601728 中国电信 — 威廉指标超卖 回测明细
数据区间: 2021-08-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.25M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +25.08%）
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 35 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 |
2021-09-13 |
2021-10-29 |
4.535890359000001 |
4.34565 |
¥-4.2万 |
-4.22% |
WR超买 |
| 2 |
2021-11-17 |
2021-11-23 |
4.215474262999999 |
4.31568 |
¥2.2万 |
+2.35% |
WR超买 |
| 3 |
2021-12-27 |
2022-02-10 |
4.315604292999999 |
4.36563 |
¥1.1万 |
+1.13% |
WR超买 |
| 4 |
2022-02-22 |
2022-03-25 |
4.165409248 |
4.05594 |
¥-2.6万 |
-2.66% |
WR超买 |
| 5 |
2022-04-12 |
2022-06-02 |
3.9651491879999994 |
3.88611 |
¥-1.9万 |
-2.02% |
WR超买 |
| 6 |
2022-06-09 |
2022-07-14 |
3.744863122 |
3.74625 |
¥66 |
+0.01% |
WR超买 |
| 7 |
2022-08-01 |
2022-08-10 |
3.7148241129999993 |
3.7162800000000002 |
¥87 |
+0.01% |
WR超买 |
| 8 |
2022-08-31 |
2022-09-06 |
3.744863122 |
3.80619 |
¥1.5万 |
+1.61% |
WR超买 |
| 9 |
2022-11-16 |
2022-11-28 |
3.8950581669999997 |
4.11588 |
¥5.4万 |
+5.64% |
WR超买 |
| 10 |
2022-12-21 |
2023-01-05 |
4.175422251 |
4.37562 |
¥4.8万 |
+4.76% |
WR超买 |
| 11 |
2023-03-28 |
2023-04-13 |
6.30819189 |
6.8931000000000004 |
¥9.7万 |
+9.24% |
WR超买 |
| 12 |
2023-04-26 |
2023-06-05 |
6.448373931999999 |
6.1438500000000005 |
¥-5.4万 |
-4.75% |
WR超买 |
| 13 |
2023-06-26 |
2023-07-17 |
5.587255673999999 |
5.84415 |
¥5.0万 |
+4.57% |
WR超买 |
| 14 |
2023-08-21 |
2023-09-15 |
5.627307685999999 |
6.18381 |
¥11.4万 |
+9.86% |
WR超买 |
| 15 |
2023-09-27 |
2023-10-18 |
5.827567746 |
6.06393 |
¥5.1万 |
+4.02% |
WR超买 |
| 16 |
2023-10-23 |
2023-12-04 |
5.747463722 |
5.27472 |
¥-10.9万 |
-8.25% |
WR超买 |
| 17 |
2024-01-12 |
2024-01-25 |
5.086605523999999 |
5.40459 |
¥7.5万 |
+6.22% |
WR超买 |
| 18 |
2024-03-13 |
2024-03-28 |
5.667359698 |
5.9240699999999995 |
¥5.8万 |
+4.50% |
WR超买 |
| 19 |
2024-04-30 |
2024-05-28 |
5.987775794 |
6.03396 |
¥9,953 |
+0.74% |
WR超买 |
| 20 |
2024-06-12 |
2024-06-28 |
5.837580749000001 |
5.96 |
¥2.8万 |
+2.07% |
WR超买 |
| 21 |
2024-07-29 |
2024-08-21 |
6.027827805999999 |
6.05394 |
¥5,556 |
+0.40% |
WR超买 |
| 22 |
2024-09-18 |
2024-09-25 |
5.937710779 |
6.26373 |
¥7.5万 |
+5.46% |
WR超买 |
| 23 |
2024-10-28 |
2024-12-10 |
6.458386934999999 |
6.78321 |
¥7.3万 |
+5.00% |
WR超买 |
| 24 |
2025-01-13 |
2025-02-07 |
6.928998075999999 |
7.062930000000001 |
¥2.9万 |
+1.90% |
WR超买 |
| 25 |
2025-03-14 |
2025-04-03 |
7.810142339999998 |
7.842149999999999 |
¥5,901 |
+0.38% |
WR超买 |
| 26 |
2025-04-28 |
2025-05-16 |
7.609882279999999 |
7.87212 |
¥5.3万 |
+3.41% |
WR超买 |
| 27 |
2025-06-12 |
2025-08-22 |
7.760077324999999 |
7.48251 |
¥-5.8万 |
