601066 中信建投 — 威廉指标超卖 回测明细
数据区间: 2018-06-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.42M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +42.00%）
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 50 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 |
2018-07-12 |
2018-07-25 |
9.231988765999999 |
10.06992 |
¥8.9万 |
+9.04% |
WR超买 |
| 2 |
2018-08-03 |
2018-10-24 |
9.021715702999998 |
7.8621300000000005 |
¥-13.8万 |
-12.88% |
WR超买 |
| 3 |
2018-12-25 |
2019-01-09 |
9.021715702999998 |
10.55943 |
¥15.6万 |
+17.01% |
WR超买 |
| 4 |
2019-03-25 |
2019-04-24 |
23.961116178999998 |
26.48349 |
¥11.3万 |
+10.49% |
WR超买 |
| 5 |
2019-05-06 |
2019-05-24 |
21.848372546 |
22.0 |
¥7,541 |
+0.66% |
WR超买 |
| 6 |
2019-06-11 |
2019-06-24 |
20.556695159 |
25.324650000000005 |
¥27.9万 |
+23.16% |
WR超买 |
| 7 |
2019-07-05 |
2019-08-22 |
21.057345308999995 |
19.22076 |
¥-13.1万 |
-8.75% |
WR超买 |
| 8 |
2019-09-30 |
2019-10-14 |
23.049932906 |
25.75422 |
¥16.0万 |
+11.70% |
WR超买 |
| 9 |
2019-10-21 |
2019-11-06 |
22.529256749999995 |
23.2767 |
¥5.0万 |
+3.29% |
WR超买 |
| 10 |
2019-11-18 |
2019-12-16 |
22.0286066 |
25.84413 |
¥27.1万 |
+17.29% |
WR超买 |
| 11 |
2020-02-04 |
2020-02-21 |
27.595836267999996 |
34.95501 |
¥44.5万 |
+26.63% |
WR超买 |
| 12 |
2020-03-23 |
2020-04-15 |
30.089074014999998 |
31.977989999999995 |
¥13.8万 |
+6.25% |
WR超买 |
| 13 |
2020-05-22 |
2020-06-10 |
33.373338999 |
33.71625 |
¥2.4万 |
+1.00% |
WR超买 |
| 14 |
2020-07-27 |
2020-08-07 |
45.87957974599999 |
49.99995 |
¥22.0万 |
+8.95% |
WR超买 |
| 15 |
2020-08-28 |
2020-09-21 |
51.496874429 |
54.49545 |
¥15.4万 |
+5.79% |
WR超买 |
| 16 |
2020-10-15 |
2021-01-07 |
49.99492397899999 |
43.436519999999994 |
¥-37.2万 |
-13.14% |
WR超买 |
| 17 |
2021-01-21 |
2021-05-18 |
41.624053470999996 |
30.1698 |
¥-67.9万 |
-27.54% |
WR超买 |
| 18 |
2021-06-15 |
2021-07-23 |
30.840049239999995 |
29.3706 |
¥-8.5万 |
-4.79% |
WR超买 |
| 19 |
2021-07-27 |
2021-08-17 |
28.036408399999996 |
27.54 |
¥-3.1万 |
-1.80% |
WR超买 |
| 20 |
2021-08-30 |
2021-09-02 |
26.995056088 |
29.97999 |
¥18.4万 |
+11.02% |
WR超买 |
| 21 |
2021-10-12 |
2021-11-12 |
29.638488879999997 |
29.41056 |
¥-1.5万 |
-0.80% |
WR超买 |
| 22 |
2021-11-29 |
2021-12-09 |
28.026395396999995 |
29.7 |
¥10.8万 |
+5.94% |
