601059 信达证券 — 威廉指标超卖 回测明细
数据区间: 2023-02-01 ~ 2026-09-14 · 初始资金: ¥1,000,000 · 终值: ¥1.16M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +16.49%）
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 24 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 |
2023-02-27 |
2023-04-06 |
17.532768253 |
16.39359 |
¥-6.3万 |
-6.53% |
WR超买 |
| 2 |
2023-04-21 |
2023-06-14 |
15.70471 |
14.92506 |
¥-4.6万 |
-4.99% |
WR超买 |
| 3 |
2023-06-26 |
2023-07-20 |
14.128347232999998 |
14.4855 |
¥2.2万 |
+2.50% |
WR超买 |
| 4 |
2023-09-04 |
2023-10-25 |
18.423925519999997 |
17.652330000000003 |
¥-3.8万 |
-4.22% |
WR超买 |
| 5 |
2023-11-30 |
2023-12-12 |
18.433938523 |
21.24873 |
¥13.3万 |
+15.24% |
WR超买 |
| 6 |
2023-12-21 |
2024-01-24 |
18.634198583 |
17.882099999999998 |
¥-4.1万 |
-4.06% |
WR超买 |
| 7 |
2024-01-30 |
2024-02-27 |
15.029517502999997 |
15.58 |
¥3.3万 |
+3.63% |
WR超买 |
| 8 |
2024-03-26 |
2024-04-29 |
15.399998614 |
15.444540000000002 |
¥2,586 |
+0.26% |
WR超买 |
| 9 |
2024-05-24 |
2024-06-13 |
14.81924444 |
15.13485 |
¥2.1万 |
+2.10% |
WR超买 |
| 10 |
2024-07-01 |
2024-08-01 |
14.148373238999998 |
14.53545 |
¥2.7万 |
+2.71% |
WR超买 |
| 11 |
2024-08-15 |
2024-09-25 |
13.557606061999998 |
13.62636 |
¥4,966 |
+0.48% |
WR超买 |
| 12 |
2024-10-24 |
2024-11-05 |
15.309881587 |
15.984000000000002 |
¥4.6万 |
+4.37% |
WR超买 |
| 13 |
2024-11-22 |
2024-12-09 |
15.454635 |
15.42456 |
¥-2,464 |
-0.22% |
WR超买 |
| 14 |
2024-12-20 |
2025-02-13 |
15.289855580999996 |
14.105879999999999 |
¥-8.5万 |
-7.77% |
WR超买 |
| 15 |
2025-04-02 |
2025-05-15 |
15.950713778999999 |
15.36462 |
¥-3.7万 |
-3.70% |
WR超买 |
| 16 |
2025-05-26 |
2025-06-10 |
14.458776331999998 |
15.984 |
¥10.2万 |
+10.52% |
WR超买 |
| 17 |
2025-08-01 |
2025-08-07 |
16.311181886999996 |
18.031950000000002 |
¥11.3万 |
+10.52% |
WR超买 |
| 18 |
2025-09-24 |
2026-02-06 |
18.624185580000002 |
17.762220000000003 |
¥-5.5万 |
-4.66% |
WR超买 |
| 19 |
2026-03-03 |
2026-04-15 |
17.662937292 |
17.07291 |
¥-3.8万 |
-3.37% |
WR超买 |
| 20 |
2026-05-18 |
2026-05-20 |
16.581532967999998 |
17.16282 |
¥3.8万 |
+3.47% |
WR超买 |
| 21 |
2026-06-05 |
2026-06-26 |
16.361246902 |
16.23375 |
¥-9,147 |
-0.81% |
WR超买 |
| 22 |
2026-07-29 |
2026-08-06 |
16.150973838999995 |
16.81317 |
¥4.6万 |
+4.07% |
WR超买 |
| 23 |
2026-08-20 |
2026-08-27 |
16.301168884 |
16.64334 |
¥2.4万 |
+2.07% |
WR超买 |
| 24 |
2026-09-09 |
2026-09-14 |
15.980752788000002 |
15.56 |
¥-3.1万 |
-2.66% |
强平 |
逐笔成交记录（共 48 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-02-27 |
WR超卖 |
买入 |
17.52751 |
55400.0 |
¥97.1万 |
|
| 2023-04-06 |
WR超买 |
卖出 |
16.39359 |
55400.0 |
¥90.8万 |
|
| 2023-04-21 |
WR超卖 |
买入 |
15.7 |
59100.0 |
¥92.8万 |
|
| 2023-06-14 |
WR超买 |
卖出 |
14.92506 |
59100.0 |
¥88.2万 |
|
| 2023-06-26 |
WR超卖 |
买入 |
14.124109999999998 |
