601319 中国人保 — 威廉指标超卖 回测明细
数据区间: 2018-11-16 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥56.3万
策略: 威廉指标超卖
K线 & 交易信号（策略收益 -43.72%）
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 48 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 |
2018-12-11 |
2019-01-30 |
6.2481138719999985 |
5.55444 |
¥-11.1万 |
-11.13% |
WR超买 |
| 2 |
2019-03-26 |
2019-05-28 |
9.472300838 |
8.43156 |
¥-9.8万 |
-11.01% |
WR超买 |
| 3 |
2019-07-09 |
2019-08-26 |
9.021715702999998 |
8.38161 |
¥-5.6万 |
-7.12% |
WR超买 |
| 4 |
2019-09-26 |
2019-12-16 |
8.831468646 |
7.092899999999999 |
¥-14.5万 |
-19.71% |
WR超买 |
| 5 |
2020-01-22 |
2020-02-21 |
7.499739246999998 |
7.4825099999999996 |
¥-1,527 |
-0.26% |
WR超买 |
| 6 |
2020-03-10 |
2020-05-11 |
6.818855042999998 |
6.43356 |
¥-3.3万 |
-5.68% |
WR超买 |
| 7 |
2020-05-25 |
2020-06-03 |
6.137970839 |
6.333660000000001 |
¥1.8万 |
+3.16% |
WR超买 |
| 8 |
2020-07-24 |
2020-08-18 |
7.3295181959999995 |
7.832159999999999 |
¥3.9万 |
+6.83% |
WR超买 |
| 9 |
2020-08-26 |
2020-09-21 |
7.299479186999999 |
7.20279 |
¥-8,284 |
-1.35% |
WR超买 |
| 10 |
2020-09-25 |
2020-10-22 |
6.828868046 |
7.102890000000001 |
¥2.4万 |
+3.98% |
WR超买 |
| 11 |
2020-10-29 |
2020-11-27 |
6.778803030999999 |
6.823169999999999 |
¥3,864 |
+0.62% |
WR超买 |
| 12 |
2020-12-11 |
2021-01-04 |
6.688686003999998 |
6.54345 |
¥-1.4万 |
-2.20% |
WR超买 |
| 13 |
2021-01-12 |
2021-02-22 |
6.268139877999999 |
6.153840000000001 |
¥-1.1万 |
-1.85% |
WR超买 |
| 14 |
2021-03-12 |
2021-05-06 |
6.057866814999999 |
6.033960000000001 |
¥-2,567 |
-0.42% |
WR超买 |
| 15 |
2021-06-04 |
2021-08-19 |
6.097918827 |
5.20479 |
¥-8.8万 |
-14.67% |
WR超买 |
| 16 |
2021-08-31 |
2021-09-07 |
5.066579517999999 |
5.2847100000000005 |
¥2.2万 |
+4.27% |
WR超买 |
| 17 |
2021-09-23 |
2021-10-22 |
5.0966185269999995 |
5.264729999999999 |
¥1.8万 |
+3.27% |
WR超买 |
| 18 |
2021-10-28 |
2021-12-13 |
5.131539 |
4.815180000000001 |
¥-3.4万 |
-6.19% |
WR超买 |
| 19 |
2021-12-23 |
2022-01-11 |
4.716124412999999 |
4.83516 |
¥1.3万 |
+2.49% |
WR超买 |
| 20 |
2022-01-17 |
2022-02-11 |
4.686085403999999 |
4.75524 |
¥7,694 |
+1.45% |
WR超买 |
| 21 |
2022-02-25 |
2022-03-29 |
4.656046395000001 |
4.52547 |
¥-1.5万 |
-2.83% |
