601916 浙商银行 — 威廉指标超卖 回测明细
数据区间: 2019-11-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥63.2万
策略: 威廉指标超卖
K线 & 交易信号(策略收益 -36.81%)
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 39 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 |
2020-01-13 |
2020-02-21 |
4.696098407 |
4.36563 |
¥-7.0万 |
-7.06% |
WR超买 |
| 2 |
2020-03-10 |
2020-04-10 |
4.195448257 |
4.065930000000001 |
¥-2.9万 |
-3.12% |
WR超买 |
| 3 |
2020-04-22 |
2020-04-30 |
4.0352402089999995 |
4.06 |
¥5,245 |
+0.58% |
WR超买 |
| 4 |
2020-05-28 |
2020-07-02 |
3.8650191579999995 |
3.9660300000000004 |
¥2.3万 |
+2.58% |
WR超买 |
| 5 |
2020-07-23 |
2020-08-18 |
4.265539277999999 |
4.32567 |
¥1.3万 |
+1.38% |
WR超买 |
| 6 |
2020-08-27 |
2020-09-16 |
4.125357236 |
4.21578 |
¥2.0万 |
+2.16% |
WR超买 |
| 7 |
2020-09-25 |
2020-11-30 |
4.165409248 |
4.18581 |
¥4,415 |
+0.46% |
WR超买 |
| 8 |
2020-12-10 |
2021-02-08 |
4.075292221 |
4.0459499999999995 |
¥-7,236 |
-0.75% |
WR超买 |
| 9 |
2021-03-29 |
2021-05-17 |
4.085305223999999 |
3.9860100000000003 |
¥-2.3万 |
-2.46% |
WR超买 |
| 10 |
2021-07-01 |
2021-09-09 |
3.975162191 |
3.6063899999999998 |
¥-8.7万 |
-9.30% |
WR超买 |
| 11 |
2021-09-27 |
2021-10-12 |
3.5345900589999992 |
3.58641 |
¥1.2万 |
+1.44% |
WR超买 |
| 12 |
2021-10-26 |
2021-11-25 |
3.551065 |
3.45654 |
¥-2.3万 |
-2.69% |
WR超买 |
| 13 |
2022-01-25 |
2022-02-10 |
3.514564052999999 |
3.54645 |
¥7,336 |
+0.88% |
WR超买 |
| 14 |
2022-03-02 |
2022-04-06 |
3.444473032 |
3.37662 |
¥-1.7万 |
-2.00% |
WR超买 |
| 15 |
2022-04-20 |
2022-05-06 |
3.2942779869999996 |
3.32667 |
¥7,883 |
+0.95% |
WR超买 |
| 16 |
2022-05-25 |
2022-06-13 |
3.234199969 |
3.30669 |
¥1.8万 |
+2.21% |
WR超买 |
| 17 |
2022-07-05 |
2022-11-14 |
3.2942779869999996 |
2.92707 |
¥-9.5万 |
-11.17% |
WR超买 |
| 18 |
2022-12-20 |
2023-01-19 |
2.9538358849999997 |
2.95704 |
¥593 |
+0.08% |
WR超买 |
| 19 |
2023-02-10 |
2023-03-06 |
2.933809879 |
2.9670300000000003 |
¥8,361 |
+1.10% |
WR超买 |
| 20 |
2023-03-13 |
2023-04-07 |
2.893757867 |
2.8871100000000003 |
¥-1,992 |
-0.26% |
WR超买 |
| 21 |
2023-05-23 |
2023-07-26 |
2.9638488879999993 |
2.65734 |
¥-7.9万 |
-10.37% |
WR超买 |
| 22 |
2023-08-21 |
2023-11-01 |
2.6534457949999997 |
2.54745 |
¥-2.8万 |
-4.02% |
WR超买 |
| 23 |
