605499 东鹏饮料 — 威廉指标超卖 回测明细
数据区间: 2021-05-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥79.9万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -20.12%）
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 32 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 |
2021-07-21 |
2021-08-11 |
229.79841884999996 |
228.39138 |
¥-6,345 |
-0.64% |
WR超买 |
| 2 |
2021-08-20 |
2021-09-27 |
194.64276531699997 |
202.75704000000002 |
¥4.0万 |
+4.14% |
WR超买 |
| 3 |
2021-10-22 |
2022-01-21 |
190.24705699999998 |
176.45337 |
¥-7.5万 |
-7.28% |
WR超买 |
| 4 |
2022-02-14 |
2022-02-17 |
152.1976456 |
178.28153999999998 |
¥16.1万 |
+17.10% |
WR超买 |
| 5 |
2022-03-08 |
2022-04-15 |
157.59465421699997 |
136.84302 |
¥-14.8万 |
-13.19% |
WR超买 |
| 6 |
2022-04-26 |
2022-05-13 |
120.80688119499999 |
130.869 |
¥8.0万 |
+8.30% |
WR超买 |
| 7 |
2022-07-18 |
2022-09-28 |
156.55330190499996 |
143.98587 |
¥-8.4万 |
-8.06% |
WR超买 |
| 8 |
2022-10-12 |
2022-10-19 |
130.11897398499997 |
148.5513 |
¥13.4万 |
+14.13% |
WR超买 |
| 9 |
2022-12-20 |
2023-01-16 |
173.782119 |
185.3145 |
¥7.2万 |
+6.60% |
WR超买 |
| 10 |
2023-02-08 |
2023-02-10 |
175.52794258999998 |
195.94385999999997 |
¥13.4万 |
+11.60% |
WR超买 |
| 11 |
2023-03-13 |
2023-06-14 |
196.73548294399995 |
172.96686 |
¥-15.7万 |
-12.11% |
WR超买 |
| 12 |
2023-08-09 |
2023-08-22 |
180.53444409 |
183.24657000000002 |
¥1.7万 |
+1.47% |
WR超买 |
| 13 |
2023-09-19 |
2023-10-12 |
185.775716 |
193.65614999999997 |
¥4.8万 |
+4.21% |
WR超买 |
| 14 |
2023-10-23 |
2023-10-30 |
174.99725343099996 |
189.81 |
¥10.0万 |
+8.43% |
WR超买 |
| 15 |
2023-11-14 |
2023-11-22 |
181.21532829399996 |
186.0 |
¥3.4万 |
+2.61% |
WR超买 |
| 16 |
2023-12-12 |
2024-01-04 |
187.22313009399997 |
183.90591 |
¥-2.4万 |
-1.80% |
WR超买 |
| 17 |
2024-01-10 |
2024-02-06 |
171.57280640499997 |
170.64918 |
¥-7,506 |
-0.57% |
WR超买 |
| 18 |
2024-05-29 |
2024-06-04 |
218.88424557999997 |
228.771 |
¥5.8万 |
+4.49% |
WR超买 |
| 19 |
2024-06-24 |
2024-07-12 |
214.358368224 |
226.773 |
¥7.8万 |
+5.76% |
WR超买 |
| 20 |
2024-08-27 |
2024-09-27 |
229.77839284399997 |
239.76 |
¥6.1万 |
+4.31% |
WR超买 |
| 21 |
2024-10-11 |
2024-11-08 |
217.78281524999994 |
223.79598000000001 |
¥4.1万 |
+2.73% |
WR超买 |
| 22 |
2024-11-25 |
2024-12-05 |
213.27696389999997 |
221.27849999999998 |
¥5.7万 |
+3.72% |
WR超买 |
| 23 |
2025-01-15 |
2025-03-07 |
243.31597289999996 |
228.82095 |
¥-9.5万 |
-5.99% |
WR超买 |
| 24 |
2025-05-13 |
2025-05-28 |
269.67019679599997 |
