601698 中国卫通 — 威廉指标超卖 回测明细
数据区间: 2019-06-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.02M
策略: 威廉指标超卖
K线 & 交易信号(策略收益 +1.62%)
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 43 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 |
2019-08-02 |
2019-08-29 |
10.213263059999997 |
10.97901 |
¥7.2万 |
+7.47% |
WR超买 |
| 2 |
2019-09-26 |
2019-12-13 |
13.257215972 |
10.60938 |
¥-21.1万 |
-20.00% |
WR超买 |
| 3 |
2020-03-10 |
2020-04-08 |
16.080882818 |
16.00398 |
¥-4,232 |
-0.51% |
WR超买 |
| 4 |
2020-04-28 |
2020-06-02 |
16.050843808999996 |
18.87111 |
¥14.7万 |
+17.54% |
WR超买 |
| 5 |
2020-06-19 |
2020-07-09 |
17.923275369999995 |
23.18 |
¥29.2万 |
+29.29% |
WR超买 |
| 6 |
2020-08-26 |
2020-11-18 |
22.529256749999995 |
18.92106 |
¥-20.5万 |
-16.04% |
WR超买 |
| 7 |
2020-12-10 |
2021-01-05 |
18.574120564999998 |
19.21077 |
¥3.7万 |
+3.40% |
WR超买 |
| 8 |
2021-01-21 |
2021-04-07 |
18.103509423999995 |
16.16382 |
¥-12.1万 |
-10.74% |
WR超买 |
| 9 |
2021-04-29 |
2021-05-28 |
17.172300144999994 |
16.31367 |
¥-5.0万 |
-5.03% |
WR超买 |
| 10 |
2021-06-08 |
2021-06-11 |
15.950713778999997 |
16.383599999999998 |
¥2.6万 |
+2.68% |
WR超买 |
| 11 |
2021-07-02 |
2021-08-11 |
15.510141646999998 |
14.445540000000001 |
¥-6.7万 |
-6.89% |
WR超买 |
| 12 |
2021-09-27 |
2021-11-12 |
15.399998614000001 |
14.3856 |
¥-6.0万 |
-6.62% |
WR超买 |
| 13 |
2021-12-08 |
2021-12-30 |
14.268529274999999 |
14.76522 |
¥2.9万 |
+3.45% |
WR超买 |
| 14 |
2022-01-21 |
2022-05-16 |
14.008191196999999 |
10.41957 |
¥-22.4万 |
-25.64% |
WR超买 |
| 15 |
2022-06-23 |
2022-06-28 |
10.393497114 |
11.10888 |
¥4.5万 |
+6.85% |
WR超买 |
| 16 |
2022-07-14 |
2022-07-21 |
10.703900206999998 |
11.37861 |
¥4.4万 |
+6.27% |
WR超买 |
| 17 |
2022-08-19 |
2022-08-31 |
11.084394320999998 |
11.49849 |
¥2.8万 |
+3.70% |
WR超买 |
| 18 |
2022-09-19 |
2022-10-21 |
10.934199275999998 |
10.67931 |
¥-1.8万 |
-2.36% |
WR超买 |
| 19 |
2022-11-29 |
2022-12-06 |
11.414823419999998 |
12.947040000000001 |
¥10.1万 |
+13.39% |
WR超买 |
| 20 |
2022-12-19 |
2023-01-06 |
11.71521351 |
11.838149999999999 |
¥8,703 |
+1.02% |
WR超买 |
| 21 |
2023-03-31 |
2023-06-02 |
20.907150263999995 |
18.47151 |
¥-10.0万 |
-11.68% |
WR超买 |
| 22 |
2023-07-14 |
2023-08-31 |
19.315082786999994 |
16.97301 |
¥-9.3万 |
-12.15% |
WR超买 |
| 23 |
2023-09-20 |
2023-10-18 |
16.871910055 |
19.57041 |
¥10.6万 |
+15.96% |
WR超买 |
| 24 |
2023-11-03 |
2023-11-16 |
18.023405399999998 |
19.7802 |
¥7.5万 |
+9.71% |
