전략 평가 리포트 v3
전략 평가 리포트 v3
2025-08-04 ~ 2026-08-04 · 초기 자본 100,000,000원 · 수수료 15bps · 슬리피지 5bps
추천 조합
| 전략 | ha-bollinger |
|---|
| 필터 | KOSDAQ |
|---|
| 포트폴리오 | 10 포지션 / 100% |
|---|
| 리스크 | 없음 |
|---|
| 총 수익률 | +215.67% |
|---|
| 최대 낙폭 | -28.67% |
|---|
| Sharpe | 2.16 |
|---|
| 승률 | +57.9% |
|---|
| 거래 수 | 19 |
|---|
| 실행 | 포트폴리오 v3에서 열기 |
|---|
수익률 Top 10
1
kosdaq
10pos/100%
none
+215.67%
-28.67%
2.16
+57.9%
19
2
all
3pos/33%
none
+163.86%
-23.09%
2.68
+50.0%
48
3
kospi
3pos/33%
none
+163.86%
-23.09%
2.68
+50.0%
48
4
all
10pos/100%
none
+141.17%
-56.79%
1.63
+36.6%
112
5
kospi
10pos/100%
none
+141.17%
-56.79%
1.63
+36.6%
112
6
all
3pos/33%
none
+137.87%
-25.16%
2.34
+44.7%
47
7
kospi
3pos/33%
none
+137.87%
-25.16%
2.34
+44.7%
47
8
all
10pos/100%
none
+135.05%
-59.41%
1.57
+40.0%
75
9
kospi
10pos/100%
none
+135.05%
-59.41%
1.57
+40.0%
75
10
all
3pos/33%
none
+124.18%
-22.19%
2.32
+41.3%
109
Sharpe Top 10
1
all
3pos/33%
none
+163.86%
-23.09%
2.68
+50.0%
48
2
kospi
3pos/33%
none
+163.86%
-23.09%
2.68
+50.0%
48
3
all
3pos/33%
none
+137.87%
-25.16%
2.34
+44.7%
47
4
kospi
3pos/33%
none
+137.87%
-25.16%
2.34
+44.7%
47
5
all
3pos/33%
none
+124.18%
-22.19%
2.32
+41.3%
109
6
kospi
3pos/33%
none
+124.18%
-22.19%
2.32
+41.3%
109
7
kosdaq
10pos/100%
none
+215.67%
-28.67%
2.16
+57.9%
19
8
all
3pos/33%
none
+115.70%
-29.75%
1.97
+42.4%
33
9
kospi
3pos/33%
none
+115.70%
-29.75%
1.97
+42.4%
33
10
all
3pos/33%
SL5/TP10
+74.49%
-17.35%
1.93
+48.1%
158
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%
0.59
+40.0%
10
10
all
3pos/33%
SL5/TP10
-5.95%
-6.25%
-1.27
+14.3%
7