601136 首创证券 — 威廉指标超卖 回测明细
数据区间: 2022-12-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥68.3万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -31.67%）
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 20 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 |
2023-02-10 |
2023-04-18 |
17.412612217 |
15.334650000000002 |
¥-11.9万 |
-11.96% |
WR超买 |
| 2 |
2023-04-21 |
2023-05-31 |
14.50435 |
14.25573 |
¥-1.5万 |
-1.74% |
WR超买 |
| 3 |
2023-06-30 |
2023-07-20 |
13.968139184999997 |
15.03495 |
¥6.5万 |
+7.61% |
WR超买 |
| 4 |
2023-09-05 |
2023-10-23 |
22.929776869999998 |
23.2767 |
¥1.4万 |
+1.48% |
WR超买 |
| 5 |
2023-11-22 |
2023-12-12 |
21.467878432 |
21.688290000000002 |
¥9,305 |
+1.00% |
WR超买 |
| 6 |
2023-12-19 |
2024-01-25 |
20.656825188999996 |
18.76122 |
¥-8.7万 |
-9.20% |
WR超买 |
| 7 |
2024-03-15 |
2024-04-18 |
20.52665615 |
19.69029 |
¥-3.5万 |
-4.10% |
WR超买 |
| 8 |
2024-05-22 |
2024-06-11 |
21.157475338999998 |
21.12885 |
¥-1,371 |
-0.17% |
WR超买 |
| 9 |
2024-07-01 |
2024-08-01 |
20.32639609 |
20.32965 |
¥-115 |
-0.01% |
WR超买 |
| 10 |
2024-08-21 |
2024-09-27 |
19.335108792999996 |
20.739240000000002 |
¥6.0万 |
+7.23% |
WR超买 |
| 11 |
2024-11-26 |
2024-12-06 |
22.629386779999997 |
24.43554 |
¥7.0万 |
+7.95% |
WR超买 |
| 12 |
2024-12-18 |
2025-01-27 |
23.360335998999997 |
20.42955 |
¥-12.0万 |
-12.57% |
WR超买 |
| 13 |
2025-03-27 |
2025-06-26 |
21.507930443999996 |
20.15982 |
¥-5.3万 |
-6.30% |
WR超买 |
| 14 |
2025-08-04 |
2025-08-18 |
19.845771946 |
21.24873 |
¥5.5万 |
+7.04% |
WR超买 |
| 15 |
2025-09-04 |
2026-01-07 |
20.456565128999998 |
19.4805 |
¥-4.0万 |
-4.80% |
WR超买 |
| 16 |
2026-01-16 |
2026-02-27 |
19.004679694 |
18.26172 |
¥-3.2万 |
-3.94% |
WR超买 |
| 17 |
2026-03-04 |
2026-06-23 |
17.522755249999996 |
14.70528 |
¥-12.2万 |
-16.10% |
WR超买 |
| 18 |
2026-07-14 |
2026-07-31 |
13.898048163999999 |
14.47551 |
¥2.6万 |
+4.12% |
WR超买 |
| 19 |
2026-08-19 |
2026-09-01 |
13.988165190999998 |
15.84414 |
¥8.9万 |
+13.23% |
WR超买 |
| 20 |
2026-09-15 |
2026-11-13 |
14.258516271999998 |
12.75 |
¥-8.0万 |
-10.61% |
强平 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-02-10 |
WR超卖 |
买入 |
17.40739 |
57000.0 |
¥99.3万 |
|
| 2023-04-18 |
WR超买 |
卖出 |
15.334650000000002 |
57000.0 |
¥87.4万 |
|
| 2023-04-21 |
WR超卖 |
买入 |
14.5 |
60600.0 |
¥87.9万 |
|
| 2023-05-31 |
