603986 兆易创新 — 威廉指标超卖 回测明细
数据区间: 2016-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥23.0万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -76.95%）
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 56 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 |
2017-04-05 |
2017-05-10 |
205.15641846699995 |
203.34645 |
¥-8,794 |
-0.91% |
WR超买 |
| 2 |
2017-05-23 |
2017-07-04 |
91.78919850099999 |
83.916 |
¥-8.2万 |
-8.60% |
WR超买 |
| 3 |
2017-07-18 |
2017-08-10 |
74.56683334099999 |
71.33 |
¥-3.9万 |
-4.37% |
WR超买 |
| 4 |
2017-10-20 |
2017-10-30 |
115.93054873399998 |
148.64 |
¥24.2万 |
+28.18% |
WR超买 |
| 5 |
2018-05-02 |
2018-07-02 |
174.42651225999995 |
107.79209999999999 |
¥-42.0万 |
-38.22% |
WR超买 |
| 6 |
2018-08-06 |
2018-08-27 |
106.13783179999999 |
110.0 |
¥2.4万 |
+3.61% |
WR超买 |
| 7 |
2018-09-10 |
2018-11-16 |
101.690498 |
75.4245 |
¥-18.1万 |
-25.85% |
WR超买 |
| 8 |
2018-12-13 |
2019-01-22 |
72.604284753 |
67.3326 |
¥-3.9万 |
-7.29% |
WR超买 |
| 9 |
2019-03-28 |
2019-04-04 |
98.17749441499998 |
114.885 |
¥8.3万 |
+16.98% |
WR超买 |
| 10 |
2019-04-16 |
2019-05-23 |
99.62937984999999 |
87.79212 |
¥-6.9万 |
-11.91% |
WR超买 |
| 11 |
2019-06-04 |
2019-06-20 |
75.59817265 |
80.30960999999999 |
¥3.1万 |
+6.20% |
WR超买 |
| 12 |
2019-08-06 |
2019-08-20 |
88.124439403 |
102.897 |
¥8.7万 |
+16.73% |
WR超买 |
| 13 |
2019-09-30 |
2019-10-29 |
148.04224935499997 |
149.85998999999998 |
¥7,446 |
+1.20% |
WR超买 |
| 14 |
2019-12-24 |
2019-12-26 |
186.48216787199996 |
215.88389999999995 |
¥10.0万 |
+15.73% |
WR超买 |
| 15 |
2020-03-05 |
2020-05-06 |
324.42129719999997 |
284.70501 |
¥-8.8万 |
-12.27% |
WR超买 |
| 16 |
2020-05-08 |
2020-06-08 |
225.30258050299997 |
226.00377 |
¥1,773 |
+0.28% |
WR超买 |
| 17 |
2020-07-17 |
2020-10-13 |
240.201928967 |
187.76205 |
¥-13.6万 |
-21.86% |
WR超买 |
| 18 |
2020-10-27 |
2020-11-02 |
174.22625219999998 |
196.803 |
¥6.5万 |
+12.92% |
WR超买 |
| 19 |
2020-11-27 |
2020-12-03 |
201.27137330299996 |
214.75503 |
¥3.8万 |
+6.67% |
WR超买 |
| 20 |
2020-12-14 |
2021-01-06 |
201.46162035999996 |
211.11867 |
¥2.9万 |
+4.76% |
WR超买 |
| 21 |
2021-01-27 |
2021-02-25 |
197.25615909999996 |
195.68412 |
¥-5,218 |
-0.83% |
WR超买 |
| 22 |
2021-03-09 |
2021-03-30 |
179.03249363999996 |
171.828 |
¥-2.5万 |
-4.05% |
WR超买 |
| 23 |
2021-05-12 |
2021-06-10 |
166.01558974000002 |
140.24961 |
¥-9.3万 |
-15.55% |
WR超买 |
| 24 |
2021-07-19 |
2021-07-23 |
165.2145495 |
188.79102 |
¥7.3万 |
+14.24% |
WR超买 |
| 25 |
2021-08-11 |
2021-10-18 |
183.53834498999996 |
