688082 盛美上海 — 威廉指标超卖 回测明细
数据区间: 2021-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.13M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +13.28%）
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 30 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 |
2021-12-23 |
2022-02-24 |
124.29140623899995 |
98.48142 |
¥-20.4万 |
-20.79% |
WR超买 |
| 2 |
2022-03-28 |
2022-04-15 |
86.07177378799997 |
89.12079 |
¥2.8万 |
+3.51% |
WR超买 |
| 3 |
2022-04-29 |
2022-05-18 |
73.99609217 |
91.56833999999999 |
¥19.3万 |
+23.71% |
WR超买 |
| 4 |
2022-06-23 |
2022-06-29 |
85.19062952399999 |
97.22268000000001 |
¥14.2万 |
+14.09% |
WR超买 |
| 5 |
2022-08-23 |
2022-09-15 |
118.00324035499999 |
114.36552 |
¥-3.6万 |
-3.11% |
WR超买 |
| 6 |
2022-09-22 |
2022-10-31 |
101.34160336299998 |
84.6 |
¥-18.3万 |
-16.55% |
WR超买 |
| 7 |
2022-11-21 |
2022-12-16 |
87.11312609999999 |
86.4135 |
¥-7,763 |
-0.83% |
WR超买 |
| 8 |
2022-12-23 |
2023-01-20 |
76.22899183899999 |
87.01289999999999 |
¥12.9万 |
+14.11% |
WR超买 |
| 9 |
2023-02-20 |
2023-03-07 |
83.10792489999999 |
90.55935000000001 |
¥9.4万 |
+8.93% |
WR超买 |
| 10 |
2023-03-27 |
2023-04-04 |
89.376064778 |
101.84805 |
¥15.9万 |
+13.92% |
WR超买 |
| 11 |
2023-05-08 |
2023-05-26 |
107.12911909699999 |
113.44644 |
¥7.6万 |
+5.87% |
WR超买 |
| 12 |
2023-06-26 |
2023-08-03 |
110.84394320999999 |
104.3955 |
¥-8.0万 |
-5.85% |
WR超买 |
| 13 |
2023-09-19 |
2023-10-11 |
107.08906708499998 |
118.15172999999999 |
¥13.5万 |
+10.30% |
WR超买 |
| 14 |
2023-11-10 |
2024-02-28 |
114.34849426 |
91.68822 |
¥-28.6万 |
-19.84% |
WR超买 |
| 15 |
2024-03-20 |
2024-04-29 |
90.227170033 |
80.919 |
¥-11.9万 |
-10.34% |
WR超买 |
| 16 |
2024-05-09 |
2024-06-05 |
78.38178748399999 |
78.921 |
¥6,805 |
+0.66% |
WR超买 |
| 17 |
2024-07-30 |
2024-08-09 |
87.09310009400001 |
98.60130000000001 |
¥13.8万 |
+13.18% |
WR超买 |
| 18 |
2024-08-22 |
2024-09-27 |
88.93549264599997 |
86.19372 |
¥-3.7万 |
-3.11% |
WR超买 |
| 19 |
2024-10-28 |
2024-11-12 |
109.21182372099997 |
121.878 |
¥13.1万 |
+11.56% |
WR超买 |
| 20 |
2024-11-27 |
2025-02-10 |
108.64108255 |
102.82707 |
¥-6.8万 |
-5.38% |
WR超买 |
| 21 |
2025-03-13 |
2025-04-17 |
105.416895584 |
102.91698 |
¥-2.9万 |
-2.40% |
WR超买 |
| 22 |
2025-05-23 |
2025-06-04 |
101.23146032999998 |
106.50339 |
¥6.1万 |
+5.18% |
WR超买 |
| 23 |
2025-07-15 |
