600941 中国移动 — 威廉指标超卖 回测明细
数据区间: 2022-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.57M
策略: 威廉指标超卖
K线 & 交易信号(策略收益 +57.44%)
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 28 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 |
2022-01-27 |
2022-02-10 |
57.67489728 |
67.932 |
¥17.6万 |
+17.75% |
WR超买 |
| 2 |
2022-03-01 |
2022-03-23 |
60.618720161999995 |
64.01592 |
¥6.5万 |
+5.57% |
WR超买 |
| 3 |
2022-04-18 |
2022-05-19 |
64.68399937999999 |
65.68425 |
¥1.9万 |
+1.52% |
WR超买 |
| 4 |
2022-06-02 |
2022-08-05 |
63.712738089000005 |
60.31961999999999 |
¥-6.7万 |
-5.35% |
WR超买 |
| 5 |
2022-10-25 |
2022-11-23 |
67.31741916899999 |
69.62031 |
¥4.0万 |
+3.39% |
WR超买 |
| 6 |
2022-12-16 |
2023-01-05 |
71.572945444 |
73.07 |
¥2.5万 |
+2.06% |
WR超买 |
| 7 |
2023-03-28 |
2023-04-11 |
88.074374388 |
97.18272 |
¥12.9万 |
+10.31% |
WR超买 |
| 8 |
2023-05-15 |
2023-06-02 |
95.62417864999999 |
98.901 |
¥4.6万 |
+3.40% |
WR超买 |
| 9 |
2023-06-21 |
2023-07-25 |
93.711695077 |
97.39251 |
¥5.5万 |
+3.90% |
WR超买 |
| 10 |
2023-08-04 |
2023-08-07 |
94.102202194 |
95.91399 |
¥2.8万 |
+1.89% |
WR超买 |
| 11 |
2023-08-21 |
2023-08-23 |
94.82313841 |
99.8001 |
¥7.9万 |
+5.22% |
WR超买 |
| 12 |
2023-10-09 |
2023-10-18 |
96.94589504599999 |
102.7971 |
¥9.5万 |
+6.00% |
WR超买 |
| 13 |
2023-10-25 |
2023-12-01 |
96.42892 |
90.98892 |
¥-9.6万 |
-5.67% |
WR超买 |
| 14 |
2024-03-14 |
2024-04-18 |
102.14264360300001 |
105.65424 |
¥5.4万 |
+3.41% |
WR超买 |
| 15 |
2024-05-07 |
2024-06-04 |
101.07125228199999 |
101.6982 |
¥9,722 |
+0.59% |
WR超买 |
| 16 |
2024-06-18 |
2024-06-24 |
98.98854765799999 |
102.44745 |
¥5.7万 |
+3.46% |
WR超买 |
| 17 |
2024-07-29 |
2024-08-26 |
105.63718164999999 |
105.35454 |
¥-5,059 |
-0.30% |
WR超买 |
| 18 |
2024-09-06 |
2024-09-25 |
101.80220150099998 |
104.88501 |
¥5.1万 |
+3.00% |
WR超买 |
| 19 |
2024-10-23 |
2024-12-05 |
104.515725314 |
107.892 |
¥5.6万 |
+3.20% |
WR超买 |
| 20 |
2025-01-07 |
2025-02-17 |
111.04420327 |
113.15673 |
¥3.4万 |
+1.87% |
WR超买 |
| 21 |
2025-02-26 |
2025-04-03 |
109.63236984699999 |
107.1927 |
¥-4.2万 |
-2.25% |
WR超买 |
| 22 |
2025-06-10 |
2025-08-25 |
