601229 上海银行 — 威廉指标超卖 回测明细
数据区间: 2016-11-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥56.2万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -43.76%）
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 56 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 |
2016-12-08 |
2017-02-03 |
26.013781793999996 |
23.25672 |
¥-10.6万 |
-10.63% |
WR超买 |
| 2 |
2017-03-10 |
2017-05-15 |
23.650713086 |
23.11686 |
¥-2.0万 |
-2.29% |
WR超买 |
| 3 |
2017-07-21 |
2017-08-29 |
20.256075 |
19.13085 |
¥-4.8万 |
-5.58% |
WR超买 |
| 4 |
2017-09-11 |
2018-01-05 |
18.594146570999996 |
14.745239999999999 |
¥-17.1万 |
-20.72% |
WR超买 |
| 5 |
2018-03-15 |
2018-04-24 |
15.119634529999999 |
14.905079999999998 |
¥-9,418 |
-1.45% |
WR超买 |
| 6 |
2018-06-26 |
2018-07-13 |
15.590245670999998 |
15.79419 |
¥8,227 |
+1.28% |
WR超买 |
| 7 |
2018-07-18 |
2018-08-08 |
10.613783179999999 |
11.34864 |
¥4.5万 |
+6.89% |
WR超买 |
| 8 |
2018-08-16 |
2018-08-27 |
10.91417327 |
11.518469999999999 |
¥3.8万 |
+5.51% |
WR超买 |
| 9 |
2018-10-10 |
2018-10-25 |
11.645122489 |
11.86 |
¥1.3万 |
+1.81% |
WR超买 |
| 10 |
2018-11-12 |
2018-12-14 |
11.534979455999999 |
11.64 |
¥6,589 |
+0.88% |
WR超买 |
| 11 |
2018-12-21 |
2019-01-15 |
11.413423 |
11.26872 |
¥-9,788 |
-1.30% |
WR超买 |
| 12 |
2019-03-18 |
2019-04-02 |
12.075681617999999 |
12.22776 |
¥9,142 |
+1.23% |
WR超买 |
| 13 |
2019-04-30 |
2019-06-11 |
12.386084710999997 |
11.508479999999999 |
¥-5.4万 |
-7.11% |
WR超买 |
| 14 |
2019-07-04 |
2019-07-26 |
9.081793721 |
9.02 |
¥-4,960 |
-0.71% |
WR超买 |
| 15 |
2019-10-30 |
2019-12-05 |
9.322105793 |
9.300690000000001 |
¥-1,796 |
-0.26% |
WR超买 |
| 16 |
2020-01-10 |
2020-02-21 |
9.41222282 |
8.871120000000001 |
¥-4.0万 |
-5.78% |
WR超买 |
| 17 |
2020-03-02 |
2020-03-06 |
8.621195582999999 |
8.85114 |
¥1.7万 |
+2.64% |
WR超买 |
| 18 |
2020-03-10 |
2020-06-02 |
8.561117565 |
8.11188 |
¥-3.5万 |
-5.28% |
WR超买 |
| 19 |
2020-07-16 |
2020-08-17 |
8.491026543999999 |
8.521469999999999 |
¥2,083 |
+0.33% |
WR超买 |
| 20 |
2020-08-26 |
2020-09-09 |
8.360857504999997 |
8.451540000000001 |
¥6,717 |
+1.05% |
WR超买 |
| 21 |
2020-09-23 |
2020-10-22 |
8.280753480999998 |
8.48151 |
¥1.5万 |
+2.39% |
WR超买 |
| 22 |
2020-10-27 |
2020-11-24 |
8.140571439 |
7.9720200000000006 |
¥-1.4万 |
-2.10% |
WR超买 |
| 23 |
2020-12-15 |
2021-01-19 |
7.910272369999999 |
8.25174 |
¥2.8万 |
+4.29% |
WR超买 |
| 24 |
2021-03-03 |
2021-03-16 |
8.270740478 |
8.71128 |
¥3.6万 |
+5.29% |
WR超买 |
| 25 |
2021-04-14 |
2021-05-26 |
8.491026544 |
8.43156 |
