600522 中天科技 — 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: ¥52.8万
策略: 威廉指标超卖
K线 & 交易信号(策略收益 -47.24%)
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 59 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 |
2015-06-19 |
2015-07-20 |
27.695966298 |
25.42455 |
¥-7.9万 |
-8.23% |
WR超买 |
| 2 |
2015-08-19 |
2015-10-09 |
23.019893896999992 |
17.982 |
¥-19.8万 |
-21.91% |
WR超买 |
| 3 |
2016-01-04 |
2016-02-18 |
22.979841884999995 |
17.5824 |
¥-17.0万 |
-23.51% |
WR超买 |
| 4 |
2016-07-01 |
2016-07-20 |
9.632508885999997 |
11.2887 |
¥9.3万 |
+17.16% |
WR超买 |
| 5 |
2016-08-29 |
2016-11-16 |
12.205850656999997 |
11.32866 |
¥-4.6万 |
-7.21% |
WR超买 |
| 6 |
2016-12-13 |
2017-01-05 |
10.683874201 |
11.05893 |
¥2.1万 |
+3.48% |
WR超买 |
| 7 |
2017-02-16 |
2017-03-14 |
11.134459335999999 |
11.42856 |
¥1.6万 |
+2.61% |
WR超买 |
| 8 |
2017-04-13 |
2017-05-26 |
11.61508348 |
11.13885 |
¥-2.6万 |
-4.13% |
WR超买 |
| 9 |
2017-07-14 |
2017-08-22 |
11.585044471 |
11.468520000000002 |
¥-6,298 |
-1.04% |
WR超买 |
| 10 |
2017-10-20 |
2017-11-10 |
13.026916902999998 |
13.75623 |
¥3.3万 |
+5.57% |
WR超买 |
| 11 |
2017-12-20 |
2018-02-26 |
14.508841346999999 |
12.027959999999998 |
¥-10.9万 |
-17.12% |
WR超买 |
| 12 |
2018-03-21 |
2018-05-22 |
12.636409786 |
11.24874 |
¥-5.8万 |
-11.01% |
WR超买 |
| 13 |
2018-06-01 |
2018-07-13 |
10.023016002999999 |
9.13086 |
¥-4.2万 |
-8.93% |
WR超买 |
| 14 |
2018-08-03 |
2018-08-21 |
8.501039546999998 |
9.0909 |
¥3.0万 |
+6.91% |
WR超买 |
| 15 |
2018-09-07 |
2018-11-05 |
8.751364621999999 |
7.57242 |
¥-6.2万 |
-13.50% |
WR超买 |
| 16 |
2019-01-29 |
2019-02-14 |
8.080493420999998 |
9.290700000000001 |
¥5.9万 |
+14.94% |
WR超买 |
| 17 |
2019-03-15 |
2019-04-02 |
9.952924981999997 |
10.2897 |
¥1.5万 |
+3.35% |
WR超买 |
| 18 |
2019-04-30 |
2019-06-12 |
10.043042008999999 |
9.24075 |
¥-3.8万 |
-8.02% |
WR超买 |
| 19 |
2019-07-09 |
2019-09-03 |
9.011702699999997 |
8.541450000000001 |
¥-2.3万 |
-5.25% |
WR超买 |
| 20 |
2019-09-27 |
2019-12-17 |
8.691286603999998 |
8.30169 |
¥-1.8万 |
-4.51% |
WR超买 |
| 21 |
2020-02-03 |
2020-02-20 |
7.432229 |
8.3916 |
¥4.5万 |
+12.87% |
WR超买 |
| 22 |
2020-04-01 |
2020-04-17 |
9.562417865 |
11.19879 |
¥7.4万 |
+17.08% |
