601816 京沪高铁 — 威廉指标超卖 回测明细
数据区间: 2020-01-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥97.5万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -2.48%）
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 40 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 |
2020-02-26 |
2020-04-30 |
7.099219126999999 |
6.5234700000000005 |
¥-8.0万 |
-8.14% |
WR超买 |
| 2 |
2020-05-25 |
2020-06-03 |
6.127957835999999 |
6.313680000000001 |
¥2.8万 |
+3.00% |
WR超买 |
| 3 |
2020-06-18 |
2020-07-06 |
6.238100868999999 |
6.6233699999999995 |
¥5.8万 |
+6.14% |
WR超买 |
| 4 |
2020-07-17 |
2020-08-18 |
6.271881 |
6.37362 |
¥1.6万 |
+1.59% |
WR超买 |
| 5 |
2020-08-26 |
2020-11-18 |
6.218074862999999 |
5.84415 |
¥-6.1万 |
-6.04% |
WR超买 |
| 6 |
2020-11-27 |
2020-12-02 |
5.70741171 |
5.86413 |
¥2.6万 |
+2.72% |
WR超买 |
| 7 |
2020-12-10 |
2021-02-22 |
5.717424712999999 |
5.82417 |
¥1.8万 |
+1.84% |
WR超买 |
| 8 |
2021-03-19 |
2021-04-06 |
5.657346694999999 |
5.87412 |
¥3.8万 |
+3.80% |
WR超买 |
| 9 |
2021-04-27 |
2021-05-28 |
5.7775027309999984 |
5.83416 |
¥9,845 |
+0.95% |
WR超买 |
| 10 |
2021-06-17 |
2021-08-26 |
5.651695 |
4.57542 |
¥-20.0万 |
-19.07% |
WR超买 |
| 11 |
2021-09-28 |
2021-10-12 |
4.7361504189999994 |
5.004989999999999 |
¥4.8万 |
+5.64% |
WR超买 |
| 12 |
2021-10-18 |
2021-11-17 |
4.726137415999999 |
4.62537 |
¥-1.9万 |
-2.16% |
WR超买 |
| 13 |
2022-02-28 |
2022-04-13 |
5.096618526999999 |
5.0149799999999995 |
¥-1.4万 |
-1.63% |
WR超买 |
| 14 |
2022-04-26 |
2022-05-23 |
4.7361504189999994 |
4.68531 |
¥-9,551 |
-1.10% |
WR超买 |
| 15 |
2022-07-12 |
2022-09-01 |
4.776202430999999 |
4.5954 |
¥-3.3万 |
-3.81% |
WR超买 |
| 16 |
2022-09-05 |
2022-09-13 |
4.465799338 |
4.58 |
¥2.1万 |
+2.53% |
WR超买 |
| 17 |
2022-09-23 |
2022-11-02 |
4.455786334999999 |
4.6453500000000005 |
¥3.6万 |
+4.22% |
WR超买 |
| 18 |
2022-11-25 |
2022-12-01 |
4.686085404 |
4.98501 |
¥5.6万 |
+6.35% |
WR超买 |
| 19 |
2022-12-23 |
2023-02-23 |
4.806241439999999 |
4.91508 |
¥2.1万 |
+2.23% |
WR超买 |
| 20 |
2023-04-25 |
2023-05-04 |
5.116644533 |
5.4445500000000004 |
¥6.1万 |
+6.38% |
WR超买 |
| 21 |
2023-05-25 |
2023-06-01 |
5.417034622999999 |
5.71428 |
¥5.5万 |
+5.46% |
WR超买 |
| 22 |
2023-06-21 |
2023-07-11 |
5.286865583999999 |
5.5444499999999985 |
¥5.2万 |
+4.84% |
WR超买 |
