688008 澜起科技 — 威廉指标超卖 回测明细
数据区间: 2019-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.69M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +68.80%）
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 46 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 |
2019-08-13 |
2019-09-10 |
72.99479187 |
74.84508 |
¥2.5万 |
+2.50% |
WR超买 |
| 2 |
2019-09-18 |
2019-11-06 |
69.07970769699999 |
62.25768 |
¥-10.1万 |
-9.90% |
WR超买 |
| 3 |
2019-12-25 |
2020-01-14 |
69.42014979899999 |
75.07485000000001 |
¥7.4万 |
+8.11% |
WR超买 |
| 4 |
2020-02-28 |
2020-04-03 |
85.11052549999998 |
88.911 |
¥4.1万 |
+4.43% |
WR超买 |
| 5 |
2020-05-22 |
2020-06-23 |
91.32860036299998 |
93.4 |
¥2.3万 |
+2.24% |
WR超买 |
| 6 |
2020-07-20 |
2020-09-24 |
94.1222282 |
83.36655 |
¥-12.0万 |
-11.45% |
WR超买 |
| 7 |
2020-10-23 |
2020-11-10 |
77.0231 |
78.7212 |
¥2.0万 |
+2.17% |
WR超买 |
| 8 |
2020-11-24 |
2020-12-03 |
73.09492189999999 |
80.8191 |
¥10.0万 |
+10.53% |
WR超买 |
| 9 |
2020-12-28 |
2021-01-11 |
82.10662459999999 |
92.78712 |
¥13.6万 |
+12.97% |
WR超买 |
| 10 |
2021-01-27 |
2021-02-09 |
86.81273601 |
95.94396 |
¥12.6万 |
+10.49% |
WR超买 |
| 11 |
2021-02-25 |
2021-04-08 |
84.60987535 |
66.59334 |
¥-28.1万 |
-21.32% |
WR超买 |
| 12 |
2021-04-30 |
2021-05-26 |
58.0174 |
56.433510000000005 |
¥-2.6万 |
-2.76% |
WR超买 |
| 13 |
2021-06-17 |
2021-06-21 |
55.27177656 |
60.93900000000001 |
¥10.4万 |
+10.22% |
WR超买 |
| 14 |
2021-07-19 |
2021-07-27 |
58.997694 |
67.24269 |
¥15.5万 |
+13.94% |
WR超买 |
| 15 |
2021-08-16 |
2021-09-30 |
60.18816103299999 |
60.19974 |
¥-137 |
-0.01% |
WR超买 |
| 16 |
2021-10-21 |
2021-11-01 |
55.972686769999996 |
65.5 |
¥21.6万 |
+16.99% |
WR超买 |
| 17 |
2021-12-09 |
2021-12-17 |
75.127561509 |
80.96894999999999 |
¥11.5万 |
+7.74% |
WR超买 |
| 18 |
2022-01-07 |
2022-02-24 |
77.20025313 |
79.0209 |
¥3.7万 |
+2.33% |
WR超买 |
| 19 |
2022-03-09 |
2022-05-06 |
73.29518195999998 |
59.94 |
¥-30.0万 |
-18.25% |
WR超买 |
| 20 |
2022-06-16 |
2022-08-05 |
59.497263825999994 |
58.91102999999999 |
¥-1.4万 |
-1.02% |
WR超买 |
| 21 |
2022-08-17 |
2022-09-05 |
56.643557970999986 |
57.68226000000001 |
¥2.4万 |
+1.80% |
WR超买 |
| 22 |
2022-09-21 |
2022-10-27 |
54.300515269 |
52.147800000000004 |
¥-5.4万 |
-3.99% |
WR超买 |
| 23 |
2022-12-15 |
2023-02-16 |
66.075806797 |
65.6343 |
¥-9,039 |
-0.70% |
WR超买 |
| 24 |
2023-02-27 |
2023-03-21 |
58.38582049299999 |
62.537400000000005 |
¥9.1万 |
+7.08% |
WR超买 |
| 25 |
2023-04-25 |
2023-05-26 |
69.099733703 |
60.1398 |
¥-17.9万 |
-12.99% |
WR超买 |
| 26 |
2023-06-28 |
2023-07-05 |
56.15292082399999 |
