← 返回 威廉指标超卖

601857 中国石油 — 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: ¥62.2万
策略: 威廉指标超卖
-37.78%
总收益率
¥-37.8万
盈亏金额
126
总成交笔数
63
交易回合
56%
回合胜率
¥-6,000
平均回合盈亏
K线 & 交易信号(策略收益 -37.78%)
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 63 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 2015-03-18 11.123335999999998 11.46852 ¥3.1万 +3.07% WR超买
2 2015-05-07 2015-05-26 12.60378 13.05693 ¥3.7万 +3.56% WR超买
3 2015-06-01 2015-06-09 11.935499575999996 13.19679 ¥11.2万 +10.53% WR超买
4 2015-06-19 2015-07-07 11.725226512999999 12.987 ¥12.5万 +10.73% WR超买
5 2015-07-30 2015-10-15 11.61508348 8.68131 ¥-32.8万 -25.28% WR超买
6 2015-11-03 2015-11-09 8.541091558999998 9.06 ¥5.9万 +6.04% WR超买
7 2015-11-30 2016-02-18 8.460987535 7.53246 ¥-11.4万 -11.00% WR超买
8 2016-05-03 2016-05-31 7.409622219999999 7.2127799999999995 ¥-2.5万 -2.69% WR超买
9 2016-06-14 2016-07-04 7.199349156999999 7.20279 ¥159 +0.02% WR超买
10 2016-07-28 2016-08-15 7.229388166 7.34265 ¥1.4万 +1.54% WR超买
11 2016-09-13 2016-10-12 7.3094921899999985 7.28271 ¥-3,598 -0.40% WR超买
12 2016-11-03 2016-11-14 7.269440178 7.3726199999999995 ¥1.3万 +1.39% WR超买
13 2016-12-13 2016-12-23 7.5598172649999995 8.121870000000001 ¥6.8万 +7.40% WR超买
14 2017-02-14 2017-04-10 8.402519999999999 8.06193 ¥-4.0万 -4.08% WR超买
15 2017-04-20 2017-05-23 7.770090327999999 7.67232 ¥-1.2万 -1.29% WR超买
16 2017-06-13 2017-07-04 7.619895283 7.74 ¥1.4万 +1.55% WR超买
17 2017-08-15 2017-08-29 7.940311379 8.191799999999999 ¥3.0万 +3.14% WR超买
18 2017-09-14 2017-10-19 8.040441409 8.191799999999999 ¥1.8万 +1.85% WR超买
19 2017-11-16 2018-01-03 8.150584442 8.221770000000001 ¥8,384 +0.84% WR超买
20 2018-02-08 2018-04-20 8.450974531999998 7.70229 ¥-8.8万 -8.89% WR超买
21 2018-06-05 2018-07-11 7.940311378999999 7.5924 ¥-4.0万 -4.41% WR超买
22 2018-07-18 2018-07-31 7.309492189999999 7.632359999999999 ¥3.8万 +4.39% WR超买
23 2018-10-19 2019-01-22 8.150584442000001 7.41258 ¥-8.1万 -9.08% WR超买
24 2019-03-28 2019-09-05 7.519765252999999 6.21 ¥-14.5万 -17.44% WR超买
25 2019-09-26 2019-12-16 6.1579968449999996 5.704289999999999 ¥-5.1万 -7.40% WR超买
26 2020-01-17 2020-02-21 5.847593751999999 5.34465 ¥-5.5万 -8.63% WR超买
27 2020-02-26 2020-07-03 5.156696545 4.32567 ¥-9.3万 -16.14% WR超买
28 2020-08-10 2020-08-18 4.455786335 4.53546 ¥8,622 +1.76% WR超买
29 2020-08-27 2020-11-09 4.425747326 4.14585 ¥-3.2万 -6.35% WR超买
30 2020-12-08 2021-01-07 4.245513271999999 4.24575 ¥-114 -0.02% WR超买
31 2021-01-25 2021-02-23 4.181254 4.50549 ¥3.6万 +7.72% WR超买
32 2021-03-22 2021-05-07 4.315604293 4.37562 ¥6,827 +1.36% WR超买
33 2021-07-08 2021-08-26 5.056566515 4.60539 ¥-4.5万 -8.95% WR超买
34 2021-11-01 2021-12-08 5.477112640999999 4.98501 ¥-4.2万 -9.01% WR超买
