688396 华润微 — 威廉指标超卖 回测明细
数据区间: 2020-02-27 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.57M
策略: 威廉指标超卖
K线 & 交易信号（策略收益 +57.47%）
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 |
2020-03-23 |
2020-05-07 |
39.541348846999995 |
40.959 |
¥3.4万 |
+3.55% |
WR超买 |
| 2 |
2020-05-28 |
2020-06-03 |
38.34980148999999 |
42.6573 |
¥11.5万 |
+11.20% |
WR超买 |
| 3 |
2020-06-18 |
2020-07-01 |
38.489983532 |
44.61534 |
¥18.2万 |
+15.88% |
WR超买 |
| 4 |
2020-07-22 |
2020-08-06 |
47.93224536099999 |
55.96398000000001 |
¥22.1万 |
+16.72% |
WR超买 |
| 5 |
2020-08-20 |
2020-09-18 |
49.57437785299999 |
53.77617 |
¥12.9万 |
+8.44% |
WR超买 |
| 6 |
2020-10-21 |
2020-11-10 |
50.155132027 |
56.72322 |
¥21.6万 |
+13.06% |
WR超买 |
| 7 |
2020-12-23 |
2021-01-19 |
66.746677998 |
72.8271 |
¥17.1万 |
+9.08% |
WR超买 |
| 8 |
2021-01-28 |
2021-03-02 |
61.68009847999999 |
66.933 |
¥17.2万 |
+8.48% |
WR超买 |
| 9 |
2021-03-11 |
2021-04-06 |
58.47593751999998 |
62.84 |
¥16.6万 |
+7.43% |
WR超买 |
| 10 |
2021-05-11 |
2021-05-28 |
57.694923286 |
62.50743000000001 |
¥19.8万 |
+8.31% |
WR超买 |
| 11 |
2021-07-14 |
2021-07-27 |
81.10532429999999 |
89.7102 |
¥27.3万 |
+10.58% |
WR超买 |
| 12 |
2021-08-10 |
2021-10-18 |
84.15929021499998 |
71.46846000000001 |
¥-43.1万 |
-15.11% |
WR超买 |
| 13 |
2021-10-28 |
2021-11-12 |
61.37970838999998 |
66.8331 |
¥21.3万 |
+8.85% |
WR超买 |
| 14 |
2021-12-17 |
2022-02-24 |
67.21728913899999 |
58.291650000000004 |
¥-35.1万 |
-13.30% |
WR超买 |
| 15 |
2022-04-01 |
2022-05-11 |
54.47073632 |
49.74 |
¥-19.9万 |
-8.71% |
WR超买 |
| 16 |
2022-07-05 |
2022-08-08 |
54.901295449 |
57.4425 |
¥9.6万 |
+4.60% |
WR超买 |
| 17 |
2022-08-25 |
2022-10-18 |
53.379318993 |
48.901050000000005 |
¥-18.5万 |
-8.42% |
WR超买 |
| 18 |
2022-11-29 |
2022-12-07 |
51.486861426 |
55.304640000000006 |
¥14.9万 |
+7.38% |
WR超买 |
| 19 |
2022-12-22 |
2023-01-17 |
53.86995613999999 |
54.945 |
¥4.2万 |
+1.97% |
WR超买 |
| 20 |
2023-02-20 |
2023-03-07 |
54.610918361999985 |
58.82112 |
¥16.9万 |
+7.68% |
WR超买 |
| 21 |
2023-04-20 |
2023-05-12 |
60.108057008999985 |
60.44949 |
¥1.3万 |
+0.54% |
WR超买 |
| 22 |
2023-05-25 |
2023-07-12 |
57.564754247 |
53.65 |
¥-16.3万 |
-6.83% |
WR超买 |
| 23 |
2023-08-11 |
2023-08-30 |
54.600905358999995 |
58.73121 |
¥16.7万 |
+7.53% |
WR超买 |
| 24 |
2023-09-13 |
2023-10-27 |
55.081529502999985 |
54.26568 |
¥-3.6万 |
-1.51% |
WR超买 |
| 25 |
2023-11-16 |
2023-11-21 |
52.06761559999999 |
54.645300000000006 |
¥11.6万 |
+4.92% |
WR超买 |
| 26 |
2023-11-27 |
