601077 渝农商行 — 威廉指标超卖 回测明细
数据区间: 2019-10-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥94.6万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -5.40%）
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 |
2019-11-20 |
2020-02-21 |
7.029128105999998 |
6.02397 |
¥-14.3万 |
-14.33% |
WR超买 |
| 2 |
2020-03-13 |
2020-06-03 |
5.627307686 |
4.94505 |
¥-10.1万 |
-12.15% |
WR超买 |
| 3 |
2020-06-22 |
2020-07-06 |
4.756176425 |
5.3 |
¥8.6万 |
+11.40% |
WR超买 |
| 4 |
2020-07-24 |
2020-08-18 |
5.266839577999999 |
5.48451 |
¥3.4万 |
+4.10% |
WR超买 |
| 5 |
2020-08-26 |
2020-11-24 |
5.266839578 |
4.53546 |
¥-12.2万 |
-13.91% |
WR超买 |
| 6 |
2020-12-15 |
2021-02-26 |
4.5413619999999995 |
4.255739999999999 |
¥-4.7万 |
-6.32% |
WR超买 |
| 7 |
2021-04-01 |
2021-05-07 |
4.235500268999999 |
4.16583 |
¥-1.2万 |
-1.67% |
WR超买 |
| 8 |
2021-06-30 |
2021-08-17 |
4.005201199999999 |
3.84615 |
¥-2.8万 |
-4.00% |
WR超买 |
| 9 |
2021-09-27 |
2021-11-24 |
3.885045164 |
3.83616 |
¥-8,571 |
-1.29% |
WR超买 |
| 10 |
2021-12-21 |
2022-01-05 |
3.814954143 |
3.86613 |
¥8,613 |
+1.31% |
WR超买 |
| 11 |
2022-01-27 |
2022-02-09 |
3.895058167 |
4.01598 |
¥2.0万 |
+3.07% |
WR超买 |
| 12 |
2022-02-28 |
2022-03-30 |
3.9150841729999994 |
3.8661299999999996 |
¥-8,800 |
-1.28% |
WR超买 |
| 13 |
2022-04-22 |
2022-06-07 |
3.8750321609999996 |
3.8661299999999996 |
¥-1,758 |
-0.26% |
WR超买 |
| 14 |
2022-07-01 |
2022-08-31 |
3.70481111 |
3.57642 |
¥-2.4万 |
-3.49% |
WR超买 |
| 15 |
2022-09-30 |
2022-10-13 |
3.5746420709999995 |
3.64635 |
¥1.3万 |
+1.98% |
WR超买 |
| 16 |
2022-10-25 |
2022-11-14 |
3.524577055999999 |
3.5264699999999998 |
¥158 |
+0.02% |
WR超买 |
| 17 |
2022-12-20 |
2023-01-19 |
3.5446030619999993 |
3.56643 |
¥3,902 |
+0.59% |
WR超买 |
| 18 |
2023-02-17 |
2023-02-21 |
3.581074 |
3.6 |
¥3,346 |
+0.50% |
WR超买 |
| 19 |
2023-03-29 |
2023-04-14 |
3.6310890000000002 |
3.6963000000000004 |
¥1.2万 |
+1.77% |
WR超买 |
| 20 |
2023-05-25 |
2023-07-20 |
3.9511849999999997 |
3.6863099999999998 |
¥-4.6万 |
-6.73% |
WR超买 |
| 21 |
2023-08-18 |
2023-09-15 |
3.8049411399999995 |
3.96603 |
¥2.7万 |
+4.20% |
WR超买 |
| 22 |
2023-11-06 |
2023-11-28 |
4.125357235999999 |
4.05594 |
¥-1.1万 |
-1.71% |
WR超买 |
| 23 |
