601138 工业富联 — 威廉指标超卖 回测明细
数据区间: 2018-06-08 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥74.4万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -25.64%）
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 |
2018-07-03 |
2018-07-25 |
17.562807261999996 |
17.982 |
¥2.3万 |
+2.36% |
WR超买 |
| 2 |
2018-08-02 |
2018-11-05 |
16.92197507 |
12.60738 |
¥-25.9万 |
-25.52% |
WR超买 |
| 3 |
2018-11-23 |
2018-12-14 |
12.473741 |
12.207780000000001 |
¥-1.7万 |
-2.16% |
WR超买 |
| 4 |
2018-12-21 |
2019-01-14 |
11.725226513 |
12.197790000000001 |
¥3.0万 |
+4.00% |
WR超买 |
| 5 |
2019-01-29 |
2019-02-12 |
11.745252518999997 |
12.29 |
¥3.6万 |
+4.61% |
WR超买 |
| 6 |
2019-03-25 |
2019-04-17 |
14.799218433999998 |
16.59339 |
¥9.6万 |
+12.09% |
WR超买 |
| 7 |
2019-04-26 |
2019-07-02 |
16.12093483 |
13.4865 |
¥-14.8万 |
-16.37% |
WR超买 |
| 8 |
2019-07-19 |
2019-07-26 |
12.366058704999997 |
13.35663 |
¥6.0万 |
+7.98% |
WR超买 |
| 9 |
2019-09-18 |
2019-09-25 |
14.188425250999996 |
15.46452 |
¥7.3万 |
+8.96% |
WR超买 |
| 10 |
2019-10-10 |
2019-10-23 |
14.188425250999998 |
15.65 |
¥9.1万 |
+10.27% |
WR超买 |
| 11 |
2019-12-30 |
2020-01-14 |
17.372560204999996 |
18.631349999999998 |
¥7.0万 |
+7.21% |
WR超买 |
| 12 |
2020-02-04 |
2020-02-24 |
17.122235130000004 |
19.73025 |
¥15.2万 |
+15.20% |
WR超买 |
| 13 |
2020-03-04 |
2020-04-08 |
17.252404169 |
14.035950000000001 |
¥-22.3万 |
-18.67% |
WR超买 |
| 14 |
2020-05-22 |
2020-06-03 |
13.597658074 |
14.25573 |
¥4.7万 |
+4.81% |
WR超买 |
| 15 |
2020-07-24 |
2020-08-13 |
14.939400475999998 |
15.25473 |
¥2.1万 |
+2.08% |
WR超买 |
| 16 |
2020-09-04 |
2020-10-12 |
14.294286999999997 |
13.8861 |
¥-3.0万 |
-2.88% |
WR超买 |
| 17 |
2020-11-03 |
2020-11-09 |
13.197137953999997 |
14.25573 |
¥8.2万 |
+7.99% |
WR超买 |
| 18 |
2020-11-26 |
2021-01-06 |
14.078282218 |
13.94604 |
¥-1.1万 |
-0.97% |
WR超买 |
| 19 |
2021-02-01 |
2021-03-29 |
14.068269214999999 |
14.055929999999998 |
¥-1,265 |
-0.12% |
WR超买 |
| 20 |
2021-05-06 |
2021-08-03 |
13.627697082999997 |
11.838149999999999 |
¥-14.2万 |
-13.16% |
WR超买 |
| 21 |
2021-08-27 |
2021-09-08 |
11.705200506999997 |
12.15783 |
¥3.6万 |
+3.84% |
WR超买 |
| 22 |
2021-10-20 |
2021-11-08 |
11.665148495 |
11.66832 |
¥-28 |
-0.00% |
WR超买 |
| 23 |
2021-11-29 |
