688012 中微公司 — 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: ¥90.9万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -9.12%）
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 45 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 |
2019-09-25 |
82.90766484 |
80.80911 |
¥-2.5万 |
-2.56% |
WR超买 |
| 2 |
2019-09-27 |
2019-11-01 |
71.072295294 |
66.89304 |
¥-5.7万 |
-5.91% |
WR超买 |
| 3 |
2019-11-26 |
2019-12-06 |
65.434974605 |
71.91801 |
¥9.0万 |
+9.87% |
WR超买 |
| 4 |
2020-02-28 |
2020-04-16 |
166.15577178199996 |
148.0 |
¥-10.0万 |
-10.95% |
WR超买 |
| 5 |
2020-06-05 |
2020-06-23 |
209.842503871 |
229.68009 |
¥8.5万 |
+9.42% |
WR超买 |
| 6 |
2020-07-17 |
2020-10-13 |
225.49282755999997 |
182.817 |
¥-18.4万 |
-18.95% |
WR超买 |
| 7 |
2020-10-22 |
2020-11-10 |
159.99777493699997 |
181.77804 |
¥10.9万 |
+13.58% |
WR超买 |
| 8 |
2020-11-17 |
2020-12-10 |
150.875249 |
151.54829999999998 |
¥3,766 |
+0.42% |
WR超买 |
| 9 |
2020-12-28 |
2021-01-14 |
145.18854349999998 |
168.72 |
¥14.6万 |
+16.17% |
WR超买 |
| 10 |
2021-02-01 |
2021-04-02 |
152.19764559999996 |
112.0 |
¥-27.8万 |
-26.43% |
WR超买 |
| 11 |
2021-05-10 |
2021-05-17 |
108.150445403 |
120.90897000000001 |
¥9.2万 |
+11.76% |
WR超买 |
| 12 |
2021-07-19 |
2021-07-23 |
152.69829574999997 |
195.11469 |
¥23.7万 |
+27.74% |
WR超买 |
| 13 |
2021-08-12 |
2021-10-26 |
180.234054 |
157.29254999999998 |
¥-14.0万 |
-12.75% |
WR超买 |
| 14 |
2021-10-29 |
2021-11-01 |
145.18854349999998 |
156.843 |
¥7.8万 |
+7.99% |
WR超买 |
| 15 |
2021-12-01 |
2022-01-27 |
159.10661767 |
122.877 |
¥-23.6万 |
-22.79% |
WR超买 |
| 16 |
2022-02-14 |
2022-02-18 |
113.44732398999997 |
123.56631 |
¥7.2万 |
+8.89% |
WR超买 |
| 17 |
2022-03-15 |
2022-05-12 |
118.143422397 |
108.08 |
¥-7.5万 |
-8.55% |
WR超买 |
| 18 |
2022-06-23 |
2022-07-27 |
115.34979455999998 |
122.45742 |
¥4.9万 |
+6.13% |
WR超买 |
| 19 |
2022-08-24 |
2022-10-28 |
136.27697082999998 |
104.895 |
¥-19.8万 |
-23.05% |
WR超买 |
| 20 |
2022-11-25 |
2022-12-12 |
100.41039408399999 |
106.893 |
¥4.3万 |
+6.42% |
WR超买 |
| 21 |
2022-12-23 |
2023-01-17 |
100.13003 |
104.87502 |
¥3.3万 |
+4.71% |
WR超买 |
| 22 |
2023-02-20 |
2023-03-06 |
104.26540023899996 |
119.0808 |
¥10.3万 |
+14.18% |
WR超买 |
| 23 |
2023-05-05 |
2023-05-30 |
168.90934760699997 |
171.62820000000002 |
¥1.3万 |
+1.58% |
WR超买 |
| 24 |
2023-06-08 |
2023-08-04 |
153.03873785199997 |
145.36449 |
¥-4.2万 |
-5.04% |
WR超买 |
| 25 |
2023-08-16 |
2023-08-31 |
135.22560551499998 |
145.9539 |
¥6.4万 |
+7.90% |
WR超买 |
| 26 |
2023-09-19 |