150.849 |
¥-10.5万 |
-17.84% |
WR超买 |
| 26 |
2021-11-18 |
2021-12-02 |
161.41962136299998 |
169.83 |
¥2.5万 |
+5.18% |
WR超买 |
| 27 |
2021-12-22 |
2022-02-24 |
168.19842439399994 |
152.79704999999998 |
¥-4.6万 |
-9.18% |
WR超买 |
| 28 |
2022-03-30 |
2022-05-18 |
142.865526804 |
129.93993 |
¥-4.1万 |
-9.07% |
WR超买 |
| 29 |
2022-06-10 |
2022-06-29 |
134.36448725699998 |
138.861 |
¥1.4万 |
+3.32% |
WR超买 |
| 30 |
2022-07-13 |
2022-08-08 |
125.76331768 |
131.24862 |
¥1.9万 |
+4.33% |
WR超买 |
| 31 |
2022-08-23 |
2022-11-04 |
119.81559389799999 |
90.09980999999999 |
¥-11.3万 |
-24.82% |
WR超买 |
| 32 |
2022-12-06 |
2022-12-14 |
99.749535886 |
112.3875 |
¥4.3万 |
+12.64% |
WR超买 |
| 33 |
2022-12-20 |
2023-01-09 |
100.710784174 |
103.76613 |
¥1.1万 |
+3.00% |
WR超买 |
| 34 |
2023-02-17 |
2023-03-21 |
113.14693389999998 |
107.3925 |
¥-2.0万 |
-5.11% |
WR超买 |
| 35 |
2023-04-24 |
2023-06-19 |
126.43791999999999 |
110.76911999999999 |
¥-4.6万 |
-12.42% |
WR超买 |
| 36 |
2023-07-10 |
2023-07-12 |
105.56709062899999 |
115.18469999999998 |
¥3.0万 |
+9.08% |
WR超买 |
| 37 |
2023-08-08 |
2023-09-05 |
105.01637546399999 |
96.8031 |
¥-2.8万 |
-7.85% |
WR超买 |
| 38 |
2023-10-20 |
2023-10-31 |
99.42911978999997 |
108.89100000000002 |
¥3.1万 |
+9.48% |
WR超买 |
| 39 |
2023-11-21 |
2024-02-23 |
100.23016002999998 |
72.47744999999999 |
¥-10.0万 |
-27.71% |
WR超买 |
| 40 |
2024-03-28 |
2024-04-18 |
70.84199622499999 |
76.43349 |
¥2.1万 |
+7.86% |
WR超买 |
| 41 |
2024-05-24 |
2024-06-04 |
81.195441327 |
86.08383 |
¥1.7万 |
+5.99% |
WR超买 |
| 42 |
2024-07-24 |
2024-09-27 |
88.81533660999999 |
76.3236 |
¥-4.3万 |
-14.09% |
WR超买 |
| 43 |
2024-11-19 |
2024-12-16 |
87.18321712099998 |
91.48842 |
¥1.3万 |
+4.91% |
WR超买 |
| 44 |
2025-02-14 |
2025-02-25 |
127.43548918099997 |
138.861 |
¥2.4万 |
+8.93% |
WR超买 |
| 45 |
2025-03-12 |
2025-04-24 |
129.55824581699994 |
114.98490000000001 |
¥-3.4万 |
-11.28% |
WR超买 |
| 46 |
2025-05-22 |
2025-06-30 |
118.15343539999998 |
128.24163000000001 |
¥2.2万 |
+8.51% |
WR超买 |
| 47 |
2025-07-07 |
2025-07-28 |
119.13470969399998 |
121.878 |
¥6,496 |
+2.27% |
WR超买 |
| 48 |
2025-08-08 |
2025-08-21 |
117.715304 |
132.09 |
¥3.4万 |
+12.18% |
WR超买 |
| 49 |
2025-11-13 |
2025-12-05 |
212.2756636 |
210.70908 |
¥-2,445 |
-0.77% |
WR超买 |
| 50 |
2025-12-17 |
2025-12-19 |
197.266172103 |
219.78 |
¥3.6万 |
+11.38% |
WR超买 |
| 51 |
2026-02-06 |
2026-02-25 |
271.3523813 |
315.684 |
¥5.3万 |
+16.30% |
WR超买 |
| 52 |
2026-03-04 |
2026-03-19 |
273.24483886699994 |
299.7 |
¥4.0万 |
+9.65% |
WR超买 |