-3.61% |
WR超买 |
| 28 |
2025-09-08 |
2025-10-17 |
7.269440177999999 |
6.823169999999999 |
¥-9.6万 |
-6.17% |
WR超买 |
| 29 |
2025-11-03 |
2025-11-11 |
6.708712009999999 |
6.87312 |
¥3.6万 |
+2.42% |
WR超买 |
| 30 |
2025-12-15 |
2026-03-02 |
6.698699006999999 |
5.74425 |
¥-21.4万 |
-14.27% |
WR超买 |
| 31 |
2026-03-25 |
2026-04-16 |
5.807541739999999 |
5.82417 |
¥3,269 |
+0.26% |
WR超买 |
| 32 |
2026-05-25 |
2026-06-11 |
6.157996844999999 |
6.22377 |
¥1.3万 |
+1.04% |
WR超买 |
| 33 |
2026-06-17 |
2026-07-13 |
5.957736785 |
5.594399999999999 |
¥-8.0万 |
-6.13% |
WR超买 |
| 34 |
2026-09-09 |
2026-10-09 |
6.328217895999999 |
6.423569999999999 |
¥1.8万 |
+1.48% |
WR超买 |
| 35 |
2026-11-12 |
2026-11-13 |
6.638620989 |
6.67 |
¥5,505 |
+0.44% |
强平 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-09-13 |
WR超卖 |
买入 |
4.53453 |
220000.0 |
¥99.8万 |
|
| 2021-10-29 |
WR超买 |
卖出 |
4.34565 |
220000.0 |
¥95.6万 |
|
| 2021-11-17 |
WR超卖 |
买入 |
4.21421 |
226700.0 |
¥95.6万 |
|
| 2021-11-23 |
WR超买 |
卖出 |
4.31568 |
226700.0 |
¥97.8万 |
|
| 2021-12-27 |
WR超卖 |
买入 |
4.314309999999999 |
226600.0 |
¥97.8万 |
|
| 2022-02-10 |
WR超买 |
卖出 |
4.36563 |
226600.0 |
¥98.9万 |
|
| 2022-02-22 |
WR超卖 |
买入 |
4.16416 |
235800.0 |
¥98.2万 |
|
| 2022-03-25 |
WR超买 |
卖出 |
4.05594 |
235800.0 |
¥95.6万 |
|
| 2022-04-12 |
WR超卖 |
买入 |
3.9639599999999997 |
242300.0 |
¥96.1万 |
|
| 2022-06-02 |
WR超买 |
卖出 |
3.88611 |
242300.0 |
¥94.1万 |
|
| 2022-06-09 |
WR超卖 |
买入 |
3.74374 |
252000.0 |
¥94.4万 |
|
| 2022-07-14 |
WR超买 |
卖出 |
3.74625 |
252000.0 |
¥94.4万 |
|
| 2022-08-01 |
WR超卖 |
买入 |
3.7137099999999994 |
254100.0 |
¥94.4万 |
|
| 2022-08-10 |
WR超买 |
卖出 |
3.7162800000000002 |
254100.0 |
¥94.4万 |
|
| 2022-08-31 |
WR超卖 |
买入 |
3.74374 |
252000.0 |
¥94.4万 |
|
| 2022-09-06 |
WR超买 |
卖出 |
3.80619 |
252000.0 |
¥95.9万 |
|
| 2022-11-16 |
WR超卖 |
买入 |
3.89389 |
245600.0 |
¥95.7万 |
|
| 2022-11-28 |
WR超买 |
卖出 |
4.11588 |
245600.0 |
¥1.01M |
|
| 2022-12-21 |
WR超卖 |
买入 |
4.174169999999999 |
242600.0 |
¥1.01M |
|
| 2023-01-05 |
WR超买 |
卖出 |
4.37562 |
242600.0 |
¥1.06M |
|
| 2023-03-28 |
WR超卖 |
买入 |
6.306299999999999 |
166800.0 |
¥1.05M |
|
| 2023-04-13 |
WR超买 |
卖出 |
6.8931000000000004 |
166800.0 |
¥1.15M |
|
| 2023-04-26 |
WR超卖 |
买入 |
6.44644 |
177600.0 |
¥1.15M |
|
| 2023-06-05 |
WR超买 |
卖出 |
6.1438500000000005 |
177600.0 |
¥1.09M |
|
| 2023-06-26 |
WR超卖 |
买入 |
5.585579999999999 |
194400.0 |
¥1.09M |
|
| 2023-07-17 |
WR超买 |
卖出 |
5.84415 |
194400.0 |
¥1.14M |
|
| 2023-08-21 |
WR超卖 |
买入 |
5.62562 |
204900.0 |
¥1.15M |
|
| 2023-09-15 |
WR超买 |
卖出 |
6.18381 |
204900.0 |
¥1.27M |
|
| 2023-09-27 |
WR超卖 |
买入 |
5.825819999999999 |
217000.0 |
¥1.26M |
|
| 2023-10-18 |
