← 返回 威廉指标超卖

601600 中国铝业 — 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: ¥68.0万
策略: 威廉指标超卖
-32.03%
总收益率
¥-32.0万
盈亏金额
132
总成交笔数
66
交易回合
56%
回合胜率
¥-4,856
平均回合盈亏
K线 & 交易信号(策略收益 -32.03%)
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 66 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 2015-02-06 2015-02-27 5.066579517999999 5.3946000000000005 ¥6.4万 +6.44% WR超买
2 2015-05-14 2015-05-18 8.561117565 9.8901 ¥16.3万 +15.49% WR超买
3 2015-06-23 2015-07-24 8.51105255 6.97302 ¥-22.1万 -18.10% WR超买
4 2015-08-24 2015-10-13 5.90767177 5.1748199999999995 ¥-11.9万 -12.43% WR超买
5 2015-11-25 2015-12-18 5.226787566 5.1748199999999995 ¥-9,056 -1.02% WR超买
6 2016-01-05 2016-02-22 4.505851349999999 4.225770000000001 ¥-5.4万 -6.24% WR超买
7 2016-03-16 2016-04-06 4.345643301999999 4.57542 ¥4.3万 +5.26% WR超买
8 2016-04-25 2016-06-01 4.461338 4.07592 ¥-7.5万 -8.67% WR超买
9 2016-06-14 2016-07-08 3.855006155 3.93606 ¥1.6万 +2.07% WR超买
10 2016-07-28 2016-08-16 3.844993151999999 4.01598 ¥3.6万 +4.42% WR超买
11 2016-09-13 2016-10-12 3.8349801489999997 3.85614 ¥4,391 +0.52% WR超买
12 2016-12-19 2017-01-10 4.40572132 4.50549 ¥1.9万 +2.23% WR超买
13 2017-02-27 2017-04-06 4.956436484999999 4.975020000000001 ¥2,970 +0.34% WR超买
14 2017-04-25 2017-06-05 4.726137416 4.255739999999999 ¥-8.6万 -9.98% WR超买
15 2018-02-28 2018-04-20 5.901770000000001 5.12487 ¥-9.3万 -13.19% WR超买
16 2018-05-03 2018-07-24 4.545903362 3.66 ¥-13.5万 -19.51% WR超买
17 2018-09-12 2018-09-20 3.865019157999999 4.095899999999999 ¥3.3万 +5.94% WR超买
18 2018-10-12 2018-11-01 3.60468108 3.78621 ¥2.9万 +5.00% WR超买
19 2018-11-26 2019-01-08 3.6647590979999998 3.6063899999999998 ¥-10,000 -1.62% WR超买
20 2019-01-30 2019-02-13 3.564629068 3.7062899999999996 ¥2.4万 +3.94% WR超买
21 2019-03-25 2019-04-02 4.235500269 4.47552 ¥3.5万 +5.64% WR超买
22 2019-04-26 2019-05-22 4.235500269 4.11588 ¥-1.9万 -2.85% WR超买
23 2019-06-06 2019-08-23 3.844993152 3.7162800000000002 ¥-2.2万 -3.38% WR超买
24 2019-09-23 2019-12-17 3.631089 3.38661 ¥-4.2万 -6.76% WR超买
25 2020-01-20 2020-02-21 3.4710410000000005 3.21678 ¥-4.3万 -7.35% WR超买
26 2020-03-13 2020-06-02 3.0039008999999997 2.82717 ¥-3.1万 -5.91% WR超买
27 2020-06-29 2020-07-03 2.770831 2.8771199999999997 ¥1.9万 +3.80% WR超买