WR超买 |
| 25 |
2023-11-27 |
2024-01-26 |
18.12353543 |
15.914069999999999 |
¥-10.4万 |
-12.22% |
WR超买 |
| 26 |
2024-02-02 |
2024-02-23 |
14.358646302 |
15.56442 |
¥6.3万 |
+8.37% |
WR超买 |
| 27 |
2024-03-25 |
2024-05-08 |
16.140960835999998 |
16.293689999999998 |
¥7,436 |
+0.92% |
WR超买 |
| 28 |
2024-05-16 |
2024-06-03 |
15.259816572 |
15.494489999999997 |
¥1.2万 |
+1.51% |
WR超买 |
| 29 |
2024-06-11 |
2024-07-12 |
14.639010385999997 |
14.515469999999999 |
¥-7,226 |
-0.87% |
WR超买 |
| 30 |
2024-08-15 |
2024-09-25 |
15.480102638 |
14.985 |
¥-2.7万 |
-3.23% |
WR超买 |
| 31 |
2024-11-04 |
2024-11-07 |
16.561506962 |
19.05 |
¥12.0万 |
+14.99% |
WR超买 |
| 32 |
2024-11-27 |
2024-12-13 |
20.036019003 |
22.95702 |
¥13.3万 |
+14.54% |
WR超买 |
| 33 |
2024-12-19 |
2025-01-22 |
21.227566359999997 |
19.81017 |
¥-6.8万 |
-6.71% |
WR超买 |
| 34 |
2025-03-03 |
2025-05-08 |
19.715602906999997 |
19.7802 |
¥2,916 |
+0.30% |
WR超买 |
| 35 |
2025-05-26 |
2025-07-01 |
19.044731705999997 |
20.41956 |
¥7.1万 |
+7.19% |
WR超买 |
| 36 |
2025-07-14 |
2025-07-30 |
19.825745939999997 |
20.31966 |
¥2.6万 |
+2.46% |
WR超买 |
| 37 |
2025-09-05 |
2025-10-14 |
21.007280294 |
21.73824 |
¥3.7万 |
+3.45% |
WR超买 |
| 38 |
2025-11-18 |
2025-12-05 |
21.386414000000002 |
21.2787 |
¥-5,922 |
-0.53% |
WR超买 |
| 39 |
2026-01-22 |
2026-04-15 |
35.95669377299999 |
34.085879999999996 |
¥-5.8万 |
-5.23% |
WR超买 |
| 40 |
2026-05-15 |
2026-06-15 |
35.726394704 |
32.967 |
¥-8.2万 |
-7.75% |
WR超买 |
| 41 |
2026-06-24 |
2026-07-13 |
28.63718858 |
33.966 |
¥17.9万 |
+18.57% |
WR超买 |
| 42 |
2026-07-16 |
2026-08-06 |
27.17529014199999 |
26.50347 |
¥-2.8万 |
-2.50% |
WR超买 |
| 43 |
2026-08-21 |
2026-11-13 |
24.211441253999993 |
21.81 |
¥-11.1万 |
-9.95% |
强平 |
逐笔成交记录(共 86 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2019-08-02 |
WR超卖 |
买入 |
10.210199999999999 |
94200.0 |
¥96.2万 |
|
| 2019-08-29 |
WR超买 |
卖出 |
10.97901 |
94200.0 |
¥1.03M |
|
| 2019-09-26 |
WR超卖 |
买入 |
13.253239999999998 |
79700.0 |
¥1.06M |
|
| 2019-12-13 |
WR超买 |
卖出 |
10.60938 |
79700.0 |
¥84.5万 |
|
| 2020-03-10 |
WR超卖 |
买入 |
16.07606 |
51800.0 |
¥83.3万 |
|
| 2020-04-08 |
WR超买 |
卖出 |
16.00398 |
51800.0 |
¥82.9万 |
|
| 2020-04-28 |
WR超卖 |
买入 |
16.04603 |
52200.0 |
¥83.8万 |
|
| 2020-06-02 |
WR超买 |
卖出 |
18.87111 |
52200.0 |
¥98.5万 |
|
| 2020-06-19 |
WR超卖 |
买入 |
17.917899999999996 |
55600.0 |
¥99.7万 |
|
| 2020-07-09 |
WR超买 |
卖出 |
23.18 |
55600.0 |
¥1.29M |
|
| 2020-08-26 |
WR超卖 |
