600918 中泰证券 — 威廉指标超卖 回测明细
数据区间: 2020-06-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥68.0万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -32.04%）
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 39 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 |
2020-07-24 |
2020-08-07 |
17.825346 |
17.682299999999998 |
¥-8,204 |
-0.83% |
WR超买 |
| 2 |
2020-08-27 |
2020-10-13 |
15.730427713000001 |
15.7842 |
¥3,084 |
+0.31% |
WR超买 |
| 3 |
2020-10-20 |
2020-11-10 |
14.899348464 |
14.81517 |
¥-5,858 |
-0.59% |
WR超买 |
| 4 |
2020-12-17 |
2020-12-28 |
15.389985610999998 |
16.75323 |
¥8.7万 |
+8.83% |
WR超买 |
| 5 |
2021-01-12 |
2021-05-26 |
16.040830806 |
11.608379999999999 |
¥-29.2万 |
-27.65% |
WR超买 |
| 6 |
2021-06-04 |
2021-07-23 |
10.043042008999997 |
10.6893 |
¥4.9万 |
+6.40% |
WR超买 |
| 7 |
2021-07-30 |
2021-08-19 |
9.542391858999999 |
10.19979 |
¥5.6万 |
+6.86% |
WR超买 |
| 8 |
2021-09-27 |
2021-11-12 |
10.053055011999998 |
9.50049 |
¥-4.9万 |
-5.52% |
WR超买 |
| 9 |
2021-12-21 |
2022-03-17 |
10.043042008999999 |
8.73126 |
¥-10.9万 |
-13.09% |
WR超买 |
| 10 |
2022-04-12 |
2022-05-24 |
7.820155343 |
7.222770000000001 |
¥-5.5万 |
-7.67% |
WR超买 |
| 11 |
2022-05-25 |
2022-06-01 |
6.999089097 |
7.232760000000001 |
¥2.2万 |
+3.31% |
WR超买 |
| 12 |
2022-07-01 |
2022-08-12 |
7.649934291999999 |
7.392600000000001 |
¥-2.4万 |
-3.39% |
WR超买 |
| 13 |
2022-09-21 |
2022-11-07 |
6.798829037 |
6.80319 |
¥229 |
+0.03% |
WR超买 |
| 14 |
2022-11-25 |
2022-12-06 |
6.728738015999999 |
6.98301 |
¥2.5万 |
+3.75% |
WR超买 |
| 15 |
2022-12-19 |
2023-01-16 |
6.698699006999999 |
6.5934 |
¥-1.1万 |
-1.60% |
WR超买 |
| 16 |
2023-02-17 |
2023-02-24 |
6.8589070549999995 |
7.0629300000000015 |
¥2.0万 |
+2.94% |
WR超买 |
| 17 |
2023-03-08 |
2023-04-04 |
6.818855042999998 |
6.81318 |
¥-800 |
-0.11% |
WR超买 |
| 18 |
2023-05-22 |
2023-06-16 |
7.239401169 |
6.983010000000001 |
¥-2.5万 |
-3.57% |
WR超买 |
| 19 |
2023-06-27 |
2023-07-04 |
6.678673000999998 |
6.92307 |
¥2.5万 |
+3.63% |
WR超买 |
| 20 |
2023-08-23 |
2023-10-25 |
7.659947294999999 |
7.172819999999999 |
¥-4.5万 |
-6.39% |
WR超买 |
| 21 |
2023-11-27 |
2024-01-25 |
7.219375163 |
6.66333 |
¥-5.1万 |
-7.73% |
WR超买 |
| 22 |
2024-02-06 |
2024-02-21 |
6.137970839 |