WR超买 |
| 23 |
2021-12-24 |
2022-02-22 |
29.528345846999994 |
26.693279999999998 |
¥-18.8万 |
-9.63% |
WR超买 |
| 24 |
2022-03-01 |
2022-04-15 |
25.733417709999998 |
23.7762 |
¥-13.4万 |
-7.63% |
WR超买 |
| 25 |
2022-04-22 |
2022-06-13 |
22.729516809999996 |
23.44653 |
¥5.0万 |
+3.12% |
WR超买 |
| 26 |
2022-07-13 |
2022-08-12 |
26.864887048999996 |
26.873099999999994 |
¥9 |
+0.00% |
WR超买 |
| 27 |
2022-08-31 |
2022-09-06 |
25.603248671 |
27.29268 |
¥11.0万 |
+6.57% |
WR超买 |
| 28 |
2022-09-19 |
2022-11-02 |
24.992455487999997 |
24.49548 |
¥-3.6万 |
-2.02% |
WR超买 |
| 29 |
2022-11-23 |
2022-12-07 |
24.692065397999997 |
25.72425 |
¥7.2万 |
+4.15% |
WR超买 |
| 30 |
2022-12-20 |
2023-01-10 |
24.091285217999996 |
24.93504 |
¥6.3万 |
+3.47% |
WR超买 |
| 31 |
2023-02-13 |
2023-03-06 |
26.594535967999995 |
27.0729 |
¥3.3万 |
+1.77% |
WR超买 |
| 32 |
2023-03-10 |
2023-03-28 |
25.763456718999997 |
26.41356 |
¥4.8万 |
+2.49% |
WR超买 |
| 33 |
2023-04-24 |
2023-05-09 |
24.772169421999997 |
26.873099999999994 |
¥16.6万 |
+8.45% |
WR超买 |
| 34 |
2023-05-25 |
2023-07-03 |
25.543170653000004 |
24.13 |
¥-11.8万 |
-5.56% |
WR超买 |
| 35 |
2023-08-22 |
2023-11-07 |
26.113911823999995 |
25.974 |
¥-1.1万 |
-0.57% |
WR超买 |
| 36 |
2023-11-29 |
2024-01-25 |
25.863586748999996 |
22.5774 |
¥-25.5万 |
-12.73% |
WR超买 |
| 37 |
2024-03-15 |
2024-03-19 |
22.809620833999997 |
23.49648 |
¥5.2万 |
+2.98% |
WR超买 |
| 38 |
2024-03-25 |
2024-04-29 |
22.356705 |
22.53744 |
¥1.4万 |
+0.78% |
WR超买 |
| 39 |
2024-05-24 |
2024-06-19 |
21.788294527999998 |
21.558419999999998 |
¥-2.0万 |
-1.08% |
WR超买 |
| 40 |
2024-06-25 |
2024-07-22 |
20.176201044999996 |
19.77021 |
¥-3.7万 |
-2.04% |
WR超买 |
| 41 |
2024-08-21 |
2024-09-20 |
19.275030775 |
19.63035 |
¥3.2万 |
+1.81% |
WR超买 |
| 42 |
2024-10-28 |
2024-11-07 |
25.963716779 |
28.071900000000003 |
¥14.4万 |
+8.09% |
WR超买 |
| 43 |
2024-11-26 |
2025-02-10 |
26.474379931999998 |
24.76521 |
¥-12.5万 |
-6.48% |
WR超买 |
| 44 |
2025-03-03 |
2025-05-13 |
24.571909361999996 |
24.10587 |
¥-3.5万 |
-1.93% |
WR超买 |
| 45 |
2025-05-23 |
2025-06-06 |
23.410401013999998 |
23.65632 |
¥1.8万 |
+1.02% |
WR超买 |
| 46 |
2025-06-23 |
2025-06-26 |
22.939789872999995 |
24.575400000000002 |
¥12.6万 |
+7.10% |
WR超买 |
| 47 |
2025-09-05 |
2025-10-30 |