2021-12-10 |
11.104420326999998 |
11.73825 |
¥5.6万 |
+5.68% |
WR超买 |
| 24 |
2022-01-10 |
2022-02-22 |
11.825356543 |
11.32866 |
¥-4.4万 |
-4.23% |
WR超买 |
| 25 |
2022-03-08 |
2022-06-13 |
10.784004230999999 |
9.54045 |
¥-11.5万 |
-11.56% |
WR超买 |
| 26 |
2022-07-15 |
2022-07-20 |
9.532378855999998 |
9.86013 |
¥3.0万 |
+3.41% |
WR超买 |
| 27 |
2022-08-17 |
2022-09-13 |
9.472300838 |
9.50049 |
¥2,440 |
+0.27% |
WR超买 |
| 28 |
2022-09-19 |
2022-11-02 |
9.131858735999998 |
8.48151 |
¥-6.5万 |
-7.15% |
WR超买 |
| 29 |
2022-12-28 |
2023-01-06 |
9.242001768999998 |
9.47052 |
¥2.1万 |
+2.44% |
WR超买 |
| 30 |
2023-02-09 |
2023-02-16 |
9.252014771999997 |
10.06992 |
¥7.7万 |
+8.81% |
WR超买 |
| 31 |
2023-04-27 |
2023-05-29 |
15.92067477 |
17.27271 |
¥7.7万 |
+8.46% |
WR超买 |
| 32 |
2023-07-21 |
2023-11-10 |
23.069958911999997 |
15.3846 |
¥-33.8万 |
-33.33% |
WR超买 |
| 33 |
2023-11-28 |
2023-12-12 |
14.789205430999997 |
15.594389999999999 |
¥3.7万 |
+5.41% |
WR超买 |
| 34 |
2023-12-25 |
2024-01-24 |
14.218464259999998 |
14.605379999999998 |
¥1.9万 |
+2.69% |
WR超买 |
| 35 |
2024-03-28 |
2024-04-29 |
22.449152725999998 |
24.73524 |
¥7.5万 |
+10.15% |
WR超买 |
| 36 |
2024-05-31 |
2024-06-07 |
23.700778100999997 |
25.824150000000003 |
¥7.2万 |
+8.93% |
WR超买 |
| 37 |
2024-07-18 |
2024-09-25 |
24.852273445999998 |
21.29868 |
¥-12.2万 |
-14.32% |
WR超买 |
| 38 |
2024-11-07 |
2024-11-12 |
23.991155187999997 |
26.98299 |
¥9.5万 |
+12.44% |
WR超买 |
| 39 |
2024-11-18 |
2024-12-25 |
23.951103176 |
23.006970000000003 |
¥-3.4万 |
-3.97% |
WR超买 |
| 40 |
2025-01-03 |
2025-01-22 |
20.666838191999997 |
21.41 |
¥2.9万 |
+3.56% |
WR超买 |
| 41 |
2025-03-04 |
2025-04-25 |
20.416513117 |
18.07191 |
¥-9.6万 |
-11.51% |
WR超买 |
| 42 |
2025-05-27 |
2025-06-06 |
18.765628000000003 |
20.4795 |
¥6.9万 |
+9.10% |
WR超买 |
| 43 |
2025-10-15 |
2025-10-28 |
59.797653915999994 |
71.10882000000001 |
¥15.7万 |
+18.88% |
WR超买 |
| 44 |
2025-11-14 |
2025-12-10 |
65.88555973999999 |
66.77316 |
¥1.3万 |
+1.32% |
WR超买 |
| 45 |
2025-12-17 |
2025-12-26 |
59.17684772999999 |
66.4335 |
¥12.2万 |
+12.23% |
WR超买 |
| 46 |
2026-01-15 |
2026-02-27 |
59.37710778999999 |
56.2437 |
¥-5.9万 |
-5.31% |
WR超买 |
| 47 |
2026-03-09 |
2026-04-02 |
52.82860382799999 |
52.60733999999999 |
