601360 三六零 — 威廉指标超卖 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥7.8万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -92.16%）
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 57 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 |
2015-04-21 |
2015-05-12 |
14.81924444 |
16.94304 |
¥14.3万 |
+14.30% |
WR超买 |
| 2 |
2015-06-19 |
2015-07-24 |
21.407800413999997 |
18.0819 |
¥-17.3万 |
-15.56% |
WR超买 |
| 3 |
2015-07-31 |
2015-08-17 |
14.739140416 |
16.5834 |
¥12.0万 |
+12.48% |
WR超买 |
| 4 |
2015-08-24 |
2015-10-09 |
13.467489034999998 |
12.63735 |
¥-6.5万 |
-6.19% |
WR超买 |
| 5 |
2015-12-25 |
2016-02-18 |
16.22106486 |
12.05793 |
¥-26.3万 |
-25.69% |
WR超买 |
| 6 |
2016-04-22 |
2016-06-03 |
11.865408554999998 |
11.188799999999999 |
¥-4.3万 |
-5.73% |
WR超买 |
| 7 |
2016-07-07 |
2016-08-17 |
13.918074169999997 |
12.99699 |
¥-4.7万 |
-6.65% |
WR超买 |
| 8 |
2016-09-14 |
2016-10-11 |
12.185824651 |
12.65733 |
¥2.6万 |
+3.84% |
WR超买 |
| 9 |
2016-11-03 |
2016-11-11 |
12.766578824999998 |
13.15683 |
¥2.1万 |
+3.03% |
WR超买 |
| 10 |
2016-11-30 |
2017-01-04 |
12.866708854999999 |
11.90808 |
¥-5.3万 |
-7.48% |
WR超买 |
| 11 |
2017-01-20 |
2017-02-09 |
10.984264290999999 |
11.65 |
¥4.0万 |
+6.03% |
WR超买 |
| 12 |
2017-03-03 |
2017-03-14 |
11.675161497999998 |
12.01797 |
¥2.0万 |
+2.91% |
WR超买 |
| 13 |
2017-03-24 |
2017-11-08 |
11.763527999999999 |
10.64 |
¥-6.9万 |
-9.58% |
WR超买 |
| 14 |
2018-01-16 |
2018-01-31 |
46.86085403999999 |
54.945 |
¥11.1万 |
+17.22% |
WR超买 |
| 15 |
2018-03-06 |
2018-04-20 |
50.315340074999995 |
43.156800000000004 |
¥-10.7万 |
-14.25% |
WR超买 |
| 16 |
2018-04-24 |
2018-06-08 |
39.85175193999999 |
35.74422 |
¥-6.7万 |
-10.33% |
WR超买 |
| 17 |
2018-06-14 |
2018-08-30 |
33.443430019999994 |
25.81416 |
¥-13.4万 |
-22.84% |
WR超买 |
| 18 |
2018-09-28 |
2018-11-05 |
26.234067859999996 |
22.78719 |
¥-6.0万 |
-13.16% |
WR超买 |
| 19 |
2018-11-28 |
2019-02-13 |
22.629386779999997 |
21.058919999999997 |
¥-2.8万 |
-6.97% |
WR超买 |
| 20 |
2019-03-18 |
2019-06-25 |
25.883612754999998 |
22.09788 |
¥-5.3万 |
-14.65% |
WR超买 |
| 21 |
2019-07-09 |
2019-08-28 |
20.646812186000002 |