292.88682 |
¥13.0万 |
+8.58% |
WR超买 |
| 25 |
2025-06-24 |
2025-08-06 |
316.701271887 |
304.53515999999996 |
¥-6.4万 |
-3.87% |
WR超买 |
| 26 |
2025-08-18 |
2025-08-22 |
284.37929820299996 |
303.696 |
¥10.6万 |
+6.76% |
WR超买 |
| 27 |
2025-09-16 |
2025-10-09 |
290.37708699999996 |
297.79191 |
¥4.2万 |
+2.52% |
WR超买 |
| 28 |
2025-10-28 |
2025-12-18 |
287.77370621999995 |
268.731 |
¥-11.5万 |
-6.65% |
WR超买 |
| 29 |
2026-01-20 |
2026-02-05 |
261.12910523700003 |
268.45128000000005 |
¥4.5万 |
+2.77% |
WR超买 |
| 30 |
2026-02-27 |
2026-04-30 |
250.32507499999997 |
204.6951 |
¥-29.7万 |
-18.25% |
WR超买 |
| 31 |
2026-05-13 |
2026-07-07 |
194.913116398 |
126.3735 |
¥-48.0万 |
-35.18% |
WR超买 |
| 32 |
2026-08-05 |
2026-11-04 |
126.03779999999999 |
113.29659 |
¥-8.9万 |
-10.14% |
WR超买 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-07-21 |
WR超卖 |
买入 |
229.72949999999997 |
4300.0 |
¥98.8万 |
|
| 2021-08-11 |
WR超买 |
卖出 |
228.39138 |
4300.0 |
¥98.2万 |
|
| 2021-08-20 |
WR超卖 |
买入 |
194.58438999999996 |
5000.0 |
¥97.3万 |
|
| 2021-09-27 |
WR超买 |
卖出 |
202.75704000000002 |
5000.0 |
¥1.01M |
|
| 2021-10-22 |
WR超卖 |
买入 |
190.18999999999997 |
5400.0 |
¥1.03M |
|
| 2022-01-21 |
WR超买 |
卖出 |
176.45337 |
5400.0 |
¥95.3万 |
|
| 2022-02-14 |
WR超卖 |
买入 |
152.152 |
6200.0 |
¥94.4万 |
|
| 2022-02-17 |
WR超买 |
卖出 |
178.28153999999998 |
6200.0 |
¥1.11M |
|
| 2022-03-08 |
WR超卖 |
买入 |
157.54738999999998 |
7100.0 |
¥1.12M |
|
| 2022-04-15 |
WR超买 |
卖出 |
136.84302 |
7100.0 |
¥97.1万 |
|
| 2022-04-26 |
WR超卖 |
买入 |
120.77064999999999 |
8000.0 |
¥96.6万 |
|
| 2022-05-13 |
WR超买 |
卖出 |
130.869 |
8000.0 |
¥1.05M |
|
| 2022-07-18 |
WR超卖 |
买入 |
156.50634999999994 |
6700.0 |
¥1.05M |
|
| 2022-09-28 |
WR超买 |
卖出 |
143.98587 |
6700.0 |
¥96.4万 |
|
| 2022-10-12 |
WR超卖 |
买入 |
130.07994999999997 |
7300.0 |
¥95.0万 |
|
| 2022-10-19 |
WR超买 |
卖出 |
148.5513 |
7300.0 |
¥1.08M |
|
| 2022-12-20 |
WR超卖 |
买入 |
173.73 |
6300.0 |
¥1.09M |
|
| 2023-01-16 |
WR超买 |
卖出 |
185.3145 |
6300.0 |
¥1.17M |
|
| 2023-02-08 |
WR超卖 |
买入 |
175.4753 |
6600.0 |
¥1.16M |
|
| 2023-02-10 |
WR超买 |
卖出 |
195.94385999999997 |
6600.0 |
¥1.29M |
|
| 2023-03-13 |
WR超卖 |
买入 |
196.67647999999994 |
6600.0 |
¥1.30M |
|
| 2023-06-14 |
WR超买 |
卖出 |
172.96686 |
6600.0 |
¥1.14M |
|
| 2023-08-09 |
WR超卖 |
买入 |
180.48029999999997 |
6300.0 |
¥1.14M |
|
| 2023-08-22 |
WR超买 |
卖出 |
183.24657000000002 |
6300.0 |
¥1.15M |
|
| 2023-09-19 |
WR超卖 |
买入 |
185.72 |
6200.0 |
¥1.15M |
|
| 2023-10-12 |
