전략 평가 리포트 v3
전략 평가 리포트 v3
2025-07-28 ~ 2026-07-28 · 초기 자본 1,000,000원 · 수수료 15bps · 슬리피지 5bps
추천 조합
| 전략 | volatility-squeeze |
|---|
| 필터 | 전체 (KOSPI+KOSDAQ) |
|---|
| 포트폴리오 | 10 포지션 / 100% |
|---|
| 리스크 | 없음 |
|---|
| 총 수익률 | +717.48% |
|---|
| 최대 낙폭 | -44.07% |
|---|
| Sharpe | 3.18 |
|---|
| 승률 | +66.7% |
|---|
| 거래 수 | 3 |
|---|
| 실행 | 포트폴리오 v3에서 열기 |
|---|
수익률 Top 10
1
all
10pos/100%
none
+717.48%
-44.07%
3.18
+66.7%
3
2
kospi
10pos/100%
none
+717.48%
-44.07%
3.18
+66.7%
3
3
all
3pos/33%
none
+247.73%
-37.61%
2.57
+80.0%
5
4
kospi
3pos/33%
none
+247.73%
-37.61%
2.57
+80.0%
5
5
kosdaq
10pos/100%
none
+182.68%
-28.45%
1.98
+52.4%
21
6
kosdaq
3pos/33%
none
+122.88%
-41.72%
1.71
+75.0%
4
7
all
10pos/100%
none
+106.02%
-54.75%
1.47
+43.0%
107
8
kospi
10pos/100%
none
+106.02%
-54.75%
1.47
+43.0%
107
9
kosdaq
10pos/100%
none
+97.42%
-48.64%
1.23
+43.8%
32
10
kosdaq
3pos/33%
none
+91.76%
-21.34%
1.69
+48.5%
101
Sharpe Top 10
1
all
10pos/100%
none
+717.48%
-44.07%
3.18
+66.7%
3
2
kospi
10pos/100%
none
+717.48%
-44.07%
3.18
+66.7%
3
3
all
3pos/33%
none
+247.73%
-37.61%
2.57
+80.0%
5
4
kospi
3pos/33%
none
+247.73%
-37.61%
2.57
+80.0%
5
5
all
3pos/33%
SL5/TP10
+31.13%
-6.81%
2.00
+49.5%
111
6
kospi
3pos/33%
SL5/TP10
+31.13%
-6.81%
2.00
+49.5%
111
7
kosdaq
10pos/100%
none
+182.68%
-28.45%
1.98
+52.4%
21
8
all
3pos/33%
none
+60.09%
-11.99%
1.95
+45.2%
31
9
kospi
3pos/33%
none
+60.09%
-11.99%
1.95
+45.2%
31
10
all
3pos/33%
none
+57.62%
-14.32%
1.94
+55.0%
120
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
all
3pos/33%
none
-2.21%
-2.21%
-1.16
0.0%
2
6
all
3pos/33%
SL5/TP10
-2.21%
-2.21%
-1.16
0.0%
2
7
kospi
3pos/33%
none
-2.21%
-2.21%
-1.16
0.0%
2
8
kospi
3pos/33%
SL5/TP10
-2.21%
-2.21%
-1.16
0.0%
2
9
all
10pos/100%
none
+2.22%
-4.38%
0.36
+100.0%
1
10
all
10pos/100%
SL5/TP10
+2.22%
-4.38%
0.36
+100.0%
1