600905 三峡能源 — 威廉指标超卖 回测明细
数据区间: 2021-06-10 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥69.6万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -30.35%）
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 32 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 |
2021-07-27 |
2021-09-06 |
5.927697776 |
6.66333 |
¥12.3万 |
+12.38% |
WR超买 |
| 2 |
2021-11-15 |
2021-12-06 |
6.872061 |
6.853140000000001 |
¥-3,400 |
-0.31% |
WR超买 |
| 3 |
2022-01-06 |
2022-02-10 |
7.129258136000001 |
7.112880000000001 |
¥-2,868 |
-0.26% |
WR超买 |
| 4 |
2022-04-12 |
2022-05-06 |
5.967749787999999 |
5.67432 |
¥-5.5万 |
-4.95% |
WR超买 |
| 5 |
2022-06-28 |
2022-06-29 |
6.147983841999999 |
6.45354 |
¥5.2万 |
+4.94% |
WR超买 |
| 6 |
2022-07-22 |
2022-08-18 |
6.3682699079999985 |
6.3036900000000005 |
¥-1.2万 |
-1.04% |
WR超买 |
| 7 |
2022-09-05 |
2022-10-13 |
6.027827805999998 |
5.774220000000001 |
¥-4.7万 |
-4.24% |
WR超买 |
| 8 |
2022-10-31 |
2022-12-01 |
5.617294682999999 |
5.81418 |
¥3.6万 |
+3.47% |
WR超买 |
| 9 |
2022-12-13 |
2022-12-29 |
5.627307686 |
5.664329999999999 |
¥6,828 |
+0.63% |
WR超买 |
| 10 |
2023-02-01 |
2023-03-06 |
5.757476724999999 |
5.7142800000000005 |
¥-8,551 |
-0.78% |
WR超买 |
| 11 |
2023-03-10 |
2023-04-17 |
5.567229667999998 |
5.564430000000001 |
¥-870 |
-0.08% |
WR超买 |
| 12 |
2023-04-24 |
2023-05-23 |
5.467099638 |
5.544449999999999 |
¥1.5万 |
+1.38% |
WR超买 |
| 13 |
2023-05-25 |
2023-06-29 |
5.40702162 |
5.394600000000001 |
¥-2,861 |
-0.26% |
WR超买 |
| 14 |
2023-07-19 |
2023-08-01 |
5.3169045929999985 |
5.3846099999999995 |
¥1.4万 |
+1.24% |
WR超买 |
| 15 |
2023-08-11 |
2023-11-07 |
5.306891589999998 |
4.77522 |
¥-11.2万 |
-10.05% |
WR超买 |
| 16 |
2023-11-20 |
2024-01-25 |
4.736150419 |
4.35564 |
¥-8.1万 |
-8.06% |
WR超买 |
| 17 |
2024-03-22 |
2024-04-09 |
4.666059398 |
4.815180000000001 |
¥2.9万 |
+3.16% |
WR超买 |
| 18 |
2024-04-24 |
2024-07-09 |
4.716124412999999 |
4.515479999999999 |
¥-4.1万 |
-4.28% |
WR超买 |
| 19 |
2024-08-14 |
2024-09-27 |
4.676072401 |
4.41 |
¥-5.1万 |
-5.72% |
WR超买 |
| 20 |
2024-11-21 |
2025-02-07 |
4.70611141 |
4.23576 |
¥-8.6万 |
-10.02% |
WR超买 |
| 21 |
2025-03-03 |
2025-03-17 |
4.20546126 |
4.24575 |
¥7,163 |
+0.93% |
WR超买 |
| 22 |
2025-05-06 |
2025-05-20 |
4.2755522809999995 |
4.40559 |
¥2.4万 |
+3.01% |
WR超买 |
| 23 |
2025-05-29 |
2025-07-03 |
4.295578286999999 |
4.305689999999999 |
¥1,644 |
+0.21% |
WR超买 |
| 24 |
2025-08-04 |
2025-08-26 |
4.30559129 |
4.32567 |
¥3,499 |
