688111 金山办公 — 威廉指标超卖 回测明细
数据区间: 2019-11-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥89.9万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -10.07%）
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 44 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 |
2020-01-06 |
2020-01-16 |
150.69569514999998 |
165.01482000000001 |
¥9.4万 |
+9.47% |
WR超买 |
| 2 |
2020-03-10 |
2020-03-27 |
222.228588582 |
252.63710999999998 |
¥14.3万 |
+13.65% |
WR超买 |
| 3 |
2020-06-08 |
2020-06-22 |
261.3393783 |
285.55 |
¥11.3万 |
+9.23% |
WR超买 |
| 4 |
2020-08-13 |
2020-09-24 |
370.48111099999994 |
325.47419999999994 |
¥-16.2万 |
-12.17% |
WR超买 |
| 5 |
2020-10-26 |
2020-11-05 |
295.3835885 |
339.66 |
¥17.2万 |
+14.95% |
WR超买 |
| 6 |
2020-11-12 |
2020-12-04 |
294.37227519699996 |
339.66 |
¥20.8万 |
+15.35% |
WR超买 |
| 7 |
2021-01-29 |
2021-03-29 |
421.537413297 |
340.659 |
¥-30.0万 |
-19.21% |
WR超买 |
| 8 |
2021-04-16 |
2021-04-22 |
307.1688930309999 |
333.81584999999995 |
¥10.9万 |
+8.64% |
WR超买 |
| 9 |
2021-06-24 |
2021-09-17 |
385.1601733979999 |
253.746 |
¥-46.0万 |
-34.14% |
WR超买 |
| 10 |
2021-09-23 |
2021-09-24 |
239.39087572399998 |
257.54220000000004 |
¥6.9万 |
+7.55% |
WR超买 |
| 11 |
2021-10-28 |
2021-11-01 |
251.12611524 |
297.99171 |
¥17.8万 |
+18.63% |
WR超买 |
| 12 |
2021-11-19 |
2021-12-31 |
276.35888279999995 |
263.61612 |
¥-5.4万 |
-4.64% |
WR超买 |
| 13 |
2022-01-07 |
2022-01-11 |
244.53755926600002 |
269.64009000000004 |
¥11.3万 |
+10.23% |
WR超买 |
| 14 |
2022-01-17 |
2022-05-05 |
247.28112208799996 |
183.68 |
¥-31.2万 |
-25.74% |
WR超买 |
| 15 |
2022-06-15 |
2022-07-29 |
198.06721234299997 |
183.816 |
¥-6.4万 |
-7.22% |
WR超买 |
| 16 |
2022-08-19 |
2022-09-02 |
172.12352156999998 |
193.806 |
¥10.4万 |
+12.56% |
WR超买 |
| 17 |
2022-10-11 |
2022-10-13 |
197.30622411500002 |
224.96 |
¥13.0万 |
+13.98% |
WR超买 |
| 18 |
2022-11-14 |
2022-12-30 |
257.3341770999999 |
264.15558000000004 |
¥2.7万 |
+2.62% |
WR超买 |
| 19 |
2023-02-20 |
2023-03-10 |
275.3575825 |
305.5541400000001 |
¥11.7万 |
+10.93% |
WR超买 |
| 20 |
2023-04-28 |
2023-05-31 |
408.35028834599996 |
429.8697 |
¥6.2万 |
+5.24% |
WR超买 |
| 21 |
2023-07-12 |
2023-10-10 |
430.66927203299997 |
378.88074 |
¥-15.1万 |
-12.05% |
WR超买 |
| 22 |
2023-10-20 |
2023-11-08 |
326.68797700000005 |
329.78988 |
¥1.0万 |
+0.92% |
WR超买 |
| 23 |
2023-11-27 |
2023-12-11 |
306.387878797 |
321.5281500000001 |
¥5.6万 |
+4.91% |
WR超买 |
| 24 |
2023-12-25 |
2024-02-20 |
306.40790480299995 |
242.16759 |
¥-24.4万 |
