601868 中国能建 — 威廉指标超卖 回测明细
数据区间: 2021-09-28 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥92.3万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -7.67%）
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 28 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 |
2021-10-27 |
2021-11-30 |
2.3630687079999997 |
2.4975 |
¥5.6万 |
+5.66% |
WR超买 |
| 2 |
2022-01-06 |
2022-02-11 |
2.6534457949999997 |
2.8771199999999997 |
¥8.8万 |
+8.40% |
WR超买 |
| 3 |
2022-02-25 |
2022-04-07 |
2.693497807 |
2.48751 |
¥-8.8万 |
-7.68% |
WR超买 |
| 4 |
2022-04-21 |
2022-07-14 |
2.383094714 |
2.4075900000000003 |
¥1.1万 |
+1.00% |
WR超买 |
| 5 |
2022-07-18 |
2022-08-23 |
2.333029699 |
2.28771 |
¥-2.1万 |
-1.97% |
WR超买 |
| 6 |
2022-08-31 |
2022-09-07 |
2.2328996689999996 |
2.41 |
¥8.2万 |
+7.90% |
WR超买 |
| 7 |
2022-09-27 |
2022-10-26 |
2.242912672 |
2.3975999999999997 |
¥7.7万 |
+6.86% |
WR超买 |
| 8 |
2022-12-15 |
2023-01-10 |
2.3630687079999997 |
2.3176799999999997 |
¥-2.3万 |
-1.95% |
WR超买 |
| 9 |
2023-03-29 |
2023-04-14 |
2.4231467259999997 |
2.5973999999999995 |
¥8.4万 |
+7.16% |
WR超买 |
| 10 |
2023-05-15 |
2023-07-10 |
2.5633287680000003 |
2.36763 |
¥-9.7万 |
-7.66% |
WR超买 |
| 11 |
2023-07-24 |
2023-07-26 |
2.3430427019999995 |
2.37762 |
¥1.7万 |
+1.45% |
WR超买 |
| 12 |
2023-08-14 |
2024-01-25 |
2.3630687079999997 |
2.08791 |
¥-13.8万 |
-11.67% |
WR超买 |
| 13 |
2024-03-14 |
2024-04-02 |
2.152795645 |
2.17782 |
¥1.2万 |
+1.13% |
WR超买 |
| 14 |
2024-05-09 |
2024-05-17 |
2.172821651 |
2.22777 |
¥2.6万 |
+2.50% |
WR超买 |
| 15 |
2024-05-30 |
2024-07-02 |
2.1928476569999997 |
2.14785 |
¥-2.3万 |
-2.08% |
WR超买 |
| 16 |
2024-08-26 |
2024-09-25 |
2.1928476569999997 |
2.11 |
¥-4.0万 |
-3.81% |
WR超买 |
| 17 |
2024-11-22 |
2025-02-10 |
2.393107717 |
2.2577399999999996 |
¥-5.8万 |
-5.68% |
WR超买 |
| 18 |
2025-03-31 |
2025-04-10 |
2.2829646839999995 |
2.30769 |
¥1.0万 |
+1.05% |
WR超买 |
| 19 |
2025-04-29 |
2025-07-07 |
2.232899669 |
2.23776 |
¥1,827 |
+0.19% |
WR超买 |
| 20 |
2025-08-08 |
2025-08-26 |
2.5433027619999997 |
2.56743 |
¥8,960 |
+0.92% |
WR超买 |
| 21 |
2025-08-28 |
2025-09-18 |
2.483224744 |
2.4875100000000003 |