2024-02-19 |
51.927433558 |
41.1588 |
¥-51.1万 |
-20.76% |
WR超买 |
| 27 |
2024-03-25 |
2024-05-10 |
40.092064011999994 |
39.010949999999994 |
¥-5.3万 |
-2.73% |
WR超买 |
| 28 |
2024-05-30 |
2024-06-12 |
37.29843617499999 |
38.841120000000004 |
¥7.8万 |
+4.10% |
WR超买 |
| 29 |
2024-06-28 |
2024-07-17 |
37.23835815699999 |
38.511449999999996 |
¥6.7万 |
+3.39% |
WR超买 |
| 30 |
2024-07-30 |
2024-08-01 |
37.608839268000004 |
39.67029 |
¥11.2万 |
+5.45% |
WR超买 |
| 31 |
2024-08-13 |
2024-09-06 |
36.84785103999999 |
35.964 |
¥-5.3万 |
-2.43% |
WR超买 |
| 32 |
2024-11-04 |
2024-11-12 |
49.36410479 |
56.44350000000001 |
¥30.2万 |
+14.31% |
WR超买 |
| 33 |
2024-11-25 |
2025-01-20 |
49.71455989499999 |
47.42253 |
¥-11.2万 |
-4.64% |
WR超买 |
| 34 |
2025-02-19 |
2025-02-20 |
45.809488725 |
48.80114999999999 |
¥14.9万 |
+6.50% |
WR超买 |
| 35 |
2025-03-14 |
2025-04-11 |
47.121192117999996 |
44.43552 |
¥-14.0万 |
-5.73% |
WR超买 |
| 36 |
2025-05-23 |
2025-06-04 |
46.36020388999999 |
47.83212 |
¥7.2万 |
+3.14% |
WR超买 |
| 37 |
2025-06-11 |
2025-07-01 |
46.520411937999995 |
47.2527 |
¥3.7万 |
+1.54% |
WR超买 |
| 38 |
2025-08-01 |
2025-08-20 |
46.66059398 |
48.1518 |
¥7.6万 |
+3.16% |
WR超买 |
| 39 |
2025-09-10 |
2025-09-23 |
48.26267445999999 |
51.43851 |
¥16.3万 |
+6.55% |
WR超买 |
| 40 |
2025-10-23 |
2025-12-02 |
52.55825274699999 |
49.95 |
¥-13.2万 |
-4.99% |
WR超买 |
| 41 |
2026-02-05 |
2026-04-09 |
58.67619757999999 |
49.3506 |
¥-39.8万 |
-15.92% |
WR超买 |
| 42 |
2026-07-13 |
2026-08-13 |
78.01130637299998 |
62.61732 |
¥-41.3万 |
-19.76% |
WR超买 |
| 43 |
2026-09-02 |
2026-09-21 |
57.727313 |
61.85808 |
¥12.0万 |
+7.12% |
WR超买 |
| 44 |
2026-10-08 |
2026-11-13 |
55.25175055399999 |
47.25 |
¥-26.6万 |
-14.51% |
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 |
|---|
| 2020-03-23 |
WR超卖 |
买入 |
39.529489999999996 |
24300.0 |
¥96.1万 |
|
| 2020-05-07 |
WR超买 |
卖出 |
40.959 |
24300.0 |
¥99.5万 |
|
| 2020-05-28 |
WR超卖 |
买入 |
38.33829999999999 |
26700.0 |
¥1.02M |
|
| 2020-06-03 |
WR超买 |
卖出 |
42.6573 |
26700.0 |
¥1.14M |
|
| 2020-06-18 |
WR超卖 |
买入 |
38.47843999999999 |
29700.0 |
¥1.14M |
|
| 2020-07-01 |
WR超买 |
卖出 |
44.61534 |
29700.0 |
¥1.32M |
|
| 2020-07-22 |
WR超卖 |
买入 |
47.91786999999999 |
27600.0 |
¥1.32M |
|
| 2020-08-06 |
WR超买 |
卖出 |
55.96398000000001 |
27600.0 |
¥1.54M |
|
| 2020-08-20 |
WR超卖 |
买入 |
49.559509999999996 |
30800.0 |
¥1.53M |
|
| 2020-09-18 |
WR超买 |
卖出 |
53.77617 |
30800.0 |
¥1.66M |
|
| 2020-10-21 |
WR超卖 |
买入 |
50.14009 |
32900.0 |
