601727 上海电气 — 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: ¥32.9万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -67.14%）
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 58 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 |
2015-02-10 |
2015-03-20 |
9.302079786999997 |
11.07891 |
¥18.9万 |
+19.07% |
WR超买 |
| 2 |
2015-06-17 |
2015-07-22 |
20.126136029999998 |
14.185799999999999 |
¥-34.0万 |
-29.54% |
WR超买 |
| 3 |
2015-08-24 |
2015-12-08 |
12.015603599999999 |
13.59 |
¥10.6万 |
+13.07% |
WR超买 |
| 4 |
2015-12-29 |
2016-02-23 |
11.71521351 |
8.41158 |
¥-26.7万 |
-28.22% |
WR超买 |
| 5 |
2016-04-18 |
2016-06-06 |
8.942682 |
7.84215 |
¥-8.4万 |
-12.33% |
WR超买 |
| 6 |
2016-06-14 |
2016-07-06 |
7.509752250000001 |
8.02197 |
¥4.1万 |
+6.79% |
WR超买 |
| 7 |
2017-05-10 |
2017-06-21 |
7.810142339999999 |
7.292699999999999 |
¥-4.2万 |
-6.65% |
WR超买 |
| 8 |
2017-08-08 |
2017-09-01 |
7.619895282999998 |
8.091899999999999 |
¥3.7万 |
+6.16% |
WR超买 |
| 9 |
2017-11-09 |
2018-01-03 |
8.100519427 |
6.90309 |
¥-9.4万 |
-14.81% |
WR超买 |
| 10 |
2018-01-16 |
2018-01-31 |
6.568529967999998 |
6.84315 |
¥2.3万 |
+4.15% |
WR超买 |
| 11 |
2018-02-02 |
2018-03-07 |
6.348243901999999 |
5.94405 |
¥-3.6万 |
-6.40% |
WR超买 |
| 12 |
2018-04-09 |
2018-05-04 |
5.757476725 |
5.804189999999998 |
¥4,119 |
+0.78% |
WR超买 |
| 13 |
2018-08-08 |
2018-09-13 |
5.186735553999999 |
5.14485 |
¥-4,056 |
-0.84% |
WR超买 |
| 14 |
2018-10-19 |
2018-10-22 |
4.946423482 |
5.37462 |
¥4.5万 |
+8.62% |
WR超买 |
| 15 |
2018-11-09 |
2019-01-07 |
5.2067615599999995 |
5.0949 |
¥-1.2万 |
-2.18% |
WR超买 |
| 16 |
2019-01-24 |
2019-02-13 |
4.966449488 |
5.1 |
¥1.5万 |
+2.66% |
WR超买 |
| 17 |
2019-04-26 |
2019-06-12 |
6.168009848 |
5.36463 |
¥-7.5万 |
-13.05% |
WR超买 |
| 18 |
2019-07-09 |
2019-08-23 |
5.266839577999999 |
5.24475 |
¥-2,246 |
-0.45% |
WR超买 |
| 19 |
2019-09-24 |
2019-12-09 |
5.146683541999999 |
4.74525 |
¥-3.9万 |
-7.83% |
WR超买 |
| 20 |
2020-01-22 |
2020-02-21 |
4.966449487999999 |
4.815180000000001 |
¥-1.4万 |
-3.07% |
WR超买 |
| 21 |
2020-03-26 |
2020-04-17 |
4.70141 |
4.87512 |
¥1.6万 |
+3.66% |
WR超买 |
| 22 |
2020-05-13 |
