603260 合盛硅业 — 威廉指标超卖 回测明细
数据区间: 2017-10-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥32.9万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -67.12%）
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 49 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 |
2017-11-28 |
2017-12-27 |
57.134195117999994 |
56.5434 |
¥-1.1万 |
-1.06% |
WR超买 |
| 2 |
2018-02-08 |
2018-03-07 |
55.33185457799999 |
61.288650000000004 |
¥10.3万 |
+10.73% |
WR超买 |
| 3 |
2018-04-23 |
2018-05-04 |
62.34095667799999 |
71.4285 |
¥15.8万 |
+14.54% |
WR超买 |
| 4 |
2018-06-05 |
2018-07-04 |
67.177237127 |
71.52839999999999 |
¥8.0万 |
+6.45% |
WR超买 |
| 5 |
2018-07-27 |
2018-11-01 |
69.39011079 |
49.3506 |
¥-38.3万 |
-28.90% |
WR超买 |
| 6 |
2018-11-21 |
2018-12-14 |
46.159943829999996 |
46.4535 |
¥5,648 |
+0.61% |
WR超买 |
| 7 |
2018-12-19 |
2019-01-21 |
45.228734550999995 |
44.02 |
¥-2.6万 |
-2.70% |
WR超买 |
| 8 |
2019-04-16 |
2019-06-25 |
57.08413010299999 |
48.13182 |
¥-14.5万 |
-15.71% |
WR超买 |
| 9 |
2019-07-12 |
2019-08-28 |
32.79258482499999 |
30.039930000000002 |
¥-6.5万 |
-8.42% |
WR超买 |
| 10 |
2019-09-25 |
2019-09-30 |
29.798696928 |
32.60736 |
¥6.7万 |
+9.39% |
WR超买 |
| 11 |
2019-10-16 |
2019-11-19 |
29.708579900999993 |
28.60137 |
¥-2.9万 |
-3.76% |
WR超买 |
| 12 |
2019-11-29 |
2019-12-06 |
27.585823265 |
28.4715 |
¥2.4万 |
+3.18% |
WR超买 |
| 13 |
2020-01-22 |
2020-02-14 |
29.007669690999997 |
28.65132 |
¥-9,708 |
-1.26% |
WR超买 |
| 14 |
2020-03-19 |
2020-05-13 |
26.294145878 |
24.00597 |
¥-6.7万 |
-8.73% |
WR超买 |
| 15 |
2020-05-26 |
2020-05-29 |
22.82964684 |
24.975 |
¥6.6万 |
+9.36% |
WR超买 |
| 16 |
2020-08-14 |
2020-09-16 |
29.778670921999996 |
29.42055 |
¥-9,394 |
-1.23% |
WR超买 |
| 17 |
2020-09-28 |
2020-10-13 |
27.485693234999996 |
29.81016 |
¥6.4万 |
+8.42% |
WR超买 |
| 18 |
2020-10-26 |
2020-10-30 |
27.70831 |
29.63034 |
¥5.6万 |
+6.90% |
WR超买 |
| 19 |
2020-12-03 |
2020-12-22 |
37.18829314199999 |
40.86909 |
¥8.5万 |
+9.86% |
WR超买 |
| 20 |
2020-12-29 |
2021-01-14 |
34.530356000000005 |
39.7602 |
¥13.7万 |
+15.11% |
WR超买 |
| 21 |
2021-03-05 |
2021-03-19 |
44.78816241899999 |
51.16878 |
¥15.2万 |
+14.21% |
WR超买 |
| 22 |
2021-03-25 |
2021-04-22 |
41.69414449199999 |