20.53944 |
¥-1,726 |
-0.55% |
WR超买 |
| 22 |
2019-09-30 |
2019-12-16 |
23.720804107 |
21.95802 |
¥-2.3万 |
-7.46% |
WR超买 |
| 23 |
2020-02-04 |
2020-02-14 |
20.086084017999998 |
24.795180000000002 |
¥6.2万 |
+23.41% |
WR超买 |
| 24 |
2020-03-02 |
2020-04-22 |
22.369048701999997 |
20.279700000000002 |
¥-3.3万 |
-9.37% |
WR超买 |
| 25 |
2020-04-27 |
2020-06-10 |
19.375160805000004 |
18.76122 |
¥-1.0万 |
-3.20% |
WR超买 |
| 26 |
2020-07-01 |
2020-07-06 |
18.353834498999994 |
19.5804 |
¥2.1万 |
+6.65% |
WR超买 |
| 27 |
2020-07-24 |
2020-10-13 |
19.275030774999998 |
17.5824 |
¥-2.9万 |
-8.81% |
WR超买 |
| 28 |
2020-10-26 |
2020-11-25 |
16.614983 |
16.75323 |
¥2,411 |
+0.80% |
WR超买 |
| 29 |
2020-12-21 |
2021-01-11 |
16.654995 |
17.27271 |
¥1.1万 |
+3.68% |
WR超买 |
| 30 |
2021-02-01 |
2021-04-07 |
16.281142878000004 |
14.26572 |
¥-3.9万 |
-12.41% |
WR超买 |
| 31 |
2021-04-13 |
2021-06-02 |
13.637710085999997 |
12.43755 |
¥-2.4万 |
-8.83% |
WR超买 |
| 32 |
2021-06-07 |
2021-06-11 |
11.885434560999999 |
13.076909999999998 |
¥2.5万 |
+9.99% |
WR超买 |
| 33 |
2021-07-27 |
2021-09-08 |
12.275941678 |
12.41757 |
¥3,117 |
+1.12% |
WR超买 |
| 34 |
2021-09-24 |
2021-12-06 |
12.155785642 |
12.2877 |
¥2,962 |
+1.05% |
WR超买 |
| 35 |
2021-12-21 |
2022-01-05 |
11.925486572999999 |
12.787199999999999 |
¥2.0万 |
+7.19% |
WR超买 |
| 36 |
2022-01-14 |
2022-06-09 |
12.295967683999995 |
8.44155 |
¥-9.5万 |
-31.37% |
WR超买 |
| 37 |
2022-07-07 |
2022-08-08 |
8.140571439 |
7.56243 |
¥-1.5万 |
-7.13% |
WR超买 |
| 38 |
2022-08-25 |
2022-10-27 |
7.249414171999999 |
7.04295 |
¥-5,590 |
-2.88% |
WR超买 |
| 39 |
2022-11-23 |
2023-01-06 |
6.989076094 |
6.76323 |
¥-6,153 |
-3.26% |
WR超买 |
| 40 |
2023-04-14 |
2023-06-05 |
16.020804799999997 |
14.625359999999999 |
¥-1.6万 |
-8.74% |
WR超买 |
| 41 |
2023-06-27 |
2023-08-07 |
13.026916902999998 |
12.1878 |
¥-1.1万 |
-6.47% |
WR超买 |
| 42 |
2023-08-14 |
2023-11-07 |
11.094407323999999 |
9.290700000000001 |
¥-2.5万 |
-16.28% |
WR超买 |
| 43 |
2023-11-27 |
2024-02-20 |
8.981663691 |
7.7022900000000005 |
¥-1.9万 |
-14.27% |
WR超买 |
| 44 |
2024-03-27 |
2024-05-08 |
8.861507654999999 |
9.170819999999999 |