2024-01-02 |
2024-01-04 |
4.085305223999999 |
4.17582 |
¥1.4万 |
+2.18% |
WR超买 |
| 24 |
2024-01-23 |
2024-01-29 |
4.091227 |
4.305689999999999 |
¥3.5万 |
+5.21% |
WR超买 |
| 25 |
2024-03-14 |
2024-03-27 |
4.415734323 |
4.6953000000000005 |
¥4.4万 |
+6.30% |
WR超买 |
| 26 |
2024-04-24 |
2024-05-13 |
4.555916365 |
4.6953000000000005 |
¥2.3万 |
+3.03% |
WR超买 |
| 27 |
2024-06-14 |
2024-06-26 |
4.906371469999999 |
5.04495 |
¥2.1万 |
+2.79% |
WR超买 |
| 28 |
2024-08-07 |
2024-08-20 |
5.016514503 |
5.30469 |
¥4.5万 |
+5.71% |
WR超买 |
| 29 |
2024-09-02 |
2024-09-25 |
4.996488497 |
5.16483 |
¥2.8万 |
+3.34% |
WR超买 |
| 30 |
2024-11-11 |
2024-12-06 |
5.567229667999999 |
5.754239999999999 |
¥2.9万 |
+3.33% |
WR超买 |
| 31 |
2025-02-11 |
2025-03-20 |
5.857606754999999 |
5.84415 |
¥-2,324 |
-0.26% |
WR超买 |
| 32 |
2025-06-18 |
2025-09-03 |
7.139271138999999 |
6.6933 |
¥-5.6万 |
-6.27% |
WR超买 |
| 33 |
2025-09-22 |
2025-10-14 |
6.258126875 |
6.6833100000000005 |
¥5.6万 |
+6.76% |
WR超买 |
| 34 |
2025-11-19 |
2026-01-09 |
6.678673000999999 |
6.4935 |
¥-2.5万 |
-2.80% |
WR超买 |
| 35 |
2026-01-20 |
2026-02-06 |
6.1479838419999995 |
6.553439999999999 |
¥5.7万 |
+6.56% |
WR超买 |
| 36 |
2026-05-12 |
2026-06-10 |
7.0091021 |
6.92307 |
¥-1.2万 |
-1.26% |
WR超买 |
| 37 |
2026-06-18 |
2026-07-14 |
6.5319590000000005 |
6.54345 |
¥1,325 |
+0.15% |
WR超买 |
| 38 |
2026-08-05 |
2026-08-20 |
6.5084519499999995 |
6.71328 |
¥2.9万 |
+3.12% |
WR超买 |
| 39 |
2026-09-08 |
2026-10-09 |
6.718725012999999 |
6.7332600000000005 |
¥1,750 |
+0.19% |
WR超买 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-11-20 |
WR超卖 |
买入 |
7.0270199999999985 |
141700.0 |
¥99.6万 |
|
| 2020-02-21 |
WR超买 |
卖出 |
6.02397 |
141700.0 |
¥85.3万 |
|
| 2020-03-13 |
WR超卖 |
买入 |
5.62562 |
147300.0 |
¥82.9万 |
|
| 2020-06-03 |
WR超买 |
卖出 |
4.94505 |
147300.0 |
¥72.8万 |
|
| 2020-06-22 |
WR超卖 |
买入 |
4.75475 |
159000.0 |
¥75.6万 |
|
| 2020-07-06 |
WR超买 |
卖出 |
5.3 |
159000.0 |
¥84.2万 |
|
| 2020-07-24 |
WR超卖 |
买入 |
5.26526 |
159700.0 |
¥84.1万 |
|
| 2020-08-18 |
WR超买 |
卖出 |
5.48451 |
159700.0 |
¥87.6万 |
|
| 2020-08-26 |
WR超卖 |
买入 |
5.26526 |
165900.0 |
¥87.4万 |
|
| 2020-11-24 |
WR超买 |
卖出 |
4.53546 |
165900.0 |
¥75.2万 |
|
| 2020-12-15 |
WR超卖 |