49.10085 |
¥21.7万 |
+17.73% |
WR超买 |
| 23 |
2021-06-25 |
2021-06-30 |
60.07801799999999 |
76.82310000000001 |
¥40.6万 |
+27.83% |
WR超买 |
| 24 |
2021-09-29 |
2022-02-16 |
194.05199814 |
114.20567999999997 |
¥-75.1万 |
-41.16% |
WR超买 |
| 25 |
2022-03-15 |
2022-05-18 |
127.16513810000001 |
84.46545 |
¥-36.7万 |
-33.60% |
WR超买 |
| 26 |
2022-07-07 |
2022-08-05 |
115.32976855399998 |
113.4864 |
¥-1.2万 |
-1.63% |
WR超买 |
| 27 |
2022-08-29 |
2022-09-08 |
116.65148494999998 |
132.08778 |
¥9.5万 |
+13.20% |
WR超买 |
| 28 |
2022-09-19 |
2022-12-09 |
113.14693389999998 |
99.47043 |
¥-10.1万 |
-12.11% |
WR超买 |
| 29 |
2022-12-19 |
2023-01-10 |
91.1183273 |
88.43148 |
¥-2.2万 |
-2.98% |
WR超买 |
| 30 |
2023-02-20 |
2023-11-06 |
92.21975762999998 |
57.0 |
¥-27.1万 |
-38.21% |
WR超买 |
| 31 |
2023-11-17 |
2023-12-29 |
54.986491 |
51.22872 |
¥-3.1万 |
-6.86% |
WR超买 |
| 32 |
2024-01-18 |
2024-02-26 |
47.962284369999985 |
48.5514 |
¥4,884 |
+1.20% |
WR超买 |
| 33 |
2024-03-22 |
2024-04-10 |
51.947459564 |
53.26668 |
¥1.0万 |
+2.51% |
WR超买 |
| 34 |
2024-04-15 |
2024-05-08 |
50.065015 |
51.4485 |
¥1.2万 |
+2.73% |
WR超买 |
| 35 |
2024-06-04 |
2024-07-17 |
50.836016230999995 |
47.70225 |
¥-2.7万 |
-6.19% |
WR超买 |
| 36 |
2024-08-12 |
2024-08-29 |
46.159943829999996 |
46.98297 |
¥7,280 |
+1.75% |
WR超买 |
| 37 |
2024-10-18 |
2024-10-28 |
50.445509114000004 |
64.83510000000001 |
¥11.9万 |
+28.49% |
WR超买 |
| 38 |
2024-11-25 |
2024-12-12 |
57.87515733999999 |
60.49944 |
¥2.4万 |
+4.50% |
WR超买 |
| 39 |
2024-12-31 |
2025-02-13 |
56.08282980299998 |
56.423519999999996 |
¥3,238 |
+0.58% |
WR超买 |
| 40 |
2025-04-03 |
2025-04-10 |
53.719761094999996 |
56.09384999999999 |
¥2.5万 |
+4.39% |
WR超买 |
| 41 |
2025-04-29 |
2025-07-03 |
52.578278752999985 |
48.25170000000001 |
¥-4.9万 |
-8.26% |
WR超买 |
| 42 |
2025-08-15 |
2025-09-08 |
51.526913437999994 |
55.294650000000004 |
¥3.9万 |
+7.28% |
WR超买 |
| 43 |
2025-09-18 |
2025-11-07 |
51.33666638100001 |
50.03 |
¥-1.5万 |
-2.57% |
WR超买 |
| 44 |
2025-12-01 |
2025-12-29 |
56.753701004 |
54.8451 |
¥-1.9万 |
-3.39% |
WR超买 |
| 45 |
2026-01-19 |
2026-04-14 |
52.808577822 |
43.47648 |
¥-9.5万 |
-17.70% |
WR超买 |
| 46 |
2026-05-18 |
2026-06-12 |