¥3,863 |
+3.46% |
WR超买 |
| 45 |
2024-05-22 |
2024-09-23 |
8.51105255 |
7.10289 |
¥-1.9万 |
-16.57% |
WR超买 |
| 46 |
2024-12-13 |
2025-01-27 |
12.716513809999999 |
10.789200000000003 |
¥-1.4万 |
-15.18% |
WR超买 |
| 47 |
2025-02-25 |
2025-04-22 |
11.71521351 |
10.439549999999999 |
¥-8,696 |
-10.92% |
WR超买 |
| 48 |
2025-05-26 |
2025-06-06 |
9.932898975999999 |
10.339649999999999 |
¥2,987 |
+4.06% |
WR超买 |
| 49 |
2025-06-16 |
2025-07-02 |
9.912872969999999 |
10.139850000000001 |
¥1,724 |
+2.26% |
WR超买 |
| 50 |
2025-08-11 |
2025-08-21 |
10.563718164999997 |
11.26872 |
¥5,192 |
+6.64% |
WR超买 |
| 51 |
2025-09-05 |
2025-09-25 |
10.613783179999999 |
11.33865 |
¥5,700 |
+6.80% |
WR超买 |
| 52 |
2025-10-15 |
2025-11-03 |
10.804030236999996 |
12.537450000000002 |
¥1.4万 |
+16.01% |
WR超买 |
| 53 |
2025-12-04 |
2026-01-06 |
12.41612372 |
11.29869 |
¥-9,303 |
-9.03% |
WR超买 |
| 54 |
2026-02-05 |
2026-02-11 |
12.095707623999997 |
12.987 |
¥6,833 |
+7.34% |
WR超买 |
| 55 |
2026-03-04 |
2026-04-14 |
11.154485342 |
11.03895 |
¥-1,058 |
-1.07% |
WR超买 |
| 56 |
2026-05-18 |
2026-08-03 |
10.864108254999998 |
9.270719999999999 |
¥-1.5万 |
-14.69% |
WR超买 |
| 57 |
2026-08-20 |
2026-11-13 |
8.851494652 |
8.03 |
¥-7,992 |
-9.31% |
强平 |
逐笔成交记录（共 114 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-21 |
WR超卖 |
买入 |
14.8148 |
67300.0 |
¥99.7万 |
|
| 2015-05-12 |
WR超买 |
卖出 |
16.94304 |
67300.0 |
¥1.14M |
|
| 2015-06-19 |
WR超卖 |
买入 |
21.401379999999996 |
52000.0 |
¥1.11M |
|
| 2015-07-24 |
WR超买 |
卖出 |
18.0819 |
52000.0 |
¥94.0万 |
|
| 2015-07-31 |
WR超卖 |
买入 |
14.73472 |
65100.0 |
¥96.0万 |
|
| 2015-08-17 |
WR超买 |
卖出 |
16.5834 |
65100.0 |
¥1.08M |
|
| 2015-08-24 |
WR超卖 |
买入 |
13.463449999999998 |
77400.0 |
¥1.04M |
|
| 2015-10-09 |
WR超买 |
卖出 |
12.63735 |
77400.0 |
¥97.8万 |
|
| 2015-12-25 |
WR超卖 |
买入 |
16.216199999999997 |
63100.0 |
¥1.02M |
|
| 2016-02-18 |
WR超买 |
卖出 |
12.05793 |
63100.0 |
¥76.1万 |
|
| 2016-04-22 |
WR超卖 |
买入 |
11.861849999999999 |
63400.0 |
¥75.2万 |
|
| 2016-06-03 |
WR超买 |
卖出 |
11.188799999999999 |
63400.0 |
¥70.9万 |
|
| 2016-07-07 |
WR超卖 |
买入 |
13.913899999999998 |
