601995 中金公司 — 威廉指标超卖 回测明细
数据区间: 2020-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥50.8万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -49.20%）
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 33 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 |
2020-12-14 |
2020-12-28 |
60.10805700899999 |
66.08385000000001 |
¥9.8万 |
+9.91% |
WR超买 |
| 2 |
2021-01-19 |
2021-05-21 |
67.88816033999998 |
50.77917 |
¥-27.4万 |
-25.22% |
WR超买 |
| 3 |
2021-07-02 |
2021-07-23 |
56.91707 |
59.94 |
¥4.2万 |
+5.28% |
WR超买 |
| 4 |
2021-07-28 |
2021-08-19 |
53.86995613999999 |
56.503440000000005 |
¥4.1万 |
+4.86% |
WR超买 |
| 5 |
2021-08-26 |
2021-09-08 |
52.087641606 |
58.941 |
¥11.8万 |
+13.12% |
WR超买 |
| 6 |
2021-09-27 |
2021-11-25 |
55.872556739999986 |
49.500449999999994 |
¥-11.6万 |
-11.43% |
WR超买 |
| 7 |
2021-12-24 |
2022-03-17 |
50.315340074999995 |
44.32563 |
¥-10.8万 |
-11.93% |
WR超买 |
| 8 |
2022-04-12 |
2022-04-15 |
39.791673922 |
41.768190000000004 |
¥3.9万 |
+4.94% |
WR超买 |
| 9 |
2022-04-20 |
2022-05-23 |
39.591413861999996 |
37.31265 |
¥-4.9万 |
-5.78% |
WR超买 |
| 10 |
2022-07-18 |
2022-08-12 |
41.934456563999994 |
42.91704 |
¥1.8万 |
+2.31% |
WR超买 |
| 11 |
2022-08-30 |
2022-11-03 |
41.754222510000005 |
35.484480000000005 |
¥-12.1万 |
-15.04% |
WR超买 |
| 12 |
2022-12-20 |
2023-01-13 |
37.648891279999994 |
39.53043 |
¥3.4万 |
+4.97% |
WR超买 |
| 13 |
2023-02-16 |
2023-02-21 |
40.001946985 |
41.508449999999996 |
¥2.7万 |
+3.73% |
WR超买 |
| 14 |
2023-03-10 |
2023-04-10 |
39.861764943 |
41.01894 |
¥2.1万 |
+2.87% |
WR超买 |
| 15 |
2023-05-24 |
2023-07-14 |
41.624053470999996 |
36.61335 |
¥-9.2万 |
-12.06% |
WR超买 |
| 16 |
2023-09-01 |
2023-10-25 |
39.070737705999996 |
38.1618 |
¥-1.6万 |
-2.36% |
WR超买 |
| 17 |
2023-11-03 |
2023-11-07 |
36.547460949999994 |
38.5614 |
¥3.6万 |
+5.48% |
WR超买 |
| 18 |
2023-11-29 |
2024-01-29 |
39.63146587399999 |
34.28568 |
¥-9.4万 |
-13.51% |
WR超买 |
| 19 |
2024-02-05 |
2024-02-19 |
31.060335306 |
33.2667 |
¥4.3万 |
+7.07% |
WR超买 |
| 20 |
2024-03-15 |
2024-04-29 |
33.633677077 |
34.55541 |
¥1.7万 |
+2.71% |
WR超买 |
| 21 |
2024-05-24 |
2024-06-17 |
32.261895665999994 |
31.65831 |
¥-1.3万 |
-1.90% |
WR超买 |
| 22 |
2024-06-26 |
2024-07-23 |
30.639789179999998 |
28.771200000000004 |
¥-4.0万 |
-6.13% |
WR超买 |
| 23 |
2024-08-13 |
2024-09-25 |
28.316772483999994 |
31.458509999999993 |
¥6.8万 |
+11.06% |
WR超买 |
| 24 |
2024-11-19 |
2024-12-09 |
36.136927827 |
36.863099999999996 |
¥1.3万 |
+1.98% |
WR超买 |
| 25 |
2024-12-19 |
2025-02-10 |