2025-07-23 |
109.91273393099999 |
116.13375 |
¥6.9万 |
+5.63% |
WR超买 |
| 24 |
2025-08-11 |
2025-08-25 |
115.02937846399998 |
150.849 |
¥40.8万 |
+31.10% |
WR超买 |
| 25 |
2025-10-23 |
2025-12-11 |
180.65460012599996 |
165.65418 |
¥-14.1万 |
-8.33% |
WR超买 |
| 26 |
2026-01-27 |
2026-04-13 |
192.94055480699996 |
151.83801 |
¥-33.3万 |
-21.33% |
WR超买 |
| 27 |
2026-04-29 |
2026-05-12 |
145.18854349999995 |
166.833 |
¥18.1万 |
+14.87% |
WR超买 |
| 28 |
2026-07-16 |
2026-08-11 |
330.359007979 |
320.46921000000003 |
¥-4.0万 |
-3.02% |
WR超买 |
| 29 |
2026-09-02 |
2026-09-22 |
282.34665859399996 |
297.80190000000005 |
¥7.4万 |
+5.44% |
WR超买 |
| 30 |
2026-10-09 |
2026-11-13 |
273.191933 |
211.33 |
¥-32.8万 |
-22.67% |
强平 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-12-23 |
WR超卖 |
买入 |
124.25412999999996 |
7900.0 |
¥98.2万 |
|
| 2022-02-24 |
WR超买 |
卖出 |
98.48142 |
7900.0 |
¥77.8万 |
|
| 2022-03-28 |
WR超卖 |
买入 |
86.04595999999998 |
9100.0 |
¥78.3万 |
|
| 2022-04-15 |
WR超买 |
卖出 |
89.12079 |
9100.0 |
¥81.1万 |
|
| 2022-04-29 |
WR超卖 |
买入 |
73.9739 |
11000.0 |
¥81.4万 |
|
| 2022-05-18 |
WR超买 |
卖出 |
91.56833999999999 |
11000.0 |
¥1.01M |
|
| 2022-06-23 |
WR超卖 |
买入 |
85.16507999999999 |
11800.0 |
¥1.01M |
|
| 2022-06-29 |
WR超买 |
卖出 |
97.22268000000001 |
11800.0 |
¥1.15M |
|
| 2022-08-23 |
WR超卖 |
买入 |
117.96784999999998 |
9700.0 |
¥1.14M |
|
| 2022-09-15 |
WR超买 |
卖出 |
114.36552 |
9700.0 |
¥1.11M |
|
| 2022-09-22 |
WR超卖 |
买入 |
101.31120999999997 |
10900.0 |
¥1.10M |
|
| 2022-10-31 |
WR超买 |
卖出 |
84.6 |
10900.0 |
¥92.2万 |
|
| 2022-11-21 |
WR超卖 |
买入 |
87.08699999999999 |
10700.0 |
¥93.2万 |
|
| 2022-12-16 |
WR超买 |
卖出 |
86.4135 |
10700.0 |
¥92.4万 |
|
| 2022-12-23 |
WR超卖 |
买入 |
76.20612999999999 |
12000.0 |
¥91.5万 |
|
| 2023-01-20 |
WR超买 |
卖出 |
87.01289999999999 |
12000.0 |
¥1.04M |
|
| 2023-02-20 |
WR超卖 |
买入 |
83.08299999999998 |
12600.0 |
¥1.05M |
|
| 2023-03-07 |
WR超买 |
卖出 |
90.55935000000001 |
12600.0 |
¥1.14M |
|
| 2023-03-27 |
WR超卖 |
买入 |
89.34926 |
12800.0 |
¥1.14M |
|
| 2023-04-04 |
WR超买 |
卖出 |
101.84805 |
12800.0 |
¥1.30M |
|
| 2023-05-08 |
WR超卖 |
买入 |
107.09698999999998 |
12100.0 |
¥1.30M |
|
| 2023-05-26 |
WR超买 |
卖出 |
113.44644 |
12100.0 |
¥1.37M |
|
| 2023-06-26 |
WR超卖 |
买入 |
110.81069999999998 |
12300.0 |
¥1.36M |
|
| 2023-08-03 |
WR超买 |
卖出 |
104.3955 |