买入 |
22.522499999999997 |
56600.0 |
¥1.28M |
|
| 2020-11-18 |
WR超买 |
卖出 |
18.92106 |
56600.0 |
¥1.07M |
|
| 2020-12-10 |
WR超卖 |
买入 |
18.56855 |
58200.0 |
¥1.08M |
|
| 2021-01-05 |
WR超买 |
卖出 |
19.21077 |
58200.0 |
¥1.12M |
|
| 2021-01-21 |
WR超卖 |
买入 |
18.098079999999996 |
62100.0 |
¥1.12M |
|
| 2021-04-07 |
WR超买 |
卖出 |
16.16382 |
62100.0 |
¥1.00M |
|
| 2021-04-29 |
WR超卖 |
买入 |
17.167149999999996 |
58000.0 |
¥99.6万 |
|
| 2021-05-28 |
WR超买 |
卖出 |
16.31367 |
58000.0 |
¥94.6万 |
|
| 2021-06-08 |
WR超卖 |
买入 |
15.945929999999999 |
59800.0 |
¥95.4万 |
|
| 2021-06-11 |
WR超买 |
卖出 |
16.383599999999998 |
59800.0 |
¥97.9万 |
|
| 2021-07-02 |
WR超卖 |
买入 |
15.505489999999998 |
63100.0 |
¥97.9万 |
|
| 2021-08-11 |
WR超买 |
卖出 |
14.445540000000001 |
63100.0 |
¥91.1万 |
|
| 2021-09-27 |
WR超卖 |
买入 |
15.39538 |
59300.0 |
¥91.3万 |
|
| 2021-11-12 |
WR超买 |
卖出 |
14.3856 |
59300.0 |
¥85.3万 |
|
| 2021-12-08 |
WR超卖 |
买入 |
14.264249999999999 |
59700.0 |
¥85.2万 |
|
| 2021-12-30 |
WR超买 |
卖出 |
14.76522 |
59700.0 |
¥88.1万 |
|
| 2022-01-21 |
WR超卖 |
买入 |
14.003989999999998 |
62400.0 |
¥87.4万 |
|
| 2022-05-16 |
WR超买 |
卖出 |
10.41957 |
62400.0 |
¥65.0万 |
|
| 2022-06-23 |
WR超卖 |
买入 |
10.39038 |
63200.0 |
¥65.7万 |
|
| 2022-06-28 |
WR超买 |
卖出 |
11.10888 |
63200.0 |
¥70.2万 |
|
| 2022-07-14 |
WR超卖 |
买入 |
10.700689999999998 |
65800.0 |
¥70.4万 |
|
| 2022-07-21 |
WR超买 |
卖出 |
11.37861 |
65800.0 |
¥74.8万 |
|
| 2022-08-19 |
WR超卖 |
买入 |
11.081069999999999 |
67200.0 |
¥74.5万 |
|
| 2022-08-31 |
WR超买 |
卖出 |
11.49849 |
67200.0 |
¥77.2万 |
|
| 2022-09-19 |
WR超卖 |
买入 |
10.930919999999999 |
70900.0 |
¥77.5万 |
|
| 2022-10-21 |
WR超买 |
卖出 |
10.67931 |
70900.0 |
¥75.7万 |
|
| 2022-11-29 |
WR超卖 |
买入 |
11.411399999999999 |
66000.0 |
¥75.3万 |
|
| 2022-12-06 |
WR超买 |
卖出 |
12.947040000000001 |
66000.0 |
¥85.4万 |
|
| 2022-12-19 |
WR超卖 |
买入 |
11.711699999999999 |
72900.0 |
¥85.4万 |
|
| 2023-01-06 |
WR超买 |
卖出 |
11.838149999999999 |
72900.0 |
¥86.3万 |
|
| 2023-03-31 |
WR超卖 |
买入 |
20.900879999999997 |
40900.0 |
¥85.5万 |
|
| 2023-06-02 |
WR超买 |
卖出 |
18.47151 |
40900.0 |
¥75.5万 |
|
| 2023-07-14 |
WR超卖 |
买入 |
19.309289999999997 |
39600.0 |
¥76.5万 |
|
| 2023-08-31 |
WR超买 |
卖出 |
16.97301 |
39600.0 |
¥67.2万 |
|
| 2023-09-20 |
WR超卖 |
买入 |
16.86685 |
39500.0 |
¥66.6万 |
|
| 2023-10-18 |
WR超买 |
卖出 |
19.57041 |
39500.0 |
¥77.3万 |
|
| 2023-11-03 |
WR超卖 |
买入 |
18.017999999999997 |
43100.0 |
¥77.7万 |
|
| 2023-11-16 |
WR超买 |
卖出 |
19.7802 |
43100.0 |