¥-5,177 |
-0.73% |
WR超买 |
| 26 |
2021-06-15 |
2021-08-19 |
8.220675463 |
7.31268 |
¥-7.8万 |
-11.07% |
WR超买 |
| 27 |
2021-08-31 |
2021-09-02 |
7.129258136000001 |
7.342649999999999 |
¥1.9万 |
+2.96% |
WR超买 |
| 28 |
2021-09-24 |
2021-10-12 |
7.289466183999999 |
7.50249 |
¥1.9万 |
+2.89% |
WR超买 |
| 29 |
2021-11-01 |
2022-01-06 |
7.30949219 |
7.2127799999999995 |
¥-8,998 |
-1.35% |
WR超买 |
| 30 |
2022-01-26 |
2022-02-11 |
7.139271139 |
7.2627299999999995 |
¥1.1万 |
+1.70% |
WR超买 |
| 31 |
2022-02-25 |
2022-04-01 |
7.049154111999999 |
6.6 |
¥-4.3万 |
-6.40% |
WR超买 |
| 32 |
2022-04-27 |
2022-06-08 |
6.358256904999999 |
6.41358 |
¥5,222 |
+0.84% |
WR超买 |
| 33 |
2022-07-11 |
2022-09-01 |
6.107931829999999 |
5.894100000000001 |
¥-2.2万 |
-3.53% |
WR超买 |
| 34 |
2022-09-27 |
2022-11-14 |
5.90767177 |
5.784210000000001 |
¥-1.3万 |
-2.12% |
WR超买 |
| 35 |
2022-12-20 |
2023-01-10 |
5.9276977760000005 |
5.96403 |
¥3,461 |
+0.58% |
WR超买 |
| 36 |
2023-02-07 |
2023-02-24 |
5.937710779 |
5.994 |
¥5,493 |
+0.92% |
WR超买 |
| 37 |
2023-03-13 |
2023-04-17 |
5.987775794 |
6.103890000000001 |
¥1.1万 |
+1.91% |
WR超买 |
| 38 |
2023-05-23 |
2023-06-09 |
6.298178887 |
6.2936999999999985 |
¥-620 |
-0.10% |
WR超买 |
| 39 |
2023-06-16 |
2023-07-18 |
6.178022851 |
5.88411 |
¥-2.9万 |
-4.79% |
WR超买 |
| 40 |
2023-08-22 |
2023-09-18 |
5.997788796999999 |
6.133859999999999 |
¥1.3万 |
+2.24% |
WR超买 |
| 41 |
2023-10-20 |
2023-12-26 |
6.047853812 |
5.934060000000001 |
¥-1.1万 |
-1.91% |
WR超买 |
| 42 |
2024-03-13 |
2024-03-25 |
6.4884259439999985 |
6.6233699999999995 |
¥1.2万 |
+2.05% |
WR超买 |
| 43 |
2024-06-06 |
2024-07-16 |
7.579843270999999 |
7.472519999999999 |
¥-8,645 |
-1.45% |
WR超买 |
| 44 |
2024-07-29 |
2024-08-19 |
7.279453181 |
7.472519999999999 |
¥1.5万 |
+2.62% |
WR超买 |
| 45 |
2024-08-30 |
2024-09-25 |
7.279453180999999 |
7.352639999999999 |
¥5,899 |
+0.98% |
WR超买 |
| 46 |
2025-02-25 |
2025-02-28 |
9.111832729999998 |
9.44055 |
¥2.2万 |
+3.58% |
WR超买 |
| 47 |
2025-05-29 |
2025-06-23 |
10.533679156 |
10.91907 |
¥2.3万 |
+3.63% |
WR超买 |
| 48 |
2025-07-22 |
2025-10-14 |
10.854095251999999 |
9.37062 |
¥-8.9万 |
-13.69% |
WR超买 |
| 49 |
2025-11-25 |
2025-12-19 |
9.852794952 |
10.11987 |
¥1.5万 |
+2.68% |
WR超买 |
| 50 |
2026-01-19 |
2026-02-06 |
9.622495882999997 |
9.76023 |
¥8,115 |
+1.40% |
WR超买 |
| 51 |
2026-03-10 |
2026-03-17 |
9.622886 |
9.90009 |
¥1.7万 |
+2.85% |
WR超买 |
| 52 |
2026-04-08 |
2026-06-08 |
9.692586903999999 |
9.12087 |
¥-3.6万 |
-5.93% |
WR超买 |
| 53 |
