688126 沪硅产业 — 威廉指标超卖 回测明细
数据区间: 2020-04-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥97.2万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -2.77%）
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 36 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 |
2020-06-19 |
2020-06-30 |
29.348111792999994 |
34.75521 |
¥18.0万 |
+18.39% |
WR超买 |
| 2 |
2020-07-29 |
2020-11-10 |
38.44993151999999 |
36.70326 |
¥-5.3万 |
-4.57% |
WR超买 |
| 3 |
2020-12-17 |
2021-01-06 |
33.153052933 |
34.88508 |
¥5.8万 |
+5.19% |
WR超买 |
| 4 |
2021-02-02 |
2021-06-02 |
31.971518578999998 |
26.973 |
¥-18.5万 |
-15.66% |
WR超买 |
| 5 |
2021-07-05 |
2021-07-23 |
26.614561973999997 |
30.94902 |
¥16.2万 |
+16.25% |
WR超买 |
| 6 |
2021-08-16 |
2021-11-11 |
31.290634374999996 |
29.1708 |
¥-7.9万 |
-6.80% |
WR超买 |
| 7 |
2021-12-07 |
2022-01-17 |
27.33549819 |
27.042930000000002 |
¥-1.2万 |
-1.10% |
WR超买 |
| 8 |
2022-02-08 |
2022-03-01 |
24.151363235999998 |
24.15582 |
¥-123 |
-0.01% |
WR超买 |
| 9 |
2022-03-28 |
2022-05-13 |
22.799607831 |
22.71726 |
¥-4,110 |
-0.39% |
WR超买 |
| 10 |
2022-05-31 |
2022-06-06 |
21.347722396 |
24.22575 |
¥14.3万 |
+13.45% |
WR超买 |
| 11 |
2022-06-23 |
2022-08-08 |
22.42912672 |
23.23674 |
¥4.3万 |
+3.57% |
WR超买 |
| 12 |
2022-08-24 |
2022-10-21 |
20.967228282 |
18.86112 |
¥-12.5万 |
-10.07% |
WR超买 |
| 13 |
2022-11-25 |
2023-01-11 |
19.835758942999995 |
18.13185 |
¥-9.6万 |
-8.62% |
WR超买 |
| 14 |
2023-02-22 |
2023-03-10 |
20.276331074999995 |
20.56941 |
¥1.4万 |
+1.41% |
WR超买 |
| 15 |
2023-04-26 |
2023-06-01 |
22.349022696 |
21.99798 |
¥-1.7万 |
-1.60% |
WR超买 |
| 16 |
2023-06-09 |
2023-07-31 |
20.32639609 |
21.258720000000004 |
¥4.7万 |
+4.56% |
WR超买 |
| 17 |
2023-08-15 |
2023-09-05 |
20.516643146999996 |
20.679299999999998 |
¥8,136 |
+0.76% |
WR超买 |
| 18 |
2023-09-22 |
2023-11-07 |
19.995966990999992 |
18.76122 |
¥-6.7万 |
-6.20% |
WR超买 |
| 19 |
2023-11-20 |
2024-01-02 |
18.123535429999997 |
17.312669999999997 |
¥-4.6万 |
-4.50% |
WR超买 |
| 20 |
2024-01-12 |
2024-02-28 |
16.140960835999998 |
15.454529999999998 |
¥-4.1万 |
-4.28% |
WR超买 |
| 21 |
2024-03-15 |
2024-04-30 |
14.949413478999997 |
13.366620000000001 |
¥-9.9万 |
-10.61% |
WR超买 |
| 22 |
2024-05-22 |
2024-05-31 |
12.906760867 |
13.6863 |
¥5.0万 |
+6.01% |
WR超买 |
| 23 |
2024-06-28 |
2024-07-12 |
13.717814109999997 |
14.83515 |
¥7.1万 |
+8.11% |
WR超买 |
| 24 |
2024-09-02 |
2024-09-26 |
14.618984379999999 |
14.39559 |
¥-1.5万 |
-1.56% |
WR超买 |
| 25 |
2024-11-18 |
2025-02-20 |
21.988554588 |
20.009970000000003 |
¥-8.4万 |
-9.03% |
WR超买 |
| 26 |
2025-03-27 |
2025-04-14 |
18.393886510999998 |
19.12086 |
¥3.3万 |
+3.92% |
WR超买 |
| 27 |
2025-04-29 |
2025-05-13 |
17.052144109 |
18.39159 |
¥6.9万 |
+7.82% |
WR超买 |
| 28 |
2025-06-11 |
2025-06-26 |