41.954482569999996 |
40.99 |
¥-1.0万 |
-2.33% |
WR超买 |
| 47 |
2026-07-07 |
2026-08-07 |
43.396355002 |
35.27469 |
¥-8.3万 |
-18.74% |
WR超买 |
| 48 |
2026-08-25 |
2026-10-12 |
33.44343001999999 |
32.417550000000006 |
¥-1.1万 |
-3.10% |
WR超买 |
| 49 |
2026-10-20 |
2026-11-13 |
30.028995996999996 |
28.07 |
¥-2.3万 |
-6.55% |
强平 |
逐笔成交记录（共 98 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-11-28 |
WR超卖 |
买入 |
57.117059999999995 |
17300.0 |
¥98.8万 |
|
| 2017-12-27 |
WR超买 |
卖出 |
56.5434 |
17300.0 |
¥97.8万 |
|
| 2018-02-08 |
WR超卖 |
买入 |
55.315259999999995 |
17400.0 |
¥96.3万 |
|
| 2018-03-07 |
WR超买 |
卖出 |
61.288650000000004 |
17400.0 |
¥1.07M |
|
| 2018-04-23 |
WR超卖 |
买入 |
62.322259999999986 |
17400.0 |
¥1.08M |
|
| 2018-05-04 |
WR超买 |
卖出 |
71.4285 |
17400.0 |
¥1.24M |
|
| 2018-06-05 |
WR超卖 |
买入 |
67.15709 |
18500.0 |
¥1.24M |
|
| 2018-07-04 |
WR超买 |
卖出 |
71.52839999999999 |
18500.0 |
¥1.32M |
|
| 2018-07-27 |
WR超卖 |
买入 |
69.3693 |
19100.0 |
¥1.33M |
|
| 2018-11-01 |
WR超买 |
卖出 |
49.3506 |
19100.0 |
¥94.2万 |
|
| 2018-11-21 |
WR超卖 |
买入 |
46.1461 |
20200.0 |
¥93.2万 |
|
| 2018-12-14 |
WR超买 |
卖出 |
46.4535 |
20200.0 |
¥93.8万 |
|
| 2018-12-19 |
WR超卖 |
买入 |
45.21516999999999 |
21000.0 |
¥95.0万 |
|
| 2019-01-21 |
WR超买 |
卖出 |
44.02 |
21000.0 |
¥92.4万 |
|
| 2019-04-16 |
WR超卖 |
买入 |
57.06700999999999 |
16200.0 |
¥92.5万 |
|
| 2019-06-25 |
WR超买 |
卖出 |
48.13182 |
16200.0 |
¥78.0万 |
|
| 2019-07-12 |
WR超卖 |
买入 |
32.78274999999999 |
23700.0 |
¥77.7万 |
|
| 2019-08-28 |
WR超买 |
卖出 |
30.039930000000002 |
23700.0 |
¥71.2万 |
|
| 2019-09-25 |
WR超卖 |
买入 |
29.78976 |
24000.0 |
¥71.5万 |
|
| 2019-09-30 |
WR超买 |
卖出 |
32.60736 |
24000.0 |
¥78.2万 |
|
| 2019-10-16 |
WR超卖 |
买入 |
29.699669999999994 |
26300.0 |
¥78.1万 |
|
| 2019-11-19 |
WR超买 |
卖出 |
28.60137 |
26300.0 |
¥75.2万 |
|
| 2019-11-29 |
WR超卖 |
买入 |
27.57755 |
27200.0 |
¥75.0万 |
|
| 2019-12-06 |
WR超买 |
卖出 |
28.4715 |
27200.0 |
¥77.4万 |
|
| 2020-01-22 |
WR超卖 |
买入 |
28.99897 |
26600.0 |
¥77.2万 |
|
| 2020-02-14 |
WR超买 |
卖出 |
28.65132 |
26600.0 |
¥76.2万 |
|
| 2020-03-19 |
WR超卖 |
买入 |
26.28626 |
29100.0 |
¥76.5万 |
|
| 2020-05-13 |
WR超买 |
卖出 |
24.00597 |
29100.0 |
¥69.8万 |
|
| 2020-05-26 |
WR超卖 |
买入 |
22.822799999999997 |