2026-06-22 |
2026-07-14 |
8.81144264 |
9.04095 |
¥1.5万 |
+2.57% |
WR超买 |
| 54 |
2026-08-31 |
2026-09-15 |
9.31209279 |
9.74025 |
¥2.7万 |
+4.57% |
WR超买 |
| 55 |
2026-09-24 |
2026-10-09 |
9.482313841 |
9.82017 |
¥2.2万 |
+3.53% |
WR超买 |
| 56 |
2026-10-21 |
2026-11-13 |
9.452274831999999 |
8.37 |
¥-7.2万 |
-11.48% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-12-08 |
WR超卖 |
买入 |
26.005979999999997 |
38300.0 |
¥99.6万 |
|
| 2017-02-03 |
WR超买 |
卖出 |
23.25672 |
38300.0 |
¥89.0万 |
|
| 2017-03-10 |
WR超卖 |
买入 |
23.64362 |
37600.0 |
¥88.9万 |
|
| 2017-05-15 |
WR超买 |
卖出 |
23.11686 |
37600.0 |
¥86.9万 |
|
| 2017-07-21 |
WR超卖 |
买入 |
20.25 |
42500.0 |
¥86.1万 |
|
| 2017-08-29 |
WR超买 |
卖出 |
19.13085 |
42500.0 |
¥81.3万 |
|
| 2017-09-11 |
WR超卖 |
买入 |
18.588569999999997 |
44300.0 |
¥82.4万 |
|
| 2018-01-05 |
WR超买 |
卖出 |
14.745239999999999 |
44300.0 |
¥65.3万 |
|
| 2018-03-15 |
WR超卖 |
买入 |
15.115099999999998 |
43000.0 |
¥65.0万 |
|
| 2018-04-24 |
WR超买 |
卖出 |
14.905079999999998 |
43000.0 |
¥64.1万 |
|
| 2018-06-26 |
WR超卖 |
买入 |
15.585569999999999 |
41300.0 |
¥64.4万 |
|
| 2018-07-13 |
WR超买 |
卖出 |
15.79419 |
41300.0 |
¥65.2万 |
|
| 2018-07-18 |
WR超卖 |
买入 |
10.610599999999998 |
61500.0 |
¥65.3万 |
|
| 2018-08-08 |
WR超买 |
卖出 |
11.34864 |
61500.0 |
¥69.8万 |
|
| 2018-08-16 |
WR超卖 |
买入 |
10.9109 |
63600.0 |
¥69.4万 |
|
| 2018-08-27 |
WR超买 |
卖出 |
11.518469999999999 |
63600.0 |
¥73.2万 |
|
| 2018-10-10 |
WR超卖 |
买入 |
11.64163 |
63100.0 |
¥73.5万 |
|
| 2018-10-25 |
WR超买 |
卖出 |
11.86 |
63100.0 |
¥74.8万 |
|
| 2018-11-12 |
WR超卖 |
买入 |
11.531519999999999 |
64900.0 |
¥74.9万 |
|
| 2018-12-14 |
WR超买 |
卖出 |
11.64 |
64900.0 |
¥75.5万 |
|
| 2018-12-21 |
WR超卖 |
买入 |
11.41 |
66100.0 |
¥75.4万 |
|
| 2019-01-15 |
WR超买 |
卖出 |
11.26872 |
66100.0 |
¥74.5万 |
|
| 2019-03-18 |
WR超卖 |
买入 |
12.072059999999999 |
61600.0 |
¥74.4万 |
|
| 2019-04-02 |
WR超买 |
卖出 |
12.22776 |
61600.0 |
¥75.3万 |
|
| 2019-04-30 |
WR超卖 |
买入 |
12.382369999999998 |
60900.0 |
¥75.4万 |
|
| 2019-06-11 |
WR超买 |
卖出 |
11.508479999999999 |
60900.0 |
¥70.1万 |
|
| 2019-07-04 |
WR超卖 |
买入 |
9.07907 |
76900.0 |
¥69.8万 |
|
| 2019-07-26 |
WR超买 |
卖出 |
9.02 |
76900.0 |
¥69.3万 |
|
| 2019-10-30 |
WR超卖 |
买入 |
9.31931 |
74200.0 |
¥69.2万 |
|
| 2019-12-05 |
WR超买 |
卖出 |
9.300690000000001 |
74200.0 |
¥69.0万 |
|
| 2020-01-10 |
WR超卖 |
买入 |
9.4094 |
73900.0 |
¥69.6万 |
|
| 2020-02-21 |
WR超买 |
卖出 |
8.871120000000001 |
73900.0 |
¥65.5万 |
|
| 2020-03-02 |
WR超卖 |
买入 |
8.618609999999999 |
75900.0 |
¥65.4万 |
|
| 2020-03-06 |
WR超买 |
卖出 |
8.85114 |