WR超买 |
| 22 |
2022-04-21 |
2022-05-06 |
4.455786335 |
4.54545 |
¥1.0万 |
+1.98% |
WR超买 |
| 23 |
2022-07-05 |
2022-08-24 |
5.006501499999999 |
4.67532 |
¥-3.5万 |
-6.64% |
WR超买 |
| 24 |
2022-09-21 |
2022-10-14 |
4.936410479 |
5.1748199999999995 |
¥2.4万 |
+4.80% |
WR超买 |
| 25 |
2022-10-27 |
2022-11-14 |
4.956436484999999 |
5.024970000000001 |
¥7,078 |
+1.35% |
WR超买 |
| 26 |
2022-12-15 |
2023-01-04 |
5.286865583999999 |
5.274719999999999 |
¥-1,370 |
-0.26% |
WR超买 |
| 27 |
2023-01-31 |
2023-02-21 |
5.2315689999999995 |
5.184810000000001 |
¥-4,894 |
-0.92% |
WR超买 |
| 28 |
2023-03-13 |
2023-04-18 |
5.156696545 |
5.4445500000000004 |
¥2.9万 |
+5.55% |
WR超买 |
| 29 |
2023-05-25 |
2023-07-14 |
6.057866815 |
6.0939000000000005 |
¥3,113 |
+0.56% |
WR超买 |
| 30 |
2023-07-24 |
2023-07-26 |
5.867619757999999 |
6.213779999999999 |
¥3.3万 |
+5.87% |
WR超买 |
| 31 |
2023-08-17 |
2023-09-25 |
6.087905824 |
6.013979999999999 |
¥-7,300 |
-1.24% |
WR超买 |
| 32 |
2023-10-17 |
2024-01-25 |
5.747463722 |
4.88511 |
¥-8.8万 |
-15.03% |
WR超买 |
| 33 |
2024-03-14 |
2024-04-02 |
5.046553511999999 |
5.264729999999999 |
¥2.1万 |
+4.29% |
WR超买 |
| 34 |
2024-04-15 |
2024-04-16 |
5.046553511999999 |
5.24475 |
¥2.0万 |
+3.90% |
WR超买 |
| 35 |
2024-05-31 |
2024-07-02 |
5.376982610999999 |
5.24475 |
¥-1.3万 |
-2.49% |
WR超买 |
| 36 |
2024-08-12 |
2024-08-20 |
5.461638 |
5.7242700000000015 |
¥2.5万 |
+4.78% |
WR超买 |
| 37 |
2024-11-26 |
2024-12-10 |
7.009102100000001 |
7.78221 |
¥6.0万 |
+11.00% |
WR超买 |
| 38 |
2024-12-23 |
2024-12-31 |
7.339531199 |
7.7922 |
¥3.7万 |
+6.14% |
WR超买 |
| 39 |
2025-01-03 |
2025-01-24 |
7.169310147999999 |
7.03296 |
¥-1.2万 |
-1.93% |
WR超买 |
| 40 |
2025-02-26 |
2025-03-17 |
6.8689200580000005 |
7.02297 |
¥1.4万 |
+2.21% |
WR超买 |
| 41 |
2025-04-08 |
2025-04-16 |
6.478412940999999 |
6.94305 |
¥4.6万 |
+7.14% |
WR超买 |
| 42 |
2025-07-14 |
2025-08-18 |
8.400909516999999 |
8.57142 |
¥1.4万 |
+2.00% |
WR超买 |
| 43 |
2025-09-04 |
2025-10-15 |
8.491026544 |
8.16183 |
¥-2.8万 |
-3.91% |
WR超买 |
| 44 |
2025-12-02 |
2025-12-16 |
8.250714471999999 |
8.74125 |
¥4.0万 |
+5.91% |
WR超买 |
| 45 |
2026-01-22 |
2026-05-13 |
9.181923751 |
7.412580000000001 |
¥-13.9万 |
-19.29% |