¥1,403 |
+0.14% |
WR超买 |
| 22 |
2025-09-26 |
2025-10-14 |
2.4031207199999995 |
2.5274699999999997 |
¥5.1万 |
+5.14% |
WR超买 |
| 23 |
2025-11-03 |
2025-12-26 |
2.413133723 |
2.37762 |
¥-1.6万 |
-1.50% |
WR超买 |
| 24 |
2026-02-04 |
2026-02-27 |
2.4031207199999995 |
2.4975 |
¥4.0万 |
+3.90% |
WR超买 |
| 25 |
2026-03-31 |
2026-04-22 |
3.0239269060000002 |
2.9969999999999994 |
¥-9,761 |
-0.92% |
WR超买 |
| 26 |
2026-04-28 |
2026-05-08 |
2.8236668459999996 |
3.1968 |
¥13.8万 |
+13.18% |
WR超买 |
| 27 |
2026-05-27 |
2026-07-24 |
2.9538358850000006 |
2.5974 |
¥-14.3万 |
-12.09% |
WR超买 |
| 28 |
2026-08-17 |
2026-11-13 |
2.543302762 |
2.24 |
¥-12.5万 |
-11.95% |
强平 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-10-27 |
WR超卖 |
买入 |
2.36236 |
415200.0 |
¥98.1万 |
|
| 2021-11-30 |
WR超买 |
卖出 |
2.4975 |
415200.0 |
¥1.04M |
|
| 2022-01-06 |
WR超卖 |
买入 |
2.6526499999999995 |
394000.0 |
¥1.05M |
|
| 2022-02-11 |
WR超买 |
卖出 |
2.8771199999999997 |
394000.0 |
¥1.13M |
|
| 2022-02-25 |
WR超卖 |
买入 |
2.69269 |
423600.0 |
¥1.14M |
|
| 2022-04-07 |
WR超买 |
卖出 |
2.48751 |
423600.0 |
¥1.05M |
|
| 2022-04-21 |
WR超卖 |
买入 |
2.3823799999999995 |
442100.0 |
¥1.05M |
|
| 2022-07-14 |
WR超买 |
卖出 |
2.4075900000000003 |
442100.0 |
¥1.06M |
|
| 2022-07-18 |
WR超卖 |
买入 |
2.33233 |
456100.0 |
¥1.06M |
|
| 2022-08-23 |
WR超买 |
卖出 |
2.28771 |
456100.0 |
¥1.04M |
|
| 2022-08-31 |
WR超卖 |
买入 |
2.23223 |
467100.0 |
¥1.04M |
|
| 2022-09-07 |
WR超买 |
卖出 |
2.41 |
467100.0 |
¥1.13M |
|
| 2022-09-27 |
WR超卖 |
买入 |
2.24224 |
501700.0 |
¥1.13M |
|
| 2022-10-26 |
WR超买 |
卖出 |
2.3975999999999997 |
501700.0 |
¥1.20M |
|
| 2022-12-15 |
WR超卖 |
买入 |
2.36236 |
506700.0 |
¥1.20M |
|
| 2023-01-10 |
WR超买 |
卖出 |
2.3176799999999997 |
506700.0 |
¥1.17M |
|
| 2023-03-29 |
WR超卖 |
买入 |
2.42242 |
486600.0 |
¥1.18M |
|
| 2023-04-14 |
WR超买 |
卖出 |
2.5973999999999995 |
486600.0 |
¥1.26M |
|
| 2023-05-15 |
WR超卖 |
买入 |
2.56256 |
492800.0 |
¥1.26M |
|
| 2023-07-10 |
WR超买 |
卖出 |
2.36763 |
492800.0 |
¥1.17M |
|
| 2023-07-24 |
WR超卖 |
买入 |
2.3423399999999996 |
497900.0 |
¥1.17M |
|
| 2023-07-26 |
WR超买 |
卖出 |
2.37762 |
497900.0 |
¥1.18M |
|
| 2023-08-14 |
WR超卖 |