114.46865029599998 |
109.4904 |
¥-7.9万 |
-4.38% |
WR超买 |
| 23 |
2025-09-02 |
2025-10-14 |
107.12911909699999 |
106.74315 |
¥-6,730 |
-0.39% |
WR超买 |
| 24 |
2025-12-04 |
2026-03-03 |
106.818716004 |
95.57433 |
¥-18.1万 |
-10.55% |
WR超买 |
| 25 |
2026-03-25 |
2026-04-22 |
93.32118796 |
96.00389999999999 |
¥4.3万 |
+2.84% |
WR超买 |
| 26 |
2026-05-22 |
2026-07-14 |
96.82573900999998 |
90.93897 |
¥-9.6万 |
-6.11% |
WR超买 |
| 27 |
2026-09-17 |
2026-10-13 |
97.096090091 |
99.23067000000002 |
¥3.2万 |
+2.17% |
WR超买 |
| 28 |
2026-11-13 |
2026-11-13 |
98.12742939999998 |
101.46 |
¥5.1万 |
+3.37% |
强平 |
逐笔成交记录(共 56 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2022-01-27 |
WR超卖 |
买入 |
57.657599999999995 |
17200.0 |
¥99.2万 |
|
| 2022-02-10 |
WR超买 |
卖出 |
67.932 |
17200.0 |
¥1.17M |
|
| 2022-03-01 |
WR超卖 |
买入 |
60.60054 |
19300.0 |
¥1.17M |
|
| 2022-03-23 |
WR超买 |
卖出 |
64.01592 |
19300.0 |
¥1.24M |
|
| 2022-04-18 |
WR超卖 |
买入 |
64.6646 |
19100.0 |
¥1.24M |
|
| 2022-05-19 |
WR超买 |
卖出 |
65.68425 |
19100.0 |
¥1.25M |
|
| 2022-06-02 |
WR超卖 |
买入 |
63.69363 |
19600.0 |
¥1.25M |
|
| 2022-08-05 |
WR超买 |
卖出 |
60.31961999999999 |
19600.0 |
¥1.18M |
|
| 2022-10-25 |
WR超卖 |
买入 |
67.29723 |
17600.0 |
¥1.18M |
|
| 2022-11-23 |
WR超买 |
卖出 |
69.62031 |
17600.0 |
¥1.22M |
|
| 2022-12-16 |
WR超卖 |
买入 |
71.55148 |
17100.0 |
¥1.22M |
|
| 2023-01-05 |
WR超买 |
卖出 |
73.07 |
17100.0 |
¥1.25M |
|
| 2023-03-28 |
WR超卖 |
买入 |
88.04795999999999 |
14200.0 |
¥1.25M |
|
| 2023-04-11 |
WR超买 |
卖出 |
97.18272 |
14200.0 |
¥1.38M |
|
| 2023-05-15 |
WR超卖 |
买入 |
95.59549999999999 |
14300.0 |
¥1.37M |
|
| 2023-06-02 |
WR超买 |
卖出 |
98.901 |
14300.0 |
¥1.41M |
|
| 2023-06-21 |
WR超卖 |
买入 |
93.68359 |
15100.0 |
¥1.42M |
|
| 2023-07-25 |
WR超买 |
卖出 |
97.39251 |
15100.0 |
¥1.47M |
|
| 2023-08-04 |
WR超卖 |
买入 |
94.07397999999999 |
15800.0 |
¥1.49M |
|
| 2023-08-07 |
WR超买 |
卖出 |
95.91399 |
15800.0 |
¥1.51M |
|
| 2023-08-21 |
WR超卖 |
买入 |
94.79469999999999 |
16000.0 |
¥1.52M |
|
| 2023-08-23 |
WR超买 |
卖出 |
99.8001 |
16000.0 |
¥1.60M |
|
| 2023-10-09 |
WR超卖 |
买入 |
96.91681999999999 |
16400.0 |
¥1.59M |
|