28 2020-08-17 2020-11-04 3.2542259749999998 3.02697 ¥-3.7万 -7.01% WR超买
29 2020-12-14 2021-01-08 3.634720089 3.97602 ¥4.5万 +9.36% WR超买
30 2021-01-12 2021-02-18 3.574642071 3.8961000000000006 ¥4.8万 +8.96% WR超买
31 2021-03-24 2021-04-12 3.8349801489999997 4.1958 ¥5.3万 +9.38% WR超买
32 2021-06-16 2021-06-28 5.006501499999999 5.3846099999999995 ¥4.7万 +7.52% WR超买
33 2021-08-04 2021-08-16 5.507151649999999 6.37362 ¥10.7万 +15.70% WR超买
34 2021-09-28 2021-12-06 7.960337384999999 5.4 ¥-25.3万 -32.18% WR超买
35 2022-01-05 2022-02-10 6.047853812 6.27372 ¥2.0万 +3.70% WR超买
36 2022-03-10 2022-05-23 6.20806186 5.1748199999999995 ¥-9.1万 -16.67% WR超买
37 2022-06-22 2022-08-15 4.786215433999999 4.60539 ¥-1.8万 -3.81% WR超买
38 2022-09-02 2022-09-08 4.475812340999999 4.8951 ¥4.2万 +9.34% WR超买
39 2022-09-19 2022-11-08 4.485825344 4.23576 ¥-2.7万 -5.60% WR超买
40 2022-12-23 2023-01-10 4.455786335 4.68531 ¥2.3万 +5.12% WR超买
41 2023-03-13 2023-04-06 5.4470736319999995 5.594399999999999 ¥1.3万 +2.67% WR超买
42 2023-05-12 2023-06-09 6.0018 5.64435 ¥-3.0万 -5.98% WR超买
43 2023-06-26 2023-07-10 5.356956604999999 5.994 ¥5.5万 +11.86% WR超买
44 2023-08-16 2023-09-04 6.057866815 6.34365 ¥2.4万 +4.69% WR超买
45 2023-09-26 2023-11-01 6.3782829109999994 6.1938 ¥-1.6万 -2.92% WR超买
46 2023-11-09 2023-12-25 5.777502730999999 5.32467 ¥-4.2万 -7.87% WR超买
47 2024-01-18 2024-01-26 5.296878587 5.594399999999999 ¥2.7万 +5.59% WR超买
48 2024-04-24 2024-04-29 6.908972069999999 7.4925 ¥4.4万 +8.41% WR超买
49 2024-06-12 2024-07-02 7.669960298 7.892099999999999 ¥1.6万 +2.87% WR超买
50 2024-07-18 2024-08-22 7.259427175000001 6.773220000000001 ¥-3.8万 -6.73% WR超买
51 2024-09-05 2024-09-20 6.628607986 6.90309 ¥2.2万 +4.11% WR超买
52 2024-10-31 2024-12-12 7.659947294999999 7.8 ¥1.0万 +1.80% WR超买
53 2024-12-17 2025-01-14 7.4196352229999984 7.38261 ¥-3,006 -0.53% WR超买
54 2025-02-14 2025-03-10 7.549804261999999 7.792199999999999 ¥1.8万 +3.18% WR超买
55 2025-03-31 2025-04-28 7.529778256 6.5734200000000005 ¥-7.4万 -12.73% WR超买
56 2025-05-28 2025-06-10 6.498438947 6.82317 ¥2.5万 +4.97% WR超买
57 2025-09-05 2025-09-30 7.4196352229999984 8.121870000000001 ¥5.1万 +9.43% WR超买
58 2025-11-28 2025-12-08 10.403510117 11.318670000000001 ¥5.1万 +8.76% WR超买
59 2025-12-16 2025-12-29 10.453575132 11.85813 ¥8.5万 +13.40% WR超买