30700.0 |
¥70.1万 |
|
| 2020-05-29 |
WR超买 |
卖出 |
24.975 |
30700.0 |
¥76.7万 |
|
| 2020-08-14 |
WR超卖 |
买入 |
29.76974 |
25600.0 |
¥76.2万 |
|
| 2020-09-16 |
WR超买 |
卖出 |
29.42055 |
25600.0 |
¥75.3万 |
|
| 2020-09-28 |
WR超卖 |
买入 |
27.477449999999997 |
27500.0 |
¥75.6万 |
|
| 2020-10-13 |
WR超买 |
卖出 |
29.81016 |
27500.0 |
¥82.0万 |
|
| 2020-10-26 |
WR超卖 |
买入 |
27.7 |
29300.0 |
¥81.2万 |
|
| 2020-10-30 |
WR超买 |
卖出 |
29.63034 |
29300.0 |
¥86.8万 |
|
| 2020-12-03 |
WR超卖 |
买入 |
37.177139999999994 |
23200.0 |
¥86.3万 |
|
| 2020-12-22 |
WR超买 |
卖出 |
40.86909 |
23200.0 |
¥94.8万 |
|
| 2020-12-29 |
WR超卖 |
买入 |
34.52 |
26300.0 |
¥90.8万 |
|
| 2021-01-14 |
WR超买 |
卖出 |
39.7602 |
26300.0 |
¥1.05M |
|
| 2021-03-05 |
WR超卖 |
买入 |
44.77472999999999 |
23900.0 |
¥1.07M |
|
| 2021-03-19 |
WR超买 |
卖出 |
51.16878 |
23900.0 |
¥1.22M |
|
| 2021-03-25 |
WR超卖 |
买入 |
41.681639999999994 |
29400.0 |
¥1.23M |
|
| 2021-04-22 |
WR超买 |
卖出 |
49.10085 |
29400.0 |
¥1.44M |
|
| 2021-06-25 |
WR超卖 |
买入 |
60.05999999999999 |
24300.0 |
¥1.46M |
|
| 2021-06-30 |
WR超买 |
卖出 |
76.82310000000001 |
24300.0 |
¥1.87M |
|
| 2021-09-29 |
WR超卖 |
买入 |
193.9938 |
9400.0 |
¥1.82M |
|
| 2022-02-16 |
WR超买 |
卖出 |
114.20567999999997 |
9400.0 |
¥1.07M |
|
| 2022-03-15 |
WR超卖 |
买入 |
127.127 |
8600.0 |
¥1.09M |
|
| 2022-05-18 |
WR超买 |
卖出 |
84.46545 |
8600.0 |
¥72.6万 |
|
| 2022-07-07 |
WR超卖 |
买入 |
115.29517999999999 |
6500.0 |
¥75.0万 |
|
| 2022-08-05 |
WR超买 |
卖出 |
113.4864 |
6500.0 |
¥73.7万 |
|
| 2022-08-29 |
WR超卖 |
买入 |
116.61649999999999 |
6200.0 |
¥72.3万 |
|
| 2022-09-08 |
WR超买 |
卖出 |
132.08778 |
6200.0 |
¥81.9万 |
|
| 2022-09-19 |
WR超卖 |
买入 |
113.11299999999997 |
7400.0 |
¥83.7万 |
|
| 2022-12-09 |
WR超买 |
卖出 |
99.47043 |
7400.0 |
¥73.6万 |
|
| 2022-12-19 |
WR超卖 |
买入 |
91.091 |
8000.0 |
¥72.9万 |
|
| 2023-01-10 |
WR超买 |
卖出 |
88.43148 |
8000.0 |
¥70.7万 |
|
| 2023-02-20 |
WR超卖 |
买入 |
92.19209999999998 |
7700.0 |
¥71.0万 |
|
| 2023-11-06 |
WR超买 |
卖出 |
57.0 |
7700.0 |
¥43.9万 |
|
| 2023-11-17 |
WR超卖 |
买入 |
54.97 |
8100.0 |
¥44.5万 |
|
| 2023-12-29 |
WR超买 |
卖出 |
51.22872 |
8100.0 |
¥41.5万 |
|
| 2024-01-18 |
WR超卖 |
买入 |
47.94789999999999 |
8500.0 |
¥40.8万 |
|
| 2024-02-26 |
WR超买 |
卖出 |
48.5514 |
8500.0 |
¥41.3万 |
|