2020-06-08 |
4.636020389 |
5.054939999999999 |
¥4.2万 |
+9.00% |
WR超买 |
| 23 |
2020-07-29 |
2020-08-04 |
5.3369305989999996 |
5.97402 |
¥6.0万 |
+11.90% |
WR超买 |
| 24 |
2020-08-28 |
2020-11-11 |
5.477112640999999 |
5.17482 |
¥-3.1万 |
-5.55% |
WR超买 |
| 25 |
2021-01-13 |
2021-02-03 |
5.376982610999999 |
5.57442 |
¥1.9万 |
+3.64% |
WR超买 |
| 26 |
2021-03-03 |
2021-03-23 |
5.477112640999999 |
5.68431 |
¥2.1万 |
+3.75% |
WR超买 |
| 27 |
2021-04-02 |
2021-08-02 |
5.511653 |
4.17582 |
¥-13.9万 |
-24.26% |
WR超买 |
| 28 |
2021-09-15 |
2021-09-23 |
4.575942370999999 |
5.2947 |
¥6.8万 |
+15.67% |
WR超买 |
| 29 |
2021-10-15 |
2021-11-05 |
4.816254442999998 |
5.06493 |
¥2.6万 |
+5.13% |
WR超买 |
| 30 |
2021-11-19 |
2022-03-04 |
4.80624144 |
4.50549 |
¥-3.3万 |
-6.29% |
WR超买 |
| 31 |
2022-03-15 |
2022-05-18 |
4.175422250999999 |
3.8561399999999995 |
¥-3.8万 |
-7.67% |
WR超买 |
| 32 |
2022-08-08 |
2022-09-08 |
4.285565284 |
4.4955 |
¥2.2万 |
+4.87% |
WR超买 |
| 33 |
2022-09-21 |
2022-11-07 |
4.215474263 |
4.12587 |
¥-1.0万 |
-2.15% |
WR超买 |
| 34 |
2022-12-16 |
2023-01-17 |
4.125357235999999 |
4.02597 |
¥-1.1万 |
-2.44% |
WR超买 |
| 35 |
2023-04-25 |
2023-04-27 |
4.525877355999999 |
4.67532 |
¥1.5万 |
+3.27% |
WR超买 |
| 36 |
2023-05-22 |
2023-06-01 |
4.555916364999999 |
4.74525 |
¥2.0万 |
+4.12% |
WR超买 |
| 37 |
2023-06-27 |
2023-06-29 |
4.465799338 |
4.62537 |
¥1.7万 |
+3.54% |
WR超买 |
| 38 |
2023-08-14 |
2023-09-06 |
4.6059813799999985 |
4.56543 |
¥-4,611 |
-0.91% |
WR超买 |
| 39 |
2023-10-09 |
2024-01-04 |
4.676072400999999 |
4.21578 |
¥-5.0万 |
-9.87% |
WR超买 |
| 40 |
2024-01-18 |
2024-01-26 |
4.005201199999999 |
4.13586 |
¥1.5万 |
+3.23% |
WR超买 |
| 41 |
2024-02-06 |
2024-02-22 |
3.7648891279999996 |
4.095899999999999 |
¥4.1万 |
+8.76% |
WR超买 |
| 42 |
2024-03-26 |
2024-04-02 |
4.1553962449999995 |
4.32567 |
¥2.1万 |
+4.07% |
WR超买 |
| 43 |
2024-05-09 |
2024-07-23 |
4.315604293 |
3.6963000000000004 |
¥-7.6万 |
-14.38% |
WR超买 |
| 44 |
2024-08-15 |
2024-09-04 |
3.6947981069999996 |
3.71 |
¥1,739 |
+0.38% |
WR超买 |
| 45 |
2024-11-26 |
2025-01-24 |
8.931598676 |
7.692300000000001 |
¥-6.3万 |
-13.90% |
WR超买 |
| 46 |