2023-10-09 |
140.46240608399998 |
148.14171 |
¥4.7万 |
+5.44% |
WR超买 |
| 27 |
2023-11-22 |
2023-12-29 |
161.890232504 |
160.09974 |
¥-1.0万 |
-1.14% |
WR超买 |
| 28 |
2024-01-03 |
2024-02-26 |
145.61910262899997 |
131.868 |
¥-8.6万 |
-9.47% |
WR超买 |
| 29 |
2024-03-29 |
2024-04-30 |
149.1937447 |
145.4544 |
¥-2.1万 |
-2.54% |
WR超买 |
| 30 |
2024-05-13 |
2024-06-04 |
131.681002453 |
136.38 |
¥2.8万 |
+3.54% |
WR超买 |
| 31 |
2024-07-03 |
2024-07-16 |
138.489844493 |
142.4574 |
¥2.4万 |
+2.83% |
WR超买 |
| 32 |
2024-08-20 |
2024-09-30 |
145.759284671 |
144.855 |
¥-5,592 |
-0.65% |
WR超买 |
| 33 |
2024-11-27 |
2025-02-07 |
204.36539122999997 |
191.808 |
¥-5.2万 |
-6.17% |
WR超买 |
| 34 |
2025-03-13 |
2025-04-15 |
201.371503333 |
188.79102 |
¥-5.1万 |
-6.28% |
WR超买 |
| 35 |
2025-05-12 |
2025-06-09 |
183.21792889399995 |
179.82 |
¥-1.4万 |
-1.88% |
WR超买 |
| 36 |
2025-06-11 |
2025-06-24 |
171.78307946799998 |
178.3215 |
¥2.8万 |
+3.78% |
WR超买 |
| 37 |
2025-08-13 |
2025-08-21 |
193.991920122 |
198.00179999999997 |
¥1.5万 |
+2.04% |
WR超买 |
| 38 |
2025-09-05 |
2025-09-18 |
196.24484579699995 |
227.3724 |
¥12.4万 |
+15.83% |
WR超买 |
| 39 |
2025-10-21 |
2025-11-07 |
266.44600983000004 |
302.28740999999997 |
¥12.2万 |
+13.42% |
WR超买 |
| 40 |
2025-11-24 |
2025-12-15 |
270.35108099999997 |
279.72 |
¥3.5万 |
+3.43% |
WR超买 |
| 41 |
2026-01-30 |
2026-02-26 |
345.93924064699996 |
367.1325 |
¥6.3万 |
+6.09% |
WR超买 |
| 42 |
2026-03-04 |
2026-04-09 |
329.4277987 |
313.71596999999997 |
¥-5.2万 |
-4.80% |
WR超买 |
| 43 |
2026-06-01 |
2026-06-18 |
290.37708699999996 |
349.65 |
¥21.3万 |
+20.38% |
WR超买 |
| 44 |
2026-07-16 |
2026-08-11 |
383.678248954 |
377.62200000000007 |
¥-2.0万 |
-1.61% |
WR超买 |
| 45 |
2026-09-02 |
2026-11-13 |
346.44990379999996 |
245.9 |
¥-36.2万 |
-29.04% |
强平 |
逐笔成交记录（共 90 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-08-13 |
WR超卖 |
买入 |
82.88279999999999 |
12000.0 |
¥99.5万 |
|
| 2019-09-25 |
WR超买 |
卖出 |
80.80911 |
12000.0 |
¥96.9万 |
|
| 2019-09-27 |
WR超卖 |
买入 |
71.05098 |
13600.0 |
¥96.7万 |
|
| 2019-11-01 |
WR超买 |
卖出 |
66.89304 |
13600.0 |
¥90.9万 |
|
| 2019-11-26 |
WR超卖 |
买入 |
65.41534999999999 |
14000.0 |
¥91.6万 |
|
| 2019-12-06 |
WR超买 |
卖出 |
71.91801 |
14000.0 |
¥1.01M |
|
| 2020-02-28 |
WR超卖 |
买入 |
166.10593999999998 |
5500.0 |
¥91.4万 |
|
| 2020-04-16 |
WR超买 |
卖出 |
148.0 |
5500.0 |
¥81.4万 |
|
| 2020-06-05 |
WR超卖 |
买入 |
209.77956999999998 |
4300.0 |
¥90.2万 |
|
| 2020-06-23 |
WR超买 |
卖出 |
229.68009 |
4300.0 |
¥98.7万 |
|
| 2020-07-17 |
WR超卖 |