| 2024-03-22 |
WR超卖 |
买入 |
51.93188 |
8000.0 |
¥41.6万 |
|
| 2024-04-10 |
WR超买 |
卖出 |
53.26668 |
8000.0 |
¥42.6万 |
|
| 2024-04-15 |
WR超卖 |
买入 |
50.05 |
8600.0 |
¥43.1万 |
|
| 2024-05-08 |
WR超买 |
卖出 |
51.4485 |
8600.0 |
¥44.2万 |
|
| 2024-06-04 |
WR超卖 |
买入 |
50.820769999999996 |
8600.0 |
¥43.7万 |
|
| 2024-07-17 |
WR超买 |
卖出 |
47.70225 |
8600.0 |
¥41.0万 |
|
| 2024-08-12 |
WR超卖 |
买入 |
46.1461 |
9000.0 |
¥41.5万 |
|
| 2024-08-29 |
WR超买 |
卖出 |
46.98297 |
9000.0 |
¥42.3万 |
|
| 2024-10-18 |
WR超卖 |
买入 |
50.43038 |
8300.0 |
¥41.9万 |
|
| 2024-10-28 |
WR超买 |
卖出 |
64.83510000000001 |
8300.0 |
¥53.8万 |
|
| 2024-11-25 |
WR超卖 |
买入 |
57.85779999999999 |
9300.0 |
¥53.8万 |
|
| 2024-12-12 |
WR超买 |
卖出 |
60.49944 |
9300.0 |
¥56.2万 |
|
| 2024-12-31 |
WR超卖 |
买入 |
56.066009999999984 |
10000.0 |
¥56.1万 |
|
| 2025-02-13 |
WR超买 |
卖出 |
56.423519999999996 |
10000.0 |
¥56.4万 |
|
| 2025-04-03 |
WR超卖 |
买入 |
53.703649999999996 |
10400.0 |
¥55.9万 |
|
| 2025-04-10 |
WR超买 |
卖出 |
56.09384999999999 |
10400.0 |
¥58.3万 |
|
| 2025-04-29 |
WR超卖 |
买入 |
52.56250999999999 |
11200.0 |
¥58.9万 |
|
| 2025-07-03 |
WR超买 |
卖出 |
48.25170000000001 |
11200.0 |
¥54.0万 |
|
| 2025-08-15 |
WR超卖 |
买入 |
51.51145999999999 |
10500.0 |
¥54.1万 |
|
| 2025-09-08 |
WR超买 |
卖出 |
55.294650000000004 |
10500.0 |
¥58.0万 |
|
| 2025-09-18 |
WR超卖 |
买入 |
51.321270000000005 |
11300.0 |
¥58.0万 |
|
| 2025-11-07 |
WR超买 |
卖出 |
50.03 |
11300.0 |
¥56.5万 |
|
| 2025-12-01 |
WR超卖 |
买入 |
56.73667999999999 |
10000.0 |
¥56.8万 |
|
| 2025-12-29 |
WR超买 |
卖出 |
54.8451 |
10000.0 |
¥54.8万 |
|
| 2026-01-19 |
WR超卖 |
买入 |
52.792739999999995 |
10200.0 |
¥53.9万 |
|
| 2026-04-14 |
WR超买 |
卖出 |
43.47648 |
10200.0 |
¥44.3万 |
|
| 2026-05-18 |
WR超卖 |
买入 |
41.9419 |
10600.0 |
¥44.5万 |
|
| 2026-06-12 |
WR超买 |
卖出 |
40.99 |
10600.0 |
¥43.4万 |
|
| 2026-07-07 |
WR超卖 |
买入 |
43.38334 |
10200.0 |
¥44.3万 |
|
| 2026-08-07 |
WR超买 |
卖出 |
35.27469 |
10200.0 |
¥36.0万 |
|
| 2026-08-25 |
WR超卖 |
买入 |
33.43339999999999 |
10700.0 |
¥35.8万 |
|
| 2026-10-12 |
WR超买 |
卖出 |
32.417550000000006 |
10700.0 |
¥34.7万 |
|
| 2026-10-20 |
WR超卖 |
买入 |
30.019989999999996 |
11600.0 |
¥34.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
28.07 |
11600 |
¥32.6万 |
回测结束强平 |