-20.99% |
WR超买 |
| 25 |
2024-04-01 |
2024-04-25 |
291.87903745 |
300.699 |
¥2.8万 |
+2.99% |
WR超买 |
| 26 |
2024-05-17 |
2024-06-17 |
277.3601831 |
270.729 |
¥-2.3万 |
-2.42% |
WR超买 |
| 27 |
2024-06-20 |
2024-07-22 |
248.32247439999998 |
207.75204 |
¥-15.4万 |
-16.36% |
WR超买 |
| 28 |
2024-08-13 |
2024-09-19 |
192.720268741 |
183.7161 |
¥-3.7万 |
-4.70% |
WR超买 |
| 29 |
2024-11-04 |
2024-11-08 |
249.30374869399995 |
284.715 |
¥10.6万 |
+14.17% |
WR超买 |
| 30 |
2024-12-24 |
2025-01-22 |
292.88033774999997 |
278.62109999999996 |
¥-4.2万 |
-4.90% |
WR超买 |
| 31 |
2025-02-27 |
2025-03-07 |
365.47460949999993 |
389.9097 |
¥5.3万 |
+6.65% |
WR超买 |
| 32 |
2025-03-14 |
2025-04-17 |
348.45250439999995 |
304.5951 |
¥-11.0万 |
-12.61% |
WR超买 |
| 33 |
2025-04-28 |
2025-05-07 |
285.17032543999994 |
314.69499 |
¥7.9万 |
+10.32% |
WR超买 |
| 34 |
2025-05-20 |
2025-06-06 |
285.881248653 |
290.51919 |
¥1.3万 |
+1.59% |
WR超买 |
| 35 |
2025-06-11 |
2025-07-01 |
280.06369391 |
279.23049 |
¥-2,843 |
-0.33% |
WR超买 |
| 36 |
2025-07-08 |
2025-07-16 |
262.87136775899995 |
284.6151 |
¥6.9万 |
+8.24% |
WR超买 |
| 37 |
2025-08-11 |
2025-08-25 |
288.37448639999997 |
333.42624 |
¥14.4万 |
+15.59% |
WR超买 |
| 38 |
2025-09-05 |
2025-09-26 |
294.68267829 |
314.685 |
¥7.2万 |
+6.76% |
WR超买 |
| 39 |
2025-10-20 |
2025-11-03 |
300.39008999999993 |
362.637 |
¥23.6万 |
+20.69% |
WR超买 |
| 40 |
2025-11-17 |
2026-01-06 |
310.6033530599999 |
325.32435 |
¥6.4万 |
+4.71% |
WR超买 |
| 41 |
2026-01-30 |
2026-05-07 |
345.2183044309999 |
262.737 |
¥-33.8万 |
-23.92% |
WR超买 |
| 42 |
2026-05-21 |
2026-07-10 |
250.575400075 |
224.775 |
¥-11.4万 |
-10.32% |
WR超买 |
| 43 |
2026-08-20 |
2026-10-14 |
250.02468490999996 |
230.73902999999999 |
¥-7.7万 |
-7.74% |
WR超买 |
| 44 |
2026-10-29 |
2026-11-13 |
222.94952479799997 |
217.21 |
¥-2.4万 |
-2.60% |
强平 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-01-06 |
WR超卖 |
买入 |
150.6505 |
6600.0 |
¥99.5万 |
|
| 2020-01-16 |
WR超买 |
卖出 |
165.01482000000001 |
6600.0 |
¥1.09M |
|
| 2020-03-10 |
WR超卖 |
买入 |
222.16194 |
4700.0 |
¥1.04M |
|
| 2020-03-27 |
WR超买 |
卖出 |
252.63710999999998 |
4700.0 |
¥1.19M |
|
| 2020-06-08 |
WR超卖 |
买入 |
261.26099999999997 |
4700.0 |
¥1.23M |
|
| 2020-06-22 |
WR超买 |
卖出 |
285.55 |
4700.0 |
¥1.34M |
|
| 2020-08-13 |
WR超卖 |
买入 |
370.36999999999995 |
3600.0 |
¥1.33M |
|
| 2020-09-24 |
WR超买 |
卖出 |
325.47419999999994 |
3600.0 |
¥1.17M |
|
| 2020-10-26 |
WR超卖 |
买入 |
295.29499999999996 |
3900.0 |
¥1.15M |
|
| 2020-11-05 |
WR超买 |
卖出 |
