688521 芯原股份 — 威廉指标超卖 回测明细
数据区间: 2020-08-18 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥33.0万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -67.01%）
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 32 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 |
2020-09-09 |
2020-11-10 |
97.12612909999999 |
108.89099999999999 |
¥12.0万 |
+12.08% |
WR超买 |
| 2 |
2020-11-27 |
2020-12-03 |
92.92066784 |
98.80109999999999 |
¥7.0万 |
+6.30% |
WR超买 |
| 3 |
2020-12-10 |
2021-01-19 |
90.91806723999998 |
83.46645 |
¥-9.6万 |
-8.22% |
WR超买 |
| 4 |
2021-02-04 |
2021-04-23 |
80.114037003 |
62.30763 |
¥-24.1万 |
-22.25% |
WR超买 |
| 5 |
2021-04-30 |
2021-05-26 |
56.0728168 |
58.72122 |
¥4.0万 |
+4.69% |
WR超买 |
| 6 |
2021-07-08 |
2021-07-23 |
68.77931760699998 |
73.926 |
¥6.6万 |
+7.45% |
WR超买 |
| 7 |
2021-08-25 |
2021-11-04 |
84.59986234699998 |
66.28365 |
¥-20.7万 |
-21.67% |
WR超买 |
| 8 |
2021-12-21 |
2022-05-18 |
74.376586284 |
44.395559999999996 |
¥-30.0万 |
-40.33% |
WR超买 |
| 9 |
2022-07-13 |
2022-08-08 |
44.768136413 |
69.93 |
¥25.1万 |
+56.16% |
WR超买 |
| 10 |
2022-08-29 |
2022-10-21 |
49.55435184699999 |
45.954 |
¥-5.0万 |
-7.29% |
WR超买 |
| 11 |
2022-11-23 |
2022-12-13 |
49.904806952 |
50.43951 |
¥6,702 |
+1.04% |
WR超买 |
| 12 |
2022-12-23 |
2023-01-17 |
47.09115310899999 |
48.31164 |
¥1.7万 |
+2.56% |
WR超买 |
| 13 |
2023-04-18 |
2023-05-22 |
93.40129198399998 |
84.78513000000001 |
¥-6.1万 |
-9.25% |
WR超买 |
| 14 |
2023-06-26 |
2023-08-31 |
80.544596132 |
64.935 |
¥-11.7万 |
-19.40% |
WR超买 |
| 15 |
2023-09-19 |
2023-11-08 |
62.898863999999996 |
59.23071 |
¥-2.9万 |
-5.86% |
WR超买 |
| 16 |
2023-11-24 |
2024-02-26 |
56.51695 |
38.14182 |
¥-15.1万 |
-32.53% |
WR超买 |
| 17 |
2024-03-25 |
2024-04-29 |
39.170867736 |
31.37859 |
¥-6.2万 |
-19.92% |
WR超买 |
| 18 |
2024-05-13 |
2024-06-04 |
29.688553894999995 |
32.17779 |
¥2.1万 |
+8.35% |
WR超买 |
| 19 |
2024-06-25 |
2024-07-10 |
30.739219000000002 |
34.32564 |
¥3.2万 |
+11.63% |
WR超买 |
| 20 |
2024-07-30 |
2024-09-27 |
31.120413323999994 |
28.49 |
¥-2.6万 |
-8.48% |
WR超买 |
| 21 |
2024-11-04 |
2024-11-12 |
39.93185596399999 |
55.444500000000005 |
¥11.0万 |
+38.81% |
WR超买 |
| 22 |
2024-11-29 |
2024-12-27 |
49.163844729999994 |
59.29065 |
¥8.0万 |
+20.56% |
WR超买 |
| 23 |
2025-01-06 |
2025-01-23 |
47.66189428 |
54.425520000000006 |
¥6.7万 |
+14.16% |
WR超买 |
| 24 |
2025-04-30 |
2025-06-06 |
92.11962759999997 |
88.4115 |
¥-2.2万 |
-4.05% |