WR超买 |
| 23 |
2020-07-23 |
2020-09-02 |
11.743522 |
12.12786 |
¥1.6万 |
+3.24% |
WR超买 |
| 24 |
2020-09-11 |
2020-10-13 |
10.513653149999998 |
10.99899 |
¥2.4万 |
+4.58% |
WR超买 |
| 25 |
2020-12-09 |
2021-01-05 |
10.763978224999999 |
10.90908 |
¥7,247 |
+1.32% |
WR超买 |
| 26 |
2021-01-27 |
2021-02-24 |
10.673861197999999 |
10.469520000000001 |
¥-1.1万 |
-1.94% |
WR超买 |
| 27 |
2021-03-25 |
2021-05-28 |
10.91417327 |
10.439549999999999 |
¥-2.4万 |
-4.38% |
WR超买 |
| 28 |
2021-06-15 |
2021-07-13 |
9.952924981999997 |
10.31967 |
¥1.9万 |
+3.65% |
WR超买 |
| 29 |
2021-07-23 |
2021-08-12 |
8.262478 |
9.270719999999999 |
¥5.9万 |
+12.17% |
WR超买 |
| 30 |
2021-08-30 |
2021-09-07 |
7.820155342999999 |
8.7912 |
¥7.3万 |
+12.38% |
WR超买 |
| 31 |
2021-12-03 |
2022-01-28 |
16.831858042999997 |
15.93405 |
¥-3.6万 |
-5.36% |
WR超买 |
| 32 |
2022-03-08 |
2022-05-05 |
17.22236516 |
15.984 |
¥-4.6万 |
-7.22% |
WR超买 |
| 33 |
2022-07-29 |
2022-08-16 |
22.599347770999998 |
24.75522 |
¥5.7万 |
+9.51% |
WR超买 |
| 34 |
2022-09-01 |
2022-09-08 |
22.098697620999992 |
25.18479 |
¥9.0万 |
+13.93% |
WR超买 |
| 35 |
2022-09-19 |
2022-10-19 |
22.359035698999996 |
24.52545 |
¥7.1万 |
+9.66% |
WR超买 |
| 36 |
2022-10-28 |
2022-12-29 |
21.12743633 |
15.7842 |
¥-19.6万 |
-25.31% |
WR超买 |
| 37 |
2023-01-20 |
2023-02-28 |
15.199738554000001 |
16.23375 |
¥4.2万 |
+6.77% |
WR超买 |
| 38 |
2023-03-14 |
2023-03-21 |
15.269829575 |
16.983 |
¥7.3万 |
+11.19% |
WR超买 |
| 39 |
2023-04-14 |
2023-05-17 |
16.401298913999998 |
15.714270000000003 |
¥-3.1万 |
-4.22% |
WR超买 |
| 40 |
2023-06-09 |
2023-06-15 |
14.508841346999997 |
15.87411 |
¥6.5万 |
+9.38% |
WR超买 |
| 41 |
2023-07-10 |
2023-07-27 |
15.670349695 |
15.884099999999998 |
¥1.0万 |
+1.33% |
WR超买 |
| 42 |
2023-08-04 |
2023-09-01 |
15.329907593 |
14.54544 |
¥-3.9万 |
-5.15% |
WR超买 |
| 43 |
2023-09-19 |
2023-09-28 |
13.918074169999997 |
14.55543 |
¥3.3万 |
+4.55% |
WR超买 |
| 44 |
2023-10-26 |
2023-11-10 |
14.198438253999997 |
14.535449999999999 |
¥1.8万 |
+2.34% |
WR超买 |
| 45 |
2023-11-23 |
2024-01-25 |
13.777892127999998 |
12.21777 |
¥-8.9万 |
-11.35% |
WR超买 |
| 46 |
2024-02-01 |
2024-02-20 |
11.555005461999999 |
12.17781 |
¥3.7万 |
+5.36% |
WR超买 |