买入 |
225.42519999999996 |
4300.0 |
¥97.0万 |
|
| 2020-10-13 |
WR超买 |
卖出 |
182.817 |
4300.0 |
¥78.6万 |
|
| 2020-10-22 |
WR超卖 |
买入 |
159.94978999999998 |
5000.0 |
¥80.0万 |
|
| 2020-11-10 |
WR超买 |
卖出 |
181.77804 |
5000.0 |
¥90.9万 |
|
| 2020-11-17 |
WR超卖 |
买入 |
150.83 |
6000.0 |
¥90.5万 |
|
| 2020-12-10 |
WR超买 |
卖出 |
151.54829999999998 |
6000.0 |
¥90.9万 |
|
| 2020-12-28 |
WR超卖 |
买入 |
145.14499999999998 |
6200.0 |
¥90.0万 |
|
| 2021-01-14 |
WR超买 |
卖出 |
168.72 |
6200.0 |
¥1.05M |
|
| 2021-02-01 |
WR超卖 |
买入 |
152.152 |
6900.0 |
¥1.05M |
|
| 2021-04-02 |
WR超买 |
卖出 |
112.0 |
6900.0 |
¥77.3万 |
|
| 2021-05-10 |
WR超卖 |
买入 |
108.11801 |
7200.0 |
¥77.9万 |
|
| 2021-05-17 |
WR超买 |
卖出 |
120.90897000000001 |
7200.0 |
¥87.0万 |
|
| 2021-07-19 |
WR超卖 |
买入 |
152.65249999999997 |
5600.0 |
¥85.5万 |
|
| 2021-07-23 |
WR超买 |
卖出 |
195.11469 |
5600.0 |
¥1.09M |
|
| 2021-08-12 |
WR超卖 |
买入 |
180.17999999999995 |
6100.0 |
¥1.10M |
|
| 2021-10-26 |
WR超买 |
卖出 |
157.29254999999998 |
6100.0 |
¥95.9万 |
|
| 2021-10-29 |
WR超卖 |
买入 |
145.14499999999998 |
6700.0 |
¥97.3万 |
|
| 2021-11-01 |
WR超买 |
卖出 |
156.843 |
6700.0 |
¥1.05M |
|
| 2021-12-01 |
WR超卖 |
买入 |
159.0589 |
6500.0 |
¥1.03M |
|
| 2022-01-27 |
WR超买 |
卖出 |
122.877 |
6500.0 |
¥79.8万 |
|
| 2022-02-14 |
WR超卖 |
买入 |
113.41329999999998 |
7100.0 |
¥80.5万 |
|
| 2022-02-18 |
WR超买 |
卖出 |
123.56631 |
7100.0 |
¥87.7万 |
|
| 2022-03-15 |
WR超卖 |
买入 |
118.10798999999999 |
7400.0 |
¥87.4万 |
|
| 2022-05-12 |
WR超买 |
卖出 |
108.08 |
7400.0 |
¥80.0万 |
|
| 2022-06-23 |
WR超卖 |
买入 |
115.31519999999999 |
7000.0 |
¥80.7万 |
|
| 2022-07-27 |
WR超买 |
卖出 |
122.45742 |
7000.0 |
¥85.7万 |
|
| 2022-08-24 |
WR超卖 |
买入 |
136.2361 |
6300.0 |
¥85.9万 |
|
| 2022-10-28 |
WR超买 |
卖出 |
104.895 |
6300.0 |
¥66.1万 |
|
| 2022-11-25 |
WR超卖 |
买入 |
100.38027999999998 |
6600.0 |
¥66.3万 |
|
| 2022-12-12 |
WR超买 |
卖出 |
106.893 |
6600.0 |
¥70.5万 |
|
| 2022-12-23 |
WR超卖 |
买入 |
100.1 |
6900.0 |
¥69.1万 |
|
| 2023-01-17 |
WR超买 |
卖出 |
104.87502 |
6900.0 |
¥72.3万 |
|
| 2023-02-20 |
WR超卖 |
买入 |
104.23412999999996 |
7000.0 |
¥73.0万 |
|
| 2023-03-06 |
WR超买 |
卖出 |
119.0808 |
7000.0 |
¥83.3万 |
|
| 2023-05-05 |
WR超卖 |
买入 |
168.85868999999997 |
5000.0 |
¥84.5万 |
|
| 2023-05-30 |
WR超买 |
卖出 |
171.62820000000002 |
5000.0 |
¥85.8万 |
|
| 2023-06-08 |
WR超卖 |
买入 |
152.99283999999997 |
5500.0 |
¥84.2万 |
|
| 2023-08-04 |
WR超买 |
卖出 |
145.36449 |
5500.0 |
¥79.9万 |
|
| 2023-08-16 |
WR超卖 |
买入 |
135.18505 |
6000.0 |
¥81.1万 |
|
| 2023-08-31 |
WR超买 |
卖出 |
145.9539 |
6000.0 |
¥87.5万 |
|