2023-11-16 |
2023-11-28 |
2.5032507499999994 |
2.53746 |
¥8,797 |
+1.34% |
WR超买 |
| 24 |
2023-12-15 |
2024-01-04 |
2.5232767559999996 |
2.55744 |
¥8,830 |
+1.32% |
WR超买 |
| 25 |
2024-04-25 |
2024-05-20 |
2.9438228819999996 |
3.0069899999999996 |
¥1.4万 |
+2.12% |
WR超买 |
| 26 |
2024-05-31 |
2024-07-15 |
2.9838748939999995 |
2.83716 |
¥-3.4万 |
-4.95% |
WR超买 |
| 27 |
2024-08-07 |
2024-09-25 |
2.753575825 |
2.63736 |
¥-2.8万 |
-4.25% |
WR超买 |
| 28 |
2024-10-28 |
2024-11-08 |
2.8737318609999996 |
2.9470500000000004 |
¥1.6万 |
+2.52% |
WR超买 |
| 29 |
2024-11-25 |
2024-12-10 |
2.8537058549999994 |
2.997 |
¥3.2万 |
+4.99% |
WR超买 |
| 30 |
2024-12-23 |
2025-01-24 |
2.913783873 |
2.8771199999999997 |
¥-8,710 |
-1.29% |
WR超买 |
| 31 |
2025-02-24 |
2025-03-14 |
2.873731861 |
2.86 |
¥-3,389 |
-0.51% |
WR超买 |
| 32 |
2025-07-01 |
2025-07-07 |
3.394408017 |
3.70629 |
¥6.1万 |
+9.16% |
WR超买 |
| 33 |
2025-07-22 |
2025-10-15 |
3.554616064999999 |
3.0669299999999993 |
¥-10.0万 |
-13.75% |
WR超买 |
| 34 |
2025-12-05 |
2026-02-11 |
3.0840049239999994 |
2.997 |
¥-1.8万 |
-2.85% |
WR超买 |
| 35 |
2026-04-02 |
2026-05-08 |
2.983874894 |
3.01698 |
¥6,537 |
+1.08% |
WR超买 |
| 36 |
2026-05-25 |
2026-06-02 |
2.9738618909999994 |
3.05694 |
¥1.7万 |
+2.76% |
WR超买 |
| 37 |
2026-06-22 |
2026-07-16 |
2.993887897 |
2.85714 |
¥-2.9万 |
-4.60% |
WR超买 |
| 38 |
2026-08-18 |
2026-08-27 |
2.9137838729999994 |
2.9670300000000003 |
¥1.1万 |
+1.80% |
WR超买 |
| 39 |
2026-09-23 |
2026-10-13 |
2.8837448639999996 |
2.9670300000000003 |
¥1.8万 |
+2.86% |
WR超买 |
逐笔成交记录(共 78 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-01-13 |
WR超卖 |
买入 |
4.69469 |
212000.0 |
¥99.6万 |
|
| 2020-02-21 |
WR超买 |
卖出 |
4.36563 |
212000.0 |
¥92.5万 |
|
| 2020-03-10 |
WR超卖 |
买入 |
4.19419 |
219500.0 |
¥92.1万 |
|
| 2020-04-10 |
WR超买 |
卖出 |
4.065930000000001 |
219500.0 |
¥89.2万 |
|
| 2020-04-22 |
WR超卖 |
买入 |
4.03403 |
222800.0 |
¥89.9万 |
|
| 2020-04-30 |
WR超买 |
卖出 |
4.06 |
222800.0 |
¥90.4万 |
|
| 2020-05-28 |
WR超卖 |
买入 |
3.8638599999999994 |
233900.0 |
¥90.4万 |
|
| 2020-07-02 |
WR超买 |
卖出 |
3.9660300000000004 |
233900.0 |
¥92.7万 |
|
| 2020-07-23 |
WR超卖 |
买入 |
4.264259999999999 |
215400.0 |
¥91.9万 |
|
| 2020-08-18 |
WR超买 |
卖出 |
4.32567 |