| 47 |
2024-03-28 |
2024-04-30 |
13.747853118999998 |
13.4865 |
¥-1.4万 |
-1.93% |
WR超买 |
| 48 |
2024-06-06 |
2024-06-19 |
14.578932367999998 |
15.664320000000002 |
¥5.3万 |
+7.41% |
WR超买 |
| 49 |
2024-07-16 |
2024-09-12 |
14.588945371 |
13.53645 |
¥-5.5万 |
-7.24% |
WR超买 |
| 50 |
2024-11-25 |
2025-01-27 |
15.640310686 |
14.04594 |
¥-7.3万 |
-10.22% |
WR超买 |
| 51 |
2025-04-02 |
2025-04-24 |
14.478802338000001 |
14.05593 |
¥-1.9万 |
-2.95% |
WR超买 |
| 52 |
2025-05-16 |
2025-06-10 |
13.697788104 |
13.716270000000002 |
¥654 |
+0.10% |
WR超买 |
| 53 |
2025-07-16 |
2025-08-12 |
14.078282218 |
14.50548 |
¥1.9万 |
+3.00% |
WR超买 |
| 54 |
2025-10-23 |
2025-12-02 |
17.32249519 |
16.6833 |
¥-2.4万 |
-3.72% |
WR超买 |
| 55 |
2026-01-14 |
2026-01-27 |
17.923275369999995 |
20.879099999999998 |
¥10.2万 |
+16.46% |
WR超买 |
| 56 |
2026-03-18 |
2026-04-07 |
26.194015848 |
30.78918 |
¥12.7万 |
+17.51% |
WR超买 |
| 57 |
2026-06-02 |
2026-06-05 |
39.08075070899999 |
45.03492 |
¥12.8万 |
+15.20% |
WR超买 |
| 58 |
2026-07-07 |
2026-08-10 |
48.002336381999996 |
34.07589 |
¥-28.3万 |
-29.03% |
WR超买 |
| 59 |
2026-09-29 |
2026-11-13 |
30.799997228 |
23.2 |
¥-16.8万 |
-24.70% |
强平 |
逐笔成交记录(共 118 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-06-19 |
WR超卖 |
买入 |
27.687659999999997 |
34800.0 |
¥96.4万 |
|
| 2015-07-20 |
WR超买 |
卖出 |
25.42455 |
34800.0 |
¥88.5万 |
|
| 2015-08-19 |
WR超卖 |
买入 |
23.012989999999995 |
39200.0 |
¥90.2万 |
|
| 2015-10-09 |
WR超买 |
卖出 |
17.982 |
39200.0 |
¥70.5万 |
|
| 2016-01-04 |
WR超卖 |
买入 |
22.972949999999997 |
31400.0 |
¥72.2万 |
|
| 2016-02-18 |
WR超买 |
卖出 |
17.5824 |
31400.0 |
¥55.2万 |
|
| 2016-07-01 |
WR超卖 |
买入 |
9.629619999999997 |
56200.0 |
¥54.1万 |
|
| 2016-07-20 |
WR超买 |
卖出 |
11.2887 |
56200.0 |
¥63.4万 |
|
| 2016-08-29 |
WR超卖 |
买入 |
12.202189999999998 |
52400.0 |
¥64.0万 |
|
| 2016-11-16 |
WR超买 |
卖出 |
11.32866 |
52400.0 |
¥59.3万 |
|
| 2016-12-13 |
WR超卖 |
买入 |
10.68067 |
55900.0 |
¥59.7万 |
|
| 2017-01-05 |
WR超买 |
卖出 |
11.05893 |
55900.0 |
¥61.8万 |
|
| 2017-02-16 |
WR超卖 |
买入 |
11.131119999999997 |
55600.0 |
¥61.9万 |
|
| 2017-03-14 |
WR超买 |
卖出 |
11.42856 |
55600.0 |
¥63.5万 |
|
| 2017-04-13 |
WR超卖 |
买入 |
11.611599999999997 |
54600.0 |