| 23 |
2023-08-09 |
2023-09-25 |
5.376982611 |
5.15484 |
¥-4.7万 |
-4.16% |
WR超买 |
| 24 |
2023-10-11 |
2023-10-30 |
4.936410478999999 |
5.004989999999999 |
¥1.5万 |
+1.36% |
WR超买 |
| 25 |
2023-11-14 |
2023-11-29 |
4.906371469999999 |
5.03496 |
¥2.8万 |
+2.59% |
WR超买 |
| 26 |
2023-12-11 |
2024-01-25 |
4.976462490999999 |
4.83516 |
¥-3.2万 |
-2.87% |
WR超买 |
| 27 |
2024-03-14 |
2024-04-02 |
4.986475494 |
5.07 |
¥1.8万 |
+1.64% |
WR超买 |
| 28 |
2024-05-24 |
2024-06-11 |
5.156696545 |
5.2347600000000005 |
¥1.6万 |
+1.48% |
WR超买 |
| 29 |
2024-08-09 |
2024-09-27 |
5.707411709999999 |
5.5944 |
¥-2.3万 |
-2.01% |
WR超买 |
| 30 |
2024-10-22 |
2024-11-08 |
5.627307685999998 |
5.74425 |
¥2.2万 |
+2.05% |
WR超买 |
| 31 |
2024-11-26 |
2024-11-29 |
5.507151649999998 |
5.724270000000001 |
¥4.4万 |
+3.91% |
WR超买 |
| 32 |
2024-12-23 |
2025-03-12 |
6.057866815 |
5.60439 |
¥-8.7万 |
-7.51% |
WR超买 |
| 33 |
2025-05-29 |
2025-06-26 |
5.8976587669999985 |
5.784210000000001 |
¥-2.1万 |
-1.95% |
WR超买 |
| 34 |
2025-07-15 |
2025-10-23 |
5.591677000000001 |
5.24475 |
¥-6.5万 |
-6.23% |
WR超买 |
| 35 |
2025-11-19 |
2025-12-05 |
5.176722550999999 |
5.22477 |
¥8,920 |
+0.90% |
WR超买 |
| 36 |
2025-12-17 |
2025-12-29 |
5.076592520999999 |
5.214779999999999 |
¥2.7万 |
+2.69% |
WR超买 |
| 37 |
2026-01-08 |
2026-02-06 |
5.086605523999999 |
4.98501 |
¥-2.1万 |
-2.03% |
WR超买 |
| 38 |
2026-04-15 |
2026-06-03 |
4.946423482 |
5.0949 |
¥3.0万 |
+2.97% |
WR超买 |
| 39 |
2026-06-16 |
2026-07-14 |
4.8663194579999995 |
4.65534 |
¥-4.5万 |
-4.36% |
WR超买 |
| 40 |
2026-08-13 |
2026-10-13 |
5.006501499999999 |
4.91508 |
¥-1.8万 |
-1.86% |
WR超买 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-02-26 |
WR超卖 |
买入 |
7.097089999999999 |
138600.0 |
¥98.4万 |
|
| 2020-04-30 |
WR超买 |
卖出 |
6.5234700000000005 |
138600.0 |
¥90.4万 |
|
| 2020-05-25 |
WR超卖 |
买入 |
6.126119999999999 |
149800.0 |
¥91.8万 |
|
| 2020-06-03 |
WR超买 |
卖出 |
6.313680000000001 |
149800.0 |
¥94.6万 |
|
| 2020-06-18 |
WR超卖 |
买入 |
6.23623 |
151500.0 |
¥94.5万 |
|
| 2020-07-06 |
WR超买 |
卖出 |
6.6233699999999995 |
151500.0 |
¥1.00M |
|
| 2020-07-17 |
WR超卖 |
买入 |
6.27 |
160100.0 |
¥1.00M |
|
| 2020-08-18 |
WR超买 |
卖出 |
6.37362 |
160100.0 |
¥1.02M |
|
| 2020-08-26 |
WR超卖 |
买入 |
6.216209999999999 |
163600.0 |
