전략 평가 리포트 v3
전략 평가 리포트 v3
2025-07-26 ~ 2026-07-26 · 초기 자본 1,000,000원 · 수수료 15bps · 슬리피지 5bps
추천 조합
| 전략 | ma-crossover |
|---|
| 필터 | 전체 (KOSPI+KOSDAQ) |
|---|
| 포트폴리오 | 3 포지션 / 33% |
|---|
| 리스크 | 없음 |
|---|
| 총 수익률 | +109.25% |
|---|
| 최대 낙폭 | -19.89% |
|---|
| Sharpe | 2.44 |
|---|
| 승률 | +60.9% |
|---|
| 거래 수 | 23 |
|---|
| 실행 | 포트폴리오 v3에서 열기 |
|---|
수익률 Top 10
1
all
3pos/33%
none
+109.25%
-19.89%
2.44
+60.9%
23
2
kospi
3pos/33%
none
+109.25%
-19.89%
2.44
+60.9%
23
3
all
10pos/100%
none
+106.02%
-54.75%
1.47
+42.1%
107
4
kospi
10pos/100%
none
+106.02%
-54.75%
1.47
+42.1%
107
5
all
10pos/100%
none
+82.08%
-32.88%
1.34
+29.8%
47
6
kospi
10pos/100%
none
+82.08%
-32.88%
1.34
+29.8%
47
7
kosdaq
3pos/33%
SL5/TP10
+74.14%
-17.52%
1.73
+45.4%
260
8
all
10pos/100%
none
+72.09%
-44.19%
1.25
+36.4%
22
9
kospi
10pos/100%
none
+72.09%
-44.19%
1.25
+36.4%
22
10
kosdaq
10pos/100%
none
+70.94%
-11.18%
1.58
+66.7%
6
Sharpe Top 10
1
all
3pos/33%
SL5/TP10
+46.96%
-6.49%
2.55
+55.2%
134
2
kospi
3pos/33%
SL5/TP10
+46.96%
-6.49%
2.55
+55.2%
134
3
all
3pos/33%
none
+109.25%
-19.89%
2.44
+60.9%
23
4
kospi
3pos/33%
none
+109.25%
-19.89%
2.44
+60.9%
23
5
all
3pos/33%
none
+66.31%
-20.40%
1.91
+52.8%
36
6
kospi
3pos/33%
none
+66.31%
-20.40%
1.91
+52.8%
36
7
kosdaq
3pos/33%
SL5/TP10
+74.14%
-17.52%
1.73
+45.4%
260
8
kosdaq
10pos/100%
SL5/TP10
+32.31%
-4.38%
1.58
+66.7%
6
9
kosdaq
10pos/100%
none
+70.94%
-11.18%
1.58
+66.7%
6
10
all
3pos/33%
none
+46.66%
-21.34%
1.53
+55.0%
111
낙폭 낮은 순 Top 10
1
all
3pos/33%
none
0.00%
0.00%
—
0.0%
0
2
all
3pos/33%
SL5/TP10
0.00%
0.00%
—
0.0%
0
3
kospi
3pos/33%
none
0.00%
0.00%
—
0.0%
0
4
kospi
3pos/33%
SL5/TP10
0.00%
0.00%
—
0.0%
0
5
kosdaq
10pos/100%
SL5/TP10
+32.31%
-4.38%
1.58
+66.7%
6
6
all
10pos/100%
none
+2.22%
-4.38%
0.36
+100.0%
1
7
all
10pos/100%
SL5/TP10
+2.22%
-4.38%
0.36
+100.0%
1
8
kospi
10pos/100%
none
+2.22%
-4.38%
0.36
+100.0%
1
9
kospi
10pos/100%
SL5/TP10
+2.22%
-4.38%
0.36
+100.0%
1
10
kosdaq
3pos/33%
SL5/TP10
+6.59%
-4.59%
0.79
+44.4%
9