6.6933 |
¥5.5万 |
+9.01% |
WR超买 |
| 23 |
2024-03-25 |
2024-04-29 |
6.738751019 |
7.21278 |
¥4.6万 |
+7.00% |
WR超买 |
| 24 |
2024-05-17 |
2024-07-22 |
6.398308917 |
5.70429 |
¥-7.7万 |
-10.87% |
WR超买 |
| 25 |
2024-08-23 |
2024-09-25 |
5.687385703999999 |
5.93 |
¥2.7万 |
+4.23% |
WR超买 |
| 26 |
2024-11-25 |
2024-12-06 |
6.688686003999998 |
6.992999999999999 |
¥3.0万 |
+4.52% |
WR超买 |
| 27 |
2024-12-19 |
2025-02-07 |
6.8388810489999985 |
6.33366 |
¥-5.1万 |
-7.42% |
WR超买 |
| 28 |
2025-03-04 |
2025-03-17 |
6.30819189 |
6.4935 |
¥1.9万 |
+2.91% |
WR超买 |
| 29 |
2025-04-09 |
2025-05-07 |
5.877632760999999 |
6.293699999999999 |
¥4.6万 |
+7.05% |
WR超买 |
| 30 |
2025-05-26 |
2025-06-05 |
6.077892821 |
6.27372 |
¥2.2万 |
+3.19% |
WR超买 |
| 31 |
2025-06-20 |
2025-06-25 |
6.117944833 |
6.32367 |
¥2.4万 |
+3.33% |
WR超买 |
| 32 |
2025-08-01 |
2025-08-14 |
6.688686003999999 |
7.03296 |
¥3.8万 |
+5.12% |
WR超买 |
| 33 |
2025-09-04 |
2025-09-30 |
6.8488940519999995 |
6.963029999999999 |
¥1.3万 |
+1.64% |
WR超买 |
| 34 |
2025-11-06 |
2026-01-07 |
6.898959066999999 |
6.723269999999999 |
¥-2.1万 |
-2.58% |
WR超买 |
| 35 |
2026-01-19 |
2026-05-12 |
6.528477955999999 |
6.053939999999999 |
¥-5.7万 |
-7.30% |
WR超买 |
| 36 |
2026-05-15 |
2026-06-26 |
5.90767177 |
5.47452 |
¥-5.3万 |
-7.36% |
WR超买 |
| 37 |
2026-08-17 |
2026-08-26 |
5.50715165 |
5.64435 |
¥1.6万 |
+2.46% |
WR超买 |
| 38 |
2026-09-14 |
2026-10-16 |
5.477112640999999 |
5.55444 |
¥9,450 |
+1.38% |
WR超买 |
| 39 |
2026-10-22 |
2026-11-13 |
5.3369305989999996 |
5.19 |
¥-1.9万 |
-2.78% |
强平 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-07-24 |
WR超卖 |
买入 |
17.82 |
55300.0 |
¥98.6万 |
|
| 2020-08-07 |
WR超买 |
卖出 |
17.682299999999998 |
55300.0 |
¥97.8万 |
|
| 2020-08-27 |
WR超卖 |
买入 |
15.72571 |
62900.0 |
¥98.9万 |
|
| 2020-10-13 |
WR超买 |
卖出 |
15.7842 |
62900.0 |
¥99.3万 |
|
| 2020-10-20 |
WR超卖 |
买入 |
14.894879999999999 |
66100.0 |
¥98.5万 |
|
| 2020-11-10 |
WR超买 |
卖出 |
14.81517 |
66100.0 |
¥97.9万 |
|
| 2020-12-17 |
WR超卖 |
买入 |
15.385369999999998 |
64000.0 |
¥98.5万 |
|
| 2020-12-28 |
WR超买 |
卖出 |
16.75323 |
64000.0 |
¥1.07M |
|
| 2021-01-12 |
WR超卖 |
买入 |
16.036019999999997 |
65800.0 |
¥1.06M |
|
| 2021-05-26 |
WR超买 |
卖出 |
11.608379999999999 |