+0.44% |
WR超买 |
| 25 |
2025-09-02 |
2025-09-09 |
4.245513271999999 |
4.33566 |
¥1.7万 |
+2.09% |
WR超买 |
| 26 |
2025-09-26 |
2025-10-10 |
4.235500269 |
4.33566 |
¥1.9万 |
+2.33% |
WR超买 |
| 27 |
2025-11-03 |
2026-01-06 |
4.255526275 |
4.12 |
¥-2.7万 |
-3.21% |
WR超买 |
| 28 |
2026-02-03 |
2026-03-02 |
4.095318226999999 |
4.14585 |
¥9,828 |
+1.20% |
WR超买 |
| 29 |
2026-04-01 |
2026-05-13 |
4.225487265999999 |
4.18581 |
¥-7,929 |
-0.97% |
WR超买 |
| 30 |
2026-05-18 |
2026-06-02 |
4.115344233 |
4.32567 |
¥4.2万 |
+5.08% |
WR超买 |
| 31 |
2026-06-09 |
2026-07-21 |
4.125357235999999 |
3.9260700000000006 |
¥-4.2万 |
-4.86% |
WR超买 |
| 32 |
2026-08-07 |
2026-11-13 |
3.8049411399999995 |
3.23 |
¥-12.4万 |
-15.14% |
强平 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-07-27 |
WR超卖 |
买入 |
5.92592 |
167200.0 |
¥99.1万 |
|
| 2021-09-06 |
WR超买 |
卖出 |
6.66333 |
167200.0 |
¥1.11M |
|
| 2021-11-15 |
WR超卖 |
买入 |
6.87 |
162100.0 |
¥1.11M |
|
| 2021-12-06 |
WR超买 |
卖出 |
6.853140000000001 |
162100.0 |
¥1.11M |
|
| 2022-01-06 |
WR超卖 |
买入 |
7.127120000000001 |
154900.0 |
¥1.10M |
|
| 2022-02-10 |
WR超买 |
卖出 |
7.112880000000001 |
154900.0 |
¥1.10M |
|
| 2022-04-12 |
WR超卖 |
买入 |
5.965959999999999 |
186000.0 |
¥1.11M |
|
| 2022-05-06 |
WR超买 |
卖出 |
5.67432 |
186000.0 |
¥1.06M |
|
| 2022-06-28 |
WR超卖 |
买入 |
6.146139999999999 |
172300.0 |
¥1.06M |
|
| 2022-06-29 |
WR超买 |
卖出 |
6.45354 |
172300.0 |
¥1.11M |
|
| 2022-07-22 |
WR超卖 |
买入 |
6.366359999999999 |
174500.0 |
¥1.11M |
|
| 2022-08-18 |
WR超买 |
卖出 |
6.3036900000000005 |
174500.0 |
¥1.10M |
|
| 2022-09-05 |
WR超卖 |
买入 |
6.026019999999998 |
182400.0 |
¥1.10M |
|
| 2022-10-13 |
WR超买 |
卖出 |
5.774220000000001 |
182400.0 |
¥1.05M |
|
| 2022-10-31 |
WR超卖 |
买入 |
5.615609999999999 |
186200.0 |
¥1.05M |
|
| 2022-12-01 |
WR超买 |
卖出 |
5.81418 |
186200.0 |
¥1.08M |
|
| 2022-12-13 |
WR超卖 |
买入 |
5.62562 |
193300.0 |
¥1.09M |
|
| 2022-12-29 |
WR超买 |
卖出 |
5.664329999999999 |
193300.0 |
¥1.09M |
|
| 2023-02-01 |
WR超卖 |
买入 |
5.755749999999999 |
190400.0 |
¥1.10M |
|
| 2023-03-06 |
WR超买 |
卖出 |
5.7142800000000005 |
190400.0 |
¥1.09M |
|
| 2023-03-10 |
WR超卖 |
买入 |
5.565559999999998 |
194700.0 |
¥1.08M |
|
| 2023-04-17 |
WR超买 |
卖出 |
5.564430000000001 |
194700.0 |
¥1.08M |
|
| 2023-04-24 |
WR超卖 |
买入 |
5.465459999999999 |
198800.0 |
¥1.09M |
|
| 2023-05-23 |
WR超买 |
卖出 |
5.544449999999999 |
198800.0 |
¥1.10M |
|
| 2023-05-25 |
WR超卖 |
买入 |
5.4054 |
203800.0 |
¥1.10M |
|
| 2023-06-29 |
WR超买 |
卖出 |