¥-4,622 |
-0.45% |
WR超买 |
| 48 |
2026-06-29 |
2026-08-06 |
69.39011079 |
65.48445 |
¥-5.9万 |
-5.66% |
WR超买 |
| 49 |
2026-08-25 |
2026-09-08 |
58.826392625 |
66.2337 |
¥12.2万 |
+12.56% |
WR超买 |
| 50 |
2026-09-16 |
2026-11-13 |
60.86904523699999 |
40.1 |
¥-38.2万 |
-34.14% |
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 |
|---|
| 2018-07-03 |
WR超卖 |
买入 |
17.557539999999996 |
56600.0 |
¥99.4万 |
|
| 2018-07-25 |
WR超买 |
卖出 |
17.982 |
56600.0 |
¥1.02M |
|
| 2018-08-02 |
WR超卖 |
买入 |
16.9169 |
60000.0 |
¥1.02M |
|
| 2018-11-05 |
WR超买 |
卖出 |
12.60738 |
60000.0 |
¥75.6万 |
|
| 2018-11-23 |
WR超卖 |
买入 |
12.47 |
61200.0 |
¥76.3万 |
|
| 2018-12-14 |
WR超买 |
卖出 |
12.207780000000001 |
61200.0 |
¥74.7万 |
|
| 2018-12-21 |
WR超卖 |
买入 |
11.72171 |
63200.0 |
¥74.1万 |
|
| 2019-01-14 |
WR超买 |
卖出 |
12.197790000000001 |
63200.0 |
¥77.1万 |
|
| 2019-01-29 |
WR超卖 |
买入 |
11.741729999999999 |
65800.0 |
¥77.3万 |
|
| 2019-02-12 |
WR超买 |
卖出 |
12.29 |
65800.0 |
¥80.8万 |
|
| 2019-03-25 |
WR超卖 |
买入 |
14.794779999999998 |
53700.0 |
¥79.5万 |
|
| 2019-04-17 |
WR超买 |
卖出 |
16.59339 |
53700.0 |
¥89.1万 |
|
| 2019-04-26 |
WR超卖 |
买入 |
16.1161 |
56000.0 |
¥90.3万 |
|
| 2019-07-02 |
WR超买 |
卖出 |
13.4865 |
56000.0 |
¥75.5万 |
|
| 2019-07-19 |
WR超卖 |
买入 |
12.362349999999998 |
61300.0 |
¥75.8万 |
|
| 2019-07-26 |
WR超买 |
卖出 |
13.35663 |
61300.0 |
¥81.9万 |
|
| 2019-09-18 |
WR超卖 |
买入 |
14.184169999999996 |
57800.0 |
¥82.0万 |
|
| 2019-09-25 |
WR超买 |
卖出 |
15.46452 |
57800.0 |
¥89.4万 |
|
| 2019-10-10 |
WR超卖 |
买入 |
14.184169999999998 |
62700.0 |
¥89.0万 |
|
| 2019-10-23 |
WR超买 |
卖出 |
15.65 |
62700.0 |
¥98.1万 |
|
| 2019-12-30 |
WR超卖 |
买入 |
17.36735 |
56100.0 |
¥97.5万 |
|
| 2020-01-14 |
WR超买 |
卖出 |
18.631349999999998 |
56100.0 |
¥1.04M |
|
| 2020-02-04 |
WR超卖 |
买入 |
17.1171 |
58500.0 |
¥1.00M |
|
| 2020-02-24 |
WR超买 |
卖出 |
19.73025 |
58500.0 |
¥1.15M |
|
| 2020-03-04 |
WR超卖 |
买入 |
17.24723 |
69100.0 |
¥1.19M |
|
| 2020-04-08 |
WR超买 |
卖出 |
14.035950000000001 |
69100.0 |
¥97.0万 |
|
| 2020-05-22 |
WR超卖 |
买入 |
13.59358 |
72300.0 |
¥98.3万 |
|
| 2020-06-03 |
WR超买 |
卖出 |
14.25573 |
72300.0 |
¥1.03M |
|
| 2020-07-24 |
WR超卖 |
买入 |
14.934919999999998 |
68700.0 |
¥1.03M |
|
| 2020-08-13 |
WR超买 |
卖出 |
15.25473 |
68700.0 |
¥1.05M |
