600938 中国海油 — 威廉指标超卖 回测明细
数据区间: 2022-04-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥98.9万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -1.14%）
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 25 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 |
2022-06-22 |
2022-08-23 |
17.172300144999998 |
15.0849 |
¥-12.0万 |
-12.18% |
WR超买 |
| 2 |
2022-09-19 |
2022-12-01 |
16.030817802999998 |
16.64334 |
¥3.3万 |
+3.79% |
WR超买 |
| 3 |
2022-12-16 |
2023-01-10 |
15.82054474 |
15.41457 |
¥-2.3万 |
-2.60% |
WR超买 |
| 4 |
2023-03-23 |
2023-04-06 |
16.871910054999997 |
18.04194 |
¥6.1万 |
+6.90% |
WR超买 |
| 5 |
2023-05-24 |
2023-06-13 |
18.554094559000003 |
18.35163 |
¥-1.1万 |
-1.12% |
WR超买 |
| 6 |
2023-06-26 |
2023-07-04 |
17.813132336999995 |
18.53145 |
¥3.7万 |
+4.00% |
WR超买 |
| 7 |
2023-08-17 |
2023-09-05 |
18.113522426999996 |
19.380599999999998 |
¥6.7万 |
+6.96% |
WR超买 |
| 8 |
2023-10-23 |
2023-11-27 |
20.056045008999998 |
19.37061 |
¥-3.6万 |
-3.45% |
WR超买 |
| 9 |
2024-03-25 |
2024-04-01 |
27.235368159999997 |
29.25072 |
¥7.4万 |
+7.37% |
WR超买 |
| 10 |
2024-04-23 |
2024-05-28 |
28.83744864 |
29.22 |
¥1.4万 |
+1.30% |
WR超买 |
| 11 |
2024-07-22 |
2024-08-28 |
31.140439329999992 |
29.14083 |
¥-6.9万 |
-6.45% |
WR超买 |
| 12 |
2024-09-05 |
2024-09-26 |
26.784783024999996 |
28.03194 |
¥4.7万 |
+4.62% |
WR超买 |
| 13 |
2024-10-24 |
2024-12-04 |
28.256694465999992 |
26.963009999999997 |
¥-4.9万 |
-4.61% |
WR超买 |
| 14 |
2025-01-21 |
2025-03-21 |
28.266707469 |
26.123849999999997 |
¥-7.7万 |
-7.61% |
WR超买 |
| 15 |
2025-04-07 |
2025-04-25 |
23.140049933 |
25.09488 |
¥7.1万 |
+8.42% |
WR超买 |
| 16 |
2025-06-25 |
2025-07-11 |
26.123924826999996 |
26.483490000000003 |
¥1.4万 |
+1.35% |
WR超买 |
| 17 |
2025-07-15 |
2025-07-31 |
26.023794796999994 |
26.483490000000003 |
¥1.8万 |
+1.74% |
WR超买 |
| 18 |
2025-08-05 |
2025-09-03 |
25.83354774 |
26.44353 |
¥2.4万 |
+2.33% |
WR超买 |
| 19 |
2025-09-05 |
2025-09-17 |
25.613261674 |
26.55342 |
¥3.9万 |
+3.64% |
WR超买 |
| 20 |
2025-10-20 |
2025-10-23 |
25.673339691999995 |
27.422549999999998 |
¥7.6万 |
+6.78% |
WR超买 |
| 21 |
2025-11-27 |
2025-12-30 |
27.916252363999998 |
28.901069999999997 |
¥4.2万 |
+3.50% |
WR超买 |
| 22 |
2026-04-07 |
2026-04-28 |
39.240958757 |
38.79117 |
¥-1.4万 |
-1.18% |
WR超买 |
| 23 |
2026-05-12 |
2026-07-15 |
36.247070859999994 |
28.90107 |
¥-24.6万 |
-20.29% |
WR超买 |
| 24 |
2026-09-17 |
2026-10-13 |
32.66241578599999 |
33.975989999999996 |
¥3.8万 |
+3.99% |
WR超买 |
| 25 |
2026-11-05 |
2026-11-13 |
31.54095945 |
30.85 |
¥-2.1万 |
-2.22% |
强平 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-06-22 |
WR超卖 |
买入 |
17.167149999999996 |
57600.0 |
¥98.9万 |
|
| 2022-08-23 |
WR超买 |
卖出 |
15.0849 |
57600.0 |
¥86.9万 |
|
| 2022-09-19 |
WR超卖 |
买入 |
16.02601 |
54300.0 |
¥87.0万 |
|
| 2022-12-01 |
WR超买 |
卖出 |
16.64334 |
54300.0 |
¥90.3万 |
|
| 2022-12-16 |
WR超卖 |
买入 |
15.8158 |
57200.0 |
¥90.5万 |
|
| 2023-01-10 |