| 53 |
2026-03-24 |
2026-04-15 |
278.0834 |
284.715 |
¥1.0万 |
+2.35% |
WR超买 |
| 54 |
2026-07-09 |
2026-08-17 |
633.8230898999999 |
423.52605 |
¥-14.7万 |
-33.20% |
WR超买 |
| 55 |
2026-09-04 |
2026-09-23 |
388.08397027399997 |
405.8937 |
¥1.4万 |
+4.56% |
WR超买 |
| 56 |
2026-09-29 |
2026-11-13 |
359.026235568 |
246.02 |
¥-10.2万 |
-31.50% |
强平 |
逐笔成交记录（共 112 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-04-05 |
WR超卖 |
买入 |
205.09488999999996 |
4700.0 |
¥96.4万 |
|
| 2017-05-10 |
WR超买 |
卖出 |
203.34645 |
4700.0 |
¥95.5万 |
|
| 2017-05-23 |
WR超卖 |
买入 |
91.76167 |
10400.0 |
¥95.5万 |
|
| 2017-07-04 |
WR超买 |
卖出 |
83.916 |
10400.0 |
¥87.2万 |
|
| 2017-07-18 |
WR超卖 |
买入 |
74.54446999999999 |
12100.0 |
¥90.2万 |
|
| 2017-08-10 |
WR超买 |
卖出 |
71.33 |
12100.0 |
¥86.3万 |
|
| 2017-10-20 |
WR超卖 |
买入 |
115.89577999999999 |
7400.0 |
¥85.8万 |
|
| 2017-10-30 |
WR超买 |
卖出 |
148.64 |
7400.0 |
¥1.10M |
|
| 2018-05-02 |
WR超卖 |
买入 |
174.37419999999995 |
6300.0 |
¥1.10M |
|
| 2018-07-02 |
WR超买 |
卖出 |
107.79209999999999 |
6300.0 |
¥67.9万 |
|
| 2018-08-06 |
WR超卖 |
买入 |
106.106 |
6300.0 |
¥66.9万 |
|
| 2018-08-27 |
WR超买 |
卖出 |
110.0 |
6300.0 |
¥69.3万 |
|
| 2018-09-10 |
WR超卖 |
买入 |
101.66 |
6900.0 |
¥70.2万 |
|
| 2018-11-16 |
WR超买 |
卖出 |
75.4245 |
6900.0 |
¥52.0万 |
|
| 2018-12-13 |
WR超卖 |
买入 |
72.58251 |
7300.0 |
¥53.0万 |
|
| 2019-01-22 |
WR超买 |
卖出 |
67.3326 |
7300.0 |
¥49.1万 |
|
| 2019-03-28 |
WR超卖 |
买入 |
98.14804999999998 |
5000.0 |
¥49.1万 |
|
| 2019-04-04 |
WR超买 |
卖出 |
114.885 |
5000.0 |
¥57.4万 |
|
| 2019-04-16 |
WR超卖 |
买入 |
99.59949999999999 |
5800.0 |
¥57.8万 |
|
| 2019-05-23 |
WR超买 |
卖出 |
87.79212 |
5800.0 |
¥50.9万 |
|
| 2019-06-04 |
WR超卖 |
买入 |
75.57549999999999 |
6700.0 |
¥50.7万 |
|
| 2019-06-20 |
WR超买 |
卖出 |
80.30960999999999 |
6700.0 |
¥53.8万 |
|
| 2019-08-06 |
WR超卖 |
买入 |
88.09801 |
5900.0 |
¥52.0万 |
|
| 2019-08-20 |
WR超买 |
卖出 |
102.897 |
5900.0 |
¥60.7万 |
|
| 2019-09-30 |
WR超卖 |
买入 |
147.99784999999997 |
4200.0 |
¥62.2万 |
|
| 2019-10-29 |
WR超买 |
卖出 |
149.85998999999998 |
4200.0 |
¥62.9万 |
|
| 2019-12-24 |
WR超卖 |
买入 |
186.42623999999998 |
3400.0 |
¥63.4万 |
|
| 2019-12-26 |
WR超买 |
卖出 |
215.88389999999995 |
3400.0 |
¥73.4万 |
|
| 2020-03-05 |
WR超卖 |
买入 |
324.32399999999996 |
2200.0 |
¥71.4万 |
|
| 2020-05-06 |
WR超买 |
卖出 |
284.70501 |
2200.0 |
¥62.6万 |
|
| 2020-05-08 |
WR超卖 |
买入 |
225.23501 |
2800.0 |
¥63.1万 |
|
| 2020-06-08 |
WR超买 |
卖出 |
226.00377 |
2800.0 |
¥63.3万 |
|
| 2020-07-17 |
WR超卖 |
买入 |
240.12988999999996 |
2600.0 |
¥62.5万 |
|
| 2020-10-13 |