75900.0 |
¥67.2万 |
|
| 2020-03-10 |
WR超卖 |
买入 |
8.55855 |
77800.0 |
¥66.6万 |
|
| 2020-06-02 |
WR超买 |
卖出 |
8.11188 |
77800.0 |
¥63.1万 |
|
| 2020-07-16 |
WR超卖 |
买入 |
8.48848 |
74700.0 |
¥63.4万 |
|
| 2020-08-17 |
WR超买 |
卖出 |
8.521469999999999 |
74700.0 |
¥63.6万 |
|
| 2020-08-26 |
WR超卖 |
买入 |
8.358349999999998 |
76200.0 |
¥63.7万 |
|
| 2020-09-09 |
WR超买 |
卖出 |
8.451540000000001 |
76200.0 |
¥64.4万 |
|
| 2020-09-23 |
WR超卖 |
买入 |
8.27827 |
77900.0 |
¥64.5万 |
|
| 2020-10-22 |
WR超买 |
卖出 |
8.48151 |
77900.0 |
¥66.1万 |
|
| 2020-10-27 |
WR超卖 |
买入 |
8.13813 |
81100.0 |
¥66.0万 |
|
| 2020-11-24 |
WR超买 |
卖出 |
7.9720200000000006 |
81100.0 |
¥64.6万 |
|
| 2020-12-15 |
WR超卖 |
买入 |
7.907899999999999 |
81700.0 |
¥64.6万 |
|
| 2021-01-19 |
WR超买 |
卖出 |
8.25174 |
81700.0 |
¥67.4万 |
|
| 2021-03-03 |
WR超卖 |
买入 |
8.26826 |
81600.0 |
¥67.5万 |
|
| 2021-03-16 |
WR超买 |
卖出 |
8.71128 |
81600.0 |
¥71.1万 |
|
| 2021-04-14 |
WR超卖 |
买入 |
8.48848 |
83500.0 |
¥70.9万 |
|
| 2021-05-26 |
WR超买 |
卖出 |
8.43156 |
83500.0 |
¥70.4万 |
|
| 2021-06-15 |
WR超卖 |
买入 |
8.21821 |
85300.0 |
¥70.1万 |
|
| 2021-08-19 |
WR超买 |
卖出 |
7.31268 |
85300.0 |
¥62.4万 |
|
| 2021-08-31 |
WR超卖 |
买入 |
7.12712 |
87900.0 |
¥62.7万 |
|
| 2021-09-02 |
WR超买 |
卖出 |
7.342649999999999 |
87900.0 |
¥64.5万 |
|
| 2021-09-24 |
WR超卖 |
买入 |
7.287279999999999 |
88700.0 |
¥64.7万 |
|
| 2021-10-12 |
WR超买 |
卖出 |
7.50249 |
88700.0 |
¥66.5万 |
|
| 2021-11-01 |
WR超卖 |
买入 |
7.307299999999999 |
91000.0 |
¥66.5万 |
|
| 2022-01-06 |
WR超买 |
卖出 |
7.2127799999999995 |
91000.0 |
¥65.6万 |
|
| 2022-01-26 |
WR超卖 |
买入 |
7.13713 |
91900.0 |
¥65.6万 |
|
| 2022-02-11 |
WR超买 |
卖出 |
7.2627299999999995 |
91900.0 |
¥66.7万 |
|
| 2022-02-25 |
WR超卖 |
买入 |
7.04704 |
94700.0 |
¥66.8万 |
|
| 2022-04-01 |
WR超买 |
卖出 |
6.6 |
94700.0 |
¥62.5万 |
|
| 2022-04-27 |
WR超卖 |
买入 |
6.356349999999999 |
97800.0 |
¥62.2万 |
|
| 2022-06-08 |
WR超买 |
卖出 |
6.41358 |
97800.0 |
¥62.7万 |
|
| 2022-07-11 |
WR超卖 |
买入 |
6.106099999999999 |
103200.0 |
¥63.0万 |
|
| 2022-09-01 |
WR超买 |
卖出 |
5.894100000000001 |
103200.0 |
¥60.8万 |
|
| 2022-09-27 |
WR超卖 |
买入 |
5.9059 |
102900.0 |
¥60.8万 |
|
| 2022-11-14 |
WR超买 |
卖出 |
5.784210000000001 |
102900.0 |
¥59.5万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
5.9259200000000005 |
100200.0 |
¥59.4万 |
|
| 2023-01-10 |
WR超买 |
卖出 |
5.96403 |
100200.0 |
¥59.7万 |
|
| 2023-02-07 |
WR超卖 |
买入 |
5.935929999999999 |
100800.0 |
¥59.9万 |
|
| 2023-02-24 |
WR超买 |
卖出 |
5.994 |
100800.0 |
¥60.4万 |
|
| 2023-03-13 |
WR超卖 |
买入 |
5.98598 |
100400.0 |