¥1.65M |
|
| 2020-11-10 |
WR超买 |
卖出 |
56.72322 |
32900.0 |
¥1.87M |
|
| 2020-12-23 |
WR超卖 |
买入 |
66.72666 |
28200.0 |
¥1.88M |
|
| 2021-01-19 |
WR超买 |
卖出 |
72.8271 |
28200.0 |
¥2.05M |
|
| 2021-01-28 |
WR超卖 |
买入 |
61.66159999999999 |
32800.0 |
¥2.02M |
|
| 2021-03-02 |
WR超买 |
卖出 |
66.933 |
32800.0 |
¥2.19M |
|
| 2021-03-11 |
WR超卖 |
买入 |
58.45839999999998 |
38200.0 |
¥2.23M |
|
| 2021-04-06 |
WR超买 |
卖出 |
62.84 |
38200.0 |
¥2.40M |
|
| 2021-05-11 |
WR超卖 |
买入 |
57.67762 |
41300.0 |
¥2.38M |
|
| 2021-05-28 |
WR超买 |
卖出 |
62.50743000000001 |
41300.0 |
¥2.58M |
|
| 2021-07-14 |
WR超卖 |
买入 |
81.08099999999999 |
31800.0 |
¥2.58M |
|
| 2021-07-27 |
WR超买 |
卖出 |
89.7102 |
31800.0 |
¥2.85M |
|
| 2021-08-10 |
WR超卖 |
买入 |
84.13404999999999 |
33900.0 |
¥2.85M |
|
| 2021-10-18 |
WR超买 |
卖出 |
71.46846000000001 |
33900.0 |
¥2.42M |
|
| 2021-10-28 |
WR超卖 |
买入 |
61.361299999999986 |
39200.0 |
¥2.41M |
|
| 2021-11-12 |
WR超买 |
卖出 |
66.8331 |
39200.0 |
¥2.62M |
|
| 2021-12-17 |
WR超卖 |
买入 |
67.19712999999999 |
39300.0 |
¥2.64M |
|
| 2022-02-24 |
WR超买 |
卖出 |
58.291650000000004 |
39300.0 |
¥2.29M |
|
| 2022-04-01 |
WR超卖 |
买入 |
54.4544 |
41900.0 |
¥2.28M |
|
| 2022-05-11 |
WR超买 |
卖出 |
49.74 |
41900.0 |
¥2.08M |
|
| 2022-07-05 |
WR超卖 |
买入 |
54.884829999999994 |
38200.0 |
¥2.10M |
|
| 2022-08-08 |
WR超买 |
卖出 |
57.4425 |
38200.0 |
¥2.19M |
|
| 2022-08-25 |
WR超卖 |
买入 |
53.36331 |
41200.0 |
¥2.20M |
|
| 2022-10-18 |
WR超买 |
卖出 |
48.901050000000005 |
41200.0 |
¥2.01M |
|
| 2022-11-29 |
WR超卖 |
买入 |
51.471419999999995 |
39100.0 |
¥2.01M |
|
| 2022-12-07 |
WR超买 |
卖出 |
55.304640000000006 |
39100.0 |
¥2.16M |
|
| 2022-12-22 |
WR超卖 |
买入 |
53.8538 |
40100.0 |
¥2.16M |
|
| 2023-01-17 |
WR超买 |
卖出 |
54.945 |
40100.0 |
¥2.20M |
|
| 2023-02-20 |
WR超卖 |
买入 |
54.594539999999995 |
40400.0 |
¥2.21M |
|
| 2023-03-07 |
WR超买 |
卖出 |
58.82112 |
40400.0 |
¥2.38M |
|
| 2023-04-20 |
WR超卖 |
买入 |
60.090029999999985 |
39200.0 |
¥2.36M |
|
| 2023-05-12 |
WR超买 |
卖出 |
60.44949 |
39200.0 |
¥2.37M |
|
| 2023-05-25 |
WR超卖 |
买入 |
57.547489999999996 |
41500.0 |
¥2.39M |
|
| 2023-07-12 |
WR超买 |
卖出 |
53.65 |
41500.0 |
¥2.23M |
|
| 2023-08-11 |
WR超卖 |
买入 |
54.584529999999994 |
40700.0 |
¥2.22M |
|
| 2023-08-30 |
WR超买 |
卖出 |
58.73121 |
40700.0 |
¥2.39M |
|
| 2023-09-13 |
WR超卖 |
买入 |
55.06500999999999 |
43200.0 |
¥2.38M |
|
| 2023-10-27 |
WR超买 |
卖出 |
54.26568 |
43200.0 |
¥2.34M |
|
| 2023-11-16 |
WR超卖 |
买入 |
52.05199999999999 |
45100.0 |
¥2.35M |
|
| 2023-11-21 |