WR超买 |
| 46 |
2026-05-18 |
2026-06-16 |
6.918985073000001 |
7.1028899999999995 |
¥1.5万 |
+2.63% |
WR超买 |
| 47 |
2026-08-05 |
2026-08-27 |
7.159297144999999 |
7.20279 |
¥3,435 |
+0.58% |
WR超买 |
| 48 |
2026-10-14 |
2026-11-13 |
7.609882279999997 |
7.14 |
¥-3.7万 |
-6.20% |
强平 |
逐笔成交记录（共 96 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-12-11 |
WR超卖 |
买入 |
6.246239999999999 |
159900.0 |
¥99.9万 |
|
| 2019-01-30 |
WR超买 |
卖出 |
5.55444 |
159900.0 |
¥88.8万 |
|
| 2019-03-26 |
WR超卖 |
买入 |
9.46946 |
93800.0 |
¥88.9万 |
|
| 2019-05-28 |
WR超买 |
卖出 |
8.43156 |
93800.0 |
¥79.1万 |
|
| 2019-07-09 |
WR超卖 |
买入 |
9.019009999999998 |
87400.0 |
¥78.8万 |
|
| 2019-08-26 |
WR超买 |
卖出 |
8.38161 |
87400.0 |
¥73.2万 |
|
| 2019-09-26 |
WR超卖 |
买入 |
8.828819999999999 |
83200.0 |
¥73.5万 |
|
| 2019-12-16 |
WR超买 |
卖出 |
7.092899999999999 |
83200.0 |
¥59.0万 |
|
| 2020-01-22 |
WR超卖 |
买入 |
7.497489999999999 |
78400.0 |
¥58.8万 |
|
| 2020-02-21 |
WR超买 |
卖出 |
7.4825099999999996 |
78400.0 |
¥58.6万 |
|
| 2020-03-10 |
WR超卖 |
买入 |
6.8168099999999985 |
85100.0 |
¥58.0万 |
|
| 2020-05-11 |
WR超买 |
卖出 |
6.43356 |
85100.0 |
¥54.7万 |
|
| 2020-05-25 |
WR超卖 |
买入 |
6.13613 |
90400.0 |
¥55.5万 |
|
| 2020-06-03 |
WR超买 |
卖出 |
6.333660000000001 |
90400.0 |
¥57.2万 |
|
| 2020-07-24 |
WR超卖 |
买入 |
7.327319999999999 |
77800.0 |
¥57.0万 |
|
| 2020-08-18 |
WR超买 |
卖出 |
7.832159999999999 |
77800.0 |
¥60.9万 |
|
| 2020-08-26 |
WR超卖 |
买入 |
7.29729 |
83800.0 |
¥61.2万 |
|
| 2020-09-21 |
WR超买 |
卖出 |
7.20279 |
83800.0 |
¥60.3万 |
|
| 2020-09-25 |
WR超卖 |
买入 |
6.82682 |
87900.0 |
¥60.0万 |
|
| 2020-10-22 |
WR超买 |
卖出 |
7.102890000000001 |
87900.0 |
¥62.4万 |
|
| 2020-10-29 |
WR超卖 |
买入 |
6.776769999999999 |
91300.0 |
¥61.9万 |
|
| 2020-11-27 |
WR超买 |
卖出 |
6.823169999999999 |
91300.0 |
¥62.3万 |
|
| 2020-12-11 |
WR超卖 |
买入 |
6.686679999999998 |
93900.0 |
¥62.8万 |
|
| 2021-01-04 |
WR超买 |
卖出 |
6.54345 |
93900.0 |
¥61.4万 |
|
| 2021-01-12 |
WR超卖 |
买入 |
6.266259999999999 |
97800.0 |
¥61.3万 |
|
| 2021-02-22 |
WR超买 |
卖出 |
6.153840000000001 |
97800.0 |
¥60.2万 |
|
| 2021-03-12 |
WR超卖 |
买入 |
6.056049999999999 |
99800.0 |
¥60.5万 |
|
| 2021-05-06 |
WR超买 |
卖出 |
6.033960000000001 |
99800.0 |
¥60.2万 |
|
| 2021-06-04 |