62000.0 |
¥87.6万 |
|
| 2023-07-20 |
WR超买 |
卖出 |
14.4855 |
62000.0 |
¥89.8万 |
|
| 2023-09-04 |
WR超卖 |
买入 |
18.418399999999995 |
49300.0 |
¥90.8万 |
|
| 2023-10-25 |
WR超买 |
卖出 |
17.652330000000003 |
49300.0 |
¥87.0万 |
|
| 2023-11-30 |
WR超卖 |
买入 |
18.42841 |
47300.0 |
¥87.2万 |
|
| 2023-12-12 |
WR超买 |
卖出 |
21.24873 |
47300.0 |
¥1.00M |
|
| 2023-12-21 |
WR超卖 |
买入 |
18.62861 |
53900.0 |
¥1.00M |
|
| 2024-01-24 |
WR超买 |
卖出 |
17.882099999999998 |
53900.0 |
¥96.4万 |
|
| 2024-01-30 |
WR超卖 |
买入 |
15.025009999999998 |
60200.0 |
¥90.5万 |
|
| 2024-02-27 |
WR超买 |
卖出 |
15.58 |
60200.0 |
¥93.8万 |
|
| 2024-03-26 |
WR超卖 |
买入 |
15.39538 |
64800.0 |
¥99.8万 |
|
| 2024-04-29 |
WR超买 |
卖出 |
15.444540000000002 |
64800.0 |
¥1.00M |
|
| 2024-05-24 |
WR超卖 |
买入 |
14.8148 |
67200.0 |
¥99.6万 |
|
| 2024-06-13 |
WR超买 |
卖出 |
15.13485 |
67200.0 |
¥1.02M |
|
| 2024-07-01 |
WR超卖 |
买入 |
14.144129999999999 |
71600.0 |
¥1.01M |
|
| 2024-08-01 |
WR超买 |
卖出 |
14.53545 |
71600.0 |
¥1.04M |
|
| 2024-08-15 |
WR超卖 |
买入 |
13.553539999999998 |
76800.0 |
¥1.04M |
|
| 2024-09-25 |
WR超买 |
卖出 |
13.62636 |
76800.0 |
¥1.05M |
|
| 2024-10-24 |
WR超卖 |
买入 |
15.305289999999998 |
68400.0 |
¥1.05M |
|
| 2024-11-05 |
WR超买 |
卖出 |
15.984000000000002 |
68400.0 |
¥1.09M |
|
| 2024-11-22 |
WR超卖 |
买入 |
15.45 |
71000.0 |
¥1.10M |
|
| 2024-12-09 |
WR超买 |
卖出 |
15.42456 |
71000.0 |
¥1.09M |
|
| 2024-12-20 |
WR超卖 |
买入 |
15.285269999999995 |
71700.0 |
¥1.10M |
|
| 2025-02-13 |
WR超买 |
卖出 |
14.105879999999999 |
71700.0 |
¥1.01M |
|
| 2025-04-02 |
WR超卖 |
买入 |
15.945929999999999 |
63000.0 |
¥1.00M |
|
| 2025-05-15 |
WR超买 |
卖出 |
15.36462 |
63000.0 |
¥96.8万 |
|
| 2025-05-26 |
WR超卖 |
买入 |
14.454439999999998 |
67000.0 |
¥96.9万 |
|
| 2025-06-10 |
WR超买 |
卖出 |
15.984 |
67000.0 |
¥1.07M |
|
| 2025-08-01 |
WR超卖 |
买入 |
16.306289999999997 |
65700.0 |
¥1.07M |
|
| 2025-08-07 |
WR超买 |
卖出 |
18.031950000000002 |
65700.0 |
¥1.18M |
|
| 2025-09-24 |
WR超卖 |
买入 |
18.6186 |
63500.0 |
¥1.18M |
|
| 2026-02-06 |
WR超买 |
卖出 |
17.762220000000003 |
63500.0 |
¥1.13M |
|
| 2026-03-03 |
WR超卖 |
买入 |
17.657639999999997 |
64200.0 |
¥1.13M |
|
| 2026-04-15 |
WR超买 |
卖出 |
17.07291 |
64200.0 |
¥1.10M |
|
| 2026-05-18 |
WR超卖 |
买入 |
16.576559999999997 |
65800.0 |
¥1.09M |
|
| 2026-05-20 |
WR超买 |
卖出 |
17.16282 |
65800.0 |
¥1.13M |
|
| 2026-06-05 |
WR超卖 |
买入 |
16.35634 |
69100.0 |
¥1.13M |
|
| 2026-06-26 |
WR超买 |
卖出 |
16.23375 |
69100.0 |
¥1.12M |
|
| 2026-07-29 |
WR超卖 |
买入 |
16.146129999999996 |
69600.0 |
¥1.12M |
|
| 2026-08-06 |
WR超买 |
卖出 |
16.81317 |
69600.0 |
¥1.17M |
|
| 2026-08-20 |
WR超卖 |
买入 |
16.29628 |
71600.0 |
¥1.17M |
|
| 2026-08-27 |
WR超买 |
卖出 |
16.64334 |
71600.0 |
¥1.19M |
|
| 2026-09-09 |
WR超卖 |
买入 |
15.97596 |
72600.0 |
¥1.16M |
|
| 2026-09-14 |
强平 |
卖出 |
15.56 |
72600 |
¥1.13M |
回测结束强平 |