|
| 2020-09-04 |
WR超卖 |
买入 |
14.29 |
72400.0 |
¥1.03M |
|
| 2020-10-12 |
WR超买 |
卖出 |
13.8861 |
72400.0 |
¥1.01M |
|
| 2020-11-03 |
WR超卖 |
买入 |
13.193179999999998 |
77600.0 |
¥1.02M |
|
| 2020-11-09 |
WR超买 |
卖出 |
14.25573 |
77600.0 |
¥1.11M |
|
| 2020-11-26 |
WR超卖 |
买入 |
14.074060000000001 |
78300.0 |
¥1.10M |
|
| 2021-01-06 |
WR超买 |
卖出 |
13.94604 |
78300.0 |
¥1.09M |
|
| 2021-02-01 |
WR超卖 |
买入 |
14.064049999999998 |
76400.0 |
¥1.07M |
|
| 2021-03-29 |
WR超买 |
卖出 |
14.055929999999998 |
76400.0 |
¥1.07M |
|
| 2021-05-06 |
WR超卖 |
买入 |
13.623609999999998 |
79300.0 |
¥1.08M |
|
| 2021-08-03 |
WR超买 |
卖出 |
11.838149999999999 |
79300.0 |
¥93.8万 |
|
| 2021-08-27 |
WR超卖 |
买入 |
11.701689999999997 |
81200.0 |
¥95.0万 |
|
| 2021-09-08 |
WR超买 |
卖出 |
12.15783 |
81200.0 |
¥98.7万 |
|
| 2021-10-20 |
WR超卖 |
买入 |
11.66165 |
84700.0 |
¥98.8万 |
|
| 2021-11-08 |
WR超买 |
卖出 |
11.66832 |
84700.0 |
¥98.8万 |
|
| 2021-11-29 |
WR超卖 |
买入 |
11.10109 |
88200.0 |
¥97.9万 |
|
| 2021-12-10 |
WR超买 |
卖出 |
11.73825 |
88200.0 |
¥1.04M |
|
| 2022-01-10 |
WR超卖 |
买入 |
11.82181 |
88000.0 |
¥1.04M |
|
| 2022-02-22 |
WR超买 |
卖出 |
11.32866 |
88000.0 |
¥99.7万 |
|
| 2022-03-08 |
WR超卖 |
买入 |
10.780769999999999 |
92200.0 |
¥99.4万 |
|
| 2022-06-13 |
WR超买 |
卖出 |
9.54045 |
92200.0 |
¥87.9万 |
|
| 2022-07-15 |
WR超卖 |
买入 |
9.529519999999998 |
92400.0 |
¥88.1万 |
|
| 2022-07-20 |
WR超买 |
卖出 |
9.86013 |
92400.0 |
¥91.1万 |
|
| 2022-08-17 |
WR超卖 |
买入 |
9.46946 |
96300.0 |
¥91.2万 |
|
| 2022-09-13 |
WR超买 |
卖出 |
9.50049 |
96300.0 |
¥91.5万 |
|
| 2022-09-19 |
WR超卖 |
买入 |
9.129119999999999 |
100300.0 |
¥91.6万 |
|
| 2022-11-02 |
WR超买 |
卖出 |
8.48151 |
100300.0 |
¥85.0万 |
|
| 2022-12-28 |
WR超卖 |
买入 |
9.23923 |
92300.0 |
¥85.3万 |
|
| 2023-01-06 |
WR超买 |
卖出 |
9.47052 |
92300.0 |
¥87.4万 |
|
| 2023-02-09 |
WR超卖 |
买入 |
9.249239999999999 |
94000.0 |
¥87.0万 |
|
| 2023-02-16 |
WR超买 |
卖出 |
10.06992 |
94000.0 |
¥94.6万 |
|
| 2023-04-27 |
WR超卖 |
买入 |
15.915899999999999 |
56900.0 |
¥90.6万 |
|
| 2023-05-29 |
WR超买 |
卖出 |
17.27271 |
56900.0 |
¥98.3万 |
|
| 2023-07-21 |
WR超卖 |
买入 |
23.063039999999997 |
44000.0 |
¥1.02M |
|
| 2023-11-10 |
WR超买 |
卖出 |
15.3846 |
44000.0 |
¥67.7万 |
|
| 2023-11-28 |
WR超卖 |
买入 |
14.784769999999998 |
46100.0 |
¥68.2万 |
|