¥60.1万 |
|
| 2023-04-17 |
WR超买 |
卖出 |
6.103890000000001 |
100400.0 |
¥61.3万 |
|
| 2023-05-23 |
WR超卖 |
买入 |
6.296289999999999 |
97400.0 |
¥61.3万 |
|
| 2023-06-09 |
WR超买 |
卖出 |
6.2936999999999985 |
97400.0 |
¥61.3万 |
|
| 2023-06-16 |
WR超卖 |
买入 |
6.17617 |
99400.0 |
¥61.4万 |
|
| 2023-07-18 |
WR超买 |
卖出 |
5.88411 |
99400.0 |
¥58.5万 |
|
| 2023-08-22 |
WR超卖 |
买入 |
5.99599 |
97600.0 |
¥58.5万 |
|
| 2023-09-18 |
WR超买 |
卖出 |
6.133859999999999 |
97600.0 |
¥59.8万 |
|
| 2023-10-20 |
WR超卖 |
买入 |
6.04604 |
98700.0 |
¥59.7万 |
|
| 2023-12-26 |
WR超买 |
卖出 |
5.934060000000001 |
98700.0 |
¥58.6万 |
|
| 2024-03-13 |
WR超卖 |
买入 |
6.486479999999999 |
90200.0 |
¥58.5万 |
|
| 2024-03-25 |
WR超买 |
卖出 |
6.6233699999999995 |
90200.0 |
¥59.7万 |
|
| 2024-06-06 |
WR超卖 |
买入 |
7.577569999999999 |
78900.0 |
¥59.8万 |
|
| 2024-07-16 |
WR超买 |
卖出 |
7.472519999999999 |
78900.0 |
¥58.9万 |
|
| 2024-07-29 |
WR超卖 |
买入 |
7.27727 |
81100.0 |
¥59.0万 |
|
| 2024-08-19 |
WR超买 |
卖出 |
7.472519999999999 |
81100.0 |
¥60.6万 |
|
| 2024-08-30 |
WR超卖 |
买入 |
7.277269999999999 |
83100.0 |
¥60.5万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
7.352639999999999 |
83100.0 |
¥61.1万 |
|
| 2025-02-25 |
WR超卖 |
买入 |
9.109099999999998 |
67000.0 |
¥61.0万 |
|
| 2025-02-28 |
WR超买 |
卖出 |
9.44055 |
67000.0 |
¥63.2万 |
|
| 2025-05-29 |
WR超卖 |
买入 |
10.53052 |
59900.0 |
¥63.1万 |
|
| 2025-06-23 |
WR超买 |
卖出 |
10.91907 |
59900.0 |
¥65.4万 |
|
| 2025-07-22 |
WR超卖 |
买入 |
10.850839999999998 |
60200.0 |
¥65.3万 |
|
| 2025-10-14 |
WR超买 |
卖出 |
9.37062 |
60200.0 |
¥56.4万 |
|
| 2025-11-25 |
WR超卖 |
买入 |
9.849839999999999 |
57500.0 |
¥56.7万 |
|
| 2025-12-19 |
WR超买 |
卖出 |
10.11987 |
57500.0 |
¥58.2万 |
|
| 2026-01-19 |
WR超卖 |
买入 |
9.619609999999998 |
60200.0 |
¥57.9万 |
|
| 2026-02-06 |
WR超买 |
卖出 |
9.76023 |
60200.0 |
¥58.7万 |
|
| 2026-03-10 |
WR超卖 |
买入 |
9.62 |
61400.0 |
¥59.1万 |
|
| 2026-03-17 |
WR超买 |
卖出 |
9.90009 |
61400.0 |
¥60.8万 |
|
| 2026-04-08 |
WR超卖 |
买入 |
9.68968 |
62700.0 |
¥60.8万 |
|
| 2026-06-08 |
WR超买 |
卖出 |
9.12087 |
62700.0 |
¥57.2万 |
|
| 2026-06-22 |
WR超卖 |
买入 |
8.8088 |
64400.0 |
¥56.7万 |
|
| 2026-07-14 |
WR超买 |
卖出 |
9.04095 |
64400.0 |
¥58.2万 |
|
| 2026-08-31 |
WR超卖 |
买入 |
9.3093 |
62800.0 |
¥58.5万 |
|
| 2026-09-15 |
WR超买 |
卖出 |
9.74025 |
62800.0 |
¥61.2万 |
|
| 2026-09-24 |
WR超卖 |
买入 |
9.47947 |
64500.0 |
¥61.2万 |
|
| 2026-10-09 |
WR超买 |
卖出 |
9.82017 |
64500.0 |
¥63.3万 |
|
| 2026-10-21 |
WR超卖 |
买入 |
9.44944 |
66800.0 |
¥63.1万 |
|
| 2026-11-13 |
强平 |
卖出 |
8.37 |
66800 |
¥55.9万 |
回测结束强平 |