5.394600000000001 |
203800.0 |
¥1.10M |
|
| 2023-07-19 |
WR超卖 |
买入 |
5.315309999999998 |
206300.0 |
¥1.10M |
|
| 2023-08-01 |
WR超买 |
卖出 |
5.3846099999999995 |
206300.0 |
¥1.11M |
|
| 2023-08-11 |
WR超卖 |
买入 |
5.305299999999998 |
209700.0 |
¥1.11M |
|
| 2023-11-07 |
WR超买 |
卖出 |
4.77522 |
209700.0 |
¥1.00M |
|
| 2023-11-20 |
WR超卖 |
买入 |
4.73473 |
211800.0 |
¥1.00M |
|
| 2024-01-25 |
WR超买 |
卖出 |
4.35564 |
211800.0 |
¥92.2万 |
|
| 2024-03-22 |
WR超卖 |
买入 |
4.66466 |
197300.0 |
¥92.1万 |
|
| 2024-04-09 |
WR超买 |
卖出 |
4.815180000000001 |
197300.0 |
¥95.0万 |
|
| 2024-04-24 |
WR超卖 |
买入 |
4.714709999999999 |
201300.0 |
¥94.9万 |
|
| 2024-07-09 |
WR超买 |
卖出 |
4.515479999999999 |
201300.0 |
¥90.9万 |
|
| 2024-08-14 |
WR超卖 |
买入 |
4.674669999999999 |
192300.0 |
¥89.9万 |
|
| 2024-09-27 |
WR超买 |
卖出 |
4.41 |
192300.0 |
¥84.8万 |
|
| 2024-11-21 |
WR超卖 |
买入 |
4.7047 |
182200.0 |
¥85.7万 |
|
| 2025-02-07 |
WR超买 |
卖出 |
4.23576 |
182200.0 |
¥77.2万 |
|
| 2025-03-03 |
WR超卖 |
买入 |
4.2042 |
183600.0 |
¥77.2万 |
|
| 2025-03-17 |
WR超买 |
卖出 |
4.24575 |
183600.0 |
¥77.9万 |
|
| 2025-05-06 |
WR超卖 |
买入 |
4.274269999999999 |
182600.0 |
¥78.1万 |
|
| 2025-05-20 |
WR超买 |
卖出 |
4.40559 |
182600.0 |
¥80.4万 |
|
| 2025-05-29 |
WR超卖 |
买入 |
4.294289999999999 |
186400.0 |
¥80.1万 |
|
| 2025-07-03 |
WR超买 |
卖出 |
4.305689999999999 |
186400.0 |
¥80.2万 |
|
| 2025-08-04 |
WR超卖 |
买入 |
4.3043 |
186300.0 |
¥80.2万 |
|
| 2025-08-26 |
WR超买 |
卖出 |
4.32567 |
186300.0 |
¥80.6万 |
|
| 2025-09-02 |
WR超卖 |
买入 |
4.24424 |
190200.0 |
¥80.7万 |
|
| 2025-09-09 |
WR超买 |
卖出 |
4.33566 |
190200.0 |
¥82.4万 |
|
| 2025-09-26 |
WR超卖 |
买入 |
4.23423 |
194200.0 |
¥82.3万 |
|
| 2025-10-10 |
WR超买 |
卖出 |
4.33566 |
194200.0 |
¥84.2万 |
|
| 2025-11-03 |
WR超卖 |
买入 |
4.25425 |
198300.0 |
¥84.4万 |
|
| 2026-01-06 |
WR超买 |
卖出 |
4.12 |
198300.0 |
¥81.7万 |
|
| 2026-02-03 |
WR超卖 |
买入 |
4.09409 |
199400.0 |
¥81.7万 |
|
| 2026-03-02 |
WR超买 |
卖出 |
4.14585 |
199400.0 |
¥82.6万 |
|
| 2026-04-01 |
WR超卖 |
买入 |
4.224219999999999 |
193700.0 |
¥81.8万 |
|
| 2026-05-13 |
WR超买 |
卖出 |
4.18581 |
193700.0 |
¥81.1万 |
|
| 2026-05-18 |
WR超卖 |
买入 |
4.11411 |
198900.0 |
¥81.9万 |
|
| 2026-06-02 |
WR超买 |
卖出 |
4.32567 |
198900.0 |
¥86.0万 |
|
| 2026-06-09 |
WR超卖 |
买入 |
4.12412 |
208500.0 |
¥86.0万 |
|
| 2026-07-21 |
WR超买 |
卖出 |
3.9260700000000006 |
208500.0 |
¥81.8万 |
|
| 2026-08-07 |
WR超卖 |
买入 |
3.8037999999999994 |
215100.0 |
¥81.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
3.23 |
215100 |
¥69.5万 |
回测结束强平 |