |
7.387379999999999 |
103500.0 |
¥76.5万 |
|
| 2016-08-17 |
WR超买 |
卖出 |
7.1028899999999995 |
103500.0 |
¥73.5万 |
|
| 2016-09-19 |
WR超卖 |
买入 |
6.806799999999999 |
107800.0 |
¥73.4万 |
|
| 2016-10-21 |
WR超买 |
卖出 |
6.77322 |
107800.0 |
¥73.0万 |
|
| 2016-10-31 |
WR超卖 |
买入 |
6.61661 |
110300.0 |
¥73.0万 |
|
| 2016-11-11 |
WR超买 |
卖出 |
6.81318 |
110300.0 |
¥75.1万 |
|
| 2016-11-30 |
WR超卖 |
买入 |
6.666659999999999 |
112800.0 |
¥75.2万 |
|
| 2017-02-09 |
WR超买 |
卖出 |
6.21 |
112800.0 |
¥70.0万 |
|
| 2017-04-05 |
WR超卖 |
买入 |
6.346339999999999 |
110400.0 |
¥70.1万 |
|
| 2017-05-02 |
WR超买 |
卖出 |
6.3936 |
110400.0 |
¥70.6万 |
|
| 2017-10-25 |
WR超卖 |
买入 |
9.299289999999997 |
75200.0 |
¥70.0万 |
|
| 2017-11-02 |
WR超买 |
卖出 |
10.26972 |
75200.0 |
¥77.2万 |
|
| 2018-01-26 |
WR超卖 |
买入 |
14.744729999999999 |
52000.0 |
¥76.7万 |
|
| 2018-02-23 |
WR超买 |
卖出 |
14.30568 |
52000.0 |
¥74.4万 |
|
| 2018-03-23 |
WR超卖 |
买入 |
14.8148 |
48200.0 |
¥71.4万 |
|
| 2018-04-19 |
WR超买 |
卖出 |
16.70328 |
48200.0 |
¥80.5万 |
|
| 2018-05-14 |
WR超卖 |
买入 |
15.095079999999998 |
55900.0 |
¥84.4万 |
|
| 2018-07-25 |
WR超买 |
卖出 |
13.2867 |
55900.0 |
¥74.3万 |
|
| 2018-08-02 |
WR超卖 |
买入 |
12.18217 |
60000.0 |
¥73.1万 |
|
| 2018-11-05 |
WR超买 |
卖出 |
9.270719999999999 |
60000.0 |
¥55.6万 |
|
| 2018-11-30 |
WR超卖 |
买入 |
8.9089 |
62300.0 |
¥55.5万 |
|
| 2019-01-10 |
WR超买 |
卖出 |
9.0909 |
62300.0 |
¥56.6万 |
|
| 2019-04-12 |
WR超卖 |
买入 |
15.715699999999998 |
36700.0 |
¥57.7万 |
|
| 2019-05-21 |
WR超买 |
卖出 |
16.533450000000002 |
36700.0 |
¥60.7万 |
|
| 2019-06-11 |
WR超卖 |
买入 |
15.675659999999997 |
38500.0 |
¥60.4万 |
|
| 2019-06-25 |
WR超买 |
卖出 |
16.96302 |
38500.0 |
¥65.3万 |
|
| 2019-07-15 |
WR超卖 |
买入 |
14.864849999999997 |
44100.0 |
¥65.6万 |
|
| 2019-08-20 |
WR超买 |
卖出 |
14.895090000000001 |
44100.0 |
¥65.7万 |
|
| 2019-09-27 |
WR超卖 |
买入 |
15.215199999999998 |
43200.0 |
¥65.7万 |
|
| 2019-11-06 |
WR超买 |
卖出 |
15.2847 |
43200.0 |
¥66.0万 |
|
| 2019-11-27 |
WR超卖 |
买入 |
14.424409999999998 |
45700.0 |
¥65.9万 |
|
| 2019-12-06 |
WR超买 |
卖出 |
15.73425 |
45700.0 |
¥71.9万 |
|
| 2020-02-04 |
WR超卖 |
买入 |
13.763749999999998 |
47100.0 |
¥64.8万 |
|
| 2020-02-14 |