WR超买 |
卖出 |
187.76205 |
2600.0 |
¥48.8万 |
|
| 2020-10-27 |
WR超卖 |
买入 |
174.17399999999998 |
2900.0 |
¥50.5万 |
|
| 2020-11-02 |
WR超买 |
卖出 |
196.803 |
2900.0 |
¥57.1万 |
|
| 2020-11-27 |
WR超卖 |
买入 |
201.21100999999996 |
2800.0 |
¥56.4万 |
|
| 2020-12-03 |
WR超买 |
卖出 |
214.75503 |
2800.0 |
¥60.1万 |
|
| 2020-12-14 |
WR超卖 |
买入 |
201.40119999999996 |
3000.0 |
¥60.4万 |
|
| 2021-01-06 |
WR超买 |
卖出 |
211.11867 |
3000.0 |
¥63.3万 |
|
| 2021-01-27 |
WR超卖 |
买入 |
197.19699999999997 |
3200.0 |
¥63.1万 |
|
| 2021-02-25 |
WR超买 |
卖出 |
195.68412 |
3200.0 |
¥62.6万 |
|
| 2021-03-09 |
WR超卖 |
买入 |
178.97879999999998 |
3500.0 |
¥62.7万 |
|
| 2021-03-30 |
WR超买 |
卖出 |
171.828 |
3500.0 |
¥60.1万 |
|
| 2021-05-12 |
WR超卖 |
买入 |
165.9658 |
3600.0 |
¥59.8万 |
|
| 2021-06-10 |
WR超买 |
卖出 |
140.24961 |
3600.0 |
¥50.5万 |
|
| 2021-07-19 |
WR超卖 |
买入 |
165.165 |
3100.0 |
¥51.2万 |
|
| 2021-07-23 |
WR超买 |
卖出 |
188.79102 |
3100.0 |
¥58.5万 |
|
| 2021-08-11 |
WR超卖 |
买入 |
183.48329999999999 |
3200.0 |
¥58.7万 |
|
| 2021-10-18 |
WR超买 |
卖出 |
150.849 |
3200.0 |
¥48.3万 |
|
| 2021-11-18 |
WR超卖 |
买入 |
161.37121 |
3000.0 |
¥48.4万 |
|
| 2021-12-02 |
WR超买 |
卖出 |
169.83 |
3000.0 |
¥50.9万 |
|
| 2021-12-22 |
WR超卖 |
买入 |
168.14797999999996 |
3000.0 |
¥50.5万 |
|
| 2022-02-24 |
WR超买 |
卖出 |
152.79704999999998 |
3000.0 |
¥45.8万 |
|
| 2022-03-30 |
WR超卖 |
买入 |
142.82268 |
3200.0 |
¥45.7万 |
|
| 2022-05-18 |
WR超买 |
卖出 |
129.93993 |
3200.0 |
¥41.6万 |
|
| 2022-06-10 |
WR超卖 |
买入 |
134.32419 |
3100.0 |
¥41.7万 |
|
| 2022-06-29 |
WR超买 |
卖出 |
138.861 |
3100.0 |
¥43.0万 |
|
| 2022-07-13 |
WR超卖 |
买入 |
125.7256 |
3400.0 |
¥42.8万 |
|
| 2022-08-08 |
WR超买 |
卖出 |
131.24862 |
3400.0 |
¥44.6万 |
|
| 2022-08-23 |
WR超卖 |
买入 |
119.77965999999998 |
3800.0 |
¥45.5万 |
|
| 2022-11-04 |
WR超买 |
卖出 |
90.09980999999999 |
3800.0 |
¥34.2万 |
|
| 2022-12-06 |
WR超卖 |
买入 |
99.71961999999999 |
3400.0 |
¥33.9万 |
|
| 2022-12-14 |
WR超买 |
卖出 |
112.3875 |
3400.0 |
¥38.2万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
100.68057999999999 |
3800.0 |
¥38.3万 |
|
| 2023-01-09 |
WR超买 |
卖出 |
103.76613 |
3800.0 |
¥39.4万 |
|
| 2023-02-17 |
WR超卖 |
买入 |
113.11299999999999 |
3500.0 |
¥39.6万 |
|
| 2023-03-21 |
WR超买 |
卖出 |
107.3925 |
3500.0 |
¥37.6万 |
|
| 2023-04-24 |
WR超卖 |
买入 |
126.4 |
2900.0 |
¥36.7万 |
|
| 2023-06-19 |
WR超买 |
卖出 |
110.76911999999999 |
2900.0 |
¥32.1万 |
|
| 2023-07-10 |
WR超卖 |
买入 |
105.53542999999999 |
3100.0 |
¥32.7万 |
|
| 2023-07-12 |
WR超买 |
卖出 |
115.18469999999998 |
3100.0 |
¥35.7万 |
|
| 2023-08-08 |
WR超卖 |
买入 |
104.98487999999999 |