35.225744553999995 |
32.33763 |
¥-5.7万 |
-8.23% |
WR超买 |
| 26 |
2025-03-26 |
2025-06-06 |
34.534847347 |
34.28568 |
¥-4,774 |
-0.75% |
WR超买 |
| 27 |
2025-08-04 |
2025-08-18 |
35.716381701 |
38.2617 |
¥4.4万 |
+7.09% |
WR超买 |
| 28 |
2025-09-05 |
2025-10-10 |
37.228345154 |
37.25271 |
¥240 |
+0.04% |
WR超买 |
| 29 |
2025-11-03 |
2026-01-13 |
36.84785103999999 |
36.173790000000004 |
¥-1.3万 |
-1.86% |
WR超买 |
| 30 |
2026-01-16 |
2026-02-12 |
35.380610999999995 |
35.09487 |
¥-5,570 |
-0.84% |
WR超买 |
| 31 |
2026-03-06 |
2026-04-14 |
34.184392241999994 |
33.54642 |
¥-1.2万 |
-1.90% |
WR超买 |
| 32 |
2026-05-18 |
2026-06-17 |
33.663716085999994 |
34.21575 |
¥1.0万 |
+1.61% |
WR超买 |
| 33 |
2026-07-20 |
2026-11-13 |
35.34590058999999 |
27.24 |
¥-15.0万 |
-22.96% |
强平 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-12-14 |
WR超卖 |
买入 |
60.09002999999999 |
16400.0 |
¥98.6万 |
|
| 2020-12-28 |
WR超买 |
卖出 |
66.08385000000001 |
16400.0 |
¥1.08M |
|
| 2021-01-19 |
WR超卖 |
买入 |
67.86779999999999 |
16000.0 |
¥1.09M |
|
| 2021-05-21 |
WR超买 |
卖出 |
50.77917 |
16000.0 |
¥81.2万 |
|
| 2021-07-02 |
WR超卖 |
买入 |
56.9 |
14100.0 |
¥80.3万 |
|
| 2021-07-23 |
WR超买 |
卖出 |
59.94 |
14100.0 |
¥84.5万 |
|
| 2021-07-28 |
WR超卖 |
买入 |
53.85379999999999 |
15800.0 |
¥85.1万 |
|
| 2021-08-19 |
WR超买 |
卖出 |
56.503440000000005 |
15800.0 |
¥89.2万 |
|
| 2021-08-26 |
WR超卖 |
买入 |
52.072019999999995 |
17300.0 |
¥90.1万 |
|
| 2021-09-08 |
WR超买 |
卖出 |
58.941 |
17300.0 |
¥1.02M |
|
| 2021-09-27 |
WR超卖 |
买入 |
55.85579999999999 |
18100.0 |
¥1.01M |
|
| 2021-11-25 |
WR超买 |
卖出 |
49.500449999999994 |
18100.0 |
¥89.6万 |
|
| 2021-12-24 |
WR超卖 |
买入 |
50.30024999999999 |
18000.0 |
¥90.6万 |
|
| 2022-03-17 |
WR超买 |
卖出 |
44.32563 |
18000.0 |
¥79.8万 |
|
| 2022-04-12 |
WR超卖 |
买入 |
39.77974 |
20000.0 |
¥79.6万 |
|
| 2022-04-15 |
WR超买 |
卖出 |
41.768190000000004 |
20000.0 |
¥83.5万 |
|
| 2022-04-20 |
WR超卖 |
买入 |
39.579539999999994 |
21200.0 |
¥83.9万 |
|
| 2022-05-23 |
WR超买 |
卖出 |
37.31265 |
21200.0 |
¥79.1万 |
|
| 2022-07-18 |
WR超卖 |
买入 |
41.921879999999994 |
18900.0 |
¥79.3万 |
|
| 2022-08-12 |
WR超买 |
卖出 |
42.91704 |
18900.0 |
¥81.1万 |
|
| 2022-08-30 |
WR超卖 |
买入 |
41.7417 |
19300.0 |
¥80.6万 |
|
| 2022-11-03 |
WR超买 |
卖出 |
35.484480000000005 |
19300.0 |
¥68.5万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
37.6376 |
18300.0 |
¥68.9万 |
|
| 2023-01-13 |
WR超买 |
卖出 |
39.53043 |
18300.0 |
¥72.3万 |
|
| 2023-02-16 |
WR超卖 |
买入 |
39.98995 |
18100.0 |
¥72.4万 |
|
| 2023-02-21 |
WR超买 |
卖出 |
41.508449999999996 |
18100.0 |
¥75.1万 |
|