35 2022-03-15 2022-03-30 5.381614 5.594399999999999 ¥1.6万 +3.92% WR超买
36 2022-04-19 2022-05-26 5.40702162 5.34465 ¥-5,201 -1.18% WR超买
37 2022-06-21 2022-07-27 5.4570866350000005 5.22477 ¥-1.9万 -4.29% WR超买
38 2022-08-05 2022-08-15 5.056566514999999 5.16483 ¥8,740 +2.11% WR超买
39 2022-09-21 2022-11-23 5.146683541999999 5.0949 ¥-4,382 -1.04% WR超买
40 2022-12-14 2023-01-16 5.116644533 5.10489 ¥-1,093 -0.26% WR超买
41 2023-05-16 2023-06-09 7.4596872350000005 7.77222 ¥1.7万 +4.16% WR超买
42 2023-06-20 2023-07-14 7.552265 8.211780000000001 ¥3.8万 +8.70% WR超买
43 2023-08-03 2023-09-05 7.559817264999999 7.92207 ¥2.2万 +4.76% WR超买
44 2023-09-26 2023-12-01 8.010402399999998 7.17282 ¥-5.2万 -10.48% WR超买
45 2023-12-07 2023-12-27 6.768790027999999 6.993 ¥1.4万 +3.28% WR超买
46 2024-03-13 2024-03-21 8.641221588999999 9.07092 ¥2.3万 +4.94% WR超买
47 2024-04-30 2024-05-28 10.133159035999999 10.23975 ¥4,865 +1.02% WR超买
48 2024-06-06 2024-07-01 9.812742939999998 10.27971 ¥2.3万 +4.73% WR超买
49 2024-07-22 2024-08-20 9.862958 9.030959999999999 ¥-4.3万 -8.46% WR超买
50 2024-09-04 2024-10-08 8.492547 9.91008 ¥7.6万 +16.66% WR超买
51 2024-10-22 2024-12-05 8.471000538 8.31168 ¥-1.0万 -1.91% WR超买
52 2025-01-21 2025-03-18 8.541091558999998 7.92207 ¥-3.9万 -7.28% WR超买
53 2025-06-30 2025-07-15 8.621195582999999 8.85114 ¥1.3万 +2.64% WR超买
54 2025-08-04 2025-09-03 8.450974531999998 9.07092 ¥3.7万 +7.30% WR超买
55 2025-09-15 2025-10-17 8.711312609999998 8.40159 ¥-1.9万 -3.58% WR超买
56 2025-11-27 2025-12-30 9.732638916 10.049940000000003 ¥1.7万 +3.23% WR超买
57 2026-01-15 2026-01-27 9.852794952 10.379610000000001 ¥2.9万 +5.32% WR超买
58 2026-03-26 2026-03-31 11.715213509999996 12.42756 ¥3.4万 +6.05% WR超买
59 2026-04-16 2026-04-29 11.695187503999996 12.187800000000001 ¥2.5万 +4.18% WR超买
60 2026-05-12 2026-07-14 11.144472338999998 9.7902 ¥-7.7万 -12.18% WR超买
61 2026-08-14 2026-08-20 10.493627144 11.088899999999999 ¥3.1万 +5.64% WR超买
62 2026-09-17 2026-10-09 10.713913209999996 11.56842 ¥4.6万 +7.94% WR超买
63 2026-11-06 2026-11-13 12.556305761999997 12.39 ¥-8,518 -1.35% 强平
逐笔成交记录(共 126 笔)
日期操作方向价格数量(股)金额备注
2015-02-06 WR超卖 买入 11.12 89300.0 ¥99.3万
2015-03-18 WR超买 卖出 11.46852 89300.0 ¥1.02M
2015-05-07 WR超卖 买入 12.6 81400.0 ¥1.03M
2015-05-26 WR超买 卖出 13.05693 81400.0 ¥1.06M
2015-06-01 WR超卖 买入 11.931919999999996 89200.0 ¥1.06M
2015-06-09 WR超买 卖出 13.19679 89200.0 ¥1.18M
2015-06-19 WR超卖 买入 11.721709999999998 99600.0 ¥1.17M
2015-07-07 WR超买 卖出 12.987 99600.0 ¥1.29M
2015-07-30 WR超卖 买入 11.6116 111600.0 ¥1.30M
2015-10-15 WR超买 卖出 8.68131 111600.0 ¥96.9万
2015-11-03 WR超卖 买入 8.538529999999998 114100.0 ¥97.5万
2015-11-09 WR超买 卖出 9.06 114100.0 ¥1.03M
2015-11-30 WR超卖 买入 8.45845 122000.0 ¥1.03M
