전략 평가 리포트 v3
전략 평가 리포트 v3
2025-07-28 ~ 2026-07-28 · 초기 자본 100,000,000원 · 수수료 15bps · 슬리피지 5bps
추천 조합
| 전략 | volatility-squeeze |
|---|
| 필터 | 전체 (KOSPI+KOSDAQ) |
|---|
| 포트폴리오 | 10 포지션 / 100% |
|---|
| 리스크 | 없음 |
|---|
| 총 수익률 | +791.30% |
|---|
| 최대 낙폭 | -44.49% |
|---|
| Sharpe | 3.23 |
|---|
| 승률 | +100.0% |
|---|
| 거래 수 | 1 |
|---|
| 실행 | 포트폴리오 v3에서 열기 |
|---|
수익률 Top 10
1
all
10pos/100%
none
+791.30%
-44.49%
3.23
+100.0%
1
2
kospi
10pos/100%
none
+791.30%
-44.49%
3.23
+100.0%
1
3
all
3pos/33%
none
+259.65%
-40.33%
2.48
+50.0%
4
4
kospi
3pos/33%
none
+259.65%
-40.33%
2.48
+50.0%
4
5
kosdaq
10pos/100%
none
+192.63%
-28.67%
2.01
+50.0%
20
6
all
3pos/33%
none
+181.19%
-20.75%
2.96
+63.6%
44
7
kospi
3pos/33%
none
+181.19%
-20.75%
2.96
+63.6%
44
8
all
3pos/33%
none
+145.92%
-29.02%
2.29
+45.2%
31
9
kospi
3pos/33%
none
+145.92%
-29.02%
2.29
+45.2%
31
10
all
3pos/33%
none
+129.05%
-22.37%
2.37
+41.8%
110
Sharpe Top 10
1
all
10pos/100%
none
+791.30%
-44.49%
3.23
+100.0%
1
2
kospi
10pos/100%
none
+791.30%
-44.49%
3.23
+100.0%
1
3
all
3pos/33%
none
+181.19%
-20.75%
2.96
+63.6%
44
4
kospi
3pos/33%
none
+181.19%
-20.75%
2.96
+63.6%
44
5
all
3pos/33%
none
+259.65%
-40.33%
2.48
+50.0%
4
6
kospi
3pos/33%
none
+259.65%
-40.33%
2.48
+50.0%
4
7
all
3pos/33%
none
+129.05%
-22.37%
2.37
+41.8%
110
8
kospi
3pos/33%
none
+129.05%
-22.37%
2.37
+41.8%
110
9
all
3pos/33%
none
+145.92%
-29.02%
2.29
+45.2%
31
10
kospi
3pos/33%
none
+145.92%
-29.02%
2.29
+45.2%
31
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
all
10pos/100%
none
+2.33%
-4.59%
0.36
+100.0%
1
6
all
10pos/100%
SL5/TP10
+2.33%
-4.59%
0.36
+100.0%
1
7
kospi
10pos/100%
none
+2.33%
-4.59%
0.36
+100.0%
1
8
kospi
10pos/100%
SL5/TP10
+2.33%
-4.59%
0.36
+100.0%
1
9
kosdaq
3pos/33%
SL5/TP10
+5.44%
-5.07%
0.58
+40.0%
10
10
all
3pos/33%
SL5/TP10
-5.43%
-5.87%
-1.16
+16.7%
6