| 2023-10-18 |
WR超买 |
卖出 |
102.7971 |
16400.0 |
¥1.69M |
|
| 2023-10-25 |
WR超卖 |
买入 |
96.4 |
17500.0 |
¥1.69M |
|
| 2023-12-01 |
WR超买 |
卖出 |
90.98892 |
17500.0 |
¥1.59M |
|
| 2024-03-14 |
WR超卖 |
买入 |
102.11201 |
15500.0 |
¥1.58M |
|
| 2024-04-18 |
WR超买 |
卖出 |
105.65424 |
15500.0 |
¥1.64M |
|
| 2024-05-07 |
WR超卖 |
买入 |
101.04093999999999 |
16300.0 |
¥1.65M |
|
| 2024-06-04 |
WR超买 |
卖出 |
101.6982 |
16300.0 |
¥1.66M |
|
| 2024-06-18 |
WR超卖 |
买入 |
98.95885999999999 |
16700.0 |
¥1.65M |
|
| 2024-06-24 |
WR超买 |
卖出 |
102.44745 |
16700.0 |
¥1.71M |
|
| 2024-07-29 |
WR超卖 |
买入 |
105.60549999999999 |
16100.0 |
¥1.70M |
|
| 2024-08-26 |
WR超买 |
卖出 |
105.35454 |
16100.0 |
¥1.70M |
|
| 2024-09-06 |
WR超卖 |
买入 |
101.77166999999999 |
16700.0 |
¥1.70M |
|
| 2024-09-25 |
WR超买 |
卖出 |
104.88501 |
16700.0 |
¥1.75M |
|
| 2024-10-23 |
WR超卖 |
买入 |
104.48437999999999 |
16800.0 |
¥1.76M |
|
| 2024-12-05 |
WR超买 |
卖出 |
107.892 |
16800.0 |
¥1.81M |
|
| 2025-01-07 |
WR超卖 |
买入 |
111.01089999999999 |
16300.0 |
¥1.81M |
|
| 2025-02-17 |
WR超买 |
卖出 |
113.15673 |
16300.0 |
¥1.84M |
|
| 2025-02-26 |
WR超卖 |
买入 |
109.59948999999999 |
16900.0 |
¥1.85M |
|
| 2025-04-03 |
WR超买 |
卖出 |
107.1927 |
16900.0 |
¥1.81M |
|
| 2025-06-10 |
WR超卖 |
买入 |
114.43431999999999 |
15700.0 |
¥1.80M |
|
| 2025-08-25 |
WR超买 |
卖出 |
109.4904 |
15700.0 |
¥1.72M |
|
| 2025-09-02 |
WR超卖 |
买入 |
107.09698999999998 |
16100.0 |
¥1.72M |
|
| 2025-10-14 |
WR超买 |
卖出 |
106.74315 |
16100.0 |
¥1.72M |
|
| 2025-12-04 |
WR超卖 |
买入 |
106.78668 |
16100.0 |
¥1.72M |
|
| 2026-03-03 |
WR超买 |
卖出 |
95.57433 |
16100.0 |
¥1.54M |
|
| 2026-03-25 |
WR超卖 |
买入 |
93.2932 |
16300.0 |
¥1.52M |
|
| 2026-04-22 |
WR超买 |
卖出 |
96.00389999999999 |
16300.0 |
¥1.56M |
|
| 2026-05-22 |
WR超卖 |
买入 |
96.79669999999999 |
16300.0 |
¥1.58M |
|
| 2026-07-14 |
WR超买 |
卖出 |
90.93897 |
16300.0 |
¥1.48M |
|
| 2026-09-17 |
WR超卖 |
买入 |
97.06696999999998 |
15300.0 |
¥1.49M |
|
| 2026-10-13 |
WR超买 |
卖出 |
99.23067000000002 |
15300.0 |
¥1.52M |
|
| 2026-11-13 |
WR超卖 |
买入 |
98.09799999999998 |
15300.0 |
¥1.50M |
|
| 2026-11-13 |
强平 |
卖出 |
101.46 |
15300 |
¥1.55M |
回测结束强平 |