¥63.4万 |
|
| 2017-05-26 |
WR超买 |
卖出 |
11.13885 |
54600.0 |
¥60.8万 |
|
| 2017-07-14 |
WR超卖 |
买入 |
11.58157 |
52500.0 |
¥60.8万 |
|
| 2017-08-22 |
WR超买 |
卖出 |
11.468520000000002 |
52500.0 |
¥60.2万 |
|
| 2017-10-20 |
WR超卖 |
买入 |
13.023009999999998 |
45800.0 |
¥59.7万 |
|
| 2017-11-10 |
WR超买 |
卖出 |
13.75623 |
45800.0 |
¥63.0万 |
|
| 2017-12-20 |
WR超卖 |
买入 |
14.504489999999997 |
43800.0 |
¥63.5万 |
|
| 2018-02-26 |
WR超买 |
卖出 |
12.027959999999998 |
43800.0 |
¥52.7万 |
|
| 2018-03-21 |
WR超卖 |
买入 |
12.63262 |
41800.0 |
¥52.8万 |
|
| 2018-05-22 |
WR超买 |
卖出 |
11.24874 |
41800.0 |
¥47.0万 |
|
| 2018-06-01 |
WR超卖 |
买入 |
10.02001 |
46400.0 |
¥46.5万 |
|
| 2018-07-13 |
WR超买 |
卖出 |
9.13086 |
46400.0 |
¥42.4万 |
|
| 2018-08-03 |
WR超卖 |
买入 |
8.498489999999999 |
50400.0 |
¥42.8万 |
|
| 2018-08-21 |
WR超买 |
卖出 |
9.0909 |
50400.0 |
¥45.8万 |
|
| 2018-09-07 |
WR超卖 |
买入 |
8.74874 |
52400.0 |
¥45.9万 |
|
| 2018-11-05 |
WR超买 |
卖出 |
7.57242 |
52400.0 |
¥39.7万 |
|
| 2019-01-29 |
WR超卖 |
买入 |
8.078069999999999 |
48900.0 |
¥39.5万 |
|
| 2019-02-14 |
WR超买 |
卖出 |
9.290700000000001 |
48900.0 |
¥45.4万 |
|
| 2019-03-15 |
WR超卖 |
买入 |
9.949939999999998 |
45700.0 |
¥45.5万 |
|
| 2019-04-02 |
WR超买 |
卖出 |
10.2897 |
45700.0 |
¥47.0万 |
|
| 2019-04-30 |
WR超卖 |
买入 |
10.040029999999998 |
46800.0 |
¥47.0万 |
|
| 2019-06-12 |
WR超买 |
卖出 |
9.24075 |
46800.0 |
¥43.2万 |
|
| 2019-07-09 |
WR超卖 |
买入 |
9.008999999999999 |
47900.0 |
¥43.2万 |
|
| 2019-09-03 |
WR超买 |
卖出 |
8.541450000000001 |
47900.0 |
¥40.9万 |
|
| 2019-09-27 |
WR超卖 |
买入 |
8.688679999999998 |
47100.0 |
¥40.9万 |
|
| 2019-12-17 |
WR超买 |
卖出 |
8.30169 |
47100.0 |
¥39.1万 |
|
| 2020-02-03 |
WR超卖 |
买入 |
7.43 |
47300.0 |
¥35.2万 |
|
| 2020-02-20 |
WR超买 |
卖出 |
8.3916 |
47300.0 |
¥39.7万 |
|
| 2020-04-01 |
WR超卖 |
买入 |
9.55955 |
45300.0 |
¥43.3万 |
|
| 2020-04-17 |
WR超买 |
卖出 |
11.19879 |
45300.0 |
¥50.7万 |
|
| 2020-07-23 |
WR超卖 |
买入 |
11.74 |
43000.0 |
¥50.5万 |
|
| 2020-09-02 |
WR超买 |
卖出 |
12.12786 |
43000.0 |
¥52.1万 |
|
| 2020-09-11 |
WR超卖 |
买入 |
10.510499999999997 |
50000.0 |
¥52.6万 |
|
| 2020-10-13 |
WR超买 |
卖出 |
10.99899 |
50000.0 |
¥55.0万 |
|
| 2020-12-09 |
WR超卖 |
买入 |
10.76075 |
51100.0 |
¥55.0万 |
|
| 2021-01-05 |
WR超买 |
卖出 |
10.90908 |