339.66 |
3900.0 |
¥1.32M |
|
| 2020-11-12 |
WR超卖 |
买入 |
294.28398999999996 |
4600.0 |
¥1.35M |
|
| 2020-12-04 |
WR超买 |
卖出 |
339.66 |
4600.0 |
¥1.56M |
|
| 2021-01-29 |
WR超卖 |
买入 |
421.41098999999997 |
3700.0 |
¥1.56M |
|
| 2021-03-29 |
WR超买 |
卖出 |
340.659 |
3700.0 |
¥1.26M |
|
| 2021-04-16 |
WR超卖 |
买入 |
307.07676999999995 |
4100.0 |
¥1.26M |
|
| 2021-04-22 |
WR超买 |
卖出 |
333.81584999999995 |
4100.0 |
¥1.37M |
|
| 2021-06-24 |
WR超卖 |
买入 |
385.04465999999996 |
3500.0 |
¥1.35M |
|
| 2021-09-17 |
WR超买 |
卖出 |
253.746 |
3500.0 |
¥88.8万 |
|
| 2021-09-23 |
WR超卖 |
买入 |
239.31907999999999 |
3800.0 |
¥91.0万 |
|
| 2021-09-24 |
WR超买 |
卖出 |
257.54220000000004 |
3800.0 |
¥97.8万 |
|
| 2021-10-28 |
WR超卖 |
买入 |
251.05079999999998 |
3800.0 |
¥95.4万 |
|
| 2021-11-01 |
WR超买 |
卖出 |
297.99171 |
3800.0 |
¥1.13M |
|
| 2021-11-19 |
WR超卖 |
买入 |
276.27599999999995 |
4200.0 |
¥1.16M |
|
| 2021-12-31 |
WR超买 |
卖出 |
263.61612 |
4200.0 |
¥1.11M |
|
| 2022-01-07 |
WR超卖 |
买入 |
244.46422 |
4500.0 |
¥1.10M |
|
| 2022-01-11 |
WR超买 |
卖出 |
269.64009000000004 |
4500.0 |
¥1.21M |
|
| 2022-01-17 |
WR超卖 |
买入 |
247.20695999999995 |
4900.0 |
¥1.21M |
|
| 2022-05-05 |
WR超买 |
卖出 |
183.68 |
4900.0 |
¥90.0万 |
|
| 2022-06-15 |
WR超卖 |
买入 |
198.00780999999998 |
4500.0 |
¥89.1万 |
|
| 2022-07-29 |
WR超买 |
卖出 |
183.816 |
4500.0 |
¥82.7万 |
|
| 2022-08-19 |
WR超卖 |
买入 |
172.0719 |
4800.0 |
¥82.6万 |
|
| 2022-09-02 |
WR超买 |
卖出 |
193.806 |
4800.0 |
¥93.0万 |
|
| 2022-10-11 |
WR超卖 |
买入 |
197.24705 |
4700.0 |
¥92.7万 |
|
| 2022-10-13 |
WR超买 |
卖出 |
224.96 |
4700.0 |
¥1.06M |
|
| 2022-11-14 |
WR超卖 |
买入 |
257.25699999999995 |
4000.0 |
¥1.03M |
|
| 2022-12-30 |
WR超买 |
卖出 |
264.15558000000004 |
4000.0 |
¥1.06M |
|
| 2023-02-20 |
WR超卖 |
买入 |
275.275 |
3900.0 |
¥1.07M |
|
| 2023-03-10 |
WR超买 |
卖出 |
305.5541400000001 |
3900.0 |
¥1.19M |
|
| 2023-04-28 |
WR超卖 |
买入 |
408.22781999999995 |
2900.0 |
¥1.18M |
|
| 2023-05-31 |
WR超买 |
卖出 |
429.8697 |
2900.0 |
¥1.25M |
|
| 2023-07-12 |
WR超卖 |
买入 |
430.54010999999997 |
2900.0 |
¥1.25M |
|
| 2023-10-10 |
WR超买 |
卖出 |
378.88074 |
2900.0 |
¥1.10M |
|
| 2023-10-20 |
WR超卖 |
买入 |
326.59 |
3400.0 |
¥1.11M |
|
| 2023-11-08 |
WR超买 |
卖出 |
329.78988 |
3400.0 |
¥1.12M |
|
| 2023-11-27 |
WR超卖 |
买入 |
306.29598999999996 |
3700.0 |
¥1.13M |
|
| 2023-12-11 |
WR超买 |
卖出 |
321.5281500000001 |
3700.0 |
¥1.19M |
|
| 2023-12-25 |
WR超卖 |
买入 |
306.31600999999995 |
3800.0 |
¥1.16M |
|
| 2024-02-20 |
WR超买 |
卖出 |
242.16759 |
3800.0 |
¥92.0万 |
|
| 2024-04-01 |
WR超卖 |
买入 |
291.7915 |
3200.0 |
¥93.4万 |
|
| 2024-04-25 |
WR超买 |
卖出 |
300.699 |
3200.0 |
¥96.2万 |
|
| 2024-05-17 |
WR超卖 |
买入 |
277.277 |
3500.0 |
¥97.1万 |
|
| 2024-06-17 |
WR超买 |
卖出 |
270.729 |
3500.0 |
¥94.7万 |
|
| 2024-06-20 |
WR超卖 |
买入 |
248.24799999999996 |
3800.0 |
¥94.4万 |
|
| 2024-07-22 |
WR超买 |
卖出 |
207.75204 |
3800.0 |
¥78.9万 |
|
| 2024-08-13 |
WR超卖 |
买入 |
192.66246999999998 |
4100.0 |
¥79.0万 |
|
| 2024-09-19 |
WR超买 |
卖出 |
183.7161 |
4100.0 |
¥75.3万 |
|
| 2024-11-04 |
WR超卖 |
买入 |
249.22897999999995 |
3000.0 |
¥74.8万 |
|
| 2024-11-08 |
WR超买 |
卖出 |
284.715 |
3000.0 |
¥85.4万 |
|
| 2024-12-24 |
WR超卖 |
买入 |
292.79249999999996 |
2900.0 |
¥84.9万 |
|
| 2025-01-22 |
WR超买 |
卖出 |
278.62109999999996 |
2900.0 |
¥80.8万 |
|
| 2025-02-27 |
WR超卖 |
买入 |
365.36499999999995 |
2200.0 |
¥80.4万 |
|
| 2025-03-07 |
WR超买 |
卖出 |
389.9097 |
2200.0 |
¥85.8万 |
|
| 2025-03-14 |
WR超卖 |
买入 |
348.34799999999996 |
2500.0 |
¥87.1万 |
|
| 2025-04-17 |
WR超买 |
卖出 |
304.5951 |
2500.0 |
¥76.1万 |
|
| 2025-04-28 |
WR超卖 |
买入 |
285.0848 |
2700.0 |
¥77.0万 |
|
| 2025-05-07 |
WR超买 |
卖出 |
314.69499 |
2700.0 |
¥84.9万 |
|
| 2025-05-20 |
WR超卖 |
买入 |
285.79551 |
2900.0 |
¥82.9万 |
|
| 2025-06-06 |
WR超买 |
卖出 |
290.51919 |
2900.0 |
¥84.2万 |
|
| 2025-06-11 |
WR超卖 |
买入 |
279.9797 |
3100.0 |
¥86.8万 |
|
| 2025-07-01 |
WR超买 |
卖出 |
279.23049 |
3100.0 |
¥86.5万 |
|
| 2025-07-08 |
WR超卖 |
买入 |
262.79252999999994 |
3200.0 |
¥84.1万 |
|
| 2025-07-16 |
WR超买 |
卖出 |
284.6151 |
3200.0 |
¥91.0万 |
|
| 2025-08-11 |
WR超卖 |
买入 |
288.28799999999995 |
3200.0 |
¥92.3万 |
|
| 2025-08-25 |
WR超买 |
卖出 |
333.42624 |
3200.0 |
¥1.07M |
|
| 2025-09-05 |
WR超卖 |
买入 |
294.5943 |
3600.0 |
¥1.06M |
|
| 2025-09-26 |
WR超买 |
卖出 |
314.685 |
3600.0 |
¥1.13M |
|
| 2025-10-20 |
WR超卖 |
买入 |
300.29999999999995 |
3800.0 |
¥1.14M |
|
| 2025-11-03 |
WR超买 |
卖出 |
362.637 |
3800.0 |
¥1.38M |
|
| 2025-11-17 |
WR超卖 |
买入 |
310.51019999999994 |
4400.0 |
¥1.37M |
|
| 2026-01-06 |
WR超买 |
卖出 |
325.32435 |
4400.0 |
¥1.43M |
|
| 2026-01-30 |
WR超卖 |
买入 |
345.11476999999996 |
4100.0 |
¥1.42M |
|
| 2026-05-07 |
WR超买 |
卖出 |
262.737 |
4100.0 |
¥1.08M |
|
| 2026-05-21 |
WR超卖 |
买入 |
250.50024999999997 |
4400.0 |
¥1.10M |
|
| 2026-07-10 |
WR超买 |
卖出 |
224.775 |
4400.0 |
¥98.9万 |
|
| 2026-08-20 |
WR超卖 |
买入 |
249.94969999999995 |
4000.0 |
¥1.00M |
|
| 2026-10-14 |
WR超买 |
卖出 |
230.73902999999999 |
4000.0 |
¥92.3万 |
|
| 2026-10-29 |
WR超卖 |
买入 |
222.88265999999996 |
4100.0 |
¥91.4万 |
|
| 2026-11-13 |
强平 |
卖出 |
217.21 |
4100 |
¥89.0万 |
回测结束强平 |