51200.0 |
¥71.3万 |
|
| 2016-08-17 |
WR超买 |
卖出 |
12.99699 |
51200.0 |
¥66.5万 |
|
| 2016-09-14 |
WR超卖 |
买入 |
12.18217 |
54600.0 |
¥66.5万 |
|
| 2016-10-11 |
WR超买 |
卖出 |
12.65733 |
54600.0 |
¥69.1万 |
|
| 2016-11-03 |
WR超卖 |
买入 |
12.762749999999999 |
54500.0 |
¥69.6万 |
|
| 2016-11-11 |
WR超买 |
卖出 |
13.15683 |
54500.0 |
¥71.7万 |
|
| 2016-11-30 |
WR超卖 |
买入 |
12.862849999999998 |
55400.0 |
¥71.3万 |
|
| 2017-01-04 |
WR超买 |
卖出 |
11.90808 |
55400.0 |
¥66.0万 |
|
| 2017-01-20 |
WR超卖 |
买入 |
10.98097 |
60300.0 |
¥66.2万 |
|
| 2017-02-09 |
WR超买 |
卖出 |
11.65 |
60300.0 |
¥70.2万 |
|
| 2017-03-03 |
WR超卖 |
买入 |
11.67166 |
60200.0 |
¥70.3万 |
|
| 2017-03-14 |
WR超买 |
卖出 |
12.01797 |
60200.0 |
¥72.3万 |
|
| 2017-03-24 |
WR超卖 |
买入 |
11.76 |
61500.0 |
¥72.3万 |
|
| 2017-11-08 |
WR超买 |
卖出 |
10.64 |
61500.0 |
¥65.4万 |
|
| 2018-01-16 |
WR超卖 |
买入 |
46.846799999999995 |
13800.0 |
¥64.7万 |
|
| 2018-01-31 |
WR超买 |
卖出 |
54.945 |
13800.0 |
¥75.8万 |
|
| 2018-03-06 |
WR超卖 |
买入 |
50.30024999999999 |
14900.0 |
¥75.0万 |
|
| 2018-04-20 |
WR超买 |
卖出 |
43.156800000000004 |
14900.0 |
¥64.3万 |
|
| 2018-04-24 |
WR超卖 |
买入 |
39.83979999999999 |
16300.0 |
¥65.0万 |
|
| 2018-06-08 |
WR超买 |
卖出 |
35.74422 |
16300.0 |
¥58.2万 |
|
| 2018-06-14 |
WR超卖 |
买入 |
33.43339999999999 |
17500.0 |
¥58.5万 |
|
| 2018-08-30 |
WR超买 |
卖出 |
25.81416 |
17500.0 |
¥45.2万 |
|
| 2018-09-28 |
WR超卖 |
买入 |
26.226199999999995 |
17500.0 |
¥45.9万 |
|
| 2018-11-05 |
WR超买 |
卖出 |
22.78719 |
17500.0 |
¥39.9万 |
|
| 2018-11-28 |
WR超卖 |
买入 |
22.6226 |
17600.0 |
¥39.8万 |
|
| 2019-02-13 |
WR超买 |
卖出 |
21.058919999999997 |
17600.0 |
¥37.1万 |
|
| 2019-03-18 |
WR超卖 |
买入 |
25.87585 |
14100.0 |
¥36.5万 |
|
| 2019-06-25 |
WR超买 |
卖出 |
22.09788 |
14100.0 |
¥31.1万 |
|
| 2019-07-09 |
WR超卖 |
买入 |
20.64062 |
15200.0 |
¥31.4万 |
|
| 2019-08-28 |
WR超买 |
卖出 |
20.53944 |
15200.0 |
¥31.2万 |
|
| 2019-09-30 |
WR超卖 |
买入 |
23.71369 |
13200.0 |
¥31.3万 |
|
| 2019-12-16 |
WR超买 |
卖出 |
21.95802 |
13200.0 |
¥29.0万 |
|
| 2020-02-04 |
WR超卖 |
买入 |
20.080059999999996 |
13100.0 |
¥26.3万 |
|
| 2020-02-14 |
WR超买 |
卖出 |
24.795180000000002 |
13100.0 |
¥32.5万 |
|
| 2020-03-02 |
WR超卖 |
买入 |