51100.0 |
¥55.7万 |
|
| 2021-01-27 |
WR超卖 |
买入 |
10.67066 |
52000.0 |
¥55.5万 |
|
| 2021-02-24 |
WR超买 |
卖出 |
10.469520000000001 |
52000.0 |
¥54.4万 |
|
| 2021-03-25 |
WR超卖 |
买入 |
10.9109 |
49700.0 |
¥54.2万 |
|
| 2021-05-28 |
WR超买 |
卖出 |
10.439549999999999 |
49700.0 |
¥51.9万 |
|
| 2021-06-15 |
WR超卖 |
买入 |
9.949939999999998 |
52600.0 |
¥52.4万 |
|
| 2021-07-13 |
WR超买 |
卖出 |
10.31967 |
52600.0 |
¥54.3万 |
|
| 2021-07-23 |
WR超卖 |
买入 |
8.26 |
59000.0 |
¥48.7万 |
|
| 2021-08-12 |
WR超买 |
卖出 |
9.270719999999999 |
59000.0 |
¥54.7万 |
|
| 2021-08-30 |
WR超卖 |
买入 |
7.817809999999998 |
75600.0 |
¥59.1万 |
|
| 2021-09-07 |
WR超买 |
卖出 |
8.7912 |
75600.0 |
¥66.4万 |
|
| 2021-12-03 |
WR超卖 |
买入 |
16.82681 |
39900.0 |
¥67.2万 |
|
| 2022-01-28 |
WR超买 |
卖出 |
15.93405 |
39900.0 |
¥63.6万 |
|
| 2022-03-08 |
WR超卖 |
买入 |
17.2172 |
36900.0 |
¥63.6万 |
|
| 2022-05-05 |
WR超买 |
卖出 |
15.984 |
36900.0 |
¥59.0万 |
|
| 2022-07-29 |
WR超卖 |
买入 |
22.592570000000002 |
26300.0 |
¥59.4万 |
|
| 2022-08-16 |
WR超买 |
卖出 |
24.75522 |
26300.0 |
¥65.1万 |
|
| 2022-09-01 |
WR超卖 |
买入 |
22.092069999999996 |
29100.0 |
¥64.3万 |
|
| 2022-09-08 |
WR超买 |
卖出 |
25.18479 |
29100.0 |
¥73.3万 |
|
| 2022-09-19 |
WR超卖 |
买入 |
22.352329999999995 |
32800.0 |
¥73.3万 |
|
| 2022-10-19 |
WR超买 |
卖出 |
24.52545 |
32800.0 |
¥80.4万 |
|
| 2022-10-28 |
WR超卖 |
买入 |
21.1211 |
36700.0 |
¥77.5万 |
|
| 2022-12-29 |
WR超买 |
卖出 |
15.7842 |
36700.0 |
¥57.9万 |
|
| 2023-01-20 |
WR超卖 |
买入 |
15.19518 |
40400.0 |
¥61.4万 |
|
| 2023-02-28 |
WR超买 |
卖出 |
16.23375 |
40400.0 |
¥65.6万 |
|
| 2023-03-14 |
WR超卖 |
买入 |
15.26525 |
42900.0 |
¥65.5万 |
|
| 2023-03-21 |
WR超买 |
卖出 |
16.983 |
42900.0 |
¥72.8万 |
|
| 2023-04-14 |
WR超卖 |
买入 |
16.396379999999997 |
44300.0 |
¥72.7万 |
|
| 2023-05-17 |
WR超买 |
卖出 |
15.714270000000003 |
44300.0 |
¥69.6万 |
|
| 2023-06-09 |
WR超卖 |
买入 |
14.504489999999999 |
48100.0 |
¥69.8万 |
|
| 2023-06-15 |
WR超买 |
卖出 |
15.87411 |
48100.0 |
¥76.3万 |
|
| 2023-07-10 |
WR超卖 |
买入 |
15.66565 |
48800.0 |
¥76.5万 |
|
| 2023-07-27 |
WR超买 |
卖出 |
15.884099999999998 |
48800.0 |
¥77.5万 |
|
| 2023-08-04 |
WR超卖 |
买入 |
15.325309999999998 |
49900.0 |
¥76.5万 |
|
| 2023-09-01 |
WR超买 |
卖出 |
14.54544 |
49900.0 |
¥72.6万 |
|
| 2023-09-19 |