WR超卖 |
买入 |
6.09609 |
98700.0 |
¥60.2万 |
|
| 2021-08-19 |
WR超买 |
卖出 |
5.20479 |
98700.0 |
¥51.4万 |
|
| 2021-08-31 |
WR超卖 |
买入 |
5.065059999999999 |
101500.0 |
¥51.4万 |
|
| 2021-09-07 |
WR超买 |
卖出 |
5.2847100000000005 |
101500.0 |
¥53.6万 |
|
| 2021-09-23 |
WR超卖 |
买入 |
5.095089999999999 |
105200.0 |
¥53.6万 |
|
| 2021-10-22 |
WR超买 |
卖出 |
5.264729999999999 |
105200.0 |
¥55.4万 |
|
| 2021-10-28 |
WR超卖 |
买入 |
5.13 |
107800.0 |
¥55.3万 |
|
| 2021-12-13 |
WR超买 |
卖出 |
4.815180000000001 |
107800.0 |
¥51.9万 |
|
| 2021-12-23 |
WR超卖 |
买入 |
4.714709999999999 |
110100.0 |
¥51.9万 |
|
| 2022-01-11 |
WR超买 |
卖出 |
4.83516 |
110100.0 |
¥53.2万 |
|
| 2022-01-17 |
WR超卖 |
买入 |
4.684679999999999 |
113600.0 |
¥53.2万 |
|
| 2022-02-11 |
WR超买 |
卖出 |
4.75524 |
113600.0 |
¥54.0万 |
|
| 2022-02-25 |
WR超卖 |
买入 |
4.654650000000001 |
116200.0 |
¥54.1万 |
|
| 2022-03-29 |
WR超买 |
卖出 |
4.52547 |
116200.0 |
¥52.6万 |
|
| 2022-04-21 |
WR超卖 |
买入 |
4.45445 |
117200.0 |
¥52.2万 |
|
| 2022-05-06 |
WR超买 |
卖出 |
4.54545 |
117200.0 |
¥53.3万 |
|
| 2022-07-05 |
WR超卖 |
买入 |
5.004999999999999 |
106200.0 |
¥53.2万 |
|
| 2022-08-24 |
WR超买 |
卖出 |
4.67532 |
106200.0 |
¥49.6万 |
|
| 2022-09-21 |
WR超卖 |
买入 |
4.93493 |
101200.0 |
¥50.0万 |
|
| 2022-10-14 |
WR超买 |
卖出 |
5.1748199999999995 |
101200.0 |
¥52.4万 |
|
| 2022-10-27 |
WR超卖 |
买入 |
4.954949999999999 |
105600.0 |
¥52.3万 |
|
| 2022-11-14 |
WR超买 |
卖出 |
5.024970000000001 |
105600.0 |
¥53.0万 |
|
| 2022-12-15 |
WR超卖 |
买入 |
5.285279999999999 |
99800.0 |
¥52.8万 |
|
| 2023-01-04 |
WR超买 |
卖出 |
5.274719999999999 |
99800.0 |
¥52.6万 |
|
| 2023-01-31 |
WR超卖 |
买入 |
5.23 |
101300.0 |
¥53.0万 |
|
| 2023-02-21 |
WR超买 |
卖出 |
5.184810000000001 |
101300.0 |
¥52.5万 |
|
| 2023-03-13 |
WR超卖 |
买入 |
5.15515 |
101500.0 |
¥52.3万 |
|
| 2023-04-18 |
WR超买 |
卖出 |
5.4445500000000004 |
101500.0 |
¥55.2万 |
|
| 2023-05-25 |
WR超卖 |
买入 |
6.056049999999999 |
91000.0 |
¥55.1万 |
|
| 2023-07-14 |
WR超买 |
卖出 |
6.0939000000000005 |
91000.0 |
¥55.4万 |
|
| 2023-07-24 |
WR超卖 |
买入 |
5.8658600000000005 |
94400.0 |
¥55.4万 |
|
| 2023-07-26 |
WR超买 |
卖出 |
6.213779999999999 |
94400.0 |
¥58.6万 |
|
| 2023-08-17 |
WR超卖 |
买入 |
6.08608 |
96400.0 |
¥58.7万 |
|
| 2023-09-25 |
WR超买 |
卖出 |