22.362339999999996 |
15700.0 |
¥35.1万 |
|
| 2020-04-22 |
WR超买 |
卖出 |
20.279700000000002 |
15700.0 |
¥31.8万 |
|
| 2020-04-27 |
WR超卖 |
买入 |
19.36935 |
16500.0 |
¥32.0万 |
|
| 2020-06-10 |
WR超买 |
卖出 |
18.76122 |
16500.0 |
¥30.9万 |
|
| 2020-07-01 |
WR超卖 |
买入 |
18.348329999999997 |
16900.0 |
¥31.0万 |
|
| 2020-07-06 |
WR超买 |
卖出 |
19.5804 |
16900.0 |
¥33.1万 |
|
| 2020-07-24 |
WR超卖 |
买入 |
19.26925 |
17000.0 |
¥32.8万 |
|
| 2020-10-13 |
WR超买 |
卖出 |
17.5824 |
17000.0 |
¥29.9万 |
|
| 2020-10-26 |
WR超卖 |
买入 |
16.61 |
18100.0 |
¥30.1万 |
|
| 2020-11-25 |
WR超买 |
卖出 |
16.75323 |
18100.0 |
¥30.3万 |
|
| 2020-12-21 |
WR超卖 |
买入 |
16.65 |
18300.0 |
¥30.5万 |
|
| 2021-01-11 |
WR超买 |
卖出 |
17.27271 |
18300.0 |
¥31.6万 |
|
| 2021-02-01 |
WR超卖 |
买入 |
16.27626 |
19300.0 |
¥31.4万 |
|
| 2021-04-07 |
WR超买 |
卖出 |
14.26572 |
19300.0 |
¥27.5万 |
|
| 2021-04-13 |
WR超卖 |
买入 |
13.633619999999995 |
20300.0 |
¥27.7万 |
|
| 2021-06-02 |
WR超买 |
卖出 |
12.43755 |
20300.0 |
¥25.2万 |
|
| 2021-06-07 |
WR超卖 |
买入 |
11.881869999999997 |
21200.0 |
¥25.2万 |
|
| 2021-06-11 |
WR超买 |
卖出 |
13.076909999999998 |
21200.0 |
¥27.7万 |
|
| 2021-07-27 |
WR超卖 |
买入 |
12.27226 |
22600.0 |
¥27.7万 |
|
| 2021-09-08 |
WR超买 |
卖出 |
12.41757 |
22600.0 |
¥28.1万 |
|
| 2021-09-24 |
WR超卖 |
买入 |
12.152140000000001 |
23100.0 |
¥28.1万 |
|
| 2021-12-06 |
WR超买 |
卖出 |
12.2877 |
23100.0 |
¥28.4万 |
|
| 2021-12-21 |
WR超卖 |
买入 |
11.921909999999999 |
23800.0 |
¥28.4万 |
|
| 2022-01-05 |
WR超买 |
卖出 |
12.787199999999999 |
23800.0 |
¥30.4万 |
|
| 2022-01-14 |
WR超卖 |
买入 |
12.292279999999996 |
24600.0 |
¥30.2万 |
|
| 2022-06-09 |
WR超买 |
卖出 |
8.44155 |
24600.0 |
¥20.8万 |
|
| 2022-07-07 |
WR超卖 |
买入 |
8.13813 |
25700.0 |
¥20.9万 |
|
| 2022-08-08 |
WR超买 |
卖出 |
7.56243 |
25700.0 |
¥19.4万 |
|
| 2022-08-25 |
WR超卖 |
买入 |
7.247239999999999 |
26800.0 |
¥19.4万 |
|
| 2022-10-27 |
WR超买 |
卖出 |
7.04295 |
26800.0 |
¥18.9万 |
|
| 2022-11-23 |
WR超卖 |
买入 |
6.98698 |
27000.0 |
¥18.9万 |
|
| 2023-01-06 |
WR超买 |
卖出 |
6.76323 |
27000.0 |
¥18.3万 |
|
| 2023-04-14 |
WR超卖 |
买入 |
16.016 |
11400.0 |
¥18.3万 |
|
| 2023-06-05 |
WR超买 |
卖出 |
14.625359999999999 |
11400.0 |
¥16.7万 |
|
| 2023-06-27 |