WR超买 |
| 25 |
2025-06-24 |
2025-07-01 |
86.12183880299999 |
96.41349000000001 |
¥6.2万 |
+11.92% |
WR超买 |
| 26 |
2025-07-10 |
2025-07-28 |
87.1131261 |
92.93697 |
¥3.8万 |
+6.65% |
WR超买 |
| 27 |
2025-10-15 |
2026-01-06 |
168.51884048999997 |
143.3565 |
¥-9.1万 |
-14.96% |
WR超买 |
| 28 |
2026-03-12 |
2026-04-02 |
220.44627404799996 |
219.70007999999999 |
¥-1,868 |
-0.37% |
WR超买 |
| 29 |
2026-05-28 |
2026-06-18 |
250.32507499999997 |
260.739 |
¥2.1万 |
+4.13% |
WR超买 |
| 30 |
2026-07-13 |
2026-08-18 |
286.08150871299995 |
214.79498999999998 |
¥-12.8万 |
-24.94% |
WR超买 |
| 31 |
2026-08-20 |
2026-09-21 |
188.41467745099996 |
206.793 |
¥4.0万 |
+9.72% |
WR超买 |
| 32 |
2026-10-08 |
2026-11-13 |
168.21845039999997 |
118.76111999999998 |
¥-12.9万 |
-29.42% |
WR超买 |
逐笔成交记录（共 64 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-09-09 |
WR超卖 |
买入 |
97.097 |
10200.0 |
¥99.1万 |
|
| 2020-11-10 |
WR超买 |
卖出 |
108.89099999999999 |
10200.0 |
¥1.11M |
|
| 2020-11-27 |
WR超卖 |
买入 |
92.8928 |
12000.0 |
¥1.12M |
|
| 2020-12-03 |
WR超买 |
卖出 |
98.80109999999999 |
12000.0 |
¥1.19M |
|
| 2020-12-10 |
WR超卖 |
买入 |
90.89079999999998 |
12900.0 |
¥1.17M |
|
| 2021-01-19 |
WR超买 |
卖出 |
83.46645 |
12900.0 |
¥1.08M |
|
| 2021-02-04 |
WR超卖 |
买入 |
80.09001 |
13500.0 |
¥1.08M |
|
| 2021-04-23 |
WR超买 |
卖出 |
62.30763 |
13500.0 |
¥84.1万 |
|
| 2021-04-30 |
WR超卖 |
买入 |
56.056 |
15200.0 |
¥85.2万 |
|
| 2021-05-26 |
WR超买 |
卖出 |
58.72122 |
15200.0 |
¥89.2万 |
|
| 2021-07-08 |
WR超卖 |
买入 |
68.75868999999999 |
12800.0 |
¥88.0万 |
|
| 2021-07-23 |
WR超买 |
卖出 |
73.926 |
12800.0 |
¥94.6万 |
|
| 2021-08-25 |
WR超卖 |
买入 |
84.57448999999998 |
11300.0 |
¥95.6万 |
|
| 2021-11-04 |
WR超买 |
卖出 |
66.28365 |
11300.0 |
¥74.9万 |
|
| 2021-12-21 |
WR超卖 |
买入 |
74.35427999999999 |
10000.0 |
¥74.4万 |
|
| 2022-05-18 |
WR超买 |
卖出 |
44.395559999999996 |
10000.0 |
¥44.4万 |
|
| 2022-07-13 |
WR超卖 |
买入 |
44.754709999999996 |
10000.0 |
¥44.8万 |
|
| 2022-08-08 |
WR超买 |
卖出 |
69.93 |
10000.0 |
¥69.9万 |
|
| 2022-08-29 |
WR超卖 |
买入 |
49.539489999999994 |
13700.0 |
¥67.9万 |
|
| 2022-10-21 |
WR超买 |
卖出 |
45.954 |
13700.0 |
¥62.9万 |
|
| 2022-11-23 |
WR超卖 |
买入 |
49.88984 |
12900.0 |
¥64.4万 |
|
| 2022-12-13 |
WR超买 |
卖出 |
50.43951 |
12900.0 |
¥65.0万 |
|
| 2022-12-23 |
WR超卖 |
买入 |
47.07702999999999 |
13700.0 |
¥64.5万 |
|
| 2023-01-17 |
WR超买 |
卖出 |
48.31164 |
13700.0 |
¥66.2万 |
|
| 2023-04-18 |
WR超卖 |
买入 |
93.37328 |
7100.0 |
¥66.3万 |
|
| 2023-05-22 |