2025-03-10 |
2025-05-07 |
8.210662459999998 |
7.55244 |
¥-3.2万 |
-8.04% |
WR超买 |
| 47 |
2025-05-23 |
2025-05-27 |
7.229388166 |
7.782209999999999 |
¥2.8万 |
+7.61% |
WR超买 |
| 48 |
2025-06-13 |
2025-07-02 |
7.369570208 |
7.41258 |
¥2,162 |
+0.55% |
WR超买 |
| 49 |
2025-09-03 |
2025-09-24 |
8.450974531999998 |
8.511479999999999 |
¥2,689 |
+0.69% |
WR超买 |
| 50 |
2025-10-23 |
2025-12-15 |
9.211962759999997 |
8.85114 |
¥-1.5万 |
-3.95% |
WR超买 |
| 51 |
2025-12-17 |
2026-01-07 |
8.350844501999998 |
8.78121 |
¥1.9万 |
+5.12% |
WR超买 |
| 52 |
2026-01-28 |
2026-02-25 |
8.951624681999999 |
8.961030000000001 |
¥300 |
+0.08% |
WR超买 |
| 53 |
2026-03-04 |
2026-03-06 |
8.41092252 |
9.360629999999999 |
¥4.5万 |
+11.26% |
WR超买 |
| 54 |
2026-03-18 |
2026-04-17 |
8.61118258 |
8.10189 |
¥-2.6万 |
-5.94% |
WR超买 |
| 55 |
2026-04-29 |
2026-05-07 |
7.870220358 |
8.191799999999999 |
¥1.7万 |
+4.05% |
WR超买 |
| 56 |
2026-05-29 |
2026-07-30 |
8.41092252 |
6.87312 |
¥-7.9万 |
-18.31% |
WR超买 |
| 57 |
2026-08-17 |
2026-09-08 |
6.70871201 |
6.71328 |
¥135 |
+0.04% |
WR超买 |
| 58 |
2026-09-15 |
2026-11-13 |
6.468399937999999 |
5.95 |
¥-2.9万 |
-8.04% |
强平 |
逐笔成交记录（共 116 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-10 |
WR超卖 |
买入 |
9.299289999999997 |
106600.0 |
¥99.2万 |
|
| 2015-03-20 |
WR超买 |
卖出 |
11.07891 |
106600.0 |
¥1.18M |
|
| 2015-06-17 |
WR超卖 |
买入 |
20.1201 |
57200.0 |
¥1.15M |
|
| 2015-07-22 |
WR超买 |
卖出 |
14.185799999999999 |
57200.0 |
¥81.1万 |
|
| 2015-08-24 |
WR超卖 |
买入 |
12.011999999999999 |
67300.0 |
¥80.9万 |
|
| 2015-12-08 |
WR超买 |
卖出 |
13.59 |
67300.0 |
¥91.4万 |
|
| 2015-12-29 |
WR超卖 |
买入 |
11.711699999999999 |
80900.0 |
¥94.8万 |
|
| 2016-02-23 |
WR超买 |
卖出 |
8.41158 |
80900.0 |
¥68.0万 |
|
| 2016-04-18 |
WR超卖 |
买入 |
8.94 |
76100.0 |
¥68.1万 |
|
| 2016-06-06 |
WR超买 |
卖出 |
7.84215 |
76100.0 |
¥59.7万 |
|
| 2016-06-14 |
WR超卖 |
买入 |
7.5075 |
79800.0 |
¥59.9万 |
|
| 2016-07-06 |
WR超买 |
卖出 |
8.02197 |
79800.0 |
¥64.0万 |
|
| 2017-05-10 |
WR超卖 |
买入 |
7.8077999999999985 |
80300.0 |
¥62.7万 |
|
| 2017-06-21 |
WR超买 |
卖出 |
7.292699999999999 |
80300.0 |
¥58.5万 |
|
| 2017-08-08 |
WR超卖 |
买入 |
7.617609999999998 |