65800.0 |
¥76.4万 |
|
| 2021-06-04 |
WR超卖 |
买入 |
10.040029999999998 |
76600.0 |
¥76.9万 |
|
| 2021-07-23 |
WR超买 |
卖出 |
10.6893 |
76600.0 |
¥81.9万 |
|
| 2021-07-30 |
WR超卖 |
买入 |
9.53953 |
85700.0 |
¥81.8万 |
|
| 2021-08-19 |
WR超买 |
卖出 |
10.19979 |
85700.0 |
¥87.4万 |
|
| 2021-09-27 |
WR超卖 |
买入 |
10.050039999999997 |
88200.0 |
¥88.7万 |
|
| 2021-11-12 |
WR超买 |
卖出 |
9.50049 |
88200.0 |
¥83.8万 |
|
| 2021-12-21 |
WR超卖 |
买入 |
10.040029999999998 |
83300.0 |
¥83.7万 |
|
| 2022-03-17 |
WR超买 |
卖出 |
8.73126 |
83300.0 |
¥72.7万 |
|
| 2022-04-12 |
WR超卖 |
买入 |
7.817809999999999 |
92500.0 |
¥72.3万 |
|
| 2022-05-24 |
WR超买 |
卖出 |
7.222770000000001 |
92500.0 |
¥66.8万 |
|
| 2022-05-25 |
WR超卖 |
买入 |
6.996989999999999 |
96100.0 |
¥67.3万 |
|
| 2022-06-01 |
WR超买 |
卖出 |
7.232760000000001 |
96100.0 |
¥69.5万 |
|
| 2022-07-01 |
WR超卖 |
买入 |
7.647639999999999 |
90900.0 |
¥69.5万 |
|
| 2022-08-12 |
WR超买 |
卖出 |
7.392600000000001 |
90900.0 |
¥67.2万 |
|
| 2022-09-21 |
WR超卖 |
买入 |
6.79679 |
98800.0 |
¥67.2万 |
|
| 2022-11-07 |
WR超买 |
卖出 |
6.80319 |
98800.0 |
¥67.2万 |
|
| 2022-11-25 |
WR超卖 |
买入 |
6.726719999999999 |
99800.0 |
¥67.2万 |
|
| 2022-12-06 |
WR超买 |
卖出 |
6.98301 |
99800.0 |
¥69.7万 |
|
| 2022-12-19 |
WR超卖 |
买入 |
6.6966899999999985 |
104300.0 |
¥69.9万 |
|
| 2023-01-16 |
WR超买 |
卖出 |
6.5934 |
104300.0 |
¥68.7万 |
|
| 2023-02-17 |
WR超卖 |
买入 |
6.856849999999999 |
100000.0 |
¥68.6万 |
|
| 2023-02-24 |
WR超买 |
卖出 |
7.0629300000000015 |
100000.0 |
¥70.6万 |
|
| 2023-03-08 |
WR超卖 |
买入 |
6.8168099999999985 |
103600.0 |
¥70.6万 |
|
| 2023-04-04 |
WR超买 |
卖出 |
6.81318 |
103600.0 |
¥70.6万 |
|
| 2023-05-22 |
WR超卖 |
买入 |
7.237229999999999 |
96600.0 |
¥69.9万 |
|
| 2023-06-16 |
WR超买 |
卖出 |
6.983010000000001 |
96600.0 |
¥67.4万 |
|
| 2023-06-27 |
WR超卖 |
买入 |
6.676669999999999 |
102000.0 |
¥68.1万 |
|
| 2023-07-04 |
WR超买 |
卖出 |
6.92307 |
102000.0 |
¥70.6万 |
|
| 2023-08-23 |
WR超卖 |
买入 |
7.6576499999999985 |
91800.0 |
¥70.3万 |
|
| 2023-10-25 |
WR超买 |
卖出 |
7.172819999999999 |
91800.0 |
¥65.8万 |
|
| 2023-11-27 |
WR超卖 |
买入 |
7.217209999999999 |
91300.0 |
¥65.9万 |
|
| 2024-01-25 |
WR超买 |
卖出 |
6.66333 |
91300.0 |
¥60.8万 |
|
| 2024-02-06 |
WR超卖 |
买入 |
6.13613 |
98700.0 |
¥60.6万 |
|
| 2024-02-21 |
WR超买 |
卖出 |
6.6933 |
