전략 평가 리포트 v3
전략 평가 리포트 v3
2025-07-26 ~ 2026-07-26 · 초기 자본 100,000,000원 · 수수료 15bps · 슬리피지 5bps
추천 조합
| 전략 | ma-crossover |
|---|
| 필터 | 전체 (KOSPI+KOSDAQ) |
|---|
| 포트폴리오 | 3 포지션 / 33% |
|---|
| 리스크 | 없음 |
|---|
| 총 수익률 | +170.96% |
|---|
| 최대 낙폭 | -28.77% |
|---|
| Sharpe | 2.51 |
|---|
| 승률 | +56.5% |
|---|
| 거래 수 | 23 |
|---|
| 실행 | 포트폴리오 v3에서 열기 |
|---|
수익률 Top 10
1
all
3pos/33%
none
+170.96%
-28.77%
2.51
+56.5%
23
2
kospi
3pos/33%
none
+170.96%
-28.77%
2.51
+56.5%
23
3
all
3pos/33%
none
+141.79%
-22.20%
2.51
+46.4%
112
4
kospi
3pos/33%
none
+141.79%
-22.20%
2.51
+46.4%
112
5
all
3pos/33%
none
+125.82%
-25.03%
2.27
+48.8%
41
6
kospi
3pos/33%
none
+125.82%
-25.03%
2.27
+48.8%
41
7
all
10pos/100%
none
+111.43%
-56.81%
1.45
+39.5%
114
8
kospi
10pos/100%
none
+111.43%
-56.81%
1.45
+39.5%
114
9
all
10pos/100%
none
+92.60%
-59.38%
1.19
+47.4%
57
10
kospi
10pos/100%
none
+92.60%
-59.38%
1.19
+47.4%
57
Sharpe Top 10
1
all
3pos/33%
none
+170.96%
-28.77%
2.51
+56.5%
23
2
kospi
3pos/33%
none
+170.96%
-28.77%
2.51
+56.5%
23
3
all
3pos/33%
none
+141.79%
-22.20%
2.51
+46.4%
112
4
kospi
3pos/33%
none
+141.79%
-22.20%
2.51
+46.4%
112
5
all
3pos/33%
none
+125.82%
-25.03%
2.27
+48.8%
41
6
kospi
3pos/33%
none
+125.82%
-25.03%
2.27
+48.8%
41
7
kosdaq
10pos/100%
SL5/TP10
+34.77%
-4.47%
1.59
+66.7%
6
8
kosdaq
10pos/100%
none
+76.54%
-12.09%
1.58
+66.7%
6
9
all
10pos/100%
none
+111.43%
-56.81%
1.45
+39.5%
114
10
kospi
10pos/100%
none
+111.43%
-56.81%
1.45
+39.5%
114
낙폭 낮은 순 Top 10
1
all
3pos/33%
none
+0.75%
-1.54%
0.34
+100.0%
1
2
all
3pos/33%
SL5/TP10
+0.75%
-1.54%
0.34
+100.0%
1
3
kospi
3pos/33%
none
+0.75%
-1.54%
0.34
+100.0%
1
4
kospi
3pos/33%
SL5/TP10
+0.75%
-1.54%
0.34
+100.0%
1
5
kosdaq
10pos/100%
SL5/TP10
+34.77%
-4.47%
1.59
+66.7%
6
6
all
10pos/100%
none
+2.33%
-4.59%
0.37
+100.0%
1
7
all
10pos/100%
SL5/TP10
+2.33%
-4.59%
0.37
+100.0%
1
8
kospi
10pos/100%
none
+2.33%
-4.59%
0.37
+100.0%
1
9
kospi
10pos/100%
SL5/TP10
+2.33%
-4.59%
0.37
+100.0%
1
10
kosdaq
3pos/33%
SL5/TP10
+7.33%
-5.07%
0.77
+44.4%
9