60 2026-02-06 2026-03-02 12.195837653999998 13.86612 ¥9.5万 +13.66% WR超买
61 2026-03-18 2026-04-09 12.953885 12.13785 ¥-5.1万 -6.33% WR超买
62 2026-04-29 2026-05-27 11.595057473999999 12.12786 ¥3.5万 +4.56% WR超买
63 2026-06-08 2026-07-15 10.153185041999999 8.68131 ¥-11.1万 -14.52% WR超买
64 2026-08-21 2026-09-02 9.131858736 9.73026 ¥4.5万 +6.52% WR超买
65 2026-09-15 2026-11-05 9.282053780999998 8.7912 ¥-3.9万 -5.32% WR超买
66 2026-11-11 2026-11-13 8.202459999999999 7.96 ¥-2.0万 -2.99% 强平
逐笔成交记录(共 132 笔)
日期操作方向价格数量(股)金额备注
2015-02-06 WR超卖 买入 5.065059999999999 195800.0 ¥99.2万
2015-02-27 WR超买 卖出 5.3946000000000005 195800.0 ¥1.06M
2015-05-14 WR超卖 买入 8.55855 122700.0 ¥1.05M
2015-05-18 WR超买 卖出 9.8901 122700.0 ¥1.21M
2015-06-23 WR超卖 买入 8.5085 143800.0 ¥1.22M
2015-07-24 WR超买 卖出 6.97302 143800.0 ¥1.00M
2015-08-24 WR超卖 买入 5.9059 161800.0 ¥95.6万
2015-10-13 WR超买 卖出 5.1748199999999995 161800.0 ¥83.7万
2015-11-25 WR超卖 买入 5.225219999999999 169200.0 ¥88.4万
2015-12-18 WR超买 卖出 5.1748199999999995 169200.0 ¥87.5万
2016-01-05 WR超卖 买入 4.504499999999999 190400.0 ¥85.8万
2016-02-22 WR超买 卖出 4.225770000000001 190400.0 ¥80.4万
2016-03-16 WR超卖 买入 4.344339999999999 188700.0 ¥82.0万
2016-04-06 WR超买 卖出 4.57542 188700.0 ¥86.3万
2016-04-25 WR超卖 买入 4.46 193700.0 ¥86.4万
2016-06-01 WR超买 卖出 4.07592 193700.0 ¥78.9万
2016-06-14 WR超卖 买入 3.8538499999999996 204400.0 ¥78.8万
2016-07-08 WR超买 卖出 3.93606 204400.0 ¥80.4万
2016-07-28 WR超卖 买入 3.8438399999999993 209200.0 ¥80.4万
2016-08-16 WR超买 卖出 4.01598 209200.0 ¥84.0万
2016-09-13 WR超卖 买入 3.83383 219500.0 ¥84.2万
2016-10-12 WR超买 卖出 3.85614 219500.0 ¥84.6万
2016-12-19 WR超卖 买入 4.4044 190300.0 ¥83.8万
2017-01-10 WR超买 卖出 4.50549 190300.0 ¥85.7万
2017-02-27 WR超卖 买入 4.954949999999999 173800.0 ¥86.1万
2017-04-06 WR超买 卖出 4.975020000000001 173800.0 ¥86.4万
2017-04-25 WR超卖 买入 4.72472 182900.0 ¥86.4万
2017-06-05 WR超买 卖出 4.255739999999999 182900.0 ¥77.8万
2018-02-28 WR超卖 买入 5.9 119200.0 ¥70.3万
2018-04-20 WR超买 卖出 5.12487 119200.0 ¥61.1万
2018-05-03 WR超卖 买入 4.54454 151900.0 ¥69.1万
2018-07-24 WR超买 卖出 3.66 151900.0 ¥55.6万
2018-09-12 WR超卖 买入 3.863859999999999 142800.0 ¥55.2万
2018-09-20 WR超买 卖出 4.095899999999999 142800.0 ¥58.5万
2018-10-12 WR超卖 买入 3.6035999999999997 161200.0 ¥58.1万
2018-11-01 WR超买 卖出 3.78621 161200.0 ¥61.0万
2018-11-26 WR超卖 买入 3.6636599999999997 168200.0 ¥61.6万