¥1.02M |
|
| 2020-11-18 |
WR超买 |
卖出 |
5.84415 |
163600.0 |
¥95.6万 |
|
| 2020-11-27 |
WR超卖 |
买入 |
5.705699999999999 |
168100.0 |
¥95.9万 |
|
| 2020-12-02 |
WR超买 |
卖出 |
5.86413 |
168100.0 |
¥98.5万 |
|
| 2020-12-10 |
WR超卖 |
买入 |
5.71571 |
171800.0 |
¥98.2万 |
|
| 2021-02-22 |
WR超买 |
卖出 |
5.82417 |
171800.0 |
¥1.00M |
|
| 2021-03-19 |
WR超卖 |
买入 |
5.65565 |
176200.0 |
¥99.7万 |
|
| 2021-04-06 |
WR超买 |
卖出 |
5.87412 |
176200.0 |
¥1.03M |
|
| 2021-04-27 |
WR超卖 |
买入 |
5.775769999999999 |
179300.0 |
¥1.04M |
|
| 2021-05-28 |
WR超买 |
卖出 |
5.83416 |
179300.0 |
¥1.05M |
|
| 2021-06-17 |
WR超卖 |
买入 |
5.65 |
185800.0 |
¥1.05M |
|
| 2021-08-26 |
WR超买 |
卖出 |
4.57542 |
185800.0 |
¥85.0万 |
|
| 2021-09-28 |
WR超卖 |
买入 |
4.73473 |
179800.0 |
¥85.2万 |
|
| 2021-10-12 |
WR超买 |
卖出 |
5.004989999999999 |
179800.0 |
¥90.0万 |
|
| 2021-10-18 |
WR超卖 |
买入 |
4.72472 |
189500.0 |
¥89.6万 |
|
| 2021-11-17 |
WR超买 |
卖出 |
4.62537 |
189500.0 |
¥87.6万 |
|
| 2022-02-28 |
WR超卖 |
买入 |
5.095089999999999 |
172000.0 |
¥87.7万 |
|
| 2022-04-13 |
WR超买 |
卖出 |
5.0149799999999995 |
172000.0 |
¥86.2万 |
|
| 2022-04-26 |
WR超卖 |
买入 |
4.73473 |
182800.0 |
¥86.6万 |
|
| 2022-05-23 |
WR超买 |
卖出 |
4.68531 |
182800.0 |
¥85.6万 |
|
| 2022-07-12 |
WR超卖 |
买入 |
4.774769999999999 |
178500.0 |
¥85.3万 |
|
| 2022-09-01 |
WR超买 |
卖出 |
4.5954 |
178500.0 |
¥82.0万 |
|
| 2022-09-05 |
WR超卖 |
买入 |
4.46446 |
183700.0 |
¥82.0万 |
|
| 2022-09-13 |
WR超买 |
卖出 |
4.58 |
183700.0 |
¥84.1万 |
|
| 2022-09-23 |
WR超卖 |
买入 |
4.45445 |
189100.0 |
¥84.3万 |
|
| 2022-11-02 |
WR超买 |
卖出 |
4.6453500000000005 |
189100.0 |
¥87.8万 |
|
| 2022-11-25 |
WR超卖 |
买入 |
4.684679999999999 |
187400.0 |
¥87.8万 |
|
| 2022-12-01 |
WR超买 |
卖出 |
4.98501 |
187400.0 |
¥93.4万 |
|
| 2022-12-23 |
WR超卖 |
买入 |
4.804799999999999 |
193100.0 |
¥92.8万 |
|
| 2023-02-23 |
WR超买 |
卖出 |
4.91508 |
193100.0 |
¥94.9万 |
|
| 2023-04-25 |
WR超卖 |
买入 |
5.11511 |
186900.0 |
¥95.6万 |
|
| 2023-05-04 |
WR超买 |
卖出 |
5.4445500000000004 |
186900.0 |
¥1.02M |
|
| 2023-05-25 |
WR超卖 |
买入 |
5.41541 |
187500.0 |
¥1.02M |
|
| 2023-06-01 |
WR超买 |
卖出 |
5.71428 |
187500.0 |
¥1.07M |
|
| 2023-06-21 |
WR超卖 |
买入 |
5.28528 |
201800.0 |
¥1.07M |
|
| 2023-07-11 |
WR超买 |
卖出 |
5.5444499999999985 |
201800.0 |
¥1.12M |
|
| 2023-08-09 |
WR超卖 |
买入 |
5.375369999999999 |
