688256 寒武纪 — 威廉指标超卖 回测明细
数据区间: 2020-07-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.59M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +58.56%）
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 35 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 |
2020-08-11 |
2020-10-13 |
221.16721026399995 |
174.12570000000002 |
¥-20.7万 |
-21.29% |
WR超买 |
| 2 |
2020-11-17 |
2021-01-15 |
174.22625219999998 |
158.841 |
¥-6.9万 |
-8.86% |
WR超买 |
| 3 |
2021-02-03 |
2021-03-02 |
147.63171623199997 |
154.15569 |
¥3.1万 |
+4.39% |
WR超买 |
| 4 |
2021-03-19 |
2021-05-28 |
144.97827043699996 |
117.58229999999999 |
¥-14.3万 |
-18.92% |
WR超买 |
| 5 |
2021-07-14 |
2021-11-05 |
126.81468299499998 |
85.80411 |
¥-19.7万 |
-32.36% |
WR超买 |
| 6 |
2021-12-22 |
2022-02-22 |
91.21845732999998 |
83.14677 |
¥-3.6万 |
-8.88% |
WR超买 |
| 7 |
2022-03-16 |
2022-05-20 |
66.20597583600001 |
54.67527 |
¥-6.6万 |
-17.44% |
WR超买 |
| 8 |
2022-07-06 |
2022-08-08 |
62.74147679799999 |
71.29863 |
¥4.2万 |
+13.60% |
WR超买 |
| 9 |
2022-08-23 |
2022-09-05 |
60.92912325499999 |
82.70721 |
¥12.4万 |
+35.70% |
WR超买 |
| 10 |
2022-09-22 |
2022-10-27 |
65.595182653 |
65.44 |
¥-1,259 |
-0.27% |
WR超买 |
| 11 |
2022-11-24 |
2022-12-13 |
65.034454485 |
67.09284 |
¥1.5万 |
+3.13% |
WR超买 |
| 12 |
2022-12-20 |
2023-01-17 |
60.428473104999995 |
57.932010000000005 |
¥-2.0万 |
-4.16% |
WR超买 |
| 13 |
2023-05-11 |
2023-05-29 |
201.882166486 |
225.76401 |
¥5.5万 |
+11.80% |
WR超买 |
| 14 |
2023-06-16 |
2023-06-21 |
207.16903207000001 |
256.43331 |
¥11.8万 |
+23.74% |
WR超买 |
| 15 |
2023-06-27 |
2023-10-20 |
198.2574594 |
143.856 |
¥-16.9万 |
-27.46% |
WR超买 |
| 16 |
2023-10-24 |
2023-11-13 |
107.23926212999999 |
138.87098999999998 |
¥13.6万 |
+29.46% |
WR超买 |
| 17 |
2023-12-18 |
2024-01-24 |
143.68659305 |
133.16670000000002 |
¥-4.4万 |
-7.35% |
WR超买 |
| 18 |
2024-01-31 |
2024-02-20 |
116.15083479999998 |
130.84902 |
¥7.0万 |
+12.62% |
WR超买 |
| 19 |
2024-03-28 |
2024-04-29 |
169.389971751 |
163.0 |
¥-2.4万 |
-3.80% |
WR超买 |
| 20 |
2024-05-30 |
2024-06-12 |
170.55148009899997 |
190.22958 |
¥6.9万 |
+11.50% |
WR超买 |
| 21 |
2024-07-03 |
2024-07-17 |
196.42507985099996 |
247.752 |
¥17.4万 |
+26.09% |
WR超买 |
| 22 |
2024-08-07 |
2024-08-22 |
233.28294389399997 |
262.737 |
¥10.6万 |
+12.59% |
WR超买 |
| 23 |
2024-09-05 |
2024-09-30 |
239.470979748 |
255.744 |
¥6.5万 |
+6.76% |
WR超买 |
| 24 |
2025-01-17 |
2025-02-24 |
577.7502730999998 |
743.256 |
¥28.1万 |
+28.61% |
WR超买 |
| 25 |
2025-03-24 |
2025-04-17 |
679.8829036999998 |
644.355 |
¥-6.8万 |
-5.25% |
WR超买 |
| 26 |
2025-05-13 |
2025-06-26 |
679.212032499 |
610.389 |
¥-12.4万 |
-10.16% |
WR超买 |