2019-01-08 WR超买 卖出 3.6063899999999998 168200.0 ¥60.6万
2019-01-30 WR超卖 买入 3.5635600000000003 170200.0 ¥60.7万
2019-02-13 WR超买 卖出 3.7062899999999996 170200.0 ¥63.1万
2019-03-25 WR超卖 买入 4.23423 145700.0 ¥61.7万
2019-04-02 WR超买 卖出 4.47552 145700.0 ¥65.2万
2019-04-26 WR超卖 买入 4.23423 156700.0 ¥66.4万
2019-05-22 WR超买 卖出 4.11588 156700.0 ¥64.5万
2019-06-06 WR超卖 买入 3.8438399999999997 167600.0 ¥64.4万
2019-08-23 WR超买 卖出 3.7162800000000002 167600.0 ¥62.3万
2019-09-23 WR超卖 买入 3.63 171800.0 ¥62.4万
2019-12-17 WR超买 卖出 3.38661 171800.0 ¥58.2万
2020-01-20 WR超卖 买入 3.47 167600.0 ¥58.2万
2020-02-21 WR超买 卖出 3.21678 167600.0 ¥53.9万
2020-03-13 WR超卖 买入 3.003 175000.0 ¥52.6万
2020-06-02 WR超买 卖出 2.82717 175000.0 ¥49.5万
2020-06-29 WR超卖 买入 2.77 183400.0 ¥50.8万
2020-07-03 WR超买 卖出 2.8771199999999997 183400.0 ¥52.8万
2020-08-17 WR超卖 买入 3.25325 162300.0 ¥52.8万
2020-11-04 WR超买 卖出 3.02697 162300.0 ¥49.1万
2020-12-14 WR超卖 买入 3.6336299999999997 132500.0 ¥48.2万
2021-01-08 WR超买 卖出 3.97602 132500.0 ¥52.7万
2021-01-12 WR超卖 买入 3.5735699999999997 148700.0 ¥53.2万
2021-02-18 WR超买 卖出 3.8961000000000006 148700.0 ¥57.9万
2021-03-24 WR超卖 买入 3.8338299999999994 147900.0 ¥56.7万
2021-04-12 WR超买 卖出 4.1958 147900.0 ¥62.0万
2021-06-16 WR超卖 买入 5.004999999999999 124600.0 ¥62.4万
2021-06-28 WR超买 卖出 5.3846099999999995 124600.0 ¥67.1万
2021-08-04 WR超卖 买入 5.5055 123400.0 ¥68.0万
2021-08-16 WR超买 卖出 6.37362 123400.0 ¥78.6万
2021-09-28 WR超卖 买入 7.957949999999999 98700.0 ¥78.6万
2021-12-06 WR超买 卖出 5.4 98700.0 ¥53.3万
2022-01-05 WR超卖 买入 6.04604 88400.0 ¥53.5万
2022-02-10 WR超买 卖出 6.27372 88400.0 ¥55.4万
2022-03-10 WR超卖 买入 6.2062 88000.0 ¥54.6万
2022-05-23 WR超买 卖出 5.1748199999999995 88000.0 ¥45.5万
2022-06-22 WR超卖 买入 4.78478 97600.0 ¥46.7万
2022-08-15 WR超买 卖出 4.60539 97600.0 ¥44.9万
2022-09-02 WR超卖 买入 4.474469999999999 100000.0 ¥44.8万
2022-09-08 WR超买 卖出 4.8951 100000.0 ¥48.9万
2022-09-19 WR超卖 买入 4.48448 109100.0 ¥48.9万
2022-11-08 WR超买 卖出 4.23576 109100.0 ¥46.2万
2022-12-23 WR超卖 买入 4.45445 103000.0 ¥45.9万
2023-01-10 WR超买 卖出 4.68531 103000.0 ¥48.2万
2023-03-13 WR超卖 买入 5.44544 89000.0 ¥48.5万
2023-04-06 WR超买 卖出 5.594399999999999 89000.0 ¥49.8万
2023-05-12 WR超卖 买入 6.0 82300.0 ¥49.4万
2023-06-09 WR超买 卖出 5.64435 82300.0 ¥46.4万
2023-06-26 WR超卖 买入 5.355349999999999 86100.0 ¥46.1万