215400.0 |
¥93.1万 |
|
| 2020-08-27 |
WR超卖 |
买入 |
4.12412 |
228400.0 |
¥94.2万 |
|
| 2020-09-16 |
WR超买 |
卖出 |
4.21578 |
228400.0 |
¥96.3万 |
|
| 2020-09-25 |
WR超卖 |
买入 |
4.16416 |
230600.0 |
¥96.1万 |
|
| 2020-11-30 |
WR超买 |
卖出 |
4.18581 |
230600.0 |
¥96.5万 |
|
| 2020-12-10 |
WR超卖 |
买入 |
4.07407 |
236800.0 |
¥96.5万 |
|
| 2021-02-08 |
WR超买 |
卖出 |
4.0459499999999995 |
236800.0 |
¥95.8万 |
|
| 2021-03-29 |
WR超卖 |
买入 |
4.084079999999999 |
233800.0 |
¥95.5万 |
|
| 2021-05-17 |
WR超买 |
卖出 |
3.9860100000000003 |
233800.0 |
¥93.2万 |
|
| 2021-07-01 |
WR超卖 |
买入 |
3.97397 |
235000.0 |
¥93.4万 |
|
| 2021-09-09 |
WR超买 |
卖出 |
3.6063899999999998 |
235000.0 |
¥84.7万 |
|
| 2021-09-27 |
WR超卖 |
买入 |
3.5335299999999994 |
239800.0 |
¥84.8万 |
|
| 2021-10-12 |
WR超买 |
卖出 |
3.58641 |
239800.0 |
¥86.0万 |
|
| 2021-10-26 |
WR超卖 |
买入 |
3.55 |
242500.0 |
¥86.1万 |
|
| 2021-11-25 |
WR超买 |
卖出 |
3.45654 |
242500.0 |
¥83.8万 |
|
| 2022-01-25 |
WR超卖 |
买入 |
3.5135099999999992 |
238000.0 |
¥83.6万 |
|
| 2022-02-10 |
WR超买 |
卖出 |
3.54645 |
238000.0 |
¥84.4万 |
|
| 2022-03-02 |
WR超卖 |
买入 |
3.4434399999999994 |
244300.0 |
¥84.1万 |
|
| 2022-04-06 |
WR超买 |
卖出 |
3.37662 |
244300.0 |
¥82.5万 |
|
| 2022-04-20 |
WR超卖 |
买入 |
3.29329 |
251100.0 |
¥82.7万 |
|
| 2022-05-06 |
WR超买 |
卖出 |
3.32667 |
251100.0 |
¥83.5万 |
|
| 2022-05-25 |
WR超卖 |
买入 |
3.23323 |
257400.0 |
¥83.2万 |
|
| 2022-06-13 |
WR超买 |
卖出 |
3.30669 |
257400.0 |
¥85.1万 |
|
| 2022-07-05 |
WR超卖 |
买入 |
3.29329 |
259000.0 |
¥85.3万 |
|
| 2022-11-14 |
WR超买 |
卖出 |
2.92707 |
259000.0 |
¥75.8万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
2.95295 |
255800.0 |
¥75.6万 |
|
| 2023-01-19 |
WR超买 |
卖出 |
2.95704 |
255800.0 |
¥75.6万 |
|
| 2023-02-10 |
WR超卖 |
买入 |
2.93293 |
258600.0 |
¥75.9万 |
|
| 2023-03-06 |
WR超买 |
卖出 |
2.9670300000000003 |
258600.0 |
¥76.7万 |
|
| 2023-03-13 |
WR超卖 |
买入 |
2.89289 |
265100.0 |
¥76.7万 |
|
| 2023-04-07 |
WR超买 |
卖出 |
2.8871100000000003 |
265100.0 |
¥76.5万 |
|
| 2023-05-23 |
WR超卖 |
买入 |
2.96296 |
258100.0 |
¥76.5万 |
|
| 2023-07-26 |
WR超买 |
卖出 |
2.65734 |
258100.0 |
¥68.6万 |
|
| 2023-08-21 |
WR超卖 |
买入 |
2.6526499999999995 |
258500.0 |
¥68.6万 |
|
| 2023-11-01 |
WR超买 |
卖出 |
2.54745 |
258500.0 |
¥65.8万 |
|
| 2023-11-16 |
WR超卖 |
买入 |