WR超买 |
卖出 |
15.41457 |
57200.0 |
¥88.1万 |
|
| 2023-03-23 |
WR超卖 |
买入 |
16.86685 |
52600.0 |
¥88.7万 |
|
| 2023-04-06 |
WR超买 |
卖出 |
18.04194 |
52600.0 |
¥94.9万 |
|
| 2023-05-24 |
WR超卖 |
买入 |
18.54853 |
51000.0 |
¥94.6万 |
|
| 2023-06-13 |
WR超买 |
卖出 |
18.35163 |
51000.0 |
¥93.6万 |
|
| 2023-06-26 |
WR超卖 |
买入 |
17.807789999999997 |
52400.0 |
¥93.3万 |
|
| 2023-07-04 |
WR超买 |
卖出 |
18.53145 |
52400.0 |
¥97.1万 |
|
| 2023-08-17 |
WR超卖 |
买入 |
18.108089999999997 |
53300.0 |
¥96.5万 |
|
| 2023-09-05 |
WR超买 |
卖出 |
19.380599999999998 |
53300.0 |
¥1.03M |
|
| 2023-10-23 |
WR超卖 |
买入 |
20.05003 |
51700.0 |
¥1.04M |
|
| 2023-11-27 |
WR超买 |
卖出 |
19.37061 |
51700.0 |
¥1.00M |
|
| 2024-03-25 |
WR超卖 |
买入 |
27.227199999999996 |
36800.0 |
¥1.00M |
|
| 2024-04-01 |
WR超买 |
卖出 |
29.25072 |
36800.0 |
¥1.08M |
|
| 2024-04-23 |
WR超卖 |
买入 |
28.8288 |
37300.0 |
¥1.08M |
|
| 2024-05-28 |
WR超买 |
卖出 |
29.22 |
37300.0 |
¥1.09M |
|
| 2024-07-22 |
WR超卖 |
买入 |
31.131099999999996 |
34400.0 |
¥1.07M |
|
| 2024-08-28 |
WR超买 |
卖出 |
29.14083 |
34400.0 |
¥1.00M |
|
| 2024-09-05 |
WR超卖 |
买入 |
26.776749999999996 |
38200.0 |
¥1.02M |
|
| 2024-09-26 |
WR超买 |
卖出 |
28.03194 |
38200.0 |
¥1.07M |
|
| 2024-10-24 |
WR超卖 |
买入 |
28.248219999999993 |
37800.0 |
¥1.07M |
|
| 2024-12-04 |
WR超买 |
卖出 |
26.963009999999997 |
37800.0 |
¥1.02M |
|
| 2025-01-21 |
WR超卖 |
买入 |
28.258229999999998 |
35900.0 |
¥1.01M |
|
| 2025-03-21 |
WR超买 |
卖出 |
26.123849999999997 |
35900.0 |
¥93.8万 |
|
| 2025-04-07 |
WR超卖 |
买入 |
23.13311 |
36700.0 |
¥84.9万 |
|
| 2025-04-25 |
WR超买 |
卖出 |
25.09488 |
36700.0 |
¥92.1万 |
|
| 2025-06-25 |
WR超卖 |
买入 |
26.116089999999996 |
38800.0 |
¥1.01M |
|
| 2025-07-11 |
WR超买 |
卖出 |
26.483490000000003 |
38800.0 |
¥1.03M |
|
| 2025-07-15 |
WR超卖 |
买入 |
26.015989999999995 |
39500.0 |
¥1.03M |
|
| 2025-07-31 |
WR超买 |
卖出 |
26.483490000000003 |
39500.0 |
¥1.05M |
|
| 2025-08-05 |
WR超卖 |
买入 |
25.825799999999997 |
40600.0 |
¥1.05M |
|
| 2025-09-03 |
WR超买 |
卖出 |
26.44353 |
40600.0 |
¥1.07M |
|
| 2025-09-05 |
WR超卖 |
买入 |
25.60558 |
41800.0 |
¥1.07M |
|
| 2025-09-17 |
WR超买 |
卖出 |
26.55342 |
41800.0 |
¥1.11M |
|
| 2025-10-20 |
WR超卖 |
买入 |
25.665639999999996 |
43400.0 |
¥1.11M |
|
| 2025-10-23 |
WR超买 |
卖出 |
27.422549999999998 |
43400.0 |
¥1.19M |
|
| 2025-11-27 |
WR超卖 |
买入 |
27.907879999999995 |
42600.0 |
¥1.19M |
|
| 2025-12-30 |
WR超买 |
卖出 |
28.901069999999997 |
42600.0 |
¥1.23M |
|
| 2026-04-07 |
WR超卖 |
买入 |
39.229189999999996 |
31300.0 |
¥1.23M |
|
| 2026-04-28 |
WR超买 |
卖出 |
38.79117 |
31300.0 |
¥1.21M |
|
| 2026-05-12 |
WR超卖 |
买入 |
36.2362 |
33400.0 |
¥1.21M |
|
| 2026-07-15 |
WR超买 |
卖出 |
28.90107 |
33400.0 |
¥96.5万 |
|
| 2026-09-17 |
WR超卖 |
买入 |
32.65261999999999 |
29200.0 |
¥95.4万 |
|
| 2026-10-13 |
WR超买 |
卖出 |
33.975989999999996 |
29200.0 |
¥99.2万 |
|
| 2026-11-05 |
WR超卖 |
买入 |
31.531499999999998 |
30300.0 |
¥95.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
30.85 |
30300 |
¥93.4万 |
回测结束强平 |