WR超买 |
卖出 |
17.4825 |
47100.0 |
¥82.3万 |
|
| 2020-03-06 |
WR超卖 |
买入 |
17.27726 |
50700.0 |
¥87.6万 |
|
| 2020-05-07 |
WR超买 |
卖出 |
14.84514 |
50700.0 |
¥75.2万 |
|
| 2020-05-27 |
WR超卖 |
买入 |
14.39438 |
53300.0 |
¥76.7万 |
|
| 2020-06-23 |
WR超买 |
卖出 |
14.785200000000001 |
53300.0 |
¥78.8万 |
|
| 2020-08-20 |
WR超卖 |
买入 |
17.36735 |
45000.0 |
¥78.2万 |
|
| 2020-09-09 |
WR超买 |
卖出 |
17.682299999999998 |
45000.0 |
¥79.5万 |
|
| 2020-09-29 |
WR超卖 |
买入 |
16.416399999999996 |
49100.0 |
¥80.6万 |
|
| 2020-11-10 |
WR超买 |
卖出 |
16.443540000000002 |
49100.0 |
¥80.7万 |
|
| 2021-01-21 |
WR超卖 |
买入 |
25.765739999999994 |
31200.0 |
¥80.4万 |
|
| 2021-02-19 |
WR超买 |
卖出 |
26.213759999999997 |
31200.0 |
¥81.8万 |
|
| 2021-03-11 |
WR超卖 |
买入 |
24.424399999999995 |
33100.0 |
¥80.9万 |
|
| 2021-04-02 |
WR超买 |
卖出 |
26.89308 |
33100.0 |
¥89.0万 |
|
| 2021-08-16 |
WR超卖 |
买入 |
59.9599 |
14700.0 |
¥88.2万 |
|
| 2021-09-24 |
WR超买 |
卖出 |
61.14879 |
14700.0 |
¥89.9万 |
|
| 2021-10-13 |
WR超卖 |
买入 |
53.10304999999999 |
17200.0 |
¥91.4万 |
|
| 2021-10-18 |
WR超买 |
卖出 |
61.318619999999996 |
17200.0 |
¥1.05M |
|
| 2021-11-25 |
WR超卖 |
买入 |
62.06199999999999 |
16700.0 |
¥1.04M |
|
| 2022-01-25 |
WR超买 |
卖出 |
52.01 |
16700.0 |
¥86.8万 |
|
| 2022-02-15 |
WR超卖 |
买入 |
49.309259999999995 |
18000.0 |
¥88.8万 |
|
| 2022-02-23 |
WR超买 |
卖出 |
52.67727 |
18000.0 |
¥94.8万 |
|
| 2022-03-24 |
WR超卖 |
买入 |
54.5545 |
17200.0 |
¥93.9万 |
|
| 2022-05-12 |
WR超买 |
卖出 |
43.39656 |
17200.0 |
¥74.6万 |
|
| 2022-07-14 |
WR超卖 |
买入 |
46.51646999999999 |
16200.0 |
¥75.4万 |
|
| 2022-08-08 |
WR超买 |
卖出 |
47.01294 |
16200.0 |
¥76.1万 |
|
| 2022-08-24 |
WR超卖 |
买入 |
41.7417 |
18200.0 |
¥76.0万 |
|
| 2022-11-04 |
WR超买 |
卖出 |
34.3656 |
18200.0 |
¥62.5万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
35.135099999999994 |
17800.0 |
¥62.6万 |
|
| 2023-01-17 |
WR超买 |
卖出 |
34.10586 |
17800.0 |
¥60.7万 |
|
| 2023-02-20 |
WR超卖 |
买入 |
34.2342 |
17800.0 |
¥61.0万 |
|
| 2023-03-15 |
WR超买 |
卖出 |
34.6653 |
17800.0 |
¥61.7万 |
|
| 2023-04-24 |
WR超卖 |
买入 |
35.37534 |
17500.0 |
¥61.9万 |
|
| 2023-07-05 |
WR超买 |
卖出 |
31.53843 |
17500.0 |
¥55.2万 |
|
| 2023-07-24 |
WR超卖 |