78700.0 |
¥60.0万 |
|
| 2017-09-01 |
WR超买 |
卖出 |
8.091899999999999 |
78700.0 |
¥63.7万 |
|
| 2017-11-09 |
WR超卖 |
买入 |
8.09809 |
78600.0 |
¥63.7万 |
|
| 2018-01-03 |
WR超买 |
卖出 |
6.90309 |
78600.0 |
¥54.2万 |
|
| 2018-01-16 |
WR超卖 |
买入 |
6.566559999999998 |
82700.0 |
¥54.3万 |
|
| 2018-01-31 |
WR超买 |
卖出 |
6.84315 |
82700.0 |
¥56.6万 |
|
| 2018-02-02 |
WR超卖 |
买入 |
6.34634 |
89200.0 |
¥56.6万 |
|
| 2018-03-07 |
WR超买 |
卖出 |
5.94405 |
89200.0 |
¥53.0万 |
|
| 2018-04-09 |
WR超卖 |
买入 |
5.75575 |
91600.0 |
¥52.7万 |
|
| 2018-05-04 |
WR超买 |
卖出 |
5.804189999999998 |
91600.0 |
¥53.2万 |
|
| 2018-08-08 |
WR超卖 |
买入 |
5.185179999999999 |
93400.0 |
¥48.4万 |
|
| 2018-09-13 |
WR超买 |
卖出 |
5.14485 |
93400.0 |
¥48.0万 |
|
| 2018-10-19 |
WR超卖 |
买入 |
4.94494 |
105900.0 |
¥52.4万 |
|
| 2018-10-22 |
WR超买 |
卖出 |
5.37462 |
105900.0 |
¥56.9万 |
|
| 2018-11-09 |
WR超卖 |
买入 |
5.2052 |
109800.0 |
¥57.2万 |
|
| 2019-01-07 |
WR超买 |
卖出 |
5.0949 |
109800.0 |
¥55.9万 |
|
| 2019-01-24 |
WR超卖 |
买入 |
4.96496 |
113300.0 |
¥56.3万 |
|
| 2019-02-13 |
WR超买 |
卖出 |
5.1 |
113300.0 |
¥57.8万 |
|
| 2019-04-26 |
WR超卖 |
买入 |
6.16616 |
93000.0 |
¥57.4万 |
|
| 2019-06-12 |
WR超买 |
卖出 |
5.36463 |
93000.0 |
¥49.9万 |
|
| 2019-07-09 |
WR超卖 |
买入 |
5.26526 |
94900.0 |
¥50.0万 |
|
| 2019-08-23 |
WR超买 |
卖出 |
5.24475 |
94900.0 |
¥49.8万 |
|
| 2019-09-24 |
WR超卖 |
买入 |
5.145139999999999 |
97300.0 |
¥50.1万 |
|
| 2019-12-09 |
WR超买 |
卖出 |
4.74525 |
97300.0 |
¥46.2万 |
|
| 2020-01-22 |
WR超卖 |
买入 |
4.96496 |
92400.0 |
¥45.9万 |
|
| 2020-02-21 |
WR超买 |
卖出 |
4.815180000000001 |
92400.0 |
¥44.5万 |
|
| 2020-03-26 |
WR超卖 |
买入 |
4.7 |
94900.0 |
¥44.6万 |
|
| 2020-04-17 |
WR超买 |
卖出 |
4.87512 |
94900.0 |
¥46.3万 |
|
| 2020-05-13 |
WR超卖 |
买入 |
4.63463 |
100000.0 |
¥46.4万 |
|
| 2020-06-08 |
WR超买 |
卖出 |
5.054939999999999 |
100000.0 |
¥50.5万 |
|
| 2020-07-29 |
WR超卖 |
买入 |
5.33533 |
94700.0 |
¥50.5万 |
|
| 2020-08-04 |
WR超买 |
卖出 |
5.97402 |
94700.0 |
¥56.6万 |
|
| 2020-08-28 |
WR超卖 |
买入 |
5.475469999999999 |
102900.0 |
¥56.4万 |
|
| 2020-11-11 |
WR超买 |
卖出 |
5.17482 |
102900.0 |
¥53.2万 |
|
| 2021-01-13 |
WR超卖 |
买入 |
5.375369999999999 |
98300.0 |
¥52.9万 |
|
