기간
시작일: 2024년 1월 1일
기록일: 2024년 8월 6일
-- 현재 진행중
수익률 데이터
| 날짜 | 당일 수익률 | 누적 수익률 |
| 2024-01-05 | 10.70% | 10.70% |
| 2024-01-08 | 3.09% | 13.80% |
| 2024-01-09 | 8.73% | 22.52% |
| 2024-01-10 | -2.18% | 20.35% |
| 2024-01-11 | 23.46% | 43.81% |
| 2024-01-12 | 9.00% | 52.81% |
| 2024-01-18 | 11.82% | 64.63% |
| 2024-01-19 | 0.82% | 65.44% |
| 2024-01-22 | -8.50% | 56.95% |
| 2024-01-23 | 2.72% | 59.66% |
| 2024-01-26 | -2.61% | 57.06% |
| 2024-01-29 | 31.39% | 88.44% |
| 2024-02-01 | 12.32% | 100.76% |
| 2024-02-05 | 11.30% | 112.07% |
| 2024-02-07 | 21.81% | 133.88% |
| 2024-02-13 | 2.78% | 136.66% |
| 2024-02-15 | 2.49% | 139.14% |
| 2024-02-16 | -4.33% | 134.81% |
| 2024-02-20 | -4.46% | 130.35% |
| 2024-02-21 | -1.48% | 128.86% |
| 2024-02-23 | -9.24% | 119.62% |
| 2024-02-26 | 9.18% | 128.80% |
| 2024-03-05 | -7.00% | 121.80% |
| 2024-03-06 | 18.79% | 140.60% |
| 2024-03-07 | 14.92% | 155.51% |
| 2024-03-08 | 10.42% | 165.93% |
| 2024-03-18 | 9.80% | 175.73% |
| 2024-03-20 | 22.23% | 197.96% |
| 2024-03-27 | -3.41% | 194.55% |
| 2024-04-01 | 8.43% | 202.98% |
| 2024-04-02 | 8.68% | 211.66% |
| 2024-04-03 | 4.58% | 216.24% |
| 2024-04-04 | -20.05% | 196.18% |
| 2024-04-05 | 10.69% | 206.87% |
| 2024-04-11 | -2.66% | 204.21% |
| 2024-04-12 | 7.97% | 212.18% |
| 2024-04-16 | -1.51% | 210.66% |
| 2024-04-17 | 2.52% | 213.18% |
| 2024-05-10 | -6.83% | 206.35% |
| 2024-05-17 | 9.23% | 215.58% |
| 2024-05-21 | 2.14% | 217.71% |
| 2024-05-29 | -7.12% | 210.59% |
| 2024-05-30 | 6.07% | 216.66% |
| 2024-06-03 | -12.45% | 204.20% |
| 2024-06-04 | 10.83% | 215.03% |
| 2024-06-05 | 10.03% | 225.06% |
| 2024-06-07 | 11.07% | 236.13% |
| 2024-06-10 | 5.73% | 241.86% |
| 2024-06-13 | 9.45% | 251.31% |
| 2024-06-14 | 11.46% | 262.77% |
| 2024-06-18 | -10.61% | 252.17% |
| 2024-06-19 | -6.96% | 245.20% |
| 2024-07-03 | 11.30% | 256.50% |
| 2024-07-09 | -11.21% | 245.29% |
| 2024-07-17 | 8.32% | 253.61% |
| 2024-07-19 | -4.34% | 249.26% |
| 2024-07-26 | 3.93% | 253.19% |
| 2024-08-06 | 7.92% | 261.11% |
거래 정리 및 백테스트와 비교
| 실매매(2024.01.01~2024.08.06) | 백테스트(2022.03.10~2024.04.30) | |
| 거래횟수(회) | 72 | 352 |
| 수익횟수(회) | 48 | 213 |
| 손실횟수(회) | 24 | 139 |
| 수익확률(%) | 66.7 | 60.51 |
| 평균손익비 | 1.26 | 1.16 |
| TPI | 1.50 | 1.31 |
* 평균손익비는 평균수익률 / 평균손실률로 계산함
참고사항
- 정액으로 투자 -> 단리
- 누적수익률은 매수금액 기준으로 누적(계좌대비 수익률 아님)
- MDD도 매수금액 기준으로 계산