WR超买 |
卖出 |
6.06393 |
217000.0 |
¥1.32M |
|
| 2023-10-23 |
WR超卖 |
买入 |
5.74574 |
229200.0 |
¥1.32M |
|
| 2023-12-04 |
WR超买 |
卖出 |
5.27472 |
229200.0 |
¥1.21M |
|
| 2024-01-12 |
WR超卖 |
买入 |
5.08508 |
236300.0 |
¥1.20M |
|
| 2024-01-25 |
WR超买 |
卖出 |
5.40459 |
236300.0 |
¥1.28M |
|
| 2024-03-13 |
WR超卖 |
买入 |
5.66566 |
225700.0 |
¥1.28M |
|
| 2024-03-28 |
WR超买 |
卖出 |
5.9240699999999995 |
225700.0 |
¥1.34M |
|
| 2024-04-30 |
WR超卖 |
买入 |
5.98598 |
224300.0 |
¥1.34M |
|
| 2024-05-28 |
WR超买 |
卖出 |
6.03396 |
224300.0 |
¥1.35M |
|
| 2024-06-12 |
WR超卖 |
买入 |
5.83583 |
231000.0 |
¥1.35M |
|
| 2024-06-28 |
WR超买 |
卖出 |
5.96 |
231000.0 |
¥1.38M |
|
| 2024-07-29 |
WR超卖 |
买入 |
6.026019999999999 |
228700.0 |
¥1.38M |
|
| 2024-08-21 |
WR超买 |
卖出 |
6.05394 |
228700.0 |
¥1.38M |
|
| 2024-09-18 |
WR超卖 |
买入 |
5.935929999999999 |
232300.0 |
¥1.38M |
|
| 2024-09-25 |
WR超买 |
卖出 |
6.26373 |
232300.0 |
¥1.45M |
|
| 2024-10-28 |
WR超卖 |
买入 |
6.456449999999999 |
225200.0 |
¥1.45M |
|
| 2024-12-10 |
WR超买 |
卖出 |
6.78321 |
225200.0 |
¥1.53M |
|
| 2025-01-13 |
WR超卖 |
买入 |
6.926919999999999 |
219200.0 |
¥1.52M |
|
| 2025-02-07 |
WR超买 |
卖出 |
7.062930000000001 |
219200.0 |
¥1.55M |
|
| 2025-03-14 |
WR超卖 |
买入 |
7.8077999999999985 |
199000.0 |
¥1.55M |
|
| 2025-04-03 |
WR超买 |
卖出 |
7.842149999999999 |
199000.0 |
¥1.56M |
|
| 2025-04-28 |
WR超卖 |
买入 |
7.607599999999999 |
203200.0 |
¥1.55M |
|
| 2025-05-16 |
WR超买 |
卖出 |
7.87212 |
203200.0 |
¥1.60M |
|
| 2025-06-12 |
WR超卖 |
买入 |
7.75775 |
208400.0 |
¥1.62M |
|
| 2025-08-22 |
WR超买 |
卖出 |
7.48251 |
208400.0 |
¥1.56M |
|
| 2025-09-08 |
WR超卖 |
买入 |
7.267259999999999 |
214700.0 |
¥1.56M |
|
| 2025-10-17 |
WR超买 |
卖出 |
6.823169999999999 |
214700.0 |
¥1.46M |
|
| 2025-11-03 |
WR超卖 |
买入 |
6.7067000000000005 |
218700.0 |
¥1.47M |
|
| 2025-11-11 |
WR超买 |
卖出 |
6.87312 |
218700.0 |
¥1.50M |
|
| 2025-12-15 |
WR超卖 |
买入 |
6.696689999999999 |
223600.0 |
¥1.50M |
|
| 2026-03-02 |
WR超买 |
卖出 |
5.74425 |
223600.0 |
¥1.28M |
|
| 2026-03-25 |
WR超卖 |
买入 |
5.805799999999999 |
219700.0 |
¥1.28M |
|
| 2026-04-16 |
WR超买 |
卖出 |
5.82417 |
219700.0 |
¥1.28M |
|
| 2026-05-25 |
WR超卖 |
买入 |
6.156149999999999 |
209500.0 |
¥1.29M |
|
| 2026-06-11 |
WR超买 |
卖出 |
6.22377 |
209500.0 |
¥1.30M |
|
| 2026-06-17 |
WR超卖 |
买入 |
5.95595 |
218500.0 |
¥1.30M |
|
| 2026-07-13 |
WR超买 |
卖出 |
5.594399999999999 |
218500.0 |
¥1.22M |
|
| 2026-09-09 |
WR超卖 |
买入 |
6.326319999999999 |
193700.0 |
¥1.23M |
|
| 2026-10-09 |
WR超买 |
卖出 |
6.423569999999999 |
193700.0 |
¥1.24M |
|
| 2026-11-12 |
WR超卖 |
买入 |
6.636629999999999 |
187400.0 |
¥1.24M |
|
| 2026-11-13 |
强平 |
卖出 |
6.67 |
187400 |
¥1.25M |
回测结束强平 |