WR超买 |
卖出 |
193.65614999999997 |
6200.0 |
¥1.20M |
|
| 2023-10-23 |
WR超卖 |
买入 |
174.94476999999998 |
6800.0 |
¥1.19M |
|
| 2023-10-30 |
WR超买 |
卖出 |
189.81 |
6800.0 |
¥1.29M |
|
| 2023-11-14 |
WR超卖 |
买入 |
181.16098 |
7200.0 |
¥1.30M |
|
| 2023-11-22 |
WR超买 |
卖出 |
186.0 |
7200.0 |
¥1.34M |
|
| 2023-12-12 |
WR超卖 |
买入 |
187.16697999999997 |
7100.0 |
¥1.33M |
|
| 2024-01-04 |
WR超买 |
卖出 |
183.90591 |
7100.0 |
¥1.31M |
|
| 2024-01-10 |
WR超卖 |
买入 |
171.52134999999998 |
7700.0 |
¥1.32M |
|
| 2024-02-06 |
WR超买 |
卖出 |
170.64918 |
7700.0 |
¥1.31M |
|
| 2024-05-29 |
WR超卖 |
买入 |
218.81859999999995 |
5900.0 |
¥1.29M |
|
| 2024-06-04 |
WR超买 |
卖出 |
228.771 |
5900.0 |
¥1.35M |
|
| 2024-06-24 |
WR超卖 |
买入 |
214.29407999999998 |
6300.0 |
¥1.35M |
|
| 2024-07-12 |
WR超买 |
卖出 |
226.773 |
6300.0 |
¥1.43M |
|
| 2024-08-27 |
WR超卖 |
买入 |
229.70947999999999 |
6200.0 |
¥1.42M |
|
| 2024-09-27 |
WR超买 |
卖出 |
239.76 |
6200.0 |
¥1.49M |
|
| 2024-10-11 |
WR超卖 |
买入 |
217.71749999999997 |
6900.0 |
¥1.50M |
|
| 2024-11-08 |
WR超买 |
卖出 |
223.79598000000001 |
6900.0 |
¥1.54M |
|
| 2024-11-25 |
WR超卖 |
买入 |
213.213 |
7200.0 |
¥1.54M |
|
| 2024-12-05 |
WR超买 |
卖出 |
221.27849999999998 |
7200.0 |
¥1.59M |
|
| 2025-01-15 |
WR超卖 |
买入 |
243.24299999999997 |
6500.0 |
¥1.58M |
|
| 2025-03-07 |
WR超买 |
卖出 |
228.82095 |
6500.0 |
¥1.49M |
|
| 2025-05-13 |
WR超卖 |
买入 |
269.58932 |
5600.0 |
¥1.51M |
|
| 2025-05-28 |
WR超买 |
卖出 |
292.88682 |
5600.0 |
¥1.64M |
|
| 2025-06-24 |
WR超卖 |
买入 |
316.60629 |
5200.0 |
¥1.65M |
|
| 2025-08-06 |
WR超买 |
卖出 |
304.53515999999996 |
5200.0 |
¥1.58M |
|
| 2025-08-18 |
WR超卖 |
买入 |
284.29400999999996 |
5500.0 |
¥1.56M |
|
| 2025-08-22 |
WR超买 |
卖出 |
303.696 |
5500.0 |
¥1.67M |
|
| 2025-09-16 |
WR超卖 |
买入 |
290.28999999999996 |
5800.0 |
¥1.68M |
|
| 2025-10-09 |
WR超买 |
卖出 |
297.79191 |
5800.0 |
¥1.73M |
|
| 2025-10-28 |
WR超卖 |
买入 |
287.68739999999997 |
6000.0 |
¥1.73M |
|
| 2025-12-18 |
WR超买 |
卖出 |
268.731 |
6000.0 |
¥1.61M |
|
| 2026-01-20 |
WR超卖 |
买入 |
261.05079 |
6200.0 |
¥1.62M |
|
| 2026-02-05 |
WR超买 |
卖出 |
268.45128000000005 |
6200.0 |
¥1.66M |
|
| 2026-02-27 |
WR超卖 |
买入 |
250.24999999999997 |
6500.0 |
¥1.63M |
|
| 2026-04-30 |
WR超买 |
卖出 |
204.6951 |
6500.0 |
¥1.33M |
|
| 2026-05-13 |
WR超卖 |
买入 |
194.85466 |
7000.0 |
¥1.36M |
|
| 2026-07-07 |
WR超买 |
卖出 |
126.3735 |
7000.0 |
¥88.4万 |
|
| 2026-08-05 |
WR超卖 |
买入 |
126.0 |
7000.0 |
¥88.2万 |
|
| 2026-11-04 |
WR超买 |
卖出 |
113.29659 |
7000.0 |
¥79.3万 |
|