| 27 |
2025-07-02 |
2025-07-23 |
560.388066 |
592.6067999999999 |
¥6.1万 |
+5.72% |
WR超买 |
| 28 |
2025-10-13 |
2025-10-23 |
1211.5733629999997 |
1407.591 |
¥17.6万 |
+16.14% |
WR超买 |
| 29 |
2025-11-12 |
2025-12-02 |
1313.7059935999998 |
1368.63 |
¥5.5万 |
+4.15% |
WR超买 |
| 30 |
2025-12-17 |
2025-12-31 |
1271.761524033 |
1424.574 |
¥16.8万 |
+11.98% |
WR超买 |
| 31 |
2026-01-21 |
2026-04-08 |
1337.0863556049997 |
1157.9408999999998 |
¥-19.7万 |
-13.42% |
WR超买 |
| 32 |
2026-05-11 |
2026-05-29 |
1202.5616602999999 |
1398.6 |
¥21.5万 |
+16.27% |
WR超买 |
| 33 |
2026-06-09 |
2026-06-22 |
1280.6630836999998 |
1478.52 |
¥23.7万 |
+15.41% |
WR超买 |
| 34 |
2026-07-16 |
2026-09-17 |
1307.59806177 |
1128.87 |
¥-23.3万 |
-13.69% |
WR超买 |
| 35 |
2026-09-29 |
2026-11-13 |
1025.141260143 |
1017.85113 |
¥-1.1万 |
-0.74% |
WR超买 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-08-11 |
WR超卖 |
买入 |
221.10087999999996 |
4400.0 |
¥97.3万 |
|
| 2020-10-13 |
WR超买 |
卖出 |
174.12570000000002 |
4400.0 |
¥76.6万 |
|
| 2020-11-17 |
WR超卖 |
买入 |
174.17399999999998 |
4500.0 |
¥78.4万 |
|
| 2021-01-15 |
WR超买 |
卖出 |
158.841 |
4500.0 |
¥71.5万 |
|
| 2021-02-03 |
WR超卖 |
买入 |
147.58744 |
4800.0 |
¥70.9万 |
|
| 2021-03-02 |
WR超买 |
卖出 |
154.15569 |
4800.0 |
¥74.0万 |
|
| 2021-03-19 |
WR超卖 |
买入 |
144.93478999999996 |
5200.0 |
¥75.4万 |
|
| 2021-05-28 |
WR超买 |
卖出 |
117.58229999999999 |
5200.0 |
¥61.1万 |
|
| 2021-07-14 |
WR超卖 |
买入 |
126.77664999999999 |
4800.0 |
¥60.9万 |
|
| 2021-11-05 |
WR超买 |
卖出 |
85.80411 |
4800.0 |
¥41.2万 |
|
| 2021-12-22 |
WR超卖 |
买入 |
91.19109999999998 |
4500.0 |
¥41.0万 |
|
| 2022-02-22 |
WR超买 |
卖出 |
83.14677 |
4500.0 |
¥37.4万 |
|
| 2022-03-16 |
WR超卖 |
买入 |
66.18612 |
5700.0 |
¥37.7万 |
|
| 2022-05-20 |
WR超买 |
卖出 |
54.67527 |
5700.0 |
¥31.2万 |
|
| 2022-07-06 |
WR超卖 |
买入 |
62.72265999999998 |
4900.0 |
¥30.7万 |
|
| 2022-08-08 |
WR超买 |
卖出 |
71.29863 |
4900.0 |
¥34.9万 |
|
| 2022-08-23 |
WR超卖 |
买入 |
60.910849999999996 |
5700.0 |
¥34.7万 |
|
| 2022-09-05 |
WR超买 |
卖出 |
82.70721 |
5700.0 |
¥47.1万 |
|
| 2022-09-22 |
WR超卖 |
买入 |
65.57551 |
7200.0 |
¥47.2万 |
|
| 2022-10-27 |
WR超买 |
卖出 |
65.44 |
7200.0 |
¥47.1万 |
|
| 2022-11-24 |
WR超卖 |
买入 |
65.01495 |
7300.0 |
¥47.5万 |
|
| 2022-12-13 |
WR超买 |
卖出 |
67.09284 |
7300.0 |
¥49.0万 |
|
| 2022-12-20 |
WR超卖 |
买入 |
60.410349999999994 |
8100.0 |
¥48.9万 |
|
| 2023-01-17 |
WR超买 |
卖出 |
57.932010000000005 |
8100.0 |
¥46.9万 |
|
| 2023-05-11 |
WR超卖 |
买入 |
201.82162 |
2300.0 |
¥46.4万 |
|
| 2023-05-29 |
WR超买 |
卖出 |
225.76401 |
2300.0 |
¥51.9万 |
|
| 2023-06-16 |
WR超卖 |
买入 |
207.1069 |
2400.0 |
¥49.7万 |
|
| 2023-06-21 |
WR超买 |
卖出 |
256.43331 |
2400.0 |
¥61.5万 |
|
| 2023-06-27 |