WR超卖 |
买入 |
13.913899999999998 |
52500.0 |
¥73.1万 |
|
| 2023-09-28 |
WR超买 |
卖出 |
14.55543 |
52500.0 |
¥76.4万 |
|
| 2023-10-26 |
WR超卖 |
买入 |
14.194179999999998 |
53600.0 |
¥76.1万 |
|
| 2023-11-10 |
WR超买 |
卖出 |
14.535449999999999 |
53600.0 |
¥77.9万 |
|
| 2023-11-23 |
WR超卖 |
买入 |
13.773759999999998 |
56900.0 |
¥78.4万 |
|
| 2024-01-25 |
WR超买 |
卖出 |
12.21777 |
56900.0 |
¥69.5万 |
|
| 2024-02-01 |
WR超卖 |
买入 |
11.551539999999997 |
60100.0 |
¥69.4万 |
|
| 2024-02-20 |
WR超买 |
卖出 |
12.17781 |
60100.0 |
¥73.2万 |
|
| 2024-03-28 |
WR超卖 |
买入 |
13.743729999999998 |
53400.0 |
¥73.4万 |
|
| 2024-04-30 |
WR超买 |
卖出 |
13.4865 |
53400.0 |
¥72.0万 |
|
| 2024-06-06 |
WR超卖 |
买入 |
14.57456 |
49400.0 |
¥72.0万 |
|
| 2024-06-19 |
WR超买 |
卖出 |
15.664320000000002 |
49400.0 |
¥77.4万 |
|
| 2024-07-16 |
WR超卖 |
买入 |
14.58457 |
52500.0 |
¥76.6万 |
|
| 2024-09-12 |
WR超买 |
卖出 |
13.53645 |
52500.0 |
¥71.0万 |
|
| 2024-11-25 |
WR超卖 |
买入 |
15.63562 |
45800.0 |
¥71.6万 |
|
| 2025-01-27 |
WR超买 |
卖出 |
14.04594 |
45800.0 |
¥64.3万 |
|
| 2025-04-02 |
WR超卖 |
买入 |
14.474459999999999 |
44300.0 |
¥64.1万 |
|
| 2025-04-24 |
WR超买 |
卖出 |
14.05593 |
44300.0 |
¥62.2万 |
|
| 2025-05-16 |
WR超卖 |
买入 |
13.693679999999999 |
45500.0 |
¥62.3万 |
|
| 2025-06-10 |
WR超买 |
卖出 |
13.716270000000002 |
45500.0 |
¥62.4万 |
|
| 2025-07-16 |
WR超卖 |
买入 |
14.07406 |
44400.0 |
¥62.5万 |
|
| 2025-08-12 |
WR超买 |
卖出 |
14.50548 |
44400.0 |
¥64.4万 |
|
| 2025-10-23 |
WR超卖 |
买入 |
17.3173 |
36800.0 |
¥63.7万 |
|
| 2025-12-02 |
WR超买 |
卖出 |
16.6833 |
36800.0 |
¥61.4万 |
|
| 2026-01-14 |
WR超卖 |
买入 |
17.917899999999996 |
34500.0 |
¥61.8万 |
|
| 2026-01-27 |
WR超买 |
卖出 |
20.879099999999998 |
34500.0 |
¥72.0万 |
|
| 2026-03-18 |
WR超卖 |
买入 |
26.186159999999997 |
27600.0 |
¥72.3万 |
|
| 2026-04-07 |
WR超买 |
卖出 |
30.78918 |
27600.0 |
¥85.0万 |
|
| 2026-06-02 |
WR超卖 |
买入 |
39.06903 |
21500.0 |
¥84.0万 |
|
| 2026-06-05 |
WR超买 |
卖出 |
45.03492 |
21500.0 |
¥96.8万 |
|
| 2026-07-07 |
WR超卖 |
买入 |
47.987939999999995 |
20300.0 |
¥97.4万 |
|
| 2026-08-10 |
WR超买 |
卖出 |
34.07589 |
20300.0 |
¥69.2万 |
|
| 2026-09-29 |
WR超卖 |
买入 |
30.79076 |
22100.0 |
¥68.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
23.2 |
22100 |
¥51.3万 |
回测结束强平 |