62.3 |
¥13.1万 |
+10.91% |
WR超买 |
| 27 |
2023-07-21 |
2023-09-07 |
57.82509232499999 |
53.42652 |
¥-10.2万 |
-7.63% |
WR超买 |
| 28 |
2023-09-21 |
2023-10-11 |
50.615730164999995 |
53.12682 |
¥6.0万 |
+4.93% |
WR超买 |
| 29 |
2023-10-23 |
2023-10-31 |
47.431595210999994 |
55.94400000000001 |
¥22.8万 |
+17.91% |
WR超买 |
| 30 |
2023-12-06 |
2023-12-13 |
58.02535238499999 |
60.3396 |
¥6.0万 |
+3.96% |
WR超买 |
| 31 |
2023-12-26 |
2024-02-22 |
56.90389604899999 |
51.0489 |
¥-16.3万 |
-10.32% |
WR超买 |
| 32 |
2024-03-20 |
2024-04-16 |
48.913519654999995 |
48.74121 |
¥-5,421 |
-0.38% |
WR超买 |
| 33 |
2024-07-26 |
2024-09-27 |
58.415859501999996 |
52.99 |
¥-13.2万 |
-9.32% |
WR超买 |
| 34 |
2024-11-25 |
2024-12-09 |
63.682699080000006 |
69.93 |
¥12.5万 |
+9.78% |
WR超买 |
| 35 |
2025-01-02 |
2025-01-22 |
67.91819934899999 |
69.88005 |
¥4.0万 |
+2.86% |
WR超买 |
| 36 |
2025-03-14 |
2025-05-06 |
75.33783457199999 |
77.07285 |
¥3.3万 |
+2.27% |
WR超买 |
| 37 |
2025-05-26 |
2025-06-06 |
76.25903084799998 |
83.02689 |
¥12.9万 |
+8.84% |
WR超买 |
| 38 |
2025-08-04 |
2025-08-07 |
82.10662459999999 |
91.4 |
¥18.1万 |
+11.29% |
WR超买 |
| 39 |
2025-10-23 |
2025-12-09 |
136.05668476399998 |
123.00686999999999 |
¥-17.0万 |
-9.62% |
WR超买 |
| 40 |
2025-12-16 |
2026-01-06 |
114.64888435 |
128.871 |
¥19.9万 |
+12.37% |
WR超买 |
| 41 |
2026-02-27 |
2026-04-13 |
162.71129875 |
142.38 |
¥-22.2万 |
-12.52% |
WR超买 |
| 42 |
2026-06-11 |
2026-06-18 |
231.3003693 |
259.74 |
¥19.3万 |
+12.26% |
WR超买 |
| 43 |
2026-07-14 |
2026-08-18 |
253.11870283699997 |
224.92485 |
¥-19.8万 |
-11.17% |
WR超买 |
| 44 |
2026-08-25 |
2026-08-28 |
189.72638084399998 |
216.79299 |
¥22.1万 |
+14.23% |
WR超买 |
| 45 |
2026-09-14 |
2026-09-21 |
187.22313009399997 |
209.79 |
¥21.2万 |
+12.02% |
WR超买 |
| 46 |
2026-10-13 |
2026-11-13 |
183.03769484 |
150.97 |
¥-33.7万 |
-17.54% |
强平 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-08-13 |
WR超卖 |
买入 |
72.9729 |
13500.0 |
¥98.5万 |
|
| 2019-09-10 |
WR超买 |
卖出 |
74.84508 |
13500.0 |
¥1.01M |
|
| 2019-09-18 |
WR超卖 |
买入 |
69.05899 |
14800.0 |
¥1.02M |
|
| 2019-11-06 |
WR超买 |
卖出 |
62.25768 |
14800.0 |
¥92.1万 |
|
| 2019-12-25 |
WR超卖 |
买入 |
69.39932999999999 |
13200.0 |
¥91.6万 |
|
| 2020-01-14 |
WR超买 |
卖出 |
75.07485000000001 |
13200.0 |
¥99.1万 |
|
| 2020-02-28 |
WR超卖 |
买入 |
85.085 |
10900.0 |
¥92.8万 |
|
| 2020-04-03 |
WR超买 |
卖出 |
88.911 |
10900.0 |
¥96.9万 |
|
| 2020-05-22 |
WR超卖 |
买入 |
91.30120999999998 |
11200.0 |
¥1.02M |
|
| 2020-06-23 |
WR超买 |
卖出 |
93.4 |
11200.0 |
¥1.05M |
|
| 2020-07-20 |
WR超卖 |
买入 |
94.094 |
11100.0 |