26.734718009999998 |
27.10287 |
¥2.6万 |
+1.35% |
WR超买 |
| 48 |
2025-11-04 |
2025-12-08 |
25.933677769999992 |
25.974 |
¥2,430 |
+0.13% |
WR超买 |
| 49 |
2026-01-09 |
2026-05-07 |
26.153963836 |
23.38659 |
¥-20.6万 |
-10.61% |
WR超买 |
| 50 |
2026-07-13 |
2026-11-13 |
26.93497807 |
21.86 |
¥-32.4万 |
-18.87% |
强平 |
逐笔成交记录（共 100 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-07-12 |
WR超卖 |
买入 |
9.22922 |
106700.0 |
¥98.5万 |
|
| 2018-07-25 |
WR超买 |
卖出 |
10.06992 |
106700.0 |
¥1.07M |
|
| 2018-08-03 |
WR超卖 |
买入 |
9.019009999999998 |
119100.0 |
¥1.07M |
|
| 2018-10-24 |
WR超买 |
卖出 |
7.8621300000000005 |
119100.0 |
¥93.6万 |
|
| 2018-12-25 |
WR超卖 |
买入 |
9.019009999999998 |
101600.0 |
¥91.7万 |
|
| 2019-01-09 |
WR超买 |
卖出 |
10.55943 |
101600.0 |
¥1.07M |
|
| 2019-03-25 |
WR超卖 |
买入 |
23.953929999999996 |
45000.0 |
¥1.08M |
|
| 2019-04-24 |
WR超买 |
卖出 |
26.48349 |
45000.0 |
¥1.19M |
|
| 2019-05-06 |
WR超卖 |
买入 |
21.84182 |
52000.0 |
¥1.14M |
|
| 2019-05-24 |
WR超买 |
卖出 |
22.0 |
52000.0 |
¥1.14M |
|
| 2019-06-11 |
WR超卖 |
买入 |
20.55053 |
58600.0 |
¥1.20M |
|
| 2019-06-24 |
WR超买 |
卖出 |
25.324650000000005 |
58600.0 |
¥1.48M |
|
| 2019-07-05 |
WR超卖 |
买入 |
21.051029999999997 |
71100.0 |
¥1.50M |
|
| 2019-08-22 |
WR超买 |
卖出 |
19.22076 |
71100.0 |
¥1.37M |
|
| 2019-09-30 |
WR超卖 |
买入 |
23.04302 |
59500.0 |
¥1.37M |
|
| 2019-10-14 |
WR超买 |
卖出 |
25.75422 |
59500.0 |
¥1.53M |
|
| 2019-10-21 |
WR超卖 |
买入 |
22.522499999999997 |
67800.0 |
¥1.53M |
|
| 2019-11-06 |
WR超买 |
卖出 |
23.2767 |
67800.0 |
¥1.58M |
|
| 2019-11-18 |
WR超卖 |
买入 |
22.022 |
71200.0 |
¥1.57M |
|
| 2019-12-16 |
WR超买 |
卖出 |
25.84413 |
71200.0 |
¥1.84M |
|
| 2020-02-04 |
WR超卖 |
买入 |
27.587559999999996 |
60600.0 |
¥1.67M |
|
| 2020-02-21 |
WR超买 |
卖出 |
34.95501 |
60600.0 |
¥2.12M |
|
| 2020-03-23 |
WR超卖 |
买入 |
30.080049999999996 |
73500.0 |
¥2.21M |
|
| 2020-04-15 |
WR超买 |
卖出 |
31.977989999999995 |
73500.0 |
¥2.35M |
|
| 2020-05-22 |
WR超卖 |
买入 |
33.36333 |
72500.0 |
¥2.42M |
|
| 2020-06-10 |
WR超买 |
卖出 |
33.71625 |
72500.0 |
¥2.44M |
|
| 2020-07-27 |
WR超卖 |
买入 |
45.86581999999999 |
53600.0 |
¥2.46M |
|
| 2020-08-07 |
WR超买 |
卖出 |
49.99995 |
53600.0 |
¥2.68M |
|
| 2020-08-28 |
WR超卖 |
买入 |
51.48143 |
51800.0 |
¥2.67M |
|
| 2020-09-21 |
WR超买 |
卖出 |
54.49545 |