WR超买 |
卖出 |
84.78513000000001 |
7100.0 |
¥60.2万 |
|
| 2023-06-26 |
WR超卖 |
买入 |
80.52044 |
7500.0 |
¥60.4万 |
|
| 2023-08-31 |
WR超买 |
卖出 |
64.935 |
7500.0 |
¥48.7万 |
|
| 2023-09-19 |
WR超卖 |
买入 |
62.88 |
7800.0 |
¥49.1万 |
|
| 2023-11-08 |
WR超买 |
卖出 |
59.23071 |
7800.0 |
¥46.2万 |
|
| 2023-11-24 |
WR超卖 |
买入 |
56.5 |
8200.0 |
¥46.3万 |
|
| 2024-02-26 |
WR超买 |
卖出 |
38.14182 |
8200.0 |
¥31.3万 |
|
| 2024-03-25 |
WR超卖 |
买入 |
39.159119999999994 |
7900.0 |
¥30.9万 |
|
| 2024-04-29 |
WR超买 |
卖出 |
31.37859 |
7900.0 |
¥24.8万 |
|
| 2024-05-13 |
WR超卖 |
买入 |
29.679649999999995 |
8500.0 |
¥25.2万 |
|
| 2024-06-04 |
WR超买 |
卖出 |
32.17779 |
8500.0 |
¥27.3万 |
|
| 2024-06-25 |
WR超卖 |
买入 |
30.73 |
9000.0 |
¥27.7万 |
|
| 2024-07-10 |
WR超买 |
卖出 |
34.32564 |
9000.0 |
¥30.9万 |
|
| 2024-07-30 |
WR超卖 |
买入 |
31.11107999999999 |
9900.0 |
¥30.8万 |
|
| 2024-09-27 |
WR超买 |
卖出 |
28.49 |
9900.0 |
¥28.2万 |
|
| 2024-11-04 |
WR超卖 |
买入 |
39.91988 |
7100.0 |
¥28.4万 |
|
| 2024-11-12 |
WR超买 |
卖出 |
55.444500000000005 |
7100.0 |
¥39.4万 |
|
| 2024-11-29 |
WR超卖 |
买入 |
49.1491 |
7900.0 |
¥38.8万 |
|
| 2024-12-27 |
WR超买 |
卖出 |
59.29065 |
7900.0 |
¥46.8万 |
|
| 2025-01-06 |
WR超卖 |
买入 |
47.6476 |
9900.0 |
¥47.2万 |
|
| 2025-01-23 |
WR超买 |
卖出 |
54.425520000000006 |
9900.0 |
¥53.9万 |
|
| 2025-04-30 |
WR超卖 |
买入 |
92.09199999999997 |
5800.0 |
¥53.4万 |
|
| 2025-06-06 |
WR超买 |
卖出 |
88.4115 |
5800.0 |
¥51.3万 |
|
| 2025-06-24 |
WR超卖 |
买入 |
86.09600999999999 |
6000.0 |
¥51.7万 |
|
| 2025-07-01 |
WR超买 |
卖出 |
96.41349000000001 |
6000.0 |
¥57.8万 |
|
| 2025-07-10 |
WR超卖 |
买入 |
87.08699999999999 |
6600.0 |
¥57.5万 |
|
| 2025-07-28 |
WR超买 |
卖出 |
92.93697 |
6600.0 |
¥61.3万 |
|
| 2025-10-15 |
WR超卖 |
买入 |
168.4683 |
3600.0 |
¥60.7万 |
|
| 2026-01-06 |
WR超买 |
卖出 |
143.3565 |
3600.0 |
¥51.6万 |
|
| 2026-03-12 |
WR超卖 |
买入 |
220.38015999999996 |
2300.0 |
¥50.7万 |
|
| 2026-04-02 |
WR超买 |
卖出 |
219.70007999999999 |
2300.0 |
¥50.5万 |
|
| 2026-05-28 |
WR超卖 |
买入 |
250.24999999999997 |
2000.0 |
¥50.1万 |
|
| 2026-06-18 |
WR超买 |
卖出 |
260.739 |
2000.0 |
¥52.1万 |
|
| 2026-07-13 |
WR超卖 |
买入 |
285.99571 |
1800.0 |
¥51.5万 |
|
| 2026-08-18 |
WR超买 |
卖出 |
214.79498999999998 |
1800.0 |
¥38.7万 |
|
| 2026-08-20 |
WR超卖 |
买入 |
188.35816999999997 |
2200.0 |
¥41.5万 |
|
| 2026-09-21 |
WR超买 |
卖出 |
206.793 |
2200.0 |
¥45.5万 |
|
| 2026-10-08 |
WR超卖 |
买入 |
168.16799999999998 |
2600.0 |
¥43.7万 |
|
| 2026-11-13 |
WR超买 |
卖出 |
118.76111999999998 |
2600.0 |
¥30.9万 |
|