买入 |
4.54 |
165500.0 |
¥75.2万 |
|
| 2021-02-26 |
WR超买 |
卖出 |
4.255739999999999 |
165500.0 |
¥70.4万 |
|
| 2021-04-01 |
WR超卖 |
买入 |
4.23423 |
166400.0 |
¥70.5万 |
|
| 2021-05-07 |
WR超买 |
卖出 |
4.16583 |
166400.0 |
¥69.3万 |
|
| 2021-06-30 |
WR超卖 |
买入 |
4.004 |
173500.0 |
¥69.5万 |
|
| 2021-08-17 |
WR超买 |
卖出 |
3.84615 |
173500.0 |
¥66.7万 |
|
| 2021-09-27 |
WR超卖 |
买入 |
3.88388 |
171300.0 |
¥66.6万 |
|
| 2021-11-24 |
WR超买 |
卖出 |
3.83616 |
171300.0 |
¥65.7万 |
|
| 2021-12-21 |
WR超卖 |
买入 |
3.8138099999999997 |
172200.0 |
¥65.7万 |
|
| 2022-01-05 |
WR超买 |
卖出 |
3.86613 |
172200.0 |
¥66.6万 |
|
| 2022-01-27 |
WR超卖 |
买入 |
3.89389 |
170900.0 |
¥66.6万 |
|
| 2022-02-09 |
WR超买 |
卖出 |
4.01598 |
170900.0 |
¥68.6万 |
|
| 2022-02-28 |
WR超卖 |
买入 |
3.9139099999999996 |
175600.0 |
¥68.7万 |
|
| 2022-03-30 |
WR超买 |
卖出 |
3.8661299999999996 |
175600.0 |
¥67.9万 |
|
| 2022-04-22 |
WR超卖 |
买入 |
3.8738699999999997 |
174700.0 |
¥67.7万 |
|
| 2022-06-07 |
WR超买 |
卖出 |
3.8661299999999996 |
174700.0 |
¥67.5万 |
|
| 2022-07-01 |
WR超卖 |
买入 |
3.7037 |
182800.0 |
¥67.7万 |
|
| 2022-08-31 |
WR超买 |
卖出 |
3.57642 |
182800.0 |
¥65.4万 |
|
| 2022-09-30 |
WR超卖 |
买入 |
3.5735699999999997 |
182800.0 |
¥65.3万 |
|
| 2022-10-13 |
WR超买 |
卖出 |
3.64635 |
182800.0 |
¥66.6万 |
|
| 2022-10-25 |
WR超卖 |
买入 |
3.523519999999999 |
189100.0 |
¥66.6万 |
|
| 2022-11-14 |
WR超买 |
卖出 |
3.5264699999999998 |
189100.0 |
¥66.7万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
3.5435399999999997 |
188000.0 |
¥66.6万 |
|
| 2023-01-19 |
WR超买 |
卖出 |
3.56643 |
188000.0 |
¥67.0万 |
|
| 2023-02-17 |
WR超卖 |
买入 |
3.58 |
187500.0 |
¥67.1万 |
|
| 2023-02-21 |
WR超买 |
卖出 |
3.6 |
187500.0 |
¥67.5万 |
|
| 2023-03-29 |
WR超卖 |
买入 |
3.63 |
185900.0 |
¥67.5万 |
|
| 2023-04-14 |
WR超买 |
卖出 |
3.6963000000000004 |
185900.0 |
¥68.7万 |
|
| 2023-05-25 |
WR超卖 |
买入 |
3.95 |
173800.0 |
¥68.7万 |
|
| 2023-07-20 |
WR超买 |
卖出 |
3.6863099999999998 |
173800.0 |
¥64.0万 |
|
| 2023-08-18 |
WR超卖 |
买入 |
3.8037999999999994 |
167600.0 |
¥63.8万 |
|
| 2023-09-15 |
WR超买 |
卖出 |
3.96603 |
167600.0 |
¥66.5万 |
|
| 2023-11-06 |
WR超卖 |
买入 |
4.12412 |
161100.0 |
¥66.5万 |
|
| 2023-11-28 |
WR超买 |
卖出 |
4.05594 |
161100.0 |
¥65.3万 |
|
| 2024-01-02 |
WR超卖 |
买入 |