¥1.04M |
|
| 2020-09-24 |
WR超买 |
卖出 |
83.36655 |
11100.0 |
¥92.5万 |
|
| 2020-10-23 |
WR超卖 |
买入 |
77.0 |
12100.0 |
¥93.2万 |
|
| 2020-11-10 |
WR超买 |
卖出 |
78.7212 |
12100.0 |
¥95.2万 |
|
| 2020-11-24 |
WR超卖 |
买入 |
73.073 |
13000.0 |
¥95.0万 |
|
| 2020-12-03 |
WR超买 |
卖出 |
80.8191 |
13000.0 |
¥1.05M |
|
| 2020-12-28 |
WR超卖 |
买入 |
82.082 |
12800.0 |
¥1.05M |
|
| 2021-01-11 |
WR超买 |
卖出 |
92.78712 |
12800.0 |
¥1.19M |
|
| 2021-01-27 |
WR超卖 |
买入 |
86.7867 |
13800.0 |
¥1.20M |
|
| 2021-02-09 |
WR超买 |
卖出 |
95.94396 |
13800.0 |
¥1.32M |
|
| 2021-02-25 |
WR超卖 |
买入 |
84.58449999999999 |
15600.0 |
¥1.32M |
|
| 2021-04-08 |
WR超买 |
卖出 |
66.59334 |
15600.0 |
¥1.04M |
|
| 2021-04-30 |
WR超卖 |
买入 |
58.0 |
16100.0 |
¥93.4万 |
|
| 2021-05-26 |
WR超买 |
卖出 |
56.433510000000005 |
16100.0 |
¥90.8万 |
|
| 2021-06-17 |
WR超卖 |
买入 |
55.255199999999995 |
18400.0 |
¥1.02M |
|
| 2021-06-21 |
WR超买 |
卖出 |
60.93900000000001 |
18400.0 |
¥1.12M |
|
| 2021-07-19 |
WR超卖 |
买入 |
58.98 |
18900.0 |
¥1.12M |
|
| 2021-07-27 |
WR超买 |
卖出 |
67.24269 |
18900.0 |
¥1.27M |
|
| 2021-08-16 |
WR超卖 |
买入 |
60.170109999999994 |
21200.0 |
¥1.28M |
|
| 2021-09-30 |
WR超买 |
卖出 |
60.19974 |
21200.0 |
¥1.28M |
|
| 2021-10-21 |
WR超卖 |
买入 |
55.9559 |
22700.0 |
¥1.27M |
|
| 2021-11-01 |
WR超买 |
卖出 |
65.5 |
22700.0 |
¥1.49M |
|
| 2021-12-09 |
WR超卖 |
买入 |
75.10503 |
19700.0 |
¥1.48M |
|
| 2021-12-17 |
WR超买 |
卖出 |
80.96894999999999 |
19700.0 |
¥1.59M |
|
| 2022-01-07 |
WR超卖 |
买入 |
77.17709999999998 |
20800.0 |
¥1.61M |
|
| 2022-02-24 |
WR超买 |
卖出 |
79.0209 |
20800.0 |
¥1.64M |
|
| 2022-03-09 |
WR超卖 |
买入 |
73.27319999999999 |
22400.0 |
¥1.64M |
|
| 2022-05-06 |
WR超买 |
卖出 |
59.94 |
22400.0 |
¥1.34M |
|
| 2022-06-16 |
WR超卖 |
买入 |
59.47942 |
22500.0 |
¥1.34M |
|
| 2022-08-05 |
WR超买 |
卖出 |
58.91102999999999 |
22500.0 |
¥1.33M |
|
| 2022-08-17 |
WR超卖 |
买入 |
56.626569999999994 |
23500.0 |
¥1.33M |
|
| 2022-09-05 |
WR超买 |
卖出 |
57.68226000000001 |
23500.0 |
¥1.36M |
|
| 2022-09-21 |
WR超卖 |
买入 |
54.284229999999994 |
24700.0 |
¥1.34M |
|
| 2022-10-27 |
WR超买 |
卖出 |
52.147800000000004 |
24700.0 |
¥1.29M |
|
| 2022-12-15 |
WR超卖 |
买入 |
66.05599 |
19600.0 |
¥1.30M |
|
| 2023-02-16 |
WR超买 |
卖出 |
65.6343 |
19600.0 |
¥1.29M |
|
| 2023-02-27 |
WR超卖 |
买入 |
58.368309999999994 |
22000.0 |
¥1.28M |
|
| 2023-03-21 |
WR超买 |
卖出 |
62.537400000000005 |
22000.0 |
¥1.38M |
|
| 2023-04-25 |
WR超卖 |
买入 |
69.07901 |
19900.0 |
¥1.38M |
|
| 2023-05-26 |
WR超买 |
卖出 |
60.1398 |
19900.0 |
¥1.20M |
|
| 2023-06-28 |
WR超卖 |
买入 |
56.136079999999986 |
21400.0 |
¥1.20M |
|
| 2023-07-05 |
WR超买 |