2023-07-10 WR超买 卖出 5.994 86100.0 ¥51.6万
2023-08-16 WR超卖 买入 6.056049999999999 86300.0 ¥52.3万
2023-09-04 WR超买 卖出 6.34365 86300.0 ¥54.7万
2023-09-26 WR超卖 买入 6.37637 85900.0 ¥54.8万
2023-11-01 WR超买 卖出 6.1938 85900.0 ¥53.2万
2023-11-09 WR超卖 买入 5.77577 92400.0 ¥53.4万
2023-12-25 WR超买 卖出 5.32467 92400.0 ¥49.2万
2024-01-18 WR超卖 买入 5.29529 92200.0 ¥48.8万
2024-01-26 WR超买 卖出 5.594399999999999 92200.0 ¥51.6万
2024-04-24 WR超卖 买入 6.906899999999999 75100.0 ¥51.9万
2024-04-29 WR超买 卖出 7.4925 75100.0 ¥56.3万
2024-06-12 WR超卖 买入 7.66766 72900.0 ¥55.9万
2024-07-02 WR超买 卖出 7.892099999999999 72900.0 ¥57.5万
2024-07-18 WR超卖 买入 7.25725 78600.0 ¥57.1万
2024-08-22 WR超买 卖出 6.773220000000001 78600.0 ¥53.2万
2024-09-05 WR超卖 买入 6.626619999999999 81500.0 ¥54.0万
2024-09-20 WR超买 卖出 6.90309 81500.0 ¥56.2万
2024-10-31 WR超卖 买入 7.657649999999999 72900.0 ¥55.8万
2024-12-12 WR超买 卖出 7.8 72900.0 ¥56.8万
2024-12-17 WR超卖 买入 7.4174099999999985 76600.0 ¥56.8万
2025-01-14 WR超买 卖出 7.38261 76600.0 ¥56.5万
2025-02-14 WR超卖 买入 7.54754 75100.0 ¥56.7万
2025-03-10 WR超买 卖出 7.792199999999999 75100.0 ¥58.5万
2025-03-31 WR超卖 买入 7.52752 77300.0 ¥58.2万
2025-04-28 WR超买 卖出 6.5734200000000005 77300.0 ¥50.8万
2025-05-28 WR超卖 买入 6.49649 78900.0 ¥51.3万
2025-06-10 WR超买 卖出 6.82317 78900.0 ¥53.8万
2025-09-05 WR超卖 买入 7.4174099999999985 72300.0 ¥53.6万
2025-09-30 WR超买 卖出 8.121870000000001 72300.0 ¥58.7万
2025-11-28 WR超卖 买入 10.400389999999998 56300.0 ¥58.6万
2025-12-08 WR超买 卖出 11.318670000000001 56300.0 ¥63.7万
2025-12-16 WR超卖 买入 10.450439999999999 60600.0 ¥63.3万
2025-12-29 WR超买 卖出 11.85813 60600.0 ¥71.8万
2026-02-06 WR超卖 买入 12.192179999999999 57200.0 ¥69.8万
2026-03-02 WR超买 卖出 13.86612 57200.0 ¥79.3万
2026-03-18 WR超卖 买入 12.95 62800.0 ¥81.4万
2026-04-09 WR超买 卖出 12.13785 62800.0 ¥76.2万
2026-04-29 WR超卖 买入 11.591579999999999 65800.0 ¥76.3万
2026-05-27 WR超买 卖出 12.12786 65800.0 ¥79.8万
2026-06-08 WR超卖 买入 10.150139999999999 75100.0 ¥76.3万
2026-07-15 WR超买 卖出 8.68131 75100.0 ¥65.2万
2026-08-21 WR超卖 买入 9.129119999999999 75400.0 ¥68.9万
2026-09-02 WR超买 卖出 9.73026 75400.0 ¥73.3万
2026-09-15 WR超卖 买入 9.279269999999999 79200.0 ¥73.5万
2026-11-05 WR超买 卖出 8.7912 79200.0 ¥69.6万
2026-11-11 WR超卖 买入 8.2 83600.0 ¥68.6万
2026-11-13 强平 卖出 7.96 83600 ¥66.5万 回测结束强平
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