4.084079999999999 |
160300.0 |
¥65.5万 |
|
| 2024-01-04 |
WR超买 |
卖出 |
4.17582 |
160300.0 |
¥66.9万 |
|
| 2024-01-23 |
WR超卖 |
买入 |
4.09 |
163800.0 |
¥67.0万 |
|
| 2024-01-29 |
WR超买 |
卖出 |
4.305689999999999 |
163800.0 |
¥70.5万 |
|
| 2024-03-14 |
WR超卖 |
买入 |
4.414409999999999 |
159400.0 |
¥70.4万 |
|
| 2024-03-27 |
WR超买 |
卖出 |
4.6953000000000005 |
159400.0 |
¥74.8万 |
|
| 2024-04-24 |
WR超卖 |
买入 |
4.554549999999999 |
164200.0 |
¥74.8万 |
|
| 2024-05-13 |
WR超买 |
卖出 |
4.6953000000000005 |
164200.0 |
¥77.1万 |
|
| 2024-06-14 |
WR超卖 |
买入 |
4.9049 |
156100.0 |
¥76.6万 |
|
| 2024-06-26 |
WR超买 |
卖出 |
5.04495 |
156100.0 |
¥78.7万 |
|
| 2024-08-07 |
WR超卖 |
买入 |
5.015009999999999 |
157600.0 |
¥79.1万 |
|
| 2024-08-20 |
WR超买 |
卖出 |
5.30469 |
157600.0 |
¥83.6万 |
|
| 2024-09-02 |
WR超卖 |
买入 |
4.99499 |
167600.0 |
¥83.7万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
5.16483 |
167600.0 |
¥86.5万 |
|
| 2024-11-11 |
WR超卖 |
买入 |
5.565559999999999 |
154800.0 |
¥86.2万 |
|
| 2024-12-06 |
WR超买 |
卖出 |
5.754239999999999 |
154800.0 |
¥89.0万 |
|
| 2025-02-11 |
WR超卖 |
买入 |
5.855849999999999 |
152800.0 |
¥89.5万 |
|
| 2025-03-20 |
WR超买 |
卖出 |
5.84415 |
152800.0 |
¥89.3万 |
|
| 2025-06-18 |
WR超卖 |
买入 |
7.137129999999999 |
124500.0 |
¥88.9万 |
|
| 2025-09-03 |
WR超买 |
卖出 |
6.6933 |
124500.0 |
¥83.3万 |
|
| 2025-09-22 |
WR超卖 |
买入 |
6.25625 |
133300.0 |
¥83.4万 |
|
| 2025-10-14 |
WR超买 |
卖出 |
6.6833100000000005 |
133300.0 |
¥89.1万 |
|
| 2025-11-19 |
WR超卖 |
买入 |
6.676669999999999 |
133400.0 |
¥89.1万 |
|
| 2026-01-09 |
WR超买 |
卖出 |
6.4935 |
133400.0 |
¥86.6万 |
|
| 2026-01-20 |
WR超卖 |
买入 |
6.146139999999999 |
140800.0 |
¥86.6万 |
|
| 2026-02-06 |
WR超买 |
卖出 |
6.553439999999999 |
140800.0 |
¥92.2万 |
|
| 2026-05-12 |
WR超卖 |
买入 |
7.007 |
131200.0 |
¥92.0万 |
|
| 2026-06-10 |
WR超买 |
卖出 |
6.92307 |
131200.0 |
¥90.8万 |
|
| 2026-06-18 |
WR超卖 |
买入 |
6.53 |
139100.0 |
¥90.9万 |
|
| 2026-07-14 |
WR超买 |
卖出 |
6.54345 |
139100.0 |
¥91.0万 |
|
| 2026-08-05 |
WR超卖 |
买入 |
6.506499999999999 |
140600.0 |
¥91.5万 |
|
| 2026-08-20 |
WR超买 |
卖出 |
6.71328 |
140600.0 |
¥94.4万 |
|
| 2026-09-08 |
WR超卖 |
买入 |
6.716709999999999 |
139800.0 |
¥93.9万 |
|
| 2026-10-09 |
WR超买 |
卖出 |
6.7332600000000005 |
139800.0 |
¥94.1万 |
|