| 2021-02-03 |
WR超买 |
卖出 |
5.57442 |
98300.0 |
¥54.8万 |
|
| 2021-03-03 |
WR超卖 |
买入 |
5.475469999999999 |
100700.0 |
¥55.2万 |
|
| 2021-03-23 |
WR超买 |
卖出 |
5.68431 |
100700.0 |
¥57.2万 |
|
| 2021-04-02 |
WR超卖 |
买入 |
5.51 |
104100.0 |
¥57.4万 |
|
| 2021-08-02 |
WR超买 |
卖出 |
4.17582 |
104100.0 |
¥43.5万 |
|
| 2021-09-15 |
WR超卖 |
买入 |
4.57457 |
94700.0 |
¥43.3万 |
|
| 2021-09-23 |
WR超买 |
卖出 |
5.2947 |
94700.0 |
¥50.1万 |
|
| 2021-10-15 |
WR超卖 |
买入 |
4.814809999999999 |
104200.0 |
¥50.2万 |
|
| 2021-11-05 |
WR超买 |
卖出 |
5.06493 |
104200.0 |
¥52.8万 |
|
| 2021-11-19 |
WR超卖 |
买入 |
4.804799999999999 |
110200.0 |
¥53.0万 |
|
| 2022-03-04 |
WR超买 |
卖出 |
4.50549 |
110200.0 |
¥49.6万 |
|
| 2022-03-15 |
WR超卖 |
买入 |
4.174169999999999 |
118100.0 |
¥49.3万 |
|
| 2022-05-18 |
WR超买 |
卖出 |
3.8561399999999995 |
118100.0 |
¥45.5万 |
|
| 2022-08-08 |
WR超卖 |
买入 |
4.28428 |
106800.0 |
¥45.8万 |
|
| 2022-09-08 |
WR超买 |
卖出 |
4.4955 |
106800.0 |
¥48.0万 |
|
| 2022-09-21 |
WR超卖 |
买入 |
4.21421 |
113300.0 |
¥47.8万 |
|
| 2022-11-07 |
WR超买 |
卖出 |
4.12587 |
113300.0 |
¥46.7万 |
|
| 2022-12-16 |
WR超卖 |
买入 |
4.12412 |
113600.0 |
¥46.9万 |
|
| 2023-01-17 |
WR超买 |
卖出 |
4.02597 |
113600.0 |
¥45.7万 |
|
| 2023-04-25 |
WR超卖 |
买入 |
4.524519999999999 |
101300.0 |
¥45.8万 |
|
| 2023-04-27 |
WR超买 |
卖出 |
4.67532 |
101300.0 |
¥47.3万 |
|
| 2023-05-22 |
WR超卖 |
买入 |
4.554549999999999 |
103900.0 |
¥47.3万 |
|
| 2023-06-01 |
WR超买 |
卖出 |
4.74525 |
103900.0 |
¥49.3万 |
|
| 2023-06-27 |
WR超卖 |
买入 |
4.46446 |
110300.0 |
¥49.3万 |
|
| 2023-06-29 |
WR超买 |
卖出 |
4.62537 |
110300.0 |
¥51.0万 |
|
| 2023-08-14 |
WR超卖 |
买入 |
4.604599999999999 |
110000.0 |
¥50.7万 |
|
| 2023-09-06 |
WR超买 |
卖出 |
4.56543 |
110000.0 |
¥50.2万 |
|
| 2023-10-09 |
WR超卖 |
买入 |
4.674669999999999 |
107900.0 |
¥50.5万 |
|
| 2024-01-04 |
WR超买 |
卖出 |
4.21578 |
107900.0 |
¥45.5万 |
|
| 2024-01-18 |
WR超卖 |
买入 |
4.004 |
113300.0 |
¥45.4万 |
|
| 2024-01-26 |
WR超买 |
卖出 |
4.13586 |
113300.0 |
¥46.8万 |
|
| 2024-02-06 |
WR超卖 |
买入 |
3.7637599999999996 |
123700.0 |
¥46.6万 |
|
| 2024-02-22 |
WR超买 |
卖出 |
4.095899999999999 |
123700.0 |
¥50.7万 |
|
| 2024-03-26 |
WR超卖 |
买入 |
4.15415 |
123000.0 |
¥51.1万 |