51800.0 |
¥2.82M |
|
| 2020-10-15 |
WR超卖 |
买入 |
49.979929999999996 |
56600.0 |
¥2.83M |
|
| 2021-01-07 |
WR超买 |
卖出 |
43.436519999999994 |
56600.0 |
¥2.46M |
|
| 2021-01-21 |
WR超卖 |
买入 |
41.61156999999999 |
59200.0 |
¥2.46M |
|
| 2021-05-18 |
WR超买 |
卖出 |
30.1698 |
59200.0 |
¥1.79M |
|
| 2021-06-15 |
WR超卖 |
买入 |
30.830799999999996 |
57600.0 |
¥1.78M |
|
| 2021-07-23 |
WR超买 |
卖出 |
29.3706 |
57600.0 |
¥1.69M |
|
| 2021-07-27 |
WR超卖 |
买入 |
28.028 |
60600.0 |
¥1.70M |
|
| 2021-08-17 |
WR超买 |
卖出 |
27.54 |
60600.0 |
¥1.67M |
|
| 2021-08-30 |
WR超卖 |
买入 |
26.986959999999996 |
61700.0 |
¥1.67M |
|
| 2021-09-02 |
WR超买 |
卖出 |
29.97999 |
61700.0 |
¥1.85M |
|
| 2021-10-12 |
WR超卖 |
买入 |
29.6296 |
61900.0 |
¥1.83M |
|
| 2021-11-12 |
WR超买 |
卖出 |
29.41056 |
61900.0 |
¥1.82M |
|
| 2021-11-29 |
WR超卖 |
买入 |
28.017989999999994 |
64900.0 |
¥1.82M |
|
| 2021-12-09 |
WR超买 |
卖出 |
29.7 |
64900.0 |
¥1.93M |
|
| 2021-12-24 |
WR超卖 |
买入 |
29.519489999999994 |
66000.0 |
¥1.95M |
|
| 2022-02-22 |
WR超买 |
卖出 |
26.693279999999998 |
66000.0 |
¥1.76M |
|
| 2022-03-01 |
WR超卖 |
买入 |
25.725699999999996 |
68300.0 |
¥1.76M |
|
| 2022-04-15 |
WR超买 |
卖出 |
23.7762 |
68300.0 |
¥1.62M |
|
| 2022-04-22 |
WR超卖 |
买入 |
22.722699999999996 |
70800.0 |
¥1.61M |
|
| 2022-06-13 |
WR超买 |
卖出 |
23.44653 |
70800.0 |
¥1.66M |
|
| 2022-07-13 |
WR超卖 |
买入 |
26.856829999999995 |
62000.0 |
¥1.67M |
|
| 2022-08-12 |
WR超买 |
卖出 |
26.873099999999994 |
62000.0 |
¥1.67M |
|
| 2022-08-31 |
WR超卖 |
买入 |
25.59557 |
65300.0 |
¥1.67M |
|
| 2022-09-06 |
WR超买 |
卖出 |
27.29268 |
65300.0 |
¥1.78M |
|
| 2022-09-19 |
WR超卖 |
买入 |
24.984959999999997 |
71300.0 |
¥1.78M |
|
| 2022-11-02 |
WR超买 |
卖出 |
24.49548 |
71300.0 |
¥1.75M |
|
| 2022-11-23 |
WR超卖 |
买入 |
24.684659999999997 |
70700.0 |
¥1.75M |
|
| 2022-12-07 |
WR超买 |
卖出 |
25.72425 |
70700.0 |
¥1.82M |
|
| 2022-12-20 |
WR超卖 |
买入 |
24.084059999999997 |
75700.0 |
¥1.82M |
|
| 2023-01-10 |
WR超买 |
卖出 |
24.93504 |
75700.0 |
¥1.89M |
|
| 2023-02-13 |
WR超卖 |
买入 |
26.586559999999995 |
70400.0 |
¥1.87M |
|
| 2023-03-06 |
WR超买 |
卖出 |
27.0729 |
70400.0 |
¥1.91M |
|
| 2023-03-10 |
WR超卖 |
买入 |
25.755729999999996 |
74000.0 |
¥1.91M |
|
| 2023-03-28 |
WR超买 |
卖出 |
26.41356 |
74000.0 |
¥1.95M |
|
| 2023-04-24 |
WR超卖 |
买入 |
24.764739999999996 |