买入 |
2.36236 |
498700.0 |
¥1.18M |
|
| 2024-01-25 |
WR超买 |
卖出 |
2.08791 |
498700.0 |
¥1.04M |
|
| 2024-03-14 |
WR超卖 |
买入 |
2.15215 |
486000.0 |
¥1.05M |
|
| 2024-04-02 |
WR超买 |
卖出 |
2.17782 |
486000.0 |
¥1.06M |
|
| 2024-05-09 |
WR超卖 |
买入 |
2.1721699999999995 |
487000.0 |
¥1.06M |
|
| 2024-05-17 |
WR超买 |
卖出 |
2.22777 |
487000.0 |
¥1.08M |
|
| 2024-05-30 |
WR超卖 |
买入 |
2.1921899999999996 |
494600.0 |
¥1.08M |
|
| 2024-07-02 |
WR超买 |
卖出 |
2.14785 |
494600.0 |
¥1.06M |
|
| 2024-08-26 |
WR超卖 |
买入 |
2.1921899999999996 |
484300.0 |
¥1.06M |
|
| 2024-09-25 |
WR超买 |
卖出 |
2.11 |
484300.0 |
¥1.02M |
|
| 2024-11-22 |
WR超卖 |
买入 |
2.39239 |
426900.0 |
¥1.02M |
|
| 2025-02-10 |
WR超买 |
卖出 |
2.2577399999999996 |
426900.0 |
¥96.4万 |
|
| 2025-03-31 |
WR超卖 |
买入 |
2.2822799999999996 |
422100.0 |
¥96.4万 |
|
| 2025-04-10 |
WR超买 |
卖出 |
2.30769 |
422100.0 |
¥97.4万 |
|
| 2025-04-29 |
WR超卖 |
买入 |
2.23223 |
436100.0 |
¥97.4万 |
|
| 2025-07-07 |
WR超买 |
卖出 |
2.23776 |
436100.0 |
¥97.6万 |
|
| 2025-08-08 |
WR超卖 |
买入 |
2.54254 |
383600.0 |
¥97.6万 |
|
| 2025-08-26 |
WR超买 |
卖出 |
2.56743 |
383600.0 |
¥98.5万 |
|
| 2025-08-28 |
WR超卖 |
买入 |
2.48248 |
396500.0 |
¥98.5万 |
|
| 2025-09-18 |
WR超买 |
卖出 |
2.4875100000000003 |
396500.0 |
¥98.6万 |
|
| 2025-09-26 |
WR超卖 |
买入 |
2.4023999999999996 |
410300.0 |
¥98.6万 |
|
| 2025-10-14 |
WR超买 |
卖出 |
2.5274699999999997 |
410300.0 |
¥1.04M |
|
| 2025-11-03 |
WR超卖 |
买入 |
2.41241 |
429500.0 |
¥1.04M |
|
| 2025-12-26 |
WR超买 |
卖出 |
2.37762 |
429500.0 |
¥1.02M |
|
| 2026-02-04 |
WR超卖 |
买入 |
2.4023999999999996 |
424900.0 |
¥1.02M |
|
| 2026-02-27 |
WR超买 |
卖出 |
2.4975 |
424900.0 |
¥1.06M |
|
| 2026-03-31 |
WR超卖 |
买入 |
3.02302 |
350800.0 |
¥1.06M |
|
| 2026-04-22 |
WR超买 |
卖出 |
2.9969999999999994 |
350800.0 |
¥1.05M |
|
| 2026-04-28 |
WR超卖 |
买入 |
2.8228199999999997 |
369600.0 |
¥1.04M |
|
| 2026-05-08 |
WR超买 |
卖出 |
3.1968 |
369600.0 |
¥1.18M |
|
| 2026-05-27 |
WR超卖 |
买入 |
2.95295 |
399600.0 |
¥1.18M |
|
| 2026-07-24 |
WR超买 |
卖出 |
2.5974 |
399600.0 |
¥1.04M |
|
| 2026-08-17 |
WR超卖 |
买入 |
2.54254 |
411200.0 |
¥1.05M |
|
| 2026-11-13 |
强平 |
卖出 |
2.24 |
411200 |
¥92.1万 |
回测结束强平 |