|
| 2024-04-02 |
WR超买 |
卖出 |
4.32567 |
123000.0 |
¥53.2万 |
|
| 2024-05-09 |
WR超卖 |
买入 |
4.314309999999999 |
123000.0 |
¥53.1万 |
|
| 2024-07-23 |
WR超买 |
卖出 |
3.6963000000000004 |
123000.0 |
¥45.5万 |
|
| 2024-08-15 |
WR超卖 |
买入 |
3.6936899999999997 |
123400.0 |
¥45.6万 |
|
| 2024-09-04 |
WR超买 |
卖出 |
3.71 |
123400.0 |
¥45.8万 |
|
| 2024-11-26 |
WR超卖 |
买入 |
8.92892 |
50400.0 |
¥45.0万 |
|
| 2025-01-24 |
WR超买 |
卖出 |
7.692300000000001 |
50400.0 |
¥38.8万 |
|
| 2025-03-10 |
WR超卖 |
买入 |
8.208199999999998 |
48100.0 |
¥39.5万 |
|
| 2025-05-07 |
WR超买 |
卖出 |
7.55244 |
48100.0 |
¥36.3万 |
|
| 2025-05-23 |
WR超卖 |
买入 |
7.227219999999999 |
50200.0 |
¥36.3万 |
|
| 2025-05-27 |
WR超买 |
卖出 |
7.782209999999999 |
50200.0 |
¥39.1万 |
|
| 2025-06-13 |
WR超卖 |
买入 |
7.367359999999999 |
53000.0 |
¥39.1万 |
|
| 2025-07-02 |
WR超买 |
卖出 |
7.41258 |
53000.0 |
¥39.3万 |
|
| 2025-09-03 |
WR超卖 |
买入 |
8.448439999999998 |
46400.0 |
¥39.2万 |
|
| 2025-09-24 |
WR超买 |
卖出 |
8.511479999999999 |
46400.0 |
¥39.5万 |
|
| 2025-10-23 |
WR超卖 |
买入 |
9.209199999999997 |
42600.0 |
¥39.2万 |
|
| 2025-12-15 |
WR超买 |
卖出 |
8.85114 |
42600.0 |
¥37.7万 |
|
| 2025-12-17 |
WR超卖 |
买入 |
8.348339999999999 |
45400.0 |
¥37.9万 |
|
| 2026-01-07 |
WR超买 |
卖出 |
8.78121 |
45400.0 |
¥39.9万 |
|
| 2026-01-28 |
WR超卖 |
买入 |
8.948939999999999 |
44600.0 |
¥39.9万 |
|
| 2026-02-25 |
WR超买 |
卖出 |
8.961030000000001 |
44600.0 |
¥40.0万 |
|
| 2026-03-04 |
WR超卖 |
买入 |
8.4084 |
47000.0 |
¥39.5万 |
|
| 2026-03-06 |
WR超买 |
卖出 |
9.360629999999999 |
47000.0 |
¥44.0万 |
|
| 2026-03-18 |
WR超卖 |
买入 |
8.6086 |
51500.0 |
¥44.3万 |
|
| 2026-04-17 |
WR超买 |
卖出 |
8.10189 |
51500.0 |
¥41.7万 |
|
| 2026-04-29 |
WR超卖 |
买入 |
7.86786 |
52900.0 |
¥41.6万 |
|
| 2026-05-07 |
WR超买 |
卖出 |
8.191799999999999 |
52900.0 |
¥43.3万 |
|
| 2026-05-29 |
WR超卖 |
买入 |
8.4084 |
51400.0 |
¥43.2万 |
|
| 2026-07-30 |
WR超买 |
卖出 |
6.87312 |
51400.0 |
¥35.3万 |
|
| 2026-08-17 |
WR超卖 |
买入 |
6.7067 |
53000.0 |
¥35.6万 |
|
| 2026-09-08 |
WR超买 |
卖出 |
6.71328 |
53000.0 |
¥35.6万 |
|
| 2026-09-15 |
WR超卖 |
买入 |
6.46646 |
54800.0 |
¥35.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
5.95 |
54800 |
¥32.6万 |
回测结束强平 |