79300.0 |
¥1.96M |
|
| 2023-05-09 |
WR超买 |
卖出 |
26.873099999999994 |
79300.0 |
¥2.13M |
|
| 2023-05-25 |
WR超卖 |
买入 |
25.535510000000002 |
82900.0 |
¥2.12M |
|
| 2023-07-03 |
WR超买 |
卖出 |
24.13 |
82900.0 |
¥2.00M |
|
| 2023-08-22 |
WR超卖 |
买入 |
26.106079999999995 |
76900.0 |
¥2.01M |
|
| 2023-11-07 |
WR超买 |
卖出 |
25.974 |
76900.0 |
¥2.00M |
|
| 2023-11-29 |
WR超卖 |
买入 |
25.855829999999994 |
77400.0 |
¥2.00M |
|
| 2024-01-25 |
WR超买 |
卖出 |
22.5774 |
77400.0 |
¥1.75M |
|
| 2024-03-15 |
WR超卖 |
买入 |
22.80278 |
76200.0 |
¥1.74M |
|
| 2024-03-19 |
WR超买 |
卖出 |
23.49648 |
76200.0 |
¥1.79M |
|
| 2024-03-25 |
WR超卖 |
买入 |
22.35 |
79200.0 |
¥1.77M |
|
| 2024-04-29 |
WR超买 |
卖出 |
22.53744 |
79200.0 |
¥1.78M |
|
| 2024-05-24 |
WR超卖 |
买入 |
21.78176 |
82900.0 |
¥1.81M |
|
| 2024-06-19 |
WR超买 |
卖出 |
21.558419999999998 |
82900.0 |
¥1.79M |
|
| 2024-06-25 |
WR超卖 |
买入 |
20.170149999999996 |
88800.0 |
¥1.79M |
|
| 2024-07-22 |
WR超买 |
卖出 |
19.77021 |
88800.0 |
¥1.76M |
|
| 2024-08-21 |
WR超卖 |
买入 |
19.26925 |
91100.0 |
¥1.76M |
|
| 2024-09-20 |
WR超买 |
卖出 |
19.63035 |
91100.0 |
¥1.79M |
|
| 2024-10-28 |
WR超卖 |
买入 |
25.95593 |
68800.0 |
¥1.79M |
|
| 2024-11-07 |
WR超买 |
卖出 |
28.071900000000003 |
68800.0 |
¥1.93M |
|
| 2024-11-26 |
WR超卖 |
买入 |
26.46644 |
72900.0 |
¥1.93M |
|
| 2025-02-10 |
WR超买 |
卖出 |
24.76521 |
72900.0 |
¥1.80M |
|
| 2025-03-03 |
WR超卖 |
买入 |
24.564539999999997 |
73500.0 |
¥1.81M |
|
| 2025-05-13 |
WR超买 |
卖出 |
24.10587 |
73500.0 |
¥1.77M |
|
| 2025-05-23 |
WR超卖 |
买入 |
23.403379999999995 |
75600.0 |
¥1.77M |
|
| 2025-06-06 |
WR超买 |
卖出 |
23.65632 |
75600.0 |
¥1.79M |
|
| 2025-06-23 |
WR超卖 |
买入 |
22.932909999999996 |
77600.0 |
¥1.78M |
|
| 2025-06-26 |
WR超买 |
卖出 |
24.575400000000002 |
77600.0 |
¥1.91M |
|
| 2025-09-05 |
WR超卖 |
买入 |
26.726699999999997 |
71700.0 |
¥1.92M |
|
| 2025-10-30 |
WR超买 |
卖出 |
27.10287 |
71700.0 |
¥1.94M |
|
| 2025-11-04 |
WR超卖 |
买入 |
25.925899999999995 |
74700.0 |
¥1.94M |
|
| 2025-12-08 |
WR超买 |
卖出 |
25.974 |
74700.0 |
¥1.94M |
|
| 2026-01-09 |
WR超卖 |
买入 |
26.14612 |
74100.0 |
¥1.94M |
|
| 2026-05-07 |
WR超买 |
卖出 |
23.38659 |
74100.0 |
¥1.73M |
|
| 2026-07-13 |
WR超卖 |
买入 |
26.926899999999996 |
63700.0 |
¥1.72M |
|
| 2026-11-13 |
强平 |
卖出 |
21.86 |
63700 |
¥1.39M |
回测结束强平 |