WR超买 |
卖出 |
14.25573 |
60600.0 |
¥86.4万 |
|
| 2023-06-30 |
WR超卖 |
买入 |
13.963949999999997 |
61500.0 |
¥85.9万 |
|
| 2023-07-20 |
WR超买 |
卖出 |
15.03495 |
61500.0 |
¥92.4万 |
|
| 2023-09-05 |
WR超卖 |
买入 |
22.922899999999995 |
40400.0 |
¥92.6万 |
|
| 2023-10-23 |
WR超买 |
卖出 |
23.2767 |
40400.0 |
¥94.0万 |
|
| 2023-11-22 |
WR超卖 |
买入 |
21.46144 |
43500.0 |
¥93.4万 |
|
| 2023-12-12 |
WR超买 |
卖出 |
21.688290000000002 |
43500.0 |
¥94.3万 |
|
| 2023-12-19 |
WR超卖 |
买入 |
20.650629999999996 |
45700.0 |
¥94.4万 |
|
| 2024-01-25 |
WR超买 |
卖出 |
18.76122 |
45700.0 |
¥85.7万 |
|
| 2024-03-15 |
WR超卖 |
买入 |
20.5205 |
41900.0 |
¥86.0万 |
|
| 2024-04-18 |
WR超买 |
卖出 |
19.69029 |
41900.0 |
¥82.5万 |
|
| 2024-05-22 |
WR超卖 |
买入 |
21.15113 |
39200.0 |
¥82.9万 |
|
| 2024-06-11 |
WR超买 |
卖出 |
21.12885 |
39200.0 |
¥82.8万 |
|
| 2024-07-01 |
WR超卖 |
买入 |
20.3203 |
40400.0 |
¥82.1万 |
|
| 2024-08-01 |
WR超买 |
卖出 |
20.32965 |
40400.0 |
¥82.1万 |
|
| 2024-08-21 |
WR超卖 |
买入 |
19.329309999999996 |
42800.0 |
¥82.8万 |
|
| 2024-09-27 |
WR超买 |
卖出 |
20.739240000000002 |
42800.0 |
¥88.7万 |
|
| 2024-11-26 |
WR超卖 |
买入 |
22.6226 |
38700.0 |
¥87.6万 |
|
| 2024-12-06 |
WR超买 |
卖出 |
24.43554 |
38700.0 |
¥94.5万 |
|
| 2024-12-18 |
WR超卖 |
买入 |
23.353329999999996 |
40900.0 |
¥95.5万 |
|
| 2025-01-27 |
WR超买 |
卖出 |
20.42955 |
40900.0 |
¥83.5万 |
|
| 2025-03-27 |
WR超卖 |
买入 |
21.501479999999997 |
38800.0 |
¥83.5万 |
|
| 2025-06-26 |
WR超买 |
卖出 |
20.15982 |
38800.0 |
¥78.2万 |
|
| 2025-08-04 |
WR超卖 |
买入 |
19.83982 |
39400.0 |
¥78.2万 |
|
| 2025-08-18 |
WR超买 |
卖出 |
21.24873 |
39400.0 |
¥83.7万 |
|
| 2025-09-04 |
WR超卖 |
买入 |
20.450429999999997 |
41000.0 |
¥83.9万 |
|
| 2026-01-07 |
WR超买 |
卖出 |
19.4805 |
41000.0 |
¥79.8万 |
|
| 2026-01-16 |
WR超卖 |
买入 |
18.99898 |
42200.0 |
¥80.2万 |
|
| 2026-02-27 |
WR超买 |
卖出 |
18.26172 |
42200.0 |
¥77.0万 |
|
| 2026-03-04 |
WR超卖 |
买入 |
17.5175 |
43400.0 |
¥76.0万 |
|
| 2026-06-23 |
WR超买 |
卖出 |
14.70528 |
43400.0 |
¥63.8万 |
|
| 2026-07-14 |
WR超卖 |
买入 |
13.89388 |
46200.0 |
¥64.2万 |
|
| 2026-07-31 |
WR超买 |
卖出 |
14.47551 |
46200.0 |
¥66.9万 |
|
| 2026-08-19 |
WR超卖 |
买入 |
13.98397 |
48000.0 |
¥67.1万 |
|
| 2026-09-01 |
WR超买 |
卖出 |
15.84414 |
48000.0 |
¥76.0万 |
|
| 2026-09-15 |
WR超卖 |
买入 |
14.25424 |
53200.0 |
¥75.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
12.75 |
53200 |
¥67.8万 |
回测结束强平 |