买入 |
29.8298 |
18400.0 |
¥54.9万 |
|
| 2023-09-07 |
WR超买 |
卖出 |
26.06391 |
18400.0 |
¥47.9万 |
|
| 2023-09-20 |
WR超卖 |
买入 |
24.994969999999995 |
19300.0 |
¥48.3万 |
|
| 2023-11-06 |
WR超买 |
卖出 |
25.22475 |
19300.0 |
¥48.7万 |
|
| 2023-11-24 |
WR超卖 |
买入 |
24.8 |
19500.0 |
¥48.4万 |
|
| 2024-02-27 |
WR超买 |
卖出 |
19.950029999999998 |
19500.0 |
¥38.9万 |
|
| 2024-03-26 |
WR超卖 |
买入 |
20.14012 |
19500.0 |
¥39.3万 |
|
| 2024-04-30 |
WR超买 |
卖出 |
19.55043 |
19500.0 |
¥38.1万 |
|
| 2024-05-17 |
WR超卖 |
买入 |
18.598579999999995 |
20500.0 |
¥38.1万 |
|
| 2024-06-18 |
WR超买 |
卖出 |
19.22076 |
20500.0 |
¥39.4万 |
|
| 2024-06-26 |
WR超卖 |
买入 |
17.417399999999997 |
22600.0 |
¥39.4万 |
|
| 2024-07-15 |
WR超买 |
卖出 |
18.0819 |
22600.0 |
¥40.9万 |
|
| 2024-08-13 |
WR超卖 |
买入 |
20.240219999999997 |
20100.0 |
¥40.7万 |
|
| 2024-09-27 |
WR超买 |
卖出 |
19.840139999999998 |
20100.0 |
¥39.9万 |
|
| 2024-11-19 |
WR超卖 |
买入 |
28.358329999999995 |
14000.0 |
¥39.7万 |
|
| 2025-01-22 |
WR超买 |
卖出 |
25.2747 |
14000.0 |
¥35.4万 |
|
| 2025-03-04 |
WR超卖 |
买入 |
25.23521 |
13900.0 |
¥35.1万 |
|
| 2025-04-15 |
WR超买 |
卖出 |
23.976 |
13900.0 |
¥33.3万 |
|
| 2025-05-26 |
WR超卖 |
买入 |
24.424399999999995 |
13800.0 |
¥33.7万 |
|
| 2025-06-25 |
WR超买 |
卖出 |
24.43554 |
13800.0 |
¥33.7万 |
|
| 2025-09-05 |
WR超卖 |
买入 |
28.578549999999996 |
11800.0 |
¥33.7万 |
|
| 2025-09-25 |
WR超买 |
卖出 |
31.2687 |
11800.0 |
¥36.9万 |
|
| 2025-11-05 |
WR超卖 |
买入 |
29.829799999999995 |
12100.0 |
¥36.1万 |
|
| 2025-12-09 |
WR超买 |
卖出 |
28.411559999999998 |
12100.0 |
¥34.4万 |
|
| 2025-12-16 |
WR超卖 |
买入 |
27.49747 |
12800.0 |
¥35.2万 |
|
| 2026-01-05 |
WR超买 |
卖出 |
28.55 |
12800.0 |
¥36.5万 |
|
| 2026-02-05 |
WR超卖 |
买入 |
29.889859999999995 |
12000.0 |
¥35.9万 |
|
| 2026-04-13 |
WR超买 |
卖出 |
26.21 |
12000.0 |
¥31.4万 |
|
| 2026-07-13 |
WR超卖 |
买入 |
43.82378 |
7200.0 |
¥31.6万 |
|
| 2026-08-13 |
WR超买 |
卖出 |
33.35661 |
7200.0 |
¥24.0万 |
|
| 2026-09-02 |
WR超卖 |
买入 |
31.54151 |
7600.0 |
¥24.0万 |
|
| 2026-09-22 |
WR超买 |
卖出 |
33.81615 |
7600.0 |
¥25.7万 |
|
| 2026-10-09 |
WR超卖 |
买入 |
29.229199999999995 |
8800.0 |
¥25.7万 |
|
| 2026-11-13 |
强平 |
卖出 |
23.29 |
8800 |
¥20.5万 |
回测结束强平 |