WR超卖 |
买入 |
13.023009999999998 |
12600.0 |
¥16.4万 |
|
| 2023-08-07 |
WR超买 |
卖出 |
12.1878 |
12600.0 |
¥15.4万 |
|
| 2023-08-14 |
WR超卖 |
买入 |
11.091079999999998 |
13800.0 |
¥15.3万 |
|
| 2023-11-07 |
WR超买 |
卖出 |
9.290700000000001 |
13800.0 |
¥12.8万 |
|
| 2023-11-27 |
WR超卖 |
买入 |
8.97897 |
14500.0 |
¥13.0万 |
|
| 2024-02-20 |
WR超买 |
卖出 |
7.7022900000000005 |
14500.0 |
¥11.2万 |
|
| 2024-03-27 |
WR超卖 |
买入 |
8.858849999999999 |
12600.0 |
¥11.2万 |
|
| 2024-05-08 |
WR超买 |
卖出 |
9.170819999999999 |
12600.0 |
¥11.6万 |
|
| 2024-05-22 |
WR超卖 |
买入 |
8.5085 |
13600.0 |
¥11.6万 |
|
| 2024-09-23 |
WR超买 |
卖出 |
7.10289 |
13600.0 |
¥9.7万 |
|
| 2024-12-13 |
WR超卖 |
买入 |
12.712699999999998 |
7500.0 |
¥9.5万 |
|
| 2025-01-27 |
WR超买 |
卖出 |
10.789200000000003 |
7500.0 |
¥8.1万 |
|
| 2025-02-25 |
WR超卖 |
买入 |
11.7117 |
6800.0 |
¥8.0万 |
|
| 2025-04-22 |
WR超买 |
卖出 |
10.439549999999999 |
6800.0 |
¥7.1万 |
|
| 2025-05-26 |
WR超卖 |
买入 |
9.92992 |
7400.0 |
¥7.4万 |
|
| 2025-06-06 |
WR超买 |
卖出 |
10.339649999999999 |
7400.0 |
¥7.6万 |
|
| 2025-06-16 |
WR超卖 |
买入 |
9.909899999999999 |
7700.0 |
¥7.6万 |
|
| 2025-07-02 |
WR超买 |
卖出 |
10.139850000000001 |
7700.0 |
¥7.8万 |
|
| 2025-08-11 |
WR超卖 |
买入 |
10.56055 |
7400.0 |
¥7.8万 |
|
| 2025-08-21 |
WR超买 |
卖出 |
11.26872 |
7400.0 |
¥8.3万 |
|
| 2025-09-05 |
WR超卖 |
买入 |
10.610599999999998 |
7900.0 |
¥8.4万 |
|
| 2025-09-25 |
WR超买 |
卖出 |
11.33865 |
7900.0 |
¥9.0万 |
|
| 2025-10-15 |
WR超卖 |
买入 |
10.800789999999997 |
8300.0 |
¥9.0万 |
|
| 2025-11-03 |
WR超买 |
卖出 |
12.537450000000002 |
8300.0 |
¥10.4万 |
|
| 2025-12-04 |
WR超卖 |
买入 |
12.4124 |
8300.0 |
¥10.3万 |
|
| 2026-01-06 |
WR超买 |
卖出 |
11.29869 |
8300.0 |
¥9.4万 |
|
| 2026-02-05 |
WR超卖 |
买入 |
12.09208 |
7700.0 |
¥9.3万 |
|
| 2026-02-11 |
WR超买 |
卖出 |
12.987 |
7700.0 |
¥10.0万 |
|
| 2026-03-04 |
WR超卖 |
买入 |
11.15114 |
8900.0 |
¥9.9万 |
|
| 2026-04-14 |
WR超买 |
卖出 |
11.03895 |
8900.0 |
¥9.8万 |
|
| 2026-05-18 |
WR超卖 |
买入 |
10.86085 |
9100.0 |
¥9.9万 |
|
| 2026-08-03 |
WR超买 |
卖出 |
9.270719999999999 |
9100.0 |
¥8.4万 |
|
| 2026-08-20 |
WR超卖 |
买入 |
8.84884 |
9700.0 |
¥8.6万 |
|
| 2026-11-13 |
强平 |
卖出 |
8.03 |
9700 |
¥7.8万 |
回测结束强平 |