2.5024999999999995 |
263000.0 |
¥65.8万 |
|
| 2023-11-28 |
WR超买 |
卖出 |
2.53746 |
263000.0 |
¥66.7万 |
|
| 2023-12-15 |
WR超卖 |
买入 |
2.5225199999999997 |
264400.0 |
¥66.7万 |
|
| 2024-01-04 |
WR超买 |
卖出 |
2.55744 |
264400.0 |
¥67.6万 |
|
| 2024-04-25 |
WR超卖 |
买入 |
2.94294 |
229600.0 |
¥67.6万 |
|
| 2024-05-20 |
WR超买 |
卖出 |
3.0069899999999996 |
229600.0 |
¥69.0万 |
|
| 2024-05-31 |
WR超卖 |
买入 |
2.9829799999999995 |
231300.0 |
¥69.0万 |
|
| 2024-07-15 |
WR超买 |
卖出 |
2.83716 |
231300.0 |
¥65.6万 |
|
| 2024-08-07 |
WR超卖 |
买入 |
2.75275 |
238300.0 |
¥65.6万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
2.63736 |
238300.0 |
¥62.8万 |
|
| 2024-10-28 |
WR超卖 |
买入 |
2.87287 |
218700.0 |
¥62.8万 |
|
| 2024-11-08 |
WR超买 |
卖出 |
2.9470500000000004 |
218700.0 |
¥64.4万 |
|
| 2024-11-25 |
WR超卖 |
买入 |
2.8528499999999997 |
225700.0 |
¥64.4万 |
|
| 2024-12-10 |
WR超买 |
卖出 |
2.997 |
225700.0 |
¥67.6万 |
|
| 2024-12-23 |
WR超卖 |
买入 |
2.9129099999999997 |
232100.0 |
¥67.6万 |
|
| 2025-01-24 |
WR超买 |
卖出 |
2.8771199999999997 |
232100.0 |
¥66.8万 |
|
| 2025-02-24 |
WR超卖 |
买入 |
2.87287 |
232300.0 |
¥66.8万 |
|
| 2025-03-14 |
WR超买 |
卖出 |
2.86 |
232300.0 |
¥66.4万 |
|
| 2025-07-01 |
WR超卖 |
买入 |
3.3933899999999997 |
195700.0 |
¥66.4万 |
|
| 2025-07-07 |
WR超买 |
卖出 |
3.70629 |
195700.0 |
¥72.5万 |
|
| 2025-07-22 |
WR超卖 |
买入 |
3.553549999999999 |
203900.0 |
¥72.5万 |
|
| 2025-10-15 |
WR超买 |
卖出 |
3.0669299999999993 |
203900.0 |
¥62.5万 |
|
| 2025-12-05 |
WR超卖 |
买入 |
3.08308 |
202800.0 |
¥62.5万 |
|
| 2026-02-11 |
WR超买 |
卖出 |
2.997 |
202800.0 |
¥60.8万 |
|
| 2026-04-02 |
WR超卖 |
买入 |
2.9829799999999995 |
203000.0 |
¥60.6万 |
|
| 2026-05-08 |
WR超买 |
卖出 |
3.01698 |
203000.0 |
¥61.2万 |
|
| 2026-05-25 |
WR超卖 |
买入 |
2.9729699999999997 |
206500.0 |
¥61.4万 |
|
| 2026-06-02 |
WR超买 |
卖出 |
3.05694 |
206500.0 |
¥63.1万 |
|
| 2026-06-22 |
WR超卖 |
买入 |
2.9929900000000003 |
210800.0 |
¥63.1万 |
|
| 2026-07-16 |
WR超买 |
卖出 |
2.85714 |
210800.0 |
¥60.2万 |
|
| 2026-08-18 |
WR超卖 |
买入 |
2.9129099999999997 |
206700.0 |
¥60.2万 |
|
| 2026-08-27 |
WR超买 |
卖出 |
2.9670300000000003 |
206700.0 |
¥61.3万 |
|
| 2026-09-23 |
WR超卖 |
买入 |
2.8828799999999997 |
212600.0 |
¥61.3万 |
|
| 2026-10-13 |
WR超买 |
卖出 |
2.9670300000000003 |
212600.0 |
¥63.1万 |
|