| 2023-09-19 |
WR超卖 |
买入 |
140.42028 |
6200.0 |
¥87.1万 |
|
| 2023-10-09 |
WR超买 |
卖出 |
148.14171 |
6200.0 |
¥91.8万 |
|
| 2023-11-22 |
WR超卖 |
买入 |
161.84168 |
5700.0 |
¥92.3万 |
|
| 2023-12-29 |
WR超买 |
卖出 |
160.09974 |
5700.0 |
¥91.2万 |
|
| 2024-01-03 |
WR超卖 |
买入 |
145.57542999999998 |
6200.0 |
¥90.3万 |
|
| 2024-02-26 |
WR超买 |
卖出 |
131.868 |
6200.0 |
¥81.7万 |
|
| 2024-03-29 |
WR超卖 |
买入 |
149.14899999999997 |
5500.0 |
¥82.1万 |
|
| 2024-04-30 |
WR超买 |
卖出 |
145.4544 |
5500.0 |
¥80.0万 |
|
| 2024-05-13 |
WR超卖 |
买入 |
131.64150999999998 |
6000.0 |
¥79.0万 |
|
| 2024-06-04 |
WR超买 |
卖出 |
136.38 |
6000.0 |
¥81.8万 |
|
| 2024-07-03 |
WR超卖 |
买入 |
138.44831 |
6000.0 |
¥83.1万 |
|
| 2024-07-16 |
WR超买 |
卖出 |
142.4574 |
6000.0 |
¥85.4万 |
|
| 2024-08-20 |
WR超卖 |
买入 |
145.71556999999999 |
5900.0 |
¥86.0万 |
|
| 2024-09-30 |
WR超买 |
卖出 |
144.855 |
5900.0 |
¥85.4万 |
|
| 2024-11-27 |
WR超卖 |
买入 |
204.30409999999998 |
4100.0 |
¥83.8万 |
|
| 2025-02-07 |
WR超买 |
卖出 |
191.808 |
4100.0 |
¥78.6万 |
|
| 2025-03-13 |
WR超卖 |
买入 |
201.31110999999999 |
4000.0 |
¥80.5万 |
|
| 2025-04-15 |
WR超买 |
卖出 |
188.79102 |
4000.0 |
¥75.5万 |
|
| 2025-05-12 |
WR超卖 |
买入 |
183.16297999999998 |
4100.0 |
¥75.1万 |
|
| 2025-06-09 |
WR超买 |
卖出 |
179.82 |
4100.0 |
¥73.7万 |
|
| 2025-06-11 |
WR超卖 |
买入 |
171.73155999999997 |
4300.0 |
¥73.9万 |
|
| 2025-06-24 |
WR超买 |
卖出 |
178.3215 |
4300.0 |
¥76.7万 |
|
| 2025-08-13 |
WR超卖 |
买入 |
193.93374 |
3900.0 |
¥75.7万 |
|
| 2025-08-21 |
WR超买 |
卖出 |
198.00179999999997 |
3900.0 |
¥77.2万 |
|
| 2025-09-05 |
WR超卖 |
买入 |
196.18598999999998 |
4000.0 |
¥78.5万 |
|
| 2025-09-18 |
WR超买 |
卖出 |
227.3724 |
4000.0 |
¥90.9万 |
|
| 2025-10-21 |
WR超卖 |
买入 |
266.3661 |
3400.0 |
¥90.6万 |
|
| 2025-11-07 |
WR超买 |
卖出 |
302.28740999999997 |
3400.0 |
¥1.03M |
|
| 2025-11-24 |
WR超卖 |
买入 |
270.27 |
3800.0 |
¥1.03M |
|
| 2025-12-15 |
WR超买 |
卖出 |
279.72 |
3800.0 |
¥1.06M |
|
| 2026-01-30 |
WR超卖 |
买入 |
345.83549 |
3000.0 |
¥1.04M |
|
| 2026-02-26 |
WR超买 |
卖出 |
367.1325 |
3000.0 |
¥1.10M |
|
| 2026-03-04 |
WR超卖 |
买入 |
329.329 |
3300.0 |
¥1.09M |
|
| 2026-04-09 |
WR超买 |
卖出 |
313.71596999999997 |
3300.0 |
¥1.03M |
|
| 2026-06-01 |
WR超卖 |
买入 |
290.28999999999996 |
3600.0 |
¥1.05M |
|
| 2026-06-18 |
WR超买 |
卖出 |
349.65 |
3600.0 |
¥1.26M |
|
| 2026-07-16 |
WR超卖 |
买入 |
383.56318 |
3200.0 |
¥1.23M |
|
| 2026-08-11 |
WR超买 |
卖出 |
377.62200000000007 |
3200.0 |
¥1.21M |
|
| 2026-09-02 |
WR超卖 |
买入 |
346.34599999999995 |
3600.0 |
¥1.25M |
|
| 2026-11-13 |
强平 |
卖出 |
245.9 |
3600 |
¥88.5万 |
回测结束强平 |