12300.0 |
¥1.28M |
|
| 2023-09-19 |
WR超卖 |
买入 |
107.05694999999999 |
12200.0 |
¥1.31M |
|
| 2023-10-11 |
WR超买 |
卖出 |
118.15172999999999 |
12200.0 |
¥1.44M |
|
| 2023-11-10 |
WR超卖 |
买入 |
114.3142 |
12600.0 |
¥1.44M |
|
| 2024-02-28 |
WR超买 |
卖出 |
91.68822 |
12600.0 |
¥1.15M |
|
| 2024-03-20 |
WR超卖 |
买入 |
90.20011 |
12700.0 |
¥1.15M |
|
| 2024-04-29 |
WR超买 |
卖出 |
80.919 |
12700.0 |
¥1.03M |
|
| 2024-05-09 |
WR超卖 |
买入 |
78.35828 |
13200.0 |
¥1.03M |
|
| 2024-06-05 |
WR超买 |
卖出 |
78.921 |
13200.0 |
¥1.04M |
|
| 2024-07-30 |
WR超卖 |
买入 |
87.06698 |
12000.0 |
¥1.05M |
|
| 2024-08-09 |
WR超买 |
卖出 |
98.60130000000001 |
12000.0 |
¥1.18M |
|
| 2024-08-22 |
WR超卖 |
买入 |
88.90881999999998 |
13200.0 |
¥1.17M |
|
| 2024-09-27 |
WR超买 |
卖出 |
86.19372 |
13200.0 |
¥1.14M |
|
| 2024-10-28 |
WR超卖 |
买入 |
109.17906999999998 |
10400.0 |
¥1.14M |
|
| 2024-11-12 |
WR超买 |
卖出 |
121.878 |
10400.0 |
¥1.27M |
|
| 2024-11-27 |
WR超卖 |
买入 |
108.60849999999999 |
11700.0 |
¥1.27M |
|
| 2025-02-10 |
WR超买 |
卖出 |
102.82707 |
11700.0 |
¥1.20M |
|
| 2025-03-13 |
WR超卖 |
买入 |
105.38528000000001 |
11400.0 |
¥1.20M |
|
| 2025-04-17 |
WR超买 |
卖出 |
102.91698 |
11400.0 |
¥1.17M |
|
| 2025-05-23 |
WR超卖 |
买入 |
101.20109999999998 |
11600.0 |
¥1.17M |
|
| 2025-06-04 |
WR超买 |
卖出 |
106.50339 |
11600.0 |
¥1.24M |
|
| 2025-07-15 |
WR超卖 |
买入 |
109.87977 |
11200.0 |
¥1.23M |
|
| 2025-07-23 |
WR超买 |
卖出 |
116.13375 |
11200.0 |
¥1.30M |
|
| 2025-08-11 |
WR超卖 |
买入 |
114.99487999999998 |
11400.0 |
¥1.31M |
|
| 2025-08-25 |
WR超买 |
卖出 |
150.849 |
11400.0 |
¥1.72M |
|
| 2025-10-23 |
WR超卖 |
买入 |
180.60041999999996 |
9400.0 |
¥1.70M |
|
| 2025-12-11 |
WR超买 |
卖出 |
165.65418 |
9400.0 |
¥1.56M |
|
| 2026-01-27 |
WR超卖 |
买入 |
192.88268999999997 |
8100.0 |
¥1.56M |
|
| 2026-04-13 |
WR超买 |
卖出 |
151.83801 |
8100.0 |
¥1.23M |
|
| 2026-04-29 |
WR超卖 |
买入 |
145.14499999999998 |
8400.0 |
¥1.22M |
|
| 2026-05-12 |
WR超买 |
卖出 |
166.833 |
8400.0 |
¥1.40M |
|
| 2026-07-16 |
WR超卖 |
买入 |
330.25993 |
4000.0 |
¥1.32M |
|
| 2026-08-11 |
WR超买 |
卖出 |
320.46921000000003 |
4000.0 |
¥1.28M |
|
| 2026-09-02 |
WR超卖 |
买入 |
282.26198 |
4800.0 |
¥1.36M |
|
| 2026-09-22 |
WR超买 |
卖出 |
297.80190000000005 |
4800.0 |
¥1.43M |
|
| 2026-10-09 |
WR超卖 |
买入 |
273.11 |
5300.0 |
¥1.45M |
|
| 2026-11-13 |
强平 |
卖出 |
211.33 |
5300 |
¥1.12M |
回测结束强平 |