98700.0 |
¥66.0万 |
|
| 2024-03-25 |
WR超卖 |
买入 |
6.73673 |
97900.0 |
¥66.0万 |
|
| 2024-04-29 |
WR超买 |
卖出 |
7.21278 |
97900.0 |
¥70.6万 |
|
| 2024-05-17 |
WR超卖 |
买入 |
6.396389999999999 |
110900.0 |
¥71.0万 |
|
| 2024-07-22 |
WR超买 |
卖出 |
5.70429 |
110900.0 |
¥63.2万 |
|
| 2024-08-23 |
WR超卖 |
买入 |
5.685679999999998 |
111600.0 |
¥63.5万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
5.93 |
111600.0 |
¥66.2万 |
|
| 2024-11-25 |
WR超卖 |
买入 |
6.686679999999999 |
98700.0 |
¥66.0万 |
|
| 2024-12-06 |
WR超买 |
卖出 |
6.992999999999999 |
98700.0 |
¥69.0万 |
|
| 2024-12-19 |
WR超卖 |
买入 |
6.836829999999999 |
100300.0 |
¥68.6万 |
|
| 2025-02-07 |
WR超买 |
卖出 |
6.33366 |
100300.0 |
¥63.5万 |
|
| 2025-03-04 |
WR超卖 |
买入 |
6.306299999999999 |
101100.0 |
¥63.8万 |
|
| 2025-03-17 |
WR超买 |
卖出 |
6.4935 |
101100.0 |
¥65.6万 |
|
| 2025-04-09 |
WR超卖 |
买入 |
5.87587 |
110800.0 |
¥65.1万 |
|
| 2025-05-07 |
WR超买 |
卖出 |
6.293699999999999 |
110800.0 |
¥69.7万 |
|
| 2025-05-26 |
WR超卖 |
买入 |
6.07607 |
115800.0 |
¥70.4万 |
|
| 2025-06-05 |
WR超买 |
卖出 |
6.27372 |
115800.0 |
¥72.6万 |
|
| 2025-06-20 |
WR超卖 |
买入 |
6.11611 |
118700.0 |
¥72.6万 |
|
| 2025-06-25 |
WR超买 |
卖出 |
6.32367 |
118700.0 |
¥75.0万 |
|
| 2025-08-01 |
WR超卖 |
买入 |
6.686679999999999 |
112200.0 |
¥75.0万 |
|
| 2025-08-14 |
WR超买 |
卖出 |
7.03296 |
112200.0 |
¥78.9万 |
|
| 2025-09-04 |
WR超卖 |
买入 |
6.846839999999999 |
114800.0 |
¥78.6万 |
|
| 2025-09-30 |
WR超买 |
卖出 |
6.963029999999999 |
114800.0 |
¥79.9万 |
|
| 2025-11-06 |
WR超卖 |
买入 |
6.896889999999999 |
116300.0 |
¥80.2万 |
|
| 2026-01-07 |
WR超买 |
卖出 |
6.723269999999999 |
116300.0 |
¥78.2万 |
|
| 2026-01-19 |
WR超卖 |
买入 |
6.526519999999999 |
119200.0 |
¥77.8万 |
|
| 2026-05-12 |
WR超买 |
卖出 |
6.053939999999999 |
119200.0 |
¥72.1万 |
|
| 2026-05-15 |
WR超卖 |
买入 |
5.9059 |
122200.0 |
¥72.2万 |
|
| 2026-06-26 |
WR超买 |
卖出 |
5.47452 |
122200.0 |
¥66.9万 |
|
| 2026-08-17 |
WR超卖 |
买入 |
5.5055 |
121700.0 |
¥67.0万 |
|
| 2026-08-26 |
WR超买 |
卖出 |
5.64435 |
121700.0 |
¥68.7万 |
|
| 2026-09-14 |
WR超卖 |
买入 |
5.475469999999999 |
124900.0 |
¥68.4万 |
|
| 2026-10-16 |
WR超买 |
卖出 |
5.55444 |
124900.0 |
¥69.4万 |
|
| 2026-10-22 |
WR超卖 |
买入 |
5.33533 |
130600.0 |
¥69.7万 |
|
| 2026-11-13 |
强平 |
卖出 |
5.19 |
130600 |
¥67.8万 |
回测结束强平 |