17.943301375999997 |
18.75123 |
¥4.3万 |
+4.47% |
WR超买 |
| 29 |
2025-08-01 |
2025-08-25 |
18.674250594999997 |
21.598380000000002 |
¥15.6万 |
+15.62% |
WR超买 |
| 30 |
2025-10-22 |
2025-12-03 |
24.311571284 |
22.24773 |
¥-9.7万 |
-8.52% |
WR超买 |
| 31 |
2025-12-16 |
2025-12-25 |
20.62678618 |
21.718259999999997 |
¥5.5万 |
+5.26% |
WR超买 |
| 32 |
2026-02-04 |
2026-04-15 |
21.417813416999994 |
17.862119999999997 |
¥-18.3万 |
-16.63% |
WR超买 |
| 33 |
2026-06-04 |
2026-06-10 |
24.732117409999994 |
32.21775 |
¥27.4万 |
+30.23% |
WR超买 |
| 34 |
2026-07-16 |
2026-08-13 |
29.83874894 |
26.62335 |
¥-12.4万 |
-10.80% |
WR超买 |
| 35 |
2026-08-25 |
2026-09-21 |
24.031207199999997 |
24.555419999999998 |
¥2.2万 |
+2.15% |
WR超买 |
| 36 |
2026-10-09 |
2026-11-05 |
21.307670383999998 |
18.781200000000002 |
¥-12.9万 |
-11.88% |
WR超买 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-06-19 |
WR超卖 |
买入 |
29.339309999999994 |
33300.0 |
¥97.7万 |
|
| 2020-06-30 |
WR超买 |
卖出 |
34.75521 |
33300.0 |
¥1.16M |
|
| 2020-07-29 |
WR超卖 |
买入 |
38.438399999999994 |
30300.0 |
¥1.17M |
|
| 2020-11-10 |
WR超买 |
卖出 |
36.70326 |
30300.0 |
¥1.11M |
|
| 2020-12-17 |
WR超卖 |
买入 |
33.14310999999999 |
33900.0 |
¥1.12M |
|
| 2021-01-06 |
WR超买 |
卖出 |
34.88508 |
33900.0 |
¥1.18M |
|
| 2021-02-02 |
WR超卖 |
买入 |
31.96193 |
37000.0 |
¥1.18M |
|
| 2021-06-02 |
WR超买 |
卖出 |
26.973 |
37000.0 |
¥99.8万 |
|
| 2021-07-05 |
WR超卖 |
买入 |
26.606579999999994 |
37400.0 |
¥99.5万 |
|
| 2021-07-23 |
WR超买 |
卖出 |
30.94902 |
37400.0 |
¥1.16M |
|
| 2021-08-16 |
WR超卖 |
买入 |
31.281249999999993 |
37100.0 |
¥1.16M |
|
| 2021-11-11 |
WR超买 |
卖出 |
29.1708 |
37100.0 |
¥1.08M |
|
| 2021-12-07 |
WR超卖 |
买入 |
27.327299999999997 |
39500.0 |
¥1.08M |
|
| 2022-01-17 |
WR超买 |
卖出 |
27.042930000000002 |
39500.0 |
¥1.07M |
|
| 2022-02-08 |
WR超卖 |
买入 |
24.144119999999997 |
44200.0 |
¥1.07M |
|
| 2022-03-01 |
WR超买 |
卖出 |
24.15582 |
44200.0 |
¥1.07M |
|
| 2022-03-28 |
WR超卖 |
买入 |
22.792769999999997 |
46100.0 |
¥1.05M |
|
| 2022-05-13 |
WR超买 |
卖出 |
22.71726 |
46100.0 |
¥1.05M |
|
| 2022-05-31 |
WR超卖 |
买入 |
21.34132 |
49800.0 |
¥1.06M |
|
| 2022-06-06 |
WR超买 |
卖出 |
24.22575 |
49800.0 |
¥1.21M |
|
| 2022-06-23 |
WR超卖 |
买入 |
22.422399999999996 |
53900.0 |
¥1.21M |
|
| 2022-08-08 |
WR超买 |
卖出 |
23.23674 |
53900.0 |
¥1.25M |
|
| 2022-08-24 |
WR超卖 |
买入 |
20.960939999999997 |
59400.0 |
¥1.25M |
|
| 2022-10-21 |
WR超买 |
卖出 |
18.86112 |
59400.0 |
¥1.12M |
|
| 2022-11-25 |
WR超卖 |
买入 |
19.829809999999995 |
56400.0 |
¥1.12M |
|
| 2023-01-11 |
WR超买 |
卖出 |
18.13185 |
56400.0 |
¥1.02M |
|
| 2023-02-22 |
WR超卖 |
买入 |
20.270249999999997 |
50200.0 |
¥1.02M |
|
| 2023-03-10 |
WR超买 |
卖出 |
20.56941 |
50200.0 |
¥1.03M |
|
| 2023-04-26 |
WR超卖 |
买入 |
22.342319999999997 |
46200.0 |
¥1.03M |
|
| 2023-06-01 |
WR超买 |
卖出 |