卖出 |
62.3 |
21400.0 |
¥1.33M |
|
| 2023-07-21 |
WR超卖 |
买入 |
57.80774999999999 |
23000.0 |
¥1.33M |
|
| 2023-09-07 |
WR超买 |
卖出 |
53.42652 |
23000.0 |
¥1.23M |
|
| 2023-09-21 |
WR超卖 |
买入 |
50.60054999999999 |
24200.0 |
¥1.22M |
|
| 2023-10-11 |
WR超买 |
卖出 |
53.12682 |
24200.0 |
¥1.29M |
|
| 2023-10-23 |
WR超卖 |
买入 |
47.41736999999999 |
26800.0 |
¥1.27M |
|
| 2023-10-31 |
WR超买 |
卖出 |
55.94400000000001 |
26800.0 |
¥1.50M |
|
| 2023-12-06 |
WR超卖 |
买入 |
58.007949999999994 |
26200.0 |
¥1.52M |
|
| 2023-12-13 |
WR超买 |
卖出 |
60.3396 |
26200.0 |
¥1.58M |
|
| 2023-12-26 |
WR超卖 |
买入 |
56.88682999999999 |
27700.0 |
¥1.58M |
|
| 2024-02-22 |
WR超买 |
卖出 |
51.0489 |
27700.0 |
¥1.41M |
|
| 2024-03-20 |
WR超卖 |
买入 |
48.898849999999996 |
29000.0 |
¥1.42M |
|
| 2024-04-16 |
WR超买 |
卖出 |
48.74121 |
29000.0 |
¥1.41M |
|
| 2024-07-26 |
WR超卖 |
买入 |
58.39834 |
24200.0 |
¥1.41M |
|
| 2024-09-27 |
WR超买 |
卖出 |
52.99 |
24200.0 |
¥1.28M |
|
| 2024-11-25 |
WR超卖 |
买入 |
63.6636 |
20000.0 |
¥1.27M |
|
| 2024-12-09 |
WR超买 |
卖出 |
69.93 |
20000.0 |
¥1.40M |
|
| 2025-01-02 |
WR超卖 |
买入 |
67.89782999999998 |
20600.0 |
¥1.40M |
|
| 2025-01-22 |
WR超买 |
卖出 |
69.88005 |
20600.0 |
¥1.44M |
|
| 2025-03-14 |
WR超卖 |
买入 |
75.31523999999999 |
19100.0 |
¥1.44M |
|
| 2025-05-06 |
WR超买 |
卖出 |
77.07285 |
19100.0 |
¥1.47M |
|
| 2025-05-26 |
WR超卖 |
买入 |
76.23615999999998 |
19200.0 |
¥1.46M |
|
| 2025-06-06 |
WR超买 |
卖出 |
83.02689 |
19200.0 |
¥1.59M |
|
| 2025-08-04 |
WR超卖 |
买入 |
82.082 |
19500.0 |
¥1.60M |
|
| 2025-08-07 |
WR超买 |
卖出 |
91.4 |
19500.0 |
¥1.78M |
|
| 2025-10-23 |
WR超卖 |
买入 |
136.01587999999998 |
13000.0 |
¥1.77M |
|
| 2025-12-09 |
WR超买 |
卖出 |
123.00686999999999 |
13000.0 |
¥1.60M |
|
| 2025-12-16 |
WR超卖 |
买入 |
114.6145 |
14000.0 |
¥1.61M |
|
| 2026-01-06 |
WR超买 |
卖出 |
128.871 |
14000.0 |
¥1.80M |
|
| 2026-02-27 |
WR超卖 |
买入 |
162.6625 |
10900.0 |
¥1.77M |
|
| 2026-04-13 |
WR超买 |
卖出 |
142.38 |
10900.0 |
¥1.55M |
|
| 2026-06-11 |
WR超卖 |
买入 |
231.23099999999997 |
6800.0 |
¥1.57M |
|
| 2026-06-18 |
WR超买 |
卖出 |
259.74 |
6800.0 |
¥1.77M |
|
| 2026-07-14 |
WR超卖 |
买入 |
253.04278999999997 |
7000.0 |
¥1.77M |
|
| 2026-08-18 |
WR超买 |
卖出 |
224.92485 |
7000.0 |
¥1.57M |
|
| 2026-08-25 |
WR超卖 |
买入 |
189.66947999999996 |
8200.0 |
¥1.56M |
|
| 2026-08-28 |
WR超买 |
卖出 |
216.79299 |
8200.0 |
¥1.78M |
|
| 2026-09-14 |
WR超卖 |
买入 |
187.16697999999997 |
9400.0 |
¥1.76M |
|
| 2026-09-21 |
WR超买 |
卖出 |
209.79 |
9400.0 |
¥1.97M |
|
| 2026-10-13 |
WR超卖 |
买入 |
182.9828 |
10500.0 |
¥1.92M |
|
| 2026-11-13 |
强平 |
卖出 |
150.97 |
10500 |
¥1.58M |
回测结束强平 |