3400.0 |
¥35.7万 |
|
| 2023-09-05 |
WR超买 |
卖出 |
96.8031 |
3400.0 |
¥32.9万 |
|
| 2023-10-20 |
WR超卖 |
买入 |
99.39929999999998 |
3300.0 |
¥32.8万 |
|
| 2023-10-31 |
WR超买 |
卖出 |
108.89100000000002 |
3300.0 |
¥35.9万 |
|
| 2023-11-21 |
WR超卖 |
买入 |
100.20009999999998 |
3600.0 |
¥36.1万 |
|
| 2024-02-23 |
WR超买 |
卖出 |
72.47744999999999 |
3600.0 |
¥26.1万 |
|
| 2024-03-28 |
WR超卖 |
买入 |
70.82074999999999 |
3700.0 |
¥26.2万 |
|
| 2024-04-18 |
WR超买 |
卖出 |
76.43349 |
3700.0 |
¥28.3万 |
|
| 2024-05-24 |
WR超卖 |
买入 |
81.17109 |
3500.0 |
¥28.4万 |
|
| 2024-06-04 |
WR超买 |
卖出 |
86.08383 |
3500.0 |
¥30.1万 |
|
| 2024-07-24 |
WR超卖 |
买入 |
88.78869999999999 |
3400.0 |
¥30.2万 |
|
| 2024-09-27 |
WR超买 |
卖出 |
76.3236 |
3400.0 |
¥25.9万 |
|
| 2024-11-19 |
WR超卖 |
买入 |
87.15706999999999 |
3000.0 |
¥26.2万 |
|
| 2024-12-16 |
WR超买 |
卖出 |
91.48842 |
3000.0 |
¥27.4万 |
|
| 2025-02-14 |
WR超卖 |
买入 |
127.39726999999996 |
2100.0 |
¥26.8万 |
|
| 2025-02-25 |
WR超买 |
卖出 |
138.861 |
2100.0 |
¥29.2万 |
|
| 2025-03-12 |
WR超卖 |
买入 |
129.51938999999996 |
2300.0 |
¥29.8万 |
|
| 2025-04-24 |
WR超买 |
卖出 |
114.98490000000001 |
2300.0 |
¥26.4万 |
|
| 2025-05-22 |
WR超卖 |
买入 |
118.11799999999998 |
2200.0 |
¥26.0万 |
|
| 2025-06-30 |
WR超买 |
卖出 |
128.24163000000001 |
2200.0 |
¥28.2万 |
|
| 2025-07-07 |
WR超卖 |
买入 |
119.09897999999998 |
2400.0 |
¥28.6万 |
|
| 2025-07-28 |
WR超买 |
卖出 |
121.878 |
2400.0 |
¥29.2万 |
|
| 2025-08-08 |
WR超卖 |
买入 |
117.68 |
2400.0 |
¥28.3万 |
|
| 2025-08-21 |
WR超买 |
卖出 |
132.09 |
2400.0 |
¥31.7万 |
|
| 2025-11-13 |
WR超卖 |
买入 |
212.212 |
1500.0 |
¥31.8万 |
|
| 2025-12-05 |
WR超买 |
卖出 |
210.70908 |
1500.0 |
¥31.6万 |
|
| 2025-12-17 |
WR超卖 |
买入 |
197.20700999999997 |
1600.0 |
¥31.6万 |
|
| 2025-12-19 |
WR超买 |
卖出 |
219.78 |
1600.0 |
¥35.2万 |
|
| 2026-02-06 |
WR超卖 |
买入 |
271.27099999999996 |
1200.0 |
¥32.6万 |
|
| 2026-02-25 |
WR超买 |
卖出 |
315.684 |
1200.0 |
¥37.9万 |
|
| 2026-03-04 |
WR超卖 |
买入 |
273.16288999999995 |
1500.0 |
¥41.0万 |
|
| 2026-03-19 |
WR超买 |
卖出 |
299.7 |
1500.0 |
¥44.9万 |
|
| 2026-03-24 |
WR超卖 |
买入 |
278.0 |
1600.0 |
¥44.5万 |
|
| 2026-04-15 |
WR超买 |
卖出 |
284.715 |
1600.0 |
¥45.5万 |
|
| 2026-07-09 |
WR超卖 |
买入 |
633.6329999999999 |
700.0 |
¥44.4万 |
|
| 2026-08-17 |
WR超买 |
卖出 |
423.52605 |
700.0 |
¥29.6万 |
|
| 2026-09-04 |
WR超卖 |
买入 |
387.96757999999994 |
800.0 |
¥31.0万 |
|
| 2026-09-23 |
WR超买 |
卖出 |
405.8937 |
800.0 |
¥32.5万 |
|
| 2026-09-29 |
WR超卖 |
买入 |
358.91855999999996 |
900.0 |
¥32.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
246.02 |
900 |
¥22.1万 |
回测结束强平 |