2016-02-18 WR超买 卖出 7.53246 122000.0 ¥91.9万
2016-05-03 WR超卖 买入 7.4074 123800.0 ¥91.7万
2016-05-31 WR超买 卖出 7.2127799999999995 123800.0 ¥89.3万
2016-06-14 WR超卖 买入 7.19719 124400.0 ¥89.6万
2016-07-04 WR超买 卖出 7.20279 124400.0 ¥89.6万
2016-07-28 WR超卖 买入 7.22722 123700.0 ¥89.4万
2016-08-15 WR超买 卖出 7.34265 123700.0 ¥90.8万
2016-09-13 WR超卖 买入 7.307299999999999 124200.0 ¥90.8万
2016-10-12 WR超买 卖出 7.28271 124200.0 ¥90.4万
2016-11-03 WR超卖 买入 7.267259999999999 124200.0 ¥90.3万
2016-11-14 WR超买 卖出 7.3726199999999995 124200.0 ¥91.5万
2016-12-13 WR超卖 买入 7.557549999999999 121100.0 ¥91.5万
2016-12-23 WR超买 卖出 8.121870000000001 121100.0 ¥98.3万
2017-02-14 WR超卖 买入 8.4 117100.0 ¥98.4万
2017-04-10 WR超买 卖出 8.06193 117100.0 ¥94.4万
2017-04-20 WR超卖 买入 7.767759999999999 121100.0 ¥94.1万
2017-05-23 WR超买 卖出 7.67232 121100.0 ¥92.9万
2017-06-13 WR超卖 买入 7.617609999999999 122000.0 ¥93.0万
2017-07-04 WR超买 卖出 7.74 122000.0 ¥94.4万
2017-08-15 WR超卖 买入 7.937929999999999 119100.0 ¥94.6万
2017-08-29 WR超买 卖出 8.191799999999999 119100.0 ¥97.5万
2017-09-14 WR超卖 买入 8.03803 121600.0 ¥97.8万
2017-10-19 WR超买 卖出 8.191799999999999 121600.0 ¥99.6万
2017-11-16 WR超卖 买入 8.14814 122000.0 ¥99.4万
2018-01-03 WR超买 卖出 8.221770000000001 122000.0 ¥1.00M
2018-02-08 WR超卖 买入 8.448439999999998 117000.0 ¥98.9万
2018-04-20 WR超买 卖出 7.70229 117000.0 ¥90.1万
2018-06-05 WR超卖 买入 7.937929999999999 115000.0 ¥91.3万
2018-07-11 WR超买 卖出 7.5924 115000.0 ¥87.3万
2018-07-18 WR超卖 买入 7.307299999999999 119900.0 ¥87.6万
2018-07-31 WR超买 卖出 7.632359999999999 119900.0 ¥91.5万
2018-10-19 WR超卖 买入 8.14814 109100.0 ¥88.9万
2019-01-22 WR超买 卖出 7.41258 109100.0 ¥80.8万
2019-03-28 WR超卖 买入 7.517509999999999 110300.0 ¥82.9万
2019-09-05 WR超买 卖出 6.21 110300.0 ¥68.5万
2019-09-26 WR超卖 买入 6.156149999999999 112000.0 ¥69.0万
2019-12-16 WR超买 卖出 5.704289999999999 112000.0 ¥63.9万
2020-01-17 WR超卖 买入 5.84584 109400.0 ¥64.0万
2020-02-21 WR超买 卖出 5.34465 109400.0 ¥58.5万
2020-02-26 WR超卖 买入 5.15515 112300.0 ¥57.9万
2020-07-03 WR超买 卖出 4.32567 112300.0 ¥48.6万
2020-08-10 WR超卖 买入 4.45445 110100.0 ¥49.1万
2020-08-18 WR超买 卖出 4.53546 110100.0 ¥49.9万
2020-08-27 WR超卖 买入 4.42442 112500.0 ¥49.8万
2020-11-09 WR超买 卖出 4.14585 112500.0 ¥46.6万
2020-12-08 WR超卖 买入 4.24424 110100.0 ¥46.7万
2021-01-07 WR超买 卖出 4.24575 110100.0 ¥46.7万
2021-01-25 WR超卖 买入 4.18 111600.0 ¥46.7万
2021-02-23 WR超买 卖出 4.50549 111600.0 ¥50.3万
2021-03-22 WR超卖 买入 4.314309999999999 116300.0 ¥50.2万
2021-05-07 WR超买 卖出 4.37562 116300.0 ¥50.9万
2021-07-08 WR超卖 买入 5.05505 99500.0 ¥50.3万
2021-08-26 WR超买 卖出 4.60539 99500.0 ¥45.8万
2021-11-01 WR超卖 买入 5.475469999999999 84800.0 ¥46.4万
2021-12-08 WR超买 卖出 4.98501 84800.0 ¥42.3万
2022-03-15 WR超卖 买入 5.38 77400.0 ¥41.7万
2022-03-30 WR超买 卖出 5.594399999999999 77400.0 ¥43.3万