| 2023-03-10 |
WR超卖 |
买入 |
39.84981 |
18600.0 |
¥74.1万 |
|
| 2023-04-10 |
WR超买 |
卖出 |
41.01894 |
18600.0 |
¥76.3万 |
|
| 2023-05-24 |
WR超卖 |
买入 |
41.61156999999999 |
18400.0 |
¥76.6万 |
|
| 2023-07-14 |
WR超买 |
卖出 |
36.61335 |
18400.0 |
¥67.3万 |
|
| 2023-09-01 |
WR超卖 |
买入 |
39.05902 |
17300.0 |
¥67.6万 |
|
| 2023-10-25 |
WR超买 |
卖出 |
38.1618 |
17300.0 |
¥66.0万 |
|
| 2023-11-03 |
WR超卖 |
买入 |
36.5365 |
18100.0 |
¥66.2万 |
|
| 2023-11-07 |
WR超买 |
卖出 |
38.5614 |
18100.0 |
¥69.8万 |
|
| 2023-11-29 |
WR超卖 |
买入 |
39.61957999999999 |
17600.0 |
¥69.8万 |
|
| 2024-01-29 |
WR超买 |
卖出 |
34.28568 |
17600.0 |
¥60.3万 |
|
| 2024-02-05 |
WR超卖 |
买入 |
31.051019999999998 |
19400.0 |
¥60.3万 |
|
| 2024-02-19 |
WR超买 |
卖出 |
33.2667 |
19400.0 |
¥64.5万 |
|
| 2024-03-15 |
WR超卖 |
买入 |
33.62359 |
19100.0 |
¥64.2万 |
|
| 2024-04-29 |
WR超买 |
卖出 |
34.55541 |
19100.0 |
¥66.0万 |
|
| 2024-05-24 |
WR超卖 |
买入 |
32.252219999999994 |
20500.0 |
¥66.1万 |
|
| 2024-06-17 |
WR超买 |
卖出 |
31.65831 |
20500.0 |
¥64.9万 |
|
| 2024-06-26 |
WR超卖 |
买入 |
30.630599999999998 |
21200.0 |
¥65.0万 |
|
| 2024-07-23 |
WR超买 |
卖出 |
28.771200000000004 |
21200.0 |
¥61.0万 |
|
| 2024-08-13 |
WR超卖 |
买入 |
28.308279999999993 |
21600.0 |
¥61.2万 |
|
| 2024-09-25 |
WR超买 |
卖出 |
31.458509999999993 |
21600.0 |
¥67.9万 |
|
| 2024-11-19 |
WR超卖 |
买入 |
36.12609 |
18800.0 |
¥67.9万 |
|
| 2024-12-09 |
WR超买 |
卖出 |
36.863099999999996 |
18800.0 |
¥69.3万 |
|
| 2024-12-19 |
WR超卖 |
买入 |
35.21518 |
19500.0 |
¥68.7万 |
|
| 2025-02-10 |
WR超买 |
卖出 |
32.33763 |
19500.0 |
¥63.0万 |
|
| 2025-03-26 |
WR超卖 |
买入 |
34.52449 |
18400.0 |
¥63.5万 |
|
| 2025-06-06 |
WR超买 |
卖出 |
34.28568 |
18400.0 |
¥63.1万 |
|
| 2025-08-04 |
WR超卖 |
买入 |
35.70567 |
17500.0 |
¥62.5万 |
|
| 2025-08-18 |
WR超买 |
卖出 |
38.2617 |
17500.0 |
¥66.9万 |
|
| 2025-09-05 |
WR超卖 |
买入 |
37.21718 |
18200.0 |
¥67.8万 |
|
| 2025-10-10 |
WR超买 |
卖出 |
37.25271 |
18200.0 |
¥67.8万 |
|
| 2025-11-03 |
WR超卖 |
买入 |
36.83679999999999 |
18300.0 |
¥67.4万 |
|
| 2026-01-13 |
WR超买 |
卖出 |
36.173790000000004 |
18300.0 |
¥66.2万 |
|
| 2026-01-16 |
WR超卖 |
买入 |
35.37 |
18800.0 |
¥66.5万 |
|
| 2026-02-12 |
WR超买 |
卖出 |
35.09487 |
18800.0 |
¥66.0万 |
|
| 2026-03-06 |
WR超卖 |
买入 |
34.174139999999994 |
19200.0 |
¥65.6万 |
|
| 2026-04-14 |
WR超买 |
卖出 |
33.54642 |
19200.0 |
¥64.4万 |
|
| 2026-05-18 |
WR超卖 |
买入 |
33.65362 |
19100.0 |
¥64.3万 |
|
| 2026-06-17 |
WR超买 |
卖出 |
34.21575 |
19100.0 |
¥65.3万 |
|
| 2026-07-20 |
WR超卖 |
买入 |
35.3353 |
18500.0 |
¥65.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
27.24 |
18500 |
¥50.4万 |
回测结束强平 |