WR超买 |
卖出 |
54.645300000000006 |
45100.0 |
¥2.46M |
|
| 2023-11-27 |
WR超卖 |
买入 |
51.91186 |
47400.0 |
¥2.46M |
|
| 2024-02-19 |
WR超买 |
卖出 |
41.1588 |
47400.0 |
¥1.95M |
|
| 2024-03-25 |
WR超卖 |
买入 |
40.08004 |
48400.0 |
¥1.94M |
|
| 2024-05-10 |
WR超买 |
卖出 |
39.010949999999994 |
48400.0 |
¥1.89M |
|
| 2024-05-30 |
WR超卖 |
买入 |
37.28724999999999 |
50900.0 |
¥1.90M |
|
| 2024-06-12 |
WR超买 |
卖出 |
38.841120000000004 |
50900.0 |
¥1.98M |
|
| 2024-06-28 |
WR超卖 |
买入 |
37.22718999999999 |
53200.0 |
¥1.98M |
|
| 2024-07-17 |
WR超买 |
卖出 |
38.511449999999996 |
53200.0 |
¥2.05M |
|
| 2024-07-30 |
WR超卖 |
买入 |
37.59756 |
54500.0 |
¥2.05M |
|
| 2024-08-01 |
WR超买 |
卖出 |
39.67029 |
54500.0 |
¥2.16M |
|
| 2024-08-13 |
WR超卖 |
买入 |
36.83679999999999 |
58700.0 |
¥2.16M |
|
| 2024-09-06 |
WR超买 |
卖出 |
35.964 |
58700.0 |
¥2.11M |
|
| 2024-11-04 |
WR超卖 |
买入 |
49.3493 |
42700.0 |
¥2.11M |
|
| 2024-11-12 |
WR超买 |
卖出 |
56.44350000000001 |
42700.0 |
¥2.41M |
|
| 2024-11-25 |
WR超卖 |
买入 |
49.69964999999999 |
48500.0 |
¥2.41M |
|
| 2025-01-20 |
WR超买 |
卖出 |
47.42253 |
48500.0 |
¥2.30M |
|
| 2025-02-19 |
WR超卖 |
买入 |
45.79574999999999 |
50100.0 |
¥2.30M |
|
| 2025-02-20 |
WR超买 |
卖出 |
48.80114999999999 |
50100.0 |
¥2.44M |
|
| 2025-03-14 |
WR超卖 |
买入 |
47.10706 |
51900.0 |
¥2.45M |
|
| 2025-04-11 |
WR超买 |
卖出 |
44.43552 |
51900.0 |
¥2.31M |
|
| 2025-05-23 |
WR超卖 |
买入 |
46.346299999999985 |
49700.0 |
¥2.30M |
|
| 2025-06-04 |
WR超买 |
卖出 |
47.83212 |
49700.0 |
¥2.38M |
|
| 2025-06-11 |
WR超卖 |
买入 |
46.506460000000004 |
51300.0 |
¥2.39M |
|
| 2025-07-01 |
WR超买 |
卖出 |
47.2527 |
51300.0 |
¥2.42M |
|
| 2025-08-01 |
WR超卖 |
买入 |
46.6466 |
51800.0 |
¥2.42M |
|
| 2025-08-20 |
WR超买 |
卖出 |
48.1518 |
51800.0 |
¥2.49M |
|
| 2025-09-10 |
WR超卖 |
买入 |
48.24819999999999 |
51600.0 |
¥2.49M |
|
| 2025-09-23 |
WR超买 |
卖出 |
51.43851 |
51600.0 |
¥2.65M |
|
| 2025-10-23 |
WR超卖 |
买入 |
52.542489999999994 |
50300.0 |
¥2.64M |
|
| 2025-12-02 |
WR超买 |
卖出 |
49.95 |
50300.0 |
¥2.51M |
|
| 2026-02-05 |
WR超卖 |
买入 |
58.6586 |
42600.0 |
¥2.50M |
|
| 2026-04-09 |
WR超买 |
卖出 |
49.3506 |
42600.0 |
¥2.10M |
|
| 2026-07-13 |
WR超卖 |
买入 |
77.98790999999999 |
26800.0 |
¥2.09M |
|
| 2026-08-13 |
WR超买 |
卖出 |
62.61732 |
26800.0 |
¥1.68M |
|
| 2026-09-02 |
WR超卖 |
买入 |
57.71 |
29200.0 |
¥1.69M |
|
| 2026-09-21 |
WR超买 |
卖出 |
61.85808 |
29200.0 |
¥1.81M |
|
| 2026-10-08 |
WR超卖 |
买入 |
55.23517999999999 |
33200.0 |
¥1.83M |
|
| 2026-11-13 |
强平 |
卖出 |
47.25 |
33200 |
¥1.57M |
回测结束强平 |