WR超卖 |
买入 |
198.19799999999998 |
3100.0 |
¥61.5万 |
|
| 2023-10-20 |
WR超买 |
卖出 |
143.856 |
3100.0 |
¥44.6万 |
|
| 2023-10-24 |
WR超卖 |
买入 |
107.20709999999998 |
4300.0 |
¥46.1万 |
|
| 2023-11-13 |
WR超买 |
卖出 |
138.87098999999998 |
4300.0 |
¥59.7万 |
|
| 2023-12-18 |
WR超卖 |
买入 |
143.6435 |
4200.0 |
¥60.3万 |
|
| 2024-01-24 |
WR超买 |
卖出 |
133.16670000000002 |
4200.0 |
¥55.9万 |
|
| 2024-01-31 |
WR超卖 |
买入 |
116.11599999999999 |
4800.0 |
¥55.8万 |
|
| 2024-02-20 |
WR超买 |
卖出 |
130.84902 |
4800.0 |
¥62.8万 |
|
| 2024-03-28 |
WR超卖 |
买入 |
169.33916999999997 |
3700.0 |
¥62.7万 |
|
| 2024-04-29 |
WR超买 |
卖出 |
163.0 |
3700.0 |
¥60.3万 |
|
| 2024-05-30 |
WR超卖 |
买入 |
170.50032999999996 |
3500.0 |
¥59.7万 |
|
| 2024-06-12 |
WR超买 |
卖出 |
190.22958 |
3500.0 |
¥66.6万 |
|
| 2024-07-03 |
WR超卖 |
买入 |
196.36616999999995 |
3400.0 |
¥66.8万 |
|
| 2024-07-17 |
WR超买 |
卖出 |
247.752 |
3400.0 |
¥84.2万 |
|
| 2024-08-07 |
WR超卖 |
买入 |
233.21297999999996 |
3600.0 |
¥84.0万 |
|
| 2024-08-22 |
WR超买 |
卖出 |
262.737 |
3600.0 |
¥94.6万 |
|
| 2024-09-05 |
WR超卖 |
买入 |
239.39915999999997 |
4000.0 |
¥95.8万 |
|
| 2024-09-30 |
WR超买 |
卖出 |
255.744 |
4000.0 |
¥1.02M |
|
| 2025-01-17 |
WR超卖 |
买入 |
577.5769999999999 |
1700.0 |
¥98.2万 |
|
| 2025-02-24 |
WR超买 |
卖出 |
743.256 |
1700.0 |
¥1.26M |
|
| 2025-03-24 |
WR超卖 |
买入 |
679.679 |
1900.0 |
¥1.29M |
|
| 2025-04-17 |
WR超买 |
卖出 |
644.355 |
1900.0 |
¥1.22M |
|
| 2025-05-13 |
WR超卖 |
买入 |
679.00833 |
1800.0 |
¥1.22M |
|
| 2025-06-26 |
WR超买 |
卖出 |
610.389 |
1800.0 |
¥1.10M |
|
| 2025-07-02 |
WR超卖 |
买入 |
560.22 |
1900.0 |
¥1.06M |
|
| 2025-07-23 |
WR超买 |
卖出 |
592.6067999999999 |
1900.0 |
¥1.13M |
|
| 2025-10-13 |
WR超卖 |
买入 |
1211.2099999999998 |
900.0 |
¥1.09M |
|
| 2025-10-23 |
WR超买 |
卖出 |
1407.591 |
900.0 |
¥1.27M |
|
| 2025-11-12 |
WR超卖 |
买入 |
1313.312 |
1000.0 |
¥1.31M |
|
| 2025-12-02 |
WR超买 |
卖出 |
1368.63 |
1000.0 |
¥1.37M |
|
| 2025-12-17 |
WR超卖 |
买入 |
1271.3801099999998 |
1100.0 |
¥1.40M |
|
| 2025-12-31 |
WR超买 |
卖出 |
1424.574 |
1100.0 |
¥1.57M |
|
| 2026-01-21 |
WR超卖 |
买入 |
1336.6853499999997 |
1100.0 |
¥1.47M |
|
| 2026-04-08 |
WR超买 |
卖出 |
1157.9408999999998 |
1100.0 |
¥1.27M |
|
| 2026-05-11 |
WR超卖 |
买入 |
1202.2009999999998 |
1100.0 |
¥1.32M |
|
| 2026-05-29 |
WR超买 |
卖出 |
1398.6 |
1100.0 |
¥1.54M |
|
| 2026-06-09 |
WR超卖 |
买入 |
1280.2789999999998 |
1200.0 |
¥1.54M |
|
| 2026-06-22 |
WR超买 |
卖出 |
1478.52 |
1200.0 |
¥1.77M |
|
| 2026-07-16 |
WR超卖 |
买入 |
1307.2059 |
1300.0 |
¥1.70M |
|
| 2026-09-17 |
WR超买 |
卖出 |
1128.87 |
1300.0 |
¥1.47M |
|
| 2026-09-29 |
WR超卖 |
买入 |
1024.8338099999999 |
1500.0 |
¥1.54M |
|
| 2026-11-13 |
WR超买 |
卖出 |
1017.85113 |
1500.0 |
¥1.53M |
|