208700.0 |
¥1.12M |
|
| 2023-09-25 |
WR超买 |
卖出 |
5.15484 |
208700.0 |
¥1.08M |
|
| 2023-10-11 |
WR超卖 |
买入 |
4.93493 |
218400.0 |
¥1.08M |
|
| 2023-10-30 |
WR超买 |
卖出 |
5.004989999999999 |
218400.0 |
¥1.09M |
|
| 2023-11-14 |
WR超卖 |
买入 |
4.904899999999999 |
222200.0 |
¥1.09M |
|
| 2023-11-29 |
WR超买 |
卖出 |
5.03496 |
222200.0 |
¥1.12M |
|
| 2023-12-11 |
WR超卖 |
买入 |
4.974969999999999 |
225200.0 |
¥1.12M |
|
| 2024-01-25 |
WR超买 |
卖出 |
4.83516 |
225200.0 |
¥1.09M |
|
| 2024-03-14 |
WR超卖 |
买入 |
4.98498 |
217900.0 |
¥1.09M |
|
| 2024-04-02 |
WR超买 |
卖出 |
5.07 |
217900.0 |
¥1.10M |
|
| 2024-05-24 |
WR超卖 |
买入 |
5.15515 |
213700.0 |
¥1.10M |
|
| 2024-06-11 |
WR超买 |
卖出 |
5.2347600000000005 |
213700.0 |
¥1.12M |
|
| 2024-08-09 |
WR超卖 |
买入 |
5.705699999999999 |
196700.0 |
¥1.12M |
|
| 2024-09-27 |
WR超买 |
卖出 |
5.5944 |
196700.0 |
¥1.10M |
|
| 2024-10-22 |
WR超卖 |
买入 |
5.625619999999999 |
195100.0 |
¥1.10M |
|
| 2024-11-08 |
WR超买 |
卖出 |
5.74425 |
195100.0 |
¥1.12M |
|
| 2024-11-26 |
WR超卖 |
买入 |
5.505499999999999 |
203100.0 |
¥1.12M |
|
| 2024-11-29 |
WR超买 |
卖出 |
5.724270000000001 |
203100.0 |
¥1.16M |
|
| 2024-12-23 |
WR超卖 |
买入 |
6.056049999999999 |
191800.0 |
¥1.16M |
|
| 2025-03-12 |
WR超买 |
卖出 |
5.60439 |
191800.0 |
¥1.07M |
|
| 2025-05-29 |
WR超卖 |
买入 |
5.895889999999999 |
182900.0 |
¥1.08M |
|
| 2025-06-26 |
WR超买 |
卖出 |
5.784210000000001 |
182900.0 |
¥1.06M |
|
| 2025-07-15 |
WR超卖 |
买入 |
5.59 |
185700.0 |
¥1.04M |
|
| 2025-10-23 |
WR超买 |
卖出 |
5.24475 |
185700.0 |
¥97.4万 |
|
| 2025-11-19 |
WR超卖 |
买入 |
5.17517 |
191900.0 |
¥99.3万 |
|
| 2025-12-05 |
WR超买 |
卖出 |
5.22477 |
191900.0 |
¥1.00M |
|
| 2025-12-17 |
WR超卖 |
买入 |
5.075069999999999 |
197000.0 |
¥1.00M |
|
| 2025-12-29 |
WR超买 |
卖出 |
5.214779999999999 |
197000.0 |
¥1.03M |
|
| 2026-01-08 |
WR超卖 |
买入 |
5.08508 |
201900.0 |
¥1.03M |
|
| 2026-02-06 |
WR超买 |
卖出 |
4.98501 |
201900.0 |
¥1.01M |
|
| 2026-04-15 |
WR超卖 |
买入 |
4.94494 |
203900.0 |
¥1.01M |
|
| 2026-06-03 |
WR超买 |
卖出 |
5.0949 |
203900.0 |
¥1.04M |
|
| 2026-06-16 |
WR超卖 |
买入 |
4.86486 |
212500.0 |
¥1.03M |
|
| 2026-07-14 |
WR超买 |
卖出 |
4.65534 |
212500.0 |
¥98.9万 |
|
| 2026-08-13 |
WR超卖 |
买入 |
5.004999999999999 |
197600.0 |
¥98.9万 |
|
| 2026-10-13 |
WR超买 |
卖出 |
4.91508 |
197600.0 |
¥97.1万 |
|