2022-04-19 WR超卖 买入 5.4054 81300.0 ¥44.0万
2022-05-26 WR超买 卖出 5.34465 81300.0 ¥43.4万
2022-06-21 WR超卖 买入 5.45545 79600.0 ¥43.4万
2022-07-27 WR超买 卖出 5.22477 79600.0 ¥41.6万
2022-08-05 WR超卖 买入 5.05505 81900.0 ¥41.4万
2022-08-15 WR超买 卖出 5.16483 81900.0 ¥42.3万
2022-09-21 WR超卖 买入 5.145139999999999 82200.0 ¥42.3万
2022-11-23 WR超买 卖出 5.0949 82200.0 ¥41.9万
2022-12-14 WR超卖 买入 5.11511 82300.0 ¥42.1万
2023-01-16 WR超买 卖出 5.10489 82300.0 ¥42.0万
2023-05-16 WR超卖 买入 7.457450000000001 56000.0 ¥41.8万
2023-06-09 WR超买 卖出 7.77222 56000.0 ¥43.5万
2023-06-20 WR超卖 买入 7.55 57900.0 ¥43.7万
2023-07-14 WR超买 卖出 8.211780000000001 57900.0 ¥47.5万
2023-08-03 WR超卖 买入 7.557549999999999 62100.0 ¥46.9万
2023-09-05 WR超买 卖出 7.92207 62100.0 ¥49.2万
2023-09-26 WR超卖 买入 8.008 62000.0 ¥49.7万
2023-12-01 WR超买 卖出 7.17282 62000.0 ¥44.5万
2023-12-07 WR超卖 买入 6.766759999999999 65200.0 ¥44.1万
2023-12-27 WR超买 卖出 6.993 65200.0 ¥45.6万
2024-03-13 WR超卖 买入 8.63863 52800.0 ¥45.6万
2024-03-21 WR超买 卖出 9.07092 52800.0 ¥47.9万
2024-04-30 WR超卖 买入 10.130119999999998 47000.0 ¥47.6万
2024-05-28 WR超买 卖出 10.23975 47000.0 ¥48.1万
2024-06-06 WR超卖 买入 9.8098 49700.0 ¥48.8万
2024-07-01 WR超买 卖出 10.27971 49700.0 ¥51.1万
2024-07-22 WR超卖 买入 9.86 51000.0 ¥50.3万
2024-08-20 WR超买 卖出 9.030959999999999 51000.0 ¥46.0万
2024-09-04 WR超卖 买入 8.49 53500.0 ¥45.4万
2024-10-08 WR超买 卖出 9.91008 53500.0 ¥53.0万
2024-10-22 WR超卖 买入 8.46846 64000.0 ¥54.2万
2024-12-05 WR超买 卖出 8.31168 64000.0 ¥53.2万
2025-01-21 WR超卖 买入 8.538529999999998 62000.0 ¥53.0万
2025-03-18 WR超买 卖出 7.92207 62000.0 ¥49.1万
2025-06-30 WR超卖 买入 8.618609999999999 57200.0 ¥49.3万
2025-07-15 WR超买 卖出 8.85114 57200.0 ¥50.6万
2025-08-04 WR超卖 买入 8.448439999999998 59500.0 ¥50.3万
2025-09-03 WR超买 卖出 9.07092 59500.0 ¥54.0万
2025-09-15 WR超卖 买入 8.708699999999999 62400.0 ¥54.4万
2025-10-17 WR超买 卖出 8.40159 62400.0 ¥52.4万
2025-11-27 WR超卖 买入 9.72972 53800.0 ¥52.4万
2025-12-30 WR超买 卖出 10.049940000000003 53800.0 ¥54.1万
2026-01-15 WR超卖 买入 9.849839999999999 54800.0 ¥54.0万
2026-01-27 WR超买 卖出 10.379610000000001 54800.0 ¥56.9万
2026-03-26 WR超卖 买入 11.711699999999997 48600.0 ¥56.9万
2026-03-31 WR超买 卖出 12.42756 48600.0 ¥60.4万
2026-04-16 WR超卖 买入 11.691679999999998 51300.0 ¥60.0万
2026-04-29 WR超买 卖出 12.187800000000001 51300.0 ¥62.5万
2026-05-12 WR超卖 买入 11.141129999999999 56500.0 ¥63.0万
2026-07-14 WR超买 卖出 9.7902 56500.0 ¥55.3万
2026-08-14 WR超卖 买入 10.49048 52200.0 ¥54.8万
2026-08-20 WR超买 卖出 11.088899999999999 52200.0 ¥57.9万
2026-09-17 WR超卖 买入 10.710699999999997 53900.0 ¥57.7万
2026-10-09 WR超买 卖出 11.56842 53900.0 ¥62.3万
2026-11-06 WR超卖 买入 12.552539999999997 50100.0 ¥62.9万
2026-11-13 强平 卖出 12.39 50100 ¥62.1万 回测结束强平
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