6.013979999999999 |
96400.0 |
¥58.0万 |
|
| 2023-10-17 |
WR超卖 |
买入 |
5.74574 |
101400.0 |
¥58.3万 |
|
| 2024-01-25 |
WR超买 |
卖出 |
4.88511 |
101400.0 |
¥49.5万 |
|
| 2024-03-14 |
WR超卖 |
买入 |
5.045039999999999 |
97600.0 |
¥49.3万 |
|
| 2024-04-02 |
WR超买 |
卖出 |
5.264729999999999 |
97600.0 |
¥51.4万 |
|
| 2024-04-15 |
WR超卖 |
买入 |
5.045039999999999 |
101900.0 |
¥51.4万 |
|
| 2024-04-16 |
WR超买 |
卖出 |
5.24475 |
101900.0 |
¥53.4万 |
|
| 2024-05-31 |
WR超卖 |
买入 |
5.375369999999999 |
99700.0 |
¥53.6万 |
|
| 2024-07-02 |
WR超买 |
卖出 |
5.24475 |
99700.0 |
¥52.3万 |
|
| 2024-08-12 |
WR超卖 |
买入 |
5.46 |
95800.0 |
¥52.3万 |
|
| 2024-08-20 |
WR超买 |
卖出 |
5.7242700000000015 |
95800.0 |
¥54.8万 |
|
| 2024-11-26 |
WR超卖 |
买入 |
7.007 |
78000.0 |
¥54.7万 |
|
| 2024-12-10 |
WR超买 |
卖出 |
7.78221 |
78000.0 |
¥60.7万 |
|
| 2024-12-23 |
WR超卖 |
买入 |
7.33733 |
82800.0 |
¥60.8万 |
|
| 2024-12-31 |
WR超买 |
卖出 |
7.7922 |
82800.0 |
¥64.5万 |
|
| 2025-01-03 |
WR超卖 |
买入 |
7.167159999999999 |
89300.0 |
¥64.0万 |
|
| 2025-01-24 |
WR超买 |
卖出 |
7.03296 |
89300.0 |
¥62.8万 |
|
| 2025-02-26 |
WR超卖 |
买入 |
6.86686 |
92000.0 |
¥63.2万 |
|
| 2025-03-17 |
WR超买 |
卖出 |
7.02297 |
92000.0 |
¥64.6万 |
|
| 2025-04-08 |
WR超卖 |
买入 |
6.476469999999999 |
99700.0 |
¥64.6万 |
|
| 2025-04-16 |
WR超买 |
卖出 |
6.94305 |
99700.0 |
¥69.2万 |
|
| 2025-07-14 |
WR超卖 |
买入 |
8.39839 |
81500.0 |
¥68.5万 |
|
| 2025-08-18 |
WR超买 |
卖出 |
8.57142 |
81500.0 |
¥69.8万 |
|
| 2025-09-04 |
WR超卖 |
买入 |
8.48848 |
83100.0 |
¥70.6万 |
|
| 2025-10-15 |
WR超买 |
卖出 |
8.16183 |
83100.0 |
¥67.8万 |
|
| 2025-12-02 |
WR超卖 |
买入 |
8.24824 |
82300.0 |
¥67.9万 |
|
| 2025-12-16 |
WR超买 |
卖出 |
8.74125 |
82300.0 |
¥71.9万 |
|
| 2026-01-22 |
WR超卖 |
买入 |
9.17917 |
78200.0 |
¥71.8万 |
|
| 2026-05-13 |
WR超买 |
卖出 |
7.412580000000001 |
78200.0 |
¥57.9万 |
|
| 2026-05-18 |
WR超卖 |
买入 |
6.916910000000001 |
83200.0 |
¥57.6万 |
|
| 2026-06-16 |
WR超买 |
卖出 |
7.1028899999999995 |
83200.0 |
¥59.1万 |
|
| 2026-08-05 |
WR超卖 |
买入 |
7.157149999999999 |
83100.0 |
¥59.5万 |
|
| 2026-08-27 |
WR超买 |
卖出 |
7.20279 |
83100.0 |
¥59.8万 |
|
| 2026-10-14 |
WR超卖 |
买入 |
7.607599999999998 |
78600.0 |
¥59.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
7.14 |
78600 |
¥56.1万 |
回测结束强平 |