| 2023-12-12 |
WR超买 |
卖出 |
15.594389999999999 |
46100.0 |
¥71.9万 |
|
| 2023-12-25 |
WR超卖 |
买入 |
14.214199999999996 |
50500.0 |
¥71.8万 |
|
| 2024-01-24 |
WR超买 |
卖出 |
14.605379999999998 |
50500.0 |
¥73.7万 |
|
| 2024-03-28 |
WR超卖 |
买入 |
22.44242 |
33100.0 |
¥74.3万 |
|
| 2024-04-29 |
WR超买 |
卖出 |
24.73524 |
33100.0 |
¥81.8万 |
|
| 2024-05-31 |
WR超卖 |
买入 |
23.693669999999997 |
34100.0 |
¥80.8万 |
|
| 2024-06-07 |
WR超买 |
卖出 |
25.824150000000003 |
34100.0 |
¥88.0万 |
|
| 2024-07-18 |
WR超卖 |
买入 |
24.84482 |
34200.0 |
¥85.0万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
21.29868 |
34200.0 |
¥72.8万 |
|
| 2024-11-07 |
WR超卖 |
买入 |
23.98396 |
31700.0 |
¥76.1万 |
|
| 2024-11-12 |
WR超买 |
卖出 |
26.98299 |
31700.0 |
¥85.5万 |
|
| 2024-11-18 |
WR超卖 |
买入 |
23.94392 |
36000.0 |
¥86.2万 |
|
| 2024-12-25 |
WR超买 |
卖出 |
23.006970000000003 |
36000.0 |
¥82.8万 |
|
| 2025-01-03 |
WR超卖 |
买入 |
20.660639999999997 |
40000.0 |
¥82.7万 |
|
| 2025-01-22 |
WR超买 |
卖出 |
21.41 |
40000.0 |
¥85.6万 |
|
| 2025-03-04 |
WR超卖 |
买入 |
20.41039 |
40700.0 |
¥83.1万 |
|
| 2025-04-25 |
WR超买 |
卖出 |
18.07191 |
40700.0 |
¥73.5万 |
|
| 2025-05-27 |
WR超卖 |
买入 |
18.76 |
40600.0 |
¥76.2万 |
|
| 2025-06-06 |
WR超买 |
卖出 |
20.4795 |
40600.0 |
¥83.1万 |
|
| 2025-10-15 |
WR超卖 |
买入 |
59.77971999999999 |
13900.0 |
¥83.1万 |
|
| 2025-10-28 |
WR超买 |
卖出 |
71.10882000000001 |
13900.0 |
¥98.8万 |
|
| 2025-11-14 |
WR超卖 |
买入 |
65.8658 |
14500.0 |
¥95.5万 |
|
| 2025-12-10 |
WR超买 |
卖出 |
66.77316 |
14500.0 |
¥96.8万 |
|
| 2025-12-17 |
WR超卖 |
买入 |
59.159099999999995 |
16900.0 |
¥1.00M |
|
| 2025-12-26 |
WR超买 |
卖出 |
66.4335 |
16900.0 |
¥1.12M |
|
| 2026-01-15 |
WR超卖 |
买入 |
59.3593 |
18700.0 |
¥1.11M |
|
| 2026-02-27 |
WR超买 |
卖出 |
56.2437 |
18700.0 |
¥1.05M |
|
| 2026-03-09 |
WR超卖 |
买入 |
52.81275999999999 |
19500.0 |
¥1.03M |
|
| 2026-04-02 |
WR超买 |
卖出 |
52.60733999999999 |
19500.0 |
¥1.03M |
|
| 2026-06-29 |
WR超卖 |
买入 |
69.3693 |
15000.0 |
¥1.04M |
|
| 2026-08-06 |
WR超买 |
卖出 |
65.48445 |
15000.0 |
¥98.2万 |
|
| 2026-08-25 |
WR超卖 |
买入 |
58.808749999999996 |
16500.0 |
¥97.1万 |
|
| 2026-09-08 |
WR超买 |
卖出 |
66.2337 |
16500.0 |
¥1.09M |
|
| 2026-09-16 |
WR超卖 |
买入 |
60.85078999999999 |
18400.0 |
¥1.12M |
|
| 2026-11-13 |
强平 |
卖出 |
40.1 |
18400 |
¥73.8万 |
回测结束强平 |