¥85.2万 |
|
| 2023-11-27 |
WR超卖 |
买入 |
18.1181 |
46900.0 |
¥85.0万 |
|
| 2024-01-26 |
WR超买 |
卖出 |
15.914069999999999 |
46900.0 |
¥74.6万 |
|
| 2024-02-02 |
WR超卖 |
买入 |
14.354339999999999 |
52300.0 |
¥75.1万 |
|
| 2024-02-23 |
WR超买 |
卖出 |
15.56442 |
52300.0 |
¥81.4万 |
|
| 2024-03-25 |
WR超卖 |
买入 |
16.13612 |
50300.0 |
¥81.2万 |
|
| 2024-05-08 |
WR超买 |
卖出 |
16.293689999999998 |
50300.0 |
¥81.9万 |
|
| 2024-05-16 |
WR超卖 |
买入 |
15.255239999999999 |
53700.0 |
¥81.9万 |
|
| 2024-06-03 |
WR超买 |
卖出 |
15.494489999999997 |
53700.0 |
¥83.2万 |
|
| 2024-06-11 |
WR超卖 |
买入 |
14.634619999999998 |
56500.0 |
¥82.7万 |
|
| 2024-07-12 |
WR超买 |
卖出 |
14.515469999999999 |
56500.0 |
¥82.0万 |
|
| 2024-08-15 |
WR超卖 |
买入 |
15.47546 |
53100.0 |
¥82.2万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
14.985 |
53100.0 |
¥79.5万 |
|
| 2024-11-04 |
WR超卖 |
买入 |
16.55654 |
48200.0 |
¥79.8万 |
|
| 2024-11-07 |
WR超买 |
卖出 |
19.05 |
48200.0 |
¥91.8万 |
|
| 2024-11-27 |
WR超卖 |
买入 |
20.03001 |
45500.0 |
¥91.2万 |
|
| 2024-12-13 |
WR超买 |
卖出 |
22.95702 |
45500.0 |
¥1.04M |
|
| 2024-12-19 |
WR超卖 |
买入 |
21.221199999999996 |
48100.0 |
¥1.02M |
|
| 2025-01-22 |
WR超买 |
卖出 |
19.81017 |
48100.0 |
¥95.3万 |
|
| 2025-03-03 |
WR超卖 |
买入 |
19.70969 |
49700.0 |
¥98.0万 |
|
| 2025-05-08 |
WR超买 |
卖出 |
19.7802 |
49700.0 |
¥98.3万 |
|
| 2025-05-26 |
WR超卖 |
买入 |
19.039019999999997 |
51800.0 |
¥98.7万 |
|
| 2025-07-01 |
WR超买 |
卖出 |
20.41956 |
51800.0 |
¥1.06M |
|
| 2025-07-14 |
WR超卖 |
买入 |
19.819799999999997 |
52900.0 |
¥1.05M |
|
| 2025-07-30 |
WR超买 |
卖出 |
20.31966 |
52900.0 |
¥1.07M |
|
| 2025-09-05 |
WR超卖 |
买入 |
21.00098 |
51500.0 |
¥1.08M |
|
| 2025-10-14 |
WR超买 |
卖出 |
21.73824 |
51500.0 |
¥1.12M |
|
| 2025-11-18 |
WR超卖 |
买入 |
21.38 |
51900.0 |
¥1.11M |
|
| 2025-12-05 |
WR超买 |
卖出 |
21.2787 |
51900.0 |
¥1.10M |
|
| 2026-01-22 |
WR超卖 |
买入 |
35.94590999999999 |
31000.0 |
¥1.11M |
|
| 2026-04-15 |
WR超买 |
卖出 |
34.085879999999996 |
31000.0 |
¥1.06M |
|
| 2026-05-15 |
WR超卖 |
买入 |
35.71568 |
29500.0 |
¥1.05M |
|
| 2026-06-15 |
WR超买 |
卖出 |
32.967 |
29500.0 |
¥97.2万 |
|
| 2026-06-24 |
WR超卖 |
买入 |
28.6286 |
33600.0 |
¥96.2万 |
|
| 2026-07-13 |
WR超买 |
卖出 |
33.966 |
33600.0 |
¥1.14M |
|
| 2026-07-16 |
WR超卖 |
买入 |
27.167139999999993 |
41300.0 |
¥1.12M |
|
| 2026-08-06 |
WR超买 |
卖出 |
26.50347 |
41300.0 |
¥1.09M |
|
| 2026-08-21 |
WR超卖 |
买入 |
24.204179999999997 |
46100.0 |
¥1.12M |
|
| 2026-11-13 |
强平 |
卖出 |
21.81 |
46100 |
¥1.01M |
回测结束强平 |