21.99798 |
46200.0 |
¥1.02M |
|
| 2023-06-09 |
WR超卖 |
买入 |
20.3203 |
50400.0 |
¥1.02M |
|
| 2023-07-31 |
WR超买 |
卖出 |
21.258720000000004 |
50400.0 |
¥1.07M |
|
| 2023-08-15 |
WR超卖 |
买入 |
20.510489999999994 |
52000.0 |
¥1.07M |
|
| 2023-09-05 |
WR超买 |
卖出 |
20.679299999999998 |
52000.0 |
¥1.08M |
|
| 2023-09-22 |
WR超卖 |
买入 |
19.989969999999992 |
53900.0 |
¥1.08M |
|
| 2023-11-07 |
WR超买 |
卖出 |
18.76122 |
53900.0 |
¥1.01M |
|
| 2023-11-20 |
WR超卖 |
买入 |
18.1181 |
56000.0 |
¥1.01M |
|
| 2024-01-02 |
WR超买 |
卖出 |
17.312669999999997 |
56000.0 |
¥96.9万 |
|
| 2024-01-12 |
WR超卖 |
买入 |
16.13612 |
59900.0 |
¥96.7万 |
|
| 2024-02-28 |
WR超买 |
卖出 |
15.454529999999998 |
59900.0 |
¥92.5万 |
|
| 2024-03-15 |
WR超卖 |
买入 |
14.944929999999998 |
62100.0 |
¥92.8万 |
|
| 2024-04-30 |
WR超买 |
卖出 |
13.366620000000001 |
62100.0 |
¥83.0万 |
|
| 2024-05-22 |
WR超卖 |
买入 |
12.90289 |
64200.0 |
¥82.9万 |
|
| 2024-05-31 |
WR超买 |
卖出 |
13.6863 |
64200.0 |
¥87.8万 |
|
| 2024-06-28 |
WR超卖 |
买入 |
13.713699999999998 |
64000.0 |
¥87.8万 |
|
| 2024-07-12 |
WR超买 |
卖出 |
14.83515 |
64000.0 |
¥94.9万 |
|
| 2024-09-02 |
WR超卖 |
买入 |
14.614599999999998 |
64500.0 |
¥94.3万 |
|
| 2024-09-26 |
WR超买 |
卖出 |
14.39559 |
64500.0 |
¥92.8万 |
|
| 2024-11-18 |
WR超卖 |
买入 |
21.981959999999997 |
42300.0 |
¥93.0万 |
|
| 2025-02-20 |
WR超买 |
卖出 |
20.009970000000003 |
42300.0 |
¥84.6万 |
|
| 2025-03-27 |
WR超卖 |
买入 |
18.38837 |
46000.0 |
¥84.6万 |
|
| 2025-04-14 |
WR超买 |
卖出 |
19.12086 |
46000.0 |
¥87.9万 |
|
| 2025-04-29 |
WR超卖 |
买入 |
17.04703 |
51600.0 |
¥88.0万 |
|
| 2025-05-13 |
WR超买 |
卖出 |
18.39159 |
51600.0 |
¥94.9万 |
|
| 2025-06-11 |
WR超卖 |
买入 |
17.93792 |
53200.0 |
¥95.5万 |
|
| 2025-06-26 |
WR超买 |
卖出 |
18.75123 |
53200.0 |
¥99.7万 |
|
| 2025-08-01 |
WR超卖 |
买入 |
18.668649999999996 |
53400.0 |
¥99.7万 |
|
| 2025-08-25 |
WR超买 |
卖出 |
21.598380000000002 |
53400.0 |
¥1.15M |
|
| 2025-10-22 |
WR超卖 |
买入 |
24.30428 |
46700.0 |
¥1.14M |
|
| 2025-12-03 |
WR超买 |
卖出 |
22.24773 |
46700.0 |
¥1.04M |
|
| 2025-12-16 |
WR超卖 |
买入 |
20.6206 |
50800.0 |
¥1.05M |
|
| 2025-12-25 |
WR超买 |
卖出 |
21.718259999999997 |
50800.0 |
¥1.10M |
|
| 2026-02-04 |
WR超卖 |
买入 |
21.411389999999997 |
51300.0 |
¥1.10M |
|
| 2026-04-15 |
WR超买 |
卖出 |
17.862119999999997 |
51300.0 |
¥91.6万 |
|
| 2026-06-04 |
WR超卖 |
买入 |
24.724699999999995 |
36600.0 |
¥90.5万 |
|
| 2026-06-10 |
WR超买 |
卖出 |
32.21775 |
36600.0 |
¥1.18M |
|
| 2026-07-16 |
WR超卖 |
买入 |
29.829800000000002 |
38600.0 |
¥1.15M |
|
| 2026-08-13 |
WR超买 |
卖出 |
26.62335 |
38600.0 |
¥1.03M |
|
| 2026-08-25 |
WR超卖 |
买入 |
24.023999999999997 |
43400.0 |
¥1.04M |
|
| 2026-09-21 |
WR超买 |
卖出 |
24.555419999999998 |
43400.0 |
¥1.07M |
|
| 2026-10-09 |
WR超卖 |
买入 |
21.30128 |
50800.0 |
¥1.08M |
|
| 2026-11-05 |
WR超买